Benford's Law and Continuous Dependent Random Variables
Becker, Thealexa; Miller, Steven J; Ronan, Ryan; Strauch, Frederick W
2011-01-01
Many systems exhibit a digit bias. For example, the first digit base 10 of the Fibonacci numbers, or of $2^n$, equals 1 not 10% or 11% of the time, as one would expect if all digits were equally likely, but about 30% of the time. This phenomenon, known as Benford's Law, has many applications, ranging from detecting tax fraud for the IRS to analyzing round-off errors in computer science. The central question is determining which data sets follow Benford's law. Inspired by natural processes such as particle decay, our work examines models for the decomposition of conserved quantities. We prove that in many instances the distribution of lengths of the resulting pieces converges to Benford behavior as the number of divisions grow. The main difficulty is that the resulting random variables are dependent, which we handle by a careful analysis of the dependencies and tools from Fourier analysis to obtain quantified convergence rates.
Benford's Law and Continuous Dependent Random Variables
Becker, Thealexa; Greaves-tunnell, Alec; Miller, Steven J.; Ronan, Ryan; Strauch, Frederick W.
2011-01-01
Many mathematical, man-made and natural systems exhibit a leading-digit bias, where a first digit (base 10) of 1 occurs not 11% of the time, as one would expect if all digits were equally likely, but rather 30%. This phenomenon is known as Benford's Law. Analyzing which datasets adhere to Benford's Law and how quickly Benford behavior sets in are the two most important problems in the field. Most previous work studied systems of independent random variables, and relied on th...
Cucu, Liliana
2008-01-01
We consider periodic and sporadic messages that are scheduled on a Controller Area Network (CAN) bus. We propose a stochastic analysis framework that provides probability distributions of message response times where the arrival of messages are given by independent random variables. This analysis can be extended easily to the case of dependent random variables. We also define the necessary steps to validate such analysis.
Mitton, Nathalie; Paroux, Katy; Sericola, Bruno; Tixeuil, Se?bastien
2008-01-01
We analyze in this paper the longest increasing contiguous sequence or maximal ascending run of random variables with common uniform distribution but not independent. Their dependence is characterized by the fact that two successive random variables cannot take the same value. Using a Markov chain approach, we study the distribution of the maximal ascending run and we develop an algorithm to compute it. This problem comes from the analysis of several self organizing protocols designed for lar...
Weak laws of large numbers for arrays of rowwise negatively dependent random variables
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R. L. Taylor
2001-01-01
Full Text Available Weak laws of large numbers for arrays of rowwise negatively dependent random variables are obtained in this paper. The more general hypothesis of negative dependence relaxes the usual assumption of independence. The moment conditions are similar to previous results, and the stochastic bounded condition also provides a generalization of the usual distributional assumptions.
Empirical Value at Risk for Weak Dependent Random Variables
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Samir Ben Hariz
2013-01-01
Full Text Available In this work, we study the empirical estimator of the Value at Risk (VaR for short for weak dependent observations. Our approach uses the oscillation of the empirical process under hypothesis of moment's inequality. We provide general conditions which ensure the convergence of the empirical estimator of the VaR. We also prove a central limit theorem (CLT for the difference. We perform some simulations for different sequences to illustrate our results. Finally, we apply the results for different sequences under assumptions of mixing or covariance.
Central limit theorem for the Banach-valued weakly dependent random variables
International Nuclear Information System (INIS)
The central limit theorem (CLT) for the Banach-valued weakly dependent random variables is proved. In proving CLT convergence of finite-measured (i.e. cylindrical) distributions is established. A weak compactness of the family of measures generated by a certain sequence is confirmed. The continuity of the limiting field is checked
An edgeworth expansion for a sum of M-Dependent random variables
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Wan Soo Rhee
1985-09-01
Full Text Available Given a sequence X1,X2,Ã¢Â€Â¦,Xn of m-dependent random variables with moments of order 3+ÃŽÂ±Ã¢Â€Â‰(0<ÃŽÂ±Ã¢Â‰Â¦1, we give an Edgeworth expansion of the distribution of SÃÂƒÃ¢ÂˆÂ’1(S=X1+X2+Ã¢Â€Â¦+Xn,Ã¢Â€Â‰ÃÂƒ2=ES2 under the assumption that E[exp(it SÃÂƒ1] is small away from the origin. The result is of the best possible order.
Directory of Open Access Journals (Sweden)
Anwer Khurshid
2012-07-01
Full Text Available Normal 0 false false false EN-US X-NONE X-NONE In this paper, it is shown that a complex multivariate random variable is a complex multivariate normal random variable of dimensionality if and only if all nondegenerate complex linear combinations of have a complex univariate normal distribution. The characteristic function of has been derived, and simpler forms of some theorems have been given using this characterization theorem without assuming that the variance-covariance matrix of the vector is Hermitian positive definite. Marginal distributions of have been given. In addition, a complex multivariate t-distribution has been defined and the density derived. A characterization of the complex multivariate t-distribution is given. A few possible uses of this distribution have been suggested.
Measure concentration for Euclidean distance in the case of dependent random variables
Marton, Katalin
2004-01-01
Let q^n be a continuous density function in n-dimensional Euclidean space. We think of q^n as the density function of some random sequence X^n with values in \\BbbR^n. For I\\subset[1,n], let X_I denote the collection of coordinates X_i, i\\in I, and let \\bar X_I denote the collection of coordinates X_i, i\
Contextuality is about identity of random variables
Dzhafarov, Ehtibar N.; Kujala, Janne V.
2014-12-01
Contextual situations are those in which seemingly ‘the same’ random variable changes its identity depending on the conditions under which it is recorded. Such a change of identity is observed whenever the assumption that the variable is one and the same under different conditions leads to contradictions when one considers its joint distribution with other random variables (this is the essence of all Bell-type theorems). In our Contextuality-by-Default approach, instead of asking why or how the conditions force ‘one and the same’ random variable to change ‘its’ identity, any two random variables recorded under different conditions are considered different ‘automatically.’ They are never the same, nor are they jointly distributed, but one can always impose on them a joint distribution (probabilistic coupling). The special situations when there is a coupling in which these random variables are equal with probability 1 are considered noncontextual. Contextuality means that such couplings do not exist. We argue that the determination of the identity of random variables by conditions under which they are recorded is not a causal relationship and cannot violate laws of physics.
On Inverse Moments for a Class of Nonnegative Random Variables
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Soo Hak Sung
2010-01-01
Full Text Available Using exponential inequalities, Wu et al. (2009 and Wang et al. (2010 obtained asymptotic approximations of inverse moments for nonnegative independent random variables and nonnegative negatively orthant dependent random variables, respectively. In this paper, we improve and extend their results to nonnegative random variables satisfying a Rosenthal-type inequality.
Strong invariance principle for dependent random fields
Bulinski, A; Bulinski, Alexander; Shashkin, Alexey
2006-01-01
A strong invariance principle is established for random fields which satisfy dependence conditions more general than positive or negative association. We use the approach of Cs\\"{o}rg\\H{o} and R\\'{e}v\\'{e}sz applied recently by Balan to associated random fields. The key step in our proof combines new moment and maximal inequalities, established by the authors for partial sums of multiindexed random variables, with the estimate of the convergence rate in the CLT for random fields under consideration.
A Measure of Monotonicity of two Random Variables
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Ilias Kachapov
2012-01-01
Full Text Available Problem statement: When analyzing random variables it was useful to measure the degree of their monotone dependence or compare pairs of random variables with respect to their monotonicity. Existing coefficients measure general or linear dependence of random variables. Developing a measure of monotonicity was useful for practical applications as well as for general theory, since monotonicity was an important type of dependence. Approach: Existing measures of dependence are briefly reviewed. The Reimann coefficient was generalized to arbitrary random variables with finite variances. Results: The article describes criteria for monotone dependence of two random variables and introduces a measure of this dependence-monotonicity coefficient. The advantages of this coefficient are shown in comparison with other global measures of dependence. It was shown that the monotonicity coefficient satisfies natural conditions for a monotonicity measure and that it had properties similar to the properties of the Pearson correlation; in particular, it equals 1 (-1 if and only if the pair X, Y was comonotonic (counter-monotonic. The monotonicity coefficient was calculated for some bivariate distributions and the sample version of the coefficient was defined. Conclusion/Recommendations: The monotonicity coefficient should be used to compare pairs of random variables (such as returns from financial assets with respect to their degree of monotone dependence. In the problems where the monotone relation of two variables has a random noise, the monotonicity coefficient can be used to estimate variance and other central moments of the noise. By calculating the sample version of the coefficient one will quickly find pairs of monotone dependent variables in a big dataset."
Stefani, A. G.; Huber, J. B.; Jardin, C.; Sticht, H.
2013-01-01
In this paper a numerical method is presented, which finds a lower bound for the mutual information between a binary and an arbitrary finite random variable with joint distributions that have a variational distance not greater than a known value to a known joint distribution. This lower bound can be applied to mutual information estimation with confidence intervals.
Filtered random variables, bialgebras and convolutions
Lenczewski, Romuald
2001-01-01
We introduce the filtered *-bialgebra which is a noncommutative analog of the *-bialgebra of multivariate polynomials with the canonical coproduct and counit. We study the associated filtered convolutions, random walks and random variables. The GNS representations of the limit states lead to filtered fundamental operators which are the CCR fundamental operators on the multiple symmetric Fock space, multiplied by appropriate projections. The importance of filtered random vari...
Unbalanced Bidding Problem with Fuzzy Random Variables
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Dongran Zang
2009-02-01
Full Text Available Unbalanced bidding problem with mixed uncertainty of fuzziness and randomness is considered in this paper, where the bidding engineering quantities of each activity are assumed to be fuzzy random variables. Two types of fuzzy random models as expected value maximization model and maximax chance-constrained model are built to satisfy different optimization requirements. Then a hybrid intelligent algorithm integrating fuzzy random simulations, neural network and genetic algorithm is designed to solve these models. Finally, a numerical experiment is given to illustrate its effectiveness of the algorithm. The results show that the algorithm is feasible and effective.
Asymptotics for Associated Random Variables
Oliveira, Paulo Eduardo
2012-01-01
The book concerns the notion of association in probability and statistics. Association and some other positive dependence notions were introduced in 1966 and 1967 but received little attention from the probabilistic and statistics community. The interest in these dependence notions increased in the last 15 to 20 years, and many asymptotic results were proved and improved. Despite this increased interest, characterizations and results remained essentially scattered in the literature published in different journals. The goal of this book is to bring together the bulk of these results, presenting
n-digit Benford distributed random variables
Khosravani, Azar; Rasinariu, Constantin
2013-01-01
The scope of this paper is twofold. First, to emphasize the use of the mod 1 map in exploring the digit distribution of random variables. We show that the well-known base- and scale-invariance of Benford variables are consequences of their associated mod 1 density functions being uniformly distributed. Second, to introduce a new concept of the $n$-digit Benford variable. Such a variable is Benford in the first $n$ digits, but it is not guaranteed to have a logarithmic distri...
Correlation and variable importance in random forests
Gregorutti, Baptiste; Michel, Bertrand; Saint-pierre, Philippe
2013-01-01
This paper is about variable selection with random forests algorithm in presence of correlated predictors. In high-dimensional regression or classification frameworks, variable selection is a difficult task, that becomes even more challenging in the presence of highly correlated predictors. Firstly we provide a theoretical study of the permutation importance measure for an additive regression model. This allows us to describe how the correlation between predictors impacts th...
Product of n independent uniform random variables
2009-01-01
Abstract We give an alternative proof of a useful formula for calculating the probability density function of the product of n uniform, independently and identically distributed random variables. Ishihara (2002, in Japanese) proves the result by induction; here we use Fourier analysis and contour integral methods which provide a more intuitive explanation of how the convolution theorem acts in this case.
Localization Transitions from Free Random Variables
Janik, Romuald A.; Nowak, Maciej A.; Papp, Gabor; Zahed, Ismail
1997-01-01
We motivate and use the concept of free random variables for the studies of the de-pinning transition of flux lines in superconductors as recently discussed by Hatano and Nelson. We derive analytical conditions for the critical points of the eigenvalue distribution in the complex plane for all values of the transverse magnetic field in one-dimension, in agreement with numerical calculations. We suggest a relation between reduced nonhermitean quantum mechanics in D-dimensions...
Random paths with curvature dependent action
International Nuclear Information System (INIS)
We study discretized random paths with a curvature dependent action. The scaling limits of the corresponding statistical mechanical models can be constructed explicitly and are either usual Brownian motion or a theory where the correlations of tangents are nonzero and described by diffusion on the unit sphere. In the latter case the two point function has an anomalous dimension ? = 1. (orig.)
Multivariate Regression with Monotone Missing Observation of the Dependent Variables
Raats, V. M.; Genugten, B. B.; Moors, J. J. A.
2002-01-01
Multivariate regression is discussed, where the observations of the dependent variables are (monotone) missing completely at random; the explanatory variables are assumed to be completely observed.We discuss OLS-, GLS- and a certain form of E(stimated) GLS-estimation.It turns out that (E)GLS-estimation uses the preceding dependent variables in a well-structured way.In case of normality, ML-estimation coincides with (E)GLS-estimation.We include (sets of) MANOVA-tables enabling us to perform ex...
Probability, random variables, and random processes theory and signal processing applications
Shynk, John J
2012-01-01
Probability, Random Variables, and Random Processes is a comprehensive textbook on probability theory for engineers that provides a more rigorous mathematical framework than is usually encountered in undergraduate courses. It is intended for first-year graduate students who have some familiarity with probability and random variables, though not necessarily of random processes and systems that operate on random signals. It is also appropriate for advanced undergraduate students who have a strong mathematical background. The book has the following features: Several app
Dependent Variable Reliability and Determination of Sample Size.
Maxwell, Scott E.
Arguments have recently been put forth that standard textbook procedures for determining the sample size necessary to achieve a certain level of power in a completely randomized design are incorrect when the dependent variable is fallible because they ignore measurement error. In fact, however, there are several correct procedures, one of which is…
Bounds in Poisson Approximation for Random Sums of Bernoulli Random Variables
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Sasithorn Kongudomthrap
2012-05-01
Full Text Available Let $(X_n$ be a sequence of Bernoulli random variables and $N$ a positive integer value random variable. Assume that $N, X_1,X_2,\\ldots$ are independent. In this paper, we investigate uniformand non-uniform bounds in Poisson approximation for random sums $X_1+X_2+\\cdots+X_N$.
Promote the Use of Two-dimensional Continuous Random Variables Conditional Distribution
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Feixue Huang
2010-07-01
Full Text Available Conditional distribution reflects the dependency link among random variables, but two-dimensional random variables Conditional Distribution has some limitations. In order to rich the content of conditional distribution this paper gives the extension of conditional distribution and examples in the case of continuous random variables. For the given definition of conditional distribution of three-dimensional continuous random variables, it also gives the proof. This article obtains the extension strictly in accordance with the definition of two-dimensional random variables and it uses the theory of conditional probability to get the proof. So it can get conditional distributions after changing the condition to enrich the contents of the conditional distribution.
Cardinality-dependent Variability in Orthogonal Variability Models
Mærsk-møller, Hans Martin; Jørgensen, Bo Nørregaard
2011-01-01
During our work on developing and running a software product line for eco-sustainable greenhouse-production software tools, which currently have three products members we have identified a need for extending the notation of the Orthogonal Variability Model (OVM) to support what we refer to as cardinality range dependencies. The cardinality-range-dependency type enables expressing that the binding of a certain number of variants to a variation point can influence variability in other places in...
On the minimum of independent geometrically distributed random variables
Ciardo, Gianfranco; Leemis, Lawrence M.; Nicol, David
1994-01-01
The expectations E(X(sub 1)), E(Z(sub 1)), and E(Y(sub 1)) of the minimum of n independent geometric, modifies geometric, or exponential random variables with matching expectations differ. We show how this is accounted for by stochastic variability and how E(X(sub 1))/E(Y(sub 1)) equals the expected number of ties at the minimum for the geometric random variables. We then introduce the 'shifted geometric distribution' and show that there is a unique value of the shift for which the individual shifted geometric and exponential random variables match expectations both individually and in the minimums.
On the Entropy Region of Gaussian Random Variables
Shadbakht, Sormeh
2011-01-01
Given n (discrete or continuous) random variables X_i, the (2^n-1)-dimensional vector obtained by evaluating the joint entropy of all non-empty subsets of {X_1,...,X_n} is called an entropic vector. Determining the region of entropic vectors is an important open problem with many applications in information theory. Recently, it has been shown that the entropy regions for discrete and continuous random variables, though different, can be determined from one another. An important class of continuous random variables are those that are vector-valued and jointly Gaussian. In this paper we give a full characterization of the convex cone of the entropy region of three jointly Gaussian vector-valued random variables and prove that it is the same as the convex cone of three scalar-valued Gaussian random variables and further that it yields the entire entropy region of 3 arbitrary random variables. We further determine the actual entropy region of 3 vector-valued jointly Gaussian random variables through a conjecture....
Lower bounds for tails of sums of independent symmetric random variables
Mattner, L
2006-01-01
The approach of Kleitman (1970) and Kanter (1976) to multivariate concentration function inequalities is generalized in order to obtain for deviation probabilities of sums of independent symmetric random variables a lower bound depending only on deviation probabilities of the terms of the sum. This bound is optimal up to discretization effects, improves on a result of Nagaev (2001), and complements the comparison theorems of Birnbaum (1948) and Pruss (1997). Birnbaum's theorem for unimodal random variables is extended to the lattice case.
Tail Triviality for Sums of Stationary Random Variables:
Berbee, H. C. P.; Den Hollander, F.
1988-01-01
We study tail $\\sigma$-fields and loss of memory associated with sums of stationary integer-valued random variables. An application concerns convergence in distribution of interarrival times in zero-one sequences.
Strong stability of weighted sums of NA random variables
Gan Shixin
2005-01-01
We study the almost sure (strong) stability of weighted sums of NA random variables and obtain some new results which extend earlier results of Matula (1992), Chow and Teicher (1971), Jamison et al. (1965), and Petrov (1975).
Condensation for a fixed number of independent random variables
Ferrari, P A; Sisko, V V; Ferrari, Pablo A.; Landim, Claudio; Sisko, Valentin V.
2006-01-01
A family of m independent identically distributed random variables indexed by a chemical potential \\phi\\in[0,\\gamma] represents piles of particles. As \\phi increases to \\gamma, the mean number of particles per site converges to a maximal density \\rho_c<\\infty. The distribution of particles conditioned on the total number of particles equal to n does not depend on \\phi (canonical ensemble). For fixed m, as n goes to infinity the canonical ensemble measure behave as follows: removing the site with the maximal number of particles, the distribution of particles in the remaining sites converges to the grand canonical measure with density \\rho_c; the remaining particles concentrate (condensate) on a single site.
Concentrated Hitting Times of Randomized Search Heuristics with Variable Drift
DEFF Research Database (Denmark)
Lehre, Per Kristian; Witt, Carsten
2014-01-01
Drift analysis is one of the state-of-the-art techniques for the runtime analysis of randomized search heuristics (RSHs) such as evolutionary algorithms (EAs), simulated annealing etc. The vast majority of existing drift theorems yield bounds on the expected value of the hitting time for a target state, e. g., the set of optimal solutions, without making additional statements on the distribution of this time. We address this lack by providing a general drift theorem that includes bounds on the upper and lower tail of the hitting time distribution. The new tail bounds are applied to prove very precise sharp-concentration results on the running time of a simple EA on standard benchmark problems, including the class of general linear functions. The usefulness of the theorem outside the theory of RSHs is demonstrated by deriving tail bounds on the number of cycles in random permutations. All these results handle a position-dependent (variable) drift that was not covered by previous drift theorems with tail bounds. Moreover, our theorem can be specialized into virtually all existing drift theorems with drift towards the target from the literature. Finally, user-friendly specializations of the general drift theorem are given.
Generalized Sobol sensitivity indices for dependent variables: numerical methods
Chastaing, Gaelle; Prieur, Cle?mentine; Gamboa, Fabrice
2014-01-01
The hierarchically orthogonal functional decomposition of any measurable function f of a random vector X=(X_1,...,X_p) consists in decomposing f(X) into a sum of increasing dimension functions depending only on a subvector of X. Even when X_1,..., X_p are assumed to be dependent, this decomposition is unique if components are hierarchically orthogonal. That is, two of the components are orthogonal whenever all the variables involved in one of the summands are a subset of the...
Instrumental Variable Analyses. Exploiting Natural Randomness to Understand Causal Mechanisms
Iwashyna, Theodore J.; Kennedy, Edward H.
2013-01-01
Instrumental variable analysis is a technique commonly used in the social sciences to provide evidence that a treatment causes an outcome, as contrasted with evidence that a treatment is merely associated with differences in an outcome. To extract such strong evidence from observational data, instrumental variable analysis exploits situations where some degree of randomness affects how patients are selected for a treatment. An instrumental variable is a characteristic of the world that leads ...
Problems Identifying Independent and Dependent Variables
Leatham, Keith R.
2012-01-01
This paper discusses one step from the scientific method--that of identifying independent and dependent variables--from both scientific and mathematical perspectives. It begins by analyzing an episode from a middle school mathematics classroom that illustrates the need for students and teachers alike to develop a robust understanding of…
Optical variability of quasars: a damped random walk
Ivezic, Zeljko
2013-01-01
A damped random walk is a stochastic process, defined by an exponential covariance matrix that behaves as a random walk for short time scales and asymptotically achieves a finite variability amplitude at long time scales. Over the last few years, it has been demonstrated, mostly but not exclusively using SDSS data, that a damped random walk model provides a satisfactory statistical description of observed quasar variability in the optical wavelength range, for rest-frame timescales from 5 days to 2000 days. The best-fit characteristic timescale and asymptotic variability amplitude scale with the luminosity, black hole mass, and rest wavelength, and appear independent of redshift. In addition to providing insights into the physics of quasar variability, the best-fit model parameters can be used to efficiently separate quasars from stars in imaging surveys with adequate long-term multi-epoch data, such as expected from LSST.
Bianchi, Andre? J.; Giolo, Suely R.; Soler, Ju?lia P.; Leonardi, Florencia
2013-01-01
The SNPs (Single Nucleotide Polymorphisms) genotyping platforms are of great value for gene mapping of complex diseases. Nowadays, the high-density of these molecular markers enables studies of dependence patterns between loci over the genome, allowing a simultaneous inference of dependence structure and disease association. In this paper we propose a method based on the theory of variable range Markov random fields to estimate the extent of dependence among SNPs allowing va...
Cardinality-dependent Variability in Orthogonal Variability Models
DEFF Research Database (Denmark)
Mærsk-MØller, Hans Martin; JØrgensen, Bo NØrregaard
2012-01-01
During our work on developing and running a software product line for eco-sustainable greenhouse-production software tools, which currently have three products members we have identified a need for extending the notation of the Orthogonal Variability Model (OVM) to support what we refer to as cardinality range dependencies. The cardinality-rangedependency type enables expressing that the binding of a certain number of variants to a variation point can influence variability in other places in the model. In other words, we acknowledge that variability can be influenced, not necessarily by the specific variants being bound, but by their sheer numbers. This paper contributes with an extension to the meta-model underlying the OVM notation, suggesting a notation for the new type of dependency and shows its applicability. The specific case, which initially required this extension, will work as running example throughout the paper and underline the need for the extension. Finally, the paper evaluates and discusses the general applicability of the proposed notation extension and future perspectives.
Random perturbations of stochastic chains with unbounded variable length memory
Collet, Pierre; Galves, Antonio; Leonardi, Florencia G.
2007-01-01
We consider binary infinite order stochastic chains perturbed by a random noise. This means that at each time step, the value assumed by the chain can be randomly and independently flipped with a small fixed probability. We show that the transition probabilities of the perturbed chain are uniformly close to the corresponding transition probabilities of the original chain. As a consequence, in the case of stochastic chains with unbounded but otherwise finite variable length m...
Chaotic Method for Generating q-Gaussian Random Variables
Umeno, Ken; Sato, Aki-hiro
2012-01-01
This study proposes a pseudo random number generator of q-Gaussian random variables for a range of q values, -infinity < q < 3, based on deterministic chaotic map dynamics. Our method consists of chaotic maps on the unit circle and map dynamics based on the piecewise linear map. We perform the q-Gaussian random number generator for several values of q and conduct both Kolmogorov-Smirnov (KS) and Anderson-Darling (AD) tests. The q-Gaussian samples generated by our proposed me...
Chaotic Method for Generating q-Gaussian Random Variables
Umeno, Ken
2012-01-01
This study proposes a pseudo random generator of q-Gaussian random variables for a range of $q$ values, -infinity < q < 3, based on deterministic map dynamics. Our method consists of orthogonal chaotic maps on the unit circle and map dynamics based on the tent map. We perform the q-Gaussian random generator for several values of q and conduct the Kolmogorov-Smirnov (KS) test. The q-Gaussian samples generated by our proposed method pass the KS test at the 5% significance level for values of $q$ ranging from -1.0 to 2.7.
Discrete Random Contention System with Variable Packet Length
Directory of Open Access Journals (Sweden)
Yingying Guo
2013-07-01
Full Text Available The paper researches the random contention system in-depth using the average cycle method, then gets the formulas of the systemic throughput, free rate and collision rate with variable packet length. The simulation results verify the correctness of the theory, meanwhile, gets some conclusions that the different arrival rate G is how to affect the main source of the throughput with variable packet length. It has some researching significance.
Condensation for a fixed number of independent random variables
Ferrari, Pablo A.; Landim, Claudio; Sisko, Valentin V.
2006-01-01
A family of m independent identically distributed random variables indexed by a chemical potential \\phi\\in[0,\\gamma] represents piles of particles. As \\phi increases to \\gamma, the mean number of particles per site converges to a maximal density \\rho_c
Stability of localized states and sum of random variables
International Nuclear Information System (INIS)
An iterative solution of the integral equation in a self-consistent theory of localization is investigated for onedimensional disordered systems. The solution is a distribution function for a sum of random variables. Therefore, the central limit theorem in probability theory is related with it and a new idea is introduced on the problem of localization
ADORAVA - A computer code to sum random variables
International Nuclear Information System (INIS)
The ADORAVA computer code was carried out aiming to determine the moments of random variable sum distribution when moments are known. The ADORAVA computer code was developed to be applied in probabilistic safety analysis, more specifically for uncertainty propagation in fault trees. The description of ADORAVA algorithm, input, examples and the output of compiled code are presented. (M.C.K.)
The Benford phenomenon for random variables. Discussion of Feller's way
Valadier, Michel
2012-01-01
This paper is devoted to the first digit of a random variable. We will discuss some arguments starting from Feller (1966) and rely specially on Engel-Leuenberger (2003), D\\"umbgen-Leuenberger (2008), Gauvrit-Delahaye (2008--2009), Berger (2010). Some "disaster"appears. We will not discuss papers relying on Fourier Analysis.
Limit theorems for multi-indexed sums of random variables
Klesov, Oleg
2014-01-01
Presenting the first unified treatment of limit theorems for multiple sums of independent random variables, this volume fills an important gap in the field. Several new results are introduced, even in the classical setting, as well as some new approaches that are simpler than those already established in the literature. In particular, new proofs of the strong law of large numbers and the Hajek-Renyi inequality are detailed. Applications of the described theory include Gibbs fields, spin glasses, polymer models, image analysis and random shapes. Limit theorems form the backbone of probability theory and statistical theory alike. The theory of multiple sums of random variables is a direct generalization of the classical study of limit theorems, whose importance and wide application in science is unquestionable. However, to date, the subject of multiple sums has only been treated in journals. The results described in this book will be of interest to advanced undergraduates, graduate students and researchers who ...
Neighborhood radius estimation in Variable-neighborhood Random Fields
Loecherbach, Eva; Orlandi, Enza
2010-01-01
We consider random fields defined by finite-region conditional probabilities depending on a neighborhood of the region which changes with the boundary conditions. To predict the symbols within any finite region it is necessary to inspect a random number of neighborhood symbols which might change according to the value of them. In analogy to the one dimensional setting we call these neighborhood symbols the context of the region. This framework is a natural extension, to d-di...
Parameter Learning in PRISM Programs with Continuous Random Variables
Islam, Muhammad Asiful; Ramakrishnan, I V
2012-01-01
Probabilistic Logic Programming (PLP), exemplified by Sato and Kameya's PRISM, Poole's ICL, De Raedt et al's ProbLog and Vennekens et al's LPAD, combines statistical and logical knowledge representation and inference. Inference in these languages is based on enumerative construction of proofs over logic programs. Consequently, these languages permit very limited use of random variables with continuous distributions. In this paper, we extend PRISM with Gaussian random variables and linear equality constraints, and consider the problem of parameter learning in the extended language. Many statistical models such as finite mixture models and Kalman filter can be encoded in extended PRISM. Our EM-based learning algorithm uses a symbolic inference procedure that represents sets of derivations without enumeration. This permits us to learn the distribution parameters of extended PRISM programs with discrete as well as Gaussian variables. The learning algorithm naturally generalizes the ones used for PRISM and Hybrid ...
Random perturbations of stochastic chains with unbounded variable length memory
Collet, Pierre; Leonardi, Florencia G
2007-01-01
We consider binary infinite order stochastic chains perturbed by a random noise. This means that at each time step, the value assumed by the chain can be randomly and independently flipped with a small fixed probability. We show that the transition probabilities of the perturbed chain are uniformly close to the corresponding transition probabilities of the original chain. As a consequence, in the case of stochastic chains with unbounded but otherwise finite variable length memory, we show that it is possible to recover the context tree of the original chain, using a suitable version of the algorithm Context, provided that the noise is small enough.
On the Linear Combination of Exponential and Gamma Random Variables
Nadarajah, Saralees; Kotz, Samuel
2005-06-01
The exact distribution of the linear combination ? X + ? Y is derived when X and Y are exponential and gamma random variables distributed independently of each other. A measure of entropy of the linear combination is investigated. We also provide computer programs for generating tabulations of the percentage points associated with the linear combination. The work is motivated by examples in automation, control, fuzzy sets, neurocomputing and other areas of computer science.
Multiple break detection in the correlation structure of random variables
Galeano, Pedro; Wied, Dominik
2012-01-01
Correlations between random variables play an important role in applications, e.g.\\ in financial analysis. More precisely, accurate estimates of the correlation between financial returns are crucial in portfolio management. In particular, in periods of financial crisis, extreme movements in asset prices are found to be more highly correlated than small movements. It is precisely under these conditions that investors are extremely concerned about changes on correlations. A bi...
Generating variable and random schedules of reinforcement using Microsoft Excel macros.
Bancroft, Stacie L; Bourret, Jason C
2008-01-01
Variable reinforcement schedules are used to arrange the availability of reinforcement following varying response ratios or intervals of time. Random reinforcement schedules are subtypes of variable reinforcement schedules that can be used to arrange the availability of reinforcement at a constant probability across number of responses or time. Generating schedule values for variable and random reinforcement schedules can be difficult. The present article describes the steps necessary to write macros in Microsoft Excel that will generate variable-ratio, variable-interval, variable-time, random-ratio, random-interval, and random-time reinforcement schedule values. PMID:18595286
Lower bounds for tails of sums of independent symmetric random variables
Mattner, Lutz
2006-01-01
The approach of Kleitman (1970) and Kanter (1976) to multivariate concentration function inequalities is generalized in order to obtain for deviation probabilities of sums of independent symmetric random variables a lower bound depending only on deviation probabilities of the terms of the sum. This bound is optimal up to discretization effects, improves on a result of Nagaev (2001), and complements the comparison theorems of Birnbaum (1948) and Pruss (1997). Birnbaum's theor...
Chakrabarty, Deeparnab
2011-01-01
Stochastic models of evolution (Markov random fields on trivalent trees) generally assume that different characters (different runs of the stochastic process) are independent and identically distributed. In this paper we take the first steps towards addressing dependent characters. Specifically we show that, under certain technical assumptions regarding the evolution of individual characters, we can detect any significant, history independent, correlation between any pair of multistate characters. For the special case of the Cavender-Farris-Neyman (CFN) model on two states with symmetric transition matrices, our analysis needs milder assumptions. To perform the analysis, we need to prove a new concentration result for multistate random variables of a Markov random field on arbitrary trivalent trees: we show that the random variable counting the number of leaves in any particular subset of states has variance that is subquadratic in the number of leaves.
The analysis of randomized-response sum score variables
Cruyff, M. J. L. F.; Hout, A. D. L. Den; Heijden, P. G. M.
2008-01-01
Randomized response (RR) is an interview technique that ensures confidentiality when questions are sensitive. In RR the answer to a sensitive question depends to a certain extent on a probability mechanism. As a result the observed data are partially misclassified, and the true status of the respondent is obscured. RR data are commonly analysed in a univariate way, with models that relate the observed responses to the prevalence of the sensitive characteristic, and with the mor...
Partial summations of stationary sequences of non-Gaussian random variables
DEFF Research Database (Denmark)
Mohr, Gunnar; Ditlevsen, Ove Dalager
1996-01-01
The distribution of the sum of a finite number of identically distributed random variables is in many cases easily determined given that the variables are independent. The moments of any order of the sum can always be expressed by the moments of the single term without computational problems. However, in the case of dependency between the terms even calculation of a few of the first moments of the sum presents serious computational problems. By use of computerized symbol manipulations it is practicable to obtain exact moments of partial sums of stationary sequences of mutually dependent lognormal variables or polynomials of standard Gaussian variables. The dependency structure is induced by specifying the autocorrelation structure of the sequence of standard Gaussian variables. Particularly useful polynomials are the Winterstein approximations that distributionally fit with non-Gaussian variables up to the moments of the fourth order [Winterstein, S. R. Nonlinear vibration models for extremes and fatigue. J. Engng Mech. ASCE 114 (1988) 1772-1790](1). A method to obtain the Winterstein approximation to a partial sum of a sequence of Winterstein approximations is explained and results are given for different autocorrelation functions of the generic Gaussian sequence. The primary purpose of the investigation is to provide a tool for judging the validity of the central limit theorem argument in specific applicational situations occurring in stochastic mechanics, that is, to judge the speed of convergence of the distribution of a sum (or an integral) of mutually dependent random variables to the Gaussian distribution. The paper is closely related to the work in Ditlevsen el al. [Ditlevsen, O., Mohr, G. & Hoffmeyer, P. Integration of non-Gaussian fields. Prob. Engng Mech 11 (1996) 15-23](2).
Solving dependability/performability irreducible Markov models using regenerative randomization
Carrasco, Juan A.
2003-01-01
Markov models are commonly used to asses the dependability/performability of fault-tolerant systems. Computation of many dependability/performability measures for repairable fault-tolerant systems requires the transient analysis of irreducible Markov models. Examples of such measures are the unavailability at time t and the expected interval unavailability at time t. Randomization (also called uniformization) is a well-known Markov transient analysis method and has good properties: n...
Generating Correlated QPSK Waveforms By Exploiting Real Gaussian Random Variables
Jardak, Seifallah
2012-11-01
The design of waveforms with specified auto- and cross-correlation properties has a number of applications in multiple-input multiple-output (MIMO) radar, one of them is the desired transmit beampattern design. In this work, an algorithm is proposed to generate quadrature phase shift- keying (QPSK) waveforms with required cross-correlation properties using real Gaussian random-variables (RV’s). This work can be considered as the extension of what was presented in [1] to generate BPSK waveforms. This work will be extended for the generation of correlated higher-order phase shift-keying (PSK) and quadrature amplitude modulation (QAM) schemes that can better approximate the desired beampattern.
Inference in Probabilistic Logic Programs with Continuous Random Variables
Islam, Muhammad Asiful; Ramakrishnan, I V
2011-01-01
Probabilistic Logic Programming (PLP), exemplified by Sato and Kameya's PRISM, Poole's ICL, Raedt et al's ProbLog and Vennekens et al's LPAD, is aimed at combining statistical and logical knowledge representation and inference. A key characteristic of PLP frameworks is that they are conservative extensions to non-probabilistic logic programs which have been widely used for knowledge representation. PLP frameworks extend traditional logic programming semantics to a distribution semantics, where the semantics of a probabilistic logic program is given in terms of a distribution over possible models of the program. However, the inference techniques used in these works rely on enumerating sets of explanations for a query answer. Consequently, these languages permit very limited use of random variables with continuous distributions. In this paper, we present a symbolic inference procedure that uses constraints and represents sets of explanations without enumeration. This permits us to reason over PLPs with Gaussian...
RETRACTED: The transformation of Random Variables under symmetry
Directory of Open Access Journals (Sweden)
M.T. Uddin
2006-01-01
Full Text Available Reason(s: The authors have plagiarized a scientific research report entitled “On the symmetrizing transformation of random variables”. The corresponding author Mr. M.T. Uddin was a former student of Professor Chaubey’s but that Mr. Uddin’s studies at Concordia ended on or about 2002. One of the conditions for submission of a paper is that authors declare explicity that their work is original and has not appeared in a publication elsewhere. Re-use of any data should be appropriately cited. As this article represents a severe abuse of the scientific publishing system. The scientific community takes a very strong view on the matter and we apologize to reader of the journal that this was not detected during the submission process. We thank Professor Yogendra Chaubey and Concordial University for bringing this plagiarism to our attention.
On solutions analysis of quadratic programming with fuzzy random coefficients and variables
Ammar, E. E.
2005-01-01
In this paper, we study a quadratic programming problem having fuzzy random coefficients matrix in the objective and constraints and the decision vector is a fuzzy pseudorandom variable. The first results show the fact that a fuzzy pseudorandom (random) optimal solution of a fuzzy random quadratic programming may be resolved into a series of pseudorandom (random) optimal solutions of relative random quadratic programming. Also we show that a fuzzy pseudorandom (fuzzy random) optimal solution of relative random quadratic programming is structured by a class of pseudorandom (random) optimal solutions of relative random quadratic programming. Illustrative examples are given.
Bayesian Network Models for Local Dependence among Observable Outcome Variables
Almond, Russell G.; Mulder, Joris; Hemat, Lisa A.; Yan, Duanli
2009-01-01
Bayesian network models offer a large degree of flexibility for modeling dependence among observables (item outcome variables) from the same task, which may be dependent. This article explores four design patterns for modeling locally dependent observations: (a) no context--ignores dependence among observables; (b) compensatory context--introduces…
A Detailed Decomposition for Limited Dependent Variable Models
Schwiebert, Jo?rg
2012-01-01
In this paper, we consider a detailed decomposition method for limited dependent variable models. That means, we propose a method to decompose the differential in the (limited dependent) outcome variable between two groups into the contributions of the explanatory variables. We provide a theoretical derivation of the detailed decomposition and show how this decomposition can be estimated consistently. In contrast to decomposition approaches already presented in the literature, our method lead...
Radio Variability and Random Walk Noise Properties of Four Blazars
Park, Jong-Ho
2014-01-01
We present the results of a time series analysis of the long-term radio lightcurves of four blazars: 3C 279, 3C 345, 3C 446, and BL Lacertae. We exploit the data base of the University of Michigan Radio Astronomy Observatory (UMRAO) monitoring program which provides densely sampled lightcurves spanning 32 years in time in three frequency bands located at 4.8, 8, and 14.5 GHz. Our sources show mostly flat or inverted (spectral indices -0.5 < alpha < 0) spectra, in agreement with optically thick emission. All lightcurves show strong variability on all time scales. Analyzing the time lags between the lightcurves from different frequency bands, we find that we can distinguish high-peaking flares and low-peaking flares in accord with the classification of Valtaoja et al. (1992). The periodograms (temporal power spectra) of the observed lightcurves are consistent with random-walk powerlaw noise without any indication of (quasi-)periodic variability. The fact that all four sources studied are in agreement with...
Directory of Open Access Journals (Sweden)
Lotfi Tadj
1992-03-01
Full Text Available This paper introduces a bulk queueing system with a single server processing groups of customers of a variable size. If upon completion of service the queueing level is at least r the server takes a batch of size r and processes it a random time arbitrarily distributed. If the queueing level is less than r the server idles until the queue accumulates r customers in total. Then the server capacity is generated by a random number equals the batch size taken for service which lasts an arbitrarily distributed time dependent on the batch size.
Rates of profit as correlated sums of random variables
Greenblatt, R. E.
2013-10-01
Profit realization is the dominant feature of market-based economic systems, determining their dynamics to a large extent. Rather than attaining an equilibrium, profit rates vary widely across firms, and the variation persists over time. Differing definitions of profit result in differing empirical distributions. To study the statistical properties of profit rates, I used data from a publicly available database for the US Economy for 2009-2010 (Risk Management Association). For each of three profit rate measures, the sample space consists of 771 points. Each point represents aggregate data from a small number of US manufacturing firms of similar size and type (NAICS code of principal product). When comparing the empirical distributions of profit rates, significant ‘heavy tails’ were observed, corresponding principally to a number of firms with larger profit rates than would be expected from simple models. An apparently novel correlated sum of random variables statistical model was used to model the data. In the case of operating and net profit rates, a number of firms show negative profits (losses), ruling out simple gamma or lognormal distributions as complete models for these data.
Another Approach to Titration Curves: Which is the Dependent Variable?
Willis, Christopher J.
1981-01-01
Describes an approach to titration curves which eliminates the choice of approximations and the algebraic complexity of accurately solving for hydrogen ion concentration. This technique regards moles of titrant as the dependent variable. (CS)
Explaining the dark energy, baryon and dark matter coincidence via domain-dependent random densities
International Nuclear Information System (INIS)
The dark energy, dark matter and baryon densities in the Universe are observed to be similar, with a factor of no more than 20 between the largest and smallest densities. We show that this coincidence can be understood via superhorizon domains of randomly varying densities when the baryon density at initial collapse of galaxy-forming perturbations is determined by anthropic selection. The baryon and dark matter densities are assumed to be dependent on random variables ?d and ?b according to ?dm??d? and ?b??b?, while the effectively constant dark energy density is dependent upon a random variable ?Q according to ?Q??Qn. The ratio of the baryon density to the dark energy density at initial collapse, rQ, and the baryon-to-dark matter ratio, r, are then determined purely statistically, with no dependence on the anthropically-preferred baryon density. We compute the probability distribution for rQ and r and show that the observed values of rQ and r can be naturally understood within this framework. In particular, for the case ? = 2, ? = 1 and n = 4, which can be physically realized via a combination of axion dark matter, Affleck-Dine baryogenesis and frozen quintessence with a ?Q4 potential, the range of rQ and r which corresponds to the observed Universe is a quite natural, with a probability which is broadly similar to other ranges of rQ and r
ESEARCH OF THE LAW OF DISTRIBUTION OF THE RANDOM VARIABLE OF THE COMPRESSION
Directory of Open Access Journals (Sweden)
I. Sarayeva
2011-01-01
Full Text Available At research of diagnosing the process of modern automobile engines by means of methods of mathematical statistics the experimental data of the random variable of compression are analysed and it is proved that the random variable of compression has the form of the normal law of distribution.
How fast increasing powers of a continuous random variable converge to Benford's law
Wo?jcik, Micha? Ryszard
2013-01-01
It is known that increasing powers of a continuous random variable converge in distribution to Benford's law as the exponent approaches infinity. The rate of convergence has been estimated using Fourier analysis, but we present an elementary method, which is easier to apply and provides a better estimation in the widely studied case of a uniformly distributed random variable.
Baseline-dependent effect of noise-enhanced insoles on gait variability in healthy elderly walkers.
Stephen, Damian G; Wilcox, Bethany J; Niemi, James B; Franz, Jason R; Franz, Jason; Kerrigan, Dr; Kerrigan, D Casey; D'Andrea, Susan E
2012-07-01
The purpose of this study was to determine whether providing subsensory stochastic-resonance mechanical vibration to the foot soles of elderly walkers could decrease gait variability. In a randomized double-blind controlled trial, 29 subjects engaged in treadmill walking while wearing sandals customized with three actuators capable of producing stochastic-resonance mechanical vibration embedded in each sole. For each subject, we determined a subsensory level of vibration stimulation. After a 5-min acclimation period of walking with the footwear, subjects were asked to walk on the treadmill for six trials, each 30s long. Trials were pair-wise random: in three trials, actuators provided subsensory vibration; in the other trials, they did not. Subjects wore reflective markers to track body motion. Stochastic-resonance mechanical stimulation exhibited baseline-dependent effects on spatial stride-to-stride variability in gait, slightly increasing variability in subjects with least baseline variability and providing greater reductions in variability for subjects with greater baseline variability (p<.001). Thus, applying stochastic-resonance mechanical vibrations on the plantar surface of the foot reduces gait variability for subjects with more variable gait. Stochastic-resonance mechanical vibrations may provide an effective intervention for preventing falls in healthy elderly walkers. PMID:22739049
Bias in random forest variable importance measures: Illustrations, sources and a solution
Directory of Open Access Journals (Sweden)
Hothorn Torsten
2007-01-01
Full Text Available Abstract Background Variable importance measures for random forests have been receiving increased attention as a means of variable selection in many classification tasks in bioinformatics and related scientific fields, for instance to select a subset of genetic markers relevant for the prediction of a certain disease. We show that random forest variable importance measures are a sensible means for variable selection in many applications, but are not reliable in situations where potential predictor variables vary in their scale of measurement or their number of categories. This is particularly important in genomics and computational biology, where predictors often include variables of different types, for example when predictors include both sequence data and continuous variables such as folding energy, or when amino acid sequence data show different numbers of categories. Results Simulation studies are presented illustrating that, when random forest variable importance measures are used with data of varying types, the results are misleading because suboptimal predictor variables may be artificially preferred in variable selection. The two mechanisms underlying this deficiency are biased variable selection in the individual classification trees used to build the random forest on one hand, and effects induced by bootstrap sampling with replacement on the other hand. Conclusion We propose to employ an alternative implementation of random forests, that provides unbiased variable selection in the individual classification trees. When this method is applied using subsampling without replacement, the resulting variable importance measures can be used reliably for variable selection even in situations where the potential predictor variables vary in their scale of measurement or their number of categories. The usage of both random forest algorithms and their variable importance measures in the R system for statistical computing is illustrated and documented thoroughly in an application re-analyzing data from a study on RNA editing. Therefore the suggested method can be applied straightforwardly by scientists in bioinformatics research.
Generating Variable and Random Schedules of Reinforcement Using Microsoft Excel Macros
Bancroft, Stacie L.; Bourret, Jason C.
2008-01-01
Variable reinforcement schedules are used to arrange the availability of reinforcement following varying response ratios or intervals of time. Random reinforcement schedules are subtypes of variable reinforcement schedules that can be used to arrange the availability of reinforcement at a constant probability across number of responses or time. Generating schedule values for variable and random reinforcement schedules can be difficult. The present article describes the steps necessary to writ...
Modelling the statistical dependence of rainfall event variables by a trivariate copula function
Balistrocchi, M.; Bacchi, B.
2011-01-01
In many hydrological models, such as those derived by analytical probabilistic methods, the precipitation stochastic process is represented by means of individual storm random variables which are supposed to be independent of each other. However, several proposals were advanced to develop joint probability distributions able to account for the observed statistical dependence. The traditional technique of the multivariate statistics is nevertheless affected by several drawbacks, whose m...
Local search methods based on variable focusing for random K -satisfiability
Lemoy, Rémi; Alava, Mikko; Aurell, Erik
2015-01-01
We introduce variable focused local search algorithms for satisfiabiliity problems. Usual approaches focus uniformly on unsatisfied clauses. The methods described here work by focusing on random variables in unsatisfied clauses. Variants are considered where variables are selected uniformly and randomly or by introducing a bias towards picking variables participating in several unsatistified clauses. These are studied in the case of the random 3-SAT problem, together with an alternative energy definition, the number of variables in unsatisfied constraints. The variable-based focused Metropolis search (V-FMS) is found to be quite close in performance to the standard clause-based FMS at optimal noise. At infinite noise, instead, the threshold for the linearity of solution times with instance size is improved by picking preferably variables in several UNSAT clauses. Consequences for algorithmic design are discussed.
Schölzel, C.; Friederichs, P.
2008-10-01
Probability distributions of multivariate random variables are generally more complex compared to their univariate counterparts which is due to a possible nonlinear dependence between the random variables. One approach to this problem is the use of copulas, which have become popular over recent years, especially in fields like econometrics, finance, risk management, or insurance. Since this newly emerging field includes various practices, a controversial discussion, and vast field of literature, it is difficult to get an overview. The aim of this paper is therefore to provide an brief overview of copulas for application in meteorology and climate research. We examine the advantages and disadvantages compared to alternative approaches like e.g. mixture models, summarize the current problem of goodness-of-fit (GOF) tests for copulas, and discuss the connection with multivariate extremes. An application to station data shows the simplicity and the capabilities as well as the limitations of this approach. Observations of daily precipitation and temperature are fitted to a bivariate model and demonstrate, that copulas are valuable complement to the commonly used methods.
On mean square displacement behaviors of anomalous diffusions with variable and random orders
International Nuclear Information System (INIS)
Mean square displacement (MSD) is used to characterize anomalous diffusion. Recently, models of anomalous diffusion with variable-order and random-order were proposed, but no MSD analysis has been given so far. The purpose of this Letter is to offer a concise derivation of MSD functions for the variable-order model and the random-order model. Numerical results are presented to illustrate the analytical results. In addition, we show how to establish a variable-random-order model for a given MSD function which has clear application potentials.
Stable limits for sums of dependent infinite variance random variables.
DEFF Research Database (Denmark)
Bartkiewicz, Katarszyna; Jakubowski, Adam
2011-01-01
The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to hold are known in the literature. However, most of these results are qualitative in the sense that the parameters of the limit distribution are expressed in terms of some limiting point process. In this paper we will be able to determine the parameters of the limiting stable distribution in terms of some tail characteristics of the underlying stationary sequence.We will apply our results to some standard time seriesmodels, including the GARCH(1, 1) process and its squares, the stochastic volatility models and solutions to stochastic recurrence equations.
'Sequence' dependent elasticity and local stiffness of a random heteropolymer
International Nuclear Information System (INIS)
We study the 'sequence' distribution of thermally averaged global and local elastic properties of a random heteropolymer of fixed length N, within the framework of a disordered Kratky–Porod (KP) model. We arrive at a number of qualitative results on the form of the distribution function of the thermally averaged end-to-end distance (R2), and its moments. For long N?? chains, this distribution is a Gaussian; for shorter chains, there is a crossover to an exponential distribution, with the most probable end-to-end distance deviating significantly from the mean. Further, the distributions of local quantities related to the thermally averaged tangent–tangent correlator are typically broad, even in the thermodynamic limit, i.e., they do not self-average. This is consistent with the general consensus that DNA–protein binding/unbinding strengths and rates are sensitive to local elastic distortion which is 'sequence' dependent
Testing Dependent Correlations with Nonoverlapping Variables: A Monte Carlo Simulation
Silver, N. Clayton; Hittner, James B.; May, Kim
2004-01-01
The authors conducted a Monte Carlo simulation of 4 test statistics or comparing dependent correlations with no variables in common. Empirical Type 1 error rates and power estimates were determined for K. Pearson and L. N. G. Filon's (1898) z, O. J. Dunn and V. A. Clark's (1969) z, J. H. Steiger's (1980) original modification of Dunn and Clark's…
Gamboa, Fabrice; Klein, Thierry; Prieur, Cle?mentine
2007-01-01
We prove large and moderate deviation principles for the distribution of an empirical mean conditioned by the value of the sum of discrete i.i.d. random variables. Some applications for combinatoric problems are discussed.
Naimark, B.; Ostrovsky, E.
2004-01-01
We study the exact constants in the moment inequalities for sums of centered independent random variables: improve their asymptotics, low and upper bounds, calculate more exact asymptotics, elaborate the numerical algorithm for their calculation, study the class of smoothing etc.
Zero Distribution of System with Unknown Random Variables Case Study: Avoiding Collision Path
Directory of Open Access Journals (Sweden)
Parman Setyamartana
2014-07-01
Full Text Available This paper presents the stochastic analysis of finding the feasible trajectories of robotics arm motion at obstacle surrounding. Unknown variables are coefficients of polynomials joint angle so that the collision-free motion is achieved. ãk is matrix consisting of these unknown feasible polynomial coefficients. The pattern of feasible polynomial in the obstacle environment shows as random. This paper proposes to model the pattern of this randomness values using random polynomial with unknown variables as coefficients. The behavior of the system will be obtained from zero distribution as the characteristic of such random polynomial. Results show that the pattern of random polynomial of avoiding collision can be constructed from zero distribution. Zero distribution is like building block of the system with obstacles as uncertainty factor. By scale factor k, which has range, the random coefficient pattern can be predicted.
Bujok, Karolina; Hambly, Ben; Reisinger, Christoph
2012-01-01
We consider $N$ Bernoulli random variables, which are independent conditional on a common random factor determining their probability distribution. We show that certain expected functionals of the proportion $L_N$ of variables in a given state converge at rate 1/N as $N\\rightarrow \\infty$. Based on these results, we propose a multi-level simulation algorithm using a family of sequences with increasing length, to obtain estimators for these expected functionals with a mean-sq...
Explaining the dark energy, baryon and dark matter coincidence via domain-dependent random densities
Energy Technology Data Exchange (ETDEWEB)
McDonald, John, E-mail: j.mcdonald@lancaster.ac.uk [Lancaster-Manchester-Sheffield Consortium for Fundamental Physics, Cosmology and Astroparticle Physics Group, Dept. of Physics, University of Lancaster, Lancaster LA1 4YB (United Kingdom)
2013-05-01
The dark energy, dark matter and baryon densities in the Universe are observed to be similar, with a factor of no more than 20 between the largest and smallest densities. We show that this coincidence can be understood via superhorizon domains of randomly varying densities when the baryon density at initial collapse of galaxy-forming perturbations is determined by anthropic selection. The baryon and dark matter densities are assumed to be dependent on random variables ?{sub d} and ?{sub b} according to ?{sub dm}??{sub d}{sup ?} and ?{sub b}??{sub b}{sup ?}, while the effectively constant dark energy density is dependent upon a random variable ?{sub Q} according to ?{sub Q}??{sub Q}{sup n}. The ratio of the baryon density to the dark energy density at initial collapse, r{sub Q}, and the baryon-to-dark matter ratio, r, are then determined purely statistically, with no dependence on the anthropically-preferred baryon density. We compute the probability distribution for r{sub Q} and r and show that the observed values of r{sub Q} and r can be naturally understood within this framework. In particular, for the case ? = 2, ? = 1 and n = 4, which can be physically realized via a combination of axion dark matter, Affleck-Dine baryogenesis and frozen quintessence with a ?{sub Q}{sup 4} potential, the range of r{sub Q} and r which corresponds to the observed Universe is a quite natural, with a probability which is broadly similar to other ranges of r{sub Q} and r.
Couso, Inés; Sánchez, Luciano
2014-01-01
This short book provides a unified view of the history and theory of random sets and fuzzy random variables, with special emphasis on its use for representing higher-order non-statistical uncertainty about statistical experiments. The authors lay bare the existence of two streams of works using the same mathematical ground, but differing form their use of sets, according to whether they represent objects of interest naturally taking the form of sets, or imprecise knowledge about such objects. Random (fuzzy) sets can be used in many fields ranging from mathematical morphology, economics, artificial intelligence, information processing and statistics per se, especially in areas where the outcomes of random experiments cannot be observed with full precision. This book also emphasizes the link between random sets and fuzzy sets with some techniques related to the theory of imprecise probabilities. This small book is intended for graduate and doctoral students in mathematics or engineering, but also provides an i...
The Discovery of Timescale-Dependent Color Variability of Quasars
Sun, Yu-Han; Chen, Xiao-Yang; Zheng, Zhen-Ya
2014-01-01
Quasars are variable on timescales from days to years in UV/optical, and generally appear bluer while they brighten. The physics behind the variations in fluxes and colors remains unclear. Using SDSS g and r band photometric monitoring data of quasars in Stripe 82, we find that although the flux variation amplitude increases with timescale, the color variability exhibits opposite behavior. The color variability of quasars is prominent at timescales as short as ~ 10 days, but gradually reduces toward timescales up to years. In other words, the variable emission at shorter timescales is bluer than that at longer timescales. This timescale dependence is clearly and consistently detected at all redshifts from z = 0 to 3.5, thus can not be due to contaminations to broadband photometry from emission lines which do not respond to fast continuum variations. The discovery directly rules out the possibility that simply attributes the color variability to contamination from a non-variable redder component, such as the h...
Modelling the statistical dependence of rainfall event variables by a trivariate copula function
Directory of Open Access Journals (Sweden)
M. Balistrocchi
2011-01-01
Full Text Available In many hydrological models, such as those derived by analytical probabilistic methods, the precipitation stochastic process is represented by means of individual storm random variables which are supposed to be independent of each other. However, several proposals were advanced to develop joint probability distributions able to account for the observed statistical dependence. The traditional technique of the multivariate statistics is nevertheless affected by several drawbacks, whose most evident issue is the unavoidable subordination of the dependence structure assessment to the marginal distribution fitting. Conversely, the copula approach can overcome this limitation, by splitting the problem in two distinct items. Furthermore, goodness-of-fit tests were recently made available and a significant improvement in the function selection reliability has been achieved. Herein a trivariate probability distribution of the rainfall event volume, the wet weather duration and the interevent time is proposed and verified by test statistics with regard to three long time series recorded in different Italian climates. The function was developed by applying a mixing technique to bivariate copulas, which were formerly obtained by analyzing the random variables in pairs. A unique probabilistic model seems to be suitable for representing the dependence structure, despite the sensitivity shown by the dependence parameters towards the threshold utilized in the procedure for extracting the independent events. The joint probability function was finally developed by adopting a Weibull model for the marginal distributions.
Estimation of global sensitivity indices for models with dependent variables
Kucherenko, S.; Tarantola, S.; Annoni, P.
2012-04-01
A novel approach for estimation variance-based sensitivity indices for models with dependent variables is presented. Both the first order and total sensitivity indices are derived as generalizations of Sobol' sensitivity indices. Formulas and Monte Carlo numerical estimates similar to Sobol' formulas are derived. A copula-based approach is proposed for sampling from arbitrary multivariate probability distributions. A good agreement between analytical and numerical values of the first order and total indices for considered test cases is obtained. The behavior of sensitivity indices depends on the relative predominance of interactions and correlations. The method is shown to be efficient and general.
The logistic regression model with response variables subject to randomized response
Hout, A. D. L. Den; Heijden, P. G. M.; Gilchrist, Robert
2007-01-01
The univariate and multivariate logistic regression model is discussed where response variables are subject to randomized response (RR). RR is an interviewtechnique that can be used when sensitive questions have to be asked and respondents are reluctant to answer directly. RR variables may be described as misclassified categorical variables where conditional misclassification probabilities are known. The univariate model is revisited and is presented as a generalized linear model. St...
Metamodelling and Global Sensitivity Analysis of Models with Dependent Variables
Kucherenko, Sergei; Munoz Zuniga, Miguel; Tarantola, Stefano; Annoni, Paola
2011-09-01
A novel approach for metamodelling and estimation variance based sensitivity indices for models with dependent variables are presented. Both the first order and total sensitivity indices are derived as generalizations of Sobol' sensitivity indices. Formulas and Monte Carlo numerical estimates similar to Sobol' formulas are derived. A Gaussian copula based approach is proposed for sampling from arbitrary multivariate probability distributions. Both methods are shown to be efficient and general.
Ultraviolet variability of quasars: dependence on the accretion rate
Meusinger, H.; Weiss, V.
2013-12-01
Aims: Although the variability in the ultraviolet and optical domain is one of the major characteristics of quasars, the dominant underlying mechanisms are still poorly understood. There is a broad consensus on the relationship between the strength of the variability and such quantities as time-lag, wavelength, luminosity, and redshift. However, evidence on a dependence on the fundamental parameters of the accretion process is still inconclusive. This paper is focused on the correlation between the ultraviolet quasar long-term variability and the accretion rate. Methods: We compiled a catalogue of about 4000 quasars including individual estimators for the variability strength derived from the multi-epoch photometry in the SDSS Stripe 82, virial black hole masses M derived from the Mg ii line, and mass accretion rates ? from the Davis-Laor scaling relation. Several statistical tests were applied to evaluate the correlations of the variability with luminosity, mass, Eddington ratio, and accretion rate. Results: We confirm the existence of significant anti-correlations between the variability estimator V and the accretion rate ?, the Eddington ratio ?, and the bolometric luminosity Lbol, respectively. The Eddington ratio is tightly correlated with ?. A weak, statistically not significant positive trend is indicated for the dependence of V on M. As a side product, we find a strong correlation of the radiative efficiency ? with M in our sample. We show via numerical simulations that this trend is most likely produced by selection effects in combination with the mass errors and the use of the scaling relation for ?. The anti-correlations of V with ?, ?, and Lbol cannot be explained in such a way. The strongest anti-correlation is found between V and ?. However, it is difficult to decide which of the quantities L,?, and ? is intrinsically correlated with V and which of the observed correlations of V are produced by the L - ? - ? relation. A V - ? anti-correlation is qualitatively expected for the strongly inhomogeneous accretion disks. We argue that the observed amplitudes of the variability at far-UV wavelengths, the stochastic nature of variability, and the variability time-scales are not adequately explained by the simple multi-temperature black-body model of a standard disk and suggest to check whether the strongly inhomogeneous disk model is capable of reproducing these observations better. The catalogue of quasars is only available at the CDS via anonymous ftp to http://cdsarc.u-strasbg.fr (ftp://130.79.128.5) or via http://cdsarc.u-strasbg.fr/viz-bin/qcat?J/A+A/560/A104
Scalable statistics of correlated random variables and extremes applied to deep borehole porosities
Guadagnini, A.; Neuman, S. P.; Nan, T.; Riva, M.; Winter, C. L.
2015-02-01
We analyze scale-dependent statistics of correlated random hydrogeological variables and their extremes using neutron porosity data from six deep boreholes, in three diverse depositional environments, as example. We show that key statistics of porosity increments behave and scale in manners typical of many earth and environmental (as well as other) variables. These scaling behaviors include a tendency of increments to have symmetric, non-Gaussian frequency distributions characterized by heavy tails that decay with separation distance or lag; power-law scaling of sample structure functions (statistical moments of absolute increments) in midranges of lags; linear relationships between log structure functions of successive orders at all lags, known as extended self-similarity or ESS; and nonlinear scaling of structure function power-law exponents with function order, a phenomenon commonly attributed in the literature to multifractals. Elsewhere we proposed, explored and demonstrated a new method of geostatistical inference that captures all of these phenomena within a unified theoretical framework. The framework views data as samples from random fields constituting scale mixtures of truncated (monofractal) fractional Brownian motion (tfBm) or fractional Gaussian noise (tfGn). Important questions not addressed in previous studies concern the distribution and statistical scaling of extreme incremental values. Of special interest in hydrology (and many other areas) are statistics of absolute increments exceeding given thresholds, known as peaks over threshold or POTs. In this paper we explore the statistical scaling of data and, for the first time, corresponding POTs associated with samples from scale mixtures of tfBm or tfGn. We demonstrate that porosity data we analyze possess properties of such samples and thus follow the theory we proposed. The porosity data are of additional value in revealing a remarkable cross-over from one scaling regime to another at certain lags. The phenomena we uncover are of key importance for the analysis of fluid flow and solute as well as particulate transport in complex hydrogeologic environments.
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Edwin Zarrazola
2009-12-01
Full Text Available La distribución de función hipergeométrica invertida tipo I tiene la función de densidad de probabilidad proporcional a [fórmula] donde 2F1 es la función hipergeométrica de Gauss. En este artículo se deriva la función de densidad de probabilidad del producto de dos variables aleatorias independientes que se distribuyen según la función hipergeométrica inversa tipo I. También se consideran otros productos entre variables aleatorias con distribución beta tipo I, beta tipo II, beta tipo III, función hipergeométrica tipo I, función hipergeométrica inversa tipo I y Kummer–beta.The inverted hypergeometric function type I distribution has the probability density function proportional to [formula] where 2F1 is the Gauss hypergeometric function. In this article, we derive the probability density function of the product of two independent random variables having inverted hypergeometric function type I distribution. We also consider several other products involving inverted hypergeometric function type I, beta type I, beta type II, beta type III, Kummer-beta and hypergeometric function type I variables.
Vardeman, Stephen B.; Wendelberger, Joanne R.
2004-01-01
There is a little-known but very simple generalization of the standard result that for uncorrelated variables with a common mean and variance, the expected sample variance is the marginal variance. The generalization justifies the use of the usual standard error of the sample mean in possibly heteroscedastic situations and motivates some simple estimators for unbalanced linear random effects models. The latter is illustrated for the simple one-way context.
On the use of fractional calculus for the probabilistic characterization of random variables
Cottone, Giulio; 10.1016/j.probengmech.2008.08.002
2013-01-01
In this paper, the classical problem of the probabilistic characterization of a random variable is re-examined. A random variable is usually described by the probability density function (PDF) or by its Fourier transform, namely the characteristic function (CF). The CF can be further expressed by a Taylor series involving the moments of the random variable. However, in some circumstances, the moments do not exist and the Taylor expansion of the CF is useless. This happens for example in the case of $\\alpha$--stable random variables. Here, the problem of representing the CF or the PDF of random variables (r.vs) is examined by introducing fractional calculus. Two very remarkable results are obtained. Firstly, it is shown that the fractional derivatives of the CF in zero coincide with fractional moments. This is true also in case of CF not derivable in zero (like the CF of $\\alpha$--stable r.vs). Moreover, it is shown that the CF may be represented by a generalized Taylor expansion involving fractional moments. ...
MODELING THE TIME VARIABILITY OF SDSS STRIPE 82 QUASARS AS A DAMPED RANDOM WALK
International Nuclear Information System (INIS)
We model the time variability of ?9000 spectroscopically confirmed quasars in SDSS Stripe 82 as a damped random walk (DRW). Using 2.7 million photometric measurements collected over 10 yr, we confirm the results of Kelly et al. and Kozlowski et al. that this model can explain quasar light curves at an impressive fidelity level (0.01-0.02 mag). The DRW model provides a simple, fast (O(N) for N data points), and powerful statistical description of quasar light curves by a characteristic timescale (?) and an asymptotic rms variability on long timescales (SF?). We searched for correlations between these two variability parameters and physical parameters such as luminosity and black hole mass, and rest-frame wavelength. Our analysis shows SF? to increase with decreasing luminosity and rest-frame wavelength as observed previously, and without a correlation with redshift. We find a correlation between SF? and black hole mass with a power-law index of 0.18 ± 0.03, independent of the anti-correlation with luminosity. We find that ? increases with increasing wavelength with a power-law index of 0.17, remains nearly constant with redshift and luminosity, and increases with increasing black hole mass with a power-law index of 0.21 ± 0.07. The amplitude of variability is anti-correlated with the Eddington ratio, which suggests a scenario where optical fluctuations are tied to variations in the accretion rate. However, we find an additioe. However, we find an additional dependence on luminosity and/or black hole mass that cannot be explained by the trend with Eddington ratio. The radio-loudest quasars have systematically larger variability amplitudes by about 30%, when corrected for the other observed trends, while the distribution of their characteristic timescale is indistinguishable from that of the full sample. We do not detect any statistically robust differences in the characteristic timescale and variability amplitude between the full sample and the small subsample of quasars detected by ROSAT. Our results provide a simple quantitative framework for generating mock quasar light curves, such as currently used in LSST image simulations.
Scientific Electronic Library Online (English)
Sergio, Velásquez; Ronny, Velásquez.
2012-09-01
Full Text Available SciELO Venezuela | Language: Spanish Abstract in spanish Este artículo presenta el Modelado Con Variables Aleatorias En Simulink Utilizando Simulación Montecarlo, muchos modelos de sistemas reales contienen elementos que precisan o admiten un modelado estadístico, Sistemas de comunicaciones, Sistemas de conmutación, Sistemas sensores, Modelado toma forma [...] definiendo, Variables aleatorias que rigen ciertos comportamientos del sistema Procesos estocásticos para modelar variación de entradas en el tiempo, como lo son las fluctuaciones en la bolsa de valores e ciertos productos. Se deben definir métodos para generar muestras de variables aleatorias y muestras de procesos estocásticos. Entre ellos está el método de Montecarlo, el modelo implementado mostro la capacidad proponer precios optativos al precio de mercado ante cambios en el precio de un producto. Las simulaciones permitieron conocer con mayor exactitud la versatilidad del Método ante otros Métodos usados, prediciendo con gran exactitud las fluctuaciones de precios ocurridas en el producto de prueba. Abstract in english This article presents the model with random variables in Monte CarloSimulation Using Simulink, many models of real systems contain elements that require or permit a statistical modeling, communication systems,switching systems, sensor systems, modeling takes definite shape, random variables governin [...] g certain stochastic processes system behavior modelinginputs change over time, as are the fluctiaciones in the stock market andsome products. You must define methods to generate samples of random variables and stochastic samples. Among them is the Monte Carlo method, the implemented model showed the ability to propose optional pricing to the market price to changes in the price of a product. The simulations allowed to know more precisely the versatility of the method to other methods used, predicting with great accuracy the price fluctuations that occurred in the trial product.
Model Building with Multiple Dependent Variables and Constraints
Tofallis, Chris
2011-01-01
The most widely used method for finding relationships between several quantities is multiple regression. This however is restricted to a single dependent variable. We present a more general method which allows models to be constructed with multiple variables on both sides of an equation and which can be computed easily using a spreadsheet program. The underlying principle (originating from canonical correlation analysis) is that of maximising the correlation between the two sides of the model equation. This paper presents a fitting procedure which makes it possible to force the estimated model to satisfy constraint conditions which it is required to possess, these may arise from theory, prior knowledge or be intuitively obvious. We also show that the least squares approach to the problem is inadequate as it produces models which are not scale invariant.
Epoch-dependent absorption line profile variability in lambda Cep
Uuh-Sonda, J M; Eenens, P; Mahy, L; Palate, M; Gosset, E; Flores, C A
2014-01-01
We present the analysis of a multi-epoch spectroscopic monitoring campaign of the O6Ief star lambda Cep. Previous observations reported the existence of two modes of non-radial pulsations in this star. Our data reveal a much more complex situation. The frequency content of the power spectrum considerably changes from one epoch to the other. We find no stable frequency that can unambiguously be attributed to pulsations. The epoch-dependence of the frequencies and variability patterns are similar to what is seen in the wind emission lines of this and other Oef stars, suggesting that both phenomena likely have the same, currently still unknown, origin.
Fatigue and creep at variable temperature. Time dependence forecasting
International Nuclear Information System (INIS)
Structure materials for nuclear reactors undergo different types of mechanical and thermal stresses for period reaching 300 000 hours. Rapid change of temperature, stress, frequency can occurs in case of accident. Determination of mechanical properties (elongation, creep, fatigue...) of materials for structure dimensioning requires extrapolation of fatigue and creep tests. The comparison of results obtained on steel 316 shows that for creep forecastings agreement is good between the different methods but it is not the case for creep fatigue. For creep in variable conditions, agreement between experiments and calculus is good only in some cases. For fatigue test with samples previously tested for creep, or vice versa, results depend upon the damage evaluation
Schudy, Warren
2011-01-01
We show that the probability that a multilinear polynomial $f$ of independent random variables exceeds its mean by $\\lambda$ is at most $e^{-\\lambda^2 / (R^q Var(f))}$ for sufficiently small $\\lambda$, where $R$ is an absolute constant. This matches (up to constants in the exponent) what one would expect from the central limit theorem. Our methods handle a variety of types of random variables including Gaussian, Boolean, exponential, and Poisson. Previous work by Kim-Vu and Schudy-Sviridenko gave bounds of the same form that involved less natural parameters in place of the variance.
Selection of subsystems of random variables equivalent in distribution to the Rademacher system
Astashkin, S V
2000-01-01
We present necessary and sufficient conditions on systems of random variables for them to possess a lacunary subsystem equivalent in distribution to the Rademacher system on the segment [0,1]. In particular, every uniformly bounded orthonormal system has this property. Furthermore, an arbitrary finite uniformly bounded orthonormal set of N functions contains a subset of "logarithmic" density equivalent in distribution to the corresponding set of Rademacher functions, with a constant independent of N. A connection between the tail distribution and the L_p-norms of polynomials with respect to systems of random variables exploited. We use also these results to study K-closed representability of some Banach couples.
Modelling the statistical dependence of rainfall event variables through copula functions
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M. Balistrocchi
2011-06-01
Full Text Available In many hydrological models, such as those derived by analytical probabilistic methods, the precipitation stochastic process is represented by means of individual storm random variables which are supposed to be independent of each other. However, several proposals were advanced to develop joint probability distributions able to account for the observed statistical dependence. The traditional technique of the multivariate statistics is nevertheless affected by several drawbacks, whose most evident issue is the unavoidable subordination of the dependence structure assessment to the marginal distribution fitting. Conversely, the copula approach can overcome this limitation, by dividing the problem in two distinct parts. Furthermore, goodness-of-fit tests were recently made available and a significant improvement in the function selection reliability has been achieved. Herein the dependence structure of the rainfall event volume, the wet weather duration and the interevent time is assessed and verified by test statistics with respect to three long time series recorded in different Italian climates. Paired analyses revealed a non negligible dependence between volume and duration, while the interevent period proved to be substantially independent of the other variables. A unique copula model seems to be suitable for representing this dependence structure, despite the sensitivity demonstrated by its parameter towards the threshold utilized in the procedure for extracting the independent events. The joint probability function was finally developed by adopting a Weibull model for the marginal distributions.
Model selection and randomization for weakly dependent time series forecasting
Alquier, Pierre
2009-01-01
Observing a stationary time series, we propose in this pape new procedures in two steps for the prediction of the next value of the time series. Following machine learning theory paradigm, the first step consists in determining randomized estimators, or "experts", in (possibly numerous) different predictive models. In the second step estimators are obtained by model selection or randomization associated with exponential weights of these experts. We prove Oracle inequalities for both estimators and provide some applications for linear, artificial Neural Networks and additive non-parametric predictors.
Event-controlled constructions of random fields of maxima with non-max-stable dependence
Raschke, Mathias
2014-01-01
Max-stable random fields can be constructed according to Schlather (2002) with a random function or a stationary process and a kind of random event magnitude. These are applied for the modelling of natural hazards. We simply extend these event-controlled constructions to random fields of maxima with non-max-stable dependence structure (copula). The theory for the variant with a stationary process is obvious; the parameter(s) of its correlation function is/are determined by the event magnitude. The introduced variant with random functions can only be researched numerically. The scaling of the random function is exponentially determined by the event magnitude. The location parameter of the Gumbel margins depends only on this exponential function in the researched examples; the scale parameter of the margins is normalized. In addition, we propose a method for the parameter estimation for such constructions by using Kendall's tau. The spatial dependence in relation to the block size is considered therein. Finally...
Geluk, J. L.; Peng, L.; Vries, C. G.
2000-01-01
The paper characterizes first and second order tail behavior of convolutions of i.i.d. heavy tailed random variables with support on the real line. The result is applied to the problem of risk diversification in portfolio analysis and to the estimation of the parameter in a MA(1) model.
Sums and Products of Jointly Distributed Random Variables: A Simplified Approach
Stein, Sheldon H.
2005-01-01
Three basic theorems concerning expected values and variances of sums and products of random variables play an important role in mathematical statistics and its applications in education, business, the social sciences, and the natural sciences. A solid understanding of these theorems requires that students be familiar with the proofs of these…
Directory of Open Access Journals (Sweden)
Malley James D
2010-02-01
Full Text Available Abstract Background Random forests (RF have been increasingly used in applications such as genome-wide association and microarray studies where predictor correlation is frequently observed. Recent works on permutation-based variable importance measures (VIMs used in RF have come to apparently contradictory conclusions. We present an extended simulation study to synthesize results. Results In the case when both predictor correlation was present and predictors were associated with the outcome (HA, the unconditional RF VIM attributed a higher share of importance to correlated predictors, while under the null hypothesis that no predictors are associated with the outcome (H0 the unconditional RF VIM was unbiased. Conditional VIMs showed a decrease in VIM values for correlated predictors versus the unconditional VIMs under HA and was unbiased under H0. Scaled VIMs were clearly biased under HA and H0. Conclusions Unconditional unscaled VIMs are a computationally tractable choice for large datasets and are unbiased under the null hypothesis. Whether the observed increased VIMs for correlated predictors may be considered a "bias" - because they do not directly reflect the coefficients in the generating model - or if it is a beneficial attribute of these VIMs is dependent on the application. For example, in genetic association studies, where correlation between markers may help to localize the functionally relevant variant, the increased importance of correlated predictors may be an advantage. On the other hand, we show examples where this increased importance may result in spurious signals.
On the Viewing Angle Dependence of Blazar Variability
Eldar, A; Eldar, Avigdor; Levinson, Amir
2000-01-01
Internal shocks propagating through an ambient radiation field, are subject to a radiative drag that, under certain conditions, can significantly affect their dynamics and, consequently, the evolution of the beaming cone of emission produced behind the shocks. The resultant change of the Doppler factor combined with opacity effects leads to a strong dependence of the variability pattern produced by such systems, specifically, the shape of the light curves and the characteristics of correlated emission, on viewing angle. One implication is that objects oriented at relatively large viewing angles to the observer should exhibit a higher level of activity at high synchrotron frequencies (above the self-absorption frequency) and at gamma-ray energies below the threshold energy to pair production, than at lower (radio/millimeter) frequencies.
Discovery of Fourier-dependent time lags in cataclysmic variables
Scaringi, S; Groot, P J; Uttley, P; Marsh, T; Knigge, C; Maccarone, T; Dhillon, V S
2013-01-01
We report the first study of Fourier-frequency-dependent coherence and phase/time lags at optical wavelengths of cataclysmic variables (MV Lyr and LU Cam) displaying typical flickering variability in white light. Observations were performed on the William Herschel Telescope using ULTRACAM. Lightcurves for both systems have been obtained with the SDSS filters $u'$, $g'$ and $r'$ simultaneously with cadences between $\\approx0.5-2$ seconds, and allow us to probe temporal frequencies between ~10^{-3} Hz and ~1 Hz. We find high levels of coherence between the u', g' and r' lightcurves up to at least ~10^{-2} Hz. Furthermore we detect red/negative lags where the redder bands lag the bluer ones at the lowest observed frequencies. For MV Lyr time lags up to ~3 seconds are observed, whilst LU Cam displays larger time lags of ~10 seconds. Mechanisms which seek to explain red/negative lags observed in X-ray binaries and Active Galactic Nuclei involve reflection of photons generated close to the compact object onto the s...
Influence of time dependence of dynamic laser parameter on the three modes random laser operation
International Nuclear Information System (INIS)
In this report we demonstrate the influence of the photon density on the operation of a three modes random laser when the gain coefficients of modes depending on time. Supposing gain coefficients had Gaussian profile and using Matlab language, we have solved the basic equations describing the operation of a three modes random laser. The received results give more real knowledge about the appearance of modes in random laser. (author)
Size dependence of the largest distance between random points
Krawczyk, Malgorzata J; Kulakowski, Krzysztof
2013-01-01
A set of $N$ points is chosen randomly in a $D$-dimensional volume $V=a^D$, with periodic boundary conditions. For each point $i$, its distance $d_i$ is found to its nearest neighbour. Then, the maximal value is found, $d_{max}=max(d_i, i=1,...,N)$. Our numerical calculations indicate, that when the density $N/V$=const, $d_{max}$ scales with the linear system size as $d^2_{max}\\propto a^\\phi$, with $\\phi=0.24\\pm0.04$ for $D=1,2,3,4$.
James, Oliver; Lee, Heung-no
2014-01-01
In this paper, we aim to generalize the notion of restricted isometry constant (RIC) in compressive sensing (CS) to restricted isometry random variable (RIV). Associated with a deterministic encoder there are two RICs, namely, the left and the right RIC. We show that these RICs can be generalized to a left RIV and a right RIV for an ensemble of random encoders. We derive the probability and the cumulative distribution functions of these RIVs for the most widely used i.i.d. G...
Another Useful Theorem for Non-Linear Transformations of Gaussian Random Variables
Banelli, Paolo
2011-01-01
This paper presents a useful theorem for non-linear transformations of the sum of independent zero-mean Gaussian random variables. It is proved that the linear regression coefficient of the non-linear transformation output with respect to any Gaussian random variable that is part of its input, is identical to the linear regression coefficient with respect to the overall input. As a side-result, the theorem is particularly useful to simplify the computation of the partial regression coefficients not only when the input is Gaussian distributed, but also for non-linear transformations of Gaussian-Mixtures. Due to its generality, and the wide use of Gaussian and Gaussian-Mixture probability density functions to statistically model several physical phenomenon, the potential use of the theorem spans multiple disciplines and applications, including communication systems, as well as estimation and information theory.
On the Information of the Second Moments Between Random Variables Using Mutually Unbiased Bases
Yao, Hongyi
2007-01-01
The notation of mutually unbiased bases(MUB) was first introduced by Ivanovic to reconstruct density matrixes\\cite{Ivanovic}. The subject about how to use MUB to analyze, process, and utilize the information of the second moments between random variables is studied in this paper. In the first part, the mathematical foundation will be built. It will be shown that the spectra of MUB have complete information for the correlation matrixes of finite discrete signals, and the nice...
Syracuse, A. J.; Johnson, C. S.; Eisenback, J. D.; Nessler, C. L.; Smith, E. P.
2004-01-01
Random amplified polymorphic DNA (RAPDs) were used to investigate the intraspecific variability among 19 geographic isolates of Globodera tabacum solanacearum from eight counties in Virginia and one county in North Carolina. Globodera tabacum tabacum, G. t. virginiae, and the Mexican cyst nematode (MCN) were included as outgroups. Six primers were used and 119 amplification products were observed. Each primer yielded reproducible differences in fragment patterns that differentiated the isolat...
Normal approximation and smoothness for sums of means of lattice-valued random variables
Decrouez, Geoffrey; Hall, Peter
2013-01-01
Motivated by a problem arising when analysing data from quarantine searches, we explore properties of distributions of sums of independent means of independent lattice-valued random variables. The aim is to determine the extent to which approximations to those sums require continuity corrections. We show that, in cases where there are only two different means, the main effects of distribution smoothness can be understood in terms of the ratio $\\rho_{12}=(e_2n_1)/(e_1n_2)$, w...
Epoch-dependent absorption line profile variability in ? Cep
Scientific Electronic Library Online (English)
J.M., Uuh-Sonda; G., Rauw; P., Eenens; L., Mahy; M., Palate; E., Gosset; C.A., Flores.
2014-04-01
Full Text Available Reportamos el análisis de una campaña de monitoreo espectroscópico multiépoca de la estrella O6 Ief ? Cep. Observaciones previas habían reportado la existencia de dos modos de pulsaciones no-radiales en esta estrella. Nuestros datos revelan una situación considerablemente más compleja. Las frequenci [...] as contenidas en el espectro de potencia cambian considerablemente de una época a otra. No encontramos ninguna frecuencia estable que pueda ser atribuida inequívocamente a pulsaciones. La dependencia temporal de las frequencias y los patrones devariabilidad son similares a los observados en las líneas de emisión del viento en esta y otras estrellas Oef, lo cual sugiere que ambos fenómenos tienen probablemente el mismo origen, aunque éste siga todavía sin conocerse. Abstract in english We present the analysis of a multi-epoch spectroscopic monitoring campaign of the O6Iefstar ? Cep. Previous observations reported the existence of two modes of non-radial pulsations in this star. Our data reveal a much more complex situation. The frequency content of the power spectrum considerably [...] changes from one epoch to the other. We find no stable frequency that can unambiguously be attributed to pulsations. The epoch-dependence of the frequencies and variability patterns are similar to what is seen in the wind emission lines of this and other Oef stars, suggesting that both phenomena likely have the same, currently still unknown, origin.
Ultraviolet variability of quasars: dependence on the accretion rate
Meusinger, H
2013-01-01
We compiled a catalogue of about 4000 SDSS quasars including individual estimators V for the variability strength, virial black hole masses M, and mass accretion rates dM/dt from the Davis-Laor scaling relation. We confirm significant anti-correlations between V and dM/dt, the Eddington ratio, and the bolometric luminosity L, respectively. A weak, statistically not significant positive trend is indicated for the dependence of V on M. As a side product, we find a strong correlation of the radiative efficiency with M and show that this trend is most likely produced by selection effects in combination with the mass errors and the use of the scaling relation for dM/dt. The anti-correlations found for V cannot be explained in such a way. The strongest anti-correlation is found with dM/dt. However, it is difficult to decide which of the quantities (L, Eddington ratio, dM/dt) is intrinsically correlated with V and which of the observed correlations are produced by the relations between these quantities. A V-dM/dt an...
The Effect of Cluster Size Variability on Statistical Power in Cluster-Randomized Trials
Lauer, Stephen A.; Kleinman, Ken P.; Reich, Nicholas G.
2015-01-01
The frequency of cluster-randomized trials (CRTs) in peer-reviewed literature has increased exponentially over the past two decades. CRTs are a valuable tool for studying interventions that cannot be effectively implemented or randomized at the individual level. However, some aspects of the design and analysis of data from CRTs are more complex than those for individually randomized controlled trials. One of the key components to designing a successful CRT is calculating the proper sample size (i.e. number of clusters) needed to attain an acceptable level of statistical power. In order to do this, a researcher must make assumptions about the value of several variables, including a fixed mean cluster size. In practice, cluster size can often vary dramatically. Few studies account for the effect of cluster size variation when assessing the statistical power for a given trial. We conducted a simulation study to investigate how the statistical power of CRTs changes with variable cluster sizes. In general, we observed that increases in cluster size variability lead to a decrease in power. PMID:25830416
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Correchel Vladia
2005-01-01
Full Text Available The precision of the 137Cs fallout redistribution technique for the evaluation of soil erosion rates is strongly dependent on the quality of an average inventory taken at a representative reference site. The knowledge of the sources and of the degree of variation of the 137Cs fallout spatial distribution plays an important role on its use. Four reference sites were selected in the South-Central region of Brazil which were characterized in terms of soil chemical, physical and mineralogical aspects as well as the spatial variability of 137Cs inventories. Some important differences in the patterns of 137Cs depth distribution in the soil profiles of the different sites were found. They are probably associated to chemical, physical, mineralogical and biological differences of the soils but many questions still remain open for future investigation, mainly those regarding the adsorption and dynamics of the 137Cs ions in soil profiles under tropical conditions. The random spatial variability (inside each reference site was higher than the systematic spatial variability (between reference sites but their causes were not clearly identified as possible consequences of chemical, physical, mineralogical variability, and/or precipitation.
Interannual variability associated with ENSO: Seasonal dependence and interdecadal change
Quan, Xiao-Wei
1998-09-01
The seasonal dependence of atmospheric short-term climate predictability is studied. This is accomplished by analyzing the output from ensemble integration of two atmospheric general circulation models (AGCM). All the AGCM's integrations analyzed in this study use observed evolution of sea surface temperature (SST) as prescribed boundary forcing. Forced by the interannual variation of SST, the short-term climate predictability of the atmospheric circulation is geographically and seasonally dependent. The predictability is larger in tropics than the extratropics and better in the winter hemisphere than in the summer hemisphere. The predictability is better in Pacific-Atlantic Ocean section compared to the section of Indian Ocean-Asian Monsoon region. Special attention is drawn to the fact that the 1982/83 strong El Nino event produced stronger atmospheric predictability than the 1988/89 strong La Nina event during the northern spring while the opposite occurred during the northern autumn. Also, both models show weakest predictability in the Northern Hemisphere during the boreal autumn. It is hypothesized that the seasonal and geographical dependence of the SST-forced atmospheric predictability may be explained by the following mechanisms: (1) Annual- cycle/ENSO interaction over the tropical Pacific Ocean; (2) Non-linear effects of hydrological processes associated with the annual-cycle/ENSO interaction; (3) Dynamic effects of meridional wind in planetary wave propagation. The interdecadal variation of the strength of ENSO is also studied. An attempt is made to understand why the strength of ENSO was weak during the period of a few decades from 1920s to 1950s. It is hypothesized that the interdecadal change in the strength of ENSO is caused by the interactions among climate oscillations of different time-scales associated with interannual variability of the Monsoon and the Pacific Ocean. To verify this hypothesis, characteristic time-scales of the interdecadal variations in the global SST pattern and precipitation at land-stations are first examined by applying wavelet, empirical orthogonal function (EOF), and other statistical analyses to the hundred-year data time series. It is shown that in the tropical Pacific Ocean there exist interdecadal oscillations with periods of about 12-40 years. Maximum power exists at about 20 years in the tropical Pacific. The strongest signal in the Indian monsoon and the North Pacific Ocean region is the multidecadal oscillation with the 'period' of about 80 years or longer. Since the data length is only about a hundred years, it is impossible to determine whether the 80-year period is significant and persistent. However, it is clear that some very slow multidecadal oscillation occurs with a large amplitude in these two regions. In addition to the very slow multidecadal oscillation, the Indian monsoon also has a decadal oscillation with quasi- period of about 10-15 years while the North Pacific Ocean has an interdecadal oscillation with quasi-period of about 30-40 years. Results of cross-wavelet analysis show that the phase- relation among climate variations in the tropical Pacific, Northern Pacific, and monsoon were quite different during the period from 1920s to 1950s comparing to the decades before and after.
Quantifying gene expression variability arising from randomness in cell division times.
Antunes, Duarte; Singh, Abhyudai
2014-09-01
The level of a given mRNA or protein exhibits significant variations from cell-to-cell across a homogeneous population of living cells. Much work has focused on understanding the different sources of noise in the gene-expression process that drive this stochastic variability in gene-expression. Recent experiments tracking growth and division of individual cells reveal that cell division times have considerable inter-cellular heterogeneity. Here we investigate how randomness in the cell division times can create variability in population counts. We consider a model by which mRNA/protein levels in a given cell evolve according to a linear differential equation and cell divisions occur at times spaced by independent and identically distributed random intervals. Whenever the cell divides the levels of mRNA and protein are halved. For this model, we provide a method for computing any statistical moment (mean, variance, skewness, etcetera) of the mRNA and protein levels. The key to our approach is to establish that the time evolution of the mRNA and protein statistical moments is described by an upper triangular system of Volterra equations. Computation of the statistical moments for physiologically relevant parameter values shows that randomness in the cell division process can be a major factor in driving difference in protein levels across a population of cells. PMID:25182129
Carrasco, Juan A.
2000-01-01
In this paper we develop a variant of a previously proposed method (the regenerative randomization method) for the transient analysis of dependability performability models. The variant is obtained by developing a closed-form expression for the solution of the truncated transformed model obtained in regenerative randomization and using a Laplace transform inversion algorithm. Using models of moderate size of a 5-level RAID architecture we compare the new variant with the original randomizatio...
Anita Sharma; Bapat, M. N.
2011-01-01
Blinking statistics of quantum dot has attracted much attraction in recent years. Various experiments were conducted and various theories have been given to explain this phenomenon. However, the problem is not yet resolved. The weak temperature dependence of the power law parameters have complicated the phenomena. We have simulated the blinking statistics of quantum dot based on the random walk model. We have shown that three-dimensional biased Levy random walk of electrons, the bias be...
Marcinkiewicz strong laws for linear statistics of rho*-mixing sequences of random variables
Scientific Electronic Library Online (English)
Guang-Hui, Cai.
2006-12-01
Full Text Available SciELO Brazil | Language: English Abstract in portuguese Leis fortes são estabelecidas para estatísticas lineares que são somas ponderadas de uma amostra aleatória. Mostramos extensões das leis fortes de Marcinkiewicz-Zygmund sob certas condições tanto nos pesos quanto na distribuição. Estas últimas não só generalizam o resultado de Bai e Cheng (2000, Sta [...] tist Probab Lett 46: 105-112) para sequências aleatórias "ro*-mixing" como também o melhoram. Abstract in english Strong laws are established for linear statistics that are weighted sums of a random sample. We show extensions of the Marcinkiewicz-Zygmund strong laws under certain moment conditions on both the weights and the distribution. These not only generalize the result of Bai and Cheng (2000, Statist Prob [...] ab Lett 46: 105-112) to rho*-mixing sequences of random variables, but also improve them.
Blind estimation of statistical properties of non-stationary random variables
Mansour, Ali; Mesleh, Raed; Aggoune, el-Hadi M.
2014-12-01
To identify or equalize wireless transmission channels, or alternatively to evaluate the performance of many wireless communication algorithms, coefficients or statistical properties of the used transmission channels are often assumed to be known or can be estimated at the receiver end. For most of the proposed algorithms, the knowledge of transmission channel statistical properties is essential to detect signals and retrieve data. To the best of our knowledge, most proposed approaches assume that transmission channels are static and can be modeled by stationary random variables (uniform, Gaussian, exponential, Weilbul, Rayleigh, etc.). In the majority of sensor networks or cellular systems applications, transmitters and/or receivers are in motion. Therefore, the validity of static transmission channels and the underlying assumptions may not be valid. In this case, coefficients and statistical properties change and therefore the stationary model falls short of making an accurate representation. In order to estimate the statistical properties (represented by the high-order statistics and probability density function, PDF) of dynamic channels, we firstly assume that the dynamic channels can be modeled by short-term stationary but long-term non-stationary random variable (RV), i.e., the RVs are stationary within unknown successive periods but they may suddenly change their statistical properties between two successive periods. Therefore, this manuscript proposes an algorithm to detect the transition phases of non-stationary random variables and introduces an indicator based on high-order statistics for non-stationary transmission which can be used to alter channel properties and initiate the estimation process. Additionally, PDF estimators based on kernel functions are also developed. The first part of the manuscript provides a brief introduction for unbiased estimators of the second and fourth-order cumulants. Then, the non-stationary indicators are formulated. Finally, simulation results are presented and conclusions are derived.
Lee, Sophia S. F.; Sun, Lei; Kustra, Rafal; Bull, Shelley B.
2008-01-01
Motivation: We developed an EM-random forest (EMRF) for Haseman–Elston quantitative trait linkage analysis that accounts for marker ambiguity and weighs each sib-pair according to the posterior identical by descent (IBD) distribution. The usual random forest (RF) variable importance (VI) index used to rank markers for variable selection is not optimal when applied to linkage data because of correlation between markers. We define new VI indices that borrow information from linked markers usi...
On generating correlated random variables with a given valid or invalid Correlation matrix
Mishra, Sk
2004-01-01
In simulation we often have to generate correlated random variables by giving a reference intercorrelation matrix, R or Q. The matrix R is positive definite and a valid correlation matrix. The matrix Q may appear to be a correlation matrix but it may be invalid (negative definite). With R(m,m) it is easy to generate X(n,m), but Q(m,m) cannot give real X(n,m). So, Q has to be converted into the near-most R matrix by some procedure. NJ Higham (2002) provides a method to generate R from Q t...
Criticality in Two-Variable Earthquake Model on a Random Graph
Sun, Fan; Zhang, Duan-Ming
2008-08-01
A two-variable earthquake model on a quenched random graph is established here. It can be seen as a generalization of the OFC models. We numerically study the critical behavior of the model when the system is nonconservative: the result indicates that the model exhibits self-organized criticality deep within the nonconservative regime. The probability distribution for avalanche size obeys finite size scaling. We compare our model with the model introduced by Stefano Lise and Maya Paczuski [Phys. Rev. Lett. 88 (2002) 228301], it is proved that they are not in the same universality class.
Criticality in Two-Variable Earthquake Model on a Random Graph
International Nuclear Information System (INIS)
A two-variable earthquake model on a quenched random graph is established here. It can be seen as a generalization of the OFC models. We numerically study the critical behavior of the model when the system is nonconservative: the result indicates that the model exhibits self-organized criticality deep within the nonconservative regime. The probability distribution for avalanche size obeys finite size scaling. We compare our model with the model introduced by Stefano Lise and Maya Paczuski [Phys. Rev. Lett. 88 (2002) 228301], it is proved that they are not in the same universality class
Genuer, Robin; Toussile, Wilson
2011-01-01
Malaria control strategies aiming at reducing disease transmission intensity may impact both oocyst intensity and infection prevalence in the mosquito vector. Thus far, mathematical models failed to identify a clear relationship between Plasmodium falciparum gametocytes and their infectiousness to mosquitoes. Natural isolates of gametocytes are genetically diverse and biologically complex. Infectiousness to mosquitoes relies on multiple parameters such as density, sex-ratio, maturity, parasite genotypes and host immune factors. In this article, we investigated how density and genetic diversity of gametocytes impact on the success of transmission in the mosquito vector. We analyzed data for which the number of covariates plus attendant interactions is at least of order of the sample size, precluding usage of classical models such as general linear models. We then considered the variable importance from random forests to address the problem of selecting the most influent variables. The selected covariates were ...
Lotfi Tadj; Dshalalow, Jewgeni H.
1992-01-01
This paper introduces a bulk queueing system with a single server processing groups of customers of a variable size. If upon completion of service the queueing level is at least r the server takes a batch of size r and processes it a random time arbitrarily distributed. If the queueing level is less than r the server idles until the queue accumulates r customers in total. Then the server capacity is generated by a random number equals the batch size taken for service which lasts an arbitraril...
On the multiplication of free n-tuples of non-commutative random variables
Nica, A; Nica, Alexandru; Speicher, Roland
1996-01-01
Let a_{1},\\ldots,a_{n}, b_{1},\\ldots,b_{n} be random variables in some (non-commutative) probability space, such that \\{ a_{1} , \\ldots , a_{n} \\} is free from \\{ b_{1} , \\ldots , b_{n} \\}. We show how the joint distribution of the n-tuple ( a_{1} b_{1} , \\ldots , a_{n} b_{n} ) can be described in terms of the joint distributions of ( a_{1} , \\ldots , a_{n} ) and ( b_{1} , \\ldots , b_{n} ), by using the combinatorics of the n-dimensional R-transform. We point out a few applications that can be easily derived from our result, concerning the left-and-right translation with a semicircular element (see Sections 1.6-1.10) and the compression with a projection (see Sections 1.11-1.14) of an n-tuple of non-commutative random variables. A different approach to two of these applications is presented by Dan Voiculescu in an Appendix to the paper.
On the Information of the Second Moments Between Random Variables Using Mutually Unbiased Bases
Yao, Hongyi
2007-01-01
The notation of mutually unbiased bases(MUB) was first introduced by Ivanovic to reconstruct density matrixes\\cite{Ivanovic}. The subject about how to use MUB to analyze, process, and utilize the information of the second moments between random variables is studied in this paper. In the first part, the mathematical foundation will be built. It will be shown that the spectra of MUB have complete information for the correlation matrixes of finite discrete signals, and the nice properties of them. Roughly speaking, it will be shown that each spectrum from MUB plays an equal role for finite discrete signals, and the effect between any two spectra can be treated as a global constant shift. These properties will be used to find some important and natural characterizations of random vectors and random discrete operators/filters. For a technical reason, it will be shown that any MUB spectra can be found as fast as Fourier spectrum when the length of the signal is a prime number. In the second part, some applications ...
On homogenization of space-time dependent and degenerate random flows II
Rhodes, Rémi
2008-01-01
We study the long time behavior (homogenization) of a diffusion in random medium with time and space dependent coefficients. The diffusion coefficient may degenerate. In Stochastic Process. Appl. (2007) (to appear), an invariance principle is proved for the critical rescaling of the diffusion. Here, we generalize this approach to diffusions whose space-time scaling differs from the critical one.
Braumann, Carlos A.
2007-01-01
Scientific paper on stochastic differential equation models of population growth in a random environment extending previous results on extinction and persistence to the case of density-dependence noise intensities. The paper is contained in the book of Proceedings of the international conference Probability and Statistics in Science and Engineering 2007 (Porto, 2007, organised by the Bernoulli Society).
Diffusion of a quantum particle in time-dependent random potential
Lebedev, N.; Sokoloff, D.; Kaganovich, A.
1991-01-01
For Schrödinger equation for a particle moving in random, time-dependent potential with white noise correlation, we prove that perturbation theory result for mean square displacement X?t3/2 is asymptotically exact for a large time t. This is in contrast with the same equation with imaginary time.
The Energy-Dependence of GRB Minimum Variability Timescales
Golkhou, V Zach; Littlejohns, Owen M
2015-01-01
We constrain the minimum variability timescales for 938 GRBs observed by the Fermi/GBM instrument prior to July 11, 2012. The tightest constraints on progenitor radii derived from these timescales are obtained from light curves in the hardest energy channel. In the softer bands -- or from measurements of the same GRBs in the hard X-rays from Swift -- we show that variability timescales tend to be a factor 2--3 longer. Applying a survival analysis to account for detections and upper limits, we find median minimum timescale in the rest frame for long-duration and short-duration GRBs of 45 ms and 10 ms, respectively. Fewer than 10% of GRBs show evidence for variability on timescales below 2 ms. These shortest timescales require Lorentz factors $\\gtrsim 400$ and imply typical emission radii $R \\approx 1 {\\times} 10^{14}$ cm for long-duration GRBs and $R \\approx 3 {\\times} 10^{13}$ cm for short-duration GRBs. We discuss implications for the GRB fireball model and investigate whether GRB minimum timescales evolve w...
Lloret Cabot, M.; Hicks, M. A.; Den Eijnden, A. P.
2012-01-01
Spatial variability of soil properties is inherent in soil deposits, whether as a result of natural geological processes or engineering construction. It is therefore important to account for soil variability in geotechnical design in order to represent more realistically a soil’s in situ state. This variability may be modelled as a random field, with a given probability density function and scale of fluctuation. A more convenient way to deal with the uncertainty of a soil property due to sp...
Okuda, Takehiro; Noda, Takashi; Yamamoto, Tomoko; Hori, Masakazu; Nakaoka, Masahiro
2009-03-01
1. Although latitudinal gradients in species richness within a region are observed in a range of taxa and habitats, little is known about variability in its scale dependence or causal processes. The scale-dependent variability of latitudinal gradients in species richness can be affected by latitudinal differences in (i) the regional relative abundance distribution, and (ii) the degree of aggregated distribution (i.e., intraspecific aggregation and interspecific segregation; henceforth, the degree of aggregation) reflecting differences in ecological processes among regions, which are not mutually exclusive. 2. In rocky intertidal sessile animal assemblages along Japan's Pacific coast (between 31 degrees N and 43 degrees N), scale-dependent variability of the latitudinal gradient in species richness and its causal mechanisms were examined by explicitly incorporating three hierarchical spatial scales into the monitoring design: plots (50 x 100 cm), shores (78 to 235 m), and regions (16.7 to 42.5 km). 3. To evaluate latitudinal differences in the degree of aggregation, the degree of intraspecific aggregation at each spatial scale in each region was examined using the standardized Morishita index. Furthermore, the observed species richness was compared with the species richness expected by random sampling from the regional species pool using randomization tests. 4. Latitudinal gradients in species richness were observed at all spatial scales, but the gradients became steadily more moderate with decreasing spatial scale. The slope of the relative abundance distribution decreased with decreasing latitude. 5. Tests of an index of intraspecific aggregation and randomization tests indicated that although species richness at smaller scales differed significantly from species richness expected based on a random distribution, the degree of aggregation did not vary with latitude. Although some ecological processes (possibly species sorting) may have played a role in determining species richness at small spatial scales, the importance of these processes did not vary with latitude. 6. Thus, scale-dependent variability in the latitudinal gradient of species richness appears to be explained mainly by latitudinal differences in the regional relative abundance distribution by imposing statistical constraint caused by decreasing grain size. PMID:19021785
Detection of Gauss-Markov Random Fields with Nearest-Neighbor Dependency
Anandkumar, Animashree; Swami, Ananthram
2007-01-01
The problem of hypothesis testing against independence for a Gauss-Markov random field (GMRF) is analyzed. Assuming an acyclic dependency graph, an expression for the log-likelihood ratio of detection is derived. Assuming random placement of nodes over a large region according to the Poisson or uniform distribution and nearest-neighbor dependency graph, the error exponent of the Neyman-Pearson detector is derived using large-deviations theory. The error exponent is expressed as a dependency-graph functional and the limit is evaluated through a special law of large numbers for stabilizing graph functionals. The exponent is analyzed for different values of the variance ratio and correlation. It is found that a more correlated GMRF has a higher exponent at low values of the variance ratio whereas the situation is reversed at high values of the variance ratio.
Instance-Dependent Verifiable Random Functions and Their Application to Simultaneous Resettability
Deng, Yi; Lin, Dongdai
We introduce a notion of instance-dependent verifiable random functions (InstD-VRFs for short). Informally, an InstD-VRF is, in some sense, a verifiable random function [23] with a special public key, which is generated via a (possibly)interactive protocol and contains an instance y ? L ? {0,1}* for a specific NP language L, but the security requirements on such a function are relaxed: we only require the pseudorandomness property when y ? L and only require the uniqueness property when y ? L, instead of requiring both pseudorandomness and uniqueness to hold simultaneously. We show that this notion can be realized under standard assumption.
Chan, H P; Chan, Hock Peng; Lai, Tze Leung
2004-01-01
Several classical results on boundary-crossing probabilities of Brownian motion and random walks are extended to asymptotically Gaussian random fields, which include sums of i.i.d. random variables with multidimensional indices, multivariate empirical processes, and scan statistics in change-point and signal detection as special cases. Some key ingredients in these extensions are moderate deviation approximations to marginal tail probabilities and weak convergence of the conditional distributions of certain ``clumps'' around high-level crossings. We also discuss how these results are related to the Poisson clumping heuristic and tube formulas of Gaussian random fields, and describe their applications to laws of the iterated logarithm in the form of the Kolmogorov--Erdos--Feller integral tests.
Directory of Open Access Journals (Sweden)
TysonHHolmes
2011-07-01
Full Text Available The HIV risk-taking behavior scale (HRBS is an 11-item instrument designed to assess the risks of HIV infection due self-reported injection drug use and sexual behavior. A retrospective analysis was performed on HRBS data collected from approximately 1,000 participants pooled across seven clinical trials of pharmacotherapies for either the treatment of cocaine-dependence or methamphetamine-dependence. Analysis faced three important challenges. The sample contained a high proportion of missing assessments after randomization. Also, the HRBS scale consists of two distinct behavioral components which may or may not coincide in response patterns. In addition, distributions of responses on the subscales were highly concentrated at just a few values (e.g., 0, 6. To address these challenges, a single probit regression model was fit to three outcomes variables simultaneously—the two subscale totals plus an indicator variable for assessments not obtained (non-response. This joint-outcome regression model was able to identify that those who left assessment early had higher self-reported risk of injection-drug use and lower self-reported risky sexual behavior because the model was able to draw on information on associations among the three outcomes collectively. These findings were not identified in analyses performed on each outcome separately. No evidence for an effect of pharmacotherapies was observed, except to reduce missing assessments. Univariate-outcome modeling is not recommended for the HRBS.
Continuous-time random-walk model of transport in variably saturated heterogeneous porous media.
Zoia, Andrea; Néel, Marie-Christine; Cortis, Andrea
2010-03-01
We propose a unified physical framework for transport in variably saturated porous media. This approach allows fluid flow and solute migration to be treated as ensemble averages of fluid and solute particles, respectively. We consider the cases of homogeneous and heterogeneous porous materials. Within a fractal mobile-immobile continuous time random-walk framework, the heterogeneity will be characterized by algebraically decaying particle retention times. We derive the corresponding (nonlinear) continuum-limit partial differential equations and we compare their solutions to Monte Carlo simulation results. The proposed methodology is fairly general and can be used to track fluid and solutes particles trajectories for a variety of initial and boundary conditions. PMID:20365694
Records and sequences of records from random variables with a linear trend
Franke, Jasper; Krug, Joachim
2010-01-01
We consider records and sequences of records drawn from discrete time series of the form $X_{n}=Y_{n}+cn$, where the $Y_{n}$ are independent and identically distributed random variables and $c$ is a constant drift. For very small and very large drift velocities, we investigate the asymptotic behavior of the probability $p_n(c)$ of a record occurring in the $n$th step and the probability $P_N(c)$ that all $N$ entries are records, i.e. that $X_1 < X_2 < ... < X_N$. Our work is motivated by the analysis of temperature time series in climatology, and by the study of mutational pathways in evolutionary biology.
Conde-Estévez, David; Tusquets, Ignasi; Servitja, Sonia; Martínez-García, María; Salas, Esther; Albanell, Joan
2014-10-01
The aim of this study was to analyse trial variables affecting drug approval in metastatic breast cancer (MBC). A literature search from 2000 to 2012 retrieved 66 phase III randomized controlled trials with reported primary endpoints in MBC and known outcomes in terms of approval. The influence of the primary endpoint, the line of therapy, crossover and the sample size was analysed. The primary endpoints used most frequently were progression-free survival (PFS) and time to progression or time to treatment failure (N=47; 71%). Overall survival (OS) was a primary endpoint in nine trials (14%). In 26 trials (39%), statistically significant results were found with respect to the primary endpoint, and in 13 trials (20%), this was found with respect to the secondary endpoint. Gains in OS were found in 12 trials (18%), whereas a benefit to PFS was found in 30 trials (46%). The average median OS was 23.1 months. Postprogression survival accounted for 64% of OS. Trials with crossover did not have OS as the primary endpoint. Trials that resulted in drug approval had a more pronounced gain in OS or PFS and had more patients than those without regulatory consequences. PFS was the main primary endpoint in randomized clinical trials in MBC and was significantly associated with drug approval. OS benefit was rarely achieved in trials where this was not the primary endpoint. The number of randomized patients, the primary endpoint and crossover are factors linked to regulatory requirements for approval, which should be considered in future trial designs. PMID:24892723
Testing serial dependence by Random-shuffle surrogates and the Wayland method
International Nuclear Information System (INIS)
Given time series, a primary concern is existence of serial dependence and determinism. They are often tested with Random-shuffle surrogates, which totally break serial dependence, and the Wayland method. Since the statistic of the Wayland method fundamentally shows a smaller value for a more deterministic time series, for real-world data, we usually expect that the statistic for the original data is smaller than or equal to those of Random-shuffle surrogates. However, we show herewith an opposite result with wind data in high time resolution. We argue that this puzzling phenomenon can be produced by observational or dynamical noise, both of which may be produced by a low-dimensional deterministic system. Thus the one-sided test is dangerous
Quantum critical phenomena of long-range interacting bosons in a time-dependent random potential
Kim, K
1999-01-01
We study the superfluid-insulator transition of a particle-hole symmetric system of long-range interacting bosons in a time-dependent random potential in two dimensions, using the momentum-shell renormalization-group method. We find a new stable fixed point with non-zero values of the parameters representing the short- and long-range interactions and disorder when the interaction is asymptotically logarithmic. This is contrasted to the non-random case with a logarithmic interaction, where the transition is argued to be first-order, and to the $1/r$ Coulomb interaction case, where either a first-order transition or an XY-like transition is possible depending on the parameters. We propose that our model may be relevant in studying the vortex liquid-vortex glass transition of interacting vortex lines in point-disordered type-II superconductors.
International Nuclear Information System (INIS)
Linear combinations of chi square random variables occur in a wide range of fields. Unfortunately, a closed, analytic expression for the probability density function is not yet known. Starting out from an analytic expression for the density of the sum of two gamma variables, a computationally efficient algorithm to numerically calculate the linear combination of chi square random variables is developed. An explicit expression for the error bound is obtained. The proposed technique is shown to be computationally efficient, i.e. only polynomial in growth in the number of terms compared to the exponential growth of most other methods. It provides a vast improvement in accuracy and shows only logarithmic growth in the required precision. In addition, it is applicable to a much greater number of terms and currently the only way of computing the distribution for hundreds of terms. As an application, the exponential dependence of the eigenvalue fluctuation probability of a random matrix model for 4D supergravity with N scalar fields is found to be of the asymptotic form exp(?0.35N). (paper)
Bausch, Johannes
2013-12-01
Linear combinations of chi square random variables occur in a wide range of fields. Unfortunately, a closed, analytic expression for the probability density function is not yet known. Starting out from an analytic expression for the density of the sum of two gamma variables, a computationally efficient algorithm to numerically calculate the linear combination of chi square random variables is developed. An explicit expression for the error bound is obtained. The proposed technique is shown to be computationally efficient, i.e. only polynomial in growth in the number of terms compared to the exponential growth of most other methods. It provides a vast improvement in accuracy and shows only logarithmic growth in the required precision. In addition, it is applicable to a much greater number of terms and currently the only way of computing the distribution for hundreds of terms. As an application, the exponential dependence of the eigenvalue fluctuation probability of a random matrix model for 4D supergravity with N scalar fields is found to be of the asymptotic form exp(-0.35N).
Maerivoet, Sven; Moor, Bart
2004-01-01
Within the class of stochastic cellular automata models of traffic flows, we look at the velocity dependent randomization variant (VDR-TCA) whose parameters take on a specific set of extreme values. These initial conditions lead us to the discovery of the emergence of four distinct phases. Studying the transitions between these phases, allows us to establish a rigorous classification based on their tempo-spatial behavioral characteristics. As a result from the system's compl...
Asymptotic analysis of a random walk with a history-dependent step length
Dickman, Ronald; Araujo, Jr; Ben-avraham, Daniel
2002-01-01
We study an unbiased, discrete time random walk on the nonnegative integers, with the origin absorbing. The process has a history-dependent step length: the walker takes steps of length v while in a region which has been visited before, and steps of length n when entering a region that has never been visited. The process provides a simplified model of spreading in systems with an infinite number of absorbing configurations. Asymptotic analysis of the probability generating f...
Chastaing, Gae?lle; Gamboa, Fabrice; Prieur, Cle?mentine
2012-01-01
In this paper, we consider a regression model built on dependent variables. This regression modelizes an input output relationship. Under boundedness assumptions on the joint distribution function of the input variables, we show that a generalized Hoeffding-Sobol decomposition is available. This leads to new indices measuring the sensitivity of the output with respect to the input variables. We also study and discuss the estimation of these new indices.
Chastaing, Gae?lle; Gamboa, Fabrice; Prieur, Cle?mentine
2011-01-01
In this paper, we consider a regression model built on dependent variables. This regression modelizes an input output relationship. Under boundedness assumptions on the joint distribution function of the input variables, we show that a generalized Hoeffding-Sobol decomposition is available. This leads to new indices measuring the sensitivity of the output with respect to the input variables. We also study and discuss the estimation of these new indices.
BERNOULLI REGRESSION MODELS: RE-EXAMINING STATISTICAL MODELS WITH BINARY DEPENDENT VARIABLES
The classical approach for specifying statistical models with binary dependent variables in econometrics using latent variables or threshold models can leave the model misspecified, resulting in biased and inconsistent estimates as well as erroneous inferences. Furthermore, methods for trying to all...
International Nuclear Information System (INIS)
Observation structure of many variables can be analyzed using correlation calculation. The analysis of dependence variable structure of each variable is done in order to be able to map a certain rule for the dependence variable. A problem we meet in one of the applications of image processing concerning variable dependence structure when one independent variable observation corresponds with k variables in n observations. The mapping of variable dependence structure will be more complex, i.e. structure in n-dimensions with a subspace of k-dimensions. In the problem of the structure simplification, it is recommended to use component principle technique where its methodology is based on the average of fitting planes by orthogonal least square, but developed for partical purpose of analyzing correlation structures. The eigenanalysis computation and singular value decomposition used to develop a similar decomposition for observations data. Singular value decomposition is the first step then used in component principle analyses. The next computation, developed the component principle vector wich will be used for location mapping in more simply dimension space
Rodin, Andrei S.; Litvinenko, Anatoliy; Klos, Kathy; Morrison, Alanna C.; Woodage, Trevor; Coresh, Josef; Boerwinkle, Eric
2009-01-01
Modern large-scale genetic association studies generate increasingly high-dimensional datasets. Therefore, some variable selection procedure should be performed before the application of traditional data analysis methods, for reasons of both computational efficiency and problems related to overfitting. We describe here a “wrapper” strategy (SIZEFIT) for variable selection that uses a Random Forests classifier, coupled with various local search/optimization algorithms. We apply it to a lar...
Bausch, Johannes
2012-01-01
Linear combinations of chi square random variables occur in a wide range of fields. Unfortunately, a closed, analytic expression for the pdf is not yet known. As a first result of this work, an explicit analytic expression for the density of the sum of two gamma random variables is derived. Then a computationally efficient algorithm to numerically calculate the linear combination of chi square random variables is developed. An explicit expression for the error bound is obtai...
Directory of Open Access Journals (Sweden)
Seok Yoon Hwang
1999-03-01
Full Text Available LetÃ‚Â {Xij} be a double sequence of pairwise independent random variables.Ã‚Â IfÃ‚Â P{|Xmn|Ã¢Â‰Â¥t}Ã¢Â‰Â¤P{|X|Ã¢Â‰Â¥t} for all nonnegative real numbersÃ‚Â t and E|X|p(log+|X|3<Ã¢ÂˆÂž, for 1
random variables under the conditions E|X|p(log+|X|r+1<Ã¢ÂˆÂž,E|X|p(log+|X|rÃ¢ÂˆÂ’1<Ã¢ÂˆÂž, respectively, thus, extending Choi and Sung's result [1] of the one-dimensional case.
Umeda, T.; Okonogi, K.; Ohyu, K.; Tsukada, S.; Hamada, K.; Fujieda, S.; Mochizuki, Y.
2006-06-01
The variable retention time phenomenon has recently been highlighted as an important issue in dynamic random access memory (DRAM) technology. Based on electrically detected magnetic resonance and simulation studies, we suggest that a single Si vacancy-oxygen complex defect is responsible for this phenomenon, when the defect is embedded in the near surface drain-gate boundary of a DRAM cell.
Directory of Open Access Journals (Sweden)
K.Manikandan
2011-02-01
Full Text Available The Wide-expansion of mobile telecommunication technology mobile banking emerged as a new type of financial services and can provide efficient and effective financial services for clients. Mobile banking is a way for the customer to perform banking actions on his or her cell phone or other mobile device. It is a quite popular method of banking that fits in well with a busy, technologically oriented lifestyle. Framework conditions for mobile banking services differ from country to country but one thing is certain: the future of mobile banking depends on getting the security right. In this paper, we present a new way of securing mobile banking. We introduce a system which makes use of Elliptic curve cryptography and RGB Intensity Based Randomized pixels with variable Bits image Steganography [5]. Elliptic Curve Cryptography suites well for resources constraint devices like mobile phones and PDA, because of its less computation time, short key’s length, fast digital signature, flexibility and less resource consumption
Fault-Tolerant Facility Location: a randomized dependent LP-rounding algorithm
Byrka, Jaroslaw; Swamy, Chaitanya
2010-01-01
We give a new randomized LP-rounding 1.725-approximation algorithm for the metric Fault-Tolerant Uncapacitated Facility Location problem. This improves on the previously best known 2.076-approximation algorithm of Swamy & Shmoys. To the best of our knowledge, our work provides the first application of a dependent-rounding technique in the domain of facility location. The analysis of our algorithm benefits from, and extends, methods developed for Uncapacitated Facility Location; it also helps uncover new properties of the dependent-rounding approach. An important concept that we develop is a novel, hierarchical clustering scheme. Typically, LP-rounding approximation algorithms for facility location problems are based on partitioning facilities into disjoint clusters and opening at least one facility in each cluster. We extend this approach and construct a laminar family of clusters, which then guides the rounding procedure. It allows to exploit properties of dependent rounding, and provides a quite tight a...
Syracuse, A J; Johnson, C S; Eisenback, J D; Nessler, C L; Smith, E P
2004-12-01
Random amplified polymorphic DNA (RAPDs) were used to investigate the intraspecific variability among 19 geographic isolates of Globodera tabacum solanacearum from eight counties in Virginia and one county in North Carolina. Globodera tabacum tabacum, G. t. virginiae, and the Mexican cyst nematode (MCN) were included as outgroups. Six primers were used and 119 amplification products were observed. Each primer yielded reproducible differences in fragment patterns that differentiated the isolates and species. Hierarchical cluster analysis was performed to illustrate the relatedness among isolates and species. The average Jaccard's similarity index among isolates of G. t. solanacearum was 74%, possibly representing greater variation than that reported in the literature across different pathotypes of the potato cyst nematode, Globodera pallida, in studies where RAPD were also employed. The RAPD markers described here may be useful for the development of specific primers or probes that could improve the identification of TCN populations. Such improvements in the characterization of TCN genotypes would facilitate the effective deployment of existing and future resistant cultivars to control these economically important pests. PMID:19262823
Glymour, M. Maria; Tchetgen Tchetgen, Eric J.; Robins, James M.
2012-01-01
As with other instrumental variable (IV) analyses, Mendelian randomization (MR) studies rest on strong assumptions. These assumptions are not routinely systematically evaluated in MR applications, although such evaluation could add to the credibility of MR analyses. In this article, the authors present several methods that are useful for evaluating the validity of an MR study. They apply these methods to a recent MR study that used fat mass and obesity-associated (FTO) genotype as an IV to estimate the effect of obesity on mental disorder. These approaches to evaluating assumptions for valid IV analyses are not fail-safe, in that there are situations where the approaches might either fail to identify a biased IV or inappropriately suggest that a valid IV is biased. Therefore, the authors describe the assumptions upon which the IV assessments rely. The methods they describe are relevant to any IV analysis, regardless of whether it is based on a genetic IV or other possible sources of exogenous variation. Methods that assess the IV assumptions are generally not conclusive, but routinely applying such methods is nonetheless likely to improve the scientific contributions of MR studies. PMID:22247045
Directory of Open Access Journals (Sweden)
Anita Sharma
2011-01-01
Full Text Available Blinking statistics of quantum dot has attracted much attraction in recent years. Various experiments were conducted and various theories have been given to explain this phenomenon. However, the problem is not yet resolved. The weak temperature dependence of the power law parameters have complicated the phenomena. We have simulated the blinking statistics of quantum dot based on the random walk model. We have shown that three-dimensional biased Levy random walk of electrons, the bias being the Columbic interaction between electrons and ionized atoms can explain the observed experimental results. We have simulated the blinking properties of quantum dots in a broad temperature range (10-300 K. The distributions exhibit power law behavior for a wide range of temperature, but the power law parameter increases marginally with temperature. The trend of change is independent of the size of the quantum dots as confirmed from the simulation.
Baseline-Dependent Effect of Noise-Enhanced Insoles on Gait Variability in Healthy Elderly Walkers
Stephen, Damian G.; Wilcox, Bethany; Niemi, James B.; Franz, Jason; Kerrigan, D. Casey; D’andrea, Susan E.
2012-01-01
The purpose of this study was to determine whether providing subsensory stochastic-resonance mechanical vibration to the foot soles of elderly walkers could decrease gait variability. In a randomized double-blind controlled trial, twenty nine (29) subjects engaged in treadmill walking while wearing sandals customized with three (3) actuators capable of producing stochastic-resonance mechanical vibration embedded in each sole. For each subject, we determined a subsensory level of vibration sti...
Cryptography based on chaotic random maps with position dependent weighting probabilities
International Nuclear Information System (INIS)
Chaotic cryptology has been widely investigated recently. A common feature in the most recent developments of chaotic cryptosystems is the use of a single dynamical rule in the encoding-decoding process. The main objective of this paper is to provide a set of chaotic systems instead of a single one for cryptography. In this paper, we introduce a chaotic cryptosystem based on the symbolic dynamics of random maps with position dependent weighting probabilities. The random maps model is a deterministic dynamical system in a finite phase space with n points. The maps that establish the dynamics of the system are chosen randomly for every point. The essential idea of this paper is that, given two dynamical systems that behave in a certain way, it is possible to combine them (by composing) into a new dynamical system. This dynamically composed system behaves in a completely different way compared to the constituent systems. The proposed scheme exploits the symbolic dynamics of a set of chaotic maps in order to encode the binary information. The performance of the new cryptosystem based on chaotic dynamical systems properties is examined. Both theoretical and experimental results demonstrate that the proposed algorithm using symbolic dynamics achieves the optimal security criteria.
Thermo-acoustic random response of temperature-dependent functionally graded material panels
Ibrahim, Hesham Hamed; Yoo, Hong Hee; Tawfik, Mohammad; Lee, Kwan-Soo
2010-08-01
A nonlinear finite element model is provided for the nonlinear random response of functionally graded material panels subject to combined thermal and random acoustic loads. Material properties are assumed to be temperature-dependent, and graded in the thickness direction according to a simple power law distribution in terms of the volume fractions of the constituents. The governing equations are derived using the first-order shear-deformable plate theory with von Karman geometric nonlinearity and the principle of virtual work. The thermal load is assumed to be steady state constant temperature distribution, and the acoustic excitation is considered to be a stationary white-Gaussian random pressure with zero mean and uniform magnitude over the plate surface. The governing equations are transformed to modal coordinates to reduce the computational efforts. Newton-Raphson iteration method is employed to obtain the dynamic response at each time step of the Newmark implicit scheme for numerical integration. Finally, numerical results are provided to study the effects of volume fraction exponent, temperature rise, and the sound pressure level on the panel response.
Directory of Open Access Journals (Sweden)
DIYAH MARTANTI
2008-10-01
Full Text Available Amorphophallus muelleri Blume (Araceae is valued for its glucomanan content for use in food industry (healthy diet food, paper industry, pharmacy and cosmetics. The species is triploid (2n=3x=39 and the seed is developed apomictically. The present research is aimed to identify genetic variability of six population of A. muelleri from Java (consisted of 50 accessions using random amplified polymorphic DNA (RAPD. The six populations of the species are: East Java: (1 Silo-Jember, (2 Saradan-Madiun, (3 IPB (cultivated, from Saradan-Madiun, (4 Panti-Jember, (5 Probolinggo; and Central Java: (6 Cilacap. The results showed that five RAPD primers generated 42 scorable bands of which 29 (69.05% were polymorphic. Size of the bands varied from 300bp to 1.5kbp. The 50 accessions of A. muelleri were divided into two main clusters, some of them were grouped based on their populations, and some others were not. The range of individual genetic dissimilarity was from 0.02 to 0.36. The results showed that among six populations investigated, Saradan population showed the highest levels of genetic variation with mean values of na = 1.500+ 0.5061, ne = 1.3174 + 0.3841, PLP = 50% and He = 0, 0.1832+0.2054, whereas Silo-Jember population showed the lowest levels of genetic variation with mean values na = 1.2619+ 0.4450, ne = 1.1890 + 0.3507, PLP = 26.19% and He = 0.1048+0.1887. Efforts to conserve, domesticate, cultivate and improve genetically should be based on the genetic properties of each population and individual within population, especially Saradan population which has the highest levels of genetic variation, need more attention for its conservation.
Bandín, C; Scheer, F A J L; Luque, A J; Avila-Gandía, V; Zamora, S; Madrid, J A; Gómez-Abellán, P; Garaulet, M
2014-10-14
Background/Objectives:Timing of food intake associates with body weight regulation, insulin sensitivity and glucose tolerance. However, the mechanism is unknown. The aim of this study was to investigate the effects of changes in meal timing on energy-expenditure, glucose-tolerance and circadian-related variables.Subjects/Methods:Thirty-two women (aged 24±4 years and body mass index 22.9±2.6?kg?m(-2)) completed two randomized, crossover protocols: one protocol (P1) including assessment of resting-energy expenditure (indirect-calorimetry) and glucose tolerance (mixed-meal test) (n=10), the other (P2) including circadian-related measurements based on profiles in salivary cortisol and wrist temperature (Twrist) (n=22). In each protocol, participants were provided with standardized meals (breakfast, lunch and dinner) during the two meal intervention weeks and were studied under two lunch-eating conditions: Early Eating (EE; lunch at 13:00) and Late Eating (LE; lunch 16:30).Results:LE, as compared with EE, resulted in decreased pre-meal resting-energy expenditure (P=0.048), a lower pre-meal protein-corrected respiratory quotient (CRQ) and a changed post-meal profile of CRQ (P=0.019). These changes reflected a significantly lower pre-meal utilization of carbohydrates in LE versus EE (P=0.006). LE also increased glucose area under curve above baseline by 46%, demonstrating decreased glucose tolerance (P=0.002). Changes in the daily profile of cortisol and Twrist were also found with LE blunting the cortisol profile, with lower morning and afternoon values, and suppressing the postprandial Twrist peak (Pcortisol concentrations and decreased thermal effect of food on Twrist. These results may be implicated in the differential effects of meal timing on metabolic health.International Journal of Obesity advance online publication, 18 November 2014; doi:10.1038/ijo.2014.182. PMID:25311083
Universal spin-dependent variable range hopping in wide-band-gap oxide ferromagnetic semiconductors
International Nuclear Information System (INIS)
This paper proposes a universal spin-dependent variable range hopping theoretical model to describe various experimental transport phenomena observed in wide-band-gap oxide ferromagnetic semiconductors with high transition metal concentration. The contributions of the 'hard gap' energy, Coulomb interaction, correlation energy, and exchange interaction to the electrical transport are considered in the universal variable range hopping theoretical model. By fitting the temperature and magnetic field dependence of the experimental sheet resistance to the theoretical model, the spin polarization ratio of electrical carriers near the Fermi level and interactions between electrical carriers can be obtained
Bertoin, Jean; Fujita, T.; Roynette, B.; Yor, M.
2006-01-01
The distributional properties of the duration of a recurrent Bessel process straddling an independent exponential time are studied in detail. Although our study may be considered as a particular case of Winkel’s in [25], the infinite divisibility structure of these Bessel durations is particularly rich and we develop algebraic properties for a family of random variables arising from the Lévy measures of these durations.
International Nuclear Information System (INIS)
The variable moment method is applied to describe the differential cross sections of elastic scattering, polarization and complete reaction cross sections for p+51V system within the energy region 3.5?E?40 MeV. Energy dependences of optical potential parameters are determined with regard to dispersion relation between its virtual and actual parts. 19 refs., 9 figs., 6 tabs
Balasubramaniam, P.; Vembarasan, V.; Rakkiyappan, R.
2011-04-01
This paper investigates delay-dependent robust exponential state estimation of Markovian jumping fuzzy neural networks with mixed random time-varying delay. In this paper, the Takagi-Sugeno (T-S) fuzzy model representation is extended to the robust exponential state estimation of Markovian jumping Hopfield neural networks with mixed random time-varying delays. Moreover probabilistic delay satisfies a certain probability-distribution. By introducing a stochastic variable with a Bernoulli distribution, the neural networks with random time delays is transformed into one with deterministic delays and stochastic parameters. The main purpose is to estimate the neuron states, through available output measurements such that for all admissible time delays, the dynamics of the estimation error is globally exponentially stable in the mean square. Based on the Lyapunov-Krasovskii functional and stochastic analysis approach, several delay-dependent robust state estimators for such T-S fuzzy Markovian jumping Hopfield neural networks can be achieved by solving a linear matrix inequality (LMI), which can be easily facilitated by using some standard numerical packages. The unknown gain matrix is determined by solving a delay-dependent LMI. Finally some numerical examples are provided to demonstrate the effectiveness of the proposed method.
Current reversal and exclusion processes with history-dependent random walks
Schulz, Johannes H P; Frey, Erwin
2011-01-01
A class of exclusion processes in which particles perform history-dependent random walks is introduced, stimulated by dynamic phenomena in some biological and artificial systems. The particles locally interact with the underlying substrate by breaking and reforming lattice bonds. We determine the steady-state current on a ring, and find current-reversal as a function of particle density. This phenomenon is attributed to the non-local interaction between the walkers through their trails, which originates from strong correlations between the dynamics of the particles and the lattice. We rationalize our findings within an effective description in terms of quasi-particles which we call front barriers. Our analytical results are complemented by stochastic simulations.
A modified NaSch model with density-dependent randomization for traffic flow
Zhu, H. B.; Ge, H. X.; Dong, L. Y.; Dai, S. Q.
2007-05-01
Based on the Nagel-Schreckenberg (NaSch) model of traffic flow, a modified cellular automaton (CA) traffic model with the density-dependent randomization (abbreviated as the DDR model) is proposed to simulate traffic flow. The fundamental diagram obtained by simulation shows the ability of this modified NaSch model to capture the essential features of traffic flow, e.g., synchronized flow, metastable state, hysteresis and phase separation at higher densities. Comparisons are made between this DDR model and the NaSch model, also between this DDR model and the VDR model. And the underlying mechanism is analyzed. All these results indicate that the presented model is reasonable and more realistic.
Chang, Ching-Min; Yeh, Hund-Der
2014-09-01
This article presents the use of stochastic methodology for quantitative analysis of variability in stream flow discharge in response to fluctuations in lateral inflow rate, where the lateral inflow rate is considered to be the difference between rainfall and infiltration rates. In this work, we focus on the case where the temporal correlation structure of the fluctuations in the lateral inflow rate can be characterized by the statistics of random fractals. A closed-form expression quantifying the stream flow variability is therefore developed to investigate the influence of the fractal dimension of lateral inflow process and the size of time domain. It is found that the stream flow discharge variability increases with the time domain size, while the fractal dimension of lateral inflow process plays a role in the smoothness of fluctuations in stream flow discharge around the mean.
Magnetic-field-dependent small-angle neutron scattering on random anisotropy ferromagnets
International Nuclear Information System (INIS)
We report on the recently developed technique of magnetic-field-dependent small-angle neutron scattering (SANS), with attention to bulk ferromagnets exhibiting random magnetic anisotropy. In these materials, the various magnetic anisotropy fields (magnetocrystalline, magnetoelastic, and/or magnetostatic in origin) perturb the perfectly parallel spin alignment of the idealized ferromagnetic state. By varying the applied magnetic field, one can control one of the ordering terms which competes with the above-mentioned perturbing fields. Experiments which explore the ensuing reaction of the magnetization will therefore provide information not only on the field-dependent spin structure but, importantly, on the underlying magnetic interaction terms. This strategy, which underlies conventional studies of hysteresis loops in magnetometry, is here combined with magnetic SANS. While magnetometry generally records only a single scalar quantity, the integral magnetization, SANS provides access to a vastly richer data set, the Fourier spectrum of the response of the spin system as a function of the magnitude and orientation of the wave vector. The required data-analysis procedures have recently been established, and experiments on a number of magnetic materials, mostly nanocrystalline or nanocomposite metals, have been reported. Here, we summarize the theory of magnetic-field-dependent SANS along with the underlying description of random anisotropy magnets by micromagnetic theory.nisotropy magnets by micromagnetic theory. We review experiments which have explored the magnetic interaction parameters, the value of the exchange-stiffness constant as well as the Fourier components of the magnetic anisotropy field and of the magnetostatic stray field. A model-independent approach, based on the experimental autocorrelation function of the spin misalignment, provides access to the characteristic length of the spin misalignment. The field dependence of this quantity is in quantitative agreement with the predictions of micromagnetic theory. Experiments on nanocomposite ferromagnets reveal that the jump of the magnetization at internal phase boundaries leads to a significant magnetostatic perturbing field, with an unusual 'clover-leaf' SANS pattern as the experimental signature. Furthermore, SANS experiments have been used to monitor the orientation of magnetic domains as well as the length scale of intradomain spin misalignment
International Nuclear Information System (INIS)
Based on simple random sampling (SRS), we propose a Monte Carlo method for the faster computation of the smoothed part of the density of nuclear states. To test the applicability of the SRS approach we study in this framework the excitation energy (E), angular momentum (J) and parity dependence of nuclear level densities for an independent particle system. As an illustrative example, we consider a pf-shell nucleus, 48Cr. It is found that the values of a few lower order moments for the state density I(E) calculated using SRS and combinatorial (or direct counting) methods are almost the same and a locally smoothed part of the state density can be constructed using these moments in a univariate Edgeworth expansion. We calculate the energy dependent spin-cutoff factor and parity asymmetry and find that for both cases the SRS approach works quite well. We use the SRS moments to construct different forms of the bivariate distribution for I(E,M) (M is the z-component of J) namely (a) a bivariate Edgeworth expansion, (b) a product of the univariate Edgeworth expansion (I(E)) and a Gaussian form for conditional M distribution I(M vertical stroke E) and (c) a product of the univariate Edgeworth expansions for both I(E) and I(M vertical stroke E) and compare the resulting fixed-J level density Il(E,J) with the corresponding combinatorial results. (orig.)
Random functions and turbulence
Panchev, S
1971-01-01
International Series of Monographs in Natural Philosophy, Volume 32: Random Functions and Turbulence focuses on the use of random functions as mathematical methods. The manuscript first offers information on the elements of the theory of random functions. Topics include determination of statistical moments by characteristic functions; functional transformations of random variables; multidimensional random variables with spherical symmetry; and random variables and distribution functions. The book then discusses random processes and random fields, including stationarity and ergodicity of random
Directory of Open Access Journals (Sweden)
Savka I.Ya.
2010-12-01
Full Text Available In the Cartesian product of a time segment and a spatial multidimensional torus, we investigate nonlocal two-point problem with dependent coefficients on a smooth curve in conditions for typeless partial differential equation of the second order in time variable. Conditions for the one-valued solvability of the problem are established. Metric theorem on lower bound of small denominators on smooth curve are proved.
International Nuclear Information System (INIS)
Several problems related to the application of the theory of random by means of state variables are studied. The well-known equations that define the propagation of the mean and the variance for linear and non-linear systems are first presented. The Monte Carlo method is next resorted to in order to determine the applicability of the hypothesis of a normally distributed output in case of linear systems subjected to non-Gaussian excitations. Finally, attention is focused on the properties of linear filters and modulation functions proposed to simulate seismic excitations as non stationary random processes. Acceleration spectra obtained by multiplying rms spectra by a constant factor are compared with design spectra suggested by several authors for various soil conditions. In every case, filter properties are given. (Author)
Higgins, B. G.; Britton, J. R.; Chinn, S.; Lai, K. K.; Burney, P. G.; Tattersfield, A. E.
1993-01-01
BACKGROUND--Bronchial reactivity measurements are widely used in epidemiological studies to provide an objective marker of asthma. There are, however, several potential advantages of measuring peak expiratory flow (PEF) variability instead, particularly in large studies. PEF variability and bronchial reactivity were compared in a population sample to assess the relationships of the two measurements to factors known to be associated with airways disease, and to compare their response rates. ME...
Guigues, Vincent
2014-01-01
We consider a random variable expressed as the Euclidean distance between an arbitrary point and a random variable uniformly distributed in a closed and bounded set of a three-dimensional Euclidean space. Four cases are considered for this set: a union of disjoint disks, a union of disjoint balls, a union of disjoint line segments, and the boundary of a polyhedron. In the first three cases, we provide closed-form expressions of the cumulative distribution function and the de...
Veillette, Mark S
2010-01-01
Consider the sum $Z = \\sum_{n=1}^\\infty \\lambda_n (\\eta_n - \\mathbb{E}\\eta_n)$, where $\\eta_n$ are i.i.d.~gamma random variables with shape parameter $r > 0$, and the $\\lambda_n$'s are predetermined weights. We study the asymptotic behavior of the tail $\\sum_{n=M}^\\infty \\lambda_n (\\eta_n - \\mathbb{E}\\eta_n)$ which is asymptotically normal under certain conditions. We derive a Berry-Essen bound and Edgeworth expansions for its distribution function. We illustrate the effectiveness of these expansions on an infinite sum of weighted chi-squared distributions.
An Investigation of Quasar Variability as a Damped Random Walk in the PanSTARRS-1 Medium Deep Fields
Cunningham, Virginia; Green, Paul J.; Morganson, Eric; Shen, Yue
2015-01-01
We model the lightcurves of 755 optically varying quasars from the Pan-STARRS Medium Deep Field 7 r band using a Damped Random Walk (DRW) model. The DRW describes quasar variability by its characteristic timescale, ?, and its variability at infinite time, V?. We use Monte Carlo techniques to fit our data as a DRW. The model parameters are compared to physical properties of the quasars such as black hole mass, Eddington ratio, and bolometric luminosity. We find that bolometric luminosity, Eddington ratio, and black hole mass are positively correlated with V? and negatively correlated with ?. Quasars of greater luminosity, black hole mass, or Eddington ratio generally display smaller variations, and on longer timescales as estimated in the DRW model framework. This work was supported in part by the NSF REU and DoD ASSURE programs under NSF grant no. 1262851 and by the Smithsonian Institution.
International Nuclear Information System (INIS)
In the multiconfiguration time-dependent Hartree (MCTDH) approach, the wave function is expanded in time-dependent basis functions, called single-particle functions, to increase the efficiency of the wave-packet propagation. The correlation discrete variable representation (CDVR) approach, which is based on a time-dependent discrete variable representation (DVR), can be employed to evaluate matrix elements of the potential energy. The efficiency of the MCTDH method can be further enhanced by using multidimensional single-particle functions. However, up to now the CDVR approach could not be used in MCTDH calculations employing multidimensional single-particle functions, since this would require a general multidimensional non-direct-product DVR scheme. Recently, Dawes and Carrington presented a practical scheme to implement general non-direct-product multidimensional DVRs [R. Dawes and T. Carrington, Jr., J. Chem. Phys. 121, 726 (2004)]. The present work utilizes their scheme in the MCTDH/CDVR approach. The accuracy is tested using the photodissociation of NOCl as example. The results show that the CDVR scheme based on multidimensional time-dependent DVRs allows for an accurate evaluation of the potential in MCTDH calculations with multidimensional single-particle functions
van Harrevelt, Rob; Manthe, Uwe
2005-08-01
In the multiconfiguration time-dependent Hartree (MCTDH) approach, the wave function is expanded in time-dependent basis functions, called single-particle functions, to increase the efficiency of the wave-packet propagation. The correlation discrete variable representation (CDVR) approach, which is based on a time-dependent discrete variable representation (DVR), can be employed to evaluate matrix elements of the potential energy. The efficiency of the MCTDH method can be further enhanced by using multidimensional single-particle functions. However, up to now the CDVR approach could not be used in MCTDH calculations employing multidimensional single-particle functions, since this would require a general multidimensional non-direct-product DVR scheme. Recently, Dawes and Carrington presented a practical scheme to implement general non-direct-product multidimensional DVRs [R. Dawes and T. Carrington, Jr., J. Chem. Phys. 121, 726 (2004)]. The present work utilizes their scheme in the MCTDH/CDVR approach. The accuracy is tested using the photodissociation of NOCl as example. The results show that the CDVR scheme based on multidimensional time-dependent DVRs allows for an accurate evaluation of the potential in MCTDH calculations with multidimensional single-particle functions.
LENUS (Irish Health Repository)
Cronin, C C
2012-02-03
Abnormalities of the renin-angiotensin system have been reported in patients with diabetes mellitus and with diabetic complications. In this study, plasma concentrations of prorenin, renin, and aldosterone were measured in a stratified random sample of 110 insulin-dependent (Type 1) diabetic patients attending our outpatient clinic. Fifty-four age- and sex-matched control subjects were also examined. Plasma prorenin concentration was higher in patients without complications than in control subjects when upright (geometric mean (95% confidence intervals (CI): 75.9 (55.0-105.6) vs 45.1 (31.6-64.3) mU I-1, p < 0.05). There was no difference in plasma prorenin concentration between patients without and with microalbuminuria and between patients without and with background retinopathy. Plasma renin concentration, both when supine and upright, was similar in control subjects, in patients without complications, and in patients with varying degrees of diabetic microangiopathy. Plasma aldosterone was suppressed in patients without complications in comparison to control subjects (74 (58-95) vs 167 (140-199) ng I-1, p < 0.001) and was also suppressed in patients with microvascular disease. Plasma potassium was significantly higher in patients than in control subjects (mean +\\/- standard deviation: 4.10 +\\/- 0.36 vs 3.89 +\\/- 0.26 mmol I-1; p < 0.001) and plasma sodium was significantly lower (138 +\\/- 4 vs 140 +\\/- 2 mmol I-1; p < 0.001). We conclude that plasma prorenin is not a useful early marker for diabetic microvascular disease. Despite apparently normal plasma renin concentrations, plasma aldosterone is suppressed in insulin-dependent diabetic patients.
Yi, Mingdong; Cao, Yong; Ling, Haifeng; Du, Zhuzhu; Wang, Laiyuan; Yang, Tao; Fan, Quli; Xie, Linghai; Huang, Wei
2014-05-01
We reported resistive switching behaviors in the resistive random access memory (RRAM) devices based on the different annealing temperatures of graphene oxide (GO) film as active layers. It was found that the resistive switching characteristics of an indium tin oxide (ITO)/GO/Ag structure have a strong dependence on the annealing temperature of GO film. When the annealing temperature of the GO film was 20 °C, the devices showed typical write-once-read-many-times (WORM) type memory behaviors, which have good memory performance with a higher ON/OFF current ratio (˜104), the higher the high resistance state (HRS)/low resistance state (LRS) ratio (˜105) and stable retention characteristics (>103 s) under lower programming voltage (-1 V and -0.5 V). With the increasing annealing temperature of GO film, the resistive switching behavior of RRAM devices gradually weakened and eventually disappeared. This phenomenon could be understood by the different energy level distributions of the charge traps in GO film, and the different charge injection ability from the Ag electrode to GO film, which is caused by the different annealing temperatures of the GO film.
Bose, Mausumi
2013-01-01
In some socio-economic surveys, data are collected on sensitive or stigmatizing issues such as tax evasion, criminal conviction, drug use, etc. In such surveys, direct questioning of respondents is not of much use and the randomized response technique is used instead. A few researchers have studied the issue of privacy protection or respondent jeopardy for surveys on dichotomous populations, where the objective is to estimate the proportion of persons bearing the sensitive t...
McKay, James R.; Van Horn, Deborah H. A.; Oslin, David W.; Lynch, Kevin G.; Ivey, Megan; Ward, Kathleen; Drapkin, Michelle L.; Becher, Julie R.; Coviello, Donna M.
2010-01-01
Objective: The study tested whether adding up to 18 months of telephone continuing care, either as monitoring and feedback (TM) or longer contacts that included counseling (TMC), to intensive outpatient programs (IOPs) improved outcomes for alcohol-dependent patients. Method: Participants (N = 252) who completed 3 weeks of IOP were randomized to…
Motor variability arises from a slow random walk in neural state.
Chaisanguanthum, Kris S; Shen, Helen H; Sabes, Philip N
2014-09-01
Even well practiced movements cannot be repeated without variability. This variability is thought to reflect "noise" in movement preparation or execution. However, we show that, for both professional baseball pitchers and macaque monkeys making reaching movements, motor variability can be decomposed into two statistical components, a slowly drifting mean and fast trial-by-trial fluctuations about the mean. The preparatory activity of dorsal premotor cortex/primary motor cortex neurons in monkey exhibits similar statistics. Although the neural and behavioral drifts appear to be correlated, neural activity does not account for trial-by-trial fluctuations in movement, which must arise elsewhere, likely downstream. The statistics of this drift are well modeled by a double-exponential autocorrelation function, with time constants similar across the neural and behavioral drifts in two monkeys, as well as the drifts observed in baseball pitching. These time constants can be explained by an error-corrective learning processes and agree with learning rates measured directly in previous experiments. Together, these results suggest that the central contributions to movement variability are not simply trial-by-trial fluctuations but are rather the result of longer-timescale processes that may arise from motor learning. PMID:25186752
STUDY OF MECHANICAL PROPERTIES OF COMPACTED MATERIALS GROUND PADS AS RANDOM VARIABLES
Directory of Open Access Journals (Sweden)
Yu. L. Vynnykov
2010-03-01
Full Text Available The statistic analysis of variability values of mechanical characteristics of compacted soils is done. Also the laws of their distribution are determined. As a result, it is determined that for the deformation modulus, unit cohesion and internal friction angle the logarithmic normal law of distribution is more correct, while for penetration resistance – exponential law.
Dukic, Vanja
2010-01-01
In this paper we propose a generalized extension of the trivariate reduction method for exact generation of variables with prespecified marginal distributions and the correlation coefficient (positive or negative). We compare the new algorithm to several common approaches, with a particular emphasis on the copula-based ones, and discuss its benefits and limitations.
A new mean estimator using auxiliary variables for randomized response models
Ozgul, Nilgun; Cingi, Hulya
2013-10-01
Randomized response models are commonly used in surveys dealing with sensitive questions such as abortion, alcoholism, sexual orientation, drug taking, annual income, tax evasion to ensure interviewee anonymity and reduce nonrespondents rates and biased responses. Starting from the pioneering work of Warner [7], many versions of RRM have been developed that can deal with quantitative responses. In this study, new mean estimator is suggested for RRM including quantitative responses. The mean square error is derived and a simulation study is performed to show the efficiency of the proposed estimator to other existing estimators in RRM.
The effects of frequency-dependent quasar variability on the celestial reference frame
Shabala, Stanislav S.; Rogers, Jonathan G.; McCallum, Jamie N.; Titov, Oleg A.; Blanchard, Jay; Lovell, James E. J.; Watson, Christopher S.
2014-06-01
We examine the relationship between source position stability and astrophysical properties of radio-loud quasars making up the International Celestial Reference Frame (ICRF2). Understanding this relationship is important for improving quasar selection and analysis strategies, and therefore reference frame stability. We construct flux density time series, known as light curves, for 95 of the most frequently observed ICRF2 quasars at both the 2.3 and 8.4 GHz geodetic very long baseline interferometry (VLBI) observing bands. Because the appearance of new quasar components corresponds to an increase in quasar flux density, these light curves alert us about potential changes in source structure before they appear in VLBI images. We test how source position stability depends on three astrophysical parameters: (1) flux density variability at X band; (2) time lag between flares in S and X bands; (3) spectral index root-mean-square (rms), defined as the variability in the ratio between S and X band flux densities. We find that the time lag between S and X band light curves provides a good indicator of position stability: sources with time lags 0.06 years are significantly more stable (20 % improvement in weighted rms) than sources with larger time lags. A similar improvement is obtained by observing sources with low 0.12) spectral index variability. On the other hand, there is no strong dependence of source position stability on flux density variability in a single frequency band. These findings can be understood by interpreting the time lag between S and X band light curves as a measure of the size of the source structure. Monitoring of source flux density at multiple frequencies therefore appears to provide a useful probe of quasar structure on scales important to geodesy. The observed astrometric position of the brightest quasar component (the core) is known to depend on observing frequency. We show how multi-frequency flux density monitoring may allow the dependence on frequency of the relative core positions along the jet to be elucidated. Knowledge of the position-frequency relation has important implications for current and future geodetic VLBI programs, as well as the alignment between the radio and optical celestial reference frames.
Fluctuations in a system depending on several random parameters. Application to reactors (1962)
International Nuclear Information System (INIS)
We have previously developed a method for studying neutronic fluctuations in nuclear reactors using the analogy between the behaviour of a reactor and that of certain common radioelectric circuits. The fluctuations may then be calculated by introducing into the circuit a suitable noise source. By this method we have been able to consider the overall fluctuations in a particularly simple form and we have provided a physical significance for certain results obtained more laboriously by other methods. The object of the present report is to generalise this method and in particular to extend it to the case of a reactor having a cellular structure and to apply it to fluctuations within a cell. It is thus shown that the fluctuations in a cell are the resultant of two terms: - a rapidly evolving Poissonian noise, not related to the overall fluctuations; - a slowly evolving noise, when the reactor is not too far from criticality, which is related to the overall fluctuations. The first term arises from a rapid 'ordering' of the system, during which time the cells come mutually into equilibrium. The second term is due to the coordinated evolution of all the cells, after the end of the first transitory phase. The conclusions reached show that it would be useful to complete the study with an analysis of non-linear phenomena which can considerably influence the transitory behaviour of the cells during the initial pre-equilibrium phase. This report also Stresses the relationship of the new method to the old methods. It tends also to place pile fluctuation theory in a more general framework, that of the fluctuations of a system depending on several random parameters; from this point of view, the method could easily be transposed and adapted to the study of other physical problems of this type. (authors)
Mckeigue, Paul M.; Campbell, Harry; Wild, Sarah; Vitart, Veronique; Hayward, Caroline; Rudan, Igor; Wright, Alan F.; Wilson, James F.
2010-01-01
The ‘Mendelian randomization’ approach uses genotype as an instrumental variable to distinguish between causal and non-causal explanations of biomarker–disease associations. Classical methods for instrumental variable analysis are limited to linear or probit models without latent variables or missing data, rely on asymptotic approximations that are not valid for weak instruments and focus on estimation rather than hypothesis testing. We describe a Bayesian approach that overcomes these ...
Hilpert, Markus
2012-03-01
Standard theory for liquid infiltration into porous media cannot explain saturation overshoot at an infiltration front. Based on a recent generalization of the Green-Ampt approach, a new theory for variably-saturated flow is presented that assumes that capillary pressure does not only depend on liquid content but also on the flow velocity. The Eulerian expression for the nonequilibrium capillary pressure is rotationally invariant and attempts to capture the conjecture that dynamic effects are more pronounced if flow is associated with moving fluid-fluid interfaces which cause a dynamic contact angle. The new theory correctly predicts how overshoot depends on the downstream and upstream liquid contents as well as on grain size. The theory also yields the hydrostatic pressure distribution in the liquid and allows for liquid contents exceeding the saturated liquid content of the main imbibition curve that may occur for overshoot.
Dependence function for bivariate cdf's
Ledwina, Teresa
2014-01-01
Measuring a strength of dependence of random variables is an important problem in statistical practice. In this paper, we propose a new function valued measure of dependence of two random variables. It allows one to study and visualize explicit dependence structure, both in some theoretical models and empirically, without prior model structure. This provides a comprehensive view of association structure and makes possible much detailed inference than based on standard numeri...
Manthe, Uwe
2009-02-01
The multiconfigurational time-dependent Hartree (MCTDH) approach facilitates multidimensional quantum dynamics calculations by employing a layered representation: in the upper layer of the representation the multidimensional wave function is expanded in a basis of time-dependent single-particle functions, in the lower layer then these single-particle functions are represented in a larger time-independent basis. This two layer approach can be generalized to a multilayer MCTDH representation to further increase the numerical efficiency. In recent work [U. Manthe, J. Chem. Phys. 128, 164116 (2008)], a quadrature scheme has been introduced which facilitates multilayer MCTDH calculations for Hamiltonians with general potential energy functions. Based on time-dependent discrete variable representation (DVR) grids corresponding to the single-particle function bases the scheme employs the correlation DVR (CDVR) approach. The present work shows that serious problems arise when this original multilayer CDVR approach is applied for accurate calculations of vibrational states. A solution to these problems is presented which uses a revised scheme to define the time-dependent DVR grids entering into the CDVR scheme. Applications studying the vibrational states of CH3 demonstrate that the resulting revised multilayer MCTDH/CDVR approach yields smoothly convergent and accurate results.
The dependence of damage on internal variables and its incorporation into constitutive equations
International Nuclear Information System (INIS)
A model is presented for the prediction of the lifetime of metals in the high-temperature range under arbitrary variable uniaxial load. The influence of deformation on damage is discussed. The definition of damage in continuum damage mechanics, which allows indirect measurement of damage via the deformation behaviour, is adopted. To collect some knowledge about the damage evolution, damage is in two ways measured during the strain controlled LCF tests: change of the modulus of elasticity and decrease of the peak stress. Surprisingly, both methods lead to results which are in good agreement. The damage law is then developed by reference to known models and lifetime rules. The damage model is a modification of the creep damage law by Rabotnov. It is extended by a dependence on the inelastic strain rate used instead of the dependence on internal variables describing the internal state. The parameters of the damage model are determined with a view to apply them to AISI 316 L(N) austenitic steel. Some of the parameters are derived from standard creep experiments. To determine further parameters, the damage model is applied to the LCF tests. Both, failure behaviour and damage evolution are described well. (author)
The Recent Rate of Great Earthquakes: Global Clustering or Random Variability?
Michael, A. J.
2011-12-01
Five M?8.5 earthquakes have occurred since 2004 compared to only 11 events from 1900 to 2004. This observation has led some to suggest that we have entered into a period of heightened global earthquake activity (Bufe and Perkins, BSSA, 2005; Brodsky, AGU Fall Meeting, 2009; Ammon et al., SRL, 2010). I test the null hypothesis that the recent activity represents a random variation in a Poisson process plus localized aftershock activity using M?7 events from 1900 to the present and M?6 events from 1992 onwards from the PAGER and PDE catalogs. Aftershocks are defined by the Gardner and Knopoff (BSSA, 1974) algorithm modified for use with large earthquakes. I test for global triggering after M?8, 8.5 or 9 events by comparing the rate of earthquakes in 0.25 to 5 year windows after the great events to the rate for the rest of the catalog. With 95% confidence, a significantly higher rate after the great earthquakes is only found for some of the shorter time windows when the aftershocks are not removed from the data. For all other combinations of parameters, and whenever aftershocks are removed, no significant variations in rate are found. Next, I test for general departures from Poisson behavior by comparing the distribution and autocorrelation of interevent times against the predictions from a Poisson model for M? 6, 6.5, 7, 7.5, 8, and 8.5. The presence of aftershocks can be detected for the M? 6, 6.5, 7 and M?8.5 catalogs. For M?7.5 and M?8, and for all catalogs when aftershocks are removed, the tests cannot reject the Poisson model. Finally, I test whether the proposed clustering of moment in windows from 1952-1964 and 2004-2011 is significant by comparing a search for the maximum percentage of seismic moment released in two windows that have a combined duration W with the same search in synthetic Poisson catalogs. No significant clustering is found for any value of W. The search was repeated for Benioff strain (square root of moment) and, once again, no significant cluster was found. Thus, the temporal distribution of large, global earthquakes is well described by a Poisson process plus localized aftershock activity, but without global triggering, and the recent spate of great earthquakes can be explained as a random fluctuation without predictive power for the future. While the probability of future large mainshocks has not statistically significantly increased, neither has it decreased and, except in active aftershock zones, global hazards estimates should use the longest possible catalog rather than focusing on the recent past.
Scientific Electronic Library Online (English)
Felipe, Vázquez-Guillén; Gabriel, Auvinet-Guichard.
2014-12-01
Full Text Available Los campos aleatorios se usan comúnmente en ingeniería civil para describir la variación espacial de las propiedades de los materiales. En este artículo se emplea un modelo de cópulas para simular campos aleatorios con dependencia no multi-Gaussiana. Se generan simulaciones de distintos campos aleat [...] orios siguiendo la metodología propuesta y luego se examinan las correspondientes cópulas empíricas bivariadas. Se muestra que los resultados son satisfactorios en términos de la reproducción de las correspondientes cópulas teóricas. Con este simulador es posible incorporar un mayor grado de realismo en el modelo de variabilidad espacial, por ejemplo en problemas de flujo de agua en suelos donde la presencia de zonas continuas más permeables gobierna el comportamiento hidráulico de la masa de suelo, o bien, en problemas de estabilidad de taludes donde la extensión de la superficie de falla puede ser controlada por la presencia de zonas continuas más débiles, por mencionar solo algunos. Abstract in english Random fields are models commonly used in civil engineering to describe spatial variability of material properties. A copula model is used in this paper to simulate random fields with non multi-Gaussian dependence. Simulations of several random fields are conducted following the proposed methodology [...] and bivariate empirical copulas are then examined. Satisfactory results are obtained in terms of the reproduction of the corresponding theoretical copulas. By means of such simulator, it is possible to incorporate a higher degree of realism in the spatial variability model, for example in seepage flow problems wherein the presence of higher permeable continuous zones control the hydraulic behavior of the soil mass or in slope stability problems where the extension of failure surfaces may be controlled by the presence of weaker continuous zones, to mention only a few.
Angeletti, Florian; Abry, Patrice
2011-01-01
This contribution aims at studying the behaviour of the classical sample moment estimator, $S(n,q)= \\sum_{k=1}^n X_k^{q}/n $, as a function of the number of available samples $n$, in the case where the random variables $X$ are positive, have finite moments at all orders and are naturally of the form $X= \\exp Y$ with the tail of $Y$ behaving like $e^{-y^\\rho}$. This class of laws encompasses and generalizes the classical example of the log-normal law. This form is motivated by a number of applications stemming from modern statistical physics or multifractal analysis. Borrowing heuristic and analytical results from the analysis of the Random Energy Model in statistical physics, a critical moment $q_c(n)$ is defined as the largest statistical order $q$ up to which the sample mean estimator $S(n,q)$ correctly accounts for the ensemble average $\\E X^q$, for a given $n$. A practical estimator for the critical moment $q_c(n)$ is then proposed. Its statistical performance are studied analytically and illustrated nume...
Pechacek, Tomas; Karas, Vladimir; Czerny, Bozena; Dovciak, Michal
2013-01-01
We study some general properties of accretion disc variability in the context of stationary random processes. In particular, we are interested in mathematical constraints that can be imposed on the functional form of the Fourier power-spectrum density (PSD) that exhibits a multiply broken shape and several local maxima. We develop a methodology for determining the regions of the model parameter space that can in principle reproduce a PSD shape with a given number and position of local peaks and breaks of the PSD slope. Given the vast space of possible parameters, it is an important requirement that the method is fast in estimating the PSD shape for a given parameter set of the model. We generated and discuss the theoretical PSD profiles of a shot-noise-type random process with exponentially decaying flares. Then we determined conditions under which one, two, or more breaks or local maxima occur in the PSD. We calculated positions of these features and determined the changing slope of the model PSD. Furthermor...
Verikas, A; Gelzinis, A; Vaiciukynas, E; Bacauskiene, M; Minelga, J; Hållander, M; Uloza, V; Padervinskis, E
2015-02-01
Comprehensive evaluation of results obtained using acoustic and contact microphones in screening for laryngeal disorders through analysis of sustained phonation is the main objective of this study. Aiming to obtain a versatile characterization of voice samples recorded using microphones of both types, 14 different sets of features are extracted and used to build an accurate classifier to distinguish between normal and pathological cases. We propose a new, data dependent random forests-based, way to combine information available from the different feature sets. An approach to exploring data and decisions made by a random forest is also presented. Experimental investigations using a mixed gender database of 273 subjects have shown that the perceptual linear predictive cepstral coefficients (PLPCC) was the best feature set for both microphones. However, the linear predictive coefficients (LPC) and linear predictive cosine transform coefficients (LPCTC) exhibited good performance in the acoustic microphone case only. Models designed using the acoustic microphone data significantly outperformed the ones built using data recorded by the contact microphone. The contact microphone did not bring any additional information useful for the classification. The proposed data dependent random forest significantly outperformed the traditional random forest. PMID:25618220
Liu, Hongxue; Lu, Jiwei; Wolf, Stuart; Hodgson, Jim; Rutgers, Maarten
2013-01-01
We demonstrate a versatile variable field module (VFM) with capability of both field and angular dependent measurements up to 1800 Oe for scanning probe system. The magnetic field strength is changed by adjusting the distance between a rare earth magnet and the probe tip and is monitored in-situ by a built-in Hall sensor. Rotating the magnet allows the field vector to change from the horizontal to vertical direction and makes it possible to do angular dependent measurements. The capability of the VFM system is demonstrated by degaussing a floppy disk media with increasing magnetic field. Angular dependent measurements clearly show the evolution of magnetic domain structures, with a completely reversible magnetic force microscopy phase contrast observed when the magnetic field is rotated by 180{\\deg}. A further demonstration of out-of-plane and in-plane magnetic switching of CoFe2O4 pillars in CoFe2O4-BiFeO3 nanocomposites was presented and discussed.
Ball, Samuel A.; Maccarelli, Lisa M.; Lapaglia, Donna M.; Ostrowski, Mark J.
2011-01-01
We conducted a randomized comparison of Dual Focus Schema Therapy with Individual Drug Counseling as enhancements to residential treatment for 105 substance dependent patients with versus without specific personality disorders. Both therapies were manual-guided and delivered for 6 months by experienced psychotherapists intensively trained and supervised with independent fidelity assessment. Using Cox Proportional Hazards, we found no psychotherapy differences in retention (days in treatment)....
Turelli, Michael; Petry, Doug
1980-01-01
A theoretical analysis of natural selection is presented in which fitnesses depend on population density and randomly varying environmental processes. The theory is based on a general, heuristic analysis of a pair of coupled, nonlinear, stochastic difference equations that describe the joint dynamics of allele frequencies and population size. Four main conclusions emerge from the investigation of a particular class of models: (i) growth rates at low population densities tend to increase; (ii)...
International Nuclear Information System (INIS)
Based on algebraic dynamics and the concept of the concurrence of the entanglement, we investigate the evolutive properties of the two-qubit entanglement that formed by Heisenberg XXX models under a time-depending external held. For this system, the property of the concurrence that is only dependent on the coupling constant J and total values of the external field is proved. Furthermore, we found that the thermal concurrence of the system under a static random external field is a function of the coupling constant J, temperature T, and the magnitude of external held. (general)
Complexity of two-variable Dependence Logic and IF-Logic
Kontinen, Juha; Lohmann, Peter; Virtema, Jonni
2011-01-01
We study the two-variable fragments D^2 and IF^2 of dependence logic and independence-friendly logic. We consider the satisfiability and finite satisfiability problems of these logics and show that for D^2, both problems are NEXPTIME-complete, whereas for IF^2, the problems are undecidable. We also show that D^2 is strictly less expressive than IF^2 and that already in D^2, equicardinality of two unary predicates and infinity can be expressed (the latter in the presence of a constant symbol). This is an extended version of a publication in the proceedings of the 26th Annual IEEE Symposium on Logic in Computer Science (LICS 2011).
Cast microstructure of Inconel 713C and its dependence on solidification variables
International Nuclear Information System (INIS)
The dependence of cast microstructure of Inconel 713C on solidification variables was investigated over a wide range of local cooling rates, epsilon, and thermal gradients in the liquid at the solid-liquid interface, G. The shape of MC carbide particles was found to depend greatly on: 1) the G/R ratio at the solid-liquid interface, where R is growth rate, through the effect of this ratio on the solid phase, ?/sub g/, growth morphology. Under planar front growth conditions the carbide particles were octahedral, under cellular growth conditions they were plate-like, elongated along the cellular growth direction, and under dendritic growth conditions they were irregularly shaped; 2) the local cooling rate, epsilon, when ? was dendritic, with a transition from octahedral to dendritic with increasing epsilon. The size of MC carbide particles was found to be controlled by coarsening and to become finer with increasing epsilon. In this alloy the composition of the MC carbide was established as (Nb0.63Ti0.31M00.06)C and was practically independent of local cooling rate. Other observations were that the precipitation of ?, d the formation of nonequilibrium eutectics, such as MC-?, ?-?' or MC-?-?' were suppressed at splat-cooling rates. Also, microsegregation of all alloying elements with the exception of aluminum was normal, with concentration increasing from the dendrite center-line to the dendrite arm e center-line to the dendrite arm boundary. Aluminum behaved in the opposite manner. Within the cooling rate range used herein, this variable had only a slight effect on microsegregation
Olivia Worland (Purdue University; Biological Sciences)
2008-07-15
In an experiment, only one variable (the independent variable) should be changed in an experiment. The dependent variable is dependent upon the independent variable and it is what is measured during the experiment. For example, we can measure the appearance of celery stalks (the dependent variable) when we place them in solutions of varying salt concentration (the independent variable).
A multivariate CBM model with a random and time-dependent failure threshold
International Nuclear Information System (INIS)
In a condition-based maintenance setting, the degradation of an item is usually represented by several condition variables, and they can be combined into a composite condition variable. In this case, the functional failure threshold associated with the composite condition variable is usually not a fixed and known constant. It is an open issue to model the failure threshold and accordingly determine a threshold of preventive maintenance (PM). This paper addresses this issue. The condition variables are combined using a weighted power model, the failure threshold is represented by the Gaussian process model, and the PM threshold is determined by two approaches. Based on the gamma process and stress–strength interference models, the distributions of time to failure and to the PM threshold are derived, respectively. The appropriateness of the approach is illustrated by a real-world example
An Objective Method to derive the variable height-dependence of precipitation
Steinacker, R.; Mayer, D.
2012-04-01
Most mountain ranges of the world show a significant vertical gradient of precipitation. Besides the general problem of precipitation measurement in mountainous terrain, the basic problem in deriving the height dependence is the fact, that observing stations never are strictly vertically collocated. Hence we can only derive gradients along slopes, which consist of the (wanted) vertical but also of a horizontal gradient component. With the aid of the VERA (Vienna Enhanced Resolution Analysis) system, both components may be separated objectively. The key of this procedure is the splitting of the known precipitation at observing stations into a field distribution of a predescribed vertical and a horizontal function and a residual. A variational procedure allows to derive the strength (weight) of the vertical as well as of the horizontal component of the gradient and the residual part. The mathematical constraint is the smoothness condition of the residual, which is that part of the precipitation field, unexplained by the predescribed vertical and horizontal function. One can think of the latter as being the hypothetic precipitation field, which would exist, if no mountains were in that region. The analysis system can be run with different assumptions of the vertical as well as horizontal gradient function to test, which response is strongest. The determination of the height dependence of precipitation in the larger Alpine area has been carried out in six-hourly intervals for one calendar year, to learn about its short term and spatial variability . The results clearly show, that in general there is a significant increase of precipitation with height. The increase, however is different between the Southern and Northern edges of the Alps and the inner Alpine region. The results furthermore show a seasonal dependence of the gradient and a variability with regard to the flow regime. Knowing such relations, one can also use the vertical functions to downscale precipitation fields from numerical weather prediction models. The basic setup of the system, the results of the statistical evaluation of the one-year test phase and possible applications in a climatological, diagnostic real time as well as prediction mode is being discussed.
Directory of Open Access Journals (Sweden)
Anna Korsunenko
2013-08-01
Full Text Available Recently we applied randomly amplified polymorphic DNA (RAPD fingerprinting to detect clonal variability among individual cercariae within daughter sporocysts and rediae of 10 digenean trematodes (Platyhelminthes: Trematoda. The most variable RAPD patterns were obtained for Schistosomatidae representative-avian schistosome Trichobilharzia szidati. In this work, 50 polymorphic DNA fragments of approximately 300-1500 bp from RAPD patterns of individual T. szidati cercariae were cloned and sequenced. As a result genomic DNA sequences (total length of approximately 41,000 bp revealing clonal variability in T. szidati cercariae were obtained and analyzed. The analysis indicated that these sequences contained tandem, inverted and dispersed repeats as well as regions homological to retroelements of two human parasites, Schistosoma mansoni and S. japonicum. Tandem and inverted repeats constituted 8.9% and 22.1% respectively, while the percentage of dispersed repeats was 21.0%. The average content of these components was 41.7% with the average AT content being 59.0%. About 40% of sequences included regions ranging in length from 96 to 1005 bp which displayed amino acid homology with open reading frame pol products of S. mansoni and S. japonicum retroelements: non-long terminal repeat retrotransposons (nLTRs, 76%, long terminal repeat retrotransposons (LTRs, 14%, and Penelope-like elements (PLEs, 10%. Most of these regions (86.4% contained frameshifts, gaps, and stop-codons. The largest portion of them was homological to nLTRs of the RTE clade (67%. The number of sequences homologous to the members of CR1 lineage was 7 times smaller (9%. Homology with LTRs of Gypsy/Ty3 and BEL clades was revealed in 5% and 9% of cases respectively. We assume that the repetitive elements including retroelement-like sequences described in the current study may serve as the source of clonal variability detected previously in T. szidati and other digenean trematodes. Such genome regions rapidly accumulate mutations and thus may play an important functional role in the life history of the species.
DEFF Research Database (Denmark)
Jacobsen, S.; Andersen, P.H.
2004-01-01
In order to investigate the dose dependency and the individual variability of the lipopolysaccharide (LPS)-induced acute phase protein response in cattle, 8 nonlactating, nonpregnant Danish Holstein cows were challenged 3 times each by intravenous injection of increasing doses (10, 100, and 1000 ng/kg, consecutively) of Escherichia coli LPS with 3-wk intervals. All 3 LPS doses resulted in a rapid increase in serum concentrations of haptoglobin and serum amyloid A (SAA) and a decrease in serum concentrations of albumin in all 8 cows. Serum concentrations of acute phase proteins (APP) remained altered for several days after each LPS injection, and their increase or decrease was significantly related to LPS dose. In addition to dose dependency, the response was also dependent on the individual, as APP concentrations differed significantly among cows. To compare APP production in 2 consecutive challenges, individual APP levels after the challenge with 100 ng LPS/kg were correlated to levels attained after the challenge with 1000 ng LPS/kg. Serum amyloid A concentrations correlated between the 2 challenges, whereas haptoglobin concentrations tended to correlate; no correlation could be demonstrated between SAA and haptoglobin concentrations in either of the challenges, which suggests that the synthesis of haptoglobin and SAA are regulated in different ways. In conclusion, cattle are highly susceptible to LPS, as very low doses of LPS elicited acute phase albumin, SAA, and haptoglobin responses. Concentrations of APP not only reflect the magnitude of LPS exposure but are also influenced by the ability of the individual cow to mount an acute phase response. The ability to produce SAA and haptoglobin may be an innate characteristic of the individual, as responses in consecutive challenges were quantitatively similar.
Koffarnus, Mikhail N.; Wong, Conrad J.; Diemer, Karly; Needham, Mick; Hampton, Jacqueline; Fingerhood, Michael; Svikis, Dace S.; Bigelow, George E.; Silverman, Kenneth
2011-01-01
Aims: To assess the efficacy of the Therapeutic Workplace, a substance abuse intervention that promotes abstinence while simultaneously addressing the issues of poverty and lack of job skills, in promoting abstinence from alcohol among homeless alcoholics. Methods: Participants (n = 124) were randomly assigned to conditions either requiring abstinence from alcohol to engage in paid job skills training (Contingent Paid Training group), offering paid job skills training with no abstinence con...
Central limit theorems for the excursion sets volumes of weakly dependent random fields
Bulinski, Alexander; Timmermann, Florian
2010-01-01
The multivariate central limit theorems (CLT) for the volumes of excursion sets of stationary quasi-associated random fields on $\\mathbb{R}^d$ are proved. Special attention is paid to Gaussian and shot noise fields. Formulae for the covariance matrix of the limiting distribution are provided. Statistical versions of the CLT are considered as well. They employ three different estimators of the asymptotic covariance matrix. Some numerical results are also discussed.
Field dependent collision frequency of the two-dimensional driven random Lorentz gas
Dellago, Ch; Beijeren, H.; Panja, D.; Dorfman, J. R.
2001-01-01
In a recent paper Panja, Dorfman, and van Beijeren used kinetic theory to derive analytic expressions for the Lyapunov exponents of the random, two-dimensional field driven Lorentz gas at moderately high densities. Their approach is based on the Bogoliubov-Born-Green-Kirkwood- Yvon hierarchy equations and takes into account correlated collision sequences. Such ‘‘ring collisions’’ lead to long-time tails in the Green-Kubo time correlations functions affecting th...
Hofmann-Credner, Katrin
2007-01-01
It is a classical result of Wigner that for an hermitian matrix with independent entries on and above the diagonal, the mean empirical eigenvalue distribution converges weakly to the semicircle law as matrix size tends to infinity. In this paper, we prove analogs of Wigner's theorem for random matrices taken from all infinitesimal versions of classical symmetric spaces. This is a class of models which contains those studied by Wigner and Dyson, along with seven others arising in condensed matter physics. Like Wigner's, our results are universal in that they only depend on certain assumptions about the moments of the matrix entries, but not on the specifics of their distributions. What is more, we allow for a certain amount of dependence among the matrix entries, in the spirit of a recent generalization of Wigner's theorem, due to Schenker and Schulz-Baldes. As a byproduct, we obtain a universality result for sample covariance matrices with dependent entries.
Variable screening and ranking using sampling-based sensitivity measures
International Nuclear Information System (INIS)
This paper presents a methodology for screening insignificant random variables and ranking significant important random variables using sensitivity measures including two cumulative distribution function (CDF)-based and two mean-response based measures. The methodology features (1) using random samples to compute sensitivities and (2) using acceptance limits, derived from the test-of-hypothesis, to classify significant and insignificant random variables. Because no approximation is needed in either the form of the performance functions or the type of continuous distribution functions representing input variables, the sampling-based approach can handle highly nonlinear functions with non-normal variables. The main characteristics and effectiveness of the sampling-based sensitivity measures are investigated using both simple and complex examples. Because the number of samples needed does not depend on the number of variables, the methodology appears to be particularly suitable for problems with large, complex models that have large numbers of random variables but relatively few numbers of significant random variables
International Nuclear Information System (INIS)
Radiative transfer problem for pure-triplet scattering, in participating half-space random medium is proposed. The medium is assumed to be random with binary Markovian mixtures (e.g. radiation transfer in astrophysical contexts where the clouds and clear sky play and two-phase medium) described by Markovian statistics. The specular reflectivity of the boundary is angular-dependent described by the Fresnel's reflection probability function. The problem is solved at first in the deterministic case, and then the solution is averaged using the formalism developed by Levermore and Pomraning, to treat particles transport problems in statistical mixtures. Some physical quantities of interest such as the reflectivity of the boundary, average radiant energy, and average net flux are computed for various values of refractive index of the boundary
Directory of Open Access Journals (Sweden)
Joshi Meesha
2010-03-01
Full Text Available Abstract Background An earlier study showed that a week of yoga practice was useful in stress management after a natural calamity. Due to heavy rain and a rift on the banks of the Kosi river, in the state of Bihar in north India, there were floods with loss of life and property. A week of yoga practice was given to the survivors a month after the event and the effect was assessed. Methods Twenty-two volunteers (group average age ± S.D, 31.5 ± 7.5 years; all of them were males were randomly assigned to two groups, yoga and a non-yoga wait-list control group. The yoga group practiced yoga for an hour daily while the control group continued with their routine activities. Both groups' heart rate variability, breath rate, and four symptoms of emotional distress using visual analog scales, were assessed on the first and eighth day of the program. Results There was a significant decrease in sadness in the yoga group (p Conclusions A week of yoga can reduce feelings of sadness and possibly prevent an increase in anxiety in flood survivors a month after the calamity. Trial Registration Clinical Trials Registry of India: CTRI/2009/091/000285
The Dependence of Cloud Particle Size on Non-Aerosol-Loading Related Variables
Energy Technology Data Exchange (ETDEWEB)
Shao, H.; Liu, G.
2005-03-18
An enhanced concentration of aerosol may increase the number of cloud drops by providing more cloud condensation nuclei (CCN), which in turn results in a higher cloud albedo at a constant cloud liquid water path. This process is often referred to as the aerosol indirect effect (AIE). Many in situ and remote sensing observations support this hypothesis (Ramanathan et al. 2001). However, satellite observed relations between aerosol concentration and cloud drop size are not always in agreement with the AIE. Based on global analysis of cloud effective radius (r{sub e}) and aerosol number concentration (N{sub a}) derived from satellite data, Sekiguchi et al. (2003) found that the correlations between the two variables can be either negative, or positive, or none, depending on the location of the clouds. They discovered that significantly negative r{sub e} - N{sub a} correlation can only be identified along coastal regions of the continents where abundant continental aerosols inflow from land, whereas Feingold et al. (2001) found that the response of r{sub e} to aerosol loading is the greatest in the region where aerosol optical depth ({tau}{sub a}) is the smallest. The reason for the discrepancy is likely due to the variations in cloud macroscopic properties such as geometrical thickness (Brenguier et al. 2003). Since r{sub e} is modified not only by aerosol but also by cloud geometrical thickness (H), the correlation between re and {tau}{sub a} actually reflects both the aerosol indirect effect and dependence of H. Therefore, discussing AIE based on the r{sub e}-{tau}{sub a} correlation without taking into account variations in cloud geometrical thickness may be misleading. This paper is motivated to extract aerosols' effect from overall effects using the independent measurements of cloud geometrical thickness, {tau}{sub a} and r{sub e}.
Radial dependence of line profile variability in seven O9-B0.5 stars
Martins, F.; Marcolino, W.; Hillier, D. J.; Donati, J.-F.; Bouret, J.-C.
2015-02-01
Context. Massive stars show a variety of spectral variabilities: discrete absorption components in UV P-Cygni profiles, optical line profile variability, X-ray variability, and radial velocity modulations. Aims: Our goal is to study the spectral variability of single OB stars to better understand the relation between photospheric and wind variability. For that, we rely on high spectral resolution and on high signal-to-noise ratio optical spectra collected with the spectrograph NARVAL on the Télescope Bernard Lyot at Pic du Midi. Methods: We investigated the variability of twelve spectral lines by means of the temporal variance spectrum. The selected lines probe the radial structure of the atmosphere from the photosphere to the outer wind. We also performed a spectroscopic analysis with atmosphere models to derive the stellar and wind properties and to constrain the formation region of the selected lines. Results: We show that variability is observed in the wind lines of all bright giants and supergiants on a daily timescale. Lines formed in the photosphere are sometimes variable, sometimes not. The dwarf stars do not show any sign of variability. If variability is observed on a daily timescale, it can also (but not always) be observed on hourly timescales, albeit with lower amplitude. There is a very clear correlation between amplitude of the variability and fraction of the line formed in the wind. Strong anti-correlations between the different parts of the temporal variance spectrum are observed. Conclusions: Our results indicate that variability is stronger in lines formed in the wind. A link between photospheric and wind variability is not obvious from our study, since wind variability is observed regardless of the level of photospheric variability. Different photospheric lines also show different degrees of variability. Appendices are available in electronic form at http://www.aanda.org
Thermal radiation effects on the time-dependent MHD permeable flow having variable viscosity
International Nuclear Information System (INIS)
The present work is devoted to the impacts of thermal radiation on the unsteady laminar convective MHD flow of a viscous electrically conducting fluid having a temperature-dependent viscosity over a rotating porous disk of infinite extend impulsively set into motion. The fluid is subjected to an external uniform magnetic field perpendicular to the plane of the disk. The governing Navier-Stokes and Maxwell equations of the hydromagnetic fluid, together with the energy equation, are reduced into a system of nonlinear ordinary differential equations via the Von Karman similarity transformations. Due to the radiation effect and variable viscosity property the equations are highly coupled. These equations are then solved numerically by using a technique based on the spectral Chebyshev collocation in the direction normal to the disk and forward marching in time. Transient effects are discussed first. Later a parametric study of all parameters involved is performed and a representative set of results incorporating the effects of Prandtl number, the viscosity variation parameter, the magnetic interaction parameter, the radiation parameter, the uniform suction/blowing parameter, the relative temperature difference parameter and the Eckert number on physically meaningful quantities such as the radial and tangential skin friction coefficients, the torque, the vertical wall suction and the rate of heat transfer from the disk surface are illustrated graphically and discussed. (autllustrated graphically and discussed. (author)
Thermal radiation effects on the time-dependent MHD permeable flow having variable viscosity
Energy Technology Data Exchange (ETDEWEB)
Turkyilmazoglu, M. [Mathematics Department, University of Hacettepe, Ankara (Turkey)
2011-01-15
The present work is devoted to the impacts of thermal radiation on the unsteady laminar convective MHD flow of a viscous electrically conducting fluid having a temperature-dependent viscosity over a rotating porous disk of infinite extend impulsively set into motion. The fluid is subjected to an external uniform magnetic field perpendicular to the plane of the disk. The governing Navier-Stokes and Maxwell equations of the hydromagnetic fluid, together with the energy equation, are reduced into a system of nonlinear ordinary differential equations via the Von Karman similarity transformations. Due to the radiation effect and variable viscosity property the equations are highly coupled. These equations are then solved numerically by using a technique based on the spectral Chebyshev collocation in the direction normal to the disk and forward marching in time. Transient effects are discussed first. Later a parametric study of all parameters involved is performed and a representative set of results incorporating the effects of Prandtl number, the viscosity variation parameter, the magnetic interaction parameter, the radiation parameter, the uniform suction/blowing parameter, the relative temperature difference parameter and the Eckert number on physically meaningful quantities such as the radial and tangential skin friction coefficients, the torque, the vertical wall suction and the rate of heat transfer from the disk surface are illustrated graphically and discussed. (author)
Tonini, Chiara; Mould, Jeremy; Webster, Rachel; Danilovich, Taissa; Ozbilgen, Sinem
2013-01-01
(Abridged) We investigate the morphology dependence of the Tully-Fisher relation, and the expansion of the relation into a three-dimensional manifold defined by luminosity, total circular velocity and a third dynamical parameter, to fully characterise spiral galaxies across all morphological types. We use a semi-analytic hierarchical model of galaxy evolution to build the theoretical TF relation. With this tool, we analyse a unique dataset of galaxies for which we cross-match luminosity with total circular velocity and central velocity dispersion. We provide a theoretical framework to calculate such measurable quantities from semi-analytic models. We establish the morphology dependence of the TF relation in both model and data. We analyse the dynamical properties of the model galaxies and determine that the parameter 'sigma/Vc', i.e. the ratio between random and total motions defined by velocity dispersion and circular velocity, accurately characterises the varying slope of the TF relation for different model...
Alaskan soil carbon stocks: spatial variability and dependence on environmental factors
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U. Mishra
2012-05-01
Full Text Available The direction and magnitude of soil organic carbon (SOC changes in response to climate change depend on the spatial and vertical distributions of SOC. We estimated spatially-resolved SOC stocks from surface to C horizon, distinguishing active-layer and permafrost-layer stocks, based on geospatial analysis of 472 soil profiles and spatially referenced environmental variables for Alaska. Total Alaska state-wide SOC stock was estimated to be 77 Pg, with 61% in the active-layer, 27% in permafrost, and 12% in non-permafrost soils. Prediction accuracy was highest for the active-layer as demonstrated by highest ratio of performance to deviation (1.5. Large spatial variability was predicted, with whole-profile, active-layer, and permafrost-layer stocks ranging from 1–296 kg C m^{?2}, 2–166 kg m^{?2}, and 0–232 kg m^{?2}, respectively. Temperature and soil wetness were found to be primary controllers of whole-profile, active-layer, and permafrost-layer SOC stocks. Secondary controllers, in order of importance, were: land cover type, topographic attributes, and bedrock geology. The observed importance of soil wetness rather than precipitation on SOC stocks implies that the poor representation of high-latitude soil wetness in Earth System Models may lead to large uncertainty in predicted SOC stocks under future climate change scenarios. Under strict caveats described in the text and assuming temperature changes from the A1B Intergovernmental Panel on Climate Change emissions scenario, our geospatial model indicates that the equilibrium average 2100 Alaska active-layer depth could deepen by 11 cm, resulting in a thawing of 13 Pg C currently in permafrost. The equilibrium SOC loss associated with this warming would be highest under continuous permafrost (31%, followed by discontinuous (28%, isolated (24.3%, and sporadic (23.6% permafrost areas. Our high resolution mapping of soil carbon stock reveals the potential vulnerability of high-latitude soil carbon and can be used as a basis for future studies of anthropogenic and climatic perturbations.
Alaskan soil carbon stocks: spatial variability and dependence on environmental factors
Directory of Open Access Journals (Sweden)
U. Mishra
2012-09-01
Full Text Available The direction and magnitude of soil organic carbon (SOC changes in response to climate change depend on the spatial and vertical distributions of SOC. We estimated spatially resolved SOC stocks from surface to C horizon, distinguishing active-layer and permafrost-layer stocks, based on geospatial analysis of 472 soil profiles and spatially referenced environmental variables for Alaska. Total Alaska state-wide SOC stock was estimated to be 77 Pg, with 61% in the active-layer, 27% in permafrost, and 12% in non-permafrost soils. Prediction accuracy was highest for the active-layer as demonstrated by highest ratio of performance to deviation (1.5. Large spatial variability was predicted, with whole-profile, active-layer, and permafrost-layer stocks ranging from 1–296 kg C m^{?2}, 2–166 kg m^{?2}, and 0–232 kg m^{?2}, respectively. Temperature and soil wetness were found to be primary controllers of whole-profile, active-layer, and permafrost-layer SOC stocks. Secondary controllers, in order of importance, were found to be land cover type, topographic attributes, and bedrock geology. The observed importance of soil wetness rather than precipitation on SOC stocks implies that the poor representation of high-latitude soil wetness in Earth system models may lead to large uncertainty in predicted SOC stocks under future climate change scenarios. Under strict caveats described in the text and assuming temperature changes from the A1B Intergovernmental Panel on Climate Change emissions scenario, our geospatial model indicates that the equilibrium average 2100 Alaska active-layer depth could deepen by 11 cm, resulting in a thawing of 13 Pg C currently in permafrost. The equilibrium SOC loss associated with this warming would be highest under continuous permafrost (31%, followed by discontinuous (28%, isolated (24.3%, and sporadic (23.6% permafrost areas. Our high-resolution mapping of soil carbon stock reveals the potential vulnerability of high-latitude soil carbon and can be used as a basis for future studies of anthropogenic and climatic perturbations.
Cheah, C. Y.; Go?mez-navarro, C.; Jaurigue, L. C.; Kaiser, A. B.
2013-01-01
We report and analyze low-temperature measurements of the conductance of partially disordered reduced graphene oxide, finding that the data follow a simple crossover scenario. At room temperature, conductance is dominated by two-dimensional (2D) electric field-assisted, thermally-driven (Pollak-Riess) variable-range hopping (VRH) through highly-disordered regions. However, at lower temperatures T, we find a smooth crossover to follow the exp(-E_0/E)^(1/3) field-driven (Shklo...
International Nuclear Information System (INIS)
The available experimental data on the relative thermoluminescent efficiency of the LiF:Mg,Ti dosimetric peaks for protons are contradictory. There are several reports showing that the efficiency exceeds unity by even more than 30%, however, many others show the efficiency close to unity or even lower. These contradictory data might be a result of the real variability of TLD properties or of not perfectly reproduced experimental conditions. In an attempt to resolve this issue, the efficiency of 16 batches of LiF:Mg,Ti (MTS) detectors for 60 MeV protons produced at the IFJ Kraków over the last 20 years was measured. All values of the relative TL efficiency were found to exceed unity significantly, with an average of 1.09. Dispersion between different batches was very low, all data were within 4% of the mean value. In second part of experiment the dependence of the relative efficiency of LiF:Mg,Ti and LiF:Mg,Cu,P detectors on proton energy was determined. The efficiency for LiF:Mg,Ti dosimetric peaks was found to have a maximum of 1.20 at about 20 MeV. For LiF:Mg,Cu,P the relative efficiency decreases systematically with decreasing proton energy, from 0.96 at 56 MeV, to 0.61 at 11 MeV. -- Highlights: ? We compared the relative TL efficiency to protons of 16 different LiF:Mg,Ti batches. ? Efficiency values are larger than 1 and show only minimal scatter between batches. ? LiF:Mg,Ti efficiency shows a maximum of 1.2 for about 20 MeV protons. ? LiF:Mg,Cu,P efficiency decreases with decreasing proton energy
Li, B.; Rodell, M.
2012-01-01
Past studies on soil moisture spatial variability have been mainly conducted in catchment scales where soil moisture is often sampled over a short time period. Because of limited climate and weather conditions, the observed soil moisture often exhibited smaller dynamic ranges which prevented the complete revelation of soil moisture spatial variability as a function of mean soil moisture. In this study, spatial statistics (mean, spatial variability and skewness) of in situ soil moisture...
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Research highlights: ? Predictive models for corrosion-induced damages in RC structures. ? Formulations for time-dependent flexural and shear strengths of corroded RC beams. ? Methodology for mean and c.o.v. for time-dependent strengths of corroded RC beams. ? Simple estimation of mean and c.o.v. for flexural strength with loss of bond. - Abstract: The structural deterioration of reinforced concrete (RC) structures due to reinforcement corrosion is a major worldwide problem. Damages to RC structures due to reinforcement corrosion manifest in the form of expansion, cracking and eventual spalling of the cover concrete; thereby resulting in serviceability and durability degradation of such structures. In addition to loss of cover, RC structure may suffer structural damages due to loss of reinforcement cross-sectional area, and loss of bond between corroded reinforcement and surrounding cracked concrete, sometimes to the extent that the structural failure becomes inevitable. This paper forms the first part of a study which addresses time-dependent reliability analyses of RC beams affected by reinforcement corrosion. In this paper initially the predictive models are presented for the quantitative assessment of time-dependent damages in RC beams, recognized as loss of mass and cross-sectional area of reinforcing bar, loss of concrete section owing to the peeling of cover concrete, and loss of bond between corroded reinforcement and surrounding cracked concrete. Thensurrounding cracked concrete. Then these models have been used to present analytical formulations for evaluating time-dependent flexural and shear strengths of corroded RC beams, based on the standard composite mechanics expressions for RC sections. Further by considering variability in the identified basic variables that could affect the time-dependent strengths of corrosion-affected RC beams, the estimation of statistical descriptions for the time-dependent strengths is presented for a typical simply supported RC beam. The statistical descriptions, i.e., mean and coefficient of variation (c.o.v.) for the time-dependent strengths are presented for two limit states: (a) flexural failure, and (b) shear failure. The other two parts of the reliability study present the estimation of time-dependent failure probability for the considered RC beam by utilizing the information provided on probabilistic descriptions of time-dependent strengths in this paper. The effects of time to corrosion initiation and its variability on the failure probability of the considered RC beam have also been discussed.
Randomized Response and the Binary Probit Model
Ronning, Gerd
2003-01-01
The paper analyzes effects of randomized response with respect to some binary dependent variable on the estimation of the probit model. This approach is used in interviews when asking sensitive questions. Alternatively randomization can be considered as a means of statistical disclosure control which has been termed post randomization method (PRAM). The paper shows that all properties concerning parameter estimation are maintained although there is a loss in (asymptotic) efficiency.
Energy Technology Data Exchange (ETDEWEB)
Lippman, Thomas; Moler, Kathryn A.
2012-07-20
Microscopic variations in composition or structure can lead to nanoscale inhomogeneity in superconducting properties such as the magnetic penetration depth, but measurements of these properties are usually made on longer length scales. We solve a generalized London equation with a non-uniform penetration depth {lambda}(r), obtaining an approximate solution for the disorder-averaged Meissner screening. We find that the effective penetration depth is different from the average penetration depth and is sensitive to the details of the disorder. These results indicate the need for caution when interpreting measurements of the penetration depth and its temperature dependence in systems which may be inhomogeneous.
Kardaras, Constantinos
2012-01-01
We introduce the concepts of max-closedness and outer support points of convex sets in the nonnegative orthant of the topological vector space of all random variables built over a probability space, equipped with a topology consistent with convergence of sequences in probability. Max-closedness asks that maximal elements of the closure of a set already lie on the set. We show that outer support points arise naturally as optimizers of concave monotone maximization problems. It is further shown that the set of outer support points of a convex, max-closed and bounded set of nonnegative random variables is dense in the set of its maximal elements, which can be regarded as a version of the celebrated Bishop-Phelps theorem in a space that even fails to be locally convex.
Meszaros, Zsuzsa Szombathyne; Abdul-Malak, Ynesse; Dimmock, Jacqueline A; Wang, Dongliang; Ajagbe, Tolani O; Batki, Steven L
2013-04-01
Alcohol and nicotine dependence are common in schizophrenia. Varenicline is effective in smoking cessation and has also been shown to decrease alcohol consumption in smokers. The present pilot study assessed the safety and effectiveness of varenicline for treatment of concurrent nicotine and alcohol dependence in schizophrenia. Outpatients with schizophrenia or schizoaffective disorder and concurrent alcohol and nicotine dependence were enrolled in this 8-week, double-blind, randomized, placebo-controlled trial. Alcohol use and smoking were assessed using self-report (Timeline Follow-Back) and biological measures. Adverse events were recorded. Changes in the number of standard drinks per week and cigarettes per week were compared in the 2 groups. Because of safety concerns or loss to follow-up, of 55 patients enrolled, only 10 started study medication, 5 each on varenicline and placebo. Gastrointestinal adverse effects, such as severe abdominal pain, limited study completion to only 4 subjects. Number of standard alcoholic drinks consumed per week decreased by [mean (SD)] 16.6 (20.1) in the varenicline group and by 2.4 (27.4) in the placebo group. Mean (SD) number of cigarettes smoked per week decreased by 66 (65) in the varenicline group and by 47 (77) in the placebo group. Varenicline treatment of concurrent alcohol and nicotine dependence in schizophrenia may be problematic because of safety concerns limiting recruitment and poor tolerability (gastrointestinal adverse effects) limiting retention. There was no increased number of serious neuropsychiatric adverse events in the varenicline group. Based on this small sample, concurrent alcohol and nicotine dependence in schizophrenia may present special obstacles to successful treatment with varenicline. PMID:23422399
Rajavel, K.; Verma, S.; Asokan, K.; Rajendra Kumar, R. T.
2014-09-01
Field and temperature dependent electron transport properties of random network single walled carbon nanotubes (SWCNTs) and multi walled carbon nanotubes (MWCNTs) were investigated and compared. The electrical characterizations of drop casted CNT samples were done by two probe measurements by varying temperatures from 80 K to 300 K in the field region 1-400 V cm-1. The charge transport mechanisms at low (3.5 V) fields were analyzed from measured I-V characteristic curves at various temperatures (type in both types of CNTs network. Electron-electron and electron-phonon scatterings in the localized defect states dominate in SWCNTs, whereas in MWCNTs the delocalization of charge carriers as well as the scattering centers is responsible due to the presence of inner shells. Because of the different nature of chirality in random network, the SWCNTs displayed lower conduction when compared to MWCNTs. The variation in Poole-Frenkel co-efficient (?) (SWCNTs-0.193 × 10-22 MWCNTs-0.089 07 × 10-22 J V1/2 cm-1/2), activation energy (SWCNTs-90 meV; MWCNTs-60 meV for field of 7\\;{{V}^{1/2}}\\;c{{m}^{-1/2}}) and trap energy levels (SWCNTs-109 meV; MWCNTs-37 meV) are discussed for both SWCNTs and MWCNTs.
Directory of Open Access Journals (Sweden)
Chang Dennis
2011-07-01
Full Text Available Abstract Background Chronic work-related stress is a significant and independent risk factor for cardiovascular and metabolic diseases and associated mortality, particularly when compounded by a sedentary work environment. Heart rate variability (HRV provides an estimate of parasympathetic and sympathetic autonomic control, and can serve as a marker of physiological stress. Hatha yoga is a physically demanding practice that can help to reduce stress; however, time constraints incurred by work and family life may limit participation. The purpose of the present study is to determine if a 10-week, worksite-based yoga program delivered during lunch hour can improve resting HRV and related physical and psychological parameters in sedentary office workers. Methods and design This is a parallel-arm RCT that will compare the outcomes of participants assigned to the experimental treatment group (yoga to those assigned to a no-treatment control group. Participants randomized to the experimental condition will engage in a 10-week yoga program delivered at their place of work. The yoga sessions will be group-based, prescribed three times per week during lunch hour, and will be led by an experienced yoga instructor. The program will involve teaching beginner students safely and progressively over 10 weeks a yoga sequence that incorporates asanas (poses and postures, vinyasa (exercises, pranayama (breathing control and meditation. The primary outcome of this study is the high frequency (HF spectral power component of HRV (measured in absolute units; i.e. ms2, a measure of parasympathetic autonomic control. Secondary outcomes include additional frequency and time domains of HRV, and measures of physical functioning and psychological health status. Measures will be collected prior to and following the intervention period, and at 6 months follow-up to determine the effect of intervention withdrawal. Discussion This study will determine the effect of worksite-based yoga practice on HRV and physical and psychological health status. The findings may assist in implementing practical interventions, such as yoga, into the workplace to mitigate stress, enhance health status and reduce the risk of cardiovascular and metabolic diseases. Trial Registration ACTRN12611000536965 URL: http://www.anzctr.org.au/ACTRN12611000536965.aspx
Omori, Hisamitsu; Onoue, Ayumi; Katoh, Takahiko; Ogata, Yasuhiro; Kawashima, Hidetoshi; Miyao, Naoki; Tsuji, Takao; Aoshiba, Kazutetsu; Nagai, Atsushi; Yamaguchi, Kazuhiro
2014-01-01
Backgrounds Although height (H) has been considered the principal anthropometric variable governing lung function, the age-dependent differences in its influences on determining spirometric parameters (SPs) have not been conclusively investigated. Moreover, there has been no study centered on age-dependent effects of other anthropometric variables, including body weight (BW) and body fat mass (BFM) on SPs. In addition, the age-dependent influences of these anthropometric variables are anticipated to differ quantitatively between male and female participants. Methods A total of 16,919 nonsmoking healthy Japanese adults (men: 6,116, women: 10,803) were partitioned into six groups stratified by gender and age at intervals of 20-years: young-, middle-, and advanced-age groups of either gender. Using a model in which a SP was described by a logarithmic additive function of age, H, BW, and BFM, we determined the partial regression coefficients of the respective anthropometric variables to predict the reference means of SPs, including FVC, FEV1, FEV1/FVC, PEF, FEF50, and FEF75, in the six groups. Results/Discussion Although the impact of H on FVC and FEV1 was relatively homogeneous irrespective of gender and age, its homogeneity faded for flow parameters, particularly in the female middle- and advanced-age groups, indicating that the age-dependent contribution of H to SPs was enhanced more in women. The impact of BW on SPs differed depending on age, and this effect was also more conspicuous for female participants. H and BW generally exerted positive effects on SPs, whereas BFM had negative effects. Opposite effects of BW and BFM were observed in the female middle-age group in particular. Conclusions The effects of anthropometric variables on spirometric parameters are highly age-dependent, particularly in women, leading to the conclusion that the assumption of age-independent, constant partial regression coefficients of anthropometric variables while predicting the reference mean of a certain spirometric parameter may result in substantial errors. PMID:24955585
Winhusen, Theresa M.; Brigham, Gregory S.; Kropp, Frankie; Lindblad, Robert; Gardin, John G.; Penn, Pat; Hodgkins, Candace; Kelly, Thomas M.; Douaihy, Antoine; McCann, Michael; Love, Lee D.; DeGravelles, Eliot; Bachrach, Ken; Sonne, Susan C.; Hiott, Bob; Haynes, Louise; Sharma, Gaurav; Lewis, Daniel F.; VanVeldhuisen, Paul; Theobald, Jeff; Ghitza, Udi
2014-01-01
Objective To evaluate the impact of concurrent substance use disorder (SUD) and nicotine-dependence treatment for stimulant-dependent patients. Method A randomized, 10-week trial with follow-up at 3 and 6 months post-smoking quit date conducted at 12 SUD treatment programs between February 2010 and July 2012. Adults, meeting DSM-IV-TR criteria for cocaine and/or methamphetamine-dependence and interested in quitting smoking were randomized to treatment as usual (TAU; n=271) or TAU with smoking-cessation treatment (TAU+SCT, n=267). All participants received SUD TAU. TAU+SCT participants received weekly individual smoking cessation counseling and extended-release (XL) bupropion (300 mg/day) during weeks 1–10. During post-quit treatment (weeks 4–10), TAU+SCT participants received a nicotine inhaler and contingency management for smoking abstinence. Weekly proportion of stimulant-abstinent participants during the treatment phase, as assessed by urine drug screens and self-report, was the primary outcome. Secondary measures included other substance/nicotine use outcomes and treatment attendance. Results There were no significant treatment effects on stimulant-use outcomes, as measured by the primary outcome and stimulant-free days, on drug-abstinence, or on attendance. TAU+SCT, relative to TAU, participants had significantly better outcomes for drug-free days at 6-month follow-up (X2(1)=4.09, p<.05), with a decrease in drug-free days from baseline of ?1.3% in TAU+SCT and of ?7.6% in TAU. TAU+SCT, relative to TAU, participants had significantly better outcomes on smoking point-prevalence abstinence (25.5% vs. 2.2%; X2(1)=44.69, p<.001; OR=18.2). Conclusions These results suggest that providing smoking-cessation treatment to illicit stimulant-dependent patients in outpatient SUD treatment will not worsen, and may enhance, abstinence from non-nicotine substance use. PMID:24345356
International Nuclear Information System (INIS)
Purpose: We sought to compare the prognostic value of early prostate-specific antigen (PSA) test-based variables for the 802 eligible patients treated in the Trans-Tasman Radiation Oncology Group 96.01 randomized trial. Methods and Materials: Patients in this trial had T2b, T2c, T3, and T4 N0 prostate cancer and were randomized to 0, 3, or 6 months of neoadjuvant androgen deprivation therapy (NADT) prior to and during radiation treatment at 66 Gy to the prostate and seminal vesicles. The early PSA test-based variables evaluated were the pretreatment initial PSA (iPSA) value, PSA values at 2 and 4 months into NADT, the PSA nadir (nPSA) value after radiation in all patients, and PSA response signatures in men receiving radiation. Comparisons of endpoints were made using Cox models of local progression-free survival, distant failure-free survival, biochemical failure-free survival, and prostate cancer-specific survival. Results: The nPSA value was a powerful predictor of all endpoints regardless of whether NADT was given before radiation. PSA response signatures also predicted all endpoints in men treated by radiation alone. iPSA and PSA results at 2 and 4 months into NADT predicted biochemical failure-free survival but not any of the clinical endpoints. nPSA values correlated with those of iPSA, Gleason grade, and T stage and were significantly higher in men receiving radiation alone than in those receiving NADT. Conclusions: The postradiation nPSA value is the strongese postradiation nPSA value is the strongest prognostic indicator of all early PSA-based variables. However, its use as a surrogate endpoint needs to take into account its dependence on pretreatment variables and treatment method.
Sillanpa?a?, Mikko J.; Bhattacharjee, Madhuchhanda
2006-01-01
A novel method for Bayesian analysis of genetic heterogeneity and multilocus association in random population samples is presented. The method is valid for quantitative and binary traits as well as for multiallelic markers. In the method, individuals are stochastically assigned into two etiological groups that can have both their own, and possibly different, subsets of trait-associated (disease-predisposing) loci or alleles. The method is favorable especially in situations when etiological mo...
Physically-based internal variable model for rate-dependent plasticity
International Nuclear Information System (INIS)
A unified model is developed for creep and plasticity in metals, using internal state variables to reflect the current microstructure. The inelastic flow rule is taken to be a power function incorporating a kinematic and an isotropic internal variable, where the microstructural origins of these properties are dislocation pileups and dislocation obstacle interaction, respectively. The model is generalized for three-dimensional deformation and evolutionary functions are developed for the internal variables to account for strain hardening and thermal recovery. An experimental test and data reduction procedure is presented which allows all the material constants to be determined for materials which exhibit secondary creep. The procedure is applied to pure aluminum. This generalized model provides a physical basis for predicting mechanical response along arbitrary deformation paths
Patterns of variability in early-life traits of fishes depend on spatial scale of analysis.
Di Franco, Antonio; Guidetti, Paolo
2011-06-23
Estimates of early-life traits of fishes (e.g. pelagic larval duration (PLD) and spawning date) are essential for investigating and assessing patterns of population connectivity. Such estimates are available for a large number of both tropical and temperate fish species, but few studies have assessed their variability in space, especially across multiple scales. The present study, where a Mediterranean fish (i.e. the white seabream Diplodus sargus sargus) was used as a model, shows that spawning date and PLD are spatially more variable at a scale of kilometres than at a scale of tens to hundreds of kilometres. This study indicates the importance of considering spatial variability of early-life traits of fishes in order to properly delineate connectivity patterns at larval stages (e.g. by means of Lagrangian simulations), thus providing strategically useful information on connectivity and relevant management goals (e.g. the creation of networks of marine reserves). PMID:21247943
International Nuclear Information System (INIS)
Experimental evidence is presented relevant to the angular dependences of multiple-bit upset (MBU) rates and patterns in static random access memories (SRAMs) under heavy ion irradiation. The single event upset (SEU) cross sections under tilted ion strikes are overestimated by 23.9%–84.6%, compared with under normally incident ion with the equivalent linear energy transfer (LET) value of ? 41 MeV/(mg/cm2), which can be partially explained by the fact that the MBU rate for tilted ions of 30° is 8.5%–9.8% higher than for normally incident ions. While at a lower LET of ? 9.5 MeV/(mg/cm2), no clear discrepancy is observed. Moreover, since the ion trajectories at normal and tilted incidences are different, the predominant double-bit upset (DBU) patterns measured are different in both conditions. Those differences depend on the LET values of heavy ions and devices under test. Thus, effective LET method should be used carefully in ground-based testing of single event effects (SEE) sensitivity, especially in MBU-sensitive devices. (condensed matter: structural, mechanical, and thermal properties)
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The frequency-dependent electrical conductivity is studied in a nearest-neighbor-hopping linear lattice with disordered site energies and barrier heights in the presence of a uniform static electric field, allowing for detailed balance between random rates. Exact expressions are obtained for the conductivity for both high and low frequencies. The results reduce to those obtained by previous authors in the absence of site-energy disorder. However, the latter is found to alter the character of the frequency dependence of the conductivity significantly at low frequencies. In this case the conductivity is expanded as sigma(?) = sigma0+isigma1?-sigma2?2 -isigma3?3+.... We find that sigma1 is nonvanishing only if both site energies and barrier heights are disordered and that sigma2 is positive when the fluctuations in site energies are small compared with the thermal energy but becomes negative in the opposite regime. The ac response is found to vanish [i.e., sigma(?) = 0 for ?not =0] in the absence of disorder in barrier heights
Cantet, P.; Arnaud, P.
2012-01-01
Since the last decade, copulas have become more and more widespread in the construction of hydrological models. Unlike the multivariate statistics which are traditionally used, this tool enables scientists to model different dependence structures without drawbacks. The authors propose to apply copulas to improve the performance of an existing model. The hourly rainfall stochastic model SHYPRE is based on the simulation of descriptive variables. It generates long series of hourly rain...
Hoang, Hanh H.; Nickerson, Nicholas N.; Lee, Vincent T.; Kazimirova, Anastasia; Chami, Mohamed; Pugsley, Anthony P.; Lory, Stephen
2011-01-01
In Gram-negative bacteria, the Lol and Bam machineries direct the targeting of lipidated and nonlipidated proteins, respectively, to the outer membrane (OM). Using Pseudomonas aeruginosa strains with depleted levels of specific Bam and Lol proteins, we demonstrated a variable dependence of different OM proteins on these targeting pathways. Reduction in the level of BamA significantly affected the ability of the ?-barrel membrane protein OprF to localize to the OM, while the targeting of thre...
International Nuclear Information System (INIS)
We review the recent progress in our understanding of the effect of B-site randomness on Pb(In1/2Nb1/2)O3 (PIN) from the experimental and theoretical viewpoints. PIN is one of the ideal systems for investigating the effect of perovskite B-site randomness on relaxor formation, because it can be in the antiferroelectric (AFE), ferroelectric (FE), or relaxor state depending on B-site randomness. Lattice dynamics measured in ordered and disordered PINs indicates the existence of FE instability regardless of the B-site randomness of PIN. AFE is stabilized when the B-site is spatially ordered, overwhelming FE instability. The hidden FE state starts to appear as B-site randomness becomes stronger and suppresses AFE instability. Ultimately, the randomness competes with the development of FE regions and blocks long-range FE ordering, which yields polar nanoregions (PNRs) resulting in relaxor behavior. In order to investigate the interesting behavior of PIN, we constructed a minimal model that includes dipolar interaction and easy-axis anisotropy which depends on B-site randomness. The results from Monte Carlo simulations show that the model well reproduces the phase diagram and dielectric constant of PIN qualitatively. (author)
On history dependence of stress-strain diagrams and creep curves under variable repeated loading
International Nuclear Information System (INIS)
The ability of structural alloys to 'keep in memory' the loading prehistory becomes of special importance when inelastic variable repeated loading is considered. There are two main approaches to the development of the mathematical description of this phenomenon: the inclusion of hidden state variables in the incremental theory constitutive equations (a) and construction of proper hereditary functionals (b). In this respect the assumption that the 'memory' regarding the previous deformation history is due to structural nonhomogeneity of actual materials proves to be fruitful. (orig.)
International Nuclear Information System (INIS)
Influences of the thickness variability and bidirectional material heterogeneity on the thermal buckling of the cylindrical shells have not been investigated so far. In the present paper, nonlinear thermal buckling and postbuckling analyses of imperfect, variable thickness cylindrical shells made of bidirectional functionally graded materials undergoing uniform temperature rises are accomplished for the first time, employing a third-order shear-deformation theory, von Karman-type kinematic nonlinearity, and a nonlinear finite element method. Material properties may vary in both radial and axial directions and can be temperature-dependent. Buckling temperature is detected by a modified Budiansky's criterion. The results reveal that temperature-dependency of the material properties reduces the buckling temperature. Moreover, effects of the volume fraction index on decreasing the buckling temperature are more remarkable for higher radius to thickness ratios. Furthermore, effects of reduction of the thickness in the axial direction may be compensated by an appropriate distribution of the material properties. -- Highlights: • Nonlinear thermal postbuckling of imperfect FGM cylindrical shells is investigated. • Material properties of the shell may vary in both radial and axial directions. • Geometric imperfections and thickness variability are also taken into account. • Material properties are considered to be temperature-dependent. • The nonlinear governing equations are solved by an updating finite element scheme
Hester, Reid K.; Delaney, Harold D.; Campbell, William
2011-01-01
Objective To evaluate the effectiveness of a web-based protocol, Moderate Drinking (MD) (www.moderatedrinking.com) combined with use of the online resources of Moderation Management (MM) (www.moderation.org) as opposed to the use of the online resources of MM alone. Method We randomly assigned 80 problem drinkers to either the experimental or control group with follow-ups at 3, 6, and 12 months. Results Seventy-five participants (94%) had outcome data at one or more follow-up points and 59 (73%) were assessed at all three follow-ups. Comparing baseline measures to the average outcomes at follow-ups indicated a significant overall reduction in both groups in alcohol-related problems and consumption variables. Compared to the control group, the experimental group had better outcomes on percent days abstinent (PDA). There was an interaction between intensity of drinking at baseline and treatment in determining outcomes assessing drinking. Less heavy drinkers in the experimental group had better outcomes on log Mean BAC per drinking day compared to the control group. Heavier drinkers did not differentially benefit from the MD program on this measure. Mixed model analyses in general corroborated these outcomes. Conclusion The outcome data provide partial evidence for the effectiveness of the MD web application combined with MM, compared to the effectiveness of the resources available online at MM by themselves. PMID:21319896
A Better Lemon Squeezer? Maximum-Likelihood Regression with Beta-Distributed Dependent Variables
Smithson, Michael; Verkuilen, Jay
2006-01-01
Uncorrectable skew and heteroscedasticity are among the "lemons" of psychological data, yet many important variables naturally exhibit these properties. For scales with a lower and upper bound, a suitable candidate for models is the beta distribution, which is very flexible and models skew quite well. The authors present maximum-likelihood…
Row, Jeffrey R; Wilson, Paul J; Murray, Dennis L
2014-01-20
Determining the causes of cyclic fluctuations in population size is a central tenet in population ecology and provides insights into population regulatory mechanisms. We have a firm understanding of how direct and delayed density dependence affects population stability and cyclic dynamics, but there remains considerable uncertainty in the specific processes contributing to demographic variability and consequent change in cyclic propensity. Spatiotemporal variability in cyclic propensity, including recent attenuation or loss of cyclicity among several temperate populations and the implications of habitat fragmentation and climate change on this pattern, highlights the heightened need to understand processes underlying cyclic variation. Because these stressors can differentially impact survival and productivity and thereby impose variable time delays in density dependence, there is a specific need to elucidate how demographic vital rates interact with the type and action of density dependence to contribute to population stability and cyclic variation. Here, we address this knowledge gap by comparing the stability of time series derived from general and species-specific (Canada lynx: Lynx canadensis; small rodents: Microtus, Lemmus and Clethrionomys spp.) matrix population models, which vary in their demographic rates and the direct action of density dependence. Our results reveal that density dependence acting exclusively on survival as opposed to productivity is destabilizing, suggesting that a shift in the action of population regulation toward reproductive output may decrease cyclic propensity and cycle amplitude. This result was the same whether delayed density dependence was pulsatile and acted on a single time period (e.g. t-1, t-2 or t-3) vs. more constant by affecting a successive range of years (e.g. t-1,…, t-3). Consistent with our general models, reductions in reproductive potential in both the lynx and small rodent systems led to notably large drops in cyclic propensity and amplitude, suggesting that changes in this vital rate may contribute to the spatial or temporal variability observed in the cyclic dynamics of both systems. Collectively, our results reveal that the type of density dependence and its effect on different demographic parameters can profoundly influence numeric stability and cyclic propensity and therefore may shift populations across the cyclic-to-noncyclic boundary. PMID:24438480
Kwako, Laura E; Spagnolo, Primavera A; Schwandt, Melanie L; Thorsell, Annika; George, David T; Momenan, Reza; Rio, Daniel E; Huestis, Marilyn; Anizan, Sebastien; Concheiro, Marta; Sinha, Rajita; Heilig, Markus
2015-01-01
Extensive preclinical data implicate corticotropin-releasing hormone (CRH), acting through its CRH1 receptor, in stress- and dependence-induced alcohol seeking. We evaluated pexacerfont, an orally available, brain penetrant CRH1 antagonist for its ability to suppress stress-induced alcohol craving and brain responses in treatment seeking alcohol-dependent patients in early abstinence. Fifty-four anxious alcohol-dependent participants were admitted to an inpatient unit at the NIH Clinical Center, completed withdrawal treatment, and were enrolled in a double-blind, randomized, placebo-controlled study with pexacerfont (300?mg/day for 7 days, followed by 100?mg/day for 23 days). After reaching steady state, participants were assessed for alcohol craving in response to stressful or alcohol-related cues, neuroendocrine responses to these stimuli, and functional magnetic resonance imaging (fMRI) responses to alcohol-related stimuli or stimuli with positive or negative emotional valence. A separate group of 10 patients received open-label pexacerfont following the same dosing regimen and had cerebrospinal fluid sampled to estimate central nervous system exposure. Pexacerfont treatment had no effect on alcohol craving, emotional responses, or anxiety. There was no effect of pexacerfont on neural responses to alcohol-related or affective stimuli. These results were obtained despite drug levels in cerebrospinal fluid (CSF) that predict close to 90% central CRH1 receptor occupancy. CRH1 antagonists have been grouped based on their receptor dissociation kinetics, with pexacerfont falling in a category characterized by fast dissociation. Our results may indicate that antagonists with slow offset are required for therapeutic efficacy. Alternatively, the extensive preclinical data on CRH1 antagonism as a mechanism to suppress alcohol seeking may not translate to humans. PMID:25409596
Directory of Open Access Journals (Sweden)
Croghan Ivana T
2011-01-01
Full Text Available Abstract Background Methylphenidate blocks the re-uptake of dopamine by binding to the dopamine transporter in the presynaptic cell membrane and increases extracellular dopamine levels. Similarities in neuropsychologic effects between nicotine and methylphenidate make it an intriguing potential therapeutic option. Previous research of methylphenidate in smokers has suggested a possible beneficial effect for the relief of nicotine withdrawal symptoms, but showed no efficacy in helping smokers with attention deficit hyperactivity disorder (ADHD to stop smoking. Methods To investigate potential efficacy for relieving nicotine withdrawal symptoms and promoting smoking abstinence, we conducted a randomized, double-blind, placebo-controlled, phase II study of once-a-day osmotic-release oral system methylphenidate (OROS-MPH, Concerta® at a target dose of 54-mg/day for 8 weeks compared with placebo in 80 adult cigarette smokers. Results Of the 80 randomized subjects and median smoking rate was 20 cigarettes per day. At the end of the medication phase, the biochemically confirmed 7-day point prevalence smoking abstinence was 10% (4/40 for the placebo group and 2.5% (1/40 for the OROS-MPH group. Nicotine withdrawal was not found to differ significantly between treatment groups during the first 14 days following the start of medication prior to the target quit date (p = 0.464 or during the first 14 days following the target quit date (p = 0.786. Conclusion We observed no evidence of efficacy of OROS-MPH to aid smokers to stop smoking. Although there are biologically plausible hypotheses that support the use of OROS-MPH for treating tobacco dependence, we found no evidence to support such hypotheses. In addition to no increase in smoking abstinence, we saw no effect of OROS-MPH for tobacco withdrawal symptom relief and no change in smoking rates was observed in the OROS-MPH group compared to the placebo group.
Demographic variability and density-dependent dynamics of a free-ranging rhesus macaque population
Herna?ndez-pacheco, Raisa; Rawlins, Richard G.; Kessler, Matthew J.; Williams, Lawrence E.; Ruiz-maldonado, Tagrid M.; Gonza?lez-marti?nez, Janis; Ruiz-lambides, Angelina V.; Sabat, Alberto M.
2013-01-01
Density-dependence is hypothesized as the major mechanism of population regulation. However, the lack of long-term demographic data has hampered the use of density-dependent models in nonhuman primates. In this study, we make use of the long-term demographic data from Cayo Santiago’s rhesus macaques to parameterize and analyze both a density-independent and a density-dependent population matrix model, and compare their projections with the observed population changes. We also employ a retro...
Morabito, A; Marubini, E
1976-03-01
Given a set of measurements of s explanatory variables corresponding to each experimental unit, a computer program, whose methodological background can be found in [2] has been written in FORTRAN IV language in order to perform regression analyses when the dependent variable is: (i) dichotomous; (ii) polichotomous; (iii) censored survival. In the two former the Cox's [6] linear logistic models are used while in the third one it has been resorted to the models suggested by Feigl and Zelen [8]. The statistical estimation procedure is maximum likelihood and among the different algorithms developed to reach this goal, the one published by Van der Voort and Dorpema [3], has been utilized. Furthermore, when the dependent variable is quantitative, the program is suitable to fit any function non-linear in the parameters; the pertinent function and its first and second derivatives must be provided by the user. In the present version, implemented on a Univac 1106 machine, the program fits directly the Gompertz function. PMID:1269260
Directory of Open Access Journals (Sweden)
P. Cantet
2012-10-01
Full Text Available Since the last decade, copulas have become more and more widespread in the construction of hydrological models. Unlike the multivariate statistics which are traditionally used, this tool enables scientists to model different dependence structures without drawbacks. The authors propose to apply copulas to improve the performance of an existing model. The hourly rainfall stochastic model SHYPRE is based on the simulation of descriptive variables. It generates long series of hourly rainfall and enables the estimation of distribution quantiles for different climates. The paper focuses on the relationship between two variables describing the rainfall signal. First, Kendall's tau is estimated on each of the 217 rain gauge stations in France, then the False Discovery Rate procedure is used to define stations for which the dependence is significant. Among three usual archimedean copulas, a unique 2-copula is chosen to model this dependence for any station. Modelling dependence leads to an obvious improvement in the reproduction of the standard and extreme statistics of maximum rainfall, especially for the sub-daily rainfall. An accuracy test for the extreme values shows the good asymptotic behaviour of the new rainfall generator version and the impacts of the copula choice on extreme quantile estimation.
An analytical MHD wind model with latitudinal dependences obtained using separation of the variables
Lima, J J G; Tsinganos, K
2001-01-01
A new class of analytical 2-D solutions of the full set of the steady magnetohydrodynamic (MHD) equations, describing an axisymmetric helicoidal magnetized outflow originating from a rotating central object, is presented. The solutions are systematically obtained via a nonlinear separation of the variables in the momentum equation. The analysis yields three parameters which measure the anisotropy in the latitudinal distribution of various flow quantities. Topologically, the wind speed is controlled by an X-type critical point that acts to filter out a single wind-type branch and the Alfven singularity. The solutions can be regarded as an extension outside the equatorial plane of the Weber & Davis (1967) model of magnetized winds but with a variable polytropic index.
Patterns of variability in early-life traits of fishes depend on spatial scale of analysis
Di Franco, Antonio; Guidetti, Paolo
2011-01-01
Estimates of early-life traits of fishes (e.g. pelagic larval duration (PLD) and spawning date) are essential for investigating and assessing patterns of population connectivity. Such estimates are available for a large number of both tropical and temperate fish species, but few studies have assessed their variability in space, especially across multiple scales. The present study, where a Mediterranean fish (i.e. the white seabream Diplodus sargus sargus) was used as a model, shows that spawn...
Yang, Woo-Sun; Baumgardner, John R.
We apply a two-dimensional Cartesian finite element treatment to investigate infinite Prandtl number thermal convection with temperature, strain rate and yield stress dependent rheology using parameters in the range estimated for the mantles of the terrestrial planets. To handle the strong viscosity variations that arise from such nonlinear rheology in solving the momentum equation, we exploit a multigrid method based on matrix-dependent intergrid transfer and the Galerkin coarse grid approximation. We observe that the matrix-dependent transfer algorithm provides an exceptionally robust and efficient means for solving convection problems with extreme viscosity gradients. Our algorithm displays a convergence rate per multigrid cycle about five times better than what other published methods (e.g., CITCOM of Moresi and Solomatov, 1995) offer for cases with similar extreme viscosity variation. The algorithm is explained in detail in this paper. When this method is applied to problems with temperature and strain rate dependent rheologies, we obtain strongly time dependent solutions characterized by episodic avalanching of cold material from the upper boundary layer to the bottom of the convecting domain for a significantly broad range of parameter values. In particular, we observe this behavior for the relatively simple case of temperature dependent Newtonian rheology with a plastic yield stress. The intensity and temporal character of the episodic behavior depends sensitively on the yield stress value. The regions most strongly affected by the yield stress are thickened portions of the cold upper boundary layer which can suddenly become unstable and form downgoing diapirs. These computational results suggest that the finite yield properties of silicate rocks must play a vitally important role in planetary mantle dynamics. Although our example calculations were selected mainly to illustrate the power of our multigrid method, they suggest that many possible exotic behaviors in planetary mantles have yet to be discovered.
Andersen Lars B; Kristensen Peter L; Korsholm Lars; Moeller Niels C; Wedderkopp Niels; Froberg Karsten
2008-01-01
Abstract Background Potentially, unit-specific in-vitro calibration of accelerometers could increase field data quality and study power. However, reduced inter-unit variability would only be important if random instrument variability contributes considerably to the total variation in field data. Therefore, the primary aim of this study was to calculate and apply unit-specific calibration factors in multiple accelerometers in order to examine the impact on random output variation caused by int...
Sozcu, Omer Faruk
2014-01-01
This study examines the relationships between cognitive styles of field dependent learners with their attitudes towards e-learning (distance education) and instructional behavior in e-learning instruction. The Group Embedded Figures Test (GEFT) and the attitude survey (for students' preferences) towards e-learning instruction as distance…
Nejati, Hamid; Beirami, Ahmad; Ali, Warsame H.
2012-01-01
In this paper, we introduce a novel discrete chaotic map named zigzag map that demonstrates excellent chaotic behaviors and can be utilized in Truly Random Number Generators (TRNGs). We comprehensively investigate the map and explore its critical chaotic characteristics and parameters. We further present two circuit implementations for the zigzag map based on the switched current technique as well as the current-mode affine interpolation of the breakpoints. In practice, impl...
Aspetti, Carlos O; Cho, Chang-Hee; Agarwal, Rahul; Agarwal, Ritesh
2014-09-10
By integrating silicon nanowires (?150 nm diameter, 20 ?m length) with an ?-shaped plasmonic nanocavity, we are able to generate broadband visible luminescence, which is induced by high order hybrid nanocavity-surface plasmon modes. The nature of this super bandgap emission is explored via photoluminescence spectroscopy studies performed with variable laser excitation energies (1.959 to 2.708 eV) and finite difference time domain simulations. Furthermore, temperature-dependent photoluminescence spectroscopy shows that the observed emission corresponds to radiative recombination of unthermalized (hot) carriers as opposed to a resonant Raman process. PMID:25120156
Bucket-by-bucket on-axis/off-axis injection by fast kicker with variable position dependence of kick
International Nuclear Information System (INIS)
The bucket-by-bucket on-axis/off-axis injection system is proposed with new stripline fast kicker with variable position dependence of kick, from dipole to quadrupole, controlled by the drive voltage and its polarity. Applying the injection system to on-axis injection necessary for ultimate storage rings with narrow dynamic aperture, every bucket can be stored to achieve high average current with top-up operation. Also the minimum perturbation for stored beam can be achieved with the system by limiting the perturbations to injected bucket. Also the impurity electrons are prevented from injection with this system. (author)
International Nuclear Information System (INIS)
Serious interest has been shown to the problem of plane thermal stress in a multiple connection region having many circular holes, in connection with the high temperature strength design of heat exchangers, nuclear reactor cores, chemical plants and so on. In spite of the relatively large temperature gradient in such problems, the temperature dependence of material properties has not been taken in consideration. Also the problem when the thickness of plates changes such as fins, cylinder heads and rotary disks has not been analyzed. In this study, attention was paid to the fact that the change of plate thickness largely affects the temperature distribution, and the temperature distribution affects the values of material constants, and the problem of unsteady plane thermal stress considering the temperature dependence of the properties of a perforated plate with varying thickness was formulated by stress function method. The obtained equations were expressed in finite difference form, and the numerical analysis was carried out to examine the effects of the change of thickness and the temperature dependence of material properties on the temperature distribution and thermal stress. (Kako, I.)
Weiner, H D; Wallen, M C; Zankowski, G L
1990-01-01
Craving and relapse are complex, poorly understood phenomena. A distinctive and baffling characteristic of the disease of chemical dependency is the continuing impulse to use alcohol and/or other drugs, even after lengthy periods of sobriety. This article discusses relapse prevention, focusing on public-sector chemically dependent women. Relapse among these women must be seen in the total context of their lives. Poverty and social disorganization do not directly cause relapse, but problems related to daily life under such conditions represent significant risk factors. The Eagleville Hospital treatment model and relapse prevention programs are described, and it is noted that public-sector women typically present with problems related to being raised in addicted households, residing in drug-saturated inner-city environments, deficits in child-rearing skills, destructive (often abusive) relationships with men, social interactions involving other substance abusers, few (if any) work skills, minimal educational achievement, low self-esteem, and poor self-image. A case study illustrates the course of treatment and relapse prevention efforts with a typical public-sector chemically dependent woman. PMID:2374071
Saddlepoint expansions for sums of Markov dependent variables on a continuous state space
DEFF Research Database (Denmark)
Jensen, J.L.
1991-01-01
Based on the conjugate kernel studied in Iscoe et al. (1985) we derive saddlepoint expansions for either the density or distribution function of a sum f(X1)+...+f(Xn), where the Xi's constitute a Markov chain. The chain is assumed to satisfy a strong recurrence condition which makes the results here very similar to the classical results for i.i.d. variables. In particular we establish also conditions under which the expansions hold uniformly over the range of the saddlepoint. Expansions are also derived for sums of the form f(X1, X0)+f(X2, X1)+...+f(Xn, Xn-1) although the uniformity result just mentioned does not generalize. © 1991 Springer-Verlag.
Liu, Heping; Randerson, James T.
2008-03-01
Understanding how changes in the boreal fire regime will affect high latitude climate requires knowledge of the sensitivity of the surface energy budget to shifts in vegetation cover. We measured components of the surface energy budget in three ecosystems that were part of a fire chronosequence in interior Alaska for 3 years. Our sites were within the perimeter of stand-replacing fires that occurred in 1999, 1987, and ˜1920 (hereafter referred to as the 1999-burn, the 1987-burn, and the control). Vegetation cover consisted primarily of sparse short grasses at the 1999-burn, aspen and willow (deciduous trees and shrubs) at the 1987-burn, and black spruce (evergreen conifer trees) at the control. Averaged over the 3 years of our study, annual net radiation decreased by approximately 25% at the 1999-burn and 30% at the 1987-burn, relative to the control. Sensible heat decreased by an even larger amount, by approximately 57% for the 1999-burn and 44% for the 1987-burn as compared with the control. Climate during spring and summer varied considerably among the 3 years. The three stands responded differently to this climate variability with consequences for surface energy exchange. As a result of earlier snow cover loss in 2003 and 2004, net radiation during spring increased substantially in the recently disturbed stands, but not in the control. In response to a sustained summer drought in 2004, latent heat decreased more in the 1987-burn during August than in the control. Our results imply that a shift in plant functional types expected to accompany increases in boreal fire activity may amplify interannual climate variability during both spring and summer.
International Nuclear Information System (INIS)
The concentration of a contaminant measured in a particular medium might be distributed as a positive random variable when it is present, but it may not always be present. If there is a level below which the concentration cannot be distinguished from zero by the analytical apparatus, a sample from such a population will be censored on the left. The presence of both zeros and positive values in the censored portion of such samples complicates the problem of estimating the parameters of the underlying positive random variable and the probability of a zero observation. Using the method of maximum likelihood, it is shown that the solution to this estimation problem reduces largely to that of estimating the parameters of the distribution truncated at the point of censorship. The maximum likelihood estimate of the proportion of zero values follows directly. The derivation of the maximum likelihood estimates for a lognormal population with zeros is given in detail, and the asymptotic properties of the estimates are examined. The estimation method was used to fit several different distributions to a set of severely censored 85Kr monitoring data from six locations at the Savannah River Plant chemical separations facilities
Time-dependent excitation and ionization modelling of absorption-line variability due to GRB080310
DEFF Research Database (Denmark)
Vreeswijk, P.M.; De Cia, A.
2013-01-01
We model the time-variable absorption of Feii, Feiii, Siii, Cii and Crii detected in Ultraviolet and Visual Echelle Spectrograph (UVES) spectra of gamma-ray burst (GRB) 080310, with the afterglow radiation exciting and ionizing the interstellar medium in the host galaxy at a redshift of z = 2.42743. To estimate the rest-frame afterglow brightness as a function of time, we use a combination of the optical VRI photometry obtained by the RAPTOR-T telescope array, which is presented in this paper, and Swift's X-Ray Telescope (XRT) observations. Excitation alone, which has been successfully applied for a handful of other GRBs, fails to describe the observed column density evolution in the case of GRB080310. Inclusion of ionization is required to explain the column density decrease of all observed Feii levels (including the ground state D) and increase of the Feiii S level. The large population of ions in this latter level (up to 10% of all Feiii) can only be explained through ionization of Feii, as a large fraction of the ionized Feii ions (we calculate 31% using the Flexible Atomic and Cowan codes) initially populate the S level of Feiii rather than the ground state. This channel for producing a significant Feiii S level population may be relevant for other objects in which absorption lines from this level, the UV34 triplet, are observed, such as broad absorption line (BAL) quasars and ¿ Carinae. This provides conclusive evidence for time-variable ionization in the circumburst medium, which to date has not been convincingly detected. However, the best-fit distance of the neutral absorbing cloud to the GRB is 200-400 pc, i.e. similar to GRB-absorber distance estimates for GRBs without any evidence for ionization. We find that the presence of time-varying ionization in GRB080310 is likely due to a combination of the super-solar iron abundance ([Fe/H] = +0.2) and the low Hi column density (log N(Hi) = 18.7) in the host of GRB080310. Finally, the modelling provides indications for the presence of an additional cloud at 10 50 pc from the GRB with log N(Hi) ~ 19 20 before the burst, which became fully ionized by the radiation released during the first few tens of minutes after the GRB. © 2012 ESO.
DEFF Research Database (Denmark)
Bogh, Morten K B; Schmedes, Anne V
2011-01-01
Ultraviolet-B (UV-B) radiation increases serum vitamin D level expressed as 25-hydroxyvitamin D(3) (25(OH)D), but the dose-response relationship and the importance of dose rate is unclear. Of 172 fair-skinned persons screened for 25(OH)D, 55 with insufficient baseline 25(OH)D=50 nm (mean 31.2 nm) were selected and randomized to one of 11 groups of five participants. Each group was exposed to one of four different UV-B doses: 0.375, 0.75, 1.5 or 3.0 standard erythema dose (SED) for 1, 5, 10 or 20 min. All participants had four UV-B sessions with 2- to 3-day interval with 24% of their skin exposed. Skin pigmentation and 25(OH)D were measured before and after the irradiations. The increase in 25(OH)D after UV-B exposure (adjusted for baseline 25(OH)D) was positively correlated with the UV-B dose (P=0.001; R(2) =0.176) but not to dose rate (1-20 min). 25(OH)D increased in response to four UV-B treatments of 3 SED with 24.8 nm on average and 14.2 nm after four UV-B treatments of just 0.375 SED. In conclusion, the increase in 25(OH)D after UV-B exposure depends on the dose but not on the dose rate (1-20 min). Further, a significant increase in 25(OH)D was achieved with a very low UV-B dose.
International Nuclear Information System (INIS)
One of the cooling concepts of the high-temperature corium melt which may form in a core meltdown accident relies on sufficiently homogeneous spreading. The conditions under which complete spreading can be expected are the objects of current theoretical and experimental studies. The lubrication approximation for low Reynolds number flows leads to an equation for which self-similar solutions for various conditions have been found by many authors. This paper offers self-similar solutions for the spreading of a volume of liquid which increases as a power law of time. The effect of cooling on the viscosity is represented by the time-dependent viscosity. A variety of spreading experiments have been performed within many international programs. The initial conditions and boundary conditions used are more complex than those for which self-similar solutions are known explicitly. Based on the asymptotic behavior, as t??, of solutions of the Cauchy problem for a quite general class of initial data, approximate solutions are given describing the spreading of finite volume with a time dependent flux release, and some of the high-temperature experiments are analyzed. The effect of bubbles on rheology in spreading experiments with water and shear-thinning fluids is investigated
International Nuclear Information System (INIS)
The linear response to a space- and time-dependent external disturbance of a system of dilute condensed composite bosons at zero temperature, as obtained from the linearized version of the time-dependent Gross-Pitaevskii equation, is shown to result also from the strong-coupling limit of the time-dependent BCS (or broken-symmetry random-phase) approximation for the constituent fermions subject to the same external disturbance. In this way, it is possible to connect excited-state properties of the bosonic and fermionic systems by placing the Gross-Pitaevskii equation in perspective with the corresponding fermionic approximations
Cropsey, Karen L.; Lane, Peter S.; Hale, Galen J.; Jackson, Dorothy O.; Clark, C. Brendan; Ingersoll, Karen S.; Islam, M. Aminul; Stitzer, Maxine L.
2011-01-01
Aims Recent studies have demonstrated the efficacy of both methadone and buprenorphine when used with opioid dependent men transitioning from prison to the community, but no studies have been conducted with women in the criminal justice (CJ) system. The aim of this study was to determine the efficacy of buprenorphine for relapse prevention among opioid dependent women in the CJ system transitioning back to the community. Methods 36 women under CJ supervision were recruited from an inpatient drug treatment facility that treats CJ individuals returning back to the community. Nine were enrolled in an open label buprenorphine arm then 27 were randomized to buprenorphine (n=15) or placebo (n=12; double-blind). All women completed baseline measures and started study medication prior to release. Participants were followed weekly, provided urine drug screens (UDS), received study medication for 12 weeks, and returned for a 3 month follow-up. Intent-to-treat analyses were performed for all time points through end-of-treatment (EOT). Results The majority of participants were Caucasian (88.9%), young (M±SD=31.8±8.4 years), divorced/separated (59.2%) women with at least a high school/GED education (M±SD =12±1.7 years). GEE analyses showed that buprenorphine was efficacious in maintaining abstinence across time compared to placebo. At End of Treatment, 92% of placebo and 33% of active medication participants were positive for opiates on urine drug screen (Chi-Square = 10.9, df=1; p<0.001). However, by the three month follow-up point, no differences were found between the two groups, with 83% of participants at follow-up positive for opiates. Conclusions Women in the CJ system who received buprenorphine prior to release from a treatment facility had fewer opiate positive UDS through the 12-weeks of treatment compared to women receiving placebo. Initiating buprenorphine in a controlled environment prior to release appears to be a viable strategy to reduce opiate use when transitioning back to the community. PMID:21782352
Pressel, Kyle G.; Collins, William D.; Desai, Ankur R.
2014-08-01
Recent studies have established that atmospheric water vapor fields exhibit spatial spectra that take the form of power laws and hence can be compactly characterized by scaling exponents. The power law scaling exponents have been shown to exhibit substantial vertical variability. In this work, Taylor's frozen turbulence hypothesis is used to infer the first-order spatial structure function and generalized detrended fluctuation function scaling exponents for scales between 1 km and 100 km. Both methods are used to estimate the Hurst exponent (H) using 10 Hz time series of water vapor measured at 396 m altitude from an Ameriflux tower in Wisconsin. Due to the diurnal cycle in the boundary layer height at the 396 m observational level, H may be estimated for both the daytime convective mixed layer and the nocturnal residual layer. Values of H? 1/3 are obtained for the convective mixed layer, while values of H> 1/2 apply in the nocturnal residual layer. The results are shown to be remarkably consistent with a similar analysis from satellite-based observations as reported in Pressel and Collins (2012).
Time-dependent excitation and ionization modelling of absorption-line variability due to GRB 080310
Vreeswijk, P M; Raassen, A J J; Smette, A; De Cia, A; Wo?niak, P R; Fox, A J; Vestrand, W T; Jakobsson, P
2012-01-01
We model the time-variable absorption of FeII, FeIII, SiII, CII and CrII detected in UVES spectra of GRB 080310, with the afterglow radiation exciting and ionizing the interstellar medium in the host galaxy at a redshift of z=2.42743. To estimate the rest-frame afterglow brightness as a function of time, we use a combination of the optical VRI photometry obtained by the RAPTOR-T telescope array -- which are presented in this paper -- and Swift's X-Ray Telescope observations. Excitation alone, which has been successfully applied for a handful of other GRBs, fails to describe the observed column-density evolution in the case of GRB 080310. Inclusion of ionization is required to explain the column-density decrease of all observed FeII levels (including the ground state 6D9/2) and increase of the FeIII 7S3 level. The large population of ions in this latter level (up to 10% of all FeIII) can only be explained through ionization of FeII, whereby a large fraction of the ionized FeII ions -- we calculate 31% using th...
Directory of Open Access Journals (Sweden)
Dinesh Sharma
2014-12-01
Full Text Available The coecient of determinant, also known as the R2 statistic, is widely used as a measure of theproportion of explained variation in the context of a linear regression model. In many real lifeevents, interests may lie on measuring the proportion of explained variation, rho^2, of a latent scaledependent variable U which follows a multiple regression model. But in practice, U may not beobservable and is represented by its binary proxy. In such situations, use of logistic regressionanalysis is a popular choice. Many analogues to R2 type statistics have been proposed to measureexplained variation in the context of logistic regression. McFadden's R2 measure stands out fromothers because of its intuitive interpretation and its independence on the proportion of successin the sample. It, however, severely underestimates the proportion of explained variation of theunderlying linear model. In this research we present a method for estimating the explained variationfor the underlying linear model using the McFadden's R2 statistics. When used in a real lifedataset, our method estimated rho^2 of the underlying model within an acceptable margin of error.
Chen, Xuhui; Liang, Edison; Boettcher, Markus
2011-01-01
(abridged) We present a new time-dependent multi-zone radiative transfer code and its application to study the SSC emission of Mrk 421. The code couples Fokker-Planck and Monte Carlo methods, in a 2D geometry. For the first time all the light travel time effects (LCTE) are fully considered, along with a proper treatment of Compton cooling, which depends on them. We study a set of simple scenarios where the variability is produced by injection of relativistic electrons as a `shock front' crosses the emission region. We consider emission from two components, with the second one either being pre-existing and co-spatial and participating in the evolution of the active region, or spatially separated and independent, only diluting the observed variability. Temporal and spectral results of the simulation are compared to the multiwavelength observations of Mrk 421 in March 2001. We find parameters that can adequately fit the observed SEDs and multiwavelength light curves and correlations. There remain however a few o...
Schildcrout, Jonathan S.; Mumford, Sunni L.; Chen, Zhen; Heagerty, Patrick J.; Rathouz, Paul J.
2012-01-01
Outcome-dependent sampling (ODS) study designs are commonly implemented with rare diseases or when prospective studies are infeasible. In longitudinal data settings, when a repeatedly measured binary response is rare, an ODS design can be highly efficient for maximizing statistical information subject to resource limitations that prohibit covariate ascertainment of all observations. This manuscript details an ODS design where individual observations are sampled with probabilities determined by an inexpensive, time-varying auxiliary variable that is related but is not equal to the response. With the goal of validly estimating marginal model parameters based on the resulting biased sample, we propose a semi-parametric, sequential offsetted logistic regressions (SOLR) approach. The SOLR strategy first estimates the relationship between the auxiliary variable and the response and covariate data by using an offsetted logistic regression analysis where the offset is used to adjust for the biased design. Results from the auxiliary variable model are then combined with the known or estimated sampling probabilities to formulate a second offset that is used to correct for the biased design in the ultimate target model relating the longitudinal binary response to covariates. Because the target model offset is estimated with SOLR, we detail asymptotic standard error estimates that account for uncertainty associated with the auxiliary variable model. Motivated by an analysis of the BioCycle Study (Gaskins et al., Effect of daily fiber intake on reproductive function: the BioCycle Study. American Journal of Clinical Nutrition 2009; 90(4): 1061–1069) that aims to describe the relationship between reproductive health (determined by luteinizing hormone levels) and fiber consumption, we examine properties of SOLR estimators and compare them with other common approaches. PMID:22086716
Amei, Amei; 10.1214/09-AAP668
2010-01-01
We derive a Poisson random field model for population site polymorphisms differences within and between two species that share a relatively recent common ancestor. The model can be either equilibrium or time inhomogeneous. We first consider a random field of Markov chains that describes the fate of a set of individual mutations. This field is approximated by a Poisson random field from which we can make inferences about the amounts of mutation and selection that have occurred in the history of observed aligned DNA sequences.
Randomized random walk on a random walk
International Nuclear Information System (INIS)
This paper discusses generalizations of the model introduced by Kehr and Kunter of the random walk of a particle on a one-dimensional chain which in turn has been constructed by a random walk procedure. The superimposed random walk is randomised in time according to the occurrences of a stochastic point process. The probability of finding the particle in a particular position at a certain instant is obtained explicitly in the transform domain. It is found that the asymptotic behaviour for large time of the mean-square displacement of the particle depends critically on the assumed structure of the basic random walk, giving a diffusion-like term for an asymmetric walk or a square root law if the walk is symmetric. Many results are obtained in closed form for the Poisson process case, and these agree with those given previously by Kehr and Kunter. (author)
Coelho, Carlos A.; Arnold, Barry C.
2012-09-01
The authors show how we may, through the use of some extended product expressions for the Gamma function and some detailed work on the characteristic functions of the negative logarithm of the product of particular independent Beta random variables, whose second parameters are rational, obtain in a single shot (i) simple expressions for both the probability density and cumulative distribution functions of this product, as well as, concomitantly (ii) very simple and easy to compute alternative finite form expressions for instances of the Meijer G and Fox H functions. These alternative expressions are based on the expressions for the probability density and cumulative distribution functions of the Generalized Integer Gamma distribution and they are not used or recognized by the available software.
Stotland, Alexander; Cohen, Doron
2010-01-01
Semi-linear response theory determines the absorption coefficient of a driven system using a resistor network calculation: Each unperturbed energy level of a particle in a vibrating trap, or of an electron in a mesoscopic ring, is regarded as a node ($n$) of the network; The transition rates ($w_{mn}$) between the nodes are regarded as the elements of a random matrix that describes the network. If the size-distribution of the connecting elements is wide (e.g. log-normal-like rather than Gaussian-like) the result for the absorption coefficient differs enormously from the conventional Kubo prediction of linear response theory. We use a generalized variable range hopping scheme for the analysis. In particular we apply this approach to obtain practical approximations for the conductance of mesoscopic rings. In this context Mott's picture of diffusion and localization is revisited.
Kozlov, G. G.
2011-01-01
The perturbation theory is developed for joint statistics of the advanced and retarded Green's functions of the 1D Schrodinger equation with a piecewise-constant random potential. Using this method, analytical expressions are obtained for spectral dependence of the degree of localization and for the limiting (at $t\\rightarrow\\infty$) probability to find the particle at the point it was located at $t = 0$ (Andeson criterion). Definition of the localization length is introduce...
Li, Hong-Dong; Xu, Qing-Song; Liang, Yi-Zeng
2012-08-31
The identification of disease-relevant genes represents a challenge in microarray-based disease diagnosis where the sample size is often limited. Among established methods, reversible jump Markov Chain Monte Carlo (RJMCMC) methods have proven to be quite promising for variable selection. However, the design and application of an RJMCMC algorithm requires, for example, special criteria for prior distributions. Also, the simulation from joint posterior distributions of models is computationally extensive, and may even be mathematically intractable. These disadvantages may limit the applications of RJMCMC algorithms. Therefore, the development of algorithms that possess the advantages of RJMCMC methods and are also efficient and easy to follow for selecting disease-associated genes is required. Here we report a RJMCMC-like method, called random frog that possesses the advantages of RJMCMC methods and is much easier to implement. Using the colon and the estrogen gene expression datasets, we show that random frog is effective in identifying discriminating genes. The top 2 ranked genes for colon and estrogen are Z50753, U00968, and Y10871_at, Z22536_at, respectively. (The source codes with GNU General Public License Version 2.0 are freely available to non-commercial users at: http://code.google.com/p/randomfrog/.). PMID:22840646
Hubbard, Alan; Munoz, Ivan Diaz; Decker, Anna; Holcomb, John B; Schreiber, Martin A; Bulger, Eileen M; Brasel, Karen J; Fox, Erin E; del Junco, Deborah J; Wade, Charles E; Rahbar, Mohammad H; Cotton, Bryan A; Phelan, Herb A; Myers, John G; Alarcon, Louis H; Muskat, Peter; Cohen, Mitchell J
2013-01-01
Background Prediction of outcome after injury is fraught with uncertainty and statistically beset by misspecified models. Single-time point regression only gives prediction and inference at one time, of dubious value for continuous prediction of ongoing bleeding. New statistical, machine learning techniques such as SuperLearner exist to make superior prediction at iterative time-points while also evaluating the changing relative importance of each measured variable on an outcome. This then can provide continuously changing prediction of outcome and evaluation of which clinical variables likely drive a particular outcome. Methods PROMMTT data was evaluated utilizing both naïve (standard stepwise logistic regression) and SuperLearner techniques to develop a time-dependent prediction of future mortality, within discrete time intervals. We avoided both under- and over-fitting using cross-validation to select an optimal combination of predictors among candidate predictors/machine learning algorithms. SuperLearner was also used to produce interval-specific robust measures of variable importance measures (VIM resulting in an ordered list of variables, by time-point) that have the strongest impact on future mortality. Results 980 patients had complete clinical and outcome data and were included in the analysis. The prediction of ongoing transfusion with SuperLearner was superior to the naïve approach for all time intervals (correlations of cross-validated predictions with the outcome were 0.819, 0.789, 0.792 for time intervals 30–90, 90–180, 180–360, >360 minutes. The estimated VIM of mortality also changed significantly at each time point Conclusions The SuperLeaner technique for prediction of outcome from a complex dynamic multivariate dataset is superior at each time interval to standard models. Additionally, the SuperLearner VIM at each time point provides insight into the time-specific drivers of future outcome, patient trajectory and targets for clinical intervention. Thus, this automated approach mimics clinical practice, changing form and content through time to optimize the accuracy of the prognosis based on the evolving trajectory of the patient. Level of Evidence Prospective, Level II PMID:23778512
Chen, Xuhui; Liang, Edison; Boettcher, Markus
2012-01-01
[abridged] We present results of modeling the SED and multiwavelength variability of the bright FSRQ PKS1510-089 with our time-dependent multizone Monte Carlo/Fokker-Planck code (Chen et al. 2001). As primary source of seed photons for inverse Compton scattering, we consider radiation from the broad line region (BLR), from the molecular torus, and the local synchrotron radiation (SSC). Different scenarios are assessed by comparing simulated light curves and SEDs with one of the best flares by PKS1510-089, in March 2009. The time-dependence of our code and its correct handling of light travel time effects allow us to fully take into account the effect of the finite size of the active region, and in turn to fully exploit the information carried by time resolved observed SEDs, increasingly available since the launch of Fermi. We confirm that the spectrum adopted for the external radiation has an important impact on the modeling of the SED, in particular for the lower energy end of the Compton component, observed...
Hester, Reid K.; Delaney, Harold D.; Campbell, William
2011-01-01
Objective: To evaluate the effectiveness of a web-based protocol, ModerateDrinking.com (MD; "www.moderatedrinking.com") combined with use of the online resources of Moderation Management (MM; "www.moderation.org") as opposed to the use of the online resources of MM alone. Method: We randomly assigned 80 problem drinkers to either the experimental…
Gatenby, S J; Ellis, P R; Morgan, L M; Judd, P A
1996-04-01
Fourteen patients with non-insulin-dependent diabetes (NIDDM) attended the study centre on 4 mornings separated by at least 3 days, to receive in random order 75 g carbohydrate breakfast meals of control or guar breads with jam and butter. Guar gum flours of low, medium, and high molecular weight (MW) were incorporated into wheat bread rolls to provide 7.6 g guar per meal. Venous blood samples were taken via an indwelling cannula in a forearm vein at fasting and at eight postprandial times and then analysed for blood glucose, plasma insulin, C-peptide, and gastric inhibitory polypeptide (GIP). Guar gum bread significantly reduced the postprandial rise in blood glucose, plasma insulin, and, except for bread containing low MW guar gum, plasma GIP levels compared to the control. Thus, the partial depolymerization of guar gum does not diminish its physiological activity. No reductions in postprandial plasma C-peptide levels were seen after any of the guar bread meals. This suggests that guar gum attenuates the insulin concentration in peripheral venous blood in patients with NIDDM by increasing the hepatic extraction of insulin. PMID:9162612
Fujii, Hiroyuki; Okawa, Shinpei; Yamada, Yukio; Hoshi, Yoko
2014-11-01
Numerical modeling of light propagation in random media has been an important issue for biomedical imaging, including diffuse optical tomography (DOT). For high resolution DOT, accurate and fast computation of light propagation in biological tissue is desirable. This paper proposes a space-time hybrid model for numerical modeling based on the radiative transfer and diffusion equations (RTE and DE, respectively) in random media under refractive-index mismatching. In the proposed model, the RTE and DE regions are separated into space and time by using a crossover length and the time from the ballistic regime to the diffusive regime, ?DA~10/?t? and tDA~20/v?t? where ?t? and v represent a reduced transport coefficient and light velocity, respectively. The present model succeeds in describing light propagation accurately and reduces computational load by a quarter compared with full computation of the RTE.
Tomita, Toshihiro; Miyaji, Kousuke
2015-04-01
The dependence of spatial and statistical distribution of random telegraph noise (RTN) in a 30 nm NAND flash memory on channel doping concentration NA and cell program state Vth is comprehensively investigated using three-dimensional Monte Carlo device simulation considering random dopant fluctuation (RDF). It is found that single trap RTN amplitude ?Vth is larger at the center of the channel region in the NAND flash memory, which is closer to the jellium (uniform) doping results since NA is relatively low to suppress junction leakage current. In addition, ?Vth peak at the center of the channel decreases in the higher Vth state due to the current concentration at the shallow trench isolation (STI) edges induced by the high vertical electrical field through the fringing capacitance between the channel and control gate. In such cases, ?Vth distribution slope ? cannot be determined by only considering RDF and single trap.
Scientific Electronic Library Online (English)
Gonzalo, Nápoles; Isel, Grau; Marilyn, Bello; Rafael, Bello.
2014-03-01
Full Text Available Particle Swarm Optimization (PSO) es un método de búsqueda no directo para la optimización numérica. Las principales ventajas de esta meta-heurística están relacionadas principalmente con su simplicidad, pocos parámetros y alta tasa de convergencia. En el PSO canónico usando una topología totalmente [...] conectada, una partícula ajusta su posición usando dos atractores: el mejor registro almacenado por el individuo y el mejor punto descubierto por la bandada completa. Este esquema conduce a un alto factor de convergencia, pero también deteriora la diversidad de la población progresivamente. Como resultado la bandada de partículas frecuentemente es atraída por puntos sub-óptimos. Una vez que las partículas han sido atraídas hacia un óptimo local, ellas continúan el proceso de búsqueda dentro de una región muy pequeña del espacio de soluciones, reduciendo las capacidades de exploración del algoritmo. Para tratar esta situación este artículo presenta una variante del procedimiento Random Sampling in Variable Neighborhoods (RSVN) usando una distribución de Lévy. Este algoritmo es capaz de mejorar notablemente la capacidad de búsqueda de los algoritmos PSO en problemas multimodales de optimización. Abstract in english Particle Swarm Optimization (PSO) is a non-direct search method for numerical optimization. The key advantages of this metaheuristic are principally associated to its simplicity, few parameters and high convergence rate. In the canonical PSO using a fully connected topology, a particle adjusts its p [...] osition by using two attractors: the best record stored for the current agent, and the best point discovered for the entire swarm. It leads to a high convergence rate, but also progressively deteriorates the swarm diversity. As a result, the particle swarm frequently gets attracted by sub-optimal points. Once the particles have been attracted to a local optimum, they continue the search process within a small region of the solution space, thus reducing the algorithm exploration. To deal with this issue, this paper presents a variant of the Random Sampling in Variable Neighborhoods (RSVN) procedure using a Lévy distribution, which is able to notably improve the PSO search ability in multimodal problems.
Muskens, Otto L; Lagendijk, Ad
2011-01-01
The frequency correlations of light in complex photonic media are of interest as a tool for characterizing the dynamical aspects of light diffusion. We demonstrate here that the frequency correlation shows a pronounced angle dependence both in transmission and in reflection geometries. Using a broadband white light supercontinuum, this angle dependence is characterized and explained theoretically by a combination of propagation effects outside the medium and coherent backscattering. We report a strong dependence of the coherent backscattering contribution on the scattering strength which cannot be explained by the diffusion theory. Our results indicate that coherent backscattering of the frequency correlation forms a sensitive probe for the breakdown of the diffusive regime near localization.
Chaudhary, S; Singh, K J; Roy, S B; Chaddah, P; Chaudhary, Sujeet; Singh, Kanwal Jeet
2000-01-01
We present results of transport measurements showing distinct path dependence of the electrical resistance in the superconducting vortex state of single crystal samples of CeRu$_2$ and V$_3$Si. Resistance measured in the vortex state of both the systems prepared by field cooling (FC), indicates a relatively higher degree of disorder than when it is prepared by isothermal variation of field. Small oscillations of magnetic field modify the resistance in the FC state, highlighting the metastable nature of that state. An analogy is drawn with the FC state of the random-field Ising systems.
Scientific Electronic Library Online (English)
Vladia, Correchel; Osny Oliveira Santos, Bacchi; Klaus, Reichardt; Isabella Clerici, De Maria.
2005-04-01
Full Text Available A precisão da técnica de análise da redistribuição do "fallout" do 137Cs nas avaliações das taxas de erosão são fortemente dependentes da qualidade de um inventário médio tomado em uma área de referência representativa. O conhecimento das fontes e do grau de variação da distribuição do "fallout" do [...] 137Cs desempenham um importante papel na aplicação desta técnica. Quatro áreas de referência foram selecionadas na região Sudeste do Brasil, sendo estas caracterizadas quanto aos aspectos físicos, químicos, mineralógicos do solo, assim como a variabilidade espacial dos inventários de 137Cs. Houve algumas diferenças importantes no padrão da distribuição do 137Cs em profundidade nos perfis de solo dos diferentes locais que, provavelmente, estão associadas às diferenças químicas, físicas, mineralógicas e biológicas dos solos estudados. Mas muitas questões ainda permanecem abertas para futuras investigações, principalmente em relação à adsorção e à dinâmica do 137Cs no perfil dos solos tropicais. A variabilidade espacial randômica (dentro de cada local de referência) foi maior do que a variabilidade espacial sistemática (entre áreas de referência), porém as causas disto não foram claramente identificadas, talvez em conseqüência da variabilidade química, física e/ou mineralógica bem como da precipitação. Abstract in english The precision of the 137Cs fallout redistribution technique for the evaluation of soil erosion rates is strongly dependent on the quality of an average inventory taken at a representative reference site. The knowledge of the sources and of the degree of variation of the 137Cs fallout spatial distrib [...] ution plays an important role on its use. Four reference sites were selected in the South-Central region of Brazil which were characterized in terms of soil chemical, physical and mineralogical aspects as well as the spatial variability of 137Cs inventories. Some important differences in the patterns of 137Cs depth distribution in the soil profiles of the different sites were found. They are probably associated to chemical, physical, mineralogical and biological differences of the soils but many questions still remain open for future investigation, mainly those regarding the adsorption and dynamics of the 137Cs ions in soil profiles under tropical conditions. The random spatial variability (inside each reference site) was higher than the systematic spatial variability (between reference sites) but their causes were not clearly identified as possible consequences of chemical, physical, mineralogical variability, and/or precipitation.
Yoon, Jun-Sik; Rim, Taiuk; Kim, Jungsik; Kim, Kihyun; Baek, Chang-Ki; Jeong, Yoon-Ha
2015-03-01
Random dopant fluctuation effects of gate-all-around inversion-mode silicon nanowire field-effect transistors (FETs) with different diameters and extension lengths are investigated. The nanowire FETs with smaller diameter and longer extension length reduce average values and variations of subthreshold swing and drain-induced barrier lowering, thus improving short channel immunity. Relative variations of the drain currents increase as the diameter decreases because of decreased current drivability from narrower channel cross-sections. Absolute variations of the drain currents decrease critically as the extension length increases due to decreasing the number of arsenic dopants penetrating into the channel region. To understand variability origins of the drain currents, variations of source/drain series resistance and low-field mobility are investigated. All these two parameters affect the variations of the drain currents concurrently. The nanowire FETs having extension lengths sufficient to prevent dopant penetration into the channel regions and maintaining relatively large cross-sections are suggested to achieve suitable short channel immunity and small variations of the drain currents.
Campus, G; Cagetti, M G; Cocco, F; Sale, S; Sacco, G; Strohmenger, L; Lingström, P
2011-01-01
The effect of magnolia bark extract (MBE) on different variables related to caries and gingivitis administered daily through a sugar-free chewing gum was evaluated. The study was performed with healthy adult volunteers at high risk for caries as a randomized double-blind interventional study. 120 subjects with a salivary mutans streptococci (MS) concentration ?10(5) CFU/ml and presence of bleeding on probing >25% were enrolled and divided into three groups: magnolia, xylitol and control. The study design included examinations at baseline, after 7 days, after 30 days of gum use and 7 days after the end of gum use. Plaque pH was assessed using the strip method following a sucrose challenge. Area under the curve (AUC(5.7) and AUC(6.2)) was recorded. Whole saliva was collected and the number of salivary MS (CFU/ml) was counted. Bleeding on probing was recorded as a proxy of dental plaque. Data were analyzed using ANOVA repeated measures. Magnolia gum significantly reduced plaque acidogenicity, MS salivary concentration and gingival bleeding compared to xylitol and control gums. Subjects from the magnolia and xylitol groups showed both MS concentration (p = 0.01 and 0.06, respectively) and AUC(5.7) (p = 0.01 and 0.04, respectively) to be significantly lower compared to baseline. Thirty-day use of a chewing gum containing MBE showed beneficial effects on oral health, including reduction of salivary MS, plaque acidogenicity and bleeding on probing. PMID:21822018
Commutators of free random variables
Nica, A; Nica, Alexandru; Speicher, Roland
1996-01-01
Let A be a unital $C^*$-algebra, given together with a specified state with respect to $\\phi$ (in the sense of the free probability theory of Voiculescu). Let us denote $c:=i(ab-ba)$, where the i in front of the commutator is introduced to make c selfadjoint. In this paper we show how the spectral distribution of c can be calculated from the spectral distributions of a and b. Some properties of the corresponding operation on probability measures are also discussed. The methods we use are combinatorial, based on the description of freeness in terms of non-crossing partitions; an important ingredient is the notion of R-diagonal pair, introduced and studied in our previous paper funct-an/9604012.
Bonten, Tobias N; Snoep, Jaapjan D; Assendelft, Willem J J; Zwaginga, Jaap Jan; Eikenboom, Jeroen; Huisman, Menno V; Rosendaal, Frits R; van der Bom, Johanna G
2015-04-01
Aspirin is used for cardiovascular disease (CVD) prevention by millions of patients on a daily basis. Previous studies suggested that aspirin intake at bedtime reduces blood pressure compared with intake on awakening. This has never been studied in patients with CVD. Moreover, platelet reactivity and CVD incidence is highest during morning hours. Bedtime aspirin intake may attenuate morning platelet reactivity. This clinical trial examined the effect of bedtime aspirin intake compared with intake on awakening on 24-hour ambulatory blood pressure measurement and morning platelet reactivity in patients using aspirin for CVD prevention. In this randomized open-label crossover trial, 290 patients were randomized to take 100 mg aspirin on awakening or at bedtime during 2 periods of 3 months. At the end of each period, 24-hour blood pressure and morning platelet reactivity were measured. The primary analysis population comprised 263 (blood pressure) and 133 (platelet reactivity) patients. Aspirin intake at bedtime did not reduce blood pressure compared with intake on awakening (difference systolic/diastolic: -0.1 [95% confidence interval, -1.0, 0.9]/-0.6 [95% confidence interval, -1.2, 0.0] mm?Hg). Platelet reactivity during morning hours was reduced with bedtime aspirin intake (difference: -22 aspirin reaction units [95% confidence interval, -35, -9]). The intake of low-dose aspirin at bedtime compared with intake on awakening did not reduce blood pressure of patients with CVD. However, bedtime aspirin reduced morning platelet reactivity. Future studies are needed to assess the effect of this promising simple intervention on the excess of cardiovascular events during the high risk morning hours. PMID:25691622
Ozawa, Rika; Nishimura, Osamu; Yazawa, Shigenobu; Muroi, Atsushi; Takabayashi, Junji; Arimura, Gen-ichiro
2012-11-01
Different organisms compensate for, and adapt to, environmental changes in different ways. In this way, environmental changes affect animal-plant interactions. In this study, we assessed the effect of temperature on a tritrophic system of the lima bean, the herbivorous spider mite Tetranychus urticae and the predatory mite Phytoseiulus persimilis. In this system, the plant defends itself against T. urticae by emitting volatiles that attract P. persimilis. Over 20-40 °C, the emission of volatiles by infested plants and the subsequent attraction of P. persimilis peaked at 30 °C, but the number of eggs laid by T. urticae adults and the number of eggs consumed by P. persimilis peaked at 35 °C. This indicates that the spider mites and predatory mites performed best at a higher temperature than that at which most volatile attractants were produced. Our data from transcriptome pyrosequencing of the mites found that P. persimilis up-regulated gene families for heat shock proteins (HSPs) and ubiquitin-associated proteins, whereas T. urticae did not. RNA interference-mediated gene suppression in P. persimilis revealed differences in temperature responses. Predation on T. urticae eggs by P. persimilis that had been fed PpHsp70-1 dsRNA was low at 35 °C but not at 25 °C when PpHsp70-1 expression was very high. Overall, our molecular and behavioural approaches revealed that the mode and tolerance of lima bean, T. urticae and P. persimilis are distinctly affected by temperature variability, thereby making their tritrophic interactions temperature dependent. PMID:23043221
Yüksel, Yusuf; Vatansever, Erol; Ak?nc?, Umit; Polat, Hamza
2012-05-01
Nonequilibrium behavior and dynamic phase-transition properties of a kinetic Ising model under the influence of periodically oscillating random fields have been analyzed within the framework of effective-field theory based on a decoupling approximation. A dynamic equation of motion has been solved for a simple-cubic lattice (q=6) by utilizing a Glauber-type stochastic process. Amplitude of the sinusoidally oscillating magnetic field is randomly distributed on the lattice sites according to bimodal and trimodal distribution functions. For a bimodal type of amplitude distribution, it is found in the high-frequency regime that the dynamic phase diagrams of the system in the temperature versus field amplitude plane resemble the corresponding phase diagrams of the pure kinetic Ising model. Our numerical results indicate that for a bimodal distribution, both in the low- and high-frequency regimes, the dynamic phase diagrams always exhibit a coexistence region in which the stationary state (ferro or para) of the system is completely dependent on the initial conditions, whereas for a trimodal distribution, the coexistence region disappears depending on the values of the system parameters. PMID:23004719
International Nuclear Information System (INIS)
Models of galaxy and halo clustering commonly assume that the tracers can be treated as a continuous field locally biased with respect to the underlying mass distribution. In the peak model pioneered by Bardeen et al.[Astrophys. J. 304, 15 (1986)], one considers instead density maxima of the initial, Gaussian mass density field as an approximation to the formation site of virialized objects. In this paper, the peak model is extended in two ways to improve its predictive accuracy. First, we derive the two-point correlation function of initial density peaks up to second order and demonstrate that a peak-background split approach can be applied to obtain the k-independent and k-dependent peak bias factors at all orders. Second, we explore the gravitational evolution of the peak correlation function within the Zel'dovich approximation. We show that the local (Lagrangian) bias approach emerges as a special case of the peak model, in which all bias parameters are scale independent and there is no statistical velocity bias. We apply our formulas to study how the Lagrangian peak biasing, the diffusion due to large scale flows, and the mode coupling due to nonlocal interactions affect the scale dependence of bias from small separations up to the baryon acoustic oscillation (BAO) scale. For 2? density peaks collapsing at z=0.3, our model predicts a ?5% residual scale-dependent bias around the acoustic scale that arises mostly from first order Lagrangian peak biasing (as oppo order Lagrangian peak biasing (as opposed to second order gravity mode coupling). We also search for a scale dependence of bias in the large scale autocorrelation of massive halos extracted from a very large N-body simulation provided by the MICE Collaboration. For halos with mass M > or approx. 1014M·/h, our measurements demonstrate a scale-dependent bias across the BAO feature which is very well reproduced by a prediction based on the peak model.
Directory of Open Access Journals (Sweden)
Coll-de-Tuero Gabriel
2012-08-01
Full Text Available Abstract Background Kidney disease is associated with an increased total mortality and cardiovascular morbimortality in the general population and in patients with Type 2 diabetes. The aim of this study is to determine the prevalence of kidney disease and different types of renal disease in patients with type 2 diabetes (T2DM. Methods Cross-sectional study in a random sample of 2,642 T2DM patients cared for in primary care during 2007. Studied variables: demographic and clinical characteristics, pharmacological treatments and T2DM complications (diabetic foot, retinopathy, coronary heart disease and stroke. Variables of renal function were defined as follows: 1 Microalbuminuria: albumin excretion rate & 30 mg/g or 3.5 mg/mmol, 2 Macroalbuminuria: albumin excretion rate & 300 mg/g or 35 mg/mmol, 3 Kidney disease (KD: glomerular filtration rate according to Modification of Diet in Renal Disease 2 and/or the presence of albuminuria, 4 Renal impairment (RI: glomerular filtration rate 2, 5 Nonalbuminuric RI: glomerular filtration rate 2 without albuminuria and, 5 Diabetic nephropathy (DN: macroalbuminuria or microalbuminuria plus diabetic retinopathy. Results The prevalence of different types of renal disease in patients was: 34.1% KD, 22.9% RI, 19.5% albuminuria and 16.4% diabetic nephropathy (DN. The prevalence of albuminuria without RI (13.5% and nonalbuminuric RI (14.7% was similar. After adjusting per age, BMI, cholesterol, blood pressure and macrovascular disease, RI was significantly associated with the female gender (OR 2.20; CI 95% 1.86–2.59, microvascular disease (OR 2.14; CI 95% 1.8–2.54 and insulin treatment (OR 1.82; CI 95% 1.39–2.38, and inversely associated with HbA1c (OR 0.85 for every 1% increase; CI 95% 0.80–0.91. Albuminuria without RI was inversely associated with the female gender (OR 0.27; CI 95% 0.21–0.35, duration of diabetes (OR 0.94 per year; CI 95% 0.91–0.97 and directly associated with HbA1c (OR 1.19 for every 1% increase; CI 95% 1.09–1.3. Conclusions One-third of the sample population in this study has KD. The presence or absence of albuminuria identifies two subgroups with different characteristics related to gender, the duration of diabetes and metabolic status of the patient. It is important to determine both albuminuria and GFR estimation to diagnose KD.
Kayri, Murat; Gunuc, Selim
2010-01-01
Internet dependency is going to expand into social life in wide area whereas it has been accepted as a pathological and psychological disease. Knowing the basic effects of internet dependency is an inevitable approach to use the internet technology healthy. In this study, internet dependency levels of 754 students were examined with the Internet…
Asymptotic behaviour of random walks with correlated temporal structure
Magdziarz, Marcin; Szczotka, W?adys?aw; Z?ebrowski, Piotr
2013-01-01
We introduce a continuous-time random walk process with correlated temporal structure. The dependence between consecutive waiting times is generated by weighted sums of independent random variables combined with a reflecting boundary condition. The weights are determined by the memory kernel, which belongs to the broad class of regularly varying functions. We derive the corresponding diffusion limit and prove its subdiffusive character. Analysing the set of corresponding coupled Langevin equa...
Random Spatial Structure of Geometric Deformations and Bayesian Nonparametrics
Seiler, Christof; Pennec, Xavier; Holmes, Susan
2013-01-01
Our work is motivated by the geometric study of lower back pain from patient CT images. In this paper, we take a first step towards that goal by introducing a data-driven way of identifying anatomical regions of interest. We propose a probabilistic model of the geometrical variability and describe individual patients as noisy deformations of a random spatial structure (modeled as regions) from a common template. The random regions are generated using the distance dependent Chinese Restaurant ...
The flux-dependent amplitude of broadband noise variability in X-ray binaries and active galaxies
Uttley, P; Uttley, Philip; Hardy, Ian M. Mc
2001-01-01
Standard shot-noise models, which seek to explain the broadband noise variability that characterises the X-ray lightcurves of X-ray binaries and active galaxies, predict that the power spectrum of the X-ray lightcurve is stationary (i.e. constant amplitude and shape) on short time-scales. We show that the broadband noise power spectra of the black hole candidate Cyg X-1 and the accreting millisecond pulsar SAX J1808.4-3658 are intrinsically non-stationary, in that RMS variability scales linearly with flux. Flux-selected power spectra confirm that this effect is due to changes in power-spectral amplitude and not shape. The lightcurves of three Seyfert galaxies are also consistent with a linear relationship between RMS variability and flux, suggesting that it is an intrinsic feature of the broadband noise variability in compact accreting systems over more than 6 decades of central object mass. The RMS variability responds to flux variations on all measured time-scales, raising fundamental difficulties for shot-...
A New Method for Local Dependence Map and Its Applications
U?c?er, Burcu H.; Ege Oruc?, O?zlem
2009-01-01
Objective: This work introduces a new method to construct local dependence map based on the estimate for the linear local dependence function H(x,y), which is generalization of Pearson correlation coefficient. The new local dependence map demonstrates a practical tool for local dependence structure between two random variables. The analysis of theoretical concepts is verified by an application based on real datasets in endocrinology. Material and Methods: The method, local dependence map, req...
Directory of Open Access Journals (Sweden)
Brissette Suzanne
2011-07-01
Full Text Available Abstract Background Substitution with opioid-agonists (e.g., methadone has shown to be an effective treatment for chronic long-term opioid dependency. Patient satisfaction with treatment has been associated with improved addiction treatment outcomes. However, there is a paucity of studies evaluating patients' satisfaction with Opioid Substitution Treatment (OST. In the present study, participants' satisfaction with OST was evaluated at 3 and 12 months. We sought to test the relationship between satisfaction and patients' characteristics, the treatment modality received and treatment outcomes. Methods Data from a randomized controlled trial, the North American Opiate Medication Initiative (NAOMI, conducted in Vancouver and Montreal (Canada between 2005-2008, was analyzed. The NAOMI study compared the effectiveness of oral methadone vs. injectable diacetylmorphine over 12 months. A small sub-group of patients received injectable hydromorphone on a double blind basis with diacetylmorphine. The Client Satisfaction Questionnaire (CSQ-8 was used to measure satisfaction with treatment. CSQ-8 scores, as well as retention and response to treatment, did not differ between those receiving hydromorphone and diacetylmorphine at 3 or 12 months assessments; therefore, these two groups were analyzed together as the 'injectable' treatment group. Results A total of 232 (92% and 237 (94% participants completed the CSQ-8 at 3 and 12 months, respectively. Participants in both groups were highly satisfied with treatment. Independent of treatment group, participants satisfied with treatment at 3 months were more likely to be retained at 12 months. Multivariate analysis indicated that satisfaction was greater among those randomized to the injection group after controlling for treatment effectiveness. Participants who were retained, responded to treatment, and had fewer psychological symptoms were more satisfied with treatment. Finally, open-ended comments were made by 149 (60.3% participants; concerns about the randomization process and the study ending were most commonly reported by participants receiving the oral and injectable medications, respectively. Conclusions The higher satisfaction among those receiving medically prescribed injectable diacetylmorphine (or hydromorphone supports current evidence regarding the attractiveness of this treatment for long-term, opioid-dependent individuals not benefiting sufficiently from other treatments. In addition, the measurement of treatment satisfaction provides valuable information about participants at risk of relapse and in need of additional services. Trial Registration ClinicalTrials.gov Identifier: NCT00175357
Phase Transition in Unrestricted Random SAT
Schuh, Bernd R
2012-01-01
For random CNF formulae with m clauses, n variables and an unrestricted number of literals per clause the transition from high to low satisfiability can be determined exactly for large n. The critical density m/n turns out to be strongly n-dependent, ccr = ln(2)/(1-p)^^n, where pn is the mean number of positive literals per clause.This is in contrast to restricted random SAT problems (random K-SAT), where the critical ratio m/n is a constant. All transition lines are calculated by the second moment method applied to the number of solutions N of a formula. In contrast to random K-SAT, the method does not fail for the unrestricted model, because long range interactions between solutions are not cut off by disorder.
Dimensions of random affine code tree fractals
Järvenpää, Esa; Käenmäki, Antti; Koivusalo, Henna; Stenflo, Örjan; Suomala, Ville
2012-01-01
We calculate the almost sure Hausdorff dimension for a general class of random affine planar code tree fractals. The set of probability measures describing the randomness includes natural measures in random $V$-variable and homogeneous Markov constructions.
International Nuclear Information System (INIS)
We propose a collective rotation-vibration Hamiltonian of nuclei in which the axial quadrupole ?2 and octupole ?3 variables are coupled through the centrifugal interaction. We consider that the system oscillates between positive and negative ?3-values by rounding a potential core in the (?2,?3)- space. We examine the effect of the 'rounding' in the structure of the spectrum
DEFF Research Database (Denmark)
Olsen, Thomas; Thygesen, Kristian Sommer
2014-01-01
We investigate various approximations to the correlation energy of a H2 molecule in the dissociation limit, where the ground state is poorly described by a single Slater determinant. The correlation energies are derived from the density response function and it is shown that response functions derived from Hedin's equations (Random Phase Approximation (RPA), Time-dependent Hartree-Fock (TDHF), Bethe-Salpeter equation (BSE), and Time-Dependent GW) all reproduce the correct dissociation limit. We also show that the BSE improves the correlation energies obtained within RPA and TDHF significantly for intermediate binding distances. A Hubbard model for the dimer allows us to obtain exact analytical results for the various approximations, which is readily compared with the exact diagonalization of the model. Moreover, the model is shown to reproduce all the qualitative results from the ab initio calculations and confirms that BSE greatly improves the RPA and TDHF results despite the fact that the BSE excitation spectrum breaks down in the dissociation limit. In contrast, second order screened exchange gives a poor description of the dissociation limit, which can be attributed to the fact that it cannot be derived from an irreducible response function. (C) 2014 AIP Publishing LLC.
Computer-Assisted Dieting: Effects of a Randomized Nutrition Intervention
Schroder, Kerstin E. E.
2011-01-01
Objectives: To compare the effects of a computer-assisted dieting intervention (CAD) with and without self-management training on dieting among 55 overweight and obese adults. Methods: Random assignment to a single-session nutrition intervention (CAD-only) or a combined CAD plus self-management group intervention (CADG). Dependent variables were…
Childs, D. Z.; Rees, M.; Rose, K. E.; Grubb, P. J.; Ellner, S. P.
2004-01-01
Understanding why individuals delay reproduction is a classic problem in evolutionary biology. In plants, the study of reproductive delays is complicated because growth and survival can be size and age dependent, individuals of the same size can grow by different amounts and there is temporal variation in the environment. We extend the recently developed integral projection approach to include size- and age-dependent demography and temporal variation. The technique is then applied to a long-t...
Griffin, Leslie Little
The purpose of this study was to determine the relationship of selected cognitive abilities and physical science misconceptions held by preservice elementary teachers. The cognitive abilities under investigation were: formal reasoning ability as measured by the Lawson Classroom Test of Formal Reasoning (Lawson, 1978); working memory capacity as measured by the Figural Intersection Test (Burtis & Pascual-Leone, 1974); verbal intelligence as measured by the Acorn National Academic Aptitude Test: Verbal Intelligence (Kobal, Wrightstone, & Kunze, 1944); and field dependence/independence as measured by the Group Embedded Figures Test (Witkin, Oltman, & Raskin, 1971). The number of physical science misconceptions held by preservice elementary teachers was measured by the Misconceptions in Science Questionnaire (Franklin, 1992). The data utilized in this investigation were obtained from 36 preservice elementary teachers enrolled in two sections of a science methods course at a small regional university in the southeastern United States. Multiple regression techniques were used to analyze the collected data. The following conclusions were reached following an analysis of the data. The variables of formal reasoning ability and verbal intelligence were identified as having significant relationships, both individually and in combination, to the dependent variable of selected physical science misconceptions. Though the correlations were not high enough to yield strong predictors of physical science misconceptions or strong relationships, they were of sufficient magnitude to warrant further investigation. It is recommended that further investigation be conducted replicating this study with a larger sample size. In addition, experimental research should be implemented to explore the relationships suggested in this study between the cognitive variables of formal reasoning ability and verbal intelligence and the dependent variable of selected physical science misconceptions. Further research should also focus on the detection of a broad range of science misconceptions among preservice elementary teachers.
Buenzli, Esther; Morley, Caroline V; Flateau, Davin; Showman, Adam P; Burrows, Adam; Marley, Mark S; Lewis, Nikole K; Reid, I Neill
2012-01-01
Heterogeneous clouds or temperature perturbations in rotating brown dwarfs produce variability in the observed flux. We report time-resolved simultaneous observations of the variable T6.5 brown dwarf 2MASSJ22282889-431026 over the wavelength ranges 1.1-1.7 microns and broadband 4.5 microns. Spectroscopic observations were taken with Wide Field Camera 3 onboard the Hubble Space Telescope and photometry with the Spitzer Space Telescope. The object shows sinusoidal infrared variability with a period of 1.4 hours at most wavelengths with peak-to-peak amplitudes between 1.45% and 5.3% of the mean flux. While the light curve shapes are similar at all wavelengths, their phases differ from wavelength to wavelength with a maximum difference of more than half of a rotational period. We compare the spectra with atmospheric models of different cloud prescriptions, from which we determine the pressure levels probed at different wavelengths. We find that the phase lag increases with decreasing pressure level, or higher alt...
Sani, Claudia; Grilli, Leonardo
2011-01-01
The performance of a school system can be evaluated through the learning levels of the pupils, usually summarized by school mean scores. The variability of the mean scores among schools is rarely studied in detail, though it is a crucial issue especially in primary schools: in fact, a high variability among schools raises doubts on the capacity of…
Mott law as lower bound for a random walk in a random environment
Faggionato, A; Spehner, D
2004-01-01
We consider a random walk on the support of a stationary simple point process on $R^d$, $d\\geq 2$ which satisfies a mixing condition w.r.t.the translations or has a strictly positive density uniformly on large enough cubes. Furthermore the point process is furnished with independent random bounded energy marks. The transition rates of the random walk decay exponentially in the jump distances and depend on the energies through a factor of the Boltzmann-type. This is an effective model for the phonon-induced hopping of electrons in disordered solids within the regime of strong Anderson localization. We show that the rescaled random walk converges to a Brownian motion whose diffusion coefficient is bounded below by Mott's law for the variable range hopping conductivity at zero frequency. The proof of the lower bound involves estimates for the supercritical regime of an associated site percolation problem.
International Nuclear Information System (INIS)
As shown by Christensen et al. , temperature-induced stresses or strains can have a strong influence on the frequency-dependent specific heat, especially of thin layers of viscoelastic materials near the glass transition. Thus, both the mathematical representation and the physical understanding of these couplings are essential for the interpretation of temperature-modulated DSC data. The approach provided in this paper is based on thermodynamics with internal state variables. It thus differs from the transfer-matrix method which has been applied in Refs. and constitutes a thermodynamic basis from a different point of view for the interpretation of the results obtained in Refs. . Furthermore, although not the object of this paper, time-domain simulations can also be done with the model presented thus allowing for the calculation of temperature-ramping experiments and effects observed therein . The approach in this paper is restricted to one-dimensional states of stress and strain to focus on the main idea and keep the mathematical formalism to a minimum. The Gibbs free energy is chosen as thermodynamic potential and the primary variables - the stress and the temperature - are supplemented by a set of internal state variables which is introduced to include history-dependent and hence viscoelastic effects. The Gibbs free energy is approximated up to second order terms in the vicinity of a reference state. Employing the Legendre transform, a corresponding expression for transform, a corresponding expression for the Helmhotz free energy is obtained. Evaluating the laws of thermodynamics, explicit frequency-dependent expressions for the specific heat under constant stress or strain, the thermal expansion behaviour as well as the mechanical response functions are obtained. Recently published formulations of the Prigogine-Defay ratio can also be derived from the proposed constitutive model.
Elmegreen, B G
1999-01-01
Observed variations in the slope of the initial stellar mass function are shown to be consistent with a model in which the protostellar gas is randomly sampled from hierarchical clouds at a rate proportional to the square root of the local density. RMS variations in the IMF slope around the Salpeter value are +/- 0.4 when only 100 stars are observed, and +/- 0.1 when 1000 stars are observed. The hierarchical-sampling model also reproduces the tendency for massive stars to form closer to the center of a cloud, at a time somewhat later than the formation time of the lower mass stars. The assumed density dependence for the star formation rate is shown to be appropriate for turbulence compression, magnetic diffusion, gravitational collapse, and clump or wavepacket coalescence. The low mass flattening in the IMF comes from the inability of gas to form stars below the thermal Jeans mass at typical temperatures and pressures. Consideration of heating and cooling processes indicate why the thermal Jeans mass should b...
Dynamic Quantum Allocation and Swap-Time Variability in Time-Sharing Operating Systems.
Bhat, U. Narayan; Nance, Richard E.
The effects of dynamic quantum allocation and swap-time variability on central processing unit (CPU) behavior are investigated using a model that allows both quantum length and swap-time to be state-dependent random variables. Effective CPU utilization is defined to be the proportion of a CPU busy period that is devoted to program processing, i.e.…
Portfolio Risk and Dependence Modeling
Arsalan Azamighaimasi
2012-01-01
This paper has considered portfolio credit risk with a focus on two approaches, the factor model, and copula model. We have reviewed two models with emphasis on the joint default probably. The copula function describes the dependence structure of a multivariate random variable, in this paper, it used as a practical to simulation of generate portfolio with different copula, and we only used Gaussian and t–copula case. We generated portfolio default distributions and studied the sensitivity o...
Bronner, Guido; Goss, Kai-Uwe
2011-02-15
For modeling the sorption of organic compounds in soils it is typically assumed that the organic carbon/water partitioning coefficient (Koc) of neutral organic chemicals can be treated as a constant property that remains unaffected by the type of soil organic matter as well as pH in the soil solution. Here the validity of these assumptions is evaluated with a large and diverse experimental data set of our own and literature data. To this end sorption experiments with 3 different soils and one peat were carried out using a column method. Differences in log Koc at pH values of 4.5 and 7.2 were on average humic matter has no significant influence on sorption. The soil-to-soil variability of Koc was within factor of 3 regardless of the type of chemicals. The Pahokee Peat standard from the International Humic Substances Society appears to represent Koc in solid soil organic matter from different origins with an accuracy of ±0.23 log units (root-mean-square error). The comparison of the sorption data in Pahokee Peat with literature sorption data from the air in hydrated humic and fulvic acids suggested that the thermodynamic cycle for converting sorption data between air and water is applicable provided that for small, highly polar chemicals an additional water phase in the hydrated organic matter is considered. PMID:21194206
Jalnine, Alexey Yu; Osbaldestin, Andrew H
2005-01-01
A transition from a smooth torus to a chaotic attractor in quasiperiodically forced dissipative systems may occur after a finite number of torus-doubling bifurcations. In this paper we investigate the underlying bifurcational mechanism, which is responsible for the termination of the torus-doubling cascades on the routes to chaos in invertible maps under external quasiperiodic forcing. We consider the structure in the vicinity of a smooth attracting invariant curve (torus) in the quasiperiodically forced Hénon map and characterize it in terms of Lyapunov vectors, which determine the directions of contraction for an element of phase space in a vicinity of the torus. When the dependence of the Lyapunov vectors upon the angle variable on the torus is smooth, regular torus-doubling bifurcation takes place. On the other hand, we observe a transition consisting of the appearance of a nonsmooth dependence of the Lyapunov vectors upon the angle variable on the torus. We show that torus doubling becomes impossible after this transition has occurred, although the attractor of the system still remains a smooth torus. We illustrate how the transition terminates the torus-doubling bifurcation line in the parameter space with the torus transforming directly into a strange nonchaotic attractor. We argue that the transition plays a key role in mechanisms of the onset of chaos in quasiperiodically forced invertible dynamical systems. PMID:15697697
International Nuclear Information System (INIS)
A new time-dependent neutron transport method based on the method of characteristics (MOC) has been developed. Whereas most spatial kinetics methods treat time dependence through temporal discretization, this new method treats time dependence by defining the characteristics to span space and time. In this implementation regions are defined in space-time where the thickness of the region in time fulfills an analogous role to the time step in discretized methods. The time dependence of the local source is approximated using a truncated Taylor series expansion with high order derivatives approximated using backward differences, permitting the solution of the resulting space-time characteristic equation. To avoid a drastic increase in computational expense and memory requirements due to solving many discrete characteristics in the space-time planes, the temporal variation of the boundary source is similarly approximated. This allows the characteristics in the space-time plane to be represented analytically rather than discretely, resulting in an algorithm comparable in implementation and expense to one that arises from conventional time integration techniques. Furthermore, by defining the boundary flux time derivative in terms of the preceding local source time derivative and boundary flux time derivative, the need to store angularly-dependent data is avoided without approximating the angular dependence of the angular flux time derivative. The accuracy of this method is assessed through implementation in the neutron transport code DeCART. The method is employed with variable-order local source representation to model a TWIGL transient. The results demonstrate that this method is accurate and more efficient than the discretized method. (authors)
Directory of Open Access Journals (Sweden)
Zenovia Olteanu
2013-12-01
Full Text Available Lonicera caerulea var. kamtschatica is a species with multiple uses mainly due to the valuable biologicallyactive substances with high antioxidative potential. The anthocianins occupy an important place in inducing the health-protective benefits of the berries of this species. The aim of our work was to determine the total anthocyanin and drymatter amounts in the fruits collected from Romanian selections of blue honeysuckle, preserved by freezing (three monthsin refrigerator and drying at 60°C (to constant weight. The obtained results showed that the storage conditions havegenerally influenced the anthocyanin content. Thus, in freezing storage conditions, the anthocyanin amount eitherdecreased (C, SL6, SL8, SL15 or increased (SL17, SL57, depending on the biological material, whereas the dryingpreservation declined the anthocyanin level with ~ 80%, also varying with the selections of blue honeysuckle.
Randomized response: analysis in Mplus
Hox, J. J.; Lensvelt-mulders, G. J. L. M.
2004-01-01
This article describes a technique to analyze randomized response data using available structural equation modeling (SEM) software. The randomized response technique was developed to obtain estimates that are more valid when studying sensitive topics. The basic feature of all randomized response methods is that the data are deliberately contaminated with error. This makes it difficult to relate randomized responses to explanatory variables. In this tutorial, we present an appro...
Modeling Randomness in Judging Rating Scales with a Random-Effects Rating Scale Model
Wang, Wen-Chung; Wilson, Mark; Shih, Ching-Lin
2006-01-01
This study presents the random-effects rating scale model (RE-RSM) which takes into account randomness in the thresholds over persons by treating them as random-effects and adding a random variable for each threshold in the rating scale model (RSM) (Andrich, 1978). The RE-RSM turns out to be a special case of the multidimensional random…
Doubly Robust-Type Estimation for Covariate Adjustment in Latent Variable Modeling
Hoshino, Takahiro
2007-01-01
Due to the difficulty in achieving a random assignment, a quasi-experimental or observational study design is frequently used in the behavioral and social sciences. If a nonrandom assignment depends on the covariates, multiple group structural equation modeling, that includes the regression function of the dependent variables on the covariates…
Variable probability sampling may be less efficient than simple random sampling if the response variable, y, is not highly positively correlated with the auxiliary variable, x, used to select the sample. imulation results using binary and continuous response variables demonstrate...
Kostrykin, V; Kostrykin, Vadim; Schrader, Robert
2004-01-01
We consider a Laplace operator on a random graph consisting of infinitely many loops joined symmetrically by intervals of unit length. The arc lengths of the loops are considered to be independent, identically distributed random variables. The integrated density of states of this Laplace operator is shown to have discontinuities provided that the distribution of arc lengths of the loops has a nontrivial pure point part. Some numerical illustrations are also presented.
Scientific Electronic Library Online (English)
Luanda A. C., Grecco; Natália A. C., Duarte; Nelci, Zanon; Manuela, Galli; Felipe, Fregni; Claudia S., Oliveira.
2014-10-01
Full Text Available Background: Transcranial direct-current stimulation (tDCS) has been widely studied with the aim of enhancing local synaptic efficacy and modulating the electrical activity of the cortex in patients with neurological disorders. Objective: The purpose of the present study was to determine the ef [...] fect of a single session of tDCS regarding immediate changes in spatiotemporal gait and oscillations of the center of pressure (30 seconds) in children with cerebral palsy (CP). Method: A randomized controlled trial with a blinded evaluator was conducted involving 20 children with CP between six and ten years of age. Gait and balance were evaluated three times: Evaluation 1 (before the stimulation), Evaluation 2 (immediately after stimulation), and Evaluation 3 (20 minutes after the stimulation). The protocol consisted of a 20-minute session of tDCS applied to the primary motor cortex at an intensity of 1 mA. The participants were randomly allocated to two groups: experimental group - anodal stimulation of the primary motor cortex; and control group - placebo transcranial stimulation. Results: Significant reductions were found in the experimental group regarding oscillations during standing in the anteroposterior and mediolateral directions with eyes open and eyes closed in comparison with the control group (p
Directory of Open Access Journals (Sweden)
Rosemann Thomas
2011-04-01
Full Text Available Abstract Background The purpose of this study was to investigate the effect of short-term supplementation of amino acids before and during a 100 km ultra-marathon on variables of skeletal muscle damage and muscle soreness. We hypothesized that the supplementation of amino acids before and during an ultra-marathon would lead to a reduction in the variables of skeletal muscle damage, a decrease in muscle soreness and an improved performance. Methods Twenty-eight experienced male ultra-runners were divided into two groups, one with amino acid supplementation and the other as a control group. The amino acid group was supplemented a total of 52.5 g of an amino acid concentrate before and during the 100 km ultra-marathon. Pre- and post-race, creatine kinase, urea and myoglobin were determined. At the same time, the athletes were asked for subjective feelings of muscle soreness. Results Race time was not different between the groups when controlled for personal best time in a 100 km ultra-marathon. The increases in creatine kinase, urea and myoglobin were not different in both groups. Subjective feelings of skeletal muscle soreness were not different between the groups. Conclusions We concluded that short-term supplementation of amino acids before and during a 100 km ultra-marathon had no effect on variables of skeletal muscle damage and muscle soreness.
Directory of Open Access Journals (Sweden)
A. K. Bhunia
2011-04-01
Full Text Available In this paper, a single item deterministic inventory model with two separate warehouses called owned warehouse/show-room (OW and rented warehouse (RW is developed. The proposed model of this paper also considers a realistic assumption regarding the storage capacity of the rented warehouse. Demand is a function of selling price, advertisement of an item and displayed inventory level in OW. The stocks of RW are shipped to OW under bulk release pattern where shortages are not allowed. We discuss different scenarios of the proposed model to address relative size of stock dependency parameters and the capacity of owned warehouse. For each scenario, the corresponding problem is formulated as a constrained mixed integer nonlinear programming problem with three integer and two non-integer variables and a real coded genetic algorithm (RCGA is developed to solve the resulted problem. The proposed model of the paper is also examined using some numerical examples and sensitivity analysis is performed.
DEFF Research Database (Denmark)
Moeller, Niels C; Korsholm, Lars
2008-01-01
BACKGROUND: Potentially, unit-specific in-vitro calibration of accelerometers could increase field data quality and study power. However, reduced inter-unit variability would only be important if random instrument variability contributes considerably to the total variation in field data. Therefore, the primary aim of this study was to calculate and apply unit-specific calibration factors in multiple accelerometers in order to examine the impact on random output variation caused by inter-instrument variability. METHODS: Instrument-specific calibration factors were estimated in 25 MTI- and 53 CSA accelerometers in a mechanical setup using four different settings varying in frequencies and/or amplitudes. Calibration effect was analysed by comparing raw and calibrated data after applying unit-specific calibration factors to data obtained during quality checks in a mechanical setup and to data collected during free living conditions. RESULTS: Calibration reduced inter-instrument variability considerably in the mechanical setup, both in the MTI instruments (raw SDbetween units = 195 counts*min-1 vs. calibrated SDbetween units = 65 counts*min-1) and in the CSA instruments (raw SDbetween units = 343 counts*min-1 vs. calibrated SDbetween units = 67 counts*min-1). However, the effect of applying the derived calibration to children's and adolescents' free living physical activity data did not alter the coefficient of variation (CV) (children: CVraw = 30.2% vs. CVcalibrated = 30.4%, adolescents: CVraw = 36.3% vs. CVcalibrated = 35.7%). High correlations (r = 0.99 & r = 0.98, respectively) were observed between raw and calibrated field data, and the proportion of the total variation caused by the MTI- and CSA monitor was estimated to be only 1.1% and 4.2%, respectively. Compared to the CSA instruments, a significantly increased (9.95%) mean acceleration response was observed post hoc in the batch of MTI instruments, in which a significantly reduced inter-instrumental reliability was observed over time. CONCLUSION: The application of unit-specific calibration factors to data collected during free living conditions had no apparent effect on inter-instrument variability. In all probability, the effect of technical calibration was primarily attenuated in the field by other more dominant sources of variation. However, routine technical assessments are still very important for determining the acceleration responses in the batch of instruments being used and, if performed after every field use, for preventing decidedly broken instruments from being returned into the field repeatedly.
Asymptotics of Random Contractions
Hashorva, Enkelejd; Tang, Qihe
2010-01-01
In this paper we discuss the asymptotic behaviour of random contractions $X=RS$, where $R$, with distribution function $F$, is a positive random variable independent of $S\\in (0,1)$. Random contractions appear naturally in insurance and finance. Our principal contribution is the derivation of the tail asymptotics of $X$ assuming that $F$ is in the max-domain of attraction of an extreme value distribution and the distribution function of $S$ satisfies a regular variation property. We apply our result to derive the asymptotics of the probability of ruin for a particular discrete-time risk model. Further we quantify in our asymptotic setting the effect of the random scaling on the Conditional Tail Expectations, risk aggregation, and derive the joint asymptotic distribution of linear combinations of random contractions.
Portfolio Risk and Dependence Modeling
Directory of Open Access Journals (Sweden)
Arsalan Azamighaimasi
2012-12-01
Full Text Available This paper has considered portfolio credit risk with a focus on two approaches, the factor model, and copula model. We have reviewed two models with emphasis on the joint default probably. The copula function describes the dependence structure of a multivariate random variable, in this paper, it used as a practical to simulation of generate portfolio with different copula, and we only used Gaussian and t–copula case. We generated portfolio default distributions and studied the sensitivity of commonly used risk measures with respect to the approach in modeling the dependence structure of the portfolio.
Boguslawski, Martin; Armijo, Julien; Diebel, Falko; Rose, Patrick; Denz, Cornelia
2013-01-01
We present a method to demonstrate Anderson localization in an optically induced randomized potential. By usage of computer controlled spatial light modulators, we are able to implement fully randomized nondiffracting beams of variable structural size in order to control the modulation length (photonic grain size) as well as the depth (disorder strength) of a random potential induced in a photorefractive crystal. In particular, we quantitatively analyze the localization length of light depending on these two parameters and find that they are crucial influencing factors on the propagation behavior leading to variably strong localization. Thus, we corroborate that transverse light localization in a random refractive index landscape strongly depends on the character of the potential, allowing for a flexible regulation of the localization strength by adapting the optical induction configuration.
Random words, quantum statistics, central limits, random matrices
Kuperberg, Greg
1999-01-01
Recently Tracy and Widom conjectured [math.CO/9904042] and Johansson proved [math.CO/9906120] that the expected shape \\lambda of the semi-standard tableau produced by a random word in k letters is asymptotically the spectrum of a random traceless k by k GUE matrix. In this article we give two arguments for this fact. In the first argument, we realize the random matrix itself as a quantum random variable on the space of random words, if this space is viewed as a quantum state...
Bialuk, Izabela; Whitney, Stephen; Andresen, Vibeke; Florese, Ruth H; Nacsa, Janos; Cecchinato, Valentina; Valeri, Valerio W; Heraud, Jean-Michel; Gordon, Shari; Parks, Robyn Washington; Montefiori, David C; Venzon, David; Demberg, Thorsten; Guroff, Marjorie Robert-; Landucci, Gary; Forthal, Donald N; Franchini, Genoveffa
2011-12-01
The role of antibodies directed against the hyper variable envelope region V1 of human immunodeficiency virus type 1 (HIV-1), has not been thoroughly studied. We show that a vaccine able to elicit strain-specific non-neutralizing antibodies to this region of gp120 is associated with control of highly pathogenic chimeric SHIV(89.6P) replication in rhesus macaques. The vaccinated animal that had the highest titers of antibodies to the amino terminus portion of V1, prior to challenge, had secondary antibody responses that mediated cell killing by antibody-dependent cellular cytotoxicity (ADCC), as early as 2 weeks after infection and inhibited viral replication by antibody-dependent cell-mediated virus inhibition (ADCVI), by 4 weeks after infection. There was a significant inverse correlation between virus level and binding antibody titers to the envelope protein, (R=-0.83, p=0.015), and ADCVI (R=-0.84 p=0.044). Genotyping of plasma virus demonstrated in vivo selection of three SHIV(89.6P) variants with changes in potential N-linked glycosylation sites in V1. We found a significant inverse correlation between virus levels and titers of antibodies that mediated ADCVI against all the identified V1 virus variants. A significant inverse correlation was also found between neutralizing antibody titers to SHIV(89.6) and virus levels (R=-0.72 p=0.0050). However, passive inoculation of purified immunoglobulin from animal M316, the macaque that best controlled virus, to a naïve macaque, resulted in a low serum neutralizing antibodies and low ADCVI activity that failed to protect from SHIV(89.6P) challenge. Collectively, while our data suggest that anti-envelope antibodies with neutralizing and non-neutralizing Fc(R-dependent activities may be important in the control of SHIV replication, they also demonstrate that low levels of these antibodies alone are not sufficient to protect from infection. PMID:22037204
Energy Technology Data Exchange (ETDEWEB)
Moselewski, Fabian [Division of Cardiology, Massachusetts General Hospital and Harvard Medical School, Boston, MA (United States); Department of Radiology, Massachusetts General Hospital and Harvard Medical School, Boston, MA (United States); Ferencik, Maros [Department of Radiology, Massachusetts General Hospital and Harvard Medical School, Boston, MA (United States); Achenbach, Stephan [Division of Cardiology, Massachusetts General Hospital and Harvard Medical School, Boston, MA (United States); Department of Radiology, Massachusetts General Hospital and Harvard Medical School, Boston, MA (United States); Department of Internal Medicine II (Cardiology), University of Erlangen (Germany); Abbara, Suhny [Department of Radiology, Massachusetts General Hospital and Harvard Medical School, Boston, MA (United States); Cury, Ricardo C. [Department of Radiology, Massachusetts General Hospital and Harvard Medical School, Boston, MA (United States); Booth, Sarah L. [Jean Mayer USDA Human Nutrition Research Center on Aging, 711 Washington St., Boston, MA 02114 (United States); Jang, Ik-Kyung [Division of Cardiology, Massachusetts General Hospital and Harvard Medical School, Boston, MA (United States); Brady, Thomas J. [Department of Radiology, Massachusetts General Hospital and Harvard Medical School, Boston, MA (United States); Hoffmann, Udo [Department of Radiology, Massachusetts General Hospital and Harvard Medical School, Boston, MA (United States)]. E-mail: uhoffman@partners.org
2006-03-15
Introduction: The present study investigated the threshold-dependent variability of coronary artery calcification (CAC) measurements and the potential to quantify CAC in contrast-enhanced multi-detector row-computed tomography (MDCT). Methods: We compared the mean CT attenuation of CAC to luminal contrast enhancement of the coronary arteries in 30 patients (n = 30) undergoing standard coronary contrast-enhanced spiral MDCT. The modified Agatston score [AS], calcified plaque volume [CV], and mineral mass [MM] at four different thresholds (130, 200, 300, and 400 HU) were measured in 50 patients who underwent non-contrast-enhanced MDCT. Results: Mean CT attenuation of CAC was similar to the attenuation of the contrast-enhanced coronary lumen (CAC 297.1 {+-} 68.7 HU versus 295 {+-} 65 HU (p < 0.0001), respectively). Above a threshold of 300 HU CAC measurements significantly varied to standard measurements obtained at a threshold of 130 HU (p < 0.0001). The threshold-dependent variation of MM measurements was significantly smaller than for AS and CV (130 HU versus 400 HU: 63, 75, and 81, respectively; p < 0.001). These differences resulted in a change of age and gender based percentile category for AS in 78% of subjects. Discussion: We demonstrated that CAC measurements are threshold dependent with MM measurements having significantly less variation than AS or CV. Due to the similarity of mean CT attenuation of CAC and the contrast-enhanced coronary lumen accurate quantification of CAC may be difficult in standard coronary contrast-enhanced spiral MDCT.
Weak Law of Large Numbers for Hybrid Variables Based on Chance Measure
Directory of Open Access Journals (Sweden)
Baogui Xin
2010-03-01
Full Text Available Based upon previous studies on laws of large numbers for fuzzy,random, fuzzy random and random fuzzy variables, We go further toexplore weak law of large numbers(WLLN for hybrid variablescomprising fuzzy random variables and random fuzzy variables. wemainly prove Chebyshev WLLN, Poisson WLLN, Bernoulli WLLN,Markov WLLN and Khintchin WLLN for hybrid variables based onchance measure.
Voigt, K; Schleier, S; Brückner, B
1995-05-01
One of the most important rice pathogens is Fusarium moniliforme (perfect stage: Gibberella fujikuroi), the causal agent of the super-elongation ("bakanae") disease. Thirty-seven strains of this species from different geographical regions were analyzed for their ability to produce gibberellins (GA) and for genetic relatedness by random amplified polymorphic DNA (RAPD). All GA-producing isolates showed nearly identical RAPD patterns using 51 oligonucleotide nona- and deca-mers as arbitrary primers. On the other hand, large differences between GA-nonproducing isolates were obtained. Comparison of the RAPD patterns with those of the tester strains of the six known mating populations (A, B, C, D, E, F) of G. fujikuroi showed that all producer strains belong to mating population C and all nonproducer isolates to other mating populations. Evidence for the usefulness of the RAPD technique to distinguish between mating populations was provided by sexual crossings. Consensus phylogenetic trees based on RAPDs were constructed by the Phylogenetic Analysis Using Parsimony (PAUP) system. In combination with morphological analysis, RAPD can distinguish between different species of the genus Fusarium. These investigations may find an application in the diagnosis of unknown Fusarium spp. and in distinguishing isolates of G. fujikuroi within the section Liseola. PMID:7553937
Goodness-of-fit tests with dependent observations
International Nuclear Information System (INIS)
We revisit the Kolmogorov–Smirnov and Cramér–von Mises goodness-of-fit (GoF) tests and propose a generalization to identically distributed, but dependent univariate random variables. We show that the dependence leads to a reduction of the 'effective' number of independent observations. The generalized GoF tests are not distribution-free but rather depend on all the lagged bivariate copulas. These objects, that we call 'self-copulas', encode all the non-linear temporal dependences. We introduce a specific, log-normal model for these self-copulas, for which a number of analytical results are derived. An application to financial time series is provided. As is well known, the dependence is to be long-ranged in this case, a finding that we confirm using self-copulas. As a consequence, the acceptance rates for GoF tests are substantially higher than if the returns were iid random variables
Intra-Transition Data Dependence
Shenghui Shi; Qunxiong Zhu; Zhiqiang Geng; Wenxing Xu
2012-01-01
Currently, two main approaches to data dependence of EFSM(Extended Finite State Machine) haven’t refined intra-transition data dependence, instead they consider that every definition variable in a transition depends on all the use variables (including condition variables). For data dependence of a specific definition variable, not only the relevant use variables but also the irrelevant use variables (including condition variables) are considered, which obviously causes redundancy. Witho...
Random environment on coloured trees
Menshikov, Mikhail; Petritis, Dimitri; Volkov, Stanislav
2007-01-01
In this paper, we study a regular rooted coloured tree with random labels assigned to its edges, where the distribution of the label assigned to an edge depends on the colours of its endpoints. We obtain some new results relevant to this model and also show how our model generalizes many other probabilistic models, including random walk in random environment on trees, recursive distributional equations and multi-type branching random walk on $\\mathbb{R}$.
Random effects coefficient of determination for mixed and meta-analysis models.
Demidenko, Eugene; Sargent, James; Onega, Tracy
2012-01-01
The key feature of a mixed model is the presence of random effects. We have developed a coefficient, called the random effects coefficient of determination, [Formula: see text], that estimates the proportion of the conditional variance of the dependent variable explained by random effects. This coefficient takes values from 0 to 1 and indicates how strong the random effects are. The difference from the earlier suggested fixed effects coefficient of determination is emphasized. If [Formula: see text] is close to 0, there is weak support for random effects in the model because the reduction of the variance of the dependent variable due to random effects is small; consequently, random effects may be ignored and the model simplifies to standard linear regression. The value of [Formula: see text] apart from 0 indicates the evidence of the variance reduction in support of the mixed model. If random effects coefficient of determination is close to 1 the variance of random effects is very large and random effects turn into free fixed effects-the model can be estimated using the dummy variable approach. We derive explicit formulas for [Formula: see text] in three special cases: the random intercept model, the growth curve model, and meta-analysis model. Theoretical results are illustrated with three mixed model examples: (1) travel time to the nearest cancer center for women with breast cancer in the U.S., (2) cumulative time watching alcohol related scenes in movies among young U.S. teens, as a risk factor for early drinking onset, and (3) the classic example of the meta-analysis model for combination of 13 studies on tuberculosis vaccine. PMID:23750070
Coupled continuous time random walks in finance
Meerschaert, M M; Meerschaert, Mark M.; Scalas, Enrico
2006-01-01
Continuous time random walks (CTRWs) are used in physics to model anomalous diffusion, by incorporating a random waiting time between particle jumps. In finance, the particle jumps are log-returns and the waiting times measure delay between transactions. These two random variables (log-return and waiting time) are typically not independent. For these coupled CTRW models, we can now compute the limiting stochastic process (just like Brownian motion is the limit of a simple random walk), even in the case of heavy tailed (power-law) price jumps and/or waiting times. The probability density functions for this limit process solve fractional partial differential equations. In some cases, these equations can be explicitly solved to yield descriptions of long-term price changes, based on a high-resolution model of individual trades that includes the statistical dependence between waiting times and the subsequent log-returns. In the heavy tailed case, this involves operator stable space-time random vectors that genera...
Analyzing misclassified data: Randomized response and post randomization
Hout, A. D. L. Den
2004-01-01
The subject of this thesis is the analysis of randomized response (RR) data and the analysis of data that are subject to the post randomization method (PRAM). RR is an interview technique that can be used when sensitive questions have to be asked and respondents are reluctant to answer directly. RR variables can be seen as misclassified categorical variables where conditional misclassification probabilities are known. The misclassification protects the privacy of the individ...
International Nuclear Information System (INIS)
Random Amplified Polymorphic DNA (RAPDs) markers were utilized to detect polymorphism between pure lines and commercially available Basmati rice varieties to assess variation which may be helpful in quality control and varietal identification (Basmati-370 and derived radiation induced mutants), differentiation of mutants and parents, and identification of RAPD markers co-segregating with important agronomic traits including plant height, days to flower and grain quality. Basmati varieties were distinguished from non-Basmati varieties with the help of five diagnostic markers which will be useful for detecting mixing of non-Basmati and Basmati rices, currently a serious marketing problem. Different Basmati cultivars were identified with the help of diagnostic RAPD markers which can be used in quality control as well as for ''fingerprinting'' of cultivars. Different radiation induced mutants were also successfully distinguished from the parents on the basis of variety specific and mutant specific markers which will be useful for varietal identification. In addition to this, other markers were also identified which can differentiate mutants from each other and are being, used for the fingerprinting of different mutants, particularly the dwarf mutants having similar appearance but different parentage. For identification of RAPD markers co-segregating with plant height and days to flower, 50 F2 plants and four F3 families were studied from a reciprocal cross made between Kashmir Basmati (tall and early) and Basmati-198 (dwarf and late). Segregating bands were observed within these populations, and indicating the possible use of RAPD markers for tagging gene(s) of agronomic importance in rice. (author)
Cossa-Moiane, I L; Mendes, T; Ferreira, T M; Mauricio, I; Calado, M; Afonso, A; Belo, S
2014-07-01
Schistosomiasis is a parasitic disease caused by flatworms of the genus Schistosoma. Among the Schistosoma species known to infect humans, S. mansoni is the most frequent cause of intestinal schistosomiasis in sub-Saharan Africa and South America: the World Health Organization estimates that about 200,000 deaths per year result from schistosomiasis in sub-Saharan Africa alone. The Schistosoma life cycle requires two different hosts: a snail as intermediate host and a mammal as definitive host. People become infected when they come into contact with water contaminated with free-living larvae (e.g. when swimming, fishing, washing). Although S. mansoni has mechanisms for escaping the host immune system, only a minority of infecting larvae develop into adults, suggesting that strain selection occurs at the host level. To test this hypothesis, we compared the Belo Horizonte (BH) strain of S. mansoni recovered from definitive hosts with different immunological backgrounds using random amplification of polymorphic DNA-polymerase chain reaction (RAPD-PCR). Schistosoma mansoni DNA profiles of worms obtained from wild-type (CD1 and C57BL/6J) and mutant (J?18- / - and TGF?RIIdn) mice were analysed. Four primers produced polymorphic profiles, which can therefore potentially be used as reference biomarkers. All male worms were genetically distinct from females isolated from the same host, with female worms showing more specific fragments than males. Of the four host-derived schistosome populations, female and male adults recovered from TGF?RIIdn mice showed RAPD-PCR profiles that were most similar to each other. Altogether, these data indicate that host immunological backgrounds can influence the genetic diversity of parasite populations. PMID:24991919
Limit theorems for associated random fields and related systems
Bulinski, Alexander
2007-01-01
This volume is devoted to the study of asymptotic properties of wide classes of stochastic systems arising in mathematical statistics, percolation theory, statistical physics and reliability theory. Attention is paid not only to positive and negative associations introduced in the pioneering papers by Harris, Lehmann, Esary, Proschan, Walkup, Fortuin, Kasteleyn and Ginibre, but also to new and more general dependence conditions. Naturally, this scope comprises families of independent real-valued random variables. A variety of important results and examples of Markov processes, random measures,
Wang, Ji-Guang; Yan, Ping; Jeffers, Barrett W
2014-05-01
Blood pressure (BP) is monitored and managed to prevent cardiovascular complications of hypertension, but BP variability (BPV) has not been sufficiently studied. This analysis assessed whether patients receiving amlodipine vs other antihypertensive agents had lower BPV after ?12 weeks of treatment. Studies were included if individual subject data were available, had ?1 active comparator, and treatment duration was ?12 weeks. BPV was assessed using standard deviation (SD) and coefficient of variation (CV) of systolic BP across visits from 12 weeks. Individual trial and meta-analyses were performed for SD- and CV-based methodology. Five studies (47,558 BPV-evaluable patients) were included. Patient characteristics were largely consistent across the studies, but BP measurements varied from ?4 months to ?6 years. BPV with amlodipine was significantly (P < .0001) lower vs atenolol and lisinopril; significantly (P < .0001) lower than enalapril in one study and numerically, but not significantly lower in another; and similar to chlorthalidone and losartan. Meta-analysis revealed a treatment difference (standard error) for amlodipine vs all active comparators of -1.23 (0.46; P = .008) mm Hg using SD and -0.86 (0.31; P = .005) using CV. These findings suggest that amlodipine is effective for minimizing BPV. Future studies need to confirm a causal link between BPV and cerebrovascular/cardiovascular outcomes. PMID:24685006
Kirsch, Werner; Müller, Peter
2010-01-01
We study fundamental spectral properties of random block operators that are common in the physical modelling of mesoscopic disordered systems such as dirty superconductors. Our results include ergodic properties, the location of the spectrum, existence and regularity of the integrated density of states, as well as Lifshits tails. Special attention is paid to the peculiarities arising from the block structure such as the occurrence of a robust gap in the middle of the spectrum. Without randomness in the off-diagonal blocks the density of states typically exhibits an inverse square-root singularity at the edges of the gap. In the presence of randomness we establish a Wegner estimate that is valid at all energies. It implies that the singularities are smeared out by randomness, and the density of states is bounded. We also show Lifshits tails at these band edges. Technically, one has to cope with a non-monotone dependence on the random couplings.
Simulation-based estimation of Tobit model with random effects
Calzolari, Giorgio; Magazzini, Laura; Mealli, Fabrizia
2001-01-01
The estimation of limited dependent variable panel data models usually involves objective functions in which integrals appear without a closed form solution: this is the case of the panel data Tobit model with random effects. Recently, simulation methods have shown to be useful in the inference process, as they offer methods to approximate such integrals (Laroque, Salanie, 1989; Gouri´eroux, Monfort, 1991, 1993; Hajivassiliou, McFadden, 1998; Mealli, Rampichini, 1999; Inkmann, 2000). Althoug...
Directory of Open Access Journals (Sweden)
Sætre Glenn-Peter
2010-07-01
Full Text Available Abstract Background The mating type loci that govern the mating process in fungi are thought to be influenced by negative frequency-dependent selection due to rare allele advantage. In this study we used a mating type linked DNA marker as a proxy to indirectly study the allelic richness and geographic distribution of mating types of one mating type locus (MAT A in worldwide populations of the dry rot fungus Serpula lacrymans. This fungus, which causes serious destruction to wooden constructions in temperate regions worldwide, has recently expanded its geographic range with a concomitant genetic bottleneck. Results High allelic richness and molecular variation was detected in the mating type linked marker as compared to other presumably neutral markers. Comparable amounts of genetic variation appeared in the mating type linked marker in populations from nature and buildings, which contrast the pattern observed with neutral genetic markers where natural populations were far more variable. Some geographic structuring of the allelic variation in the mating type linked marker appeared, but far less than that observed with neutral markers. In founder populations of S. lacrymans, alleles co-occurring in heterokaryotic individuals were more divergent than expected by chance, which agrees with the expectation for populations where few mating alleles exists. The analyzed DNA marker displays trans-species polymorphism wherein some alleles from the closely related species S. himantoides are more similar to those of S. lacrymans than other alleles from S. himantoides. Conclusions Our results support the idea that strong negative frequency-dependent selection maintains high levels of genetic variation in MAT-linked genomic regions, even in recently bottlenecked populations of S. lacrymans.
LENUS (Irish Health Repository)
Hooi, Paul
2013-01-01
To determine how the variability in biaxial flexure strength of a soda-lime glass analogue for a PLV and DBC material was influenced by precementation operative variables and following resin-cement coating.
Scientific Electronic Library Online (English)
Christian, Mendoza; Alfonso M, Ramos; Renato, Cunha; Arcesio, Lizcano.
Full Text Available SciELO Chile | Language: Spanish Abstract in spanish En la práctica normal de ingeniería de cimentaciones se calcula la capacidad de carga de un micropilote sin tener en cuenta que el proceso constructivo puede afectar la geometría del problema. En este trabajo se cuantifica la influencia tanto del proceso constructivo como de la variabilidad inherent [...] e de las propiedades del suelo en la capacidad de carga de un micropilote autoperforante e inyectado, a través de simulaciones de la excavación con elementos finitos aleatorios. Se obtiene que al no tener en cuenta el método constructivo del micropilote y la variabilidad de las propiedades del suelo, se sobreestima en un factor entre dos y tres la capacidad de carga por fuste. Por lo tanto, se presenta una explicación racional al factor de seguridad que se debe aplicar para obtener la capacidad de carga de diseño. Finalmente, se presenta un procedimiento para generar cartas de diseño de micropilotes autoperforantes materializado en uno que resalta la importancia de considerar la variabilidad inherente de las propiedades del suelo y el método constructivo. Abstract in english IIn the normal practice of foundation engineering the bearing capacity of micropiles is calculated without taking into account that the construction processes may affect the problem geometry. This work quantifies the influence of both, construction processes and the inherent variability of soil prop [...] erties in the bearing capacity of a selfbored and gravitationally grouted micropile by means of simulations with random finite element method. When the construction process and the inherent variability are not taken into account, the shaft bearing capacity is overestimated in a factor between two and three. Therefore, a rational explanation of the safety factor is presented in order to calculate the design capacity load. Lastly, a procedure to generating design charts for selfbored and grouted micropiles is presented and its application shows the importance of considerate the inherent variability of the soil properties and the construction process.
Ho Chiang-Hong; Kessler Paul; Moustafa Moustafa; Solomon Richard; Winkelmayer Wolfgang C; Qunibi Wajeh; Greenberg Jonathan; Diaz-Buxo Jose A
2011-01-01
Abstract Background Hyperphosphatemia in patients with chronic kidney disease (CKD) contributes to secondary hyperparathyroidism, soft tissue calcification, and increased mortality risk. This trial was conducted to examine the efficacy and safety of calcium acetate in controlling serum phosphorus in pre-dialysis patients with CKD. Methods In this randomized, double-blind, placebo-controlled trial, 110 nondialyzed patients from 34 sites with estimated GFR < 30 mL/min/1.73 m2 and serum phosphor...
Directory of Open Access Journals (Sweden)
Juliana Petrini
2012-12-01
Full Text Available The objective of this work was to assess the degree of multicollinearity and to identify the variables involved in linear dependence relations in additive-dominant models. Data of birth weight (n=141,567, yearling weight (n=58,124, and scrotal circumference (n=20,371 of Montana Tropical composite cattle were used. Diagnosis of multicollinearity was based on the variance inflation factor (VIF and on the evaluation of the condition indexes and eigenvalues from the correlation matrix among explanatory variables. The first model studied (RM included the fixed effect of dam age class at calving and the covariates associated to the direct and maternal additive and non-additive effects. The second model (R included all the effects of the RM model except the maternal additive effects. Multicollinearity was detected in both models for all traits considered, with VIF values of 1.03 - 70.20 for RM and 1.03 - 60.70 for R. Collinearity increased with the increase of variables in the model and the decrease in the number of observations, and it was classified as weak, with condition index values between 10.00 and 26.77. In general, the variables associated with additive and non-additive effects were involved in multicollinearity, partially due to the natural connection between these covariables as fractions of the biological types in breed composition.O objetivo deste trabalho foi avaliar o grau de multicolinearidade e identificar as variáveis envolvidas na dependência linear em modelos aditivo-dominantes. Foram utilizados dados de peso ao nascimento (n=141.567, peso ao ano (n=58.124 e perímetro escrotal (n=20.371 de bovinos de corte compostos Montana Tropical. O diagnóstico de multicolinearidade foi baseado no fator de inflação de variância (VIF e no exame dos índices de condição e dos autovalores da matriz de correlações entre as variáveis explanatórias. O primeiro modelo estudado (RM incluiu o efeito fixo de classe de idade da mãe ao parto e as covariáveis associadas aos efeitos aditivos e não aditivos diretos e maternos. O segundo modelo (R incluiu todos os efeitos do RM, exceto os efeitos aditivos maternos. Detectou-se multicolinearidade em ambos os modelos para todas as características consideradas, com valores de VIF de 1,03 - 70,20, para RM, e de 1,03 - 60,70, para R. As colinearidades aumentaram com o aumento de variáveis no modelo e com a redução no volume de observações, e foram classificadas como fracas, com valores de índice de condição entre 10,00 e 26,77. Em geral, as variáveis associadas aos efeitos aditivos e não aditivos estiveram envolvidas em multicolinearidade, parcialmente em razão da ligação natural entre essas covariáveis como frações dos tipos biológicos na composição racial.
Behaviors Predicting Foot Lesions in Patients with Non-Insulin-Dependent Diabetes Mellitus
Suico, Jeffrey G.; Marriott, Deanna J.; Vinicor, Frank; Litzelman, Debra K.
1998-01-01
Associations between specific foot-care behaviors and foot lesions in patients with non-insulin-dependent diabetes mellitus were prospectively investigated. Data from a randomized controlled trial for preventing diabetic foot lesions were analyzed as a prospective cohort using logistic regression. Independent variables included foot-care behaviors, patient self-foot examination, going barefoot, availability of foot-care assistance, and visits to health-care providers. The dependent variable w...
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This model-eliciting activity has students create rules to allow them to judge whether or not the shuffle feature on a particular iPod appears to produce randomly generated playlists. Because people's intuitions about random events and randomly generated data are often incorrect or misleading, this activity initially focuses students' attention on describing characteristics of 25 playlists that were randomly generated. Students then use these characteristics to come up with rules for judging whether a playlist does NOT appear to be randomly generated. Students test and revise their rules (model) using five additional playlsits. Then, they apply their model to three particular playlists that have been submitted to Apple by an unhappy iPod owner who claims the shuffle feature on his iPod is not generating random playlists. In the final part of the activity, students write a letter to the ipod owner, on behalf of Apple, explaining the use of their model and their final conclusion about whether these three suspicious playlists appear to have been randomly generated. This lesson provides an introduction to the fundamental ideas of randomness, random sequences and random samples.
Positioning empty containers under dependent demand process
Dang, Quang-vinh; Yun, Won-young; Kopfer, Herbert
2011-01-01
Owing to trade imbalance, shipping companies position empty containers between ports or depots periodically. The most difficult problem for positioning is that it is not possible to know the exact amounts of empty containers required in the future. The paper deals with the problem of positioning empty containers in a port area with multiple depots. Customer demands and returning containers in depots per unit time period are assumed to be serially-correlated and dependent random variables. Thr...
Time Dependent Multi Zone Modeling of X-ray and Gamma-ray Variability of the TeV Blazar Mrk 421.
Fossati, Giovanni; Chen, X.
2010-02-01
We present a new time-dependent multi-zone code and its first application to study the SSC emission of Blazar Mrk 421. The code couples Fokker-Planck and Monte Carlo methods. All the light travel time effects are fully considered, internal and external. It has long been realized that simple one-zone homogeneous models are not adequate to describe several aspects of the phenomenology, in particular those pertaining to the complex multiwavelength variability. Progress has been made by several groups but important trade-offs have always been necessary, such as neglecting internal light travel time or the inclusion of IC losses in the electron evolution. Our code fully accounts for all the relevant effects, and it also affords us significant freedom w.r.t. geometry and "variability". This latter is implemented as a shock traveling along the jet, with electrons being injected as it sweeps the blob. Results are compared with the 2001 observations of Mrk 421. We also analyzed cases including a pre-existing cospatial electron population contributing to the SED, and external radiation field. It seems to be possible to achieve adequate fits to the observations, but a there remain several open issues, such as a systematic soft X-ray intraband lag, and a delay of the gamma-ray flare with respect to the X-ray flare. The two principal challenges are: 1. The simulated VHE spectrum is always softer than the observed one. 2. The correlation between the TeV gamma-ray and X-ray does not reproduce the (super)quadratic relationship observed in multiple occasions. In fact we have not been able to reproduce anything close to it in this first suite of models. We will report also on the extension of the code, and case studies, to jet-in-jet and spine-layer configurations, as well as to the study of red blazars. We acknowledge support from Chandra Award AR9-0016X
Magnetic Field Dependence of Magnetic Clusters in the Random Magnet Fe65(Ni0.78Mn0.22)35
Motoya, Kiyoichiro; Muro, Yuji; Igarashi, Tokuya
2009-05-01
A neutron scattering study on a concentrated spin-glass alloy Fe65(Ni0.78Mn0.22)35 has been performed under magnetic field. The amplitude of the magnetic diffuse scattering pattern arising from short-range ferromagnetic correlations is markedly reduced by increasing magnetic field. On the other hand, the effect of external field on the diffuse scattering pattern arising from antiferromagnetic short-range correlations is small. These results show that the regions of ferromagnetic and antiferromagnetic short-range correlations (ferromagnetic and antiferromagnetic clusters) coexist separately in this random magnetic material.
Energy Technology Data Exchange (ETDEWEB)
Menemenlis, N.; Huneault, M. [IREQ, Varennes, QC (Canada); Robitaille, A. [Dir. Plantif. de la Production Eolienne, Montreal, QC (Canada). HQ Production; Holttinen, H. [VTT Technical Research Centre of Finland, VTT (Finland)
2012-07-01
This In this paper we define and characterize the two random variables, variability and forecast error, over which uncertainty in power systems operations is characterized and mitigated. We show that the characterization of both these variables can be carried out with the same mathematical tools. Furthermore, this common characterization of random variables lends itself to a common methodology for the calculation of non-contingency reserves required to mitigate their effects. A parallel comparison of these two variables demonstrates similar inherent statistical properties. They depend on imminent conditions, evolve with time and can be asymmetric. Correlation is an important factor when aggregating individual wind farm characteristics in forming the distribution of the total wind generation for imminent conditions. (orig.)
Construction of Bivariate Distributions and Statistical Dependence Operations
Casanova Gurrera, Mari?a Los Desamparados
2005-01-01
[eng] Dependence between random variables is studied at various levels in the first part, while the last two chapters are devoted to the construction of bivariate distributions via principal components. Chapter 1 of Preliminaries is devoted to general dependence concepts (Fréchet classes, copulas, and parametric families of distributions). In Chapter 2, we generalize the union and intersection operations of two distance matrices to symmetric nonnegative definite matrices. These operations ar...
Conservation constraints on random matrices
International Nuclear Information System (INIS)
We study the random matrices constrained by the summation rules that are present in the Hessian of the potential energy surface in the instantaneous normal mode calculations, as a result of momentum conservation. In this paper, we analyse the properties related to such conservation constraints in two classes of real symmetric matrices: one with purely row-wise summation rules and the other with the constraints on the blocks of each matrix, which underscores partially the spatial dimension. We show explicitly that the constraints are removable by separating the degrees of freedom of the zero-eigenvalue modes. The non-spectral degrees of freedom under the constraints can be realized in terms of the ordinary constraint-free orthogonal symmetry but with the rank deducted by the block dimension. We propose that the ensemble of real symmetric matrices with full randomness, constrained by the summation rules, is equivalent to the Gaussian orthogonal ensemble (GOE) with lowered rank. Independent of the joint probability distribution, the Jacobian contributed by the transformation from the matrix coordinates to the spectral coordinates, possesses the same spectral-variable dependence in these two cases. We verify numerically that the small-separation asymptotic in the nearest-neighbour level spacing distribution is indeed governed by the same symmetry power factor, ?=1, as that of the GOE, under conservation constraints and other underlying spatial correlationslying spatial correlations
Scientific Electronic Library Online (English)
You-Wei, Zhang; Yan, Zhao; Jia-Hao, Lin; W.P., Howson; F.W., Williams.
2012-10-01
Full Text Available A general symplectic method for the random response analysis of infinitely periodic structures subjected to stationary/non-stationary random excitations is developed using symplectic mathematics in conjunction with variable separation and the pseudo-excitation method (PEM). Starting from the equatio [...] n of motion for a single loaded substructure, symplectic analysis is firstly used to eliminate the dependent degrees of the freedom through condensation. A Fourier expansion of the condensed equation of motion is then applied to separate the variables of time and wave number, thus enabling the necessary recurrence scheme to be developed. The random response is finally determined by implementing PEM. The proposed method is justified by comparison with results available in the literature and is then applied to a more complicated time-dependent coupled system.
Correlation Decay in Random Decision Networks
Gamarnik, David; Weber, Theophane
2009-01-01
We consider a decision network on an undirected graph in which each node corresponds to a decision variable, and each node and edge of the graph is associated with a reward function whose value depends only on the variables of the corresponding nodes. The goal is to construct a decision vector which maximizes the total reward. This decision problem encompasses a variety of models, including maximum-likelihood inference in graphical models (Markov Random Fields), combinatorial optimization on graphs, economic team theory and statistical physics. The network is endowed with a probabilistic structure in which costs are sampled from a distribution. Our aim is to identify sufficient conditions to guarantee average-case polynomiality of the underlying optimization problem. We construct a new decentralized algorithm called Cavity Expansion and establish its theoretical performance for a variety of models. Specifically, for certain classes of models we prove that our algorithm is able to find near optimal solutions w...
Directory of Open Access Journals (Sweden)
Ho Chiang-Hong
2011-02-01
Full Text Available Abstract Background Hyperphosphatemia in patients with chronic kidney disease (CKD contributes to secondary hyperparathyroidism, soft tissue calcification, and increased mortality risk. This trial was conducted to examine the efficacy and safety of calcium acetate in controlling serum phosphorus in pre-dialysis patients with CKD. Methods In this randomized, double-blind, placebo-controlled trial, 110 nondialyzed patients from 34 sites with estimated GFR 2 and serum phosphorus > 4.5 mg/dL were randomized to calcium acetate or placebo for 12 weeks. The dose of study drugs was titrated to achieve target serum phosphorus of 2.7-4.5 mg/dL. Serum phosphorus, calcium, iPTH, bicarbonate and serum albumin were measured at baseline and every 2 weeks for the 12 week study period. The primary efficacy endpoint was serum phosphorus at 12 weeks. Secondary endpoints were to measure serum calcium and intact parathyroid hormone (iPTH levels. Results At 12 weeks, serum phosphorus concentration was significantly lower in the calcium acetate group compared to the placebo group (4.4 ± 1.2 mg/dL vs. 5.1 ± 1.4 mg/dL; p = 0.04. The albumin-adjusted serum calcium concentration was significantly higher (9.5 ± 0.8 vs. 8.8 ± 0.8; p p Conclusions In CKD patients not yet on dialysis, calcium acetate was effective in reducing serum phosphorus and iPTH over a 12 week period. Trial Registration www.clinicaltrials.gov NCT00211978.
Qunibi, Wajeh Y.; Martinez, Carlos; Smith, Mark; Benjamin, Joseph; Mangione, Antoinette; Roger, Simon D.
2010-01-01
Background. Iron deficiency is a common cause of anaemia and hyporesponsiveness to erythropoiesis-stimulating agents (ESAs) in non-dialysis-dependent chronic kidney disease (ND-CKD) patients. Current intravenous iron agents cannot be administered in a single high dose because of adverse effects. Ferric carboxymaltose, a non-dextran parenteral iron preparation, can be rapidly administered in high doses.
Randomized parcellation based inference.
Da Mota, Benoit; Fritsch, Virgile; Varoquaux, Gae?l; Banaschewski, Tobias; Barker, Gareth J.; Bokde, Arun L. W.; Bromberg, Uli; Conrod, Patricia J.; Gallinat, Ju?rgen; Garavan, Hugh; Martinot, Jean-luc; Nees, Frauke; Paus, Toma?s?; Pausova, Zdenka; Rietschel, Marcella
2013-01-01
Neuroimaging group analyses are used to relate inter-subject signal differences observed in brain imaging with behavioral or genetic variables and to assess risks factors of brain diseases. The lack of stability and of sensitivity of current voxel-based analysis schemes may however lead to non-reproducible results. We introduce a new approach to overcome the limitations of standard methods, in which active voxels are detected according to a consensus on several random parcellations of the bra...
Does Random Dispersion Help Survival?
Schinazi, Rinaldo B.
2015-04-01
Many species live in colonies that prosper for a while and then collapse. After the collapse the colony survivors disperse randomly and found new colonies that may or may not make it depending on the new environment they find. We use birth and death chains in random environments to model such a population and to argue that random dispersion is a superior strategy for survival.
Probabilities of competing binomial random variables
Li, Wenbo V
2010-01-01
Suppose you and your friend both do $n$ tosses of an unfair coin with probability of heads equal to $\\alpha$. What is the behavior of the probability that you obtain at least $d$ more heads than your friend if you make $r$ additional tosses? We obtain asymptotic and monotonicity/convexity properties for this competing probability as a function of $n$, and demonstrate surprising phase transition phenomenons as parameters $ d, r$ and $\\alpha$ vary. Our main tools are integral representations based on Fourier analysis.
Variable dead time counters: 2. A computer simulation
International Nuclear Information System (INIS)
A computer model has been developed to give a pulse train which simulates that generated by a variable dead time counter (VDC) used in safeguards determination of Pu mass. The model is applied to two algorithms generally used for VDC analysis. It is used to determine their limitations at high counting rates and to investigate the effects of random neutrons from (?,n) reactions. Both algorithms are found to be deficient for use with masses of 240Pu greater than 100g and one commonly used algorithm is shown, by use of the model and also by theory, to yield a result which is dependent on the random neutron intensity. (author)
Directory of Open Access Journals (Sweden)
Andino Raul
2011-06-01
Full Text Available Abstract Background Most of the currently used methods for protein function prediction rely on sequence-based comparisons between a query protein and those for which a functional annotation is provided. A serious limitation of sequence similarity-based approaches for identifying residue conservation among proteins is the low confidence in assigning residue-residue correspondences among proteins when the level of sequence identity between the compared proteins is poor. Multiple sequence alignment methods are more satisfactory--still, they cannot provide reliable results at low levels of sequence identity. Our goal in the current work was to develop an algorithm that could help overcome these difficulties by facilitating the identification of structurally (and possibly functionally relevant residue-residue correspondences between compared protein structures. Results Here we present StralSV (structure-alignment sequence variability, a new algorithm for detecting closely related structure fragments and quantifying residue frequency from tight local structure alignments. We apply StralSV in a study of the RNA-dependent RNA polymerase of poliovirus, and we demonstrate that the algorithm can be used to determine regions of the protein that are relatively unique, or that share structural similarity with proteins that would be considered distantly related. By quantifying residue frequencies among many residue-residue pairs extracted from local structural alignments, one can infer potential structural or functional importance of specific residues that are determined to be highly conserved or that deviate from a consensus. We further demonstrate that considerable detailed structural and phylogenetic information can be derived from StralSV analyses. Conclusions StralSV is a new structure-based algorithm for identifying and aligning structure fragments that have similarity to a reference protein. StralSV analysis can be used to quantify residue-residue correspondences and identify residues that may be of particular structural or functional importance, as well as unusual or unexpected residues at a given sequence position. StralSV is provided as a web service at http://proteinmodel.org/AS2TS/STRALSV/.
A Markov Random Field Topic Space Model for Document Retrieval
Hand, Scott
2011-01-01
This paper proposes a novel statistical approach to intelligent document retrieval. It seeks to offer a more structured and extensible mathematical approach to the term generalization done in the popular Latent Semantic Analysis (LSA) approach to document indexing. A Markov Random Field (MRF) is presented that captures relationships between terms and documents as probabilistic dependence assumptions between random variables. From there, it uses the MRF-Gibbs equivalence to derive joint probabilities as well as local probabilities for document variables. A parameter learning method is proposed that utilizes rank reduction with singular value decomposition in a matter similar to LSA to reduce dimensionality of document-term relationships to that of a latent topic space. Experimental results confirm the ability of this approach to effectively and efficiently retrieve documents from substantial data sets.
International Nuclear Information System (INIS)
Different means of applying numerical techniques are proposed, typically used for pattern recognition purposes and for artificial texture classification and segmentation, to study the evolution of magnetization at the nano- and micro-scale in ferromagnetic samples. This framework is applied both to the Magnetic Force Microscope (MFM) dataset and to synthetic binary patterns of 2-dimensional spins, based on a nucleation and growth model for the hysteresis. In general 2-dimensional gray-scale frames carry information characterized by a spatial correlation between each pixel. Multiple datasets as the one analyzed, either 256-bit-valued magnetic field dependent MFM matrices or 2-bit-valued synthetic field dependent scatter matrices, are arranged as multidimensional arrays and their 2-dimensional entropy is computed.
Bertrand, G.; Masini, J.; Goldscheider, N.; Gobat, J. M.; Hunkeler, D.
2012-04-01
This work consists of an eco-hydrogeological study of the Pfyn Forest (46o17'35''N; 7o31'59''E, z = 550 m) which is a 6 km long alluvial zone in the upper Rhône valley, near Sierre (Wallis, Switzerland). From a hydrological point of view, the Rhône has a glacio-nival regime type in this area. Between low-flow and high-flow periods, groundwater levels strongly vary (about 8 m) near the main river-aquifer interaction zone in the most upgradient part of the site. In contrast, the downstream part of Pfyn is characterized by a low groundwater level fluctuation of about 1 or 2 m. From an ecological point of view, the riverine fringe at Pfyn presents a broadly recognized natural value but faces many threats due to human activities (derivation channel located upstream, gravel pits). Phytocoenosis vary from dry environments associations (with Scots pines, feather grass) upstream to active floodplain associations (with poplars, alders, willows) and likely dependent on groundwater, downstream. Between these two end-members, a transition mixed forest occurs. In the context of a potential hydrologic alteration due to global climatic change in a close future, this ecosystem should face modifications of the various water source (rainwater, groundwater) proportion and availability. In order to constrain the meteorological, hydrological, pedological and ecological factors governing water uptakes by trees, isotopic characterizations (?18O, ?2H) of each water compartment (precipitations, groundwater, river, soil, xylem) coupled with the evaluation of the water balance, has been carried out. The investigation focused on 3 different sites located along a transect through the alluvial valley between April 2010 and February 2011, with a twice-monthly resolution. The data permit to obtain three major findings: - At first, an overview of both ?18O and ?2H data shows that rainwater, groundwater, soil water and plant water are usually located on the regional meteoric water line. For total humidity of soil, this could be due to rapid infiltration and/or fractionation mainly under equilibrium, i.e. with a relatively high atmospheric humidity, what is possible under forest canopy. Plant water is located under the LMWL in September 2010 when the soil was relatively drought. This evaporative signature could be a clue of water stress. More investigations are however needed to check if this parameter can be used routinely to address water stress. - Secondly, through an analysis of variance, data reveal that at the ecosystem scale, water uptake depends on the site (type of soil, surrounding vegetation, distance from the river), on the growing status (non growing, flowering, mature, water stress) and on the species (poplar, willow, alder, pine). - At last, when focusing at the temporal variability for some individuals, it appears that both rainwater and groundwater may participate to water uptake. The water uptake patterns seem more complicated in mature areas (far from the riverbed) than in frequently flooded zones. This could be due to a more complex soil texture patchwork in the former, and a globally finer soil texture. In particular, it appears that groundwater may sometimes replace rainwater through capillary rise during warm periods.
Directory of Open Access Journals (Sweden)
David Cameron-Smith
2009-12-01
Full Text Available The effect of resistance exercise with the ingestion of supplementary protein on the activation of the mTOR cascade, in human skeletal muscle has not been fully elucidated. In this study, the impact of a single bout of resistance exercise, immediately followed by a single dose of whey protein isolate (WPI or placebo supplement, on the activation of mTOR signalling was analyzed. Young untrained men completed a maximal single-legged knee extension exercise bout and were randomized to ingest either WPI supplement (n = 7 or the placebo (n = 7. Muscle biopsies were taken from the vastus lateralis before, and 2, 4 and 24 hr post-exercise. WPI or placebo ingestion consumed immediately post-exercise had no impact on the phosphorylation of Akt (Ser473. However, WPI significantly enhanced phosphorylation of mTOR (Ser2448, 4E-BP1 (Thr37/46 and p70S6K (Thr389 at 2 hr post-exercise. This study demonstrates that a single dose of WPI, when consumed in modest quantities, taken immediately after resistance exercise elicits an acute and transient activation of translation initiation within the exercised skeletal muscle.
Random Walk in Markovian Enviroment
Dolgopyat, D; Liverani, C; Dolgopyat, Dmitry; Keller, Gerhard; Liverani, Carlangelo
2007-01-01
We prove a quenched central limit theorem for random walks with bounded increments in a randomly evolving environment on Zd. We assume that the transition probabilities of the walk depend not too strongly on the environment and that the evolution of the environment is Markovian with strong spatial and temporal mixing properties.
Increments of Random Partitions
Nacu, S M
2003-01-01
For any partition of $\\{1, 2, ..., n\\}$ we define its {\\it increments} $X_i, 1 \\le i \\le n$ by $X_i = 1$ if $i$ is the smallest element in the partition block that contains it, $X_i = 0$ otherwise. We prove that for partially exchangeable random partitions (where the probability of a partition depends only on its block sizes in order of appearance), the law of the increments uniquely determines the law of the partition. One consequence is that the Chinese Restaurant Process CRP($\\theta$) (the partition with distribution given by the Ewens sampling formula with parameter $\\theta$) is the only exchangeable random partition with independent increments.
Sánchez-Gil, J A; Méndez, E R
2000-01-01
By means of rigorous numerical simulation calculations based on the Green's theorem integral equation formulation, we study the near EM field in the vicinity of very rough, one-dimensional self-affine fractal surfaces of Ag, Au, and Cu (for both vacuum and water propagating media) illuminated by a p polarized field. Strongly localized enhanced optical excitations (hot spots) are found, with electric field intensity enhancements of close to 4 orders of magnitude the incident one, and widths below a tenth of the incoming wavelength. These effects are produced by roughness-induced surface-plasmon polariton excitation. We study the characteristics of these optical excitations as well as other properties of the surface electromagnetic field, such as its statistics (probability density function, average and fluctuations), and their dependence on the excitation spectrum (in the visible and near infrared). Our study is relevant to the use of such self-affine fractals as surface-enhanced Raman scattering substrates, w...
Reactive particles in random flows.
Károlyi, György; Tél, Tamás; de Moura, Alessandro P S; Grebogi, Celso
2004-04-30
We study the dynamics of chemically or biologically active particles advected by open flows of chaotic time dependence, which can be modeled by a random time dependence of the parameters on a stroboscopic map. We develop a general theory for reactions in such random flows, and derive the reaction equation for this case. We show that there is a singular enhancement of the reaction in random flows, and this enhancement is increased as compared to the nonrandom case. We verify our theory in a model flow generated by four point vortices moving chaotically. PMID:15169152
Random sums of random vectors and multitype families of productive individuals
Directory of Open Access Journals (Sweden)
H. Muttlak
2004-04-01
Full Text Available We prove limit theorems for a family of random vectors whose coordinates are a special form of random sums of Bernoulli random variables. Applying these limit theorems, we study the number of productive individuals in n-type indecomposable critical branching stochastic processes with types of individuals T1,Ã¢Â€Â¦,Tn.
Randomness and Apparent Fractality
Lidar, D A; Biham, O; Avnir, D
1997-01-01
We show that when the standard techniques for calculating fractal dimensions in empirical data (such as the box counting) are applied on uniformly random structures, apparent fractal behavior is observed in a range between physically relevant cutoffs. This range, spanning between one and two decades for densities of 0.1 and lower, is in good agreement with the typical range observed in experiments. The dimensions are not universal and depend on density. Our observations are applicable to spatial, temporal and spectral random structures, all with non-zero measure. Fat fractal analysis does not seem to add information over routine fractal analysis procedures. Most significantly, we find that this apparent fractal behavior is robust even to the presence of moderate correlations. We thus propose that apparent fractal behavior observed experimentally over a limited range in some systems, may often have its origin in underlying randomness.
International Nuclear Information System (INIS)
The 'ingredients' which control a phase transition in well defined system as well as in random ones (e.g. random magnetic systems) are listed and discussed within a somehow unifying perspective. Among these 'ingredients' we find the couplings and elements responsible for the cooperative phenomenon, the topological connectivity as well as possible topological incompatibilities, the influence of new degrees of freedom, the order parameter dimensionality, the ground state degeneracy and finally the 'quanticity' of the system. The general trends, though illustrated in magnetic systems, essentially hold for all phase transitions, and give a basis for connection of this area with Field theory, Theory of dynamical systems, etc. (Author)
International Nuclear Information System (INIS)
The 'ingredients' which control a phase transition in well defined systems as well as in random ones (e.q. random magnetic systems) are listed and discussed within a somehow unifying perspective. Among these 'ingredients' the couplings and elements responsible for the cooperative phenomenon, the topological connectivity as well as possible topological incompatibilities, the influence of new degrees of freedom, the order parameter dimensionality, the ground state degeneracy and finally the 'quanticity' of the system are found. The general trends, though illustrated in magnetic systems, essentially hold for all phase transitions, and give a basis for connection of this area with Field theory, Theory of dynamical systems, etc. (Author)
Correlated random walks with stay
Ram Lal; Narayan Bhat, U.
1988-01-01
A random walk describes the movement of a particle in discrete time, with the direction and the distance traversed in one step being governed by a probability distribution. In a correlated random walk (CRW) the movement follows a Markov chain and induces correlation in the state of the walk at various epochs. Then, the walk can be modelled as a bivariate Markov chain with the location of the particle and the direction of movement as the two variables. In such random walks, normally, th...
Quantum Mechanics and Algorithmic Randomness
Yurtsever, U
1998-01-01
A long sequence of tosses of a classical coin produces an apparently random bit string, but classical randomness is an illusion: the algorithmic information content of a classically-generated bit string lies almost entirely in the description of initial conditions. This letter presents a simple argument that, by contrast, a sequence of bits produced by tossing a quantum coin is, almost certainly, genuinely (algorithmically) random. This result can be interpreted as a strengthening of Bell's no-hidden-variables theorem, and relies on causality and quantum entanglement in a manner similar to Bell's original argument.
Scientific Electronic Library Online (English)
Róbinson, Ramírez-Vélez; Mildrey, Mosquera; José G, Ortega; Isabella, Echeverri; Blanca, Salazar; Patricio, López-Jaramillo; Ana C, Aguilar de Plata.
2010-12-01
Full Text Available OBJETIVO: evaluar el efecto del ejercicio aeróbico en la función dependiente del endotelio (VDE) y en el consumo de oxígeno en mujeres primigestantes. MÉTODOS: ensayo clínico controlado, enmascarado y aleatorizado, llevado a cabo en 67 mujeres saludables, primigestantes, entre 16 a 20 semanas de ges [...] tación. Grupo de intervención: ejercicio aeróbico entre 50% y 65% de la frecuencia cardiaca máxima, durante 45 minutos, tres veces por semana, durante dieciséis semanas. Grupo control: actividad física habitual. Mediciones: VDE: vasodilatación mediada por flujo (VMF), consumo de oxígeno VO2max: prueba de caminata de seis minutos; antropometría: peso y talla. RESULTADOS: en las mediciones iniciales no se encontraron diferencias entre grupos en ninguna de las variables. Al finalizar la intervención, las participantes que realizaron ejercicio tenían mayor capacidad física, medida por la distancia recorrida en el test de caminata (p=0,043) y por el VO2max (p=0,023). Además, el grupo de ejercicio tuvo menor frecuencia cardiaca en reposo y mayor VMF que el grupo control (p Abstract in english OBJECTIVE: evaluate the effect of aerobic exercise on endothelium-dependent function (EDF) and oxygen consumption in primigravida. METHODS: double-blind, randomized controlled clinical trial carried out in primigravida between 16 to 20 weeks of gestation. The intervention group had aerobic exercise [...] between 50% to 65% of the maximum heart rate during 45 minutes, three times a week for sixteen weeks. The control group had habitual physical activity. MEASUREMENTS REALIZED: EDF: flow-mediated dilation (FMD), oxygen consumption VO2max: 6 minute walking test, anthropometry: weight and size. RESULTS: no differences were found between the two groups in any variables in the initial measurements. At the end of the intervention, participants who exercised had greater physical capacity, measured by the distance covered in walking test (p = 0.043) and VO2max (p = 0.023). In addition, the exercise group had lower resting heart rate and increased FMD than the control group (p
International Nuclear Information System (INIS)
The goal of random dynamics is the derivation of the laws of Nature as we know them (standard model) from inessential assumptions. The inessential assumptions made here are expressed as sets of general models at extremely high energies: gauge glass and spacetime foam. Both sets of models lead tentatively to the standard model. (orig.)
van der Meijden, Wisse P; Fronczek, Rolf; Reijntjes, Robert H A M; Corssmit, Eleonora P M; Biermasz, Nienke R; Lammers, Gert Jan; van Dijk, J Gert; Thijs, Roland D
2015-04-01
Narcolepsy with hypocretin deficiency is known to alter cardiovascular control during sleep, but its aetiology is disputed. As cardiovascular control differs between sleep states, and narcolepsy affects sleep architecture, controlling for both duration and transitions of sleep states is necessary. This study therefore aimed to assess heart rate and its variability in narcolepsy during sleep taking these factors into account. The study included 12 medication-naïve patients with narcolepsy with cataplexy and hypocretin deficiency (11 male, 16-53 years old), and 12 sex- and age-matched healthy controls (11 male, 19-55 years). All subjects underwent 1-night ambulatory polysomnography recording. Cardiovascular parameters were calculated for each 30-s epoch. Heart rate was significantly higher in patients with narcolepsy than in controls in all sleep states and during wakefulness prior to sleep. Groups did not differ in heart rate variability measures. The effects of sleep state duration on heart rate and its variability were similar between patients and controls. In conclusion, heart rate was consistently higher in patients with narcolepsy than controls, independent of sleep stage and sleep fragmentation. A direct effect of hypocretin deficiency therefore seems probable. PMID:25382307
Energy Technology Data Exchange (ETDEWEB)
Buenzli, Esther; Apai, Daniel; Flateau, Davin [Department of Astronomy and Steward Observatory, University of Arizona, Tucson, AZ 85721 (United States); Morley, Caroline V. [Department of Astronomy and Astrophysics, University of California, Santa Cruz, Santa Cruz, CA 95060 (United States); Showman, Adam P.; Lewis, Nikole K. [Department of Planetary Sciences and Lunar and Planetary Laboratory, University of Arizona, Tucson, AZ 85721 (United States); Burrows, Adam [Department of Astrophysical Sciences, Princeton University, Princeton, NJ 08544 (United States); Marley, Mark S. [NASA Ames Research Center, Moffett Field, CA 94035 (United States); Reid, I. Neill, E-mail: ebuenzli@email.arizona.edu [Space Telescope Science Institute, Baltimore, MD 21218 (United States)
2012-12-01
Heterogeneous clouds or temperature perturbations in rotating brown dwarfs produce variability in the observed flux. We report time-resolved simultaneous observations of the variable T6.5 brown dwarf 2MASS J22282889-431026 over the wavelength ranges 1.1-1.7 {mu}m and broadband 4.5 {mu}m. Spectroscopic observations were taken with Wide Field Camera 3 on board the Hubble Space Telescope and photometry with the Spitzer Space Telescope. The object shows sinusoidal infrared variability with a period of 1.4 hr at most wavelengths with peak-to-peak amplitudes between 1.45% and 5.3% of the mean flux. While the light curve shapes are similar at all wavelengths, their phases differ from wavelength to wavelength with a maximum difference of more than half of a rotational period. We compare the spectra with atmospheric models of different cloud prescriptions, from which we determine the pressure levels probed at different wavelengths. We find that the phase lag increases with decreasing pressure level, or higher altitude. We discuss a number of plausible scenarios that could cause this trend of light curve phase with probed pressure level. These observations are the first to probe heterogeneity in an ultracool atmosphere in both horizontal and vertical directions, and thus are an ideal test case for realistic three-dimensional simulations of the atmospheric structure with clouds in brown dwarfs and extrasolar planets.
Scientific Electronic Library Online (English)
Marcelo E., Ochiai; Euler C.O., Brancalhão; Raphael S. N., Puig; Kelly R.N., Vieira; Juliano N., Cardoso; Múcio Tavares de, Oliveira-Jr; Antonio C.P., Barretto.
Full Text Available OBJECTIVE: We aimed to evaluate angiotensin receptor blocker add-on therapy in patients with low cardiac output during decompensated heart failure. METHODS: We selected patients with decompensated heart failure, low cardiac output, dobutamine dependence, and an ejection fraction [...] ceiving an angiotensin-converting enzyme inhibitor. The patients were randomized to losartan or placebo and underwent invasive hemodynamic and B-type natriuretic peptide measurements at baseline and on the seventh day after intervention. ClinicalTrials.gov: NCT01857999. RESULTS: We studied 10 patients in the losartan group and 11 patients in the placebo group. The patient characteristics were as follows: age 52.7 years, ejection fraction 21.3%, dobutamine infusion 8.5 mcg/kg.min, indexed systemic vascular resistance 1918.0 dynes.sec/cm5.m2, cardiac index 2.8 L/min.m2, and B-type natriuretic peptide 1,403 pg/mL. After 7 days of intervention, there was a 37.4% reduction in the B-type natriuretic peptide levels in the losartan group compared with an 11.9% increase in the placebo group (mean difference, -49.1%; 95% confidence interval: -88.1 to -9.8%, p?=?0.018). No significant difference was observed in the hemodynamic measurements. CONCLUSION: Short-term add-on therapy with losartan reduced B-type natriuretic peptide levels in patients hospitalized for decompensated severe heart failure and low cardiac output with inotrope dependence.
Yuge, Koretaka
2013-01-01
We develop a theory that reveals universal nature in structure, energy, and physical properties for microscopic states to describe equilibrium random states in crystals, where they are found to be strictly ruled by the lattice. We find that lattice-derived special states exist, which directly determines structure, energy, physical properties and their temperature dependence in binary systems. Validity and applicability of the theory is confirmed through comparison of results...
Effects of dependence in high-dimensional multiple testing problems
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van de Wiel Mark A
2008-02-01
Full Text Available Abstract Background We consider effects of dependence among variables of high-dimensional data in multiple hypothesis testing problems, in particular the False Discovery Rate (FDR control procedures. Recent simulation studies consider only simple correlation structures among variables, which is hardly inspired by real data features. Our aim is to systematically study effects of several network features like sparsity and correlation strength by imposing dependence structures among variables using random correlation matrices. Results We study the robustness against dependence of several FDR procedures that are popular in microarray studies, such as Benjamin-Hochberg FDR, Storey's q-value, SAM and resampling based FDR procedures. False Non-discovery Rates and estimates of the number of null hypotheses are computed from those methods and compared. Our simulation study shows that methods such as SAM and the q-value do not adequately control the FDR to the level claimed under dependence conditions. On the other hand, the adaptive Benjamini-Hochberg procedure seems to be most robust while remaining conservative. Finally, the estimates of the number of true null hypotheses under various dependence conditions are variable. Conclusion We discuss a new method for efficient guided simulation of dependent data, which satisfy imposed network constraints as conditional independence structures. Our simulation set-up allows for a structural study of the effect of dependencies on multiple testing criterions and is useful for testing a potentially new method on ?0 or FDR estimation in a dependency context.
Use of re-randomized data in meta-analysis
Directory of Open Access Journals (Sweden)
Clark Otavio
2005-05-01
Full Text Available Abstract Background Outcomes collected in randomized clinical trials are observations of random variables that should be independent and identically distributed. However, in some trials, the patients are randomized more than once thus violating both of these assumptions. The probability of an event is not always the same when a patient is re-randomized; there is probably a non-zero covariance coming from observations on the same patient. This is of particular importance to the meta-analysts. Methods We developed a method to estimate the relative error in the risk differences with and without re-randomization of the patients. The relative error can be estimated by an expression depending on the percentage of the patients who were re-randomized, multipliers (how many times more likely it is to repeat an event for the probability of reoccurrences, and the ratio of the total events reported and the initial number of patients entering the trial. Results We illustrate our methods using two randomized trials testing growth factors in febrile neutropenia. We showed that under some circumstances the relative error of taking into account re-randomized patients was sufficiently small to allow using the results in the meta-analysis. Our findings indicate that if the study in question is of similar size to other studies included in the meta-analysis, the error introduced by re-randomization will only minimally affect meta-analytic summary point estimate. We also show that in our model the risk ratio remains constant during the re-randomization, and therefore, if a meta-analyst is concerned about the effect of re-randomization on the meta-analysis, one way to sidestep the issue and still obtain reliable results is to use risk ratio as the measure of interest. Conclusion Our method should be helpful in the understanding of the results of clinical trials and particularly helpful to the meta-analysts to assess if re-randomized patient data can be used in their analyses.
Neutron Transport in Finite Random Media with Pure-Triplet Scattering
International Nuclear Information System (INIS)
The solution of the one-speed neutron transport equation in a finite slab random medium with pure-triplet anisotropic scattering is studied. The stochastic medium is assumed to consist of two randomly mixed immiscible fluids. The cross section and the scattering kernel are treated as discrete random variables, which obey the same statistics as Markovian processes and exponential chord length statistics. The medium boundaries are considered to have specular reflectivities with angular-dependent externally incident flux. The deterministic solution is obtained by using Pomraning-Eddington approximation. Numerical results are calculated for the average reflectivity and average transmissivity for different values of the single scattering albedo and varying the parameters which characterize the random medium. Compared to the results obtained by Adams et al. in case of isotropic scattering that based on the Monte Carlo technique, it can be seen that we have good comparable data
Simulating the time-dependent diffusion coefficient in mixed-pore-size materials
Zhang, Zhigang; Johnson, David L.; Schwartz, Lawrence M.
2011-01-01
Porous media with a wide distribution of pore sizes are quite common. We show that variable-step-size random walk simulations can be used to model the time-dependent diffusion coefficient D(t) in such porous media. The issue to be overcome is that, in variable-step-size walks, each walker carries its own “clock,” and its position is known only at a random set of times. Thus, a direct ensemble-average calculation of (delta r[superscript 2](t))(the mean-square distance traveled at time t) i...
Raychaudhuri, P; Sarkar, S; Nigam, A K; Ayyub, P; Pinto, R D
1998-01-01
It has been observed that the low temperature magnetoresistance behaviour in polycrystalline colossal magnetoresistive (CMR) manganites differ significantly from the single crystals. The polycrystalline samples show large magnetoresistance at temperatures much below the ferromagnetic transition temperature where the magnetoresistance of single crystals is very small. This has conventionally been attributed to spin polarised tunnelling at the grain boundaries in polycrystalline samples. In this paper we show the existence of a variable range hopping behaviour in resistivity at low temperatures in polycrystalline CMR samples. This behaviour gets gradually suppressed under the application of magnetic field. We discuss the significance of these results with respect to spin polarised tunnelling.
Bialuk, Izabela; Whitney, Stephen; Andresen, Vibeke; Florese, Ruth H.; Nacsa, Janos; Cecchinato, Valentina; Valeri, Valerio W.; Heraud, Jean-michel; Gordon, Shari; Parks, Robyn Washington; Montefiori, David C.; Venzon, David; Demberg, Thorsten; Guroff, Marjorie Robert; Landucci, Gary
2011-01-01
The role of antibodies directed against the hyper variable envelope region V1 of human immunodeficiency virus type 1 (HIV-1), has not been thoroughly studied. We show that a vaccine able to elicit strain-specific non-neutralizing antibodies to this region of gp120 is associated with control of highly pathogenic chimeric SHIV89.6P replication in rhesus macaques. The vaccinated animal that had the highest titers of antibodies to the amino terminus portion of V1, prior to challenge, had secondar...
Saakian, David B
2012-01-01
We investigate the directed random walk on hierarchic trees. Two cases are investigated: random variables on deterministic trees with a continuous branching, and random variables on the trees constructed through the random branching process. We derive renormalization group (partial differential) equations for the branching models with binomial, Poisson, and compound Poisson distributions of random variables on the links of a tree. These renormalization group equations are a new class of reaction-diffusion equations in one dimension. PMID:22400514
Screening of charged singularities of random fields
International Nuclear Information System (INIS)
Many types of point singularity have a topological index, or 'charge', associated with them. For example, the phase of a complex field depending on two variables can either increase or decrease on making a clockwise circuit around a simple zero, enabling the zeros to be assigned charges of ±1. In random fields we can define a correlation function for the charge-weighted density of singularities. For many types of topologically charged singularity, this correlation function satisfies an identity which shows that the singularities 'screen' each other perfectly: a positive singularity is surrounded by an excess of concentration of negatives which exactly cancel its charge, and vice versa. This paper gives a simple and widely applicable derivation of this result. A counterexample where screening is incomplete is also exhibited
Independent Process Approximations for Random Combinatorial Structures
Arratia, Richard; Tavare, Simon
2013-01-01
Many random combinatorial objects have a component structure whose joint distribution is equal to that of a process of mutually independent random variables, conditioned on the value of a weighted sum of the variables. It is interesting to compare the combinatorial structure directly to the independent discrete process, without renormalizing. The quality of approximation can often be conveniently quantified in terms of total variation distance, for functionals which observe ...
Carrasco, Juan A.
2004-01-01
Rewarded homogeneous continuous-time Markov chain (CTMC) models can be used to analyze performance, dependability and performability attributes of computer and telecommunication systems. In this paper, we consider rewarded CTMC models with a reward structure including reward rates associated with states and two measures summarizing the behavior in time of the resulting reward rate random variable: the expected transient reward rate at time t and the expected averaged reward rate in the tim...
Properties and simulation of ?-permanental random fields
Møller, Jesper; Rubak, Ege Holger
2008-01-01
An ?-permanental random field is briefly speaking a model for a collection of random variables with positive associations, where ? is a positive number and the probability generating function is given in terms of a covariance or more general function so that density and moment expressions are given by certain ?-permanents. Though such models possess many appealing probabilistic properties, many statisticians seem unaware of ?-permanental random fields and their potential applications. T...
On Fuzzy Random-Valued Optimization
Directory of Open Access Journals (Sweden)
Monga K. Luhandjula
2011-12-01
Full Text Available In this paper, we propose a novel approach for Fuzzy random-valued Optimization. The main idea behind our approach consists of taking advantage of interplays between fuzzy random variables and random sets in a way to get an equivalent stochastic program. This helps avoiding pitfalls due to severe oversimplification of the reality. We consider a numerical example that shows the efficiency of the proposed method.
Fuzziness and randomness in an optimization framework
International Nuclear Information System (INIS)
This paper presents a semi-infinite approach for linear programming in the presence of fuzzy random variable coefficients. As a byproduct a way for dealing with optimization problems including both fuzzy and random data is obtained. Numerical examples are provided for the sake of illustration. (author). 13 refs
Pronin, N M; Batueva, M D
2011-01-01
Analysis of variability and estimation of significance of the differences in morphometric parameters of spores have been carried out for three species of the genus Henneguya (Myxosporidia). Representatives of these species collected both in the same water body (but from different host species) and in geographically distant localities were compared. Thus, we compared samples of Henneguya zschokkei from different host species in Chivyrkui Bay of Baical Lake and in Laptev Sea, and also we compared samples of this species from Baikal Lake with those from Laptev Sea. Materials on Henneguya cerebralis from Baikal Lake were compared with those from Khubsugul Lake; samples of H. cutanea from one host species (Siberian dace) but from water bodies of different type (lake or river) were compared. PMID:21874845
Growing Random Networks with Fitness
Ergun, G.; Rodgers, G. J.
2001-01-01
Three models of growing random networks with fitness dependent growth rates are analysed using the rate equations for the distribution of their connectivities. In the first model (A), a network is built by connecting incoming nodes to nodes of connectivity $k$ and random additive fitness $\\eta$, with rate $(k-1)+ \\eta $. For $\\eta >0$ we find the connectivity distribution is power law with exponent $\\gamma=+2$. In the second model (B), the network is built by connecting node...
Spectra of Euclidean Random Matrices
Mezard, M.; Parisi, G.; Zee, A.
1999-01-01
We study the spectrum of a random matrix, whose elements depend on the Euclidean distance between points randomly distributed in space. This problem is widely studied in the context of the Instantaneous Normal Modes of fluids and is particularly relevant at the glass transition. We introduce a systematic study of this problem through its representation by a field theory. In this way we can easily construct a high density expansion, which can be resummed producing an approxim...
A Model for Positively Correlated Count Variables
DEFF Research Database (Denmark)
MØller, Jesper; Rubak, Ege Holger
2010-01-01
An ?-permanental random field is briefly speaking a model for a collection of non-negative integer valued random variables with positive associations. Though such models possess many appealing probabilistic properties, many statisticians seem unaware of ?-permanental random fields and their potential applications. The purpose of this paper is to summarize useful probabilistic results, study stochastic constructions and simulation techniques, and discuss some examples of ?-permanental random fields. This should provide a useful basis for discussing the statistical aspects in future work.
2014-01-01
Background Although dental care settings provide an exceptional opportunity to reach smokers and provide brief cessation advice and treatment to reduce oral and other tobacco-related health conditions, dental care providers demonstrate limited adherence to evidence-based guidelines for treatment of tobacco use and dependence. Methods/Design Guided by a multi-level, conceptual framework that emphasizes changes in provider beliefs and organizational characteristics as drivers of improvement in tobacco treatment delivery, the current protocol will use a cluster, randomized design and multiple data sources (patient exit interviews, provider surveys, site observations, chart audits, and semi-structured provider interviews) to study the process of implementing clinical practice guidelines for treating tobacco dependence in 18 public dental care clinics in New York City. The specific aims of this comparative-effectiveness research trial are to: compare the effectiveness of three promising strategies for implementation of tobacco use treatment guidelines—staff training and current best practices (CBP), CBP?+?provider performance feedback (PF), and CBP?+?PF?+?provider reimbursement for delivery of tobacco cessation treatment (pay-for-performance, or P4P); examine potential theory-driven mechanisms hypothesized to explain the comparative effectiveness of three strategies for implementation; and identify baseline organizational factors that influence the implementation of evidence-based tobacco use treatment practices in dental clinics. The primary outcome is change in providers’ tobacco treatment practices and the secondary outcomes are cost per quit, use of tobacco cessation treatments, quit attempts, and smoking abstinence. Discussion We hypothesize that the value of these promising implementation strategies is additive and that incorporating all three strategies (CBP, PF, and P4P) will be superior to CBP alone and CBP?+?PF in improving delivery of cessation assistance to smokers. The findings will improve knowledge pertinent to the implementation, dissemination, and sustained utilization of evidence-based tobacco use treatment in dental practices. Trial registration NCT01615237. PMID:24559178
Vesterdal, Bjørn Erlend
2006-01-01
This thesis explores the modeling of volatility and dependence in forward rates in the fixed income market for the purpose of risk estimation in derivative portfolios. A brief background on popular quantile-based risk measures is given. A short introduction is given to GARCH-type volatility models, as well as copula and vine models for dependence between random variables. Some details on parameter estimation and sampling related to these models are also provided. A backtesting procedure...
Weakly dependent chains with infinite memory
Doukhan, Paul; Wintenberger, Olivier
2008-01-01
We prove the existence of a weakly dependent strictly stationary solution of the equation $ X_t=F(X_{t-1},X_{t-2},X_{t-3},\\ldots;\\xi_t)$ called {\\em chain with infinite memory}. Here the {\\em innovations} $\\xi_t$ constitute an independent and identically distributed sequence of random variables. The function $F$ takes values in some Banach space and satisfies a Lipschitz-type condition. We also study the interplay between the existence of moments and the rate of decay of the Lipschitz coeffic...
Random walkers versus random crowds: Diffusion of large matrices
International Nuclear Information System (INIS)
We consider Brownian random walks of infinitely large matrices using the tools of free random variables calculus. We establish relations between stochastic evolution of hermitian and unitary ensembles. We point out that matrix-valued diffusion equation develops non-linear terms, responsible for such phenomena as shock-waves. We comment the connection between unitary matrix diffusion and two-dimensional Yang-Mills theory. Finally, we speculate on application of string model techniques to the problem of quantum transport, where infinite products of pseudounitary matrices play the major role.
The limiting Kac random polynomial and truncated random orthogonal matrices
International Nuclear Information System (INIS)
An exact calculation of the eigenvalue statistics of truncated random Haar distributed real orthogonal matrices has recently been carried out by Khoruzhenko, Sommers and Zyczkowski. We further develop this calculation and use it to deduce a Pfaffian form of the correlations for the zeros of the limiting Kac random polynomial. This contrasts with the forms known from previous studies of the real zeros (a multidimensional Gaussian integral with the integrand multiplied by the absolute values of the variables) and the complex zeros (a Hafnian)
International Nuclear Information System (INIS)
Hybrid Rotary Friction Welding is a modified type of common rotary friction welding processes. In this welding method parameters such as pressure, angular velocity and time of welding control temperature, stress, strain and their variations. These dependent factors play an important rule in defining optimum process parameters combinations in order to improve the design and manufacturing of welding machines and quality of welded parts. Thermo-mechanical simulation of friction welding has been carried out and it has been shown that, simulation is an important tool for prediction of generated heat and strain at the weld interface and can be used for prediction of microstructure and evaluation of quality of welds. For simulation of Hybrid Rotary Friction Welding, a commercial finite element program has been used and the effects of pressure and rotary velocity of rotary part on temperature and strain variations have been investigated
Energy Technology Data Exchange (ETDEWEB)
Seidelova, A.; Seidel, H. (Univerzita P.J. Safarika, Kosice (Czechoslovakia))
1983-01-01
The influence of single X-ray dose (14 mGy) on some quantitative signs in dependence on the body length was studied in the fishes Barbus conchonius and B. tetrazona. The values of all signs examined increased positively due to growth of the body length. The irradiation with the above mentioned dose and the given conditions had relatively small influence on the growth course of the quantitative signs in the irradiated fishes as well as in the controls. In both species and in both groups the regression lines are in good agreement and they are parallel, resp. The statistically significant difference was stated only between the irradiated and non-irradiated groups of B. tetrazona as to the head height (the regression lines are divergent).
Directory of Open Access Journals (Sweden)
Martín Beatriz
2011-10-01
Full Text Available Abstract Background In cardiopulmonary bypass (CPB patients, fibrinolysis may enhance postoperative inflammatory response. We aimed to determine whether an additional postoperative dose of antifibrinolytic tranexamic acid (TA reduced CPB-mediated inflammatory response (IR. Methods We performed a randomized, double-blind, dose-dependent, parallel-groups study of elective CPB patients receiving TA. Patients were randomly assigned to either the single-dose group (40 mg/Kg TA before CPB and placebo after CPB or the double-dose group (40 mg/Kg TA before and after CPB. Results 160 patients were included, 80 in each group. The incident rate of IR was significantly lower in the double-dose-group TA2 (7.5% vs. 18.8% in the single-dose group TA1; P = 0.030. After adjusting for hypertension, total protamine dose and temperature after CPB, TA2 showed a lower risk of IR compared with TA1 [OR: 0.29 (95% CI: 0.10-0.83, (P = 0.013]. Relative risk for IR was 2.5 for TA1 (95% CI: 1.02 to 6.12. The double-dose group had significantly lower chest tube bleeding at 24 hours [671 (95% CI 549-793 vs. 826 (95% CI 704-949 mL; P = 0.01 corrected-P significant] and lower D-dimer levels at 24 hours [489 (95% CI 437-540 vs. 621(95% CI: 563-679 ng/mL; P = 0.01 corrected-P significant]. TA2 required lower levels of norepinephrine at 24 h [0.06 (95% CI: 0.03-0.09 vs. 0.20(95 CI: 0.05-0.35 after adjusting for dobutamine [F = 6.6; P = 0.014 corrected-P significant]. We found a significant direct relationship between IL-6 and temperature (rho = 0.26; P P P P P P P Conclusions Prolonged inhibition of fibrinolysis, using an additional postoperative dose of tranexamic acid reduces inflammatory response and postoperative bleeding (but not transfusion requirements in CPB patients. A question which remains unanswered is whether the dose used was ideal in terms of safety, but not in terms of effectiveness. Current Controlled Trials number ISRCTN: ISRCTN84413719
Harman, Ciaran J.
2015-01-01
Transport processes and pathways through many hydrodynamic systems vary over time, often driven by variations in total water storage. This paper develops a very general approach to modeling unsteady transport through an arbitrary control volume (such as a watershed) that accounts for temporal variability in the underlying transport dynamics. Controls on the selection of discharge from stored water are encapsulated in probability distributions ?Q>(ST,t>) of age-ranked storage ST (the volume of water in storage ranked from youngest to oldest). This framework is applied to a long-term record of rainfall and streamflow chloride in a small, humid watershed at Plynlimon, UK. While a time-invariant gamma distribution for ?Q produced a good fit to data, the fit was significantly improved when the distribution was allowed to vary with catchment storage. However, the variation was inverse to that of a "well-mixed" system where storage has a pure dilution effect. Discharge at high storage was predicted to contain a larger fraction of recent event water than at low storage. The effective volume of storage involved in transport was 3411 mm at mean catchment wetness, but declined by 71 mm per 1 mm of additional catchment storage, while the fraction of event water in discharge increased by 1.4%. This "inverse storage effect" is sufficient to reproduce the observed long-memory 1/f fractal spectral structure of stream chloride. Metrics quantifying the strength and direction of storage effects are proposed as useful signatures, and point toward a unified framework for observing and modeling coupled watershed flow and transport.
Random fixed points and random differential inclusions
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Nikolaos S. Papageorgiou
1988-09-01
Full Text Available In this paper, first, we study random best approximations to random sets, using fixed point techniques, obtaining this way stochastic analogues of earlier deterministic results by Browder-Petryshyn, KyFan and Reich. Then we prove two fixed point theorems for random multifunctions with stochastic domain that satisfy certain tangential conditions. Finally we consider a random differential inclusion with upper semicontinuous orientor field and establish the existence of random solutions.
Conte, E; Federici, A; Zbilut, J P
2007-01-01
We developed a new method for analysis of fundamental brain waves as recorded by EEG. To this purpose we introduce a Fractal Variance Function that is based on the calculation of the variogram. The method is completed by using Random Matrix Theory. Some examples are given.
Level 1 quenched large deviation principle for random walk in dynamic random environment
Campos, David; Drewitz, Alexander; Ramirez, Alejandro F.; Rassoul-agha, Firas; Seppalainen, Timo
2011-01-01
Consider a random walk in a time-dependent random environment on the lattice Zd. Recently, Rassoul-Agha, Seppalainen and Yilmaz [RSY11] proved a general large deviation principle under mild ergodicity assumptions on the random environment for such a random walk, establishing ?rst level 2 and 3 large deviation principles. Here we present two alternative short proofs of the level 1 large deviations under mild ergodicity assumptions on the environment: one for the continuous ...
International Nuclear Information System (INIS)
This paper concerns with a steady two-dimensional flow of an electrically conducting incompressible fluid over a vertical stretching surface. The flow is permeated by a uniform transverse magnetic field. The fluid viscosity is assumed to vary as a linear function of temperature. A scaling group of transformations is applied to the governing equations. The system remains invariant due to some relations among the parameters of the transformations. After finding three absolute invariants a third-order ordinary differential equation corresponding to the momentum equation and two second-order ordinary differential equation corresponding to energy and diffusion equations are derived. The equations along with the boundary conditions are solved numerically. It is found that the decrease in the temperature-dependent fluid viscosity makes the velocity to decrease with the increasing distance of the stretching sheet. At a particular point of the sheet the fluid velocity decreases with the decreasing viscosity but the temperature increases in this case. It is found that with the increase of magnetic field intensity the fluid velocity decreases but the temperature increases at a particular point of the heated stretching surface. Impact of chemical reaction in the presence of thermal radiation plays an important role on the concentration boundary layer. The results thus obtained are presented graphically and discussed.
Energy Technology Data Exchange (ETDEWEB)
Kandasamy, Ramasamy, E-mail: future990@gmail.co [Faculty of Science, Arts and Heritage, University Tun Hussein Onn Malaysia, 86400 Parit Raja, Batu Pahat, Johor (Malaysia); Ismoen, Muhaimin; Saim, Hashim Bin [Faculty of Science, Arts and Heritage, University Tun Hussein Onn Malaysia, 86400 Parit Raja, Batu Pahat, Johor (Malaysia)
2010-01-15
This paper concerns with a steady two-dimensional flow of an electrically conducting incompressible fluid over a vertical stretching surface. The flow is permeated by a uniform transverse magnetic field. The fluid viscosity is assumed to vary as a linear function of temperature. A scaling group of transformations is applied to the governing equations. The system remains invariant due to some relations among the parameters of the transformations. After finding three absolute invariants a third-order ordinary differential equation corresponding to the momentum equation and two second-order ordinary differential equation corresponding to energy and diffusion equations are derived. The equations along with the boundary conditions are solved numerically. It is found that the decrease in the temperature-dependent fluid viscosity makes the velocity to decrease with the increasing distance of the stretching sheet. At a particular point of the sheet the fluid velocity decreases with the decreasing viscosity but the temperature increases in this case. It is found that with the increase of magnetic field intensity the fluid velocity decreases but the temperature increases at a particular point of the heated stretching surface. Impact of chemical reaction in the presence of thermal radiation plays an important role on the concentration boundary layer. The results thus obtained are presented graphically and discussed.
Photoemission from random alloys
International Nuclear Information System (INIS)
The photoelectron distribution from a random alloy of d electron metals is affected by the disorder in two ways: The k selection rule is not valid, and the transition matrix element contains a vertex correction. The first effect may be anisotropic in the k space, and heavily broadened parts of the spectra will coexist with vestigial interband structures. The vertex reflects the kinematical correlation in the motion of the electron-hole pair and it depends on the nature of the excited electron states. (Auth.)
Mulet, R; Pagnani, A; Weigt, M; Zecchina, R
2002-12-23
We study the graph coloring problem over random graphs of finite average connectivity c. Given a number q of available colors, we find that graphs with low connectivity admit almost always a proper coloring, whereas graphs with high connectivity are uncolorable. Depending on q, we find the precise value of the critical average connectivity c(q). Moreover, we show that below c(q) there exists a clustering phase c in [c(d),c(q)] in which ground states spontaneously divide into an exponential number of clusters and where the proliferation of metastable states is responsible for the onset of complexity in local search algorithms. PMID:12484862
Bunches of random cross-correlated sequences
Maystrenko, A. A.; Melnik, S. S.; Pritula, G. M.; Usatenko, O. V.
2013-10-01
The statistical properties of random cross-correlated sequences constructed by the convolution method (likewise referred to as the Rice or the inverse Fourier transformation) are examined. We clarify the meaning of the filtering function—the kernel of the convolution operator—and show that it is the value of the cross-correlation function which describes correlations between the initial white noise and constructed correlated sequences. The matrix generalization of this method for constructing a bunch of N cross-correlated sequences is presented. Algorithms for their generation are reduced to solving the problem of decomposition of the Fourier transform of the correlation matrix into a product of two mutually conjugate matrices. Different decompositions are considered. The limits of weak and strong correlations for the one-point probability and pair correlation functions of sequences generated by the method under consideration are studied. Special cases of heavy-tailed distributions of the generated sequences are analyzed. We show that, if the filtering function is rather smooth, the distribution function of generated variables has the Gaussian or Lévy form depending on the analytical properties of the distribution (or characteristic) functions of the initial white noise. Anisotropic properties of statistically homogeneous random sequences related to the asymmetry of a filtering function are revealed and studied. These asymmetry properties are expressed in terms of the third- or fourth-order correlation functions. Several examples of the construction of correlated chains with a predefined correlation matrix are given.
Bunches of random cross-correlated sequences
International Nuclear Information System (INIS)
The statistical properties of random cross-correlated sequences constructed by the convolution method (likewise referred to as the Rice or the inverse Fourier transformation) are examined. We clarify the meaning of the filtering function—the kernel of the convolution operator—and show that it is the value of the cross-correlation function which describes correlations between the initial white noise and constructed correlated sequences. The matrix generalization of this method for constructing a bunch of N cross-correlated sequences is presented. Algorithms for their generation are reduced to solving the problem of decomposition of the Fourier transform of the correlation matrix into a product of two mutually conjugate matrices. Different decompositions are considered. The limits of weak and strong correlations for the one-point probability and pair correlation functions of sequences generated by the method under consideration are studied. Special cases of heavy-tailed distributions of the generated sequences are analyzed. We show that, if the filtering function is rather smooth, the distribution function of generated variables has the Gaussian or Lévy form depending on the analytical properties of the distribution (or characteristic) functions of the initial white noise. Anisotropic properties of statistically homogeneous random sequences related to the asymmetry of a filtering function are revealed and studied. These asymmetry properties are expressed in terms of the third- or fourth-order correlation functions. Several examples of the construction of correlated chains with a predefined correlation matrix are given. (paper)
International Nuclear Information System (INIS)
In this report, the field of variable-star research is reviewed. The sections include the most important work and identify the most significant trends. This report comprises ten sections on as many different research topics, each written by a different member of Commission 27, namely T Tauri stars; early-type variable stars; Cepheids; Delta Scuti stars; RR Lyrae; variable stars in globular clusters; Mira variables; flare stars; pulsating degenerate stars; theory of stellar pulsation. (Auth.)
Directory of Open Access Journals (Sweden)
Róbinson Ramírez-Vélez
2010-12-01
Full Text Available OBJETIVO: evaluar el efecto del ejercicio aeróbico en la función dependiente del endotelio (VDE y en el consumo de oxígeno en mujeres primigestantes. MÉTODOS: ensayo clínico controlado, enmascarado y aleatorizado, llevado a cabo en 67 mujeres saludables, primigestantes, entre 16 a 20 semanas de gestación. Grupo de intervención: ejercicio aeróbico entre 50% y 65% de la frecuencia cardiaca máxima, durante 45 minutos, tres veces por semana, durante dieciséis semanas. Grupo control: actividad física habitual. Mediciones: VDE: vasodilatación mediada por flujo (VMF, consumo de oxígeno VO2max: prueba de caminata de seis minutos; antropometría: peso y talla. RESULTADOS: en las mediciones iniciales no se encontraron diferencias entre grupos en ninguna de las variables. Al finalizar la intervención, las participantes que realizaron ejercicio tenían mayor capacidad física, medida por la distancia recorrida en el test de caminata (p=0,043 y por el VO2max (p=0,023. Además, el grupo de ejercicio tuvo menor frecuencia cardiaca en reposo y mayor VMF que el grupo control (pOBJECTIVE: evaluate the effect of aerobic exercise on endothelium-dependent function (EDF and oxygen consumption in primigravida. METHODS: double-blind, randomized controlled clinical trial carried out in primigravida between 16 to 20 weeks of gestation. The intervention group had aerobic exercise between 50% to 65% of the maximum heart rate during 45 minutes, three times a week for sixteen weeks. The control group had habitual physical activity. MEASUREMENTS REALIZED: EDF: flow-mediated dilation (FMD, oxygen consumption VO2max: 6 minute walking test, anthropometry: weight and size. RESULTS: no differences were found between the two groups in any variables in the initial measurements. At the end of the intervention, participants who exercised had greater physical capacity, measured by the distance covered in walking test (p = 0.043 and VO2max (p = 0.023. In addition, the exercise group had lower resting heart rate and increased FMD than the control group (p <0.05. Both groups increased the resting heart rate, basal diameter and post-hyperemia diameter of the brachial artery at the end of the intervention (p <0.05. CONCLUSION: regular practice of controlled aerobic exercise improves endothelial function and physical capacity in primigravida. For this reason, interventions like this could be an early and effective alternative to strengthen prevention of pathologies associated with endothelial dysfunction during pregnancy.
Vivarelli, Marina; Emma, Francesco; Pellé, Thimothée; Gerken, Christopher; Pedicelli, Stefania; Diomedi-Camassei, Francesca; Klaus, Günter; Waldegger, Siegfried; Ronco, Pierre; Debiec, Hanna
2015-03-01
Alloimmune antenatal membranous nephropathy (MN) during pregnancy results from antibodies produced by a neutral endopeptidase (NEP)-deficient mother. Here we report two recent cases that provide clues to the severity of renal disease. Mothers of the two children had circulating antibodies against NEP showing the characteristic species-dependent pattern by immunofluorescence on kidney slices. A German mother produced predominantly anti-NEP IgG4 accompanied by a low amount of IgG1. Her child recovered renal function within a few weeks. In sharp contrast, an Italian mother mainly produced complement-fixing anti-NEP IgG1, which also inhibits NEP enzymatic activity, whereas anti-NEP IgG4 has a weak inhibitory potency. Her child was dialyzed for several weeks. A kidney biopsy performed at 12 days of age showed MN, ischemic glomeruli, and arteriolar and tubular lesions. A second biopsy performed at 12 weeks of age showed aggravation with an increased number of collapsed capillary tufts. Both mothers were homozygous for the truncating deletion mutation 466delC and were thus NEP deficient. The 466delC mutation, identified in three previously described families, suggests a founder effect. Because of the potential severity of alloimmune antenatal MN, it is essential to identify families at risk by the detection of anti-NEP antibodies and NEP antigen in urine. On the basis of the five families identified to date, we propose an algorithm for the diagnosis of the disease and the prevention of complications. PMID:25565308
Energy Technology Data Exchange (ETDEWEB)
Zemla, A; Lang, D; Kostova, T; Andino, R; Zhou, C
2010-11-29
Most of the currently used methods for protein function prediction rely on sequence-based comparisons between a query protein and those for which a functional annotation is provided. A serious limitation of sequence similarity-based approaches for identifying residue conservation among proteins is the low confidence in assigning residue-residue correspondences among proteins when the level of sequence identity between the compared proteins is poor. Multiple sequence alignment methods are more satisfactory - still, they cannot provide reliable results at low levels of sequence identity. Our goal in the current work was to develop an algorithm that could overcome these difficulties and facilitate the identification of structurally (and possibly functionally) relevant residue-residue correspondences between compared protein structures. Here we present StralSV, a new algorithm for detecting closely related structure fragments and quantifying residue frequency from tight local structure alignments. We apply StralSV in a study of the RNA-dependent RNA polymerase of poliovirus and demonstrate that the algorithm can be used to determine regions of the protein that are relatively unique or that shared structural similarity with structures that are distantly related. By quantifying residue frequencies among many residue-residue pairs extracted from local alignments, one can infer potential structural or functional importance of specific residues that are determined to be highly conserved or that deviate from a consensus. We further demonstrate that considerable detailed structural and phylogenetic information can be derived from StralSV analyses. StralSV is a new structure-based algorithm for identifying and aligning structure fragments that have similarity to a reference protein. StralSV analysis can be used to quantify residue-residue correspondences and identify residues that may be of particular structural or functional importance, as well as unusual or unexpected residues at a given sequence position.
Multiple Scattering in Random Mechanical Systems and Diffusion Approximation
Feres, Renato; Ng, Jasmine; Zhang, Hong-Kun
2013-10-01
This paper is concerned with stochastic processes that model multiple (or iterated) scattering in classical mechanical systems of billiard type, defined below. From a given (deterministic) system of billiard type, a random process with transition probabilities operator P is introduced by assuming that some of the dynamical variables are random with prescribed probability distributions. Of particular interest are systems with weak scattering, which are associated to parametric families of operators P h , depending on a geometric or mechanical parameter h, that approaches the identity as h goes to 0. It is shown that ( P h - I)/ h converges for small h to a second order elliptic differential operator on compactly supported functions and that the Markov chain process associated to P h converges to a diffusion with infinitesimal generator . Both P h and are self-adjoint (densely) defined on the space of square-integrable functions over the (lower) half-space in , where ? is a stationary measure. This measure's density is either (post-collision) Maxwell-Boltzmann distribution or Knudsen cosine law, and the random processes with infinitesimal generator respectively correspond to what we call MB diffusion and (generalized) Legendre diffusion. Concrete examples of simple mechanical systems are given and illustrated by numerically simulating the random processes.
Dimension of uniformly random self-similar fractals
Koivusalo, Henna
2013-01-01
We calculate the almost sure Hausdorff dimension of uniformly random self-similar fractals. These random fractals are generated from a finite family of similarities, where the linear parts of the mappings are independent uniformly distributed random variables at each step of iteration. We also prove that the Lebesgue measure of such sets is almost surely positive in some cases.
Extremal dependence: some contributions
Ferreira, Helena
2011-01-01
Due to globalization and relaxed market regulation, we have assisted to an increasing of extremal dependence in international markets. As a consequence, several measures of tail dependence have been stated in literature in recent years, based on multivariate extreme-value theory. In this paper we present a tail dependence function and an extremal coefficient of dependence between two random vectors that extend existing ones. We shall see that in weakening the usual required dependence allows to assess the amount of dependence in $d$-variate random vectors based on bidimensional techniques. Very simple estimators will be stated and can be applied to the well-known \\emph{stable tail dependence function}. Asymptotic normality and strong consistency will be derived too. An application to financial markets will be presented at the end.
The importance of being variable
Garrett, Douglas D.; Kovacevic, Natasa; Mcintosh, Anthony R.; Grady, Cheryl L.
2011-01-01
New work suggests that blood oxygen level-dependent (BOLD) signal variability can be a much more powerful index of human age than mean activation, and that older brains are actually less variable than younger brains (Garrett, Kovacevic, McIntosh, & Grady, 2010). However, little is known of how BOLD variability and task performance may relate. In the current study, we examined BOLD variability in relation to age, and reaction time (RT) speed and consistency in healthy younger (20–30 years) a...
Modeling Shared Variables in VHDL
DEFF Research Database (Denmark)
Madsen, Jan; Brage, Jens P.
1994-01-01
A set of concurrent processes communicating through shared variables is an often used model for hardware systems. This paper presents three modeling techniques for representing such shared variables in VHDL, depending on the acceptable constraints on accesses to the variables. Also a set of guidelines for handling atomic updates of multiple shared variables is given. 1 Introduction It is often desirable to partition a computational system into discrete functional units which cooperates to.
A message-passing approach to random constraint satisfaction problems with growing domains
International Nuclear Information System (INIS)
Message-passing algorithms based on belief propagation (BP) are implemented on a random constraint satisfaction problem (CSP) referred to as model RB, which is a prototype of hard random CSPs with growing domain size. In model RB, the number of candidate discrete values (the domain size) of each variable increases polynomially with the variable number N of the problem formula. Although the satisfiability threshold of model RB is exactly known, finding solutions for a single problem formula is quite challenging and attempts have been limited to cases of N ? 102. In this paper, we propose two different kinds of message-passing algorithms guided by BP for this problem. Numerical simulations demonstrate that these algorithms allow us to find a solution for random formulas of model RB with constraint tightness slightly less than pcr, the threshold value for the satisfiability phase transition. To evaluate the performance of these algorithms, we also provide a local search algorithm (random walk) as a comparison. Besides this, the simulated time dependence of the problem size N and the entropy of the variables for growing domain size are discussed
Padilla, Alberto
2009-01-01
Systematic sampling is a commonly used technique due to its simplicity and ease of implementation. The drawback of this simplicity is that it is not possible to estimate the design variance without bias. There are several ways to circumvent this problem. One method is to suppose that the variable of interest has a random order in the population, so the sample variance of simple random sampling without replacement is used. By means of a mixed random - systematic sample, an unbiased estimator o...
Qualitatively Assessing Randomness in SVD Results
Lamb, K. W.; Miller, W. P.; Kalra, A.; Anderson, S.; Rodriguez, A.
2012-12-01
Singular Value Decomposition (SVD) is a powerful tool for identifying regions of significant co-variability between two spatially distributed datasets. SVD has been widely used in atmospheric research to define relationships between sea surface temperatures, geopotential height, wind, precipitation and streamflow data for myriad regions across the globe. A typical application for SVD is to identify leading climate drivers (as observed in the wind or pressure data) for a particular hydrologic response variable such as precipitation, streamflow, or soil moisture. One can also investigate the lagged relationship between a climate variable and the hydrologic response variable using SVD. When performing these studies it is important to limit the spatial bounds of the climate variable to reduce the chance of random co-variance relationships being identified. On the other hand, a climate region that is too small may ignore climate signals which have more than a statistical relationship to a hydrologic response variable. The proposed research seeks to identify a qualitative method of identifying random co-variability relationships between two data sets. The research identifies the heterogeneous correlation maps from several past results and compares these results with correlation maps produced using purely random and quasi-random climate data. The comparison identifies a methodology to determine if a particular region on a correlation map may be explained by a physical mechanism or is simply statistical chance.
Topics in random walks in random environment
International Nuclear Information System (INIS)
Over the last twenty-five years random motions in random media have been intensively investigated and some new general methods and paradigms have by now emerged. Random walks in random environment constitute one of the canonical models of the field. However in dimension bigger than one they are still poorly understood and many of the basic issues remain to this day unresolved. The present series of lectures attempt to give an account of the progresses which have been made over the last few years, especially in the study of multi-dimensional random walks in random environment with ballistic behavior. (author)
Goode, Daniel J.; Imbrigiotta, Thomas E.; Lacombe, Pierre J.
2014-12-01
Synthesis of rock-core sampling and chlorinated volatile organic compound (CVOC) analysis at five coreholes, with hydraulic and water-quality monitoring and a detailed hydrogeologic framework, was used to characterize the fine-scale distribution of CVOCs in dipping, fractured mudstones of the Lockatong Formation of Triassic age, of the Newark Basin in West Trenton, New Jersey. From these results, a refined conceptual model for more than 55 years of migration of CVOCs and depth- and strata-dependent rock-matrix contamination was developed. Industrial use of trichloroethene (TCE) at the former Naval Air Warfare Center (NAWC) from 1953 to 1995 resulted in dense non-aqueous phase liquid (DNAPL) TCE and dissolved TCE and related breakdown products, including other CVOCs, in underlying mudstones. Shallow highly weathered and fractured strata overlie unweathered, gently dipping, fractured strata that become progressively less fractured with depth. The unweathered lithology includes black highly fractured (fissile) carbon-rich strata, gray mildly fractured thinly layered (laminated) strata, and light-gray weakly fractured massive strata. CVOC concentrations in water samples pumped from the shallow weathered and highly fractured strata remain elevated near residual DNAPL TCE, but dilution by uncontaminated recharge, and other natural and engineered attenuation processes, have substantially reduced concentrations along flow paths removed from sources and residual DNAPL. CVOCs also were detected in most rock-core samples in source areas in shallow wells. In many locations, lower aqueous concentrations, compared to rock core concentrations, suggest that CVOCs are presently back-diffusing from the rock matrix. Below the weathered and highly fractured strata, and to depths of at least 50 meters (m), groundwater flow and contaminant transport is primarily in bedding-plane-oriented fractures in thin fissile high-carbon strata, and in fractured, laminated strata of the gently dipping mudstones. Despite more than 18 years of pump and treat (P&T) remediation, and natural attenuation processes, CVOC concentrations in aqueous samples pumped from these deeper strata remain elevated in isolated intervals. DNAPL was detected in one borehole during coring at a depth of 27 m. In contrast to core samples from the weathered zone, concentrations in core samples from deeper unweathered and unfractured strata are typically below detection. However, high CVOC concentrations were found in isolated samples from fissile black carbon-rich strata and fractured gray laminated strata. Aqueous-phase concentrations were correspondingly high in samples pumped from these strata via short-interval wells or packer-isolated zones in long boreholes. A refined conceptual site model considers that prior to P&T remediation groundwater flow was primarily subhorizontal in the higher-permeability near surface strata, and the bulk of contaminant mass was shallow. CVOCs diffused into these fractured and weathered mudstones. DNAPL and high concentrations of CVOCs migrated slowly down in deeper unweathered strata, primarily along isolated dipping bedding-plane fractures. After P&T began in 1995, using wells open to both shallow and deep strata, downward transport of dissolved CVOCs accelerated. Diffusion of TCE and other CVOCs from deeper fractures penetrated only a few centimeters into the unweathered rock matrix, likely due to sorption of CVOCs on rock organic carbon. Remediation in the deep, unweathered strata may benefit from the relatively limited migration of CVOCs into the rock matrix. Synthesis of rock core sampling from closely spaced boreholes with geophysical logging and hydraulic testing improves understanding of the controls on CVOC delineation and informs remediation design and monitoring.
On auxiliary variables and many-core architectures in computational statistics
Lee, Anthony; Holmes, Christopher
2011-01-01
Emerging many-core computer architectures provide an incentive for computational methods to exhibit specific types of parallelism. Our ability to perform inference in Bayesian statistics is often dependent upon our ability to approximate expectations of functions of random variables, for which Monte Carlo methodology provides a general purpose solution using a computer. This thesis is primarily concerned with exploring the gains that can be obtained by using many-core architectures to acceler...
Fukuma, Masafumi; Umeda, Naoya
2015-01-01
We propose a class of models which generate three-dimensional random volumes, where each configuration consists of triangles glued together along multiple hinges. The models have matrices as the dynamical variables and are characterized by semisimple associative algebras A. Although most of the diagrams represent configurations which are not manifolds, we show that the set of possible diagrams can be drastically reduced such that only (and all of the) three-dimensional manifolds with tetrahedral decompositions appear, by introducing a color structure and taking an appropriate large N limit. We examine the analytic properties when A is a matrix ring or a group ring, and show that the models with matrix ring have a novel strong-weak duality which interchanges the roles of triangles and hinges. We also give a brief comment on the relationship of our models with the colored tensor models.
Analyzing Walksat on random formulas
Coja-Oghlan, Amin
2011-01-01
Let F be a uniformly distributed random k-SAT formula with n variables and m clauses. We prove that the Walksat algorithm from Papadimitriou (FOCS 1991)/Schoning (FOCS 1999) finds a satisfying assignment of F in polynomial time w.h.p. if m/n0. This is an improvement by a factor of $\\Theta(k)$ over the best previous analysis of Walksat from Coja-Oghlan, Feige, Frieze, Krivelevich, Vilenchik (SODA 2009).
Modelling complex networks by random hierarchical graphs
Wro?bel, M.
2008-01-01
Numerous complex networks contain special patterns, called network motifs. These are specific subgraphs, which occur oftener than in randomized networks of Erd?s-Rényi type. We choose one of them, the triangle, and build a family of random hierarchical graphs, being Sierpi?ski gasket-based graphs with random "decorations". We calculate the important characteristics of these graphs - average degree, average shortest path length, small-world graph family characteristics. They depend on proba...
Anomalous Response Variability in a Balanced Cortical Network Model
Hertz, J; Nilsen, K; Hertz, John; Richmond, Barry; Nilsen, Kristian
2002-01-01
We use mean field theory to study the response properties of a simple randomly-connected model cortical network of leaky integrate-and-fire neurons with balanced excitation and inhibition. The formulation permits arbitrary temporal variation of the input to the network and takes exact account of temporal firing correlations. We find that neuronal firing statistics depend sensitively on the firing threshold. In particular, spike count variances can be either significantly greater than or significantly less than those for a Poisson process. These findings may help in understanding the variability observed experimentally in cortical neuronal responses.
A Wireless System Using Random Residue Sequences
Kotagiri, Vamsi Sashank
2014-01-01
This paper describes the architecture of wireless communication system using random residue sequences. The basic scheme is that of spread spectrum but instead of using PN sequences for coding, we use random residue sequences. Such a system can provide cryptographic security whose strength would depend on the number of code sequences being used.
Pilarczyk, K
1995-01-01
The aim of the study was to perform uterus measurements in order to demonstrate variability of size, shape and proportions of each part of uterus. Topography, shape and dimensions of the uterine artery and its organic branches were also analyzed. The main part of the study was to analyze the arterial system in the walls of the human uterus. The study has been performed in order to find correlation between anatomic variety and age, and obstetric history of the investigated females. Internal genital organs taken at autopsy from 105 female cadavers (only unchanged pathologically) aged from 3 to 85, underwent evaluation (Table 1). Material consisted of 8 non menstruating girls, 30 nulliparas (20 premenopausal and 10 postmenopausal) and 67 multiparas (32 and 35, respectively). During postmortem examination topography of the origin sites of the uterine artery originating from the internal iliac artery, its diameters and its position towards ureter have been estimated. External measurements of the uterus have been performed. After excision of the uterus, uterine arteries have been injected with radiologic contrast medium. Radiography of the uterus has been taken using roentgenographic apparatus for structural research, and then arrangement of the uterine arteries in myometrium and their organic branches have been assessed. Uteri have been sectioned horizontally, and finally enlarged radiographs of each layer have been taken to estimate the arrangement of vessels at different levels of the myometrium. Fractionation itself made accurate measurements of the walls of the uterus possible at different levels. It has been stated that shape and size of the uterus changed considerably during the whole individual's life. Changes occurred not only within time, but they were connected with motherhood as well. Variability of the external dimensions of the uterus was always closely connected with variability of the uterus wall's thickness at different levels. Angiographic studies revealed that uterine arteries were present in every case, on both sides, regardless of the age and obstetric history. Topographic investigations proved that the vessels always crossed the ureter superficially on both sides. Considering each of the three segments of the uterine artery, it was stated that the length of the descending part of the vessel varied only within age, while the transverse and ascending parts were elongated within age and also after pregnancies. The number of the uterine artery branches running towards the body and cervix of the uterus was significantly variable and depended not only on age, but on pregnancies as well. Radiographic analysis revealed that connections between uterine vessels on both sides of the same uterus were not constant. Their absence was associated with the presence of the hypovascular, or even avascular zone in the medial part of the fundus and body of the uterus. This situation was evident at any age, regardless of the obstetric history. Artery of the fundus uteri, which had been previously described in many studies, was a rarely existing vessel. In the investigated material no azygos uterine artery has been found. Microangiographic studies (Fig. 1-4) revealed that angioarchitectonics of blood vessels in consecutive layers of the wall of the human uterus at different levels was variable to a great degree. It has been stated that situation depended not only on age, but also on past pregnancies. PMID:8615552
Directory of Open Access Journals (Sweden)
Luís André Castro
2009-01-01
Full Text Available OBJETIVO: O objetivo deste estudo é avaliar a eficácia da naltrexona com intervenção breve em pacientes com dependência de álcool. MÉTODO: Este estudo é um ensaio clínico randomizado, duplo-cego, placebo-controlado de 12 semanas. A amostra de 71 pacientes foi dividida randomicamente em dois grupos (um recebendo naltrexona e outro placebo. Sujeitos dependentes de álcool foram tratados com 50 mg de naltrexona ou placebo diariamente por 12 semanas. Ambos os grupos de tratamento receberam intervenção breve. Os desfechos clínicos primários para este estudo foram taxa de recaída e mudança no padrão de consumo de álcool. RESULTADOS: Na intenção de tratar, menor porcentagem de sujeitos tratados com naltrexona recaíram (3% 21%; p = 0,054. Naltrexona com intervenção breve não foi superior ao placebo para diminuir os dias de consumo (6,2 + 10,6 3,05 + 7,3; p = 0,478, os dias de consumo moderado (0 2,2 + 6,9; p = 0,345 e os dias de consumo pesado (0,03 + 0,2 0,3 + 0,9; p = 0,887. Naltrexona foi bem tolerada. Os efeitos adversos mais frequentes na presente amostra foram: cefaleia (25,4%, sonolência (20,9%, náuseas (16,4%, hiperfagia (16,4%, anorexia (14,9%, ansiedade (10,4%, pirose (10,4% e irritabilidade (10,4%. CONCLUSÕES: Embora o grupo naltrexona tenha demonstrado tendência para reduzir taxa de recaída (> 5 doses/dia, não foi encontrada nenhuma diferença em outras variáveis de consumo de álcool entre os grupos naltrexona e placebo. Estudos futuros devem examinar a eficácia desse tipo de combinação de tratamento nos cuidados primários de saúde.OBJECTIVE: The objective of this study is to evaluate the efficacy of naltrexone with brief intervention among patients with alcohol dependence. METHOD: This study is a 12-week randomized, double blind, placebo-controlled clinical trial. The sample of 71 patients was randomly divided in two groups (one receiving naltrexone and the other placebo. Alcohol-dependent subjects were treated with 50 mg of naltrexone or placebo daily for 12 weeks. Both treatment groups received brief intervention. The primary results for this study were relapse rate and change in drinking behaviors. RESULTS: In the intention-to-treat fewer naltrexone treated subjects relapsed (3% 21%; p = 0.054. Naltrexone with brief intervention was not effective in decreasing drinking days (6.2 + 10.6 3.05 + 7.3; p = 0.478, moderate drinking days (0 2.2 + 6.9; p = 0.345 and heavy drinking days (0.03 + 0.2 0.3 + 0.9; p = 0.887. Naltrexone was well tolerated. The most frequent adverse effects in our sample were: headache (25.4%, drowsiness (20.9%, nausea (16.4%, hyperphagia (16.4%, anorexia (14.9%, anxiety (10.4%, heartburn (10.4% and irritability (10.4%. CONCLUSIONS: Although the naltrexone group showed a tendency to reduce relapse rate (> 5 drinks/day, no differences were found in other alcohol consumption variables between naltrexone and placebo groups. Further studies should examine the efficacy of this kind of treatment combination in the primary health care.
Flooding in Weighted Random Graphs
Amini, Hamed; Lelarge, Marc
2010-01-01
In this paper, we study the impact of edge weights on distances in diluted random graphs. We interpret these weights as delays, and take them as i.i.d exponential random variables. We analyze the weighted flooding time defined as the minimum time needed to reach all nodes from one uniformly chosen node, and the weighted diameter corresponding to the largest distance between any pair of vertices. Under some regularity conditions on the degree sequence of the random graph, we show that these quantities grow as the logarithm of $n$, when the size of the graph $n$ tends to infinity. We also derive the exact value for the prefactors. These allow us to analyze an asynchronous randomized broadcast algorithm for random regular graphs. Our results show that the asynchronous version of the algorithm performs better than its synchronized version: in the large size limit of the graph, it will reach the whole network faster even if the local dynamics are similar on average.
Spectra of euclidean random matrices
International Nuclear Information System (INIS)
We study the spectrum of a random matrix, whose elements depend on the euclidean distance between points randomly distributed in space. This problem is widely studied in the context of the Instantaneous Normal Modes of fluids and is particularly relevant at the glass transition. We introduce a systematic study of this problem through its representation by a field theory. In this way we can easily construct a high density expansion, which can be resummed producing an approximation to the spectrum similar to the Coherent Potential Approximation for disordered systems
Directory of Open Access Journals (Sweden)
BernhardRauch
2012-04-01
Full Text Available Extra supplementation of omega-3 fatty acids (?-3 has been associated with a decreased cardiovascular risk, thereby focusing on a potentially preventive effect on tachyarrhythmias and sudden cardiac death. Recent randomized controlled trials, however, challenge the efficiency of the additional application of ?-3 in its anti-arrhythmic effect under certain clinical conditions. The present paper reflects the results of earlier and recent clinical studies with respect to the individual background conditions that potentially may explain apparently conflicting clinical data. It is suggested that the efficiency of ?-3 supplementation to prevent cardiac arrhythmias strongly depends on the underlying clinical and pharmacological conditions, a hypothesis that may be supported by the data from experimental animal studies and the molecular interactions of ?-3 at the cellular level.
Frequency Dependent Invasion in a Spatial Environment
Schweitzer, F; Mühlenbein, H; Schweitzer, Frank; Behera, Laxmidhar; Mühlenbein, Heinz
2003-01-01
We investigate the spatio-temporal dynamics of two species in a two-dimensional system. The spread of each species depends non-linearly on the local frequency of its kind in its surrounding (expressed by two parameters $\\alpha_{1}$, $\\alpha_{2}$), which allows us to consider both positive and negative frequency dependence. For different $\\alpha_{1}$, $\\alpha_{2}$, computer simulations on a cellular automaton show either formation of spatial domains that grow until complete invasion of one species is reached, or coexistence of both species, which could occur in random or non-stationary spatial patterns. Based on the microscopic dynamics, equations for macroscopic key variables are derived and investigated analytically by means of mean-field and pair approximations. We show that the latter is in good agreement with observed global frequency and spatial correlations. Furthermore, the pair approximation allows us to derive a phase diagram in the $(\\alpha_{1},\\alpha_{2})$ space, from which we are able to distingui...
Fluctuations of Quantum Random Walks on Circles
Inui, N; Konno, N; Soshi, T; Inui, Norio; Konishi, Yoshinao; Konno, Norio; Soshi, Takahiro
2003-01-01
Temporal fluctuations in the Hadamard walk on circles are studied. A temporal standard deviation of probability that a quantum random walker is positive at a given site is introduced to manifest striking differences between quantum and classical random walks. An analytical expression of the temporal standard deviation on a circle with odd sites is shown and its asymptotic behavior is considered for large system size. In contrast with classical random walks, the temporal fluctuation of quantum random walks depends on the position and initial conditions, since temporal standard deviation of the classical case is zero for any site. It indicates that the temporal fluctuation of the Hadamard walk can be controlled.
Spectral norm of random Toeplitz matrices
Kharouf, Malika
2013-01-01
In this work, we consider symmetric random Toeplitz matrices $T_n$ generated by i.i.d. zero mean random variables ${X_k}$ satisfying the moment conditions: $E|X_k|^2=1$ and $\\E|X_1|^n \\le n^{\\sqrt{n}}$ for all $n\\ge 3$. We prove that the largest eigenvalue of $T_n$ scaled by $\\sqrt{n log(n)}$ converges almost surely to $1$.
Random dynamical systems of integrable quantum mechanics
International Nuclear Information System (INIS)
We discuss the quantum mechanics of completely integrable classical systems in a probabilistic formulation. We derive a stochastic analogue of a constant of motion. We discuss stochastic differential equations defining the time evolution of classical action-angle variables. We derive a random series expansion around the invariant tori. We relate periodic solutions of deterministic systems to periodic solutions of random systems and to the discrete spectrum of the corresponding quantum systems. ((orig.))
Random Combinatorial structures:the convergent case
Barbour, A. D.; Granovsky, B.
2003-01-01
This paper studies the distribution of the component spectrum of combinatorial structures such as uniform random forests, in which the classical generating function for the numbers of (irreducible) elements of the different sizes converges at the radius of convergence; here, this property is expressed in terms of the expectations of {\\it independent} random variables $Z_j$, $j\\ge1$, whose joint distribution, conditional on the event that $\\sum_{j=1}^n jZ_j = n$, gives the di...
Random combinatorial structures: the convergent case
Barbour, A. D.; Granovsky, B.
2005-01-01
This paper studies the distribution of the component spectrum of combinatorial structures such as uniform random forests, in which the classical generating function for the numbers of (irreducible) elements of the different sizes converges at the radius of convergence; here, this property is expressed in terms of the expectations of independent random variables Zj, j ? 1, whose joint distribution, conditional on the event that ?nj=1 jZj = n, gives the distribution of the component spectrum...
Khrennikov, A Yu
2006-01-01
Gaussian random field on general ultrametric space is introduced as a solution of pseudodifferential stochastic equation. Covariation of the introduced random field is computed with the help of wavelet analysis on ultrametric spaces. Notion of ultrametric Markovianity, which describes independence of contributions to random field from different ultrametric balls is introduced. We show that the random field under investigation satisfies this property.
Estrada, Ernesto
2015-01-01
A generalization of the random geometric graph (RGG) model is proposed by considering a set of points uniformly and independently distributed on a rectangle of unit area instead of on a unit square \\left[0,1\\right]^{2}. The topological properties, such as connectivity, average degree, average path length and clustering, of the random rectangular graphs (RRGs) generated by this model are then studied as a function of the rectangle sides lengths a and b=1/a, and the radius r used to connect the nodes. When a=1 we recover the RGG, and when a\\rightarrow\\infty the very elongated rectangle generated resembles a one-dimensional RGG. We provided computational and analytical evidence that the topological properties of the RRG differ significantly from those of the RGG. The connectivity of the RRG depends not only on the number of nodes as in the case of the RGG, but also on the side length of the rectangle. As the rectangle is more elongated the critical radius for connectivity increases following first a power-law an...
Investments in Random Environments
Navarro, Emeterio; Rodrigues, Joao; Schweitzer, Frank
2007-01-01
We present analytical investigations of a multiplicative stochastic process that models a simple investor dynamics in a random environment. The dynamics of the investor's budget, $x(t)$, depends on the stochasticity of the return on investment, $r(t)$, for which different model assumptions are discussed. The fat-tail distribution of the budget is investigated and compared with theoretical predictions. Weare mainly interested in the most probable value $x_mp$ of the budget that reaches a constant value over time. Based on an analytical investigation of the dynamics, we are able to predict $x_mp^stat$. We find a scaling law that relates the most probable value to the characteristic parameters describing the stochastic process. Our analytical results are confirmed by stochastic computer simulations that show a very good agreement with the predictions.
Investments in random environments
Navarro-Barrientos, Jesús Emeterio; Cantero-Álvarez, Rubén; Matias Rodrigues, João F.; Schweitzer, Frank
2008-03-01
We present analytical investigations of a multiplicative stochastic process that models a simple investor dynamics in a random environment. The dynamics of the investor’s budget, x(t), depends on the stochasticity of the return on investment, r(t), for which different model assumptions are discussed. The fat-tail distribution of the budget is investigated and compared with theoretical predictions. We are mainly interested in the most probable value x of the budget that reaches a constant value over time. Based on an analytical investigation of the dynamics, we are able to predict xmpstat. We find a scaling law that relates the most probable value to the characteristic parameters describing the stochastic process. Our analytical results are confirmed by stochastic computer simulations that show a very good agreement with the predictions.
Random broadcast on random geometric graphs
Energy Technology Data Exchange (ETDEWEB)
Bradonjic, Milan [Los Alamos National Laboratory; Elsasser, Robert [UNIV OF PADERBORN; Friedrich, Tobias [ICSI/BERKELEY; Sauerwald, Tomas [ICSI/BERKELEY
2009-01-01
In this work, we consider the random broadcast time on random geometric graphs (RGGs). The classic random broadcast model, also known as push algorithm, is defined as: starting with one informed node, in each succeeding round every informed node chooses one of its neighbors uniformly at random and informs it. We consider the random broadcast time on RGGs, when with high probability: (i) RGG is connected, (ii) when there exists the giant component in RGG. We show that the random broadcast time is bounded by {Omicron}({radical} n + diam(component)), where diam(component) is a diameter of the entire graph, or the giant component, for the regimes (i), or (ii), respectively. In other words, for both regimes, we derive the broadcast time to be {Theta}(diam(G)), which is asymptotically optimal.
Random Graph Models with Hidden Color
International Nuclear Information System (INIS)
We demonstrate how to generalize two of the most well-known random graph models, the classic random graph, and random graphs with a given degree distribution, by the introduction of hidden variables in the form of extra degrees of freedom, color, applied to vertices or stubs (half-edges). The color is assumed unobservable, but is allowed to affect edge probabilities. This serves as a convenient method to define very general classes of models within a common unifying formalism, and allows for a non-trivial edge correlation structure. (author)
On the local time of random processes in random scenery
Castell, Fabienne; Pène, Françoise; Schapira, Bruno
2012-01-01
Random walks in random scenery are processes defined by $Z_n:=\\sum_{k=1}^n\\xi_{X_1+...+X_k}$, where basically $(X_k,k\\ge 1)$ and $(\\xi_y,y\\in\\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that $X_1$ is $\\ZZ$-valued, centered and with finite moments of all orders. We also assume that $\\xi_0$ is $\\ZZ$-valued, centered and square integrable. In this case H. Kesten and F. Spitzer proved that $(n^{-3/4}Z_{[nt]},t\\ge 0)$ converges in distribution as $n\\to \\infty$ toward some self-similar process $(\\Delta_t,t\\ge 0)$ called Brownian motion in random scenery. In a previous paper, we established that ${\\mathbb P}(Z_n=0)$ behaves asymptotically like a constant times $n^{-3/4}$, as $n\\to \\infty$. We extend here this local limit theorem: we give a precise asymptotic result for the probability for $Z$ to return to zero simultaneously at several times. As a byproduct of our computations, we show that $\\Delta$ admits a bi-continuous version of its local time process which is locally H\\"o...
HYTHEST, Dependence of Fuel Fabrication Tolerances on Hydraulics of BWR, PWR
International Nuclear Information System (INIS)
1 - Nature of physical problem solved: HYTHEST is a Monte Carlo programme. With this programme it is possible to study statistically the influence that the random variation of the independent parameters subjected to fabrication tolerances (fuel density and enrichment, geometric dimension) have on dependent thermal hydraulic variables (temperatures, vapour quality, pressure drop) in a PWR and BWR reactor core. 2 - Method of solution: According to the spot model, a random core is built up, choosing in every region of core the values of the independent parameters with the aid of a random sampling routine. Next with a detailed thermal hydraulic calculation routine the values of the dependent variables are calculated in this random sampled core. This procedure is repeated according to a Monte Carlo technique choosing as many random cores as necessary. 3 - Restrictions on the complexity of the problem: 900 maximum number of Monte Carlo histories; 220 maximum number of intervals in the channel; 50 maximum number of points in which the interval Ymax-Ymin must be subdivided
Ergodicity of Random Walks on Random DFA
Balle, Borja
2013-01-01
Given a DFA we consider the random walk that starts at the initial state and at each time step moves to a new state by taking a random transition from the current state. This paper shows that for typical DFA this random walk induces an ergodic Markov chain. The notion of typical DFA is formalized by showing that ergodicity holds with high probability when a DFA is sampled uniformly at random from the set of all automata with a fixed number of states. We also show the same re...
A model for randomized resource allocation in decentralized wireless networks
Moshksar, Kamyar; Khandani, Amir K
2009-01-01
In this paper, we consider a decentralized wireless communication network with a fixed number $u$ of frequency sub-bands to be shared among $N$ transmitter-receiver pairs. It is assumed that the number of active users is a random variable with a given probability mass function. Moreover, users are unaware of each other's codebooks and hence, no multiuser detection is possible. We propose a randomized Frequency Hopping (FH) scheme in which each transmitter randomly hops over a subset of $u$ sub-bands from transmission to transmission. We derive lower and upper bounds on the mutual information of each user and demonstrate that, for large Signal-to-Noise Ratio (SNR) values, the two bounds coincide. This observation enables us to compute the sum multiplexing gain of the system and obtain the optimum hopping strategy for maximizing this quantity. We compare the performance of the FH system with that of the Frequency Division (FD) system in terms of several performance measures and show that (depending on the proba...
ON DISTRIBUTIONS OF ORDER STATISTICS FROM NONIDENTICAL DISCRETE VARIABLES
Directory of Open Access Journals (Sweden)
Mehmet GÜNGÖR
2011-04-01
Full Text Available In this study, the distributions of X_r:n order statistic of innid discrete random variables are obtained.In addition, the distributions are also expressed in the form of an integral. Then, the results related to pf and dfof minimum and maximum order statistics of innid discrete random variables are given.
First passages for a search by a swarm of independent random searchers
International Nuclear Information System (INIS)
In this paper we study some aspects of search for an immobile target by a swarm of N non-communicating, randomly moving searchers (numbered by the index k, k = 1, 2,..., N), which all start their random motion simultaneously at the same point in space. For each realization of the search process, we record the unordered set of time moments {?k}, where ?k is the time of the first passage of the kth searcher to the location of the target. Clearly, ?ks are independent, identically distributed random variables with the same distribution function ?(?). We evaluate then the distribution P(?) of the random variable ???1/ ?-bar , where ?-bar =N-1?k=1N?k is the ensemble-averaged realization-dependent first passage time. We show that P(?) exhibits quite a non-trivial and sometimes a counterintuitive behavior. We demonstrate that in some well-studied cases (e.g. Brownian motion in finite d-dimensional domains) the mean first passage time is not a robust measure of the search efficiency, despite the fact that ?(?) has moments of arbitrary order. This implies, in particular, that even in this simplest case (not to mention complex systems and/or anomalous diffusion) first passage data extracted from a single-particle tracking should be regarded with appropriate caution because of the significant sample-to-sample fluctuations
Spurious Regression and Trending Variables
Noriega, Antonio E.; Ventosa-santaula?ria, Daniel
2007-01-01
This paper analyses the asymptotic and finite sample implications of different types of nonstationary behavior among the dependent and explanatory variables in a linear spurious regression model. We study cases when the nonstationarity in the dependent and explanatory variables is deterministic as well as stochastic. In particular, we derive the order in probability of the t?statistic in a linear regression equation under a variety of empirically relevant data generation processes, and show...
Iacobelli, Giulio
2010-01-01
We consider a general class of disordered mean-field models where both the spin variables and disorder variables take finitely many values. To investigate the size-dependence in the phase-transition regime we construct the metastate describing the probabilities to find a large system close to a particular convex combination of the pure infinite-volume states. We show that, under a non-degeneracy assumption, only pure states are seen, with non-random probability weights for which we derive explicit expressions in terms of interactions and distributions of the disorder variables. We provide a geometric construction distinguishing invisible states (having zero weights) from visible ones. As a further consequence we show that, in the case where precisely two pure states are available, these must necessarily occur with the same weight, even if the model has no obvious symmetry relating the two.
An Approximate Likelihood Ratio Method for Testing Equality of Two Dependent Proportions
Tadewos Koroto
2009-01-01
This study considers an approximate likelihood ratio test for equality of two dependent proportions. A bivariate probability distribution of a specified form is assumed and the likelihood ratio statistic is approximated from this distribution. The distribution accounts for the correlation of the underlying two binomial random variables. The application of the procedure on data resulting from treatment of TB patients shows that the proposed test can be used as an alternative test for data invo...
A CLT for Information-theoretic statistics of Non-centered Gram random matrices
Hachem, Walid; Najim, Jamal; Silverstein, Jack W
2011-01-01
In this article, we study the fluctuations of the random variable: $$ {\\mathcal I}_n(\\rho) = \\frac 1N \\log\\det(\\Sigma_n \\Sigma_n^* + \\rho I_N),\\quad (\\rho>0) $$ where $\\Sigma_n= n^{-1/2} D_n^{1/2} X_n\\tilde D_n^{1/2} +A_n$, as the dimensions of the matrices go to infinity at the same pace. Matrices $X_n$ and $A_n$ are respectively random and deterministic $N\\times n$ matrices; matrices $D_n$ and $\\tilde D_n$ are deterministic and diagonal, with respective dimensions $N\\times N$ and $n\\times n$; matrix $X_n=(X_{ij})$ has centered, independent and identically distributed entries with unit variance, either real or complex. We prove that when centered and properly rescaled, the random variable ${\\mathcal I}_n(\\rho)$ satisfies a Central Limit Theorem and has a Gaussian limit. The variance of ${\\mathcal I}_n(\\rho)$ depends on the moment $\\E X_{ij}^2$ of the variables $X_{ij}$ and also on its fourth cumulant $\\kappa= \\E|X_{ij}|^4 - 2 - |\\E X_{ij}^2|^2$. The main motivation comes from the field of wireless communicat...
Random survival forests for competing risks
DEFF Research Database (Denmark)
Ishwaran, Hemant; Gerds, Thomas A
2014-01-01
We introduce a new approach to competing risks using random forests. Our method is fully non-parametric and can be used for selecting event-specific variables and for estimating the cumulative incidence function. We show that the method is highly effective for both prediction and variable selection in high-dimensional problems and in settings such as HIV/AIDS that involve many competing risks.
BROAD ABSORPTION LINE VARIABILITY ON MULTI-YEAR TIMESCALES IN A LARGE QUASAR SAMPLE
Energy Technology Data Exchange (ETDEWEB)
Filiz Ak, N.; Brandt, W. N.; Schneider, D. P. [Department of Astronomy and Astrophysics, Pennsylvania State University, University Park, PA 16802 (United States); Hall, P. B. [Department of Physics and Astronomy, York University, 4700 Keele St., Toronto, Ontario, M3J 1P3 (Canada); Anderson, S. F. [Astronomy Department, University of Washington, Seattle, WA 98195 (United States); Hamann, F. [Department of Astronomy, University of Florida, Gainesville, FL 32611-2055 (United States); Lundgren, B. F. [Department of Astronomy, University of Wisconsin, Madison, WI 53706 (United States); Myers, Adam D. [Department of Physics and Astronomy, University of Wyoming, Laramie, WY 82071 (United States); Pâris, I. [Departamento de Astronomía, Universidad de Chile, Casilla 36-D, Santiago (Chile); Petitjean, P. [Universite Paris 6, Institut d' Astrophysique de Paris, 75014, Paris (France); Ross, Nicholas P. [Lawrence Berkeley National Laboratory, 1 Cyclotron Road, Berkeley, CA 92420 (United States); Shen, Yue [Harvard-Smithsonian Center for Astrophysics, 60 Garden St., MS-51, Cambridge, MA 02138 (United States); York, Don, E-mail: nfilizak@astro.psu.edu [The University of Chicago, Department of Astronomy and Astrophysics, Chicago, IL 60637 (United States)
2013-11-10
We present a detailed investigation of the variability of 428 C IV and 235 Si IV broad absorption line (BAL) troughs identified in multi-epoch observations of 291 quasars by the Sloan Digital Sky Survey-I/II/III. These observations primarily sample rest-frame timescales of 1-3.7 yr over which significant rearrangement of the BAL wind is expected. We derive a number of observational results on, e.g., the frequency of BAL variability, the velocity range over which BAL variability occurs, the primary observed form of BAL-trough variability, the dependence of BAL variability upon timescale, the frequency of BAL strengthening versus weakening, correlations between BAL variability and BAL-trough profiles, relations between C IV and Si IV BAL variability, coordinated multi-trough variability, and BAL variations as a function of quasar properties. We assess implications of these observational results for quasar winds. Our results support models where most BAL absorption is formed within an order-of-magnitude of the wind-launching radius, although a significant minority of BAL troughs may arise on larger scales. We estimate an average lifetime for a BAL trough along our line-of-sight of a few thousand years. BAL disappearance and emergence events appear to be extremes of general BAL variability, rather than being qualitatively distinct phenomena. We derive the parameters of a random-walk model for BAL EW variability, finding that this model can acceptably describe some key aspects of EW variability. The coordinated trough variability of BAL quasars with multiple troughs suggests that changes in 'shielding gas' may play a significant role in driving general BAL variability.
BROAD ABSORPTION LINE VARIABILITY ON MULTI-YEAR TIMESCALES IN A LARGE QUASAR SAMPLE
International Nuclear Information System (INIS)
We present a detailed investigation of the variability of 428 C IV and 235 Si IV broad absorption line (BAL) troughs identified in multi-epoch observations of 291 quasars by the Sloan Digital Sky Survey-I/II/III. These observations primarily sample rest-frame timescales of 1-3.7 yr over which significant rearrangement of the BAL wind is expected. We derive a number of observational results on, e.g., the frequency of BAL variability, the velocity range over which BAL variability occurs, the primary observed form of BAL-trough variability, the dependence of BAL variability upon timescale, the frequency of BAL strengthening versus weakening, correlations between BAL variability and BAL-trough profiles, relations between C IV and Si IV BAL variability, coordinated multi-trough variability, and BAL variations as a function of quasar properties. We assess implications of these observational results for quasar winds. Our results support models where most BAL absorption is formed within an order-of-magnitude of the wind-launching radius, although a significant minority of BAL troughs may arise on larger scales. We estimate an average lifetime for a BAL trough along our line-of-sight of a few thousand years. BAL disappearance and emergence events appear to be extremes of general BAL variability, rather than being qualitatively distinct phenomena. We derive the parameters of a random-walk model for BAL EW variability, finding that this model can acceptably describe some key aspects of EW variability. The coordinated trough variability of BAL quasars with multiple troughs suggests that changes in 'shielding gas' may play a significant role in driving general BAL variability
Polymer transport in random flow
Celani, A.; Musacchio, S.; Vincenzi, D.
2004-01-01
The dynamics of polymers in a random smooth flow is investigated in the framework of the Hookean dumbbell model. The analytical expression of the time-dependent probability density function of polymer elongation is derived explicitly for a Gaussian, rapidly changing flow. When polymers are in the coiled state the pdf reaches a stationary state characterized by power-law tails both for small and large arguments compared to the equilibrium length. The characteristic relaxation...