The ability to process and respond to environmental cues requires the transformation of a sensory stimulus into an appropriate motor response, a process known as a sensorimotor transformation. The anti-saccade task can be used to investigate the ability of a subject to suppress a reflexive saccade towards a visual stimulus (pro-saccade) and generate a voluntary saccade 180° away from it. Additional steps are involved in the anti-saccade sensorimotor transformation that do not occur in the pro-saccade, which may produce performance differences between pro- and anti-saccade metrics. We were interested in exploring these differences to gain insight on the mechanism of the sensorimotor transformation of the anti-saccade and to uncover any directional biases in saccadic performance. Two experiments were performed, one in which stimuli were presented at 20 angular positions with a constant eccentricity of 12°, and another using 18 possible eccentricities along the horizontal. Pro-saccades had faster SRTs and velocities, larger amplitudes, higher accuracy and less variation in their trajectories than anti-saccades. Pro- and anti-saccade performance was shown to exhibit a similar dependence on both saccade goal direction and eccentricity. Differences manifested as a generalized reduction in anti-saccade performance that can be described as a scalar multiple of pro-saccade performance at all locations. Possible causes of this reduced performance were speculated to be i) the involvement of higher cortical structures, ii) errors in the internal representation of the stimulus, iii) sensorimotor coordinate transformation inaccuracy, and iv) online updating of the motor plan and the speed accuracy trade off inherent to saccades. The results of this study are comparable to previous monkey and human studies however certain differences were found that require further investigation. Further investigation is also required to determine the validity of the possible causes of performance reduction in the anti-saccade task and their specific contributions. / Thesis (Master, Neuroscience Studies) -- Queen's University, 2011-09-08 16:31:18.398

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We study the hadronic phase of Quantum Chromodynamics within a formalism that uses strongly interacting resonances in the Regge theory approach. Our aim is to investigate the properties of the medium created in a relativistic nucleus-nucleus collision, using the electromagnetic decays of vector mesons as probe. To do so, we first layout the foundations of Regge theory, which is then used to calculate the in-medium properties of vector mesons. This methodology will be used to calculate for the first time the properties of the &phis; meson in a hadronic medium. The properties are contained within the imaginary part of the propagator (IMPP). Since it is related to electromagnetic decay via vector meson dominance, the IMPP is a probe of strongly interacting hadron gas created in the collision.

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The structure of connected graphs of given size and order that have minimal algebraic connectivity is investigated. It is shown that they must consist of a chain of cliques. Moreover, an upper bound for the number of maximal cliques of size 2 or larger is derived. (author's abstract) / Series: Research Report Series / Department of Statistics and Mathematics

Session ID: TH-F3-4 / SCIS & ISIS 2010, Joint 5th International Conference on Soft Computing and Intelligent Systems and 11th International Symposium on Advanced Intelligent Systems. December 8-12, 2010, Okayama Convention Center, Okayama, Japan

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This study tests the size effect in the London Stock Exchange, using data for all nonfinancial listed firms from January 1985 to December 1995. The initial tests indicate that average stock returns are negatively related to firm size and that small firm portfolios earn returns in excess of the market risk. Further, the study tests whether the size effect is a proxy for variables such as the Book-to- Market Value and the Borrowing Ratio, as well as the impact of the dividend and the Bid- Ask spread on the return of the extreme size portfolios. The originality of this study is in the application of the Markov Chain Model to testing the Random Walk and Bubbles hypotheses, and the Vector Autoregression (VAR) framework for testing the relationship of macroeconomic variables with size portfolio returns.