This article explains what we mean by the unidimensionality of a measurement instrument, therefore we present some definitions and  theoretical contributions about this subject. Factor analysis is proposed as one of the many methods for assessing the unidimensionality of a measurement instrument. The use of Pearson correlations matrices on item-level factor analysis is identified as an important problem. Those correlations are problematic because items didn’t carry out the necessary assumptions in order to apply the Pearson correlation: interval-level measurement and normal distribution of the variable. As an alternative we propose and exemplify the use of tetrachoric and polychoric correlations. / Este artículo explica qué es lo que implica la unidimensionalidad de un instrumento de medición. Para ello se presentan algunas definiciones y aportes teóricos sobre el tema. Luego, el análisis factorial es propuesto como uno de los métodos para evaluar la dimensionalidad de un instrumento de medición. Se señala como un problema importante el uso de las matrices de correlaciones de Pearson en los análisis factoriales a nivel de ítems. Estas correlaciones son problemáticas porque los ítems no cumplen con los supuestos necesarios para aplicar la correlación de Pearson: nivel de medición de intervalo y distribución normal de la variable. Como alternativa se postula y ejemplifica el uso de las correlaciones tetracóricas y policóricas.

Cette thèse présente une étude des propagations des corrélations dans les systèmes avec interaction de longue portée. La dynamique des observables locales ne peut pas être décrite avec les méthodes utilisées pour la physique statistique à l’équilibre et les approches complètement nouvelles doivent être développées. Différentes bornes sur l’évolution temporelle des corrélations ont été dérivées, mais la dynamique réelle trouvée dans des données expérimentales et numériques est beaucoup plus compliquée avec différents régimes de propagation. Une approche plus spécifique est donc nécessaire pour comprendre ces phénomènes. Nous présentons une méthode analytique pour décrire l’évolution temporelle d’observables génériques dans des systèmes décrits par des hamiltoniens quadratiques avec interactions de courte et longue portée. Grâce ces expressions, la propagation des observables peut être interprétée comme la propagation des excitations du système. Nous appliquons cette méthode générique à un modèle de spins et on obtient trois régimes différents. Ils peuvent être directement expliqués qualitativement et quantitativement par les divergences du spectre des excitations. Le résultat le plus important est le fait que la propagation, là où elle n’est pas instantanée, est au plus balistique, voir plus lente, alors les bornes permettent une propagation significativement plus rapide. On applique les mêmes expressions analytiques à un système de bosons sur un réseau avec interaction de longue et courte portée. Nous étudions les corrélations à deux corps qui ont un comportement toujours balistique et les corrélations à un corps qui ont un comportement plus riche. Cet effet peut être expliqué en calculant la contribution aux deux observables des différentes excitations qui déterminent les parties du spectre contribuant à l’observable. Ces résultats démontrent que la propagation des observables n’est pas déterminée uniquement par le spectre des excitations mais également par des quantités qui dépendent de l’observable et qui peuvent changer complètement le régime de propagation. / In this thesis we present our results on the propagation of correlations in long-range interacting quantum systems. The dynamics of local observables in these systems cannot be described with the standard methods used in equilibrium statistical physics and completely new methods have to be developed. Several bounds on the time evolution of correlations have been derived for these systems. However the propagation found in experimental and numerical results is completely different and several regimes are present depending on the long-range character of the interactions. Here we present analytical expressions to describe the time evolution of generic observables in systems where the Hamiltonian takes a quadratic form with long- and short-range interactions. These expressions describe the spreading of local observables as the spreading of the fundamental excitations of the system. We apply these expressions to a spin model finding three different propagation regimes. They can be described qualitatively et quantitatively by the divergences in the energy spectrum. The most important result is that the propagation is at most ballistic, but it can be also significantly slower, where the general bounds predict a propagation faster than ballistic. This points out that the bounds are not able to describe properly the propagation, but a more specific approach is needed. We then move to a system of lattice bosons interacting via long-range interactions. In this case we study two different observables finding completely different results for the same interactions: the spreading of two-body correlations is always ballistic while the one of the one-body correlations ranges from faster-than-ballistic to ballistic. Using our general analytic expressions we find that different parts of the spectrum contribute differently to different observables determining the previous differences. This points out that an observable-dependent notion of locality, missing in the general bounds, have to be developed to correctly describe the time evolution.

In dieser Arbeit untersuchen wir das Critical Slowing down der Gitter-QCD Simulationen. Wir führen eine Vorstudie in der quenched Approximation durch, in der wir feststellen, dass unsere Schätzung der exponentiellen Autokorrelation wie $\tauexp(a) \sim a^{-5} $ skaliert, wobei $a$ der Gitterabstand ist. In unquenched Simulationen mit O(a)-verbesserten Wilson-Fermionen finden wir ein ähnliches Skalierungsgesetz. Die Diskussion wird von einem gro\ss{}en Satz an Ensembles sowohl in reiner Eichtheorie als auch in der Theorie mit zwei entarteten Seequarks unterstützt. Wir haben darüber hinaus die Wirkung von langsamen algorithmischen Modi in der Fehleranalyse des Erwartungswertes von typischen Gitter-QCD-Observablen (hadronische Matrixelemente und Massen) untersucht. Im Kontext der Simulationen, die durch langsame Modi betroffen sind, schlagen wir vor und testen eine Methode, um zuverlässige Schätzungen der statistischen Fehler zu bekommen. Diese Methode soll in dem typischen Simulationsbereich der Gitter-QCD helfen, nämlich dann, wenn die gesamte erfasste Statistik O(10)\tauexp ist. Dies ist der typische Fall bei Simulationen in der Nähe des Kontinuumslimes, wo der Rechenaufwand für die Erzeugung von zwei unabhängigen Datenpunkten sehr gro\ss{} sein kann. Schlie\ss{}lich diskutieren wir die Skalenbestimmung in N_f=2-Simulationen mit der Kaon Zerfallskonstante f_K als experimentellem Input. Die Methode wird zusammen mit einer gründlichen Diskussion der angewandten Fehleranalyse erklärt. Eine Beschreibung der öffentlich zugänglichen Software, die für die Fehleranalyse genutzt wurde, ist eingeschlossen. / In this work we investigate the critical slowing down of lattice QCD simulations. We perform a preliminary study in the quenched approximation where we find that our estimate of the exponential auto-correlation time scales as $\tauexp(a)\sim a^{-5}$, where $a$ is the lattice spacing. In unquenched simulations with O(a) improved Wilson fermions we do not obtain a scaling law but find results compatible with the behavior that we find in the pure gauge theory. The discussion is supported by a large set of ensembles both in pure gauge and in the theory with two degenerate sea quarks. We have moreover investigated the effect of slow algorithmic modes in the error analysis of the expectation value of typical lattice QCD observables (hadronic matrix elements and masses). In the context of simulations affected by slow modes we propose and test a method to obtain reliable estimates of statistical errors. The method is supposed to help in the typical algorithmic setup of lattice QCD, namely when the total statistics collected is of O(10)\tauexp. This is the typical case when simulating close to the continuum limit where the computational costs for producing two independent data points can be extremely large. We finally discuss the scale setting in Nf=2 simulations using the Kaon decay constant f_K as physical input. The method is explained together with a thorough discussion of the error analysis employed. A description of the publicly available code used for the error analysis is included.

This research involves an investigation of the construct validity of the Wechsler Intelligence Scale for Children-; Fourth Edition (WISC-IV) when compared to the Woodcock-Johnson III Tests of Cognitive Abilities (WJ III COG) to provide evidence for the utility of using the WISC-IV in assessing cognitive abilities according to the Cattell-Horn-Carroll (CHC) theory. The study was conducted using archival data consisting of 92 children and adolescents between the ages of 6 years and 16 years, 11 months referred for a comprehensive neuropsychological evaluation at a university-affiliated assessment center. Data for all participants were collected following administration of a battery of measures as part of a neuropsychological evaluation, with tests administered in no particular order. The mean age of children was 9.82 years (SD= 2.81) with a mean grade level of 3.95 (SD= 2.63). Ten hypotheses were investigated specifically to examine the comparability of the general intellectual functioning scores for each battery among a sample of children with neuropsychiatric disorders, as well as to examine the convergent and discriminate validity of the WISC-IV index scores. The first hypothesis utilized a paired samplest&n-test and found that the WISC-IV Full Scale IQ score was significantly below that of the WJ III COG General Intellectual Ability-Extended score. For the remaining hypotheses, Pearson product-moment correlations revealed large correlations between the WISC-IV and WJ III COG convergent constructs of general intellectual functioning, comprehension-knowledge, fluid reasoning, working memory, and processing speed. For correlations between divergent constructs, the WISC-IV Verbal Comprehension Index and the WJ III COG Visual-Spatial Thinking (Gv) factor demonstrated a large correlation. Both the WISC-IV Processing Speed Index and Working Memory Index correlated moderately with the WJ III COGGvfactor, while the WISC-IV Perceptual Reasoning Index correlated moderately with the WJ III COG Auditory Processing factor. Fisher's r to Z transformation was used to assess for significant differences between the observed correlations and stipulated values determined. Results indicated that correlations between the global IQ, fluid reasoning, and short-term memory composite scores of the two measures were significantly greater than that found for the WISC-III and WJ III COG, while the relationship between the verbal ability and processing speed composite scores were consistent with past findings. Correlations between divergent constructs revealed a reliable pattern of significantly greater relationships than was found for research concerning the WISC-III and WJ III COG. Primarily, results of this study provided evidence that the substantive changes made to the WISC-IV have improved the ability to interpret the Full Scale IQ score as a measure of general intelligence similar to that obtained by the WJ III COG. However, the global IQ scores between the two measures cannot be assumed to be equivalent among children with neuropsychiatric disorders. Results also suggested that the WISC-IV appears to provide improved measurement of the CHC broad abilities of fluid reasoning (Gf) and short-term memory (Gsm). Correlations between divergent constructs provided evidence for relationships between cognitive abilities suggested to be significantly related to academic achievement. This study concluded that research findings for the WISC-III cannot be applied conclusively to the WISC-IV and that the substantive changes made to the WISC-IV have improved the ability to interpret the battery under the CHC framework. However, findings underscore the importance of examining performance across second-order factors that may contribute to differences in general intelligence, as well as remaining aware of differences in narrow ability constructs measured, task demands, or shared variance between subtests when making interpretations of test performance.

This study tests for the market efficiency of the Nairobi Securities Exchange (NSE) after the year 2000 to determine the effect of technological advancements on market efficiency. Data that is used is the NSE 20 share index over the period 2001 to 2015; and the NSE All Share Index (NSE ASI) from its initiation during 2008 to 2015. We cannot accept the Efficient Market Hypothesis (EMH) for the NSE using the serial correlation test, the unit root tests and the runs test. However, we can accept the EMH for the more robust variance ratio test. Overall, the results of the market efficiency are mixed. The most significant finding is that the efficiency of the NSE has increased since the year 2000 which suggests that advancements in technology have contributed to the increase in the market efficiency of the NSE. / Business Management / M. Com. (Business Management)

Thesis (MSc (Physics))--University of Stellenbosch, 2009. / Hanbury Brown-Twiss interferometry is a correlation technique by which the size and shape of the emission function of identical particles created during collisions of high-energy leptons, hadrons or nuclei can be determined. Accurate experimental datasets of three-dimensional correlation functions in momentum space now exist; these are sometimes almost Gaussian in form, but may also show strong deviations from Gaussian shapes. We investigate the suitability of expressing these correlation functions in terms of statistical quantities beyond the normal Gaussian description. Beyond means and the covariance matrix, higher-order moments and cumulants describe the form and di erence between the measured correlation function and a Gaussian distribution. The corresponding series expansion is the Gram- Charlier series and in particular the Gram-Charlier Type A expansion found in the literature, which is based on a Gaussian reference distribution. We investigate both the Gram-Charlier Type A series as well as generalised forms based on non-Gaussian reference distributions, as well as the related Edgeworth expansion. For testing purposes, experimental data is initially represented by a suite of one-dimensional analytic non-Gaussian distributions. We conclude that the accuracy of these expansions can be improved dramatically through a better choice of reference distribution, suggested by the sign and size of the kurtosis of the experimental distribution. We further extend our investigation to simulated samples of such test distributions and simplify the theoretical expressions for unbiased estimators (k-statistics) for the case of symmetric distributions.

Σκοπός της παρούσας μελέτης είναι να εξετάσουμε την σχέση που υπάρχει μεταξύ της χρηματιστηριακής αγοράς και αυτής των αποδόσεων των ομολόγων σε τέσσερις χώρες της Ευρωπαϊκής Ένωσης (Γερμανίας, Ιταλίας, Ισπανίας και Γαλλίας) για την περίοδο από τον Δεκέμβριο 1999 έως τον Δεκέμβριο του 2012. Προσπαθήσαμε να εξετάσουμε το κατά πόσο υπάρχουν συσχετίσεις μεταξύ των δύο περιουσιακών στοιχείων σε μεγάλο χρονικό διάστημα χρησιμοποιώντας πολυμεταβλητά μοντέλα. Τα δεδομένα που πήραμε είναι οι ημερήσιες αποδόσεις των 10ετών ομολόγων και τα κλεισίματα των χρηματιστηριακών αγορών των χωρών αυτών για κάθε μία ξεχωριστά. Ξεκινάμε την ερευνά μας χρησιμοποιώντας το μοντέλο του GARCH του Bollerslev (1990). Τέλος μέσω της συνολοκλήρωσης με την διαδικασία του Johansen test θα εξετάσουμε το κατά πόσο οι σειρές μας ολοκληρώνονται μακροχρόνια επηρεάζοντας η μία την άλλη καθώς και την μεταξύ τους εξάρτηση και την αιτιότητα των εν λόγω σχέσεων. Η εργασίας μας έχει ως στόχο να μας δείξει το κατά πόσο υπάρχει μακροχρόνια συσχέτιση μεταξύ των δύο αυτών αγορών, ώστε να βοηθά τους διαχειριστές και οικονομικούς αναλυτές να δημιουργούν το χαρτοφυλάκιο με το μικρότερο κίνδυνο και την μεγαλύτερη απόδοση. Τα αποτελέσματα μας δείχνουν μία μακροχρόνια συσχέτιση μεταξύ αυτών των δύο αγορών και ότι η μία αγορά επηρεάζει την άλλη σε βάθος χρόνου, οπότε είναι χρήσιμο σε ένα χαρτοφυλάκιο να υπάρχουν και τα δύο περιουσιακά στοιχεία. / The purpose of this study is to look at the relationship between stock market and bond market in four European Countries (Germany, France, Spain and Italy) for the period of December 1999 to December 2012. We attempt to examine whether the correlations between two classes of assets are time varying by using multivariate conditional volatility models. The data we are daily yields on 10-year bonds and the closures of the stock markets of these countries for each one individually. We start our investigation by applying GARCH model of Bollerslev (1990). Finally, through co integration with the process of Johansen test will look at whether our series completed long influencing each other and their mutual dependence and causality of these relations. Our paper aims to show us whether there is a long correlation between these two markets in order to help managers and financial analysts to create a portfolio with less risk and greater efficiency. Our results show a long-term correlation between these two markets and one market affects the other in the long run, so it is useful to have a portfolio of both assets.

Strong electron-electron correlations and lattice frustration are two physical interactions that pose serious challenges to condensed matter physics. A variety of exotic physical phenomena, for example, charge ordering, spin liquid, and unconventional superconductivity, are believed to arise from the interplay of the two interactions. In this dissertation, I examine two families of systems which exhibit both electron-electron correlations and lattice frustration – charge transfer solids and layered cobaltates. The half-filled band Hubbard model on the triangular lattice has been proposed by mean-field theories as the minimal model for the superconductivity in the charge transfer solids. In the first part of this dissertation, by using exact calculations, I prove the absence of superconductivity in this model. This result calls for a new theoretical approach to describe the rich physics in charge transfer solids. In the second part of this dissertation, I study charge transfer solids by focusing on its real bandfilling ¼. I show that a new kind of insulating phase, paired electron crystal, emerges from antiferromagnetism as the frustration is increased. The paired electron crystal state can explain the various insulating states adjacent to the superconducting state, thus provides a new avenue towards the understanding of the unconventional superconductivity in charge transfer solids and other ¼ filled systems. In the third part of this dissertation, I investigate the carrier concentration-dependent electronic behavior in layered cobaltates. I provide a natural yet simple explanation for this behavior. I show that it can be described within correlated-electron Hamiltonians with finite on-site and significant nearest neighbor hole-hole Coulomb repulsions. I also point out the similarities between organic charge transfer solids and layered cobaltates, which may involve superconductivity.

No description available.

A quantum state represents neither properties of a physical system nor anyone s knowledge of its properties. The important question is not what quantum states represent but how they are used as informational bridges. Knowing about some physical situations (its backing conditions), an agent may assign a quantum state to form expectations about other possible physical situations (its advice conditions). Quantum states are objective: only expectations based on correct state assignments are gen- erally reliable. If a quantum state represents anything, it is the objective probabilistic relations between its backing conditions and its advice con- ditions. This paper o¤ers an account of quantum states and their function