Benford's Law and Continuous Dependent Random Variables
Becker, Thealexa; Corcoran, Taylor C.; Greaves-Tunnell, Alec; Iafrate, Joseph R.; Jing, Joy; Miller, Steven J.; Porfilio, Jaclyn D.; Ronan, Ryan; Samranvedhya, Jirapat; Strauch, Frederick W.
2013-01-01
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 the independence in ...
Simple dependent pairs of exponential and uniform random variables
Lawrance, A. J.; Lewis, Peter Adrian Walter
1982-01-01
A random-coefficient linear function of two independent exponential variables yielding a third exponential variable is used in the construction of simple, dependent pairs of exponential variables. By employing antithetic exponential variables, the constructions are developed to encompass negative dependency. By employing negative exponentiation, the constructions yield simple multiplicative-based models for dependent uniform pairs. The ranges of dependency allowable in the models are assessed...
Central limit theorem for the Banach-valued weakly dependent random variables
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
The Randomized Dependence Coefficient
Lopez-Paz, David; Hennig, Philipp; Schölkopf, Bernhard
2013-01-01
We introduce the Randomized Dependence Coefficient (RDC), a measure of non-linear dependence between random variables of arbitrary dimension based on the Hirschfeld-Gebelein-R\\'enyi Maximum Correlation Coefficient. RDC is defined in terms of correlation of random non-linear copula projections; it is invariant with respect to marginal distribution transformations, has low computational cost and is easy to implement: just five lines of R code, included at the end of the paper.
An edgeworth expansion for a sum of M-Dependent random variables
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.
Marrelec, Guillaume; Mess, Arnaud; Bellec, Pierre
2015-01-01
The use of mutual information as a similarity measure in agglomerative hierarchical clustering (AHC) raises an important issue: some correction needs to be applied for the dimensionality of variables. In this work, we formulate the decision of merging dependent multivariate normal variables in an AHC procedure as a Bayesian model comparison. We found that the Bayesian formulation naturally shrinks the empirical covariance matrix towards a matrix set a priori (e.g., the identity), provides an ...
Ming He
2015-11-01
Full Text Available We propose a random effects panel data model with both spatially correlated error components and spatially lagged dependent variables. We focus on diagnostic testing procedures and derive Lagrange multiplier (LM test statistics for a variety of hypotheses within this model. We first construct the joint LM test for both the individual random effects and the two spatial effects (spatial error correlation and spatial lag dependence. We then provide LM tests for the individual random effects and for the two spatial effects separately. In addition, in order to guard against local model misspecification, we derive locally adjusted (robust LM tests based on the Bera and Yoon principle (Bera and Yoon, 1993. We conduct a small Monte Carlo simulation to show the good finite sample performances of these LM test statistics and revisit the cigarette demand example in Baltagi and Levin (1992 to illustrate our testing procedures.
Marrelec, Guillaume; Mess, Arnaud; Bellec, Pierre
2015-01-01
The use of mutual information as a similarity measure in agglomerative hierarchical clustering (AHC) raises an important issue: some correction needs to be applied for the dimensionality of variables. In this work, we formulate the decision of merging dependent multivariate normal variables in an AHC procedure as a Bayesian model comparison. We found that the Bayesian formulation naturally shrinks the empirical covariance matrix towards a matrix set a priori (e.g., the identity), provides an automated stopping rule, and corrects for dimensionality using a term that scales up the measure as a function of the dimensionality of the variables. Also, the resulting log Bayes factor is asymptotically proportional to the plug-in estimate of mutual information, with an additive correction for dimensionality in agreement with the Bayesian information criterion. We investigated the behavior of these Bayesian alternatives (in exact and asymptotic forms) to mutual information on simulated and real data. An encouraging result was first derived on simulations: the hierarchical clustering based on the log Bayes factor outperformed off-the-shelf clustering techniques as well as raw and normalized mutual information in terms of classification accuracy. On a toy example, we found that the Bayesian approaches led to results that were similar to those of mutual information clustering techniques, with the advantage of an automated thresholding. On real functional magnetic resonance imaging (fMRI) datasets measuring brain activity, it identified clusters consistent with the established outcome of standard procedures. On this application, normalized mutual information had a highly atypical behavior, in the sense that it systematically favored very large clusters. These initial experiments suggest that the proposed Bayesian alternatives to mutual information are a useful new tool for hierarchical clustering. PMID:26406245
Barcella, William; Iorio, Maria De; Baio, Gianluca; Malone-Lee, James
2016-04-15
Lower urinary tract symptoms can indicate the presence of urinary tract infection (UTI), a condition that if it becomes chronic requires expensive and time consuming care as well as leading to reduced quality of life. Detecting the presence and gravity of an infection from the earliest symptoms is then highly valuable. Typically, white blood cell (WBC) count measured in a sample of urine is used to assess UTI. We consider clinical data from 1341 patients in their first visit in which UTI (i.e. WBC ≥1) is diagnosed. In addition, for each patient, a clinical profile of 34 symptoms was recorded. In this paper, we propose a Bayesian nonparametric regression model based on the Dirichlet process prior aimed at providing the clinicians with a meaningful clustering of the patients based on both the WBC (response variable) and possible patterns within the symptoms profiles (covariates). This is achieved by assuming a probability model for the symptoms as well as for the response variable. To identify the symptoms most associated to UTI, we specify a spike and slab base measure for the regression coefficients: this induces dependence of symptoms selection on cluster assignment. Posterior inference is performed through Markov Chain Monte Carlo methods. Copyright © 2015 John Wiley & Sons, Ltd. PMID:26536840
Strong Decomposition of Random Variables
Hoffmann-Jørgensen, Jørgen; Kagan, Abram M.; Pitt, Loren D.; Shepp, Lawrence A.
2007-01-01
A random variable X is stongly decomposable if X=Y+Z where Y=Φ(X) and Z=X-Φ(X) are independent non-degenerated random variables (called the components). It is shown that at least one of the components is singular, and we derive a necessary and sufficient condition for strong decomposability of a...... discrete random variable....
Students' Misconceptions about Random Variables
Kachapova, Farida; Kachapov, Ilias
2012-01-01
This article describes some misconceptions about random variables and related counter-examples, and makes suggestions about teaching initial topics on random variables in general form instead of doing it separately for discrete and continuous cases. The focus is on post-calculus probability courses. (Contains 2 figures.)
Symmetrization of binary random variables
Kagan, Abram; Mallows, Colin L.; Shepp, Larry A.; Vanderbei, Robert J.; Vardi, Yehuda
1999-01-01
A random variable [math] is called an independent symmetrizer of a given random variable [math] if (a) it is independent of [math] and (b) the distribution of [math] is symmetric about [math] . In cases where the distribution of [math] is symmetric about its mean, it is easy to see that the constant random variable [math] is a minimum-variance independent symmetrizer. Taking [math] to have the same distribution as [math] clearly produces a symmetric sum, but it may not be of minimum variance....
Contextuality is about identity of random variables
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. (paper)
Limit theorem for random walk in weakly dependent random scenery
Guillotin-Plantard, Nadine
2008-01-01
Let $S=(S_k)_{k\\geq 0}$ be a random walk on $\\mathbb{Z}$ and $\\xi=(\\xi_{i})_{i\\in\\mathbb{Z}}$ a stationary random sequence of centered random variables, independent of $S$. We consider a random walk in random scenery that is the sequence of random variables $(\\Sigma_n)_{n\\geq 0}$ where
A random number generator for continuous random variables
Guerra, V. M.; Tapia, R. A.; Thompson, J. R.
1972-01-01
A FORTRAN 4 routine is given which may be used to generate random observations of a continuous real valued random variable. Normal distribution of F(x), X, E(akimas), and E(linear) is presented in tabular form.
Randomness and Earth climate variability
Levinshtein, Michael E; Dmitriev, Alexander P; Shmakov, Pavel M
2015-01-01
Paleo-Sciences including palaeoclimatology and palaeoecology have accumulated numerous records related to climatic changes. The researchers have usually tried to identify periodic and quasi-periodic processes in these paleoscientific records. In this paper, we show that this analysis is incomplete. As follows from our results, random processes, namely processes with a single-time-constant (noise with a Lorentzian noise spectrum), play a very important and, perhaps, a decisive role in numerous natural phenomena. For several of very important natural phenomena the characteristic time constants are very similar and equal to (5-8)x10^3 years. However, this value is not universal. For example, the spectral density fluctuations of the atmospheric radiocarbon 14C are characterized by a Lorentzian with time constant 300 years. The frequency dependence of spectral density fluctuations for benthic 18O records contains two Lorentzians with time constans 8000 years and > 105 years.
Extreme value statistics of correlated random variables
Majumdar, Satya N.; Pal, Arnab
2014-01-01
Extreme value statistics (EVS) concerns the study of the statistics of the maximum or the minimum of a set of random variables. This is an important problem for any time-series and has applications in climate, finance, sports, all the way to physics of disordered systems where one is interested in the statistics of the ground state energy. While the EVS of uncorrelated variables are well understood, little is known for strongly correlated random variables. Only recently this subject has gaine...
Reduction of the Random Variables of the Turbulent Wind Field
Sichani, Mahdi Teimouri; Nielsen, Sren R.K.
Applicability of the Probability Density Evolution Method (PDEM) for realizing evolution of the probability density for the wind turbines has rather strict bounds on the basic number of the random variables involved in the model. The efficiency of most of the Advanced Monte Carlo (AMC) methods, i.......e. Importance Sampling (IS) or Subset Simulation (SS), will be deteriorated on problems with many random variables. The problem with PDEM is that a multidimensional integral has to be carried out over the space defined by the random variables of the system. The numerical procedure requires discretization of the...... integral domain; this becomes increasingly difficult as the dimensions of the integral domain increase. On the other hand efficiency of the AMC methods is closely dependent on the design points of the problem. Presence of many random variables may increase the number of the design points, hence affects the...
Rank Independence and Rearrangements of Random Variables
Gnedin, Alexander; Nitecki, Zbigniew
2005-01-01
A rearrangement of $n$ independent uniform $[0,1]$ random variables is a sequence of $n$ random variables $Y_1,...,Y_n$ whose vector of order statistics has the same distribution as that for the $n$ uniforms. We consider rearrangements satisfying the strong rank independence condition, that the rank of $Y_k$ among $Y_1,...,Y_k$ is independent of the values of $Y_1,...,Y_{k-1}$, for $k=1,...,n$. Nontrivial examples of such rearrangements are the travellers' processes defined by Gnedin and Kren...
The random-variable canonical distribution
An alternative interpretation to Gibbs' concept of the canonical distribution for an ensemble of systems in statistical equilibrium is proposed. Whereas Gibbs' theory is based upon a consideration of systems subject to dynamical law, the present analysis relies neither on the classical equations of motion nor makes use of any a priori probability of a complexion; rather, it makes avail of the basic algebra of random variables and, specifically, invokes the law of large numbers. Thereby, a canonical distribution is derived which describes a macrosystem in probabilistic, rather than deterministic, terms, and facilitates the understanding of energy fluctuations which occur in macrosystems at an overall constant ensemble temperature. A discussion is given of a modified form of the Gibbs canonical distribution which takes full account of the effects of random energy fluctuations. It is demonstrated that the results from this modified analysis are entirely consonant with those derived from the random-variable approach. (author)
On exact sampling of nonnegative infinitely divisible random variables
Chi, Zhiyi
2012-01-01
Nonnegative infinitely divisible (i.d.) random variables form an important class of random variables. However, when this type of random variable is specified via Lvy densities that have infinite integrals on (0, ?), except for some special cases, exact sampling is unknown. We present a method that can sample a rather wide range of such i.d. random variables. A basic result is that, for any nonnegative i.d. random variable X with its Lvy density explicitly specified, if its...
Theory of Dependent Hierarchical Normalized Random Measures
Chen, Changyou; Buntine, Wray; DING, NAN
2012-01-01
This paper presents theory for Normalized Random Measures (NRMs), Normalized Generalized Gammas (NGGs), a particular kind of NRM, and Dependent Hierarchical NRMs which allow networks of dependent NRMs to be analysed. These have been used, for instance, for time-dependent topic modelling. In this paper, we first introduce some mathematical background of completely random measures (CRMs) and their construction from Poisson processes, and then introduce NRMs and NGGs. Slice sampling is also intr...
Umbral nature of the Poisson random variables
Di Nardo, E.; Senato, D.
2004-01-01
Extending the rigorous presentation of the classical umbral calculus given by Rota and Taylor in 1994, the so-called partition polynomials are interpreted with the aim to point out the umbral nature of the Poisson random variables. Among the new umbrae introduced, the main tool is the partition umbra that leads also to a simple expression of the functional composition of the exponential power series. Moreover a new short proof of the Lagrange inversion formula is given.
An Exponential Inequality for Symmetric Random Variables
Cerf, Raphal; Gorny, Matthias
2014-01-01
We prove the following exponential inequality: Let $n\\geq 1$ and let $X_1,...,X_n$ be $n$ independent identically distributed symmetric real-valued random variables. For any $x,y>0$, we have \\[\\mathbb{P}\\big({X_1+...+X_n}\\geq x,\\, {X_1^2+...+X_n^2}\\leq y\\big)< \\exp(-\\frac{x^2}{2y})\\,.\\
Inequalities for Walsh like random variables
Hajela, D.
1990-01-01
Let (Xn)nÃ¢Â‰Â¥1 be a sequence of mean zero independent random variables. Let Wk={Ã¢ÂˆÂj=1kXij|1Ã¢Â‰Â¤i10 and let C(p,m)=16(52p2pÃ¢ÂˆÂ’1)mÃ¢ÂˆÂ’1plogp(KÃŽÂ´)m for 1
An autoregressive process for Beta random variables
McKenzie, Edward
1983-01-01
Two stationary first-order autoregressive processes with Beta marginal distributions are presented. They are both linear, additive processes but the coefficients are Beta random variables. Their autocorrelation functions are investigated: One is positive and the other alternates in sign. The usefulness of the models in simulatino is discussed. The Bivariate Beta distributions are two consecutive observations are considered in some detail. Several examples are given, including a Bivariat...
Random forest automated supervised classification of Hipparcos periodic variable stars
Dubath, P; Sveges, M; Blomme, J; Lpez, M; Sarro, L M; De Ridder, J; Cuypers, J; Guy, L; Lecoeur, I; Nienartowicz, K; Jan, A; Beck, M; Mowlavi, N; De Cat, P; Lebzelter, T; Eyer, L
2011-01-01
We present an evaluation of the performance of an automated classification of the Hipparcos periodic variable stars into 26 types. The sub-sample with the most reliable variability types available in the literature is used to train supervised algorithms to characterize the type dependencies on a number of attributes. The most useful attributes evaluated with the random forest methodology include, in decreasing order of importance, the period, the amplitude, the V-I colour index, the absolute magnitude, the residual around the folded light-curve model, the magnitude distribution skewness and the amplitude of the second harmonic of the Fourier series model relative to that of the fundamental frequency. Random forests and a multi-stage scheme involving Bayesian network and Gaussian mixture methods lead to statistically equivalent results. In standard 10-fold cross-validation experiments, the rate of correct classification is between 90 and 100%, depending on the variability type. The main mis-classification case...
Probabilistic norms and statistical convergence of random variables
Mohamad Rafi Segi Rahmat
2009-03-01
Full Text Available The paper extends certain stochastic convergence of sequences of Rk -valued random variables (namely, the convergence in probability, in Lp and almost surely to the context of E-valued random variables.
Random forest automated supervised classification of Hipparcos periodic variable stars
Dubath, P.; Rimoldini, L.; Sveges, M.; Blomme, J.; Lpez, M.; Sarro, L. M.; De Ridder, J.; Cuypers, J.; Guy, L.; Lecoeur, I.; Nienartowicz, K.; Jan, A.; Beck, M.; Mowlavi, N.; De Cat, P.; Lebzelter, T.; Eyer, L.
2011-07-01
We present an evaluation of the performance of an automated classification of the Hipparcos periodic variable stars into 26 types. The sub-sample with the most reliable variability types available in the literature is used to train supervised algorithms to characterize the type dependencies on a number of attributes. The most useful attributes evaluated with the random forest methodology include, in decreasing order of importance, the period, the amplitude, the V-I colour index, the absolute magnitude, the residual around the folded light-curve model, the magnitude distribution skewness and the amplitude of the second harmonic of the Fourier series model relative to that of the fundamental frequency. Random forests and a multi-stage scheme involving Bayesian network and Gaussian mixture methods lead to statistically equivalent results. In standard 10-fold cross-validation (CV) experiments, the rate of correct classification is between 90 and 100 per cent, depending on the variability type. The main mis-classification cases, up to a rate of about 10 per cent, arise due to confusion between SPB and ACV blue variables and between eclipsing binaries, ellipsoidal variables and other variability types. Our training set and the predicted types for the other Hipparcos periodic stars are available online.
Random paths with curvature dependent action
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 η = 1. (orig.)
Message Based Random Variable Length Key Encryption Algorithm
Hamid Mirvaziri
2009-01-01
Full Text Available Problem statement: A block ciphers provides confidentiality in cryptography but cryptanalysis of the classical block ciphers demonstrated some old weaknesses grabbing a partial key in any stage of encryption procedure leads to reconstructing the whole key. Exhaustive key search shows that key generation should be indeterminist and random for each round. Matching cipher-text attack shows that larger size of block is more secure. In order to overcome analysis mentioned above a new algorithm is designed that is based on random numbers and also can defeat time and memory constraints. Approach: Dynamic and message dependent key generator was created by producing a random number and it was selected as the size of first chunk. Residual value of second chunk divided by first chunk concatenating with first chunk forms the first cipher as an input for SP-boxes. These processes repeated until whole mesaage get involved into the last cipher. Encrypted messages are not equal under different run. Value of random number should be greater than 35 bits and plaintext must be at least 7 bits. A padding algorithm was used for small size messages or big random numbers. Results: Attack on the key generation process was prevented because of random key generation and its dependency to input message. Encryption and decryption times measured between 5 and 27 m sec in 2 GHz Pentium and java platform so time variant and fast enough key generation had been kept collision and timing attacks away due to small seized storage. Long and variable key length made key exhaustive search and differential attack impossible. None fixed size key caused avoidance of replaying and other attacks that can happen on fixed sized key algorithms. Conclusion: Random process employed in this block cipher increased confidentiality of the message and dynamic length substitution in proposed algorithm may lead to maximum cryptographic confusion and consequently makes it difficult for cryptanalysis.
Variable selection from random forests: application to gene expression data
Diaz-Uriarte, Ramon; de Andres, Sara Alvarez
2005-01-01
Random forest is a classification algorithm well suited for microarray data: it shows excellent performance even when most predictive variables are noise, can be used when the number of variables is much larger than the number of observations, and returns measures of variable importance. Thus, it is important to understand the performance of random forest with microarray data and its use for gene selection. We first show the effects of changes in parameters of random forest on the prediction ...
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
Concentrated Hitting Times of Randomized Search Heuristics with Variable Drift
Lehre, Per Kristian; Witt, Carsten
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...
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 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 suc...
Laws of large numbers for ratios of uniform random variables
Adler André
2015-09-01
Full Text Available Let {Xnn n ≥ 1} and {Yn, n ≥ 1} be two sequences of uniform random variables. We obtain various strong and weak laws of large numbers for the ratio of these two sequences. Even though these are uniform and naturally bounded random variables the ratios are not bounded and have an unusual behaviour creating Exact Strong Laws.
Selection for altruism through random drift in variable size populations
Houchmandzadeh Bahram
2012-05-01
Full Text Available Abstract Background Altruistic behavior is defined as helping others at a cost to oneself and a lowered fitness. The lower fitness implies that altruists should be selected against, which is in contradiction with their widespread presence is nature. Present models of selection for altruism (kin or multilevel show that altruistic behaviors can have ‘hidden’ advantages if the ‘common good’ produced by altruists is restricted to some related or unrelated groups. These models are mostly deterministic, or assume a frequency dependent fitness. Results Evolutionary dynamics is a competition between deterministic selection pressure and stochastic events due to random sampling from one generation to the next. We show here that an altruistic allele extending the carrying capacity of the habitat can win by increasing the random drift of “selfish” alleles. In other terms, the fixation probability of altruistic genes can be higher than those of a selfish ones, even though altruists have a smaller fitness. Moreover when populations are geographically structured, the altruists advantage can be highly amplified and the fixation probability of selfish genes can tend toward zero. The above results are obtained both by numerical and analytical calculations. Analytical results are obtained in the limit of large populations. Conclusions The theory we present does not involve kin or multilevel selection, but is based on the existence of random drift in variable size populations. The model is a generalization of the original Fisher-Wright and Moran models where the carrying capacity depends on the number of altruists.
Selection for altruism through random drift in variable size populations
2012-01-01
Background Altruistic behavior is defined as helping others at a cost to oneself and a lowered fitness. The lower fitness implies that altruists should be selected against, which is in contradiction with their widespread presence is nature. Present models of selection for altruism (kin or multilevel) show that altruistic behaviors can have ‘hidden’ advantages if the ‘common good’ produced by altruists is restricted to some related or unrelated groups. These models are mostly deterministic, or assume a frequency dependent fitness. Results Evolutionary dynamics is a competition between deterministic selection pressure and stochastic events due to random sampling from one generation to the next. We show here that an altruistic allele extending the carrying capacity of the habitat can win by increasing the random drift of “selfish” alleles. In other terms, the fixation probability of altruistic genes can be higher than those of a selfish ones, even though altruists have a smaller fitness. Moreover when populations are geographically structured, the altruists advantage can be highly amplified and the fixation probability of selfish genes can tend toward zero. The above results are obtained both by numerical and analytical calculations. Analytical results are obtained in the limit of large populations. Conclusions The theory we present does not involve kin or multilevel selection, but is based on the existence of random drift in variable size populations. The model is a generalization of the original Fisher-Wright and Moran models where the carrying capacity depends on the number of altruists. PMID:22574999
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.
Cardinality-dependent Variability in Orthogonal Variability Models
Mærsk-Møller, Hans Martin; Jørgensen, Bo Nørregaard
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 the model. In other words, we acknowledge that variability can be influenced, not necessarily by the......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...... 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...
Designing neural networks that process mean values of random variables
Barber, Michael J. [AIT Austrian Institute of Technology, Innovation Systems Department, 1220 Vienna (Austria); Clark, John W. [Department of Physics and McDonnell Center for the Space Sciences, Washington University, St. Louis, MO 63130 (United States); Centro de Ciências Matemáticas, Universidade de Madeira, 9000-390 Funchal (Portugal)
2014-06-13
We develop a class of neural networks derived from probabilistic models posed in the form of Bayesian networks. Making biologically and technically plausible assumptions about the nature of the probabilistic models to be represented in the networks, we derive neural networks exhibiting standard dynamics that require no training to determine the synaptic weights, that perform accurate calculation of the mean values of the relevant random variables, that can pool multiple sources of evidence, and that deal appropriately with ambivalent, inconsistent, or contradictory evidence. - Highlights: • High-level neural computations are specified by Bayesian belief networks of random variables. • Probability densities of random variables are encoded in activities of populations of neurons. • Top-down algorithm generates specific neural network implementation of given computation. • Resulting “neural belief networks” process mean values of random variables. • Such networks pool multiple sources of evidence and deal properly with inconsistent evidence.
Designing neural networks that process mean values of random variables
We develop a class of neural networks derived from probabilistic models posed in the form of Bayesian networks. Making biologically and technically plausible assumptions about the nature of the probabilistic models to be represented in the networks, we derive neural networks exhibiting standard dynamics that require no training to determine the synaptic weights, that perform accurate calculation of the mean values of the relevant random variables, that can pool multiple sources of evidence, and that deal appropriately with ambivalent, inconsistent, or contradictory evidence. - Highlights: • High-level neural computations are specified by Bayesian belief networks of random variables. • Probability densities of random variables are encoded in activities of populations of neurons. • Top-down algorithm generates specific neural network implementation of given computation. • Resulting “neural belief networks” process mean values of random variables. • Such networks pool multiple sources of evidence and deal properly with inconsistent evidence
Exponential Inequalities for Positively Associated Random Variables and Applications
Yang Shanchao
2008-01-01
Full Text Available Abstract We establish some exponential inequalities for positively associated random variables without the boundedness assumption. These inequalities improve the corresponding results obtained by Oliveira (2005. By one of the inequalities, we obtain the convergence rate for the case of geometrically decreasing covariances, which closes to the optimal achievable convergence rate for independent random variables under the Hartman-Wintner law of the iterated logarithm and improves the convergence rate derived by Oliveira (2005 for the above case.
Some Limit Theorems for Negatively Associated Random Variables
Yu Miao; Wenfei Xu; Shanshan Chen; Andre Adler
2014-08-01
Let $\\{X_n,n≥ 1\\}$ be a sequence of negatively associated random variables. The aim of this paper is to establish some limit theorems of negatively associated sequence, which include the $L^p$-convergence theorem and Marcinkiewicz–Zygmund strong law of large numbers. Furthermore, we consider the strong law of sums of order statistics, which are sampled from negatively associated random variables.
PaCAL: A Python Package for Arithmetic Computations with Random Variables
Marcin Korze?
2014-05-01
Full Text Available In this paper we present PaCAL, a Python package for arithmetical computations on random variables. The package is capable of performing the four arithmetic operations: addition, subtraction, multiplication and division, as well as computing many standard functions of random variables. Summary statistics, random number generation, plots, and histograms of the resulting distributions can easily be obtained and distribution parameter ?tting is also available. The operations are performed numerically and their results interpolated allowing for arbitrary arithmetic operations on random variables following practically any probability distribution encountered in practice. The package is easy to use, as operations on random variables are performed just as they are on standard Python variables. Independence of random variables is, by default, assumed on each step but some computations on dependent random variables are also possible. We demonstrate on several examples that the results are very accurate, often close to machine precision. Practical applications include statistics, physical measurements or estimation of error distributions in scienti?c computations.
A Note on the Sum of Correlated Gamma Random Variables
Paris, Jose F.
2011-01-01
The sum of correlated gamma random variables appears in the analysis of many wireless communications systems, e.g. in systems under Nakagami-m fading. In this Letter we obtain exact expressions for the probability density function (PDF) and the cumulative distribution function (CDF) of the sum of arbitrarily correlated gamma variables in terms of certain Lauricella functions.
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…
New Results On the Sum of Two Generalized Gaussian Random Variables
Soury, Hamza
2015-01-01
We propose in this paper a new method to compute the characteristic function (CF) of generalized Gaussian (GG) random variable in terms of the Fox H function. The CF of the sum of two independent GG random variables is then deduced. Based on this results, the probability density function (PDF) and the cumulative distribution function (CDF) of the sum distribution are obtained. These functions are expressed in terms of the bivariate Fox H function. Next, the statistics of the distribution of the sum, such as the moments, the cumulant, and the kurtosis, are analyzed and computed. Due to the complexity of bivariate Fox H function, a solution to reduce such complexity is to approximate the sum of two independent GG random variables by one GG random variable with suitable shape factor. The approximation method depends on the utility of the system so three methods of estimate the shape factor are studied and presented.
IS QUASAR OPTICAL VARIABILITY A DAMPED RANDOM WALK?
The damped random walk (DRW) model is increasingly used to model the variability in quasar optical light curves, but it is still uncertain whether the DRW model provides an adequate description of quasar optical variability across all timescales. Using a sample of OGLE quasar light curves, we consider four modifications to the DRW model by introducing additional parameters into the covariance function to search for deviations from the DRW model on both short and long timescales. We find good agreement with the DRW model on timescales that are well sampled by the data (from a month to a few years), possibly with some intrinsic scatter in the additional parameters, but this conclusion depends on the statistical test employed and is sensitive to whether the estimates of the photometric errors are correct to within ∼10%. On very short timescales (below a few months), we see some evidence of the existence of a cutoff below which the correlation is stronger than the DRW model, echoing the recent finding of Mushotzky et al. using quasar light curves from Kepler. On very long timescales (>a few years), the light curves do not constrain models well, but are consistent with the DRW model.
A Random Variable Related to the Inversion Vector of a Partial Random Permutation
Laghate, Kavita; Deshpande, M. N.
2005-01-01
In this article, we define the inversion vector of a permutation of the integers 1, 2,..., n. We set up a particular kind of permutation, called a partial random permutation. The sum of the elements of the inversion vector of such a permutation is a random variable of interest.
On the freezing of variables in random constraint satisfaction problems
Semerjian, Guilhem
2008-01-01
The set of solutions of random constraint satisfaction problems (zero energy groundstates of mean-field diluted spin glasses) undergoes several structural phase transitions as the amount of constraints is increased. This set first breaks down into a large number of well separated clusters. At the freezing transition, which is in general distinct from the clustering one, some variables (spins) take the same value in all solutions of a given cluster. In this paper we study the critical behavior around the freezing transition, which appears in the unfrozen phase as the divergence of the sizes of the rearrangements induced in response to the modification of a variable. The formalism is developed on generic constraint satisfaction problems and applied in particular to the random satisfiability of boolean formulas and to the coloring of random graphs. The computation is first performed in random tree ensembles, for which we underline a connection with percolation models and with the reconstruction problem of inform...
Laws of Large Numbers for Asymmetrical Cauchy Random Variables
André Adler
2007-01-01
Full Text Available We generalize the Cauchy distribution so that we can have asymmetrical tails. This allows us to obtain unusual laws of large numbers involving weighted sums of these random variables. Unusual in the sense that even though in every case E|X|=Ã¢ÂˆÂž, we can still obtain a nonzero limit for these weighted sums.
Gamma distributed random variables and their semi-quantum operators
We first introduce the joint semi-quantum operators of a finite family of random variables having finite moments of all orders. We then use the semi-quantum operators to characterize the one-dimensional Gamma and Gaussian distributions in terms of their commutators
ADORAVA - A computer code to sum random variables
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.)
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 ...
Time Dependent Theory for Random Lasers
Jiang, Xunya; Soukoulis, C. M.
2000-07-03
A model to simulate the phenomenon of random lasing is presented. It couples Maxwell's equations with the rate equations of electronic population in a disordered system. Finite difference time domain methods are used to obtain the field pattern and the spectra of localized lasing modes inside the system. A critical pumping rate P{sup c}{sub r} exists for the appearance of the lasing peaks. The number of lasing modes increases with the pumping rate and the length of the system. There is a lasing mode repulsion. This property leads to a saturation of the number of modes for a given size system and a relation between the localization length {xi} and average mode length L{sub m} . (c) 2000 The American Physical Society.
Shape and distribution of Jones and Faddy's skew t random variable
Saipornchai, N.
2005-09-01
Full Text Available The purpose of this research is to find another way to generate Jones and Faddy's skew t random variable and to construct quantile table, coefficient of skewness, coefficient of kurtosis and coefficient of variation tables of Jones and Faddy's skew t distribution. Graphs of its probability density function and graphs of its distribution function are also presented. The results of this study show that Jones and Faddy's skew t random variable can be generated from a beta random variable on (-1,1. The coefficients of skewness and kurtosis of the distribution depend on parameters a and b. The coefficient of variation of Jones and Faddy's skew t distribution can be calculated.
Random variability explains apparent global clustering of large earthquakes
Michael, A.J.
2011-01-01
The occurrence of 5 Mw ≥ 8.5 earthquakes since 2004 has created a debate over whether or not we are in a global cluster of large earthquakes, temporarily raising risks above long-term levels. I use three classes of statistical tests to determine if the record of M ≥ 7 earthquakes since 1900 can reject a null hypothesis of independent random events with a constant rate plus localized aftershock sequences. The data cannot reject this null hypothesis. Thus, the temporal distribution of large global earthquakes is well-described by a random process, plus localized aftershocks, and apparent clustering is due to random variability. Therefore the risk of future events has not increased, except within ongoing aftershock sequences, and should be estimated from the longest possible record of events.
Random Variables in Graph W*-Probability Spaces
Cho, I; Cho, I Woo
2005-01-01
In [16], we observed the graph W*-probability theory. In this paper, we will review [16] and introduce special amalgamated random variables in this amalgamated W*-probability space. In particular, we will observe the amalgamated semicircularity, amalgamated evenness and amalgamated R-diagonality. As an example, we will compute the trivial moments and trivial cumulants of the generating operator of the graph W*-algebra.
Partial summations of stationary sequences of non-Gaussian random variables
Mohr, Gunnar; Ditlevsen, Ove Dalager
1996-01-01
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......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......-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...
Casabán, M.-C.; Cortés, J.-C.; Romero, J.-V.; Roselló, M.-D.
2015-07-01
This paper presents a full probabilistic description of the solution of random SI-type epidemiological models which are based on nonlinear differential equations. This description consists of determining: the first probability density function of the solution in terms of the density functions of the diffusion coefficient and the initial condition, which are assumed to be independent random variables; the expectation and variance functions of the solution as well as confidence intervals and, finally, the distribution of time until a given proportion of susceptibles remains in the population. The obtained formulas are general since they are valid regardless the probability distributions assigned to the random inputs. We also present a pair of illustrative examples including in one of them the application of the theoretical results to model the diffusion of a technology using real data.
On Some Compound Random Variables Motivated by Bulk Queues
Romeo Meštrović
2015-01-01
We consider the distribution of the number of customers that arrive in an arbitrary bulk arrival queue system. Under certain conditions on the distributions of the time of arrival of an arriving group (Y(t)) and its size (X) with respect to the considered bulk queue, we derive a general expression for the probability mass function of the random variable Q(t) which expresses the number of customers that arrive in this bulk queue during any considered period t. Notice that Q(t) can be considere...
Orderings of coherent systems with randomized dependent components
Pellerey, Franco
2015-01-01
Consider a general coherent system with independent or dependent components, and assume that the components are randomly chosen from two different stocks, with the components of the first stock having better reliability than the others. Then here we provide suffcient conditions on the component's lifetimes and on the random numbers of components chosen from the two stocks in order to improve the reliability of the whole system according to different stochastic orders. We also discuss several ...
Sequence Dependence of Self-Interacting Random Chains
Irback, Anders; Schwarze, Holm
1995-01-01
We study the thermodynamic behavior of the random chain model proposed by Iori, Marinari and Parisi, and how this depends on the actual sequence of interactions along the chain. The properties of randomly chosen sequences are compared to those of designed ones, obtained through a simulated annealing procedure in sequence space. We show that the transition to the folded phase takes place at a smaller strength of the quenched disorder for designed sequences. As a result, folding can be relative...
Generation of correlated finite alphabet waveforms using gaussian random variables
Jardak, Seifallah
2014-09-01
Correlated waveforms have a number of applications in different fields, such as radar and communication. It is very easy to generate correlated waveforms using infinite alphabets, but for some of the applications, it is very challenging to use them in practice. Moreover, to generate infinite alphabet constant envelope correlated waveforms, the available research uses iterative algorithms, which are computationally very expensive. In this work, we propose simple novel methods to generate correlated waveforms using finite alphabet constant and non-constant-envelope symbols. To generate finite alphabet waveforms, the proposed method map the Gaussian random variables onto the phase-shift-keying, pulse-amplitude, and quadrature-amplitude modulation schemes. For such mapping, the probability-density-function of Gaussian random variables is divided into M regions, where M is the number of alphabets in the corresponding modulation scheme. By exploiting the mapping function, the relationship between the cross-correlation of Gaussian and finite alphabet symbols is derived. To generate equiprobable symbols, the area of each region is kept same. If the requirement is to have each symbol with its own unique probability, the proposed scheme allows us that as well. Although, the proposed scheme is general, the main focus of this paper is to generate finite alphabet waveforms for multiple-input multiple-output radar, where correlated waveforms are used to achieve desired beampatterns. © 2014 IEEE.
Consistent distribution-free tests of association between univariate random variables
Heller, Ruth; Heller, Yair; Kaufman, Shachar; Gorfine, Malka
2013-01-01
We consider the problem of testing whether pairs of univariate random variables are associated. Few tests of independence exist that are consistent against all dependent alternatives and are distribution free. We propose novel tests that are consistent, distribution free, and have excellent power properties. The tests have simple form, and are surprisingly computationally efficient thanks to accompanying innovative algorithms we develop. Moreover, we show that one of the test statistics is a ...
Tail behavior of sums and differences of log-normal random variables
Archil Gulisashvili; Peter Tankov
2016-01-01
We present sharp tail asymptotics for the density and the distribution function of linear combinations of correlated log-normal random variables, that is, exponentials of components of a correlated Gaussian vector. The asymptotic behavior turns out to depend on the correlation between the components, and the explicit solution is found by solving a tractable quadratic optimization problem. These results can be used either to approximate the probability of tail events directly, or to construct ...
Extracting randomness and dependencies via a matrix polarization
Abbe, Emmanuel
2011-01-01
The basic polarization phenomenon for i.i.d. sources is extended to a framework allowing dependencies within and between multiple sources. In particular, it is shown that taking the polar transform of a random matrix with i.i.d. columns of arbitrary (correlated) distribution allows to extract the randomness and dependencies. This result is the used to develop polar coding schemes (having low complexity) for: (1) distributed data compression, i.e., Slepian-Wolf coding (without decomposing the problem into single-user problems), (2) compression of sources with memory, (3) compression of sources on finite fields, extending the polarization phenomenon for alphabets of prime cardinality to powers of primes.
Frequency dependent polarization variability of AGN
Bao, G.; Wiita, P. J.; Hadrava, Petr
San Francisco : Astronomical Society of the Pacific, 1996 - (Miller, H.; Webb, J.; Noble, J.), s. 150-155 - (ASP Conference series.. 110). [Blazar Continuum Variability . Miami (US), 04.02.1996-07.02.1996
Automatic Probabilistic Program Verification through Random Variable Abstraction
Barsotti, Damián; 10.4204/EPTCS.28.3
2010-01-01
The weakest pre-expectation calculus has been proved to be a mature theory to analyze quantitative properties of probabilistic and nondeterministic programs. We present an automatic method for proving quantitative linear properties on any denumerable state space using iterative backwards fixed point calculation in the general framework of abstract interpretation. In order to accomplish this task we present the technique of random variable abstraction (RVA) and we also postulate a sufficient condition to achieve exact fixed point computation in the abstract domain. The feasibility of our approach is shown with two examples, one obtaining the expected running time of a probabilistic program, and the other the expected gain of a gambling strategy. Our method works on general guarded probabilistic and nondeterministic transition systems instead of plain pGCL programs, allowing us to easily model a wide range of systems including distributed ones and unstructured programs. We present the operational and weakest pr...
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.
Local search methods based on variable focusing for random K-satisfiability
Lemoy, Rmi; Alava, Mikko J; 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 energ...
Criteria for variable selection with dependence
Boisbunon, Aurlie; Canu, Stephane; Fourdrinier, Dominique
2011-01-01
We propose a new data-driven procedure of model selection based loss estimation and valid for the whole family of spherically symmetric distributions, allowing for dependence between noise components. We give explicit formulas for the Firm Shrinkage estimator, and we compare by simulation our results in terms of selection with the classical AIC, BIC and leave-one-out cross-validation.
Nimon, Kim; Henson, Robin K.
2015-01-01
The authors empirically examined whether the validity of a residualized dependent variable after covariance adjustment is comparable to that of the original variable of interest. When variance of a dependent variable is removed as a result of one or more covariates, the residual variance may not reflect the same meaning. Using the pretest-posttest…
Instrumental variables and Mendelian randomization with invalid instruments
Kang, Hyunseung
Instrumental variables (IV) methods have been widely used to determine the causal effect of a treatment, exposure, policy, or an intervention on an outcome of interest. The IV method relies on having a valid instrument, a variable that is (A1) associated with the exposure, (A2) has no direct effect on the outcome, and (A3) is unrelated to the unmeasured confounders associated with the exposure and the outcome. However, in practice, finding a valid instrument, especially those that satisfy (A2) and (A3), can be challenging. For example, in Mendelian randomization studies where genetic markers are used as instruments, complete knowledge about instruments' validity is equivalent to complete knowledge about the involved genes' functions. The dissertation explores the theory, methods, and application of IV methods when invalid instruments are present. First, when we have multiple candidate instruments, we establish a theoretical bound whereby causal effects are only identified as long as less than 50% of instruments are invalid, without knowing which of the instruments are invalid. We also propose a fast penalized method, called sisVIVE, to estimate the causal effect. We find that sisVIVE outperforms traditional IV methods when invalid instruments are present both in simulation studies as well as in real data analysis. Second, we propose a robust confidence interval under the multiple invalid IV setting. This work is an extension of our work on sisVIVE. However, unlike sisVIVE which is robust to violations of (A2) and (A3), our confidence interval procedure provides honest coverage even if all three assumptions, (A1)-(A3), are violated. Third, we study the single IV setting where the one IV we have may actually be invalid. We propose a nonparametric IV estimation method based on full matching, a technique popular in causal inference for observational data, that leverages observed covariates to make the instrument more valid. We propose an estimator along with inferential results that are robust to mis-specifications of the covariate-outcome model. We also provide a sensitivity analysis should the instrument turn out to be invalid, specifically violate (A3). Fourth, in application work, we study the causal effect of malaria on stunting among children in Ghana. Previous studies on the effect of malaria and stunting were observational and contained various unobserved confounders, most notably nutritional deficiencies. To infer causality, we use the sickle cell genotype, a trait that confers some protection against malaria and was randomly assigned at birth, as an IV and apply our nonparametric IV method. We find that the risk of stunting increases by 0.22 (95% CI: 0.044,1) for every malaria episode and is sensitive to unmeasured confounders.
A preliminary, randomized trial of aerobic exercise for alcohol dependence
Brown, Richard A.; Abrantes, Ana M.; Minami, Haruka; Read, Jennifer P.; Marcus, Bess H.; Jakicic, John M.; Strong, David R.; Dubreuil, Mary Ella; Gordon, Alan A.; Ramsey, Susan E.; Kahler, Christopher W.; Stuart, Gregory L.
2014-01-01
Interventions targeting physical activity may be valuable as an adjunct to alcohol treatment, but have been relative untested. In the current study, alcohol dependent, physically sedentary patients were randomized to: a 12-week moderate-intensity, group aerobic exercise intervention (AE; n = 25) or a brief advice to exercise intervention (BA-E; n=23). Results showed that individuals in AE reported significantly fewer drinking and heavy drinking days, relative to BA-E during treatment. Further...
Random recurrence equations and ruin in a Markov-dependent stochastic economic environment
Collamore, Jeffrey F.
2009-01-01
We develop sharp large deviation asymptotics for the probability of ruin in a Markov-dependent stochastic economic environment and study the extremes for some related Markovian processes which arise in financial and insurance mathematics, related to perpetuities and the ARCH(1) and GARCH(1,1) time...... series models. Our results build upon work of Goldie, who has developed tail asymptotics applicable for independent sequences of random variables subject to a random recurrence equation. In contrast, we adopt a general approach based on the theory of Harris recurrent Markov chains and the associated...
Automatic Probabilistic Program Verification through Random Variable Abstraction
Damián Barsotti
2010-06-01
Full Text Available The weakest pre-expectation calculus has been proved to be a mature theory to analyze quantitative properties of probabilistic and nondeterministic programs. We present an automatic method for proving quantitative linear properties on any denumerable state space using iterative backwards fixed point calculation in the general framework of abstract interpretation. In order to accomplish this task we present the technique of random variable abstraction (RVA and we also postulate a sufficient condition to achieve exact fixed point computation in the abstract domain. The feasibility of our approach is shown with two examples, one obtaining the expected running time of a probabilistic program, and the other the expected gain of a gambling strategy. Our method works on general guarded probabilistic and nondeterministic transition systems instead of plain pGCL programs, allowing us to easily model a wide range of systems including distributed ones and unstructured programs. We present the operational and weakest precondition semantics for this programs and prove its equivalence.
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.
A Model for the Estimation of Global Solar Radiation Using Fuzzy Random Variables.
Gautam, Nalin K.; Kaushika, N. D.
2002-12-01
In this paper, the concept of fuzzy random variables is applied for the estimation of global solar radiation on a surface at ground level. The cloudiness index is defined as the fraction of extraterrestrial radiation that reaches the earth's surface when the sky above the location of interest is obscured by the cloud cover. The cloud cover at the location of interest during the jth time interval of a day is assumed to follow the fuzzy random phenomenon. The cloudiness index, therefore, is considered as a fuzzy random variable that accounts for the cloud cover at the location of interest during the jth time interval of a day. This variable is assumed to depend on four other fuzzy random variables that, respectively, account for the cloud cover corresponding to the 1) type of cloud group, 2) climatic region, 3) season with most of the precipitation, and 4) type of precipitation at the location of interest during the jth time interval. The method is applied to estimate the monthly mean daily global solar irradiation for four different locations corresponding to four different climatic regions in India. The mean hourly global solar irradiation for the months of January and July and the global solar irradiance on a horizontal surface at Delhi for two typical days are also estimated. The deviations of simulated values with respect to the corresponding observed values are calculated using the mean biased error and root-mean-square error statistical parameters characteristic of long-term and short-term predictive values of the deviations, respectively. For the short-term and long-term performances, the simulated values exhibit maximum deviations of 0.532% and 1.86%, respectively, from the corresponding observed values of monthly mean daily global irradiation at Calcutta. The maximum deviations are 3.204% and 5.845%, respectively, for monthly mean hourly global irradiation at Delhi in January.
There are many methods to identify the important variable out of a set of random variables, i.e., inter-variable importance; however, to date there are no comparable methods to identify the region of importance within a random variable, i.e., intra-variable importance. Knowledge of the critical region of an input random variable (tail, near-tail, and central region) can provide valuable information towards characterizing, understanding, and improving a model through additional modeling or testing. As a result, an intra-variable probabilistic sensitivity method was developed and demonstrated for independent random variables that computes the partial derivative of a probabilistic response with respect to a localized perturbation in the CDF values of each random variable. These sensitivities are then normalized in absolute value with respect to the largest sensitivity within a distribution to indicate the region of importance. The methodology is implemented using the Score Function kernel-based method such that existing samples can be used to compute sensitivities for negligible cost. Numerical examples demonstrate the accuracy of the method through comparisons with finite difference and numerical integration quadrature estimates. - Highlights: ? Probabilistic sensitivity methodology. ? Determines the region of importance within random variables such as left tail, near tail, center, right tail, etc. ? Uses the Score Function approach to reuse the samples, hence, negligible cost. ? No restrictions on the random variable types or limit states.
Temperature Dependence of Phase-Change Random Access Memory Cell
Miao, X. S.; Shi, L. P.; Lee, H. K.; Li, J. M.; Zhao, R.; Tan, P. K.; Lim, K. G.; Yang, H. X.; Chong, T. C.
2006-05-01
The temperature dependences of phase-change random access memory (PCRAM) cells on different Ge-Sb-Te phase-change recording materials are studied and compared. A Ge2Sb2Te5 phase-change film has a larger resistance margin and a higher thermal stability than Ge1Sb2Te4 and Ge1Sb4Te7 films. The set resistance, reset resistance, resistance margin and threshold voltage of PCRAM cells decrease with increasing temperature. A Ge2Sb2Te5 PCRAM cell has a higher thermal stability of threshold voltage than Ge1Sb2Te4 and Ge1Sb4Te7 PCRAM cells.
History dependent quantum random walks as quantum lattice gas automata
Quantum Random Walks (QRW) were first defined as one-particle sectors of Quantum Lattice Gas Automata (QLGA). Recently, they have been generalized to include history dependence, either on previous coin (internal, i.e., spin or velocity) states or on previous position states. These models have the goal of studying the transition to classicality, or more generally, changes in the performance of quantum walks in algorithmic applications. We show that several history dependent QRW can be identified as one-particle sectors of QLGA. This provides a unifying conceptual framework for these models in which the extra degrees of freedom required to store the history information arise naturally as geometrical degrees of freedom on the lattice
History dependent quantum random walks as quantum lattice gas automata
Shakeel, Asif, E-mail: asif.shakeel@gmail.com, E-mail: dmeyer@math.ucsd.edu, E-mail: plove@haverford.edu; Love, Peter J., E-mail: asif.shakeel@gmail.com, E-mail: dmeyer@math.ucsd.edu, E-mail: plove@haverford.edu [Department of Physics, Haverford College, Haverford, Pennsylvania 19041 (United States); Meyer, David A., E-mail: asif.shakeel@gmail.com, E-mail: dmeyer@math.ucsd.edu, E-mail: plove@haverford.edu [Department of Mathematics, University of California/San Diego, La Jolla, California 92093-0112 (United States)
2014-12-15
Quantum Random Walks (QRW) were first defined as one-particle sectors of Quantum Lattice Gas Automata (QLGA). Recently, they have been generalized to include history dependence, either on previous coin (internal, i.e., spin or velocity) states or on previous position states. These models have the goal of studying the transition to classicality, or more generally, changes in the performance of quantum walks in algorithmic applications. We show that several history dependent QRW can be identified as one-particle sectors of QLGA. This provides a unifying conceptual framework for these models in which the extra degrees of freedom required to store the history information arise naturally as geometrical degrees of freedom on the lattice.
The dependence of quasar variability on black hole mass
Wold, M; Shang, Z
2006-01-01
In order to investigate the dependence of quasar variability on fundamental physical parameters like black hole mass, we have matched quasars from the QUEST1 Variability Survey with broad-lined objects from the Sloan Digital Sky Survey. The matched sample contains approximately 100 quasars, and the Sloan spectra are used to estimate black hole masses and bolometric luminosities. Variability amplitudes are measured from the QUEST1 light curves. We find that black hole mass correlates with several measures of the variability amplitude at the 99% significance level or better. The correlation does not appear to be caused by obvious selection effects inherent to flux-limited quasar samples, host galaxy contamination or other well-known correlations between quasar variability and luminosity/redshift. We evaluate variability as a function of rest-frame time lag using structure functions, and find further support for the variability--black hole mass correlation. The correlation is strongest for time lags of the order...
Explaining the dark energy, baryon and dark matter coincidence via domain-dependent random densities
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
Array Variate Elliptical Random Variables with Multiway Kronecker Delta Covariance Matrix Structure
Akdemir, Deniz
2011-01-01
Standard statistical methods applied to matrix random variables often fail to describe the underlying structure in multiway data sets. In this paper we will discuss the concept of an array variate random variable and introduce a class of elliptical array densities which have elliptical contours.
An almost Sure Central Limit Theorem for the Weight Function Sequences of NA Random Variables
Qunying Wu
2011-08-01
Consider the weight function sequences of NA random variables. This paper proves that the almost sure central limit theorem holds for the weight function sequences of NA random variables. Our results generalize and improve those on the almost sure central limit theorem previously obtained from the i.i.d. case to NA sequences.
Raw and Central Moments of Binomial Random Variables via Stirling Numbers
Griffiths, Martin
2013-01-01
We consider here the problem of calculating the moments of binomial random variables. It is shown how formulae for both the raw and the central moments of such random variables may be obtained in a recursive manner utilizing Stirling numbers of the first kind. Suggestions are also provided as to how students might be encouraged to explore this…
Bogdan Gheorghe Munteanu
2013-01-01
Full Text Available Using the stochastic approximations, in this paper it was studiedthe convergence in distribution of the fractional parts of the sum of random variables to the truncated exponential distribution with parameter lambda. This fact is feasible by means of the Fourier-Stieltjes sequence (FSS of the random variable.
Stable limits for sums of dependent infinite variance random variables
Bartkiewicz, Katarzyna; Jakubowski, Adam; Mikosch, Thomas; Wintenberger, Olivier
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...... 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....
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...
Randomized rounding and rumor spreading with stochastic dependencies
Huber, Anna
2010-01-01
Randomness is an important ingredient of modern computer science. The present thesis is concerned with two uses of randomness, viz. randomized roundings and randomized rumor spreading algorithms. The theorem of Beck and Fiala (1981) asserts that for every hypergraph and every set of vertex weights there is a rounding of the vertex weights such that the additive rounding error for all hyperedges is bounded by the maximum degree. In Chapter 2 this theorem will be extended to randomized rounding...
Muhammad Farrukh Yaqub
2012-01-01
Full Text Available This paper presents a new method for single phase variable voltage inverter based on Random Pulse Width Modulation. In Random Pulse Width Modulation based inverter, the frequency spectrum of the output current and voltage waveforms becomes continuous because of the randomization of the switching function of the devices controlling the output voltages. This paper establishes a theory that if the distributions of the random numbers generated by the random source are kept within certain limit with respect to the peak value of reference sinusoidal waveform, the frequency spectrum can be controlled. On the basis of the results, a novel drive using variable tap changing transformer (optional and adaptive random number generator, to control the ratio between the numbers generated by the random source and the reference waveform has been suggested that will guarantee a better power quality profile for a broad range of output voltages.
Van der Ark, L. Andries
2005-01-01
It is well known that regression analyses involving compositional data need special attention because the data are not of full rank. For a regression analysis where both the dependent and independent variable are components we propose a transformation of the components emphasizing their role as dependent and independent variables. A simple linear regression can be performed on the transformed components. The regression line can be depicted in a ternary diagram facilitating the interpretation ...
Sampling designs dependent on sample parameters of auxiliary variables
Wywiał, Janusz L
2015-01-01
The book offers a valuable resource for students and statisticians whose work involves survey sampling. An estimation of the population parameters in finite and fixed populations assisted by auxiliary variables is considered. New sampling designs dependent on moments or quantiles of auxiliary variables are presented on the background of the classical methods. Accuracies of the estimators based on original sampling design are compared with classical estimation procedures. Specific conditional sampling designs are applied to problems of small area estimation as well as to estimation of quantiles of variables under study. .
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.
P. Friederichs
2008-10-01
Full Text Available 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.
Modelling the statistical dependence of rainfall event variables through copula functions
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 drawbac...
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...
Message Based Random Variable Length Key Encryption Algorithm
Hamid Mirvaziri; Kasmiran J.M. Ismail; Zurina M. Hanapi
2009-01-01
Problem statement: A block ciphers provides confidentiality in cryptography but cryptanalysis of the classical block ciphers demonstrated some old weaknesses grabbing a partial key in any stage of encryption procedure leads to reconstructing the whole key. Exhaustive key search shows that key generation should be indeterminist and random for each round. Matching cipher-text attack shows that larger size of block is more secure. In order to overcome analysis mentioned above a new algorithm is ...
Gamboa, Fabrice; Klein, Thierry; Prieur, Clémentine
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.
Zero Distribution of System with Unknown Random Variables Case Study: Avoiding Collision Path
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.
Sample estimation of distribution parameters if upper and lower bounds of random variable are known
The point and interval distribution parameter estimators are obtained by direct numerical approximation of the definition integral with the use of upper and lower bounds of distributed random variable. Like in Bayesian estimation, the distribution parameters are treated as random variables, and their uncertainty is described as a distribution. The Monte Carlo procedure is involved to get the posteriori parameter distributions and the correspondent confidence interval limits.
Random variables as pathwise integrals with respect to fractional Brownian motion
Mishura, Yuliya; Valkeila, Esko
2011-01-01
We show that a pathwise stochastic integral with respect to fractional Brownian motion with an adapted integrand $g$ can have any prescribed distribution, moreover, we give both necessary and sufficient conditions when random variables can be represented in this form. We also prove that any random variable is a value of such integral in some improper sense. We discuss some applications of these results, in particular, to fractional Black--Scholes model of financial market.
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...
RETRACTED: The transformation of Random Variables under symmetry
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.
Lawrance, A. J.; P. A. W. Lewis
1981-01-01
Methods for simulating dependent sequences of continuous positive-valued random variables with exponential uniform, Gamma, and mixed exponential marginal distributions are given. In most cases the sequences are first-order, linear autoregressive, Markovian processes. A very broad two-parameter family of this type, GNEAR(1), with exponential marginals and both positive and negative correlation is defined and its transformation to a similar multiplicative process with uniform marginals is given...
The discovery of timescale-dependent color variability of quasars
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 Sloan Digital Sky Survey g- and r-band photometric monitoring data for quasars in Stripe 82, we find that although the flux variation amplitude increases with timescale, the color variability exhibits the 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, it cannot be due to contamination to broadband photometry from emission lines that 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 host galaxy. It cannot be interpreted as changes in global accretion rate either. The thermal accretion disk fluctuation model is favored in the sense that fluctuations in the inner, hotter region of the disk are responsible for short-term variations, while longer-term and stronger variations are expected from the larger and cooler disk region. An interesting implication is that one can use quasar variations at different timescales to probe disk emission at different radii.
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.…
Smoke optical depths - Magnitude, variability, and wavelength dependence
Pueschel, R. F.; Russell, P. B.; Colburn, D. A.; Ackerman, T. P.; Allen, D. A.
1988-07-01
An airborne autotracking sun-photometer has been used to measure magnitudes, temporal/spatial variabilities, and the wavelength dependence of optical depths in the near-ultraviolet to near-infrared spectrum of smoke from two forest fires and one jet fuel fire and of background air. Jet fuel smoke optical depths were found to be generally less wavelength dependent than background aerosol optical depths. Forest fire smoke optical depths, however, showed a wide range of wavelength depedences, such as incidents of wavelength-independent extinction.
Reichenbachs, Anselm
2014-01-01
In der vorliegenden Arbeit wird das Abweichungs- und Fluktuationsverhalten bestimmter nichtlinearer Funktionale von Gauss- bzw. Rademacher-Variablen untersucht. Im ersten Teil der Arbeit werden Prinzipien großer Abweichungen für die freie Energie des Random Energy Modells bewiesen. Dabei wird ein Phasenübergang für den sogenannten "big-jump domain" bewiesen. Im zweiten Teil der Arbeit werden Funktionale von unendlich vielen unabhängigen Rademacher-Variablen betrachtet. Mittels ein...
A Kernel Test for Three-Variable Interactions with Random Processes
Rubenstein, Paul K.; Chwialkowski, Kacper P.; Gretton, Arthur
2016-01-01
We apply a wild bootstrap method to the Lancaster three-variable interaction measure in order to detect factorisation of the joint distribution on three variables forming a stationary random process, for which the existing permutation bootstrap method fails. As in the i.i.d. case, the Lancaster test is found to outperform existing tests in cases for which two independent variables individually have a weak influence on a third, but that when considered jointly the influence is strong. The main...
Testing for Random Effects and Spatial Lag Dependence in Panel Data Models
Baltagi, Badi H.; Long Liu
2008-01-01
This paper derives a joint Lagrande Multiplier (LM) test which simultaneously tests for the absence of spatial lag dependence and random individual effects in a panel data regression model. It turns out that this LM statistic is the sum of two standard LM statistics. The first one tests for the absence of spatial lag dependence ignoring the random individual effects, and the second one tests for the absence of random individual effects ignoring the spatial lag dependence. This paper also deri...
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. ...
Modelling the statistical dependence of rainfall event variables by a trivariate copula function
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.
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 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.
Autoclassification of the Variable 3XMM Sources Using the Random Forest Machine Learning Algorithm
Farrell, Sean A; Lo, Kitty K
2015-01-01
In the current era of large surveys and massive data sets, autoclassification of astrophysical sources using intelligent algorithms is becoming increasingly important. In this paper we present the catalog of variable sources in the Third XMM-Newton Serendipitous Source catalog (3XMM) autoclassified using the Random Forest machine learning algorithm. We used a sample of manually classified variable sources from the second data release of the XMM-Newton catalogs (2XMMi-DR2) to train the classifier, obtaining an accuracy of ~92%. We also evaluated the effectiveness of identifying spurious detections using a sample of spurious sources, achieving an accuracy of ~95%. Manual investigation of a random sample of classified sources confirmed these accuracy levels and showed that the Random Forest machine learning algorithm is highly effective at automatically classifying 3XMM sources. Here we present the catalog of classified 3XMM variable sources. We also present three previously unidentified unusual sources that wer...
Ladder variables, internal structure of Galton-Watson trees and finite branching random walks
Marckert, Jean-Franois; Mokkadem, Abdelkader
2003-01-01
In this paper, we consider Galton-Watson trees conditioned by size. We show that the number of k-ancestors (ancestors that have k children) of a node u is (almost) proportional to its depth. The k, j-ancestors are also studied. The methods rely on the study of ladder variables on an associated random walk. We also give an application to finite branching random walks.
van der Zwan, Judith Esi; de Vente, Wieke; Huizink, Anja C.; Bgels, Susan M.; de Bruin, Esther I.
2015-01-01
In contemporary western societies stress is highly prevalent, therefore the need for stress-reducing methods is great. This randomized controlled trial compared the efficacy of self-help physical activity (PA), mindfulness meditation (MM), and heart rate variability biofeedback (HRV-BF) in reducing stress and its related symptoms. We randomly allocated 126 participants to PA, MM, or HRV-BF upon enrollment, of whom 76 agreed to participate. The interventions consisted of psycho-education and a...
An analysis of noise reduction in variable reluctance motors using pulse position randomization.
Smoot, Melissa C.
1994-01-01
The design and implementation of a control system to introduce randomization into the control of a variable reluctance motor (VRM) is presented. The goal is to reduce noise generated by radial vibrations of the stator. Motor phase commutation angles are dithered by 1 or 2 mechanical degrees to investigate the effect of randomization on acoustic noise. VRM commutation points are varied using a uniform probability density function and a 4 state Markov chain among other methods. The ...
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
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
Large Deviation Local Limit Theorems for Arbitrary Sequences of Random Variables
Chaganty, Narasinga R.; Sethuraman, J
1985-01-01
The results of W. Richter (Theory Probab. Appl. (1957) 2 206-219) on sums of independent, identically distributed random variables are generalized to arbitrary sequences of random variables $T_n$. Under simple conditions on the moment generating function of $T_n$, which imply that $T_n/n$ converges to zero, it is shown, for arbitrary sequences $\\{m_n\\}$, that $k_n(m_n)$, the probability density function of $T_n/n$ at $m_n$, is asymptotic to an expression involving the large deviation rate of ...
Instrument Variable Estimation of a Spatial Autoregressive Panel Model with Random Effects
Baltagi, Badi H.; Long Liu
2011-01-01
This paper extends the instrumental variable estimators of Kelejian and Prucha (1998) and Lee (2003) proposed for the cross-sectional spatial autoregressive model to the random effects spatial autoregressive panel data model. It also suggests an extension of the Baltagi (1981) error component 2SLS estimator to this spatial panel model.
Geluk, Jaap; Peng, Liang; Vries, Casper
1999-01-01
textabstractThe 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.
Array Variate Skew Normal Random Variables with Multiway Kronecker Delta Covariance Matrix Structure
Akdemir, Deniz
2011-01-01
In this paper, we will discuss the concept of an array variate random variable and introduce a class of skew normal array densities that are obtained through a selection model that uses the array variate normal density as the kernel and the cumulative distribution of the univariate normal distribution as the selection function.
Modelling the statistical dependence of rainfall event variables through copula functions
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.
Modelling the statistical dependence of rainfall event variables through copula functions
Balistrocchi, M.; Bacchi, B.
2011-06-01
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 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.
Structural Fatigue Reliability Based on Extension of Random Loads into Interval Variables
Qiangfeng Wang
2013-01-01
Full Text Available According to the problem that for a structure under random loads, the structural fatigue life cant be directly calculated out by S-N curves and linear Miner cumulative damage rule. Owing to the uncertainty of loads, and the problem of the inaccuracy of calculated structural reliability index for the existence of deviation between measured data in projects and real data, the research method for structural fatigue reliability based on extension of random loads into interval variables is proposed. The innovation is that we can accurately calculate out the interval of the structural fatigue life and reliability index of a structure according to the probability density function of stress level of random loads and the coefficient of variation of measured loads. By practical calculation example, it is proved that this method is more suitable to practical engineering comparing to traditional methods. It will provide a perfect research approach for reliability analysis of the structure under random loads.
Peer, Tal; Stotland, Alexander; Kottos, Tsampikos; Cohen, Doron
2008-01-01
The calculation of the conductance of disordered rings requires a theory that goes beyond the Kubo-Drude formulation. Assuming "mesoscopic" circumstances the analysis of the electro-driven transitions show similarities with a percolation problem in energy space. We show how the texture and the sparsity of the perturbation matrix dictates the value of the conductance and study its dependence on the disorder strength, ranging from the ballistic to the Anderson localization regime. In the latter case an improved sparse random matrix model is introduced. It captures the essential ingredients of the problem, and leads to a generalized variable range hopping picture.
Pigeons' choices between fixed-interval and random-interval schedules: utility of variability?
Andrzejewski, Matthew E; Cardinal, Claudia D; Field, Douglas P; Flannery, Barbara A; Johnson, Michael; Bailey, Kathleen; Hineline, Philip N
2005-03-01
Pigeons' choosing between fixed-interval and random-interval schedules of reinforcement was investigated in three experiments using a discrete-trial procedure. In all three experiments, the random-interval schedule was generated by sampling a probability distribution at an interval (and in multiples of the interval) equal to that of the fixed-interval schedule. Thus the programmed delays to reinforcement on the random alternative were never shorter and were often longer than the fixed interval. Despite this feature, the fixed schedule was not strongly preferred. Increases in the probability used to generate the random interval resulted in decreased preferences for the fixed schedule. In addition, the number of consecutive choices on the preferred alternative varied directly with preference, whereas the consecutive number of choices on the nonpreferred alternative was fairly constant. The probability of choosing the random alternative was unaffected by the immediately prior interval encountered on that schedule, even when it was very long relative to the average value. The results loosely support conceptions of a "preference for variability" from foraging theory and the "utility of behavioral variability" from human decision-making literatures. PMID:15828591
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. Gaussian encoders. ...
A Realization of a Quasi-Random Walk for Atoms in Time-Dependent Optical Potentials
Torsten Hinkel
2015-09-01
Full Text Available We consider the time dependent dynamics of an atom in a two-color pumped cavity, longitudinally through a side mirror and transversally via direct driving of the atomic dipole. The beating of the two driving frequencies leads to a time dependent effective optical potential that forces the atom into a non-trivial motion, strongly resembling a discrete random walk behavior between lattice sites. We provide both numerical and analytical analysis of such a quasi-random walk behavior.
Are the Variability Properties of the Kepler AGN Light Curves Consistent with a Damped Random Walk?
Kasliwal, Vishal P.; Vogeley, Michael S.; Richards, Gordon T.
2015-01-01
We test the consistency of active galactic nuclei (AGN) optical flux variability with the $\\textit{damped random walk}$ (DRW) model. Our sample consists of 20 multi-quarter $\\textit{Kepler}$ AGN light curves including both Type 1 and 2 Seyferts, radio-loud and -quiet AGN, quasars, and blazars. $\\textit{Kepler}$ observations of AGN light curves offer a unique insight into the variability properties of AGN light curves because of the very rapid ($11.6-28.6$ min) and highly uniform rest-frame sa...
A cellular automata model of traffic flow with variable probability of randomization
Zheng, Wei-Fan; Zhang, Ji-Ye
2015-05-01
Research on the stochastic behavior of traffic flow is important to understand the intrinsic evolution rules of a traffic system. By introducing an interactional potential of vehicles into the randomization step, an improved cellular automata traffic flow model with variable probability of randomization is proposed in this paper. In the proposed model, the driver is affected by the interactional potential of vehicles before him, and his decision-making process is related to the interactional potential. Compared with the traditional cellular automata model, the modeling is more suitable for the drivers random decision-making process based on the vehicle and traffic situations in front of him in actual traffic. From the improved model, the fundamental diagram (flow-density relationship) is obtained, and the detailed high-density traffic phenomenon is reproduced through numerical simulation. Project supported by the National Natural Science Foundation of China (Grant Nos. 11172247, 61273021, 61373009, and 61100118).
A nonlinear random walk approach to concentration-dependent contaminant transport in porous media
Zoia, Andrea; Latrille, Christelle; Cartalade, Alain
2008-01-01
We propose a nonlinear random walk model to describe the dynamics of dense contaminant plumes in porous media. A coupling between concentration and velocity fields is found, so that transport displays non-Fickian features. The qualitative behavior of the pollutant spatial profiles and moments is explored with the help of Monte Carlo simulation, within a Continuous Time Random Walk approach. Model outcomes are then compared with experimental measurements of variable-density contaminant transpo...
Human phoneme recognition depending on speech-intrinsic variability.
Meyer, Bernd T; Jürgens, Tim; Wesker, Thorsten; Brand, Thomas; Kollmeier, Birger
2010-11-01
The influence of different sources of speech-intrinsic variation (speaking rate, effort, style and dialect or accent) on human speech perception was investigated. In listening experiments with 16 listeners, confusions of consonant-vowel-consonant (CVC) and vowel-consonant-vowel (VCV) sounds in speech-weighted noise were analyzed. Experiments were based on the OLLO logatome speech database, which was designed for a man-machine comparison. It contains utterances spoken by 50 speakers from five dialect/accent regions and covers several intrinsic variations. By comparing results depending on intrinsic and extrinsic variations (i.e., different levels of masking noise), the degradation induced by variabilities can be expressed in terms of the SNR. The spectral level distance between the respective speech segment and the long-term spectrum of the masking noise was found to be a good predictor for recognition rates, while phoneme confusions were influenced by the distance to spectrally close phonemes. An analysis based on transmitted information of articulatory features showed that voicing and manner of articulation are comparatively robust cues in the presence of intrinsic variations, whereas the coding of place is more degraded. The database and detailed results have been made available for comparisons between human speech recognition (HSR) and automatic speech recognizers (ASR). PMID:21110608
Exact lower bounds on the exponential moments of Winsorized and truncated random variables
Pinelis, Iosif
2010-01-01
Exact lower bounds on the exponential moments of min(y,X) and XI{X
Hot-spot model for accretion disc variability as random process
Pechacek, T; Karas, V.; Czerny, B.
2008-01-01
Theory of random processes provides an attractive mathematical tool to describe the fluctuating signal from accreting sources, such as active galactic nuclei and Galactic black holes observed in X-rays. These objects exhibit featureless variability on different timescales, probably originating from an accretion disc. We study the basic features of the power spectra in terms of a general framework, which permits semi-analytical determination of the power spectral density (PSD) of the resulting...
On the Distribution of the Product and the Sum of Generalized Shifted Gamma Random Variables
rathie, Pushpa N.; Rathie, Arjun K.; Ozelim, Luan C. de S. M.
2013-01-01
In general, while obtaining the probability density function of sums and products of shifted random variables, ordinary analytical methods such as Fourier and Mellin transforms tend to provide integrals which cannot be expressed in terms of ordinary Meijer G and H functions. This way, the need of defining new functions which easily enable one to write such integrals in a closed-form is inherent to the development of this area of statistical sciences. By generalizing the Mellin transform which...
1999-01-01
Suppose X1,X2 are independent random variables satisfying a second-order regular variation condition on the tail-sum and a balance condition on the tails. In this paper we give a description of the asymptotic behaviour as t → ∞ for P(X1 + X2 > t). 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.
The master field for rainbow diagrams and free non-commutative random variables
Accardi, L; Volovich, I V
1995-01-01
The master field for a subclass of planar diagrams, so called rainbow diagrams, for higher dimensional large N theories is considered. An explicit representation for the master field in terms of noncommutative random variables in the modified interaction representation in the Boltzmannian Fock space is given. A natural interaction in the Boltzmannian Fock space is formulated by means of a rational function of the interaction Lagrangian instead of the ordinary exponential function in the standard Fock space.
Abe, Sumiyoshi; Thurner, Stefan
2005-01-01
In analogy to superstatistics, which connects Boltzmann-Gibbs statistical mechanics to its generalizations through temperature fluctuations, complex networks are constructed from the fluctuating Erdos-Renyi random graphs. Here, using the quantum mechanical method, the exact analytic formula is presented for the hidden variable distribution, which describes the fluctuation and generates a generic degree distribution through the Poisson transformation. As an example, a static scale-free network...
Seok Yoon Hwang; Dug Hun Hong
1999-01-01
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
Autoclassification of the Variable 3XMM Sources Using the Random Forest Machine Learning Algorithm
Farrell, Sean A.; Murphy, Tara; Lo, Kitty K.
2015-11-01
In the current era of large surveys and massive data sets, autoclassification of astrophysical sources using intelligent algorithms is becoming increasingly important. In this paper we present the catalog of variable sources in the Third XMM-Newton Serendipitous Source catalog (3XMM) autoclassified using the Random Forest machine learning algorithm. We used a sample of manually classified variable sources from the second data release of the XMM-Newton catalogs (2XMMi-DR2) to train the classifier, obtaining an accuracy of ∼92%. We also evaluated the effectiveness of identifying spurious detections using a sample of spurious sources, achieving an accuracy of ∼95%. Manual investigation of a random sample of classified sources confirmed these accuracy levels and showed that the Random Forest machine learning algorithm is highly effective at automatically classifying 3XMM sources. Here we present the catalog of classified 3XMM variable sources. We also present three previously unidentified unusual sources that were flagged as outlier sources by the algorithm: a new candidate supergiant fast X-ray transient, a 400 s X-ray pulsar, and an eclipsing 5 hr binary system coincident with a known Cepheid.
Extended q -Gaussian and q -exponential distributions from gamma random variables
Budini, Adrián A.
2015-05-01
The family of q -Gaussian and q -exponential probability densities fit the statistical behavior of diverse complex self-similar nonequilibrium systems. These distributions, independently of the underlying dynamics, can rigorously be obtained by maximizing Tsallis "nonextensive" entropy under appropriate constraints, as well as from superstatistical models. In this paper we provide an alternative and complementary scheme for deriving these objects. We show that q -Gaussian and q -exponential random variables can always be expressed as a function of two statistically independent gamma random variables with the same scale parameter. Their shape index determines the complexity q parameter. This result also allows us to define an extended family of asymmetric q -Gaussian and modified q -exponential densities, which reduce to the standard ones when the shape parameters are the same. Furthermore, we demonstrate that a simple change of variables always allows relating any of these distributions with a beta stochastic variable. The extended distributions are applied in the statistical description of different complex dynamics such as log-return signals in financial markets and motion of point defects in a fluid flow.
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.
St. Martin, Clara M.; Lundquist, Julie K.; Handschy, Mark A.
2015-04-01
The variability in wind-generated electricity complicates the integration of this electricity into the electrical grid. This challenge steepens as the percentage of renewably-generated electricity on the grid grows, but variability can be reduced by exploiting geographic diversity: correlations between wind farms decrease as the separation between wind farms increases. But how far is far enough to reduce variability? Grid management requires balancing production on various timescales, and so consideration of correlations reflective of those timescales can guide the appropriate spatial scales of geographic diversity grid integration. To answer ‘how far is far enough,’ we investigate the universal behavior of geographic diversity by exploring wind-speed correlations using three extensive datasets spanning continents, durations and time resolution. First, one year of five-minute wind power generation data from 29 wind farms span 1270 km across Southeastern Australia (Australian Energy Market Operator). Second, 45 years of hourly 10 m wind-speeds from 117 stations span 5000 km across Canada (National Climate Data Archive of Environment Canada). Finally, four years of five-minute wind-speeds from 14 meteorological towers span 350 km of the Northwestern US (Bonneville Power Administration). After removing diurnal cycles and seasonal trends from all datasets, we investigate dependence of correlation length on time scale by digitally high-pass filtering the data on 0.25-2000 h timescales and calculating correlations between sites for each high-pass filter cut-off. Correlations fall to zero with increasing station separation distance, but the characteristic correlation length varies with the high-pass filter applied: the higher the cut-off frequency, the smaller the station separation required to achieve de-correlation. Remarkable similarities between these three datasets reveal behavior that, if universal, could be particularly useful for grid management. For high-pass filter time constants shorter than about τ = 38 h, all datasets exhibit a correlation length ξ that falls at least as fast as {{τ }-1} . Since the inter-site separation needed for statistical independence falls for shorter time scales, higher-rate fluctuations can be effectively smoothed by aggregating wind plants over areas smaller than otherwise estimated.
Solar cycles or random processes? Evaluating solar variability in Holocene climate records
Turner, T. Edward; Swindles, Graeme T.; Charman, Dan J.; Langdon, Peter G.; Morris, Paul J.; Booth, Robert K.; Parry, Lauren E.; Nichols, Jonathan E.
2016-01-01
Many studies have reported evidence for solar-forcing of Holocene climate change across a range of archives. These studies have compared proxy-climate data with records of solar variability (e.g. 14C or 10Be), or have used time series analysis to test for the presence of solar-type cycles. This has led to some climate sceptics misrepresenting this literature to argue strongly that solar variability drove the rapid global temperature increase of the twentieth century. As proxy records underpin our understanding of the long-term processes governing climate, they need to be evaluated thoroughly. The peatland archive has become a prominent line of evidence for solar forcing of climate. Here we examine high-resolution peatland proxy climate data to determine whether solar signals are present. We find a wide range of significant periodicities similar to those in records of solar variability: periods between 40–100 years, and 120–140 years are particularly common. However, periodicities similar to those in the data are commonly found in random-walk simulations. Our results demonstrate that solar-type signals can be the product of random variations alone, and that a more critical approach is required for their robust interpretation. PMID:27045989
Solar cycles or random processes? Evaluating solar variability in Holocene climate records.
Turner, T Edward; Swindles, Graeme T; Charman, Dan J; Langdon, Peter G; Morris, Paul J; Booth, Robert K; Parry, Lauren E; Nichols, Jonathan E
2016-01-01
Many studies have reported evidence for solar-forcing of Holocene climate change across a range of archives. These studies have compared proxy-climate data with records of solar variability (e.g. (14)C or (10)Be), or have used time series analysis to test for the presence of solar-type cycles. This has led to some climate sceptics misrepresenting this literature to argue strongly that solar variability drove the rapid global temperature increase of the twentieth century. As proxy records underpin our understanding of the long-term processes governing climate, they need to be evaluated thoroughly. The peatland archive has become a prominent line of evidence for solar forcing of climate. Here we examine high-resolution peatland proxy climate data to determine whether solar signals are present. We find a wide range of significant periodicities similar to those in records of solar variability: periods between 40-100 years, and 120-140 years are particularly common. However, periodicities similar to those in the data are commonly found in random-walk simulations. Our results demonstrate that solar-type signals can be the product of random variations alone, and that a more critical approach is required for their robust interpretation. PMID:27045989
Oracle Efficient Variable Selection in Random and Fixed Effects Panel Data Models
Kock, Anders Bredahl
observations, we prove that the Marginal Bridge estimator can asymptotically correctly distinguish between relevant and irrelevant explanatory variables. We do this without restricting the dependence between covariates and without assuming sub Gaussianity of the error terms thereby generalizing the results of...
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.
Renormalization flow for extreme value statistics of random variables raised to a varying power
Using a renormalization approach, we study the asymptotic limit distribution of the maximum value in a set of independent and identically distributed random variables raised to a power qn that varies monotonically with the sample size n. Under these conditions, a non-standard class of max-stable limit distributions, which mirror the classical ones, emerges. Furthermore, a transition mechanism between the classical and the non-standard limit distributions is brought to light. If qn grows slower than a characteristic function q*n, the standard limit distributions are recovered, while if qn behaves asymptotically as ?q*n, non-standard limit distributions emerge. (paper)
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 ...
van der Zwan, Judith Esi; de Vente, Wieke; Huizink, Anja C; Bgels, Susan M; de Bruin, Esther I
2015-12-01
In contemporary western societies stress is highly prevalent, therefore the need for stress-reducing methods is great. This randomized controlled trial compared the efficacy of self-help physical activity (PA), mindfulness meditation (MM), and heart rate variability biofeedback (HRV-BF) in reducing stress and its related symptoms. We randomly allocated 126 participants to PA, MM, or HRV-BF upon enrollment, of whom 76 agreed to participate. The interventions consisted of psycho-education and an introduction to the specific intervention techniques and 5weeks of daily exercises at home. The PA exercises consisted of a vigorous-intensity activity of free choice. The MM exercises consisted of guided mindfulness meditation. The HRV-BF exercises consisted of slow breathing with a heart rate variability biofeedback device. Participants received daily reminders for their exercises and were contacted weekly to monitor their progress. They completed questionnaires prior to, directly after, and 6weeks after the intervention. Results indicated an overall beneficial effect consisting of reduced stress, anxiety and depressive symptoms, and improved psychological well-being and sleep quality. No significant between-intervention effect was found, suggesting that PA, MM, and HRV-BF are equally effective in reducing stress and its related symptoms. These self-help interventions provide easily accessible help for people with stress complaints. PMID:26111942
Brief Treatments for Cannabis Dependence: Findings From a Randomized Multisite Trial
Babor, Thomas F.
2004-01-01
This study evaluated the efficacy of 2 brief interventions for cannabis-dependent adults. A multisite randomized controlled trial compared cannabis use outcomes across 3 study conditions: (a) 2 sessions of motivational enhancement therapy (MET); (b) 9 sessions of multicomponent therapy that included MET, cognitive-behavioral therapy, and case…
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...
Chaos and random processes in the x ray variability of Cygnus X-1
The temporal variability of the x ray emission of the black hole candidate Cygnus X-1 was examined in an attempt to better characterize the source of the aperiodic variability. The emission is generally believed to come from a turbulent accretion disk surrounding the black hole. Two analysis techniques were applied to low energy x ray light curves: a search for a low-dimensional chaotic attractor; and a new technique to further develop the standard shot noise model. The search for a low-dimensional attractor tests the hypothesis that deterministic chaotic dynamics underlie the accretion disk physics. Using a standard time delay embedding, the phase space trajectory was constructed from the light curve, and the correlation integral was used to determine the dimension of the resulting manifold. The difficulties encountered by this method were investigated with a finite number of data points and a noise level not usually encountered in other applications. The data were not found to indicate that a low-dimensional attractor underlies the variability. This implies that the turbulence in the disk is well developed, and that simple models cannot reliably reconstruct the temporal variability. Shot noise models have long been used as phenomenological, stochastic models for the variability of Cygnus X-1, relying on random pulses of emission, each having a fixed shape and duration. A distribution of shot lengths from 0.01 s to 6.0 s was introduced to reproduce the power density spectrum of the data. The shot profile and the fraction of the emission are found by fitting the phase portrait of the data with trial shot models. Both sets of data are found to be consistent with shots having a symmetric exponential rise and decay, and with the shot amplitude as a power law function of the shot length. These results are interpreted in terms of a distribution of magnetic flares in the disk
Time-Dependent Random Walks and the Theory of Complex Adaptive Systems
Hod, S
2003-01-01
Motivated by novel results in the theory of complex adaptive systems, we analyze the dynamics of random walks in which the jumping probabilities are {\\it time-dependent}. We determine the survival probability in the presence of an absorbing boundary. For an unbiased walk the survival probability is maximized in the case of large temporal oscillations in the jumping probabilities. On the other hand, a random walker who is drifted towards the absorbing boundary performs best with a constant jumping probability. We use the results to reveal the underlying dynamics responsible for the phenomenon of self-segregation and clustering observed in the evolutionary minority game.
Are the variability properties of the Kepler AGN light curves consistent with a damped random walk?
Kasliwal, Vishal P.; Vogeley, Michael S.; Richards, Gordon T.
2015-08-01
We test the consistency of active galactic nuclei (AGN) optical flux variability with the damped random walk (DRW) model. Our sample consists of 20 multiquarter Kepler AGN light curves including both Type 1 and 2 Seyferts, radio-loud and -quiet AGN, quasars, and blazars. Kepler observations of AGN light curves offer a unique insight into the variability properties of AGN light curves because of the very rapid (11.6-28.6 min) and highly uniform rest-frame sampling combined with a photometric precision of 1 part in 105 over a period of 3.5 yr. We categorize the light curves of all 20 objects based on visual similarities and find that the light curves fall into five broad categories. We measure the first-order structure function of these light curves and model the observed light curve with a general broken power-law power spectral density (PSD) characterized by a short-time-scale power-law index γ and turnover time-scale τ. We find that less than half the objects are consistent with a DRW and observe variability on short time-scales (˜2 h). The turnover time-scale τ ranges from ˜10-135 d. Interesting structure function features include pronounced dips on rest-frame time-scales ranging from 10-100 d and varying slopes on different time-scales. The range of observed short-time-scale PSD slopes and the presence of dip and varying slope features suggests that the DRW model may not be appropriate for all AGN. We conclude that AGN variability is a complex phenomenon that requires a more sophisticated statistical treatment.
Order tracking for discrete-random separation in variable speed conditions
Borghesani, P.; Pennacchi, P.; Randall, R. B.; Ricci, R.
2012-07-01
The transmission path from the excitation to the measured vibration on the surface of a mechanical system introduces a distortion both in amplitude and in phase. Moreover, in variable speed conditions, the amplification/attenuation and the phase shift, due to the transfer function of the mechanical system, varies in time. This phenomenon reduces the effectiveness of the traditionally tachometer based order tracking, compromising the results of a discrete-random separation performed by a synchronous averaging. In this paper, for the first time, the extent of the distortion is identified both in the time domain and in the order spectrum of the signal, highlighting the consequences for the diagnostics of rotating machinery. A particular focus is given to gears, providing some indications on how to take advantage of the quantification of the disturbance to better tune the techniques developed for the compensation of the distortion. The full theoretical analysis is presented and the results are applied to an experimental case.
A Random Variable Substitution Lemma With Applications to Multiple Description Coding
Wang, Jia; Zhao, Lei; Cuff, Paul; Permuter, Haim
2009-01-01
We establish a random variable substitution lemma and use it to investigate the role of refinement layer in multiple description coding, which clarifies the relationship among several existing achievable multiple description rate-distortion regions. Specifically, it is shown that the El Gamal-Cover (EGC) region is equivalent to the EGC* region (an antecedent version of the EGC region) while the Venkataramani-Kramer-Goyal (VKG) region (when specialized to the 2-description case) is equivalent to the Zhang-Berger (ZB) region. Moreover, we prove that for multiple description coding with individual and hierarchical distortion constraints, the number of layers in the VKG scheme can be significantly reduced when only certain weighted sum rates are concerned. The role of refinement layer in scalable coding (a special case of multiple description coding) is also studied.
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.
Age-dependence and intersubject variability of tracheobronchial particle clearance
Robert Sturm
2011-01-01
Full Text Available SUMMARY.Background: The detailed study of tracheobronchial clearanceof inhaled particles represents one of the basic research questionsin lung medicine. The clearance efficiency varies in different agegroups and between males and females.The differences can bepartly clarified by the application of a well validated theoreticalapproach. This study applied a relevant model to children (1 year,5 years, 10 years, juveniles (15 years, and adults of different ages(18, 21, 25, 34, 50, and 60 years and to both sexes. Methods: Themathematical model used for clearance simulation is based on theconcept of a stochastic lung structure and considers both early fastmucociliary clearance and a later, slow clearance fraction, fs, effectedby particular uptake by tracheobronchial cells, e.g., macrophagesand epithelial cells. According to this model, the calculated mucusvelocities for each airway generation of the tracheobronchial compartmentare normalized to a respective tracheal mucus velocitythat is estimated for each of the age groups studied from an allometricfunction. Results: In general, tracheobronchial clearanceefficiency undergoes a significant increase from childhood to youngadulthood, reaching a maximum at 25-30 years and decreasingagain from about 30 years to 60 years. Conversely to the improvementof clearance, the continuous change of airway morphometrywith increasing age causes a decrease of the filtering effect in thetrachea and main bronchi, which is of marked importance in infants.The modelling results demonstrate differences in tracheobronchialclearance between males and females, generally in the range from0 to 5%, which are exclusively determined by the individual lunggeometry. Conclusions: Based on theoretical computations itcan be concluded that tracheobronchial clearance is a phenomenonthat depends on both age and sex. Biological studies are necessaryto determine the cellular and molecular mechanisms underlyingthe age-dependent development of tracheobronchial clearance.Pneumon 2011, 24(1:396-403.
Energy decay of a variable-coefficient wave equation with nonlinear time-dependent localized damping
Jieqiong Wu
2015-09-01
Full Text Available We study the energy decay for the Cauchy problem of the wave equation with nonlinear time-dependent and space-dependent damping. The damping is localized in a bounded domain and near infinity, and the principal part of the wave equation has a variable-coefficient. We apply the multiplier method for variable-coefficient equations, and obtain an energy decay that depends on the property of the coefficient of the damping term.
Are the Variability Properties of the Kepler AGN Light Curves Consistent with a Damped Random Walk?
Kasliwal, Vishal P; Richards, Gordon T
2015-01-01
We test the consistency of active galactic nuclei (AGN) optical flux variability with the \\textit{damped random walk} (DRW) model. Our sample consists of 20 multi-quarter \\textit{Kepler} AGN light curves including both Type 1 and 2 Seyferts, radio-loud and -quiet AGN, quasars, and blazars. \\textit{Kepler} observations of AGN light curves offer a unique insight into the variability properties of AGN light curves because of the very rapid ($11.6-28.6$ min) and highly uniform rest-frame sampling combined with a photometric precision of $1$ part in $10^{5}$ over a period of 3.5 yr. We categorize the light curves of all 20 objects based on visual similarities and find that the light curves fall into 5 broad categories. We measure the first order structure function of these light curves and model the observed light curve with a general broken power-law PSD characterized by a short-timescale power-law index $\\gamma$ and turnover timescale $\\tau$. We find that less than half the objects are consistent with a DRW and ...
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.
Testing serial dependence by Random-shuffle surrogates and the Wayland method
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
Baltagi, Badi H.; Bernard Fingleton; Alain Pirotte
2013-01-01
This paper sets up a nested random effects spatial autoregressive panel data model to explain annual house price variation for 2000-2007 across 353 local authority districts in England. The estimation problem posed is how to allow for the endogeneity of the spatial lag variable producing the simultaneous spatial spillover of prices across districts together with the nested random effects in a panel data setting. To achieve this, the paper proposes new estimators based on the instrumental vari...
Neto, Elias Chaibub; Bot, Brian M.; Kellen, Mike; Friend, Stephen H; Trister, Andrew D.
2016-01-01
Mobile health studies can leverage longitudinal sensor data from smartphones to guide the application of personalized medical interventions. These studies are particularly appealing due to their ability to attract a large number of participants. In this paper, we argue that the adoption of an instrumental variable approach for randomized trials with imperfect compliance provides a natural framework for personalized causal inference of medication response in mobile health studies. Randomized t...
Random field theory to interpret the spatial variability of lacustrine soils
Russo, Savino; Vessia, Giovanna
2015-04-01
The lacustrine soils are quaternary soils, dated from Pleistocene to Holocene periods, generated in low-energy depositional environments and characterized by soil mixture of clays, sands and silts with alternations of finer and coarser grain size layers. They are often met at shallow depth filling several tens of meters of tectonic or erosive basins typically placed in internal Appenine areas. The lacustrine deposits are often locally interbedded by detritic soils resulting from the failure of surrounding reliefs. Their heterogeneous lithology is associated with high spatial variability of physical and mechanical properties both along horizontal and vertical directions. The deterministic approach is still commonly adopted to accomplish the mechanical characterization of these heterogeneous soils where undisturbed sampling is practically not feasible (if the incoherent fraction is prevalent) or not spatially representative (if the cohesive fraction prevails). The deterministic approach consists on performing in situ tests, like Standard Penetration Tests (SPT) or Cone Penetration Tests (CPT) and deriving design parameters through "expert judgment" interpretation of the measure profiles. These readings of tip and lateral resistances (Rp and RL respectively) are almost continuous but highly variable in soil classification according to Schmertmann (1978). Thus, neglecting the spatial variability cannot be the best strategy to estimated spatial representative values of physical and mechanical parameters of lacustrine soils to be used for engineering applications. Hereafter, a method to draw the spatial variability structure of the aforementioned measure profiles is presented. It is based on the theory of the Random Fields (Vanmarcke 1984) applied to vertical readings of Rp measures from mechanical CPTs. The proposed method relies on the application of the regression analysis, by which the spatial mean trend and fluctuations about this trend are derived. Moreover, the scale of fluctuation is calculated to measure the maximum length beyond which profiles of measures are independent. The spatial mean trend can be used to identify "quasi-homogeneous" soil layers where the standard deviation and the scale of fluctuation can be calculated. In this study, five Rp profiles performed in the lacustrine deposits of the high River Pescara Valley have been analyzed. There, silty clay deposits with thickness ranging from a few meters to about 60m, and locally rich in sands and peats, are investigated. In this study, vertical trends of Rp profiles have been derived to be converted into design parameter mean trends. Furthermore, the variability structure derived from Rp readings can be propagated to design parameters to calculate the "characteristic values" requested by the European building codes. References Schmertmann J.H. 1978. Guidelines for Cone Penetration Test, Performance and Design. Report No. FHWA-TS-78-209, U.S. Department of Transportation, Washington, D.C., pp. 145. Vanmarcke E.H. 1984. Random Fields, analysis and synthesis. Cambridge (USA): MIT Press.
Mikosch, Thomas Valentin; Moser, Martin
2013-01-01
We investigate the maximum increment of a random walk with heavy-tailed jump size distribution. Here heavy-tailedness is understood as regular variation of the finite-dimensional distributions. The jump sizes constitute a strictly stationary sequence. Using a continuous mapping argument acting on...... the point processes of the normalized jump sizes, we prove that the maximum increment of the random walk converges in distribution to a Frchet distributed random variable....
Sirota, E Ostrovsky L
2011-01-01
We obtain an uniform tail estimates for natural normed sums of independent random variables (r.v.) with regular varying tails of distributions. We give also many examples on order to show the exactness of offered estimates and discuss some applications in the method Monte-Carlo and statistics, and obtain the sufficient conditions for Central and stable limit theorem in the Banach space of continuous function. There are considered a slight generalization on a random variables with super-heavy tails and martingale difference scheme.
Diffusion in time-dependent random environments: mass fluctuations and scaling properties
A mass-ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large times with a displacement distribution that approaches a Gaussian. The collective dynamics of diffusing particles reaches a statistically stationary state, which is characterized in terms of a fluctuating mass density field. The probability distribution of density is studied numerically for both smooth and non-smooth scale-invariant random environments. Competition between trapping in the regions where the ejection rate of the environment vanishes and mixing due to its temporal dependence leads to large fluctuations of mass. These mechanisms are found to result in the presence of intermediate power-law tails in the probability distribution of the mass density. For spatially differentiable environments, the exponent of the right tail is shown to be universal and equal to -3/2. However, at small values, it is found to depend on the environment. Finally, spatial scaling properties of the mass distribution are investigated. The distribution of the coarse-grained density is shown to possess some rescaling properties that depend on the scale, the amplitude of the ejection rate and the Hölder exponent of the environment. (paper)
Over, Thomas, M.; Gupta, Vijay K.
1994-01-01
Under the theory of independent and identically distributed random cascades, the probability distribution of the cascade generator determines the spatial and the ensemble properties of spatial rainfall. Three sets of radar-derived rainfall data in space and time are analyzed to estimate the probability distribution of the generator. A detailed comparison between instantaneous scans of spatial rainfall and simulated cascades using the scaling properties of the marginal moments is carried out. This comparison highlights important similarities and differences between the data and the random cascade theory. Differences are quantified and measured for the three datasets. Evidence is presented to show that the scaling properties of the rainfall can be captured to the first order by a random cascade with a single parameter. The dependence of this parameter on forcing by the large-scale meteorological conditions, as measured by the large-scale spatial average rain rate, is investigated for these three datasets. The data show that this dependence can be captured by a one-to-one function. Since the large-scale average rain rate can be diagnosed from the large-scale dynamics, this relationship demonstrates an important linkage between the large-scale atmospheric dynamics and the statistical cascade theory of mesoscale rainfall. Potential application of this research to parameterization of runoff from the land surface and regional flood frequency analysis is briefly discussed, and open problems for further research are presented.
Chastaing, Gaëlle; Prieur, Clémentine
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.
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
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.
Bell-Boole Inequality: Nonlocality or Probabilistic Incompatibility of Random Variables?
Andrei Khrennikov
2008-03-01
Full Text Available The main aim of this report is to inform the quantum information community about investigations on the problem of probabilistic compatibility of a family of random variables: a possibility to realize such a family on the basis of a single probability measure (to construct a single Kolmogorov probability space. These investigations were started hundred of years ago by J. Boole (who invented Boolean algebras. The complete solution of the problem was obtained by Soviet mathematician Vorobjev in 60th. Surprisingly probabilists and statisticians obtained inequalities for probabilities and correlations among which one can find the famous BellÃ¢Â€Â™s inequality and its generalizations. Such inequalities appeared simply as constraints for probabilistic compatibility. In this framework one can not see a priori any link to such problems as nonlocality and Ã¢Â€Âœdeath of realityÃ¢Â€Â which are typically linked to BellÃ¢Â€Â™s type inequalities in physical literature. We analyze the difference between positions of mathematicians and quantum physicists. In particular, we found that one of the most reasonable explanations of probabilistic incompatibility is mixing in BellÃ¢Â€Â™s type inequalities statistical data from a number of experiments performed under different experimental contexts.
N. S. Barnett; Dragomir, S. S.
2001-01-01
Using the pre-Chebychev inequality considered by Matic, Pecaric and Ujevic in [2], some inequalities are obtained for random variables whose p.d.f.s are absolutely continuous and whose derivatives are in $ L_{\\infty} [a,b] $.
N. S. Barnett
2001-03-01
Full Text Available Using the pre-Chebychev inequality considered by Matic, Pecaric and Ujevic in [2], some inequalities are obtained for random variables whose p.d.f.s are absolutely continuous and whose derivatives are in $ L_{\\infty} [a,b] $.
Quantum interference causes a wavefunction to have sensitive spatial dependence, and this has a significant effect on quantum transport. For example, in a quantum-dot system, the conductance can depend on the lead positions. We investigate, for graphene quantum dots, the conductance variations with the lead positions. Since for graphene the types of boundaries, e.g., zigzag and armchair, can fundamentally affect the quantum transport characteristics, we focus on rectangular graphene quantum dots, for which the effects of boundaries can be systematically studied. For both zigzag and armchair horizontal boundaries, we find that changing the positions of the leads can induce significant conductance variations. Depending on the Fermi energy, the variations can be either regular oscillations or random conductance fluctuations. We develop a physical theory to elucidate the origin of the conductance oscillation/fluctuation patterns. In particular, quantum interference leads to standing-wave-like-patterns in the quantum dot which, in the absence of leads, are regulated by the energy-band structure of the corresponding vertical graphene ribbon. The observed ‘coexistence’ of regular oscillations and random fluctuations in the conductance can be exploited for the development of graphene-based nanodevices. (paper)
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
Cryptography based on chaotic random maps with position dependent weighting probabilities
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.
Quantum treatment of the time-dependent coupled oscillators under the action of a random force
In this communication we introduce the problem of time-dependent frequency converter under the action of external random force. We have assumed that the coupling parameter and the phase pump are explicitly time dependent. Using the equations of motion in the Heisenberg picture the dynamical operators are obtained, however, under a certain integrability condition. When the system is initially prepared in the even coherent states the squeezing phenomenon is discussed. The correlation function is also considered and it has been shown that the nonclassical properties are apparent and sensitive to any variation in the integrability parameter. Furthermore, the wave function in Schroedinger picture is calculated and used it to derive the wave function in the coherent states. The accurate definition of the creation and annihilation operators are also introduced and employed to diagonalize the Hamiltonian system
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.
Posadzki, Paul; Kuzdzal, Adrian; Lee, Myeong Soo; Ernst, Edzard
2015-09-01
The objective of this systematic review is to summarize and critically assess the effects of yoga on heart rate variability (HRV). Nine databases were searched from their inceptions to June 2014. We included randomized clinical trials (RCTs) comparing yoga against any type of control intervention in healthy individuals or patients with any medical condition. Risk of bias was assessed using the Cochrane criteria. Two reviewers performed the selection of studies, data extraction, and quality assessments independent of one another. Fourteen trials met the inclusion criteria. Only two of them were of acceptable methodological quality. Ten RCTs reported favourable effects of yoga on various domains of HRV, whereas nine of them failed to do so. One RCT did not report between-group comparisons. The meta-analysis (MA) of two trials did not show favourable effects of yoga compared to usual care on E:I ratio (n = 61, SMDs = 0.63; 95% CIs [-0.72 to 1.99], p = 0.36; heterogeneity: r(2) = 0.79, χ(2) = 5.48, df = 1, (p = 0.02); I(2) = 82%). The MA also failed to show statistically significant differences between the groups regarding the 30:15 ratio (n = 61, SMDs = 0.20; 95% CIs [-0.43 to 0.84], p = 0.53; heterogeneity: r(2) = 0.07, χ(2) = 1.45, df = 1, (p = 0.23); I(2) = 31%). The data from the remaining RCTs were too heterogeneous for pooling. These results provide no convincing evidence for the effectiveness of yoga in modulating HRV in patients or healthy subjects. Future investigations in this area should overcome the multiple methodological weaknesses of the previous research. PMID:26059998
Homogenization for rigid suspensions with random velocity-dependent interfacial forces
Gorb, Yuliya
2014-12-01
We study suspensions of solid particles in a viscous incompressible fluid in the presence of random velocity-dependent interfacial forces. The flow at a small Reynolds number is modeled by the Stokes equations, coupled with the motion of rigid particles arranged in a periodic array. The objective is to perform homogenization for the given suspension and obtain an equivalent description of a homogeneous (effective) medium, the macroscopic effect of the interfacial forces and the effective viscosity are determined using the analysis on a periodicity cell. In particular, the solutions uωε to a family of problems corresponding to the size of microstructure ε and describing suspensions of rigid particles with random surface forces imposed on the interface, converge H1-weakly as ε→0 a.s. to a solution of a Stokes homogenized problem, with velocity dependent body forces. A corrector to a homogenized solution that yields a strong H1-convergence is also determined. The main technical construction is built upon the Γ-convergence theory. © 2014 Elsevier Inc.
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 siz...
Pigeons' Choices Between Fixed-Interval And Random-Interval Schedules: Utility Of Variability?
Andrzejewski, Matthew E; Cardinal, Claudia D; Field, Douglas P.; Flannery, Barbara A; Johnson, Michael; Bailey, Kathleen; Hineline, Philip N
2005-01-01
Pigeons' choosing between fixed-interval and random-interval schedules of reinforcement was investigated in three experiments using a discrete-trial procedure. In all three experiments, the random-interval schedule was generated by sampling a probability distribution at an interval (and in multiples of the interval) equal to that of the fixed-interval schedule. Thus the programmed delays to reinforcement on the random alternative were never shorter and were often longer than the fixed interva...
A note on the Marchenko-Pastur law for a class of random matrices with dependent entries
O'Rourke, Sean
2012-01-01
We consider a class of real random matrices with dependent entries and show that the limiting empirical spectral distribution is given by the Marchenko-Pastur law. Additionally, we establish a rate of convergence of the expected empirical spectral distribution.
B. Li
2013-03-01
Full Text Available Past studies on soil moisture spatial variability have been mainly conducted at catchment scales where soil moisture is often sampled over a short time period; as a result, 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, modeled and satellite-retrieved soil moisture obtained in a warm season (198 days were examined over three large climate regions in the US. The study found that spatial moments of in situ measurements strongly depend on climates, with distinct mean, spatial variability and skewness observed in each climate zone. In addition, an upward convex shape, which was revealed in several smaller scale studies, was observed for the relationship between spatial variability of in situ soil moisture and its spatial mean when statistics from dry, intermediate, and wet climates were combined. This upward convex shape was vaguely or partially observable in modeled and satellite-retrieved soil moisture estimates due to their smaller dynamic ranges. Despite different environmental controls on large-scale soil moisture spatial variability, the correlation between spatial variability and mean soil moisture remained similar to that observed at small scales, which is attributed to the boundedness of soil moisture. From the smaller support (effective area or volume represented by a measurement or estimate to larger ones, soil moisture spatial variability decreased in each climate region. The scale dependency of spatial variability all followed the power law, but data with large supports showed stronger scale dependency than those with smaller supports. The scale dependency of soil moisture variability also varied with climates, which may be linked to the scale dependency of precipitation spatial variability. Influences of environmental controls on soil moisture spatial variability at large scales are discussed. The results of this study should be useful for diagnosing large scale soil moisture estimates and for improving the estimation of land surface processes.
Nutrition education intervention for dependent patients: protocol of a randomized controlled trial
Arija Victoria
2012-05-01
Full Text Available Abstract Background Malnutrition in dependent patients has a high prevalence and can influence the prognosis associated with diverse pathologic processes, decrease quality of life, and increase morbidity-mortality and hospital admissions. The aim of the study is to assess the effect of an educational intervention for caregivers on the nutritional status of dependent patients at risk of malnutrition. Methods/Design Intervention study with control group, randomly allocated, of 200 patients of the Home Care Program carried out in 8 Primary Care Centers (Spain. These patients are dependent and at risk of malnutrition, older than 65, and have caregivers. The socioeconomic and educational characteristics of the patient and the caregiver are recorded. On a schedule of 0–6–12 months, patients are evaluated as follows: Mini Nutritional Assessment (MNA, food intake, dentures, degree of dependency (Barthel test, cognitive state (Pfeiffer test, mood status (Yesavage test, and anthropometric and serum parameters of nutritional status: albumin, prealbumin, transferrin, haemoglobin, lymphocyte count, iron, and ferritin. Prior to the intervention, the educational procedure and the design of educational material are standardized among nurses. The nurses conduct an initial session for caregivers and then monitor the education impact at home every month (4 visits up to 6 months. The North American Nursing Diagnosis Association (NANDA methodology will be used. The investigators will study the effect of the intervention with caregivers on the patient’s nutritional status using the MNA test, diet, anthropometry, and biochemical parameters. Bivariate normal test statistics and multivariate models will be created to adjust the effect of the intervention. The SPSS/PC program will be used for statistical analysis. Discussion The nutritional status of dependent patients has been little studied. This study allows us to know nutritional risk from different points of view: diet, anthropometry and biochemistry in dependent patients at nutritional risk and to assess the effect of a nutritional education intervention. The design with random allocation, inclusion of all patients, validated methods, caregivers’ education and standardization between nurses allows us to obtain valuable information about nutritional status and prevention. Trial Registration number Clinical Trial Registration-URL: http://www.clinicaltrials.gov. Unique identifier: NCT01360775
A WntD-Dependent Integral Feedback Loop Attenuates Variability in Drosophila Toll Signaling.
Rahimi, Neta; Averbukh, Inna; Haskel-Ittah, Michal; Degani, Neta; Schejter, Eyal D; Barkai, Naama; Shilo, Ben-Zion
2016-02-22
Patterning by morphogen gradients relies on the capacity to generate reproducible distribution profiles. Morphogen spread depends on kinetic parameters, including diffusion and degradation rates, which vary between embryos, raising the question of how variability is controlled. We examined this in the context of Toll-dependent dorsoventral (DV) patterning of the Drosophila embryo. We find that low embryo-to-embryo variability in DV patterning relies on wntD, a Toll-target gene expressed initially at the posterior pole. WntD protein is secreted and disperses in the extracellular milieu, associates with its receptor Frizzled4, and inhibits the Toll pathway by blocking the Toll extracellular domain. Mathematical modeling predicts that WntD accumulates until the Toll gradient narrows to its desired spread, and we support this feedback experimentally. This circuit exemplifies a broadly applicable induction-contraction mechanism, which reduces patterning variability through a restricted morphogen-dependent expression of a secreted diffusible inhibitor. PMID:26906736
Universal spin-dependent variable range hopping in wide-band-gap oxide ferromagnetic semiconductors
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
Senol Emir
2016-04-01
Full Text Available The purpose of this study is to explore the importance and ranking of technical analysis variables in Turkish banking sector. Random Forest method is used for determining importance scores of inputs for eight banks in Borsa Istanbul. Then two predictive models utilizing Random Forest (RF and Artificial Neural Networks (ANN are built for predicting BIST-100 index and bank closing prices. Results of the models are compared by three metrics namely Mean Absolute Error (MAE, Mean Square Error (MSE, Median Absolute Error (MedAE. Findings show that moving average (MAV-100 is the most important variable for both BIST -100 index and bank closing prices. Therefore, investors should follow this technical indicator with respect to Turkish banks. In addition ANN shows better performance for all metrics.
Nam, Sung Sik; Alouini, Mohamed-Slim; Yang, Hong-Chuan
2010-01-01
Order statistics find applications in various areas of communications and signal processing. In this paper, we introduce an unified analytical framework to determine the joint statistics of partial sums of ordered random variables (RVs). With the proposed approach, we can systematically derive the joint statistics of any partial sums of ordered statistics, in terms of the moment generating function (MGF) and the probability density function (PDF). Our MGF-based approach applies not only when ...
Theodorou, C. G.; Ioannidis, E. G.; Haendler, S.; Josse, E.; Dimitriadis, C. A.; Ghibaudo, G.
2016-03-01
In this paper, a parametric statistical analysis of the low-frequency noise (LFN) in very small area (W·L ≈ 10-3 μm2) 14 nm fully depleted silicon-on-insulator (FD-SOI) n-MOS devices is presented. It has been demonstrated that the LFN origin is due to carrier trapping/detrapping into gate dielectric traps near the interface and the mean noise level in such small area MOSFETs is well approached by the carrier number fluctuations model in all measurement conditions. The impact of gate voltage bias and temperature on the LFN variability, as well as the standard deviation dependence on frequency have been studied for the first time, focusing on their relation to the Random Telegraph Noise (RTN) effect and its characteristics.
Hernández, Damián G.; Zanette, Damián H.; Samengo, Inés
2015-08-01
We develop the information-theoretical concepts required to study the statistical dependencies among three variables. Some of such dependencies are pure triple interactions, in the sense that they cannot be explained in terms of a combination of pairwise correlations. We derive bounds for triple dependencies, and characterize the shape of the joint probability distribution of three binary variables with high triple interaction. The analysis also allows us to quantify the amount of redundancy in the mutual information between pairs of variables, and to assess whether the information between two variables is or is not mediated by a third variable. These concepts are applied to the analysis of written texts. We find that the probability that a given word is found in a particular location within the text is not only modulated by the presence or absence of other nearby words, but also, on the presence or absence of nearby pairs of words. We identify the words enclosing the key semantic concepts of the text, the triplets of words with high pairwise and triple interactions, and the words that mediate the pairwise interactions between other words.
Hernández, Damián G; Samengo, Inés
2015-01-01
We develop the information-theoretical concepts required to study the statistical dependencies among three variables. Some of such dependencies are pure triple interactions, in the sense that they cannot be explained in terms of a combination of pairwise correlations. We derive bounds for triple dependencies, and characterize the shape of the joint probability distribution of three binary variables with high triple interaction. The analysis also allows us to quantify the amount of redundancy in the mutual information between pairs of variables, and to assess whether the information between two variables is or is not mediated by a third variable. These concepts are applied to the analysis of written texts. We find that the probability that a given word is found in a particular location within the text is not only modulated by the presence or absence of other nearby words, but also, on the presence or absence of nearby pairs of words. We identify the words enclosing the key semantic concepts of the text, the tr...
Wicker, Tommie E.; O'Tuel, Frances S.
This study investigates relationships among conservation, field dependence/independence, school variables, achievement, screening measures, sex and race. A total of 124 first, second and third graders in a Southern rural school were administered 8 typical Piagetian conservation tasks (PCT), Children's Embedded Figures Test (CEFT), Comprehensive…
Tavares, D.; De Almeida, R; Torres, D.F.M.
2015-01-01
We establish necessary optimality conditions for variational problems with a Lagrangian depending on a combined Caputo derivative of variable fractional order. The endpoint of the integral is free, and thus transversality conditions are proved. Several particular cases are considered illustrating the new results.
Kim, Junhan; Chan, Chi-kwan; Medeiros, Lia; Ozel, Feryal; Psaltis, Dimitrios
2016-01-01
The Event Horizon Telescope (EHT) is a millimeter-wavelength, very-long baseline interferometer (VLBI) that is capable of observing black holes with horizon-scale resolution. Early observations have revealed variable horizon-scale emission in the Galactic Center black hole, Sagittarius A* (Sgr A*). Comparing such observations to time-dependent general relativistic magnetohydrodynamic (GRMHD) simulations requires statistical tools that explicitly consider the variability in both the data and the models. We develop here a Bayesian method to compare time-resolved simulation images to variable VLBI data, in order to infer model parameters and perform model comparisons. We use mock EHT data based on GRMHD simulations to explore the robustness of this Bayesian method and contrast it to approaches that do not consider the effects of variability. We find that time-independent models lead to offset values of the inferred parameters with artificially reduced uncertainties. We also apply our method to the early EHT data...
A randomized trial of oral naltrexone for treating opioid-dependent offenders.
Coviello, Donna M; Cornish, James W; Lynch, Kevin G; Alterman, Arthur I; O'Brien, Charles P
2010-01-01
Offenders with a history of opioid dependence are a particularly difficult group to treat. A large proportion of offenders typically relapse shortly after release from prison, commit drug-related crimes, and then are arrested and eventually re-incarcerated. Previous research demonstrated that oral naltrexone was effective in reducing opioid use and preventing recidivism among offenders under federal supervision. The 111 opioid-dependent offenders in this study were under various levels of supervision that included county and federal probation/parole, a treatment court, an alternative disposition program, and an intermediate punishment program. Subjects were randomly assigned to receive 6 months of either 300 mg per week of oral naltrexone plus standard psychosocial treatment as usual (n = 56) or standard psychosocial treatment as usual (TAU) without naltrexone (n = 55). While the TAU subjects who remained in treatment used more opioids than the naltrexone subjects who remained, the high dropout rate for both groups made it difficult to assess the effectiveness of naltrexone. The study provides limited support for the use of oral naltrexone for offenders who are not closely monitored by the criminal justice system. PMID:20716305
FUNCTIONAL DIFFERENTIAL EQUATIONS WITH STATE-DEPENDENT DELAY AND RANDOM EFFECTS
AMEL BENAISSA
2015-07-01
Full Text Available In this work we study the existence of mild solutions of a functional differential equation with delay and random effects. We use a random fixed point theorem with stochastic domain to show the existence of mild random solutions.
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.
On clustering financial time series: a need for distances between dependent random variables
Marti, Gautier; Nielsen, Frank; Donnat, Philippe; Andler, Sébastien
2016-01-01
The following working document summarizes our work on the clustering of financial time series. It was written for a workshop on information geometry and its application for image and signal processing. This workshop brought several experts in pure and applied mathematics together with applied researchers from medical imaging, radar signal processing and finance. The authors belong to the latter group. This document was written as a long introduction to further development of geometric tools i...
Computational studies of history dependence in nematic liquid crystals in random environments
Ranjkesh, Amid; Ambrožič, Milan; Kralj, Samo; Sluckin, Timothy J.
2014-02-01
Glassy liquid crystalline systems are expected to show significant history-dependent effects. Two model glassy systems are the RAN and SSS (sprinkled silica spin) lattice models. The RAN model is a Lebwohl-Lasher lattice model with locally coupled nematic spins, together with uncorrelated random anisotropy fields at each site, while the SSS model has a finite concentration of impurity spins frozen in random directions. Here Brownian simulation is used to study the effect of different sample histories in the low temperature regime in a three-dimensional (d =3) model intermediate between SSS and RAN, in which a finite concentration p
Improved Estimators of Population Mean Using Two Auxiliary Variables in Stratified random Sampling
Rajesh Singh
2012-01-01
Full Text Available An exponential family of estimators, which use the information of two auxiliary variables in the stratified sampling, is proposed to estimate the population mean of the variable under study. The mean-squared error of the suggested family of estimators are derived under large sample approximation. The family of estimators in its optimum case is carried out to show the properties of the proposed estimators.
Randomized trial of buprenorphine for treatment of concurrent opiate and cocaine dependence
Montoya, Ivan D.; Gorelick, David A.; Preston, Kenzie L.; Schroeder, Jennifer R.; Umbricht, Annie; Cheskin, Lawrence J.; Lange, W. Robert; Contoreggi, Carlo; Johnson, Rolley E.; Fudala, Paul J.
2008-01-01
Background Buprenorphine is a partial ?-opiate agonist and ?-opiate antagonist with established efficacy in the treatment of opiate dependence. Its efficacy for cocaine dependence is uncertain. This study evaluated buprenorphine for the treatment of concomitant cocaine and opiate dependence. Methods Two hundred outpatients currently dependent on both cocaine and opiates were randomly assigned to double-blind groups receiving a sublingual solution of buprenorphine (2, 8, or 16 mg daily, or 16 mg on alternate days, or placebo), plus weekly individual drug abuse counseling, for 13 weeks. The chief outcome measures were urine concentrations of opiate and cocaine metabolites (quantitative) and proportion of urine samples positive for opiates or cocaine (qualitative). Group differences were assessed by use of mixed regression modeling. Results The target dose of buprenorphine was achieved in 179 subjects. Subjects receiving 8 or 16 mg buprenorphine daily showed statistically significant decreases in urine morphine levels (P = .0135 for 8 mg and P < .001 for 16 mg) or benzoylecgonine concentrations (P = .0277 for 8 mg and P = .006 for 16 mg) during the maintenance phase of the study. For the 16-mg group, mean benzoylecgonine concentrations fell from 3715 ng/mL during baseline to 186 ng/mL during the withdrawal phase; mean morphine concentrations fell from 3311 ng/mL during baseline to 263 ng/mL during withdrawal. For the 8-mg group, mean benzoylecgonine concentrations fell from 6761 ng/mL during baseline to 676 ng/mL during withdrawal; mean morphine concentrations fell from 3890 ng/mL during baseline to 661 ng/mL during withdrawal. Qualitative urinalysis showed a similar pattern of results. Subjects receiving the highest dose showed concomitant decreases in both urine morphine and benzoylecgonine concentrations. There were no significant group differences in treatment retention or adverse events. Conclusions A sublingual buprenorphine solution at 16 mg daily is well tolerated and effective in reducing concomitant opiate and cocaine use. The therapeutic effect on cocaine use appears independent of that on opiate use. PMID:14749690
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)
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.
Hörmann, Wolfgang; Derflinger, Gerhard
1994-01-01
Theoretical considerations and empirical results show that the one-dimensional quality of non-uniform random numbers is bad and the discrepancy is high when they are generated by the ratio of uniforms method combined with linear congruential generators. This observation motivates the suggestion to replace the ratio of uniforms method by transformed rejection (also called exact approximation or almost exact inversion), as the above problem does not occur for this method. Using the function $G(...
The time-dependent relativistic mean-field theory and the random phase approximation
The Relativistic Random Phase Approximation (RRPA) is derived from the Time-Dependent Relativistic Mean-Field (TD RMF) theory in the limit of small amplitude oscillations. In the no-sea approximation of the RMF theory, the RRPA configuration space includes not only the usual particle-hole ph-states, but also αh-configurations, i.e. pairs formed from occupied states in the Fermi sea and empty negative-energy states in the Dirac sea. The contribution of the negative-energy states to the RRPA matrices is examined in a schematic model, and the large effect of Dirac-sea states on isoscalar strength distributions is illustrated for the giant monopole resonance in 116Sn. It is shown that, because the matrix elements of the time-like component of the vector-meson fields which couple the αh-configurations with the ph-configurations are strongly reduced with respect to the corresponding matrix elements of the isoscalar scalar meson field, the inclusion of states with unperturbed energies more than 1.2 GeV below the Fermi energy has a pronounced effect on giant resonances with excitation energies in the MeV region. The influence of nuclear magnetism, i.e. the effect of the spatial components of the vector fields is examined, and the difference between the nonrelativistic and relativistic RPA predictions for the nuclear matter compression modulus is explained
Wave diffusion and mesoscopic dynamics, towards a universal time-dependent random scattering matrix
Weaver, Richard L.
2007-01-01
We concern ourselves with the prediction of mesoscopic wave phenomena from statistical knowledge of classical trajectories. A diffusing particle picture for the flow of mean probability in chaotic systems is used to estimate dynamical features of mean square time-domain S matrices for waves coupled in and out through one perfectly open channel. A random process with that mean square, and with the additional constraint of unitarity, is then shown to lead to plausible S matrices with familiar mesoscopic wave dynamics. Features that are generated by this procedure include enhanced backscatter, quantum echo, power law tails, level repulsion and spectral rigidity. It is remarkable that such rich behaviours arise from such simple constraints. We conjecture that a generalization to n × n S matrices would exhibit behaviour identical to that of a Hamiltonian taken from the Gaussian Orthogonal or Unitary Ensembles (GOE or GUE) depending on its symmetries. Further constraining the S matrices to reproduce non universal aspects of classical dynamics, (known short time behaviours, periodic orbits, stable islands...) may generate mesoscopic wave features of such systems.
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. (papers)
Plass-Johnson, Jeremiah G.; Taylor, Marc H.; Husain, Aidah A. A.; Teichberg, Mirta C.; Ferse, Sebastian C. A.
2016-01-01
Changes in the coral reef complex can affect predator-prey relationships, resource availability and niche utilisation in the associated fish community, which may be reflected in decreased stability of the functional traits present in a community. This is because particular traits may be favoured by a changing environment, or by habitat degradation. Furthermore, other traits can be selected against because degradation can relax the association between fishes and benthic habitat. We characterised six important ecological traits for fish species occurring at seven sites across a disturbed coral reef archipelago in Indonesia, where reefs have been exposed to eutrophication and destructive fishing practices for decades. Functional diversity was assessed using two complementary indices (FRic and RaoQ) and correlated to important environmental factors (live coral cover and rugosity, representing local reef health, and distance from shore, representing a cross-shelf environmental gradient). Indices were examined for both a change in their mean, as well as temporal (short-term; hours) and spatial (cross-shelf) variability, to assess whether fish-habitat association became relaxed along with habitat degradation. Furthermore, variability in individual traits was examined to identify the traits that are most affected by habitat change. Increases in the general reef health indicators, live coral cover and rugosity (correlated with distance from the mainland), were associated with decreases in the variability of functional diversity and with community-level changes in the abundance of several traits (notably home range size, maximum length, microalgae, detritus and small invertebrate feeding and reproductive turnover). A decrease in coral cover increased variability of RaoQ while rugosity and distance both inversely affected variability of FRic; however, averages for these indices did not reveal patterns associated with the environment. These results suggest that increased degradation of coral reefs is associated with increased variability in fish community functional composition resulting from selective impacts on specific traits, thereby affecting the functional response of these communities to increasing perturbations. PMID:27100189
Daniel Santos
2012-07-01
Full Text Available Com o objetivo de estudar a aleatoriedade e a variabilidade produtiva de feijão-de-vagem, foram realizados os seguintes experimentos em branco: 1 em estufa no outono-inverno; 2 em túnel no outono-inverno; 3 em ambiente não protegido no outono-inverno; 4 em túnel na primavera-verão; e 5 em ambiente não protegido na primavera-verão. A variável mensurada foi a fitomassa fresca de vagens. Foram realizados estudos por colheita e por agrupamentos de colheitas. Foram planejados diferentes tamanhos de parcela e, para cada um, foram realizados testes de homogeneidade de variâncias entre as fileiras de cultivo e entre as colheitas, e testes de aleatoriedade em cada fileira de cultivo. A não aleatoriedade e a variabilidade da produção de fitomassa fresca de vagens são maiores em condições meteorológicas adversas a cultura do feijão-de-vagem e diminuem com o aumento do tamanho de parcela. O uso de parcelas constituídas por seis unidades básicas (12 plantas, em ambiente protegido ou não protegido, torna a produção de fitomassa fresca de vagens aleatória e proporciona menor variabilidade entre fileiras de cultivo e entre colheitas.With the aim of studying the randomness and variability of productive bean pod, the following experiments were performed on white: 1 in greenhouse in autumn-winter, 2 in tunnel in autumn-winter, 3 in unprotected environment in autumn-winter, 4 in tunnel in spring-summer and 5 in unprotected environment in spring-summer. The variable measured was the fresh weight of pods. Studies were conducted by harvest and harvest groupings. Were planned different plot sizes, and for each, were conducted tests of homogeneity of variances between crop row and between harvests, and tests of randomness in each crop row. The non-randomness and variability in production of fresh pods are larger in adverse weather conditions the culture of the bean pod and decrease with increasing plot size. The use of plots consisting of six basic units (12 plants in protected or unprotected makes the production of fresh pods random and provides lower variability between rows and between harvests.
The limit points in $\\bar{R^d}$ of averages of i.i.d. random variables
Erickson, K Bruce
2000-01-01
Given any closed subset $C$ of $\\bar{R^d}$, containing a pair of antipodal points at $\\infty$, there is a sequence of independent and identically distributed random variables $\\mathbf{X}_i}$ such that the set of limit points (in the topology of $\\bar{R^d}$ of $\\{(\\mathbf{X}_1 + \\cdots + \\mathbf{X}_t)/t\\}_{t \\geq 1}$ equals $C$. Here $\\bar{R^d}$ is the compact space gotten by “adjoining the sphere, $S^{d -1}\\infty$ at infinity.”
Wang, Kezhi
2014-09-01
The sum of ratios of products of independent 2642 2642α-μ random variables (RVs) is approximated by using the Generalized Gamma ratio approximation (GGRA) with Gamma ratio approximation (GRA) as a special case. The proposed approximation is used to calculate the outage probability of the equal gain combining (EGC) or maximum ratio combining (MRC) receivers for wireless multihop relaying or multiple scattering systems considering interferences. Numerical results show that the newly derived approximation works very well verified by the simulation, while GRA has a slightly worse performance than GGRA when outage probability is below 0.1 but with a more simplified form.
Galea, J M; Ruge, D.; Buijink, A.; Bestmann, S.; Rothwell, J. C.
2013-01-01
Action selection describes the high-level process which selects between competing movements. In animals, behavioural variability is critical for the motor exploration required to select the action which optimizes reward and minimizes cost/punishment, and is guided by dopamine (DA). The aim of this study was to test in humans whether low-level movement parameters are affected by punishment and reward in ways similar to high-level action selection. Moreover, we addressed the proposed dependence...
DUSTMANN, Christian; Van Soest, Arthur
1999-01-01
We consider both a parametric and a semiparametric method to account for classification errors on the dependent variable in an ordered response model. The methods are applied to the analysis of self-reported speaking fluency of male immigrants in Germany. We find some substantial differences in parameter estimates between parametric and semiparametric models, and between predictions of true and reported fluency. We compare the predictions of the three models, and perform a graphical test of t...
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.
Darling, Warren G.; Wolf, Steven L.; Butler, Andrew J.
2006-01-01
The purpose of this research was to determine whether motor cortex excitability assessed using transcranial magnetic stimulation (TMS) is less variable when subjects maintain a visually controlled low-level contraction of the muscle of interest. We also examined the dependence of single motor evoked potential (MEP) amplitude on stimulation intensity and pre-stimulus muscle activation level using linear and non-linear multiple regression analysis. Eight healthy adult subjects received single p...
Ohlberger, Jan; Rogers, Lauren A; Stenseth, Nils Chr.
2014-01-01
A persistent debate in population ecology concerns the relative importance of environmental stochasticity and density dependence in determining variability in adult year-class strength, which contributes to future reproduction as well as potential yield in exploited populations. Apart from the strength of the processes, the timing of density regulation may affect how stochastic variation, for instance through climate, translates into changes in adult abundance. In this study, we develop a lif...
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.
Barato, Andre C
2015-01-01
We derive expressions for the dispersion for two classes of random variables in Markov processes. Random variables like current and activity pertain to the first class, which is composed by random variables that change whenever a jump in the stochastic trajectory occurs. The second class corresponds to the time the trajectory spends in a state (or cluster of states). While the expression for the first class follows straightforwardly from known results in the literature, we show that a similar formalism can be used to derive an expression for the second class. As an application, we use this formalism to analyze a cellular two-component network estimating an external ligand concentration. The uncertainty related to this external concentration is calculated by monitoring different random variables related to an internal protein. We show that, inter alia, monitoring the time spent in the phosphorylated state of the protein leads to a finite uncertainty only if there is dissipation, whereas the uncertainty obtaine...
Williamson, Brenda D.; Campbell-Whatley, Gloria D.; Lo, Ya-yu
2009-01-01
Group contingencies have the advantages of encouraging individual students to collectively feel responsible for appropriate and inappropriate classroom behaviors and have shown effectiveness in improving students' behavior. The purpose of this study was to investigate the effects of a random dependent group contingency on the on-task behaviors of…
Rodriguez-Sanchez, Emiliano; Patino-Alonso, Maria C.; Mora-Simon, Sara; Gomez-Marcos, Manuel A.; Perez-Penaranda, Anibal; Losada-Baltar, Andres; Garcia-Ortiz, Luis
2013-01-01
Purpose: To assess, in the context of Primary Health Care (PHC), the effect of a psychological intervention in mental health among caregivers (CGs) of dependent relatives. Design and Methods: Randomized multicenter, controlled clinical trial. The 125 CGs included in the trial were receiving health care in PHC. Inclusion criteria: Identifying…
Manish Vinayak Sawane; Shilpa Sharad Gupta
2015-01-01
Context: Resting heart rate variability (HRV) is a measure of the modulation of autonomic nervous system (ANS) at rest. Increased HRV achieved by the exercise is good for the cardiovascular health. However, prospective studies with comparison of the effects of yogic exercises and those of other endurance exercises like walking, running, and swimming on resting HRV are conspicuous by their absence. Aims: Study was designed to assess and compare the effects of yogic training and swimming on...
Fluctuations in a system depending on several random parameters. Application to reactors (1962)
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)
On the weak law of large numbers for normed weighted sums of I.I.D. random variables
Andrew Rosalsky
1991-03-01
Full Text Available For weighted sums Ã¢ÂˆÂ‘j=1najYj of independent and identically distributed random variables {Yn,nÃ¢Â‰Â¥1}, a general weak law of large numbers of the form (Ã¢ÂˆÂ‘j=1najYjÃ¢ÂˆÂ’ÃŽÂ½n/bnÃ¢Â†Â’P0 is established where {ÃŽÂ½n,nÃ¢Â‰Â¥1} and {bn,nÃ¢Â‰Â¥1} are statable constants. The hypotheses involve both the behavior of the tail of the distribution of |Y1| and the growth behaviors of the constants {an,nÃ¢Â‰Â¥1} and {bn,nÃ¢Â‰Â¥1}. Moreover, a weak law is proved for weighted sums Ã¢ÂˆÂ‘j=1najYj indexed by random variables {Tn,nÃ¢Â‰Â¥1}. An example is presented wherein the weak law holds but the strong law fails thereby generalizing a classical example.
Jacobsen, S.; Andersen, P.H.; Tølbøll, T.; Heegaard, Peter M. H.
2004-01-01
. 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......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...... 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...
Negative dependence through the FKG Inequality
Dubhashi, D.; Priebe, V.; Ranjan, D.
1996-01-01
We investigate random variables arising in occupancy problems, and show the variables to be negatively associated, that is, negatively dependent in a strong sense. Our proofs are based on the FKG correlation inequality, and they suggest a useful, general technique for proving negative dependence among random variables. We also show that in the special case of two binary random variables, the notions of negative correlation and negative association coincide.
Demographic variability and density-dependent dynamics of a free-ranging rhesus macaque population
Hernández-Pacheco, Raisa; Rawlins, Richard G.; Kessler, Matthew J.; Williams, Lawrence E.; Ruiz-Maldonado, Tagrid M.; González-Martínez, Janis; Ruiz-Lambides, Angelina V.; Sabat, Alberto M.
2014-01-01
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 retrospective analysis to determine how variance in vital rates, and covariance among them, contributed to the observed variation in long-term fitness across different levels of population density. The population exhibited negative density-dependence in fertility and the model incorporating this relationship accounted for 98% of the observed population dynamics. Variation in survival and fertility of sexually active individuals contributed the most to the variation in long-term fitness, while vital rates displaying high temporal variability exhibited lower sensitivities. Our findings are novel in describing density-dependent dynamics in a provisioned primate population, and in suggesting that selection is acting to lower the variance in the population growth rate by minimizing the variation in adult survival at high density. Because density-dependent mechanisms may become stronger in wild primate populations due to increasing habitat loss and food scarcity, our study demonstrates it is important to incorporate variation in population size, as well as demographic variability into population viability analyses for a better understanding of the mechanisms regulating the growth of primate populations. PMID:23847126
Patrícia M Pinto
2004-03-01
Full Text Available The patterns of genetic variation of samples of Candida spp. isolated from patients infected with human immunodeficiency virus in Vitória, state of Espírito Santo, Brazil, were examined. Thirty-seven strains were isolated from different anatomical sites obtained from different infection episodes of 11 patients infected with the human immunodeficiency virus (HIV. These samples were subjected to randomly amplified polymorphic DNA (RAPD analysis using 9 different primers. Reproducible and complex DNA banding patterns were obtained. The experiments indicated evidence of dynamic process of yeast colonization in HIV-infected patients, and also that certain primers are efficient in the identification of species of the Candida genus. Thus, we conclude that RAPD analysis may be useful in providing genotypic characters for Candida species typing in epidemiological investigations, and also for the rapid identification of pathogenic fungi.
Random variables in forest policy: A systematic sensitivity analysis using CGE models
Computable general equilibrium (CGE) models are extensively used to simulate economic impacts of forest policies. Parameter values used in these models often play a central role in their outcome. Since econometric studies and best guesses are the main sources of these parameters, some randomness exists about the 'true' values of these parameters. Failure to incorporate this randomness into these models may limit the degree of confidence in the validity of the results. In this study, we conduct a systematic sensitivity analysis (SSA) to assess the economic impacts of: 1) a 1 % increase in tax on Canadian lumber and wood products exports to the United States (US), and 2) a 1% decrease in technical change in the lumber and wood products and pulp and paper sectors of the US and Canada. We achieve this task by using an aggregated version of global trade model developed by Hertel (1997) and the automated SSA procedure developed by Arndt and Pearson (1996). The estimated means and standard deviations suggest that certain impacts are more likely than others. For example, an increase in export tax is likely to cause a decrease in Canadian income, while an increase in US income is unlikely. On the other hand, a decrease in US welfare is likely, while an increase in Canadian welfare is unlikely, in response to an increase in tax. It is likely that income and welfare both fall in Canada and the US in response to a decrease in the technical change in lumber and wood products and pulp and paper sectors 21 refs, 1 fig, 5 tabs
Krøigård, Thomas; Gaist, David; Otto, Marit; Højlund, Dorthe; Selmar, Peter E; Sindrup, Søren H
2014-01-01
. Peroneal nerve distal motor latency, motor conduction velocity, and compound motor action potential amplitude; sural nerve sensory action potential amplitude and sensory conduction velocity; and tibial nerve minimal F-wave latency were examined in 51 healthy subjects, aged 40 to 67 years. They were...... reexamined after 2 and 26 weeks. There was no change in the variables except for a minor decrease in sural nerve sensory action potential amplitude and a minor increase in tibial nerve minimal F-wave latency. Reproducibility was best for peroneal nerve distal motor latency and motor conduction velocity...
The dependence of J/ψ-nucleon inelastic cross section on the Feynman variable
By means of two typical sets of nuclear parton distribution functions, meanwhile taking account of the energy loss of the beam proton and the nuclear absorption of the charmonium states traversing the nuclear matter in the uniform framework of the Glauber model, a leading order phenomenological analysis is given in the color evaporation model of the E866 experimental data on J/ψ production differential cross section ratios RFe/Be(xF). It is shown that the energy loss effect of beam proton on RFe/Be(xF) is more important than the nuclear effects on parton distribution functions in the high Feynman variable xF region. It is found that the J/ψ-nucleon inelastic cross section depends on the Feynman variable xF and increases linearly with xF in the region xF > 0.2. (authors)
Park, Hame; Lueckmann, Jan-Matthis; von Kriegstein, Katharina; Bitzer, Sebastian; Kiebel, Stefan J
2016-01-01
Decisions in everyday life are prone to error. Standard models typically assume that errors during perceptual decisions are due to noise. However, it is unclear how noise in the sensory input affects the decision. Here we show that there are experimental tasks for which one can analyse the exact spatio-temporal details of a dynamic sensory noise and better understand variability in human perceptual decisions. Using a new experimental visual tracking task and a novel Bayesian decision making model, we found that the spatio-temporal noise fluctuations in the input of single trials explain a significant part of the observed responses. Our results show that modelling the precise internal representations of human participants helps predict when perceptual decisions go wrong. Furthermore, by modelling precisely the stimuli at the single-trial level, we were able to identify the underlying mechanism of perceptual decision making in more detail than standard models. PMID:26752272
Variable step-size implicit-explicit linear multistep methods for time-dependent PDEs
Wang, Dong
2005-01-01
The objectives of this thesis are to design, analyze and numerically investigate easily implementable Variable Step-Size Implicit-Explicit (VSIMEX) Linear Multistep Methods for time-dependent PDEs. The thesis begins with a derivation of the family of second-order, two-step VSIMEX schemes with two free parameters. A zero-stability analysis of these VSIMEX schemes gives analytical results on the restriction of the step-size ratio for general second-order VSIMEX schemes. The family of third-orde...
Global existence of critical nonlinear wave equation with time dependent variable coefficients
Zhou, Yi; Lai, Ning-An
2010-01-01
In this paper, we establish global existence of smooth solutions for the Cauchy problem of the critical nonlinear wave equation with time dependent variable coefficients in three space dimensions {equation}\\partial_{tt}\\phi-\\partial_{x_i}\\big(g^{ij}(t,x)\\partial_{x_j}\\phi\\big)+\\phi^5=0, mathbb{R}_t \\times \\mathbb{R}_x^3,{equation} where $\\big(g_{ij}(t,x)\\big)$ is a regular function valued in the spacetime of $3\\times3$ positive definite matrix and $\\big(g^{ij}(t,x)\\big)$ its inverse matrix. H...
Memory effects, two color percolation, and the temperature dependence of Mott variable-range hopping
Agam, Oded; Aleiner, Igor L.
2014-06-01
There are three basic processes that determine hopping transport: (a) hopping between normally empty sites (i.e., having exponentially small occupation numbers at equilibrium), (b) hopping between normally occupied sites, and (c) transitions between normally occupied and unoccupied sites. In conventional theories all these processes are considered Markovian and the correlations of occupation numbers of different sites are believed to be small (i.e., not exponential in temperature). We show that, contrary to this belief, memory effects suppress the processes of type (c) and manifest themselves in a subleading exponential temperature dependence of the variable-range hopping conductivity. This temperature dependence originates from the property that sites of type (a) and (b) form two independent resistor networks that are weakly coupled to each other by processes of type (c). This leads to a two-color percolation problem which we solve in the critical region.
Axelsson, Owe; Xin, H.; Neytcheva, M.
2015-01-01
Roč. 20, č. 2 (2015), s. 232-260. ISSN 1392-6292 Institutional support: RVO:68145535 Keywords : variable density * phase-field model * Navier-Stokes equations * preconditioning * variable viscosity Subject RIV: BA - General Mathematics Impact factor: 0.830, year: 2014 http://www.tandfonline.com/doi/abs/10.3846/13926292.2015.1021395
Vu, Van Hoan; Isableu, Brice; Berret, Bastien
2016-07-22
The purpose of this study was to investigate the nature of the variables and rules underlying the planning of unrestrained 3D arm reaching. To identify whether the brain uses kinematic, dynamic and energetic values in an isolated manner or combines them in a flexible way, we examined the effects of speed variations upon the chosen arm trajectories during free arm movements. Within the optimal control framework, we uncovered which (possibly composite) optimality criterion underlays at best the empirical data. Fifteen participants were asked to perform free-endpoint reaching movements from a specific arm configuration at slow, normal and fast speeds. Experimental results revealed that prominent features of observed motor behaviors were significantly speed-dependent, such as the chosen reach endpoint and the final arm posture. Nevertheless, participants exhibited different arm trajectories and various degrees of speed dependence of their reaching behavior. These inter-individual differences were addressed using a numerical inverse optimal control methodology. Simulation results revealed that a weighted combination of kinematic, energetic and dynamic cost functions was required to account for all the critical features of the participants' behavior. Furthermore, no evidence for the existence of a speed-dependent tuning of these weights was found, thereby suggesting subject-specific but speed-invariant weightings of kinematic, energetic and dynamic variables during the motor planning process of free arm movements. This suggested that the inter-individual difference of arm trajectories and speed dependence was not only due to anthropometric singularities but also to critical differences in the composition of the subjective cost function. PMID:27132233
Recovery of microstructure properties: random variability of soil solid thermal conductivity
Stefaniuk, Damian; Różański, Adrian; Łydżba, Dariusz
2016-03-01
In this work, the complex microstructure of the soil solid, at the microscale, is modeled by prescribing the spatial variability of thermal conductivity coefficient to distinct soil separates. We postulate that the variation of thermal conductivity coefficient of each soil separate can be characterized by some probability density functions: fCl(λ), fSi(λ), fSa(λ), for clay, silt and sand separates, respectively. The main goal of the work is to recover/identify these functions with the use of back analysis based on both computational micromechanics and simulated annealing approaches. In other words, the following inverse problem is solved: given the measured overall thermal conductivities of composite soil find the probability density function f(λ) for each soil separate. For that purpose, measured thermal conductivities of 32 soils (of various fabric compositions) at saturation are used. Recovered functions f(λ) are then applied to the computational micromechanics approach; predicted conductivities are in a good agreement with laboratory results.
Nam, Sungsik
2010-11-01
Order statistics find applications in various areas of communications and signal processing. In this paper, we introduce an unified analytical framework to determine the joint statistics of partial sums of ordered random variables (RVs). With the proposed approach, we can systematically derive the joint statistics of any partial sums of ordered statistics, in terms of the moment generating function (MGF) and the probability density function (PDF). Our MGF-based approach applies not only when all the K ordered RVs are involved but also when only the Ks(Ks < K) best RVs are considered. In addition, we present the closed-form expressions for the exponential RV special case. These results apply to the performance analysis of various wireless communication systems over fading channels. © 2006 IEEE.
Spectral variability of deciduous leaves depending on the developmental stages and tree condition
Song, Y.; Ryu, Y.
2013-12-01
Foliar spectral characteristics could be the key information in modeling forest ecosystem and the remote sensing of vegetation identification. But it is not easy to determine a typical leaf spectrum of a species in a standardized state. That is because of variables critically influencing on the spectral property of leaves, such as inter- and intra-species features, phenological phase, or biotic and abiotic stress. In this study, we attempted to quantify the spectral variability of leaves depending on species, developmental stages, and the condition of trees. The contribution of these factors to the spectral variation was analyzed at the single leaf level, with a large number of samples from deciduous plants in the urban forested area. First, we collected tens of leaf-samples at every biweekly fieldwork in the growing season, for the selected 5 tree species popular in urban parks; Acer palmatum, Carpinus laxiflora, Prunus yedoensis, Quercus acutissima, and Zelkova serrata. And absorbance, reflectance and transmittance spectra of the leaves were acquired at the short-visible (400-700 nm) to infrared (700-2500 nm) spectral region with 1 nm interval. Seasonality in these leaf-spectra was used to understand the inter-species variation depending on developmental stages. Second, as a benchmark for testing intra-species variability and differences by tree condition, we additionally analyzed the spectral reflectance of 504 ripe leaves from 56 cherry trees (Cerasus × yedoensis) collected in the middle of summer. Last, using ANOVA (analysis of variance) and general linear model, we assessed the influence of our tested variables (i.e., species, developmental stage, and tree condition) on the spectral characteristics and their vegetation indices. As a result, we clarified that the changes in leaf-spectra was apparent across all the tested species during the growing season from May to June, indicating the increasing trend of absorbance in photosynthetically active radiation region (400 to 700 nm; PAR) and reflectance in the near infrared region (700 to 1300 nm; NIR). Inter-species variability still appeared substantial and those inherit spectral characteristics was difficult to be described in a single universal vegetation index. The reflectance values of leaves were significantly differed in good and poor tree condition, which could be the other important consideration in the representative scheme of leaf sampling. More discussions will be present about the effect of species, developmental stage, and tree condition to the leaf-spectra and the published vegetation indices.
The dependence of damage on internal variables and its incorporation into constitutive equations
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)
New alphabet-dependent morphological transition in a random RNA alignment
Valba, O. V.; Tamm, M. V.; Nechaev, S.K.
2011-01-01
We study the fraction $f$ of nucleotides involved in the formation of a cactus--like secondary structure of random heteropolymer RNA--like molecules. In the low--temperature limit we study this fraction as a function of the number $c$ of different nucleotide species. We show, that with changing $c$, the secondary structures of random RNAs undergo a morphological transition: $f(c)\\to 1$ for $c \\le c_{\\rm cr}$ as the chain length $n$ goes to infinity, signaling the formation of a virtually "per...
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...
Dean, Angela J; Saunders, John B.; Jones, Rod T.; Young, Ross M.; Connor, Jason P.; Lawford, Bruce R.
2006-01-01
Objective: Dysphoria and depression have been cited as side effects of the opioid antagonist naltrexone. We aimed to assess whether depressive symptoms are a clinically relevant side effect in a population receiving naltrexone as a treatment for opioid dependence. Methods: We carried out a randomized controlled, open-label trial comparing rapid opiate detoxification under anesthesia and naltrexone treatment with continued methadone maintenance at the Alcohol and Drug Service, Royal Brisbane a...
Jonsson, Pr; Wuolikainen, Anna; Thysell, Elin; Chorell, Elin; Stattin, Pr; Wikstrm, Pernilla; Antti, Henrik
2015-01-01
Analytical drift is a major source of bias in mass spectrometry based metabolomics confounding interpretation and biomarker detection. So far, standard protocols for sample and data analysis have not been able to fully resolve this. We present a combined approach for minimizing the influence of analytical drift on multivariate comparisons of matched or dependent samples in mass spectrometry based metabolomics studies. The approach is building on a randomization procedure for sample run order,...
R. Wagner
2011-09-01
Full Text Available We present computational results on the shape dependency of the extinction and absorption cross sections of dustlike aerosol particles that were modeled as randomly oriented spheroids. Shape dependent variations in the extinction cross sections are largest in the size regime that is governed by the interference structure. Elongated spheroids best fitted measured extinction spectra of re-dispersed Saharan dust samples. For dust particles smaller than 1.5 μm in diameter and low absorption potential, shape effects on the absorption cross sections are very small.
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)
Felipe, Vzquez-Guilln; Gabriel, Auvinet-Guichard.
2014-12-01
Full Text Available Los campos aleatorios se usan comnmente en ingeniera civil para describir la variacin espacial de las propiedades de los materiales. En este artculo se emplea un modelo de cpulas para simular campos aleatorios con dependencia no multi-Gaussiana. Se generan simulaciones de distintos campos aleat [...] orios siguiendo la metodologa propuesta y luego se examinan las correspondientes cpulas empricas bivariadas. Se muestra que los resultados son satisfactorios en trminos de la reproduccin de las correspondientes cpulas tericas. 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 ms permeables gobierna el comportamiento hidrulico de la masa de suelo, o bien, en problemas de estabilidad de taludes donde la extensin de la superficie de falla puede ser controlada por la presencia de zonas continuas ms dbiles, 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.
Papathomas, Michail; Richardson, Sylvia
2014-01-01
This manuscript is concerned with relating two approaches that can be used to explore complex dependence structures between categorical variables, namely Bayesian partitioning of the covariate space incorporating a variable selection procedure that highlights the covariates that drive the clustering, and log-linear modelling with interaction terms. We derive theoretical results on this relation and discuss if they can be employed to assist log-linear model determination, demonstrating advanta...
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.
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.
Stoltzfus-Dueck, T., E-mail: tstoltzf@princeton.edu [Princeton University, Princeton, New Jersey 08544 (United States); Karpushov, A. N.; Sauter, O.; Duval, B. P.; Labit, B.; Reimerdes, H.; Vijvers, W. A. J. [cole Polytechnique Fdrale de Lausanne (EPFL), Centre de Recherches en Physique des Plasmas (CRPP), CH-1015 Lausanne (Switzerland); Camenen, Y. [Aix-Marseille Universit, CNRS, PIIM UMR 7345, 13397 Marseille (France)
2015-05-15
Recent theoretical work predicts intrinsic toroidal rotation in the tokamak edge to depend strongly on the normalized major radial position of the X-point. With this motivation, we conducted a series of Ohmic L-mode shots on the Tokamak Configuration Variable, moving the X-point from the inboard to the outboard edge of the last closed flux surface in both lower and upper single null configurations. The edge toroidal rotation evolved from strongly co-current for an inboard X-point to either vanishing or counter-current for an outboard X-point, in agreement with the theoretical expectations. The whole rotation profile shifted roughly rigidly with the edge rotation, resulting in variation of the peak core rotation by more than a factor of two. Core rotation reversals had little effect on the edge rotation. Edge rotation was slightly more counter-current for unfavorable than favorable ?B drift discharges.
Gergs, André; Kulkarni, Devdutt; Preuss, Thomas G
2015-11-01
Ecological risk assessment of chemicals aims at quantifying the likelihood of adverse effects posed to non-target populations and the communities they constitute, often based on lethal concentration estimates for standard test species. There may, however, be intra- and interspecific differences in responses to chemical exposure. Here with the help of a toxicokinetic-toxicodynamic model, we explored whether differential body sizes might explain the observed variability in sensitivity between species and between life-stages of each individual species, for three model organisms, Daphnia magna, Chaoborus crystallinus and Mesocyclops leuckarti. While body size-dependent toxicokinetics could be used to predict intraspecies variation in sensitivity, our results also suggest that changes in both toxicokinetic and toxicodynamic parameters might be needed to describe differential species sensitivity. Accounting for biological traits, like body size, in mechanistic effect models will allow more accurate predictions of chemical effects in size structured populations, ultimately providing mechanistic explanations for species sensitivity distributions. PMID:26275729
Recent theoretical work predicts intrinsic toroidal rotation in the tokamak edge to depend strongly on the normalized major radial position of the X-point. With this motivation, we conducted a series of Ohmic L-mode shots on the Tokamak à Configuration Variable, moving the X-point from the inboard to the outboard edge of the last closed flux surface in both lower and upper single null configurations. The edge toroidal rotation evolved from strongly co-current for an inboard X-point to either vanishing or counter-current for an outboard X-point, in agreement with the theoretical expectations. The whole rotation profile shifted roughly rigidly with the edge rotation, resulting in variation of the peak core rotation by more than a factor of two. Core rotation reversals had little effect on the edge rotation. Edge rotation was slightly more counter-current for unfavorable than favorable ∇B drift discharges
Lv, Geli; Huang, Dazu; Guo, Ying
2016-05-01
The intensities of signal and local oscillator (LO) can be elegantly manipulated for the noise-based quantum system while manipulating the wavelength-dependent modulation in source to increase the performance of the continuous-variable key distribution in terms of the secret key rate and maximal transmission distance. The source-based additional noises can be tuned and stabilized to the suitable values to eliminate the effect of the LO fluctuations and defeat the potential attacks in imperfect quantum channels. It is firmly proved that the secret key rate can be manipulated in source over imperfect channels by the intensities of signal and LO with different wavelengths, which have an effect on the optimal signal-to-noise ratio of the heterodyne detectors resulting from the detection efficiency and the additional electronic noise as well. Simulation results show that there is a nice balance between the secret key rate and the maximum transmission distance.
Hopkins, N; Cable, I
2001-09-01
This study explores the context-dependent nature of perceptions of group variability by examining how ingroup and outgroup ratings are affected by asking participants (N = 237) to rate these groups either on their own or together. In key respects, it replicates the design utilized by Haslam, Oakes, Turner, and McGarty (1995). However, several features of the present study's design were distinctive and intended to address methodological issues raised in the original. First, an alternative to the Katz-Braly procedure was adopted such that the measure of 'stereotypicality' referred to the applicability of both stereotypic and counter-stereotypic attributes. Second, a measure of 'dispersion' was also employed. The data show that ingroup stereotypicality was, as predicted, affected by a manipulation of context, while outgroup stereotypicality was not. No effects of context on the dispersion measures were obtained for either the ratings of the ingroup or the outgroup. The relationship between stereotypicality and dispersal measures of variability is discussed. PMID:11593944
Low-loss and low-polarization-dependent fiber variable optical attenuators
Galstian, Tigran; Zohrabyan, Armen; Tork, Amir; Birabassov, Rouslan; Jewell, Richard; Dumont, Dany; Gagnon, Bertrand
2004-12-01
We present the optical performance of a compact variable optical attenuator (VOA) developed at Photintech. The presented VOA"s operation principle is based on the guided wave evanescent field manipulation. Access to the evanescent portion of the guided radiation is achieved by replacing the original waveguide"s cladding with a thermo-optic composite polymer (TOP) material. By changing the temperature of the thermo-optic (TO) material we create guided radiation partial leakage attenuating thus the light. Nevertheless, using polymer materials usually creates significant birefringence due to shrinkage during polymerization or thermal stresses during operation and the polarization dependence of such devices is relatively high. We apply a specific cladding geometry and heating electrode (pending patent of Photintech Inc.), which ensures axial compensation of the birefringence, providing thus very small polarization dependence. In-fiber design provides also low insertion loss (IL) and high dynamic range operation. Control electronics allow the VOA to operate with a precision better than 0.1dB. The developed VOA can be used in agile optical networks, for applications such as dynamic gain equalisation, dynamic channel equalisation, optical transmitter power control and receivers protection in telecommunication systems.
A Randomized Trial of Oral Naltrexone for Treating Opioid-Dependent Offenders
Coviello, Donna M.; Cornish, James W.; LYNCH, KEVIN G.; Alterman, Arthur I.; OBrien, Charles P.
2010-01-01
Offenders with a history of opioid dependence are a particularly difficult group to treat. A large proportion of offenders typically relapse shortly after release from prison, commit drug-related crimes and then are arrested and eventually re-incarcerated. Previous research demonstrated that oral naltrexone was effective in reducing opioid use and preventing recidivism among offenders under federal supervision. The 111 opioid-dependent offenders in this study were under various levels of supe...
Burgess, Stephen; Dudbridge, Frank; Thompson, Simon G
2016-05-20
Mendelian randomization is the use of genetic instrumental variables to obtain causal inferences from observational data. Two recent developments for combining information on multiple uncorrelated instrumental variables (IVs) into a single causal estimate are as follows: (i) allele scores, in which individual-level data on the IVs are aggregated into a univariate score, which is used as a single IV, and (ii) a summary statistic method, in which causal estimates calculated from each IV using summarized data are combined in an inverse-variance weighted meta-analysis. To avoid bias from weak instruments, unweighted and externally weighted allele scores have been recommended. Here, we propose equivalent approaches using summarized data and also provide extensions of the methods for use with correlated IVs. We investigate the impact of different choices of weights on the bias and precision of estimates in simulation studies. We show that allele score estimates can be reproduced using summarized data on genetic associations with the risk factor and the outcome. Estimates from the summary statistic method using external weights are biased towards the null when the weights are imprecisely estimated; in contrast, allele score estimates are unbiased. With equal or external weights, both methods provide appropriate tests of the null hypothesis of no causal effect even with large numbers of potentially weak instruments. We illustrate these methods using summarized data on the causal effect of low-density lipoprotein cholesterol on coronary heart disease risk. It is shown that a more precise causal estimate can be obtained using multiple genetic variants from a single gene region, even if the variants are correlated. © 2015 The Authors. Statistics in Medicine published by John Wiley & Sons Ltd. PMID:26661904
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
Wang, Kezhi
2015-06-01
Exact results for the probability density function (PDF) and cumulative distribution function (CDF) of the sum of ratios of products (SRP) and the sum of products (SP) of independent α-μ random variables (RVs) are derived. They are in the form of 1-D integral based on the existing works on the products and ratios of α-μ RVs. In the derivation, generalized Gamma (GG) ratio approximation (GGRA) is proposed to approximate SRP. Gamma ratio approximation (GRA) is proposed to approximate SRP and the ratio of sums of products (RSP). GG approximation (GGA) and Gamma approximation (GA) are used to approximate SP. The proposed results of the SRP can be used to calculate the outage probability (OP) for wireless multihop relaying systems or multiple scattering channels with interference. The proposed results of the SP can be used to calculate the OP for these systems without interference. In addition, the proposed approximate result of the RSP can be used to calculate the OP of the signal-To-interference ratio (SIR) in a multiple scattering system with interference. © 1967-2012 IEEE.
The minimum applied field HSW required to reverse the magnetic moment of the ferromagnetic/antiferromagnetic storage layer of a thermally assisted magnetic random access memory (TA-MRAM) device during the application of a heating electric pulse is investigated as a function of pulse power PHP and duration δ. For the same power of the heating pulse PHP (or, equivalently, for the same temperature of the storage layer), HSW increases with decreasing heating time δ. This behavior is consistently interpreted by a thermally activated propagating domain-wall switching model, corroborated by a real-time study of switching. The increase of HSW with decreasing pulse width introduces a constraint for the minimum power consumption of a TA-MRAM where writing combines heating and magnetic field application.
Khan Riaz
2011-08-01
Full Text Available Abstract Background Despite the importance of heavy drinking and alcohol dependence among patients with opiate and cocaine dependence, few studies have evaluated specific interventions within this group. The aim of the present study was to evaluate the impact of screening with the Alcohol Use Disorders Identification Test (AUDIT and of brief intervention (BI on alcohol use in a sample of patients treated for opioid or cocaine dependence in a specialized outpatient clinic. Methods Adult outpatients treated for opioid or cocaine dependence in Switzerland were screened for excessive alcohol drinking and dependence with the AUDIT. Patients with AUDIT scores that indicated excessive drinking or dependence were randomized into two groups--treatment as usual or treatment as usual together with BI--and assessed at 3 months and 9 months. Results Findings revealed a high rate (44% of problematic alcohol use (excessive drinking and dependence among patients with opiate and cocaine dependence. The number of drinks per week decreased significantly between T0 (inclusion and T3 (month 3. A decrease in average AUDIT scores was observed between T0 and T3 and between T0 and T9 (month 9. No statistically significant difference between treatment groups was observed. Conclusions In a substance abuse specialized setting, screening for alcohol use with the AUDIT, followed by feedback on the score, and use of alcohol BI are both possibly useful strategies to induce changes in problematic alcohol use. Definitive conclusions cannot, however, be drawn from the study because of limitations such as lack of a naturalistic group. An important result of the study is the excellent internal consistency of AUDIT in a population treated for opiate or cocaine dependence.
Rezaei, Farzin; Ghaderi, Ebrahim; Mardani, Roya; Hamidi, Seiran; Hassanzadeh, Kambiz
2016-06-01
To date, no medication has been approved as an effective treatment for methamphetamine dependence. Topiramate has attracted considerable attention as a treatment for the dependence on alcohol and stimulants. Therefore, this study aimed to evaluate the effect of topiramate for methamphetamine dependence. This study was a double-blind, randomized, placebo-controlled trial. In the present investigation, 62 methamphetamine-dependent adults were enrolled and randomized into two groups, and received topiramate or a placebo for 10 weeks in escalating doses from 50 mg/day to the target maintenance dose of 200 mg/day. Addiction severity index (ASI) and craving scores were registered every week. The Beck questionnaire was also given to each participant at baseline and every 2 weeks during the treatment. Urine samples were collected at baseline and every 2 weeks during the treatment. Fifty-seven patients completed 10 weeks of the trial. There was no significant difference between both groups in the mean percentage of prescribed capsules taken by the participants. At week six, the topiramate group showed a significantly lower proportion of methamphetamine-positive urine tests in comparison with the placebo group (P = 0.01). In addition, there were significantly lower scores in the topiramate group in comparison with the placebo group in two domains of ASI: drug use severity (P < 0.001) and drug need (P < 0.001). Furthermore, the craving score (duration) significantly declined in the topiramate patients compared to those receiving the placebo. In conclusion, the results of this trial suggest that topiramate may be beneficial for the treatment of methamphetamine dependence. PMID:26751259
Ohbayashi, Fumi; Balamotis, Michael A; Kishimoto, Atsuhiro; Aizawa, Emi; Diaz, Arturo; Hasty, Paul; Graham, Frank L; Caskey, C Thomas; Mitani, Kohnosuke
2005-09-20
For gene therapy of inherited diseases, targeted integration/gene repair through homologous recombination (HR) between exogenous and chromosomal DNA would be an ideal strategy to avoid potentially serious problems of random integration such as cellular transformation and gene silencing. Efficient sequence-specific modification of chromosomes by HR would also advance both biological studies and therapeutic applications of a variety of stem cells. Toward these goals, we developed an improved strategy of adenoviral vector (AdV)-mediated HR and examined its ability to correct an insertional mutation in the hypoxanthine phosphoribosyl transferase (Hprt) locus in male mouse ES cells. The efficiency of HR was compared between four types of AdVs that contained various lengths of homologies at the Hprt locus and with various multiplicities of infections. The frequency of HR with helper-dependent AdVs (HD AdVs) with an 18.6-kb homology reached 0.2% per transduced cell at a multiplicity of infection of 10 genomes per cell. Detection of random integration at DNA levels by PCR revealed extremely high efficiency of 5% per cell. We also isolated and characterized chromosomal sites where HD AdVs integrated in a random manner. In contrast to retroviral, lentiviral, and adeno-associated viral vectors, which tend to integrate into genes, the integration sites of AdV was distributed randomly inside and outside genes. These findings suggest that HR mediated by HD AdVs is efficient and relatively safe and might be a new viable option for ex vivo gene therapy as well as a tool for chromosomal manipulation of a variety of stem cells. PMID:16174752
Schneider, Brooke C; Moritz, Steffen; Hottenrott, Birgit; Reimer, Jens; Andreou, Christina; Jelinek, Lena
2016-04-30
Association Splitting, a novel cognitive intervention, was tested in patients with alcohol dependence as an add-on intervention in an initial randomized controlled trial. Preliminary support for Association Splitting has been found in patients with obsessive-compulsive disorder, as well as in an online pilot study of patients with alcohol use disorders. The present variant sought to reduce craving by strengthening neutral associations with alcohol-related stimuli, thus, altering cognitive networks. Eighty-four inpatients with verified diagnoses of alcohol dependence, who were currently undergoing inpatient treatment, were randomly assigned to Association Splitting or Exercise Therapy. Craving was measured at baseline, 4-week follow-up, and six months later with the Obsessive-Compulsive Drinking Scale (primary outcome) and the Alcohol Craving Questionnaire. There was no advantage for Association Splitting after three treatment sessions relative to Exercise Therapy. Among Association Splitting participants, 51.9% endorsed a subjective decline in craving and 88.9% indicated that they would use Association Splitting in the future. Despite high acceptance, an additional benefit of Association Splitting beyond standard inpatient treatment was not found. Given that participants were concurrently undergoing inpatient treatment and Association Splitting has previously shown moderate effects, modification of the study design may improve the potential to detect significant effects in future trials. PMID:27086250
Radial dependence of line profile variability in seven O9--B0.5 stars
Martins, F; Hillier, D J; Donati, J -F; Bouret, J -C
2014-01-01
Massive stars show a variety of spectral variability: presence of discrete absorption components in UV P-Cygni profiles, optical line profile variability, X-ray variability, radial velocity modulations. 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, high signal-to-noise ratio optical spectra collected with the spectrograph NARVAL on the Telescope Bernard Lyot at Pic du Midi. We investigate the variability of twelve spectral lines by means of the Temporal Variance Spectrum (TVS). The selected lines probe the radial structure of the atmosphere, from the photosphere to the outer wind. We also perform a spectroscopic analysis with atmosphere models to derive the stellar and wind properties, and to constrain the formation region of the selected lines. We show that variability is observed in the wind lines of all bright giants and supergiants, on a daily timescale. Lines form...
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.
Wang, Han-xing; Fang, Dafan
1999-01-01
A population-size-dependent branching process {Zn} is considered where the population's evolution is controlled by a Markovian environment process {ξn}. For this model, let mk,θ and σ2k,θ be the mean and the variance respectively of the offspring distribution when the population size is k and a environment θ is given. Let B = {ω : Zn(ω) = 0 for some n} and q = P(B). The asymptotic behaviour of limnZn and limnZn / ∑i=0n-1mξn is studied in the case where s...
Alaskan soil carbon stocks: spatial variability and dependence on environmental factors
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.
Continuous infusion of propofol at variable rates in a time dependent in cats
Felipe Comassetto
2015-04-01
Full Text Available Felines biotransforms propofol slowly developing cumulative effect. The aim this study was to develop a scheme of continuous infusion of propofol at time dependent variable rate in cats. Sixteen healthy female cats undergoing elective ovariohysterectomy and received as premedication dexmedetomidine (2.5 ?g/kg, methadone (0.5 mg/kg and ketamine (0.5 mg/kg administrated at intramuscular rote. After 15 minutes , the animals were allocated into two groups : Fixed Rate (GFR, which received propofol 4mg/kg, followed by continuous infusion (CI at the rate of 0.3 mg/kg/min for 60 minutes; and Variable Rate (GVR receiving the same induction protocol exchange with the IC starting at 0.3 mg/ kg/min for 10 minutes, 0.25 mg/kg/min up to 25 minutes, 0.2 mg/ kg/min up to 45 minutes and 0.15 mg/kg /min to 60 min of infusion based on simulation STAMPUMP®. We evaluated the cardiac frequency (HR, respiratory rate (RR, systolic blood pressure (SBP and maintenance of anesthesia during 60 minutes of infusion , as well as time to extubation, sternal recumbency and to full recovery. We observed similar anesthesia in both groups, but the GVR was used propofol least 30% for maintenance anesthesia. There was a reduction of HR and f in both groups after induction, with one animal the GFR developed apnea during all periods evaluated . Decreased SBP in GFR at all times in relation to the baseline, as the GVR, SBP decreased in just a moment. There was no significant difference between groups with respect to time to extubation (GFR 43.2 ± 19.5 min and 30.7 ± 13.2 min GVR , deambulation ( GFR 60.7 ± 29.6 min and 41.6 ± GVR 17.2 min and total recovery (GFR 136 ± 34.3 min and 101.5 ± 29.6 min GVR . We conclude that the two techniques keeps similar anesthetic plans, being safe for use in cats, and that the rate has varied propofol consumption 30 % lower.
Alaskan soil carbon stocks: spatial variability and dependence on environmental factors
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.
Ahmadi-Abhari Seyed Ali
2003-11-01
Full Text Available Abstract Background Results of preclinical studies suggest that the GABAB receptor agonist baclofen may be useful in treatment of opioid dependence. This study was aimed at assessing the possible efficacy of baclofen for maintenance treatment of opioid dependence. Methods A total of 40 opioid-dependent patients were detoxified and randomly assigned to receive baclofen (60 mg/day or placebo in a 12-week, double blind, parallel-group trial. Primary outcome measure was retention in treatment. Secondary outcome measures included opioids and alcohol use according to urinalysis and self-report ratings, intensity of opioid craving assessed with a visual analogue scale, opioid withdrawal symptoms as measured by the Short Opiate Withdrawal Scale and depression scores on the Hamilton inventory. Results Treatment retention was significantly higher in the baclofen group. Baclofen also showed a significant superiority over placebo in terms of opiate withdrawal syndrome and depressive symptoms. Non-significant, but generally favorable responses were seen in the baclofen group with other outcome measures including intensity of opioid craving and self-reported opioid and alcohol use. However, no significant difference was seen in the rates of opioid-positive urine tests. Additionally, the drug side effects of the two groups were not significantly different. Conclusion The results support further study of baclofen in the maintenance treatment of opioid dependence.
Zhdanov, R S; Fushchych, W I; Zhdanov, Renat Z; Revenko, Ihor V; Fushchych, Wilhelm I
1995-01-01
We suggest an effective approach to separation of variables in the Schr\\"odinger equation with two space variables. Using it we classify inequivalent potentials V(x_1,x_2) such that the corresponding Schr\\" odinger equations admit separation of variables. Besides that, we carry out separation of variables in the Schr\\" odinger equation with the anisotropic harmonic oscillator potential V=k_1x_1^2+k_2x_2^2 and obtain a complete list of coordinate systems providing its separability. Most of these coordinate systems depend essentially on the form of the potential and do not provide separation of variables in the free Schr\\" odinger equation (V=0).
Variability of humic acid properties depending on their precursor material: a study of peat profiles
Klavins, Maris; Purmalis, Oskars
2015-04-01
Analysis of variation of peat composition, presence of trace elements in the peat and HSs within peat profiles can give information on the character of transformation of organic matter, important for C biogeochemical cycling, but also about impacts of climate change and human activities. In peat the transformation and decay process of living organic matter (humification) is retarded by the acidic and anaerobic environment, but at the same time the peat can provide information on environmental and paleo-environmental conditions of the past. The aim of the present study is to analyze the elemental and functional composition, spectral characteristics of humic acids isolated from a well characterized raised bog peat profiles to evaluate the impact of the character of humification processes on the peat HA properties. A comparative and complex characterization of humic acids (HAs) isolated from peat profiles of different origin in Latvia was carried out. Elemental and functional analysis of the isolated HAs was done, their acidity and molecular weights estimated. Spectral characterization included UV-Vis, IR, and electron spin resonance and fluorescence spectra. Structural characterization of HAs was by both 1H and 13C nuclear magnetic resonance spectra. Comparison of position of studied humic acids in the Van Krevelen graph was done, thus locating them in the biogeochemical transformation processes of organic matter. Properties of HAs isolated from the Latvian peat were compared with HA from other sources (soil, water, coal and synthetic humic substances). Major properties of peat HAs depended on their origin, indicating the importance of humification processes. HAs isolated from peat of more recent origin were more similar to soil HAs, but from older sources there was a greater degree of humification. Changes of surface tension of solutions of humic acids stress the differences in aggregation character - ability to form supramacromolecular complexes of humic substances and impact of environmental conditions on the surfactant properties of humic matter. Amongst the main objectives of the study was the identification of the dependence of the humic acid properties on the composition of original living matter in the peat, especially considering high variability of peat composition in the studied bogs. Despite some correlation between peat botanical composition and properties exist, in general the similarities are much more expressed, thus indicating the significance of microbial decay processes on the properties of humic material. Acknowledgement: Support from a project ResProd
Li, B.; Rodell, M.
2013-01-01
Past studies on soil moisture spatial variability have been mainly conducted at catchment scales where soil moisture is often sampled over a short time period; as a result, 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, modeled and satellite-retrieved soil moist...
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 skewne...
Ji, Fei-Yu; Yang, Chun-Xiao
2013-10-01
By using the approximate derivative-dependent functional variable separation approach, we study the quasi-linear diffusion equations with a weak source ut = (A(u)ux)x + εB(u, ux). A complete classification of these perturbed equations which admit approximate derivative-dependent functional separable solutions is listed. As a consequence, some approximate solutions to the resulting perturbed equations are constructed via examples.
We report an analysis of low-temperature measurements of the conductance of partially disordered reduced graphene oxide, finding that the data follow a simple crossover scenario. At room temperature, the 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(−E0/E)1/3 field-driven (Shklovskii) 2D VRH conductance behaviour when the electric field E exceeds a specific crossover value EC(T)2D=(EaE01/3/3)3/4 determined by the scale factors E0 and Ea for the high-field and intermediate-field regimes respectively. Our crossover scenario also accounts well for experimental data reported by other authors for three-dimensional disordered carbon networks, suggesting wide applicability. (paper)
A-Collapsibility of Distribution Dependence and Quantile Regression Coefficients
Vellaisamy, P.
2009-01-01
The Yule-Simpson paradox notes that an association between random variables can be reversed when averaged over a background variable. Cox and Wermuth (2003) introduced the concept of distribution dependence between two random variables X and Y, and developed two dependence conditions, each of which guarantees that reversal cannot occur. Ma, Xie and Geng (2006) studied the collapsibility of distribution dependence over a background variable W, under a rather strong homogeneity condition. Colla...
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
The dependence of the long-term optical/UV variability on the spectral and fundamental physical parameters for radio-quiet active galactic nuclei (AGNs) is investigated. The multi-epoch-repeated photometric scanning data in the Stripe-82 region of the Sloan Digital Sky Survey (SDSS) are exploited for two comparative AGN samples (mostly quasars) selected therein: a broad-line Seyfert 1 (BLS1) type sample and a narrow-line Seyfert 1 (NLS1) type AGN sample within redshifts 0.3-0.8. Their spectral parameters are derived from the SDSS spectroscopic data. It is found that on rest-frame timescales of several years the NLS1-type AGNs show systematically smaller variability compared to the BLS1-type AGNs. In fact, the variability amplitude is found to correlate, though only moderately, with the eigenvector 1 parameters, i.e., the smaller the Hβ linewidth, the weaker the [O III] and the stronger the Fe II emission, the smaller the variability amplitude. Moreover, an interesting inverse correlation is found between the variability and the Eddington ratio, which is perhaps more fundamental. The previously known dependence of the variability on luminosity is not significant, and the dependence on black hole mass-as claimed in recent papers and also present in our data-fades out when controlling for the Eddington ratio in the correlation analysis, though these may be partly due to the limited ranges of luminosity and black hole mass of our samples. Our result strongly supports that an accretion disk is likely to play a major role in producing the optical/UV variability.
Choi, Seon Soon [Sahmyook University, Seoul (Korea, Republic of)
2015-01-15
The primary aim of this paper is to evaluate the probabilistic fatigue crack propagation models using the residual of a random variable and to present the probabilistic model fit for the probabilistic fatigue crack growth behavior in Mg-Al-Zn alloys under maximum load conditions. The models used in this study were prepared by applying a random variable to empirical fatigue crack propagation models such as the Paris-Erdogan model, Walker model, Forman model, and modified Forman model. It was verified that the good models for describing the stochastic variation of the fatigue crack propagation behavior in Mg-Al-Zn alloys under maximum load conditions were the ‘probabilistic Paris-Erdogan model’ and ‘probabilistic Walker model’. The influence of the maximum load conditions on the stochastic variation of fatigue crack growth is also considered.
The primary aim of this paper is to evaluate the probabilistic fatigue crack propagation models using the residual of a random variable and to present the probabilistic model fit for the probabilistic fatigue crack growth behavior in Mg-Al-Zn alloys under maximum load conditions. The models used in this study were prepared by applying a random variable to empirical fatigue crack propagation models such as the Paris-Erdogan model, Walker model, Forman model, and modified Forman model. It was verified that the good models for describing the stochastic variation of the fatigue crack propagation behavior in Mg-Al-Zn alloys under maximum load conditions were the ‘probabilistic Paris-Erdogan model’ and ‘probabilistic Walker model’. The influence of the maximum load conditions on the stochastic variation of fatigue crack growth is also considered
Nam, Sungsik
2014-08-01
The joint statistics of partial sums of ordered random variables (RVs) are often needed for the accurate performance characterization of a wide variety of wireless communication systems. A unified analytical framework to determine the joint statistics of partial sums of ordered independent and identically distributed (i.i.d.) random variables was recently presented. However, the identical distribution assumption may not be valid in several real-world applications. With this motivation in mind, we consider in this paper the more general case in which the random variables are independent but not necessarily identically distributed (i.n.d.). More specifically, we extend the previous analysis and introduce a new more general unified analytical framework to determine the joint statistics of partial sums of ordered i.n.d. RVs. Our mathematical formalism is illustrated with an application on the exact performance analysis of the capture probability of generalized selection combining (GSC)-based RAKE receivers operating over frequency-selective fading channels with a non-uniform power delay profile. © 1991-2012 IEEE.
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(ω) = sigma0+isigma1ω-sigma2ω2 -isigma3ω3+.... 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(ω) = 0 for ωnot =0] in the absence of disorder in barrier heights
Sandberg, Jonna C.; Björck, Inger M. E.; Nilsson, Anne C.
2016-01-01
Background Whole grain has shown potential to prevent obesity, cardiovascular disease and type 2 diabetes. Possible mechanism could be related to colonic fermentation of specific indigestible carbohydrates, i.e. dietary fiber (DF). The aim of this study was to investigate effects on cardiometabolic risk factors and appetite regulation the next day when ingesting rye kernel bread rich in DF as an evening meal. Method Whole grain rye kernel test bread (RKB) or a white wheat flour based bread (reference product, WWB) was provided as late evening meals to healthy young adults in a randomized cross-over design. The test products RKB and WWB were provided in two priming settings: as a single evening meal or as three consecutive evening meals prior to the experimental days. Test variables were measured in the morning, 10.5–13.5 hours after ingestion of RKB or WWB. The postprandial phase was analyzed for measures of glucose metabolism, inflammatory markers, appetite regulating hormones and short chain fatty acids (SCFA) in blood, hydrogen excretion in breath and subjective appetite ratings. Results With the exception of serum CRP, no significant differences in test variables were observed depending on length of priming (P>0.05). The RKB evening meal increased plasma concentrations of PYY (0–120 min, P<0.001), GLP-1 (0–90 min, P<0.05) and fasting SCFA (acetate and butyrate, P<0.05, propionate, P = 0.05), compared to WWB. Moreover, RKB decreased blood glucose (0–120 min, P = 0.001), serum insulin response (0–120 min, P<0.05) and fasting FFA concentrations (P<0.05). Additionally, RKB improved subjective appetite ratings during the whole experimental period (P<0.05), and increased breath hydrogen excretion (P<0.001), indicating increased colonic fermentation activity. Conclusion The results indicate that RKB evening meal has an anti-diabetic potential and that the increased release of satiety hormones and improvements of appetite sensation could be beneficial in preventing obesity. These effects could possibly be mediated through colonic fermentation. Trial Registration ClinicalTrials.gov NCT02093481 PMID:26990559
Physically-based internal variable model for rate-dependent plasticity
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
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) and high (>3.5 V) fields were analyzed from measured I–V characteristic curves at various temperatures (<300 K) with respect to applied field. At low field, the ohmic behavior was observed and at high field the charge transport appears to be Poole–Frenkel 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 (β) (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 V1/2 cm−1/2) and trap energy levels (SWCNTs-109 meV; MWCNTs-37 meV) are discussed for both SWCNTs and MWCNTs. (paper)
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.
Bornstein, Robert F.
2007-01-01
Presents a reply by Robert Bornstein to comments from Chronister and regarding his article, "The complex relationship between dependency and domestic violence: Converging psychological factors and social forces." In addition to raising some important issues regarding the link between dependency and domestic violence, the comments by Chronister and
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)
Peter M Wayne
2015-06-01
PURPOSE: To compare differences in usual and DT gait between long-term TC-expert practitioners and age-/gender-matched TC-naïve adults, and to determine the effects of short-term TC training on gait in healthy, non-sedentary older adults. METHODS: A cross-sectional study compared gait in healthy TC-naïve and TC-expert (24.5±12 yrs experience older adults. TC-naïve adults then completed a 6-month, two-arm, wait-list randomized clinical trial of TC training. Gait speed and stride time variability (% was assessed during 90 sec trials of undisturbed and cognitive DT (serial-subtractions conditions. RESULTS: During DT, gait speed decreased (p<0.003 and stride time variability increased (p<0.004 in all groups. Cross-sectional comparisons indicated that stride time variability was lower in the TC-expert vs. TC-naïve group, significantly so during DT (2.11% vs. 2.55%; p=0.027; in contrast, gait speed during both undisturbed and DT conditions did not differ between groups. Longitudinal analyses of TC-naïve adults randomized to 6 months of TC training or usual care identified improvement in DT gait speed in both groups. A small improvement in DT stride time variability (effect size = 0.2 was estimated with TC training, but no significant differences between groups were observed. Potentially important improvements after TC training could not be excluded in this small study. CONCLUSIONS: In healthy active older adults, positive effects of short- and long-term TC were observed only under cognitively challenging DT conditions and only for stride time variability. DT stride variability offers a potentially sensitive metric for monitoring TC’s impact on fall risk with healthy older adults.
Gray-Matter Volume in Methamphetamine Dependence: Sources of Variability and Behavioral Relevance
Morales, Angelica Marie
2014-01-01
There are currently no approved medications for the treatment of methamphetamine dependence, and the efficacy of psychosocial interventions for substance use disorders may be hindered by impairments in self-control or by excessive drug craving. Differences in brain structure between methamphetamine-dependent and healthy research participants have been reported; however, more work is necessary to determine how these differences arise and if they contribute to cognitive processes and behaviors ...
To develop constitutive models to represent the thermomechanically chemically coupled behaviour of curing resins, vulcanizing elastomers or melting and crystallizing polymers the technique of DSC is extremely helpful. In the present study, the method of TMDSC is interpreted and evaluated in the context of thermodynamics with internal state variables. The balance equation of energy and the dissipation principle in the form of the Clausius-Duhem inequality form the theoretical basis of our study. Since the pressure and the temperature are the external variables in DSC, the specific Gibbs free energy is used as thermodynamic potential. It depends on temperature, stress and a set of internal state variables to represent the microstructure of the material on a phenomenological basis. The temperature- and internal variable-induced changes in the Gibbs free energy are approximated by a Taylor series up to second order terms. As a substantial result of this work, closed-form expressions for the dynamic calorimetric response due to harmonic temperature perturbations and the frequency-dependent complex heat capacity are derived. The theory allows a physical interpretation of the complex heat capacity and its underlying phenomena and is in accordance with experimental observations from literature.
Bayat, M. (Mohamad); B. B. Sahari; Saleem, M; A. M.S. Hamouda; Reddy, J N
2009-01-01
A thermo elastic analysis is presented for axisymmetric rotating disks made of functionally graded material (FGM) with variable thickness. Material properties are assumed to be temperature-dependent and graded in the radial direction according to a grading index power law distribution. The temperature field considered is assumed to be uniformly distributed over the disk surface and varied in the radial direction. Semi-analytical solutions for the displacement field are given for solid disk an...
A modified generalized, rational harmonic balance method is used to construct approximate frequency-amplitude relations for a conservative nonlinear singular oscillator in which the restoring force is inversely proportional to the dependent variable. The procedure is used to solve the nonlinear differential equation approximately. The approximate frequency obtained using this procedure is more accurate than those obtained using other approximate methods and the discrepancy between the approximate frequency and the exact one is lower than 0.40%
Wang, Xingsheng; Adamu-Lema, Fikru; Cheng, Binjie; Asen ASENOV
2013-01-01
Conventional bulk CMOS, which is arguably most vulnerable to statistical variability (SV), is the workhorse of the electronic industry for more than three decades. In this paper, the dependence of the SV of key figures of merit on gate geometry, temperature, and body bias in 25-nm gate-length MOSFETs, representative for the 20-nm CMOS technology generation, is systematically investigated using 3-D statistical simulations. The impact of all relevant sources of SV is taken into account. The geo...
Hanh H. Hoang; 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 three...
Contact-dependent performance variability of monolayer MoS{sub 2} field-effect transistors
Han, Gyuchull; Yoon, Youngki, E-mail: youngki.yoon@uwaterloo.ca [Department of Electrical and Computer Engineering and Waterloo Institute for Nanotechnology, University of Waterloo, Waterloo, Ontario N2L 3G1 (Canada)
2014-11-24
Using self-consistent quantum transport simulations, we investigate the performance variability of monolayer molybdenum disulfide (MoS{sub 2}) field-effect transistors (FETs) with various contact properties. Varying the Schottky barrier in MoS{sub 2} FETs affects the output characteristics more significantly than the transfer characteristics. If doped contacts are realized, the performance variation due to non-ideal contacts becomes negligible; otherwise, channel doping can effectively suppress the performance variability in metal-contact devices. Our scaling study also reveals that for sub-10-nm channels, doped-contact devices can be more robust in terms of switching, while metal-contact MoS{sub 2} FETs can undergo the smaller penalty in output conductance.
Contact-dependent performance variability of monolayer MoS2 field-effect transistors
Using self-consistent quantum transport simulations, we investigate the performance variability of monolayer molybdenum disulfide (MoS2) field-effect transistors (FETs) with various contact properties. Varying the Schottky barrier in MoS2 FETs affects the output characteristics more significantly than the transfer characteristics. If doped contacts are realized, the performance variation due to non-ideal contacts becomes negligible; otherwise, channel doping can effectively suppress the performance variability in metal-contact devices. Our scaling study also reveals that for sub-10-nm channels, doped-contact devices can be more robust in terms of switching, while metal-contact MoS2 FETs can undergo the smaller penalty in output conductance
Walter, K; Graf, H.-F.
2005-01-01
Motivated by the strong evidence that the state of the northern hemisphere vortex in boreal winter influences tropospheric variability, teleconnection patterns over the North Atlantic are defined separately for winter episodes where the zonal wind at 50hPa and 65° N is above or below the critical velocity for vertical propagation of zonal planetary wave 1. We argue that the teleconnection structure in the middle and upper troposphere differs considerably between the two regimes of the polar v...
Walter, K; Graf, H.-F.
2004-01-01
There is ample evidence that the state of the northern polar stratospheric vortex in boreal winter influences tropospheric variability. Therefore, the main teleconnection patterns over the North Atlantic are defined separately for winter episodes in which the zonal mean wind at 50 hPa and 65° N is above or below the critical Rossby velocity for zonal planetary wave one. It turns out that the teleconnection structure in the middle and upper troposphere differs considerabl...
Walter, K; Graf, H.-F.
2005-01-01
Motivated by the strong evidence that the state of the northern hemisphere vortex in boreal winter influences tropospheric variability, teleconnection patterns over the North Atlantic are defined separately for winter episodes where the zonal wind at 50hPa and 65° N is above or below the critical velocity for vertical propagation of zonal planetary wave 1. We argue that the teleconnection structure in the middle and upper troposphere differs considerably between the two ...
Walter, K; Graf, H.-F.
2004-01-01
There is ample evidence that the state of the northern polar stratospheric vortex in boreal winter influences tropospheric variability. Therefore, the main teleconnection patterns over the North Atlantic are defined separately for winter episodes in which the zonal mean wind at 50 hPa and 65° N is above or below the critical Rossby velocity for zonal planetary wave one. It turns out that the teleconnection structure in the middle and upper troposphere differs considerably between the two regi...
Walter, K; H.-F. Graf
2004-01-01
There is ample evidence that the state of the northern polar stratospheric vortex in boreal winter influences tropospheric variability. Therefore, the main teleconnection patterns over the North Atlantic are defined separately for winter episodes in which the zonal mean wind at 50 hPa and 65° N is above or below the critical Rossby velocity for zonal planetary wave one. It turns out that the teleconnection structure in the middle and upper troposphere differs considerably between the ...
Analysis of occupational cohort data using exposure as a continuous time-dependent variable
Lorenzi, Maria Felice
2005-01-01
In occupational cohort studies, a group of workers is followed over time, and disease and work history information are collected for each individual in order to determine whether exposure to a particular substance is linked to differences in mortality or disease incidence rates. These studies are typically analysed by treating cumulative exposure as a categorical variable and then comparing disease or mortality rates between different exposure groups. A main shortfall of such analyses is a he...
De la Pena, V H; Sharakhmetov, S; de la Peña, Victor H; Ibragimov, Rustam; Sharakhmetov, Shaturgun
2006-01-01
In this paper, we obtain general representations for the joint distributions and copulas of arbitrary dependent random variables absolutely continuous with respect to the product of given one-dimensional marginal distributions. The characterizations obtained in the paper represent joint distributions of dependent random variables and their copulas as sums of $U$-statistics in independent random variables. We show that similar results also hold for expectations of arbitrary statistics in dependent random variables. As a corollary of the results, we obtain new representations for multivariate divergence measures as well as complete characterizations of important classes of dependent random variables that give, in particular, methods for constructing new copulas and modeling different dependence structures. The results obtained in the paper provide a device for reducing the analysis of convergence in distribution of a sum of a double array of dependent random variables to the study of weak convergence for a doub...
Tonini, C.; Jones, D. H.; Mould, J.; Webster, R. L.; Danilovich, T.; Ozbilgen, S.
2014-03-01
We investigate the morphology dependence of the Tully-Fisher (TF) 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 characterize spiral galaxies across all morphological types. We use a full semi-analytic hierarchical model (based on Croton et al.), built on cosmological simulations of structure formation, to model galaxy evolution and build the theoretical TF relation. With this tool, we analyse a unique data set 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 hierarchical 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 ?/VC, i.e. the ratio between random and total motions defined by velocity dispersion and circular velocity, accurately characterizes the varying slope of the TF relation for different model galaxy types. We apply these dynamical cuts to the observed galaxies and find indeed that such selection produces a differential slope of the TF relation. The TF slope in different ranges of ?/VC is consistent with that for the traditional photometric classification in Sa, Sb and Sc. We conclude that ?/VC is a good parameter to classify galaxy type, and we argue that such classification based on dynamics more closely mirrors the physical properties of the observed galaxies, compared to visual (photometric) classification. We also argue that dynamical classification is useful for samples where eye inspection is not reliable or impractical. We conclude that ?/VC is a suitable parameter to characterize the hierarchical assembly history that determines the disc-to-bulge ratio, and to expand the TF relation into a three-dimensional manifold, defined by luminosity, circular velocity and ?/VC.
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 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.
Goudarzi, Nasser
2016-04-01
In this work, two new and powerful chemometrics methods are applied for the modeling and prediction of the (19)F chemical shift values of some fluorinated organic compounds. The radial basis function-partial least square (RBF-PLS) and random forest (RF) are employed to construct the models to predict the (19)F chemical shifts. In this study, we didn't used from any variable selection method and RF method can be used as variable selection and modeling technique. Effects of the important parameters affecting the ability of the RF prediction power such as the number of trees (nt) and the number of randomly selected variables to split each node (m) were investigated. The root-mean-square errors of prediction (RMSEP) for the training set and the prediction set for the RBF-PLS and RF models were 44.70, 23.86, 29.77, and 23.69, respectively. Also, the correlation coefficients of the prediction set for the RBF-PLS and RF models were 0.8684 and 0.9313, respectively. The results obtained reveal that the RF model can be used as a powerful chemometrics tool for the quantitative structure-property relationship (QSPR) studies. PMID:26820549
Goudarzi, Nasser
2016-04-01
In this work, two new and powerful chemometrics methods are applied for the modeling and prediction of the 19F chemical shift values of some fluorinated organic compounds. The radial basis function-partial least square (RBF-PLS) and random forest (RF) are employed to construct the models to predict the 19F chemical shifts. In this study, we didn't used from any variable selection method and RF method can be used as variable selection and modeling technique. Effects of the important parameters affecting the ability of the RF prediction power such as the number of trees (nt) and the number of randomly selected variables to split each node (m) were investigated. The root-mean-square errors of prediction (RMSEP) for the training set and the prediction set for the RBF-PLS and RF models were 44.70, 23.86, 29.77, and 23.69, respectively. Also, the correlation coefficients of the prediction set for the RBF-PLS and RF models were 0.8684 and 0.9313, respectively. The results obtained reveal that the RF model can be used as a powerful chemometrics tool for the quantitative structure-property relationship (QSPR) studies.
A computational technique in terms of stress, strain and displacement rates is presented for the solution of boundary value problems for metallic structural elements at uniform elevated temperatures subjected to time varying loads. This method can accommodate any number of constitutive relations with state variables recently proposed by other researchers to model the inelastic deformation of metallic media at elevated temperatures. Numerical solutions are obtained for several structural elements subjected to steady loads. The constitutive relations used for these numerical solutions are due to Hart. The solutions are discussed in the context of the computational scheme and Hart's theory. (Auth.)
Method of nuclear reactor control using a variable temperature load dependent set point
This invention provides a method and apparatus for nuclear reactor control using a variable reactor coolant temperature set point which is a function of power load demand. The set point has a constant temperature at the mid range of power load and a decreasing temperature at the higher range. A manual control is provided which is based exclusively on feedwater flow and allows power changes of up to 5 percent full power a minute with less boron concentration change than would otherwise be required
Zannou, A.; Agbicodo, E.; Zoundjihkpon, J.; Struik, P.C.; Ahanchd, A.; Kossou, D.K.; Sanni, A.
2009-01-01
Yam (Dioscorea spp.) is an important food and cash crop in the Guinea-Sudan zone of Benin. The genetic diversity of about 70 cultivars of Dioscorea cayenensis/Dioscorea rotundata (Guinea yam) and about 20 cultivars of Dioscorea alata (water yam) was analysed using random amplified polymorphic DNA (RAPD). The amplified bands revealed high polymorphism. These polymorphic DNA fragments were used to construct dendrograms, clustering all accessions into 18 groups: 12 for D. cayenensis/D. rotundata...
Field Dependence-Independence and Hemisphericity as Variables in L2 Achievement.
Alptekin, Cem; Atakan, Semiha
1990-01-01
An examination of the relationship between second-language achievement and field dependence-independence and hemisphericity among 11- and 12-year-old Turkish students (n=69) in an intensive English-as-a-Second-Language program found that field independent learners performed better on discrete-point and cloze tests. Hemisphericity was not related…
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…
Sacerdote, Carlotta; Guarrera, Simonetta; Smith, George Davey; Grioni, Sara; Krogh, Vittorio; Masala, Giovanna; Mattiello, Amalia; Palli, Domenico; Panico, Salvatore; Tumino, Rosario; Veglia, Fabrizio; Matullo, Giuseppe; Vineis, Paolo
2007-09-01
Consumption of dairy products seems to increase the risk of cancer at several sites, while intake of cruciferous vegetables could have protective effects. However, these dietary intakes are subject to measurement error, and associations with cancer could be due to confounders. Mendelian randomization has been suggested as a way to overcome confounding by exploiting the random allocation of alleles from parents to offspring. In mid-2006, the authors conducted a study of allele frequencies for the lactase (LCT) and taste receptor, type 2, member 38 (TAS2R38) genes, including 634 volunteers recruited (1992-1998) from the Italian branch of the European Prospective Investigation into Cancer and Nutrition. The authors hypothesized that there would be a lower milk intake among carriers of the LCT CC genotype and a different intake of cruciferous vegetables among carriers of the TAS2R38 variant. Overall, the frequency of the LCT T allele was higher in northern Italy than in southern Italy. Food intake was associated with gene variants. An association was evident for ice cream and LCT variants (p = 0.004); less so for milk intake. In addition, the TAS2R38 variant showed a geographic gradient and an association with cruciferous vegetable intake. These results suggest that the LCT and TAS2R38 variants are good candidates for Mendelian randomization studies of cancer and other health outcomes. PMID:17596267
Rangwala, Imtiaz; Sinsky, Eric; Miller, James R.
2015-06-01
The future rate of climate change in mountains has many potential human impacts, including those related to water resources, ecosystem services, and recreation. Analysis of the ensemble mean response of CMIP5 global climate models (GCMs) shows amplified warming in high elevation regions during the cold season in boreal midlatitudes. We examine how the twenty-first century elevation-dependent response in the daily minimum surface air temperature [d(?Tmin)/dz] varies among 27 different GCMs during winter for the RCP 8.5 emissions scenario. The focus is on regions within the northern hemisphere mid-latitude band between 27.5N and 40N, which includes both the Rocky Mountains and the Tibetan Plateau/Himalayas. We find significant variability in d(?Tmin)/dz among the individual models ranging from 0.16 C/km (10th percentile) to 0.97 C/km (90th percentile), although nearly all of the GCMs (24 out of 27) show a significant positive value for d(?Tmin)/dz. To identify some of the important drivers associated with the variability in d(?Tmin)/dz during winter, we evaluate the co-variance between d(?Tmin)/dz and the differential response of elevation-based anomalies in different climate variables as well as the GCMs' spatial resolution, their global climate sensitivity, and their elevation-dependent free air temperature response. We find that d(?Tmin)/dz has the strongest correlation with elevation-dependent increases in surface water vapor, followed by elevation-dependent decreases in surface albedo, and a weak positive correlation with the GCMs' free air temperature response.
Rangwala, Imtiaz; Sinsky, Eric; Miller, James R.
2016-04-01
The future rate of climate change in mountains has many potential human impacts, including those related to water resources, ecosystem services, and recreation. Analysis of the ensemble mean response of CMIP5 global climate models (GCMs) shows amplified warming in high elevation regions during the cold season in boreal midlatitudes. We examine how the twenty-first century elevation-dependent response in the daily minimum surface air temperature [d(ΔTmin)/dz] varies among 27 different GCMs during winter for the RCP 8.5 emissions scenario. The focus is on regions within the northern hemisphere mid-latitude band between 27.5°N and 40°N, which includes both the Rocky Mountains and the Tibetan Plateau/Himalayas. We find significant variability in d(ΔTmin)/dz among the individual models ranging from 0.16 °C/km (10th percentile) to 0.97 °C/km (90th percentile), although nearly all of the GCMs (24 out of 27) show a significant positive value for d(ΔTmin)/dz. To identify some of the important drivers associated with the variability in d(ΔTmin)/dz during winter, we evaluate the co-variance between d(ΔTmin)/dz and the differential response of elevation-based anomalies in different climate variables as well as the GCMs' spatial resolution, their global climate sensitivity, and their elevation-dependent free air temperature response. We find that d(ΔTmin)/dz has the strongest correlation with elevation-dependent increases in surface water vapor, followed by elevation-dependent decreases in surface albedo, and a weak positive correlation with the GCMs' free air temperature response.
Jerneja Kav?i?
2015-09-01
Full Text Available In the present paper I investigate the use of the infinitive in dependent delibera tive clauses in Greek, a phenomenon occurring in several (modern languages, cf. Slovene Nisem vedel, kaj storiti. 'I didn't know what to do?', English I didn't know what to do., German Was tun? 'What to do?'l. In the first part I present the development of deliberative infinitive clauses in Post-Classical Greek with a special emphasis on the use of this form in two Early Byzantine prose writings (in Pratum Spirituale and in Vita Theodori Syceotae, both belonging to the 6th;7th century AD, where some peculiarities are observed. In the second part an attempt is made to interpret the basic characteristics of the Greek infinitive in dependent deliberative clauses from the perspective of Naturalness Theory.
Yoder, Paul J.; Bottema-Beutel, Kristen; Woynaroski, Tiffany; Chandrasekhar, Rameela; Sandbank, Michael
2014-01-01
Individuals with autism spectrum disorders (ASDs) have difficulty communicating in ways that are primarily for initiating and maintaining social relatedness (i.e., social communication). We hypothesized that the way researchers measured social communication would affect whether treatment effects were found. Using a best evidence review method, we found that treatments were shown to improve social communication outcomes approximately 54% of the time. The probability that a treatment affected social communication varied greatly depending on whether social communication was directly targeted (63%) or not (39%). Finally, the probability that a treatment affected social communication also varied greatly depending on whether social communication as measured in (a) contexts very similar to treatment sessions (82%) or (b) contexts that differed from treatment on at least setting, materials, and communication partner (33%). This paper also provides several methodological contributions. PMID:25346776
Self-efficacy as a mediating variable of informal caregiver burden for dependent elderly.
Mata, Maria Augusta; Teresa Rodriguez, Maria
2012-01-01
The informal caregivers of dependent elders, plays a crucial role in maintaining the elderly in the family and community, but its work can be reflected negatively in their physical and emotional health, especially anxiety and depreSSion, loneliness, lack of free time, health effects and deterioration of the family economy. Several factors may be involved in its development, including stereotypes about the elderly, loneliness and self-efficacy of caregivers. In order to...
Dependence of three variables on the social vulnerability of 497 districts in Indonesia
Faiz, Muhammad Fadli; Sa'idah, NurFaizatus
2015-12-01
Here we present about social vulnerability in Indonesia. Our study is to analyze relationship between at least 3 characteristics which effecting social vulnerability using correlation analysis. Actually, ten variables which defined as social vulnerability, but we decided as 3 main characteristics; percentage of female population, rate of population increase, and percentage of poor population. The study shows that percentage of female population and rate of population increase has - 0,153 correlation. Other method, that is Principal Component Analysis (PCA) also applied. This analysis also give 3 main characteristics from 184 districts with female population ? 50% in Indonesia. We hope, this study can be one of reference in determining principle component that effecting social vulnerability for helping communities better prepare for any disaster.
Direct Measures of Time-Dependent Diameters and Temperatures of Mira Variables
Ruiz-Velasco, Alma Emilia; van Belle, Gerard; Creech-Eakman, Michelle J.
2016-01-01
We examine archival data of the Palomar Testbed Inteferometer (PTI) covering a sample of 85 Mira variable stars. The sample contains the three most common types: 65 oxygen-rich (M-type), 11 carbon-rich (C-type) and 9 of the intermediary S-type; periods ranging from 150 to 600 days. The PTI database spans over nine years of data; up to 80 epochs for individual stars, spanning multiple pulsation cycles per star. These interferometric angular sizes, along with ancillary measures of distance and bolometric flux, can be used to determine linear size and effective temperature, respectively. Additionally, the PTI data can be divided into narrowband data across the K-band (2.0-2.4 μ m), allowing separate analysis of spatially resolved continuum and prominent molecular-bandhead regions of these stars, which typically pulsate out of phase. Preliminary results show average sizes changes of 40% for the stellar radii and 44 % for the molecular envelopes.
Manatsa, D.; Matarira, C. H.
2009-10-01
A novel approach of using variability as a major descriptive parameter for observational time series is adopted to investigate how southeastern African (Zimbabwe) summer rainfall may have been forced by the El Niño southern oscillation (ENSO) and/or the Indian Ocean dipole/zonal mode (IODZM), concurrently with the changing sea surface temperature (SST) background of the Indo-Pacific region. The period is from 1901 to 2007. Wavelet power spectrum and linear statistical analysis, including simple and partial correlation techniques, are utilized to achieve this end. The results reveal epochal changes in teleconnections and other statistical properties linking southeastern African rainfall variability to the Indo-Pacific SSTs. These epochs conspicuously exhibit the period around 1945/1946, 1960/1961, 1972/1973, and 1997/1998 as demarcating distinct systematic climate turning points during the century. The role of the 1976/1977 climate regime shift seems not to be that apparent but instead, 1960/1961 and 1997/1998 appear to be the major turning points, both in the teleconnections and Indo-Pacific SST temporal characteristics. From the early 1960s to 1997, as much as 28% of the rainfall variability was linearly related to the IODZM while the ENSO hardly explained a quarter of this value. During this period, droughts are especially strongly connected to the positive IODZM events but insignificantly linked to El Niño, thus contradicting the conventional knowledge attributing most of regional rainfall suppression to the warm ENSO phase. However, the post 1997 epoch saw the reversal of the two climate modes’ influences. ENSO influence evidently became activated, attaining the previously assumed dominant role which had proved elusive during the earlier epochs. But this increased ENSO control is attributed to only less than 12% of the rainfall variance while IODZM seem to be largely decoupled from the local rainfall influencing processes by hardly explaining a drastically reduced 1% of the rainfall variance. This transformation occurred despite of neither ENSO nor IODZM SST anomalies showing any statistically significant changes. As far as could be established, this epochal behavior may not be forced by the frequency and magnitude of ENSO and IODZM events but most probably by the slow processes inherent in the SST background, especially of the tropical Indian Ocean. Thus, the apparent simultaneous decoupling of the IODZM and coupling of the ENSO to the regional rainfall controlling mechanisms seems to be the result of the unprecedented warming of the intervening tropical western Indian Ocean SSTs in the last decade. Consequently, the knowledge of the states of epochal Indian Ocean SST background variability should be an important regional scientific issue, since these epochal variations may dictate the nature (and successful prediction) of interannual as well as decadal climate fluctuations over southeastern Africa.
K. Walter
2005-01-01
Full Text Available Motivated by the strong evidence that the state of the northern hemisphere vortex in boreal winter influences tropospheric variability, teleconnection patterns over the North Atlantic are defined separately for winter episodes where the zonal wind at 50hPa and 65° N is above or below the critical velocity for vertical propagation of zonal planetary wave 1. We argue that the teleconnection structure in the middle and upper troposphere differs considerably between the two regimes of the polar vortex, while this is not the case at sea level. If the polar vortex is strong, there exists one meridional dipole structure of geopotential height in the upper and middle troposphere, which is situated in the central North Atlantic. If the polar vortex is weak, there exist two such dipoles, one over the western and one over the eastern North Atlantic. Storm tracks (and precipitation related with these are determined by mid and upper tropospheric conditions and we find significant differences of these parameters between the stratospheric regimes. For the strong polar vortex regime, in case of a negative upper tropospheric 'NAO' index we find a blocking height situation over the Northeast Atlantic and the strongest storm track of all. It is reaching far north into the Arctic Ocean and has a secondary maximum over the Denmark Strait. Such storm track is not found in composites based on a classic NAO defined by surface pressure differences between the Icelandic Low and the Azores High. Our results suggest that it is important to include the state of the polar vortex strength in any study of the variability over the North Atlantic.
K. Walter
2004-10-01
Full Text Available There is ample evidence that the state of the northern polar stratospheric vortex in boreal winter influences tropospheric variability. Therefore, the main teleconnection patterns over the North Atlantic are defined separately for winter episodes in which the zonal mean wind at 50 hPa and 65° N is above or below the critical Rossby velocity for zonal planetary wave one. It turns out that the teleconnection structure in the middle and upper troposphere differs considerably between the two regimes of the polar vortex, while this is not the case at sea level. If the "polar vortex is strong", there exists "one" meridional dipole structure of geopotential height in the upper and middle troposphere, which is situated in the central North Atlantic. If the "polar vortex is weak", there exist "two" such dipoles, one over the western and one over the eastern North Atlantic. Storm tracks (and precipitation related with these are determined by mid and upper tropospheric conditions and we find significant differences of these parameters between the stratospheric regimes. For the strong polar vortex regime, in case of a negative upper tropospheric "NAO" index we find a blocking height situation over the Northeast Atlantic and the strongest storm track of all. It is reaching far north into the Arctic Ocean and has a secondary maximum over the Denmark Strait. Such storm track is not found in composites based on a classic NAO defined by surface pressure differences between the Icelandic Low and the Azores High. Our results show that it is essential to include the state of the upper dynamic boundary conditions (the polar vortex strength in any study of the variability over the North Atlantic. Climate forecast based solely on the forecast of a "classic NAO" and further statistical downscaling may lead to the wrong conclusions if the state of the polar vortex is not considered as well.
Joshi Meesha; Singh Nilkamal; Telles Shirley; Balkrishna Acharya
2010-01-01
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 a...
Jerneja Kav?i?
2015-01-01
In the present paper I investigate the use of the infinitive in dependent delibera tive clauses in Greek, a phenomenon occurring in several (modern) languages, cf. Slovene Nisem vedel, kaj storiti. 'I didn't know what to do?', English I didn't know what to do., German Was tun? 'What to do?'l. In the first part I present the development of deliberative infinitive clauses in Post-Classical Greek with a special emphasis on the use of this form in two Early Byzantine prose writings (in Pratum Sp...
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; Woźniak, 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...
Cheema, Birinder S; Houridis, Angelique; Busch, Lisa; Raschke-Cheema, Verena; Melville, Geoff W; Marshall, Paul W.; Chang, Dennis; Machliss, Bianca; Lonsdale, Chris; Bowman, Julia; Colagiuri, Ben
2013-01-01
Background Chronic work-related stress is an independent risk factor for cardiometabolic diseases and associated mortality, particularly when compounded by a sedentary work environment. The purpose of this study was to determine if an office worksite-based hatha yoga program could improve physiological stress, evaluated via heart rate variability (HRV), and associated health-related outcomes in a cohort of office workers. Methods Thirty-seven adults employed in university-based office positio...
Chang Dennis; Marshall Paul W; Cheema Birinder S; Colagiuri Ben; Machliss Bianca
2011-01-01
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 wor...
Modelling comonotonic group-life under dependent decrement causes
Wang, Dabuxilatu
2011-01-01
Comonotonicity had been a extreme case of dependency between random variables. This article consider an extension of single life model under multiple dependent decrement causes to the case of comonotonic group-life.
Bucket-by-bucket on-axis/off-axis injection by fast kicker with variable position dependence of kick
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)
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
ENERGY-DEPENDENT POWER SPECTRAL STATES AND ORIGIN OF APERIODIC VARIABILITY IN BLACK HOLE BINARIES
We found that the black hole candidate MAXI J1659152 showed distinct power spectra, i.e., power-law noise (PLN) versus band-limited noise (BLN) plus quasi-periodic oscillations (QPOs) below and above about 2 keV, respectively, in observations with Swift and the Rossi X-ray Timing Explorer during the 2010 outburst, indicating a high energy cutoff of the PLN and a low energy cutoff of the BLN and QPOs around 2 keV. The emergence of the PLN and the fading of the BLN and QPOs initially took place below 2 keV when the source entered the hard intermediate state and settled in the soft state three weeks later. The evolution was accompanied by the emergence of the disk spectral component and decreases in the amplitudes of variability in the soft and hard X-ray bands. Our results indicate that the PLN is associated with an optically thick disk in both hard and intermediate states, and the power spectral state is independent of the X-ray energy spectral state in a broadband view. We suggest that in the hard or intermediate state, the BLN and QPOs emerge from the innermost hot flow subjected to Comptonization, while the PLN originates from the optically thick disk farther out. The energy cutoffs of the PLN and the BLN or QPOs then follow the temperature of the seed photons from the inner edge of the optically thick disk, while the high frequency cutoff of the PLN follows the orbital frequency of the inner edge of the optically thick disk as well.
This paper deals with the role of platinum or titanium–titanium nitride electrodes on variability of resistive switching characteristics and electrical performances of HfO2-based memory elements. Capacitor-like Pt/HfO2 (10 nm)/Pt and Ti/HfO2 (10 nm)/TiN structures were fabricated on top of a tungsten pillar bottom electrode and integrated in-between two interconnect metal lines. First, quasi-static measurements were performed to apprehend the role of electrodes on electroforming, set and reset operations and their corresponding switching parameters. Memory elements with Pt as top and bottom electrodes exhibited a non-polar behavior with sharp decrease of current during reset operation while Ti/HfO2/TiN capacitors showed a bipolar switching behavior, with a gradual reset. In a second step, statistical distributions of switching parameters (voltage and resistance) were extracted from data obtained on few hundreds of capacitors. Even if the resistance in low resistive state and reset voltage was found to be comparable for both types of electrodes, the progressive reset operation observed on samples with Ti/TiN electrodes led to a lower variability of resistance in high resistive state and concomitantly of set voltage. In addition Ti–TiN electrodes enabled gaining: (i) lower forming and set voltages with significantly narrower capacitor-to-capacitor distributions; (ii) a better data retention capability (10 years at 65 °C instead of 10 years at 50 °C for Pt electrodes); (iii) satisfactory dynamic performances with lower set and reset voltages for ramp speed ranging from 10−2 to 107 V/s. The significant improvement of switching behavior with Ti–TiN electrodes is mainly attributed to the formation of a native interface layer between HfO2 oxide and Ti top electrode. - Highlights: ► HfO2 based capacitor-like structures were fabricated with Pt and Ti based electrodes. ► Influence of electrode materials on switching parameter variability is assessed. ► Switching parameter variability is linked to switching behaviors. ► Data retention and dynamic performances are presented
CHP (Combined heat and power) generation or cogeneration has been considered worldwide as the major alternative to traditional systems in terms of significant energy saving and environmental conservation. Furthermore, the wind power generators and photovoltaic units have vastly speared over the power systems due to their free inputs. However, there are many challenges for power system operators because of uncertain characteristics of renewable units and load demands. Therefore, a new multi-objective stochastic framework based on chance constrained programming is developed to handle combined heat and power economic load dispatch considering the stochastic characteristics of wind and photovoltaic power outputs, customer's electrical and heat load demands. The proposed technique makes use of a jointly distributed random variables method to calculate chance of meeting the electrical and heat load requirement using the target decision variables while maintaining the electrical energy cost below a scheduled value. The framework benefits from a new method named hybrid modified cuckoo search algorithm and differential evolution to extract the Pareto optimal surface for minimum cost and maximum probability of meeting the target cost and applies them as the objective functions. Applying to 6 and 40 unit test systems, the ability of the suggested framework is confirmed. - Highlights: • Formulate SMCHPED in a stochastic multi-objective framework based on CCP. • Use CCP with the concept of jointly distributed random variables method. • Coordinate the CHPs, TUs, WPGs and PVUs considering the existence uncertainties. • Propose a new powerful optimization algorithm based on combination of CSA and DE. • Find the Pareto optimal solutions for risk versus cost minimization
Markowitz, A.; Turner, T. J.; Papadakis, I.; Arevalo, P.; Reeves, J. N.; Miller, L.
2007-01-01
We present the energy-dependent power spectral density (PSD) and cross-spectral properties of Mkn 766 obtained from a six-revolution XMM-Newton observation in 2005. The resulting PSDs, which have highest temporal frequency resolution for an AGN PSD to date, show breaks which increase in temporal frequency as photon energy increases; break frequencies differ by an average of approx.0.4 in the log between the softest and hardest bands. The consistency of the 2001 and 2005 observations variability properties, namely PSD shapes and the linear rms-flux relation, suggests the 2005 observation is simply a low-flux extension of the 2001 observation. The coherence function is measured to be approx.0.6-0.9 at temporal frequencies below the PSD break, and is lower for relatively larger energy band separation; coherence also drops significantly towards zero above the PSD break frequency. Temporal frequency-dependent soft-to-hard time lags are detected in this object for the first time: lags increase towards longer time scales and as energy separation increases. Cross-spectral properties are the thus consistent with previous measurements for Mkn 766 (Vaughan & Fabian 2003) and other accreting black hole systems. The results are discussed in the context of several variability models, including those based on inwardly-propagating viscosity variations in the accretion disk.
Rapeli Pekka
2012-11-01
Full Text Available Abstract Background Cognitive deficits and multiple psychoactive drug regimens are both common in patients treated for opioid-dependence. Therefore, we examined whether the cognitive performance of patients in opioid-substitution treatment (OST is associated with their drug treatment variables. Methods Opioid-dependent patients (N = 104 who were treated either with buprenorphine or methadone (n = 52 in both groups were given attention, working memory, verbal, and visual memory tests after they had been a minimum of six months in treatment. Group-wise results were analysed by analysis of variance. Predictors of cognitive performance were examined by hierarchical regression analysis. Results Buprenorphine-treated patients performed statistically significantly better in a simple reaction time test than methadone-treated ones. No other significant differences between groups in cognitive performance were found. In each OST drug group, approximately 10% of the attention performance could be predicted by drug treatment variables. Use of benzodiazepine medication predicted about 10% of performance variance in working memory. Treatment with more than one other psychoactive drug (than opioid or BZD and frequent substance abuse during the past month predicted about 20% of verbal memory performance. Conclusions Although this study does not prove a causal relationship between multiple prescription drug use and poor cognitive functioning, the results are relevant for psychosocial recovery, vocational rehabilitation, and psychological treatment of OST patients. Especially for patients with BZD treatment, other treatment options should be actively sought.
Schildcrout, Jonathan S; Mumford, Sunni L; Chen, Zhen; Heagerty, Patrick J; Rathouz, Paul J
2012-09-28
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
Randomized random walk on a random walk
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)
Miller, Tom E X
2007-07-01
1. It is widely accepted that density-dependent processes play an important role in most natural populations. However, persistent challenges in our understanding of density-dependent population dynamics include evaluating the shape of the relationship between density and demographic rates (linear, concave, convex), and identifying extrinsic factors that can mediate this relationship. 2. I studied the population dynamics of the cactus bug Narnia pallidicornis on host plants (Opuntia imbricata) that varied naturally in relative reproductive effort (RRE, the proportion of meristems allocated to reproduction), an important plant quality trait. I manipulated per-plant cactus bug densities, quantified subsequent dynamics, and fit stage-structured models to the experimental data to ask if and how density influences demographic parameters. 3. In the field experiment, I found that populations with variable starting densities quickly converged upon similar growth trajectories. In the model-fitting analyses, the data strongly supported a model that defined the juvenile cactus bug retention parameter (joint probability of surviving and not dispersing) as a nonlinear decreasing function of density. The estimated shape of this relationship shifted from concave to convex with increasing host-plant RRE. 4. The results demonstrate that host-plant traits are critical sources of variation in the strength and shape of density dependence in insects, and highlight the utility of integrated experimental-theoretical approaches for identifying processes underlying patterns of change in natural populations. PMID:17584378
Asmussen, J. C.; Ibrahim, S. R.; Brincker, Rune
This paper demonstrates how to use the Random Decrement (RD) technique for identification of linear structures subjected to ambient excitation. The theory behind the technique will be presented and guidelines how to choose the different variables will be given. This is done by introducing a new...
Asmussen, J. C.; Ibrahim, R.; Brincker, Rune
1998-01-01
This paper demonstrates how to use the Random Decrement (RD) technique for identification of linear structures subjected to ambient excitation. The theory behind the technique will be presented and guidelines how to choose the different variables will be given. This is done by introducing a new...
Asmussen, J.C.; Ibrahim, S.R.; Brincker, Rune
Abstraet Thispaper demansirates how to use the Random Decrement (RD) technique for identification o flinear structures subjected to ambient excitation. The theory behind the technique will be presented and guidelines how to choose the different variables will be given. This is done by introducing a...
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. Methods. This open-label trial randomized 255 subjects with glomerular filtration rates ≤ 4...
Molina, Luis; Sutton, Richard; Gandoy, William; Reyes, Nicolás; Lara, Susano; Limón, Froylán; Gómez, Susana; Orihuela, Consuelo; Salame, Latife; Moreno, Gabriela
2013-01-01
Background Pacing the right ventricle is established practice, but there remains controversy as to the optimal site to preserve hemodynamic function. Aims To evaluate clinical and hemodynamic differences between apical and septal pacing in pacemaker-dependent patients. Methods Patients receiving their first pacemaker for advanced atrioventricular block, with the atria in sinus rhythm, were randomized to receive apical (Group A) or septal (Group S) ventricular leads. After implant, with the de...
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.
Zhang, Zhengyu; Bao, Shuming; Zhu, Pingfang
2007-06-01
In this article, the GMM based estimation of a typical family of spatial panel models with spatially lagged dependent variables and error components that are both spatially and time-wise correlated is addressed. We derive the best GMM (BGMM) estimator within certain class of optimal GMM estimators. We also discuss the asymptotic efficiency of BGMM estimator relative to the panel analogue of generalized spatial two stage least squares (GS2SLS) estimators and maximum likelihood (ML) estimators. We show that by including GS2SLS estimators as a special case, the BGMM estimator is generally more efficient than GS2SLS estimator and able to be as efficient as ML estimator under normality.
Variability Measures of Positive Random Variables
Košťál, Lubomír; Lánský, Petr; Pokora, Ondřej
2011-01-01
Roč. 6, č. 7 (2011), e21998. E-ISSN 1932-6203 R&D Projects: GA MŠk(CZ) LC554; GA ČR(CZ) GAP103/11/0282 Institutional research plan: CEZ:AV0Z50110509 Keywords : interspike interval * coefficient of variation * entropy * Fisher information Subject RIV: FH - Neurology Impact factor: 4.092, year: 2011
Christoph Schmitz
2015-02-01
Full Text Available In blast-related mild traumatic brain injury (br-mTBI little is known about the connections between initial trauma and expression of individual clinical symptoms. Partly due to limitations of current in vitro and in vivo models of br-mTBI, reliable prediction of individual short- and long-term symptoms based on known blast input has not yet been possible. Here we demonstrate a dose-dependent effect of shock wave exposure on C. elegans using shock waves that share physical characteristics with those hypothesized to induce br-mTBI in humans. Increased exposure to shock waves resulted in decreased mean speed of movement while increasing the proportion of worms rendered paralyzed. Recovery of these two behavioral symptoms was observed during increasing post-traumatic waiting periods. Although effects were observed on a population-wide basis, large interindividual variability was present between organisms exposed to the same highly controlled conditions. Reduction of cavitation by exposing worms to shock waves in polyvinyl alcohol resulted in reduced effect, implicating primary blast effects as damaging components in shock wave induced trauma. Growing worms on NGM agar plates led to the same general results in initial shock wave effect in a standard medium, namely dose-dependence and high interindividual variability, as raising worms in liquid cultures. Taken together, these data indicate that reliable prediction of individual clinical symptoms based on known blast input as well as drawing conclusions on blast input from individual clinical symptoms is not feasible in br-mTBI.
Probability and random processes
Krishnan, Venkatarama
2015-01-01
The second edition enhanced with new chapters, figures, and appendices to cover the new developments in applied mathematical functions This book examines the topics of applied mathematical functions to problems that engineers and researchers solve daily in the course of their work. The text covers set theory, combinatorics, random variables, discrete and continuous probability, distribution functions, convergence of random variables, computer generation of random variates, random processes and stationarity concepts with associated autocovariance and cross covariance functions, estimation th
Khan Riaz; Chatton Anne; Feldman Nelson; Khazaal Yasser; Zullino Daniele
2011-01-01
Abstract Background Despite the importance of heavy drinking and alcohol dependence among patients with opiate and cocaine dependence, few studies have evaluated specific interventions within this group. The aim of the present study was to evaluate the impact of screening with the Alcohol Use Disorders Identification Test (AUDIT) and of brief intervention (BI) on alcohol use in a sample of patients treated for opioid or cocaine dependence in a specialized outpatient clinic. Methods Adult outp...
We have measured the random packing density of monodisperse colloidal silica ellipsoids with a well-defined shape, gradually deviating from a sphere shape up to prolates with aspect ratios of about 5, to find for a colloidal system the first experimental observation for the density maximum (at an aspect ratio near 1.6) previously found only in computer simulations of granular packings. Confocal microscopy of ellipsoid packings, prepared by rapidly quenching ellipsoid fluids via ultra-centrifugation, demonstrates the absence of orientational order and yields pair correlation functions very much like those for random sphere packings. The density maximum, about 12% above the Bernal random sphere packing density, also manifests itself as a maximum in the hydrodynamic friction that resists the swelling osmotic pressure of the ellipsoid packings. The existence of the density maximum is also predicted to strongly effect the dynamics of colloidal non-sphere glasses: slightly perturbing the sphere shape in a sphere glass will cause it to melt
How the Landscape of Random Job Shop Scheduling Instances Depends on the Ratio of Jobs to Machines
Smith, S F; 10.1613/jair.2013
2011-01-01
We characterize the search landscape of random instances of the job shop scheduling problem (JSP). Specifically, we investigate how the expected values of (1) backbone size, (2) distance between near-optimal schedules, and (3) makespan of random schedules vary as a function of the job to machine ratio (N/M). For the limiting cases N/M approaches 0 and N/M approaches infinity we provide analytical results, while for intermediate values of N/M we perform experiments. We prove that as N/M approaches 0, backbone size approaches 100%, while as N/M approaches infinity the backbone vanishes. In the process we show that as N/M approaches 0 (resp. N/M approaches infinity), simple priority rules almost surely generate an optimal schedule, providing theoretical evidence of an "easy-hard-easy" pattern of typical-case instance difficulty in job shop scheduling. We also draw connections between our theoretical results and the "big valley" picture of JSP landscapes.
Nevin, J A; Randolph; Holland, S; McLean, A P
2001-01-01
Two experiments asked whether resistance to change depended on variable-ratio as opposed to variable-interval contingencies of reinforcement and the different response rates they establish. In Experiment 1, pigeons were trained on multiple random-ratio random-interval schedules with equated reinforcer rates. Baseline response rates were disrupted by intercomponent food, extinction, and prefeeding. Resistance to change relative to baseline was greater in the interval component, and the differe...
Gonzalo, Npoles; Isel, Grau; Marilyn, Bello; Rafael, Bello.
2014-03-01
Full Text Available Particle Swarm Optimization (PSO) es un mtodo de bsqueda no directo para la optimizacin numrica. Las principales ventajas de esta meta-heurstica estn relacionadas principalmente con su simplicidad, pocos parmetros y alta tasa de convergencia. En el PSO cannico usando una topologa totalmente [...] conectada, una partcula ajusta su posicin 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 tambin deteriora la diversidad de la poblacin progresivamente. Como resultado la bandada de partculas frecuentemente es atrada por puntos sub-ptimos. Una vez que las partculas han sido atradas hacia un ptimo local, ellas continan el proceso de bsqueda dentro de una regin muy pequea del espacio de soluciones, reduciendo las capacidades de exploracin del algoritmo. Para tratar esta situacin este artculo presenta una variante del procedimiento Random Sampling in Variable Neighborhoods (RSVN) usando una distribucin de Lvy. Este algoritmo es capaz de mejorar notablemente la capacidad de bsqueda de los algoritmos PSO en problemas multimodales de optimizacin. 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 Lvy distribution, which is able to notably improve the PSO search ability in multimodal problems.
Sun, Wookyung; Choi, Sujin; Lim, Hyein; Shin, Hyungsoon
2016-04-01
The 1/2 and 1/3 bias schemes are commonly used to select a cell in a resistive random access memory (ReRAM) crossbar array. The 1/3 bias scheme is advantageous in terms of its write margin but typically requires a higher power consumption than the 1/2 bias scheme. The power consumption of ReRAM can vary according to the nonlinearity of the selector device. In this paper, we propose a power guideline model that suggests selector nonlinearity requirements to guarantee a lower power consumption for the 1/3 bias scheme than for the 1/2 bias scheme. Therefore, the selector nonlinearity requirements for the low power consumption of the 1/3 bias scheme can be immediately obtained using this guideline model without simulation.
Operant Variability: Some Random Thoughts
Marr, M. Jackson
2012-01-01
Barba's (2012) paper is a serious and thoughtful analysis of a vexing problem in behavior analysis: Just what should count as an operant class and how do people know? The slippery issue of a "generalized operant" or functional response class illustrates one aspect of this problem, and "variation" or "novelty" as an operant appears to fall into
Operant Variability: Some Random Thoughts
Marr, M. Jackson
2012-01-01
Barba's (2012) paper is a serious and thoughtful analysis of a vexing problem in behavior analysis: Just what should count as an operant class and how do people know? The slippery issue of a "generalized operant" or functional response class illustrates one aspect of this problem, and "variation" or "novelty" as an operant appears to fall into…
Using XMM-Newton to study the energy dependent variability of H 1743-322 during its 2014 outburst
Stiele, H
2016-01-01
Black hole transients during bright outbursts show distinct changes of their spectral and variability properties as they evolve during an outburst, that are interpreted as evidence for changes in the accretion flow and X-ray emitting regions. We obtained an anticipated XMM-Newton ToO observation of H 1743-322 during its outburst in September 2014. Based on data of eight outbursts observed in the last 10 years we expected to catch the start of the hard-to-soft state transition. The fact that neither the general shape of the observed power density spectrum nor the characteristic frequency show an energy dependence implies that the source still stays in the low-hard state at the time of our observation near outburst peak. The spectral properties agree with the source being in the low-hard state and a Swift/XRT monitoring of the outburst reveals that H 1743-322 stays in the low-hard state during the entire outburst (a. k. a. 'failed outburst'). We derive the averaged QPO waveform and obtain phase-resolved spectra...
Zhunwei, Lu; Jagers, Peter
2004-01-01
In supercritical population-size-dependent branching processes with independent and identically distributed random environments, it is shown that under certain regularity conditions there exist constants 0 < α1 ≤ α0 < +∞ and 0 < C1, C2 < +∞ such that the extinction probability starting with k individuals is bounded below by C1 k-α0 and above by C2 k-α1 for sufficiently large k. Moreover, a similar conclusion, which follows from a result of Höpfner, is presente...
Ivanov, D.A. [Ecole Polytechnique Federale de Lausanne (EPFL), Institute for Theoretical Physics, CH-1015 Lausanne (Switzerland); Skvortsov, M.A. [L.D. Landau Institute for Theoretical Physics, Moscow 119334 (Russian Federation)]. E-mail: skvor@itp.ac.ru
2006-03-13
We analyze the perturbative series of the Keldysh-type sigma-model proposed recently for describing the quantum mechanics with time-dependent Hamiltonians from the unitary Wigner-Dyson random-matrix ensemble. We observe that vertices of orders higher than four cancel, which allows us to reduce the calculation of the energy-diffusion constant to that in a special kind of the matrix {phi}{sup 4} model. We further verify that the perturbative four-loop correction to the energy-diffusion constant in the high-velocity limit cancels, in agreement with the conjecture of one of the authors.
Using computer-aided design three-dimensional simulation technology, the supply voltage scaled dependency of the recovery of single event upset and charge collection in static random-access memory cells are investigated. It reveals that the recovery linear energy transfer threshold decreases with the supply voltage reducing, which is quite attractive for dynamic voltage scaling and subthreshold circuit radiation-hardened design. Additionally, the effect of supply voltage on charge collection is also investigated. It is concluded that the supply voltage mainly affects the bipolar gain of the parasitical bipolar junction transistor (BJT) and the existence of the source plays an important role in supply voltage variation. (geophysics, astronomy, and astrophysics)
Gopal K Basak; Arunangshu Biswas
2013-02-01
In this paper we show that the continuous version of the self-normalized process $Y_{n,p}(t)=S_n(t)/V_{n,p}+(nt-[nt])X_{[nt]+1}/V_{n,p},0 < t ≤ 1;p>0$ where $S_n(t)=\\sum^{[nt]}_{i=1}X_i$ and $V_{(n,p)}=\\left(\\sum^n_{i=1}|X_i|^p\\right)^{1/p}$ and $X_i i.i.d.$ random variables belong to $DA()$, has a non-trivial distribution $\\mathrm{iff}$ ==2. The case for 2>> and ≤ < 2 is systematically eliminated by showing that either of tightness or finite dimensional convergence to a non-degenerate limiting distribution does not hold. This work is an extension of the work by Csörgő et al. who showed Donsker’s theorem for $Y_{n,2}(\\cdot p)$, i.e., for $p=2$, holds $\\mathrm{iff}$ =2 and identified the limiting process as a standard Brownian motion in sup norm.
Kuter, Irene; Gee, Julia M W; Hegg, Roberto; Singer, Christian F; Badwe, Rajendra A; Lowe, Elizabeth S; Emeribe, Ugochi A; Anderson, Elizabeth; Sapunar, Francisco; Finlay, Pauline; Nicholson, Robert I; Bines, José; Harbeck, Nadia
2012-05-01
NEWEST (Neoadjuvant Endocrine Therapy for Women with Estrogen-Sensitive Tumors) is the first study to compare biological and clinical activity of fulvestrant 500 versus 250 mg in the neoadjuvant breast cancer setting. We hypothesized that fulvestrant 500 mg may be superior to 250 mg in blocking estrogen receptor (ER) signaling and growth. A multicenter, randomized, open-label, Phase II study was performed to compare fulvestrant 500 mg (500 mg/month plus 500 mg on day 14 of month 1) versus fulvestrant 250 mg/month for 16 weeks prior to surgery in postmenopausal women with ER+ locally advanced breast cancer. Core biopsies at baseline, week 4, and surgery were assessed for biomarker changes. Primary endpoint: change in Ki67 labeling index (LI) from baseline to week 4 determined by automated computer imaging system (ACIS). Secondary endpoints: ER protein expression and function; progesterone receptor (PgR) expression; tumor response; tolerability. ER and PgR were examined retrospectively using the H score method. A total of 211 patients were randomized (fulvestrant 500 mg: n = 109; 250 mg: n = 102). At week 4, fulvestrant 500 mg resulted in greater reduction of Ki67 LI and ER expression versus 250 mg (-78.8 vs. -47.4% [p < 0.0001] and -25.0 vs. -13.5% [p = 0.0002], respectively [ACIS]); PgR suppression was not significantly different (-22.7 vs. -17.6; p = 0.5677). However, H score detected even greater suppression of ER (-50.3 vs. -13.7%; p < 0.0001) and greater PgR suppression (-80.5 vs. -46.3%; p = 0.0018) for fulvestrant 500 versus 250 mg. At week 16, tumor response rates were 22.9 and 20.6% for fulvestrant 500 and 250 mg, respectively, with considerable decline in all markers by both ACIS and H score. No detrimental effects on endometrial thickness or bone markers and no new safety concerns were identified. This provides the first evidence of greater biological activity for fulvestrant 500 versus 250 mg in depleting ER expression, function, and growth. PMID:22286314
Bogh, Morten K B; Schmedes, Anne V; Philipsen, Peter A; Thieden, Elisabeth; Wulf, Hans Christian
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...... 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......) 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...
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.
Tercariol, C A S; Tercariol, Cesar Augusto Sangaletti; Martinez, Alexandre Souto
2005-01-01
A disordered medium is often constructed by $N$ points independently and identically distributed in a $d$-dimensional hyperspace. Characteristics related to the statistics of this system is known as the random point problem. As $d \\to \\infty$, the distances between two points become independent random variables, leading to its mean field description: the random link model. While the numerical treatment of large random point problems pose no major difficulty, the same is not true for large random link systems due to Euclidean restrictions. Exploring the deterministic nature of the congruential pseudo-random number generators, we present techniques which allow the consideration of models with memory consumption of order O(N), instead of $O(N^2)$ in a naive implementation but with the same time dependence $O(N^2)$.
Otto, Michael W; Hearon, Bridget A; McHugh, R Kathryn; Calkins, Amanda W; Pratt, Elizabeth; Murray, Heather W; Safren, Steven A; Pollack, Mark H
2014-01-01
Many patients diagnosed with opioid dependence do not adequately respond to pharmacologic, psychosocial, or combination treatment, highlighting the importance of novel treatment strategies for this population. The current study examined the efficacy of a novel behavioral treatment focusing on internal cues for drug use (Cognitive Behavioral Therapy for Interoceptive Cues; CBT-IC) relative to an active comparison condition, Individual Drug Counseling (IDC), when added to methadone maintenance treatment (MMT) among those who had not responded to MMT. Participants (N=78) were randomly assigned to receive 15 sessions of CBT-IC or IDC as an adjunct to ongoing MMT and counseling. Oral toxicology screens were the primary outcome. Results indicated no treatment differences between CBT-IC and IDC and a small, significant reduction of self-reported drug use, but no change on toxicology screens. Tests of potential moderators, including sex, anxiety sensitivity, and coping motives for drug use, did not yield significant interactions. Among opioid-dependent outpatients who have not responded to MMT and counseling, the addition of IDC or CBT-IC did not result in additive outcome benefits. These results highlight the need for more potent treatment strategies for opioid dependence, particularly among those who do not fully respond to frontline treatment. PMID:25364993
Prisciandaro, James J.; Brown, Delisa G.; Brady, Kathleen T.; Tolliver, Bryan K.
2016-01-01
Despite the high prevalence and detrimental impact of alcoholism on bipolar patients, the diagnostic and treatment factors associated with better or worse clinical outcomes in alcohol-dependent patients with bipolar disorder are not well understood. The present study investigated the prospective impact of baseline psychiatric comorbidities and treatment regimens on clinical outcomes in bipolar alcoholics. Data were drawn from an 8-week randomized controlled clinical trial of acamprosate for individuals (n = 30) with co-occurring bipolar disorder and alcohol dependence. Depressive and manic symptoms, and alcohol craving and consumption were monitored longitudinally using standardized instruments. Path analysis was used to estimate the prospective associations between patient characteristics and outcomes. More than 50% of patients were diagnosed with at least one anxiety (76.7%) or drug dependence disorder (60.0%). Comorbid anxiety disorders were prospectively associated with increased depressive symptoms and alcohol use. Participants were prescribed an average of 2.6 psychotropic medications at baseline. Antipsychotics and anticonvulsants were prospectively associated with increased alcohol use; anticonvulsants and benzodiazepines were associated with increased alcohol craving. Antidepressants were associated with increased depressive symptoms. Conversely, lithium was associated with decreased alcohol craving and depressive symptoms. The findings from the present study suggest areas for future research in this population. PMID:21641663
Pi?tosa, Barbara; Pac, Ma?gorzata; Siewiera, Katarzyna; Pietrucha, Barbara; Klaudel-Dreszler, Maja; Heropolita?ska-Pliszka, Edyta; Wolska-Ku?nierz, Beata; Dme?ska, Hanna; Gregorek, Hanna; Sokolnicka, Irena; R?kawek, Aneta; Tkaczyk, Katarzyna; Bernatowska, Ewa
2013-01-01
Common variable immune deficiency (CVID) is a heterogeneous disease associated with ineffective production of antibodies. It is usually diagnosed in adulthood, but a variable proportion of children develop CVID. Early identification of patients with potentially worse prognosis may help to avoid serious complications. The goal of this study was to associate the clinical phenotype of patients with early onset CVID with peripheral B-cell maturation profile. Four color flow cytometry was used to ...
Lin, D; Böttcher, M; Liang, E P
1999-01-01
Using the data from the Rossi X-ray Timing Explorer (RXTE), we report the different energy dependence of the variability of the four persistent hard X-ray sources in the low-hard state: Cygnus X-1, GX 339-4, GRS 1758-258 and 1E 1740.7-2942. Cygnus X-1 is found to have a flatter power density spectrum (PDS) shape at higher energies. The other three sources have energy independent PDS shapes. The energy dependence of the overall variability (the integrated rms amplitude) varies from source to source and from observation to observation. 1E~1740.7-2942, for example, has a variability generally increasing with energy while GX 339-4 has a decreasing variability. A general trend is found in the four sources that the integrated rms amplitude anti-correlates with the X-ray flux. We compare these distinct energy dependent behaviors with several emission models. None of the models can fully explain all the features that we have found.
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
Time dependence of the UV resonance lines in the cataclysmic variables SU UMa, RX And and 0623+71
We present IUE observations of the dwarf novae SU UMa and RX And, and of the nova-like variable 0623 + 71. At the time of observation, SU UMa and RX And were in outburst. All three systems show variability in the wind-formed UV resonance lines of N v λ 1240, Si IV λ 1397 and C IV λ 1549 on timescale of hours. The amplitude of variation is smallest in RX And and largest in 0623 + 71. There is evidence that the variations observed in SU UMa's UV spectrum repeat on the orbital period. Our observations of SU UMa also reveal variability in the continuum flux during the decline from outburst maximum that is much more marked in the UV than at optical wavelengths. (author)
Besarab, Anatole; Provenzano, Robert; Hertel, Joachim; Zabaneh, Raja; Klaus, Stephen J.; Lee, Tyson; Leong, Robert; Hemmerich, Stefan; Yu, Kin-Hung Peony; Neff, Thomas B.
2015-01-01
Background Roxadustat (FG-4592) is an oral hypoxia-inducible factor prolyl hydroxylase inhibitor that stimulates erythropoiesis. This Phase 2a study tested efficacy (Hb response) and safety of roxadustat in anemic nondialysis-dependent chronic kidney disease (NDD-CKD) subjects. Methods NDD-CKD subjects with hemoglobin (Hb) ≤11.0 g/dL were sequentially enrolled into four dose cohorts and randomized to roxadustat or placebo two times weekly (BIW) or three times weekly (TIW) for 4 weeks, in an approximate roxadustat:placebo ratio of 3:1. Efficacy was assessed by (i) mean Hb change (ΔHb) from baseline (BL) and (ii) proportion of Hb responders (ΔHb ≥ 1.0 g/dL). Pharmacodynamic evaluation was performed in a subset of subjects. Safety was evaluated by adverse event frequency/severity. Results Of 116 subjects receiving treatment, 104 completed 4 weeks of dosing and 96 were evaluable for efficacy. BL characteristics for roxadustat and placebo groups were comparable. In roxadustat-treated subjects, Hb levels increased from BL in a dose-related manner in the 0.7, 1.0, 1.5 and 2.0 mg/kg groups. Maximum ΔHb within the first 6 weeks was significantly higher in the 1.5 and 2.0 mg/kg groups than in the placebo subjects. Hb responder rates were dose dependent and ranged from 30% in the 0.7 mg/kg BIW group to 100% in the 2.0 mg/kg BIW and TIW groups versus 13% in placebo. Conclusions Roxadustat transiently and moderately increased endogenous erythropoietin and reduced hepcidin. Adverse events were similar in the roxadustat and placebo groups. Roxadustat produced dose-dependent increases in blood Hb among anemic NDD-CKD patients in a placebo-controlled trial. Clinical Trials Registration Clintrials.gov #NCT00761657. PMID:26238121
Two-Stage Modelling Of Random Phenomena
Barańska, Anna
2015-12-01
The main objective of this publication was to present a two-stage algorithm of modelling random phenomena, based on multidimensional function modelling, on the example of modelling the real estate market for the purpose of real estate valuation and estimation of model parameters of foundations vertical displacements. The first stage of the presented algorithm includes a selection of a suitable form of the function model. In the classical algorithms, based on function modelling, prediction of the dependent variable is its value obtained directly from the model. The better the model reflects a relationship between the independent variables and their effect on the dependent variable, the more reliable is the model value. In this paper, an algorithm has been proposed which comprises adjustment of the value obtained from the model with a random correction determined from the residuals of the model for these cases which, in a separate analysis, were considered to be the most similar to the object for which we want to model the dependent variable. The effect of applying the developed quantitative procedures for calculating the corrections and qualitative methods to assess the similarity on the final outcome of the prediction and its accuracy, was examined by statistical methods, mainly using appropriate parametric tests of significance. The idea of the presented algorithm has been designed so as to approximate the value of the dependent variable of the studied phenomenon to its value in reality and, at the same time, to have it "smoothed out" by a well fitted modelling function.
Baiker, Martin; Pieterman, Ren; Zoon, Peter
2015-06-01
The traditional way of visual toolmark comparison includes subjective judgments. Automated methods using computers are a possibility to render a comparison more objective, but they require the statistical properties, like the similarity and variability, of toolmarks to be determined quantitatively. Several parameters, that play a role during toolmark creation, are statistically analyzed in this article. We determined the same toolmark and the different toolmark similarity as well as variability of known matching toolmarks created in wax and compared the results with the similarity and variability of known non-matching toolmarks. In addition we studied the influence of the substrate materials wax and lead and the angle of attack on toolmark similarity and variability. Furthermore, we present an approach to determine toolmark quality, defined as how well structural details are preserved in the toolmark, to assist toolmark examiners in deciding, which structural details are reliable in a mark. We studied the influence of the substrate material, the angle of attack and the depth of a toolmark on the quality. The results show that for known matching toolmarks, the variability is very low within a toolmark and between toolmarks in wax, given that the parameters angle of attack and depth are held constant. Geometrical details are reliably represented down to 10-50?m and toolmark similarity is clearly higher than known non-matching similarities. The comparison of wax and lead shows that wax is a good alternative as a substrate material for experimental toolmarks, capable of reliably representing structural details down to 10-25?m. For finer details, lead is a better choice but might alter the original state of a tool. With increasing angle of attack, toolmark variability increases and toolmark quality decreases. Therefore it is advantageous to push the tool instead of pulling during toolmark creation for angles of attack above ?45. The quality also decreases with increasing toolmark depth, but only up to ?300?m. Therefore toolmarks should be created as shallow as possible in the substrate material. PMID:25839679
Reum, Jonathan C. P.; Essington, Timothy E.
2011-01-01
Fjord estuaries are common along the northeast Pacific coastline, but little information is available on fish assemblage structure and its spatiotemporal variability. Here, we examined changes in diversity metrics, species biomasses, and biomass spectra (the distribution of biomass across body size classes) over three seasons (fall, winter, summer) and at multiple depths (20 to 160 m) in Puget Sound, Washington, a deep and highly urbanized fjord estuary on the U.S. west coast. Our results ...
Effects of variable viscosity on the flow and heat transfer in a thin film on a horizontal porous stretching sheet are analyzed. The steady boundary layer equations for momentum and thermal energy are simplified by using similarity transformations. The resulted and coupled nonlinear differential equations are solved by Homotopy analysis method. The results are presented graphically to interpret various physical parameters appearing in the problem. (fundamental areas of phenomenology (including applications))
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...
Rockel, Burkhardt; Castro, Christopher L.; Pielke, Roger A.; von Storch, Hans; Leoncini, Giovanni
2008-11-01
In this paper, we compare the retained and added variability obtained using the regional climate model CLM (Climate version of the Local Model of the German Weather Service) to an earlier study using the RAMS (Regional Atmospheric Modeling System) model. Both models yield similar results for their standard configurations with a commonly used nudging technique applied to the driving model fields. Significantly both models do not adequately retain the large-scale variability in total kinetic energy with results poorer on a larger grid domain. Additional experiments with interior nudging, however, permit the retention of large-scale values for both models. The spectral nudging technique permits more added variability at smaller scales than a four-dimensional internal grid nudging on large domains. We also confirmed that dynamic downscaling does not retain (or increase) simulation skill of the large-scale fields over and beyond that which exists in the larger-scale model or reanalysis. Our conclusions should be relevant to all applications of dynamic downscaling for regional climate simulations.
Oosterhoff, Peter; Thomsen, Morten Bækgaard; Maas, Joep N; Atteveld, Nico J M; Beekman, Jet D M; VAN Rijen, Harold V M; VAN DER Heyden, Marcel A G; Vos, Marc A
2010-01-01
-term variability of repolarization (STV) as a feedback parameter of arrhythmic risk. Methods and Results: The minimal signal sampling frequency required for measuring STV was determined through computer simulation. Arrhythmogenic response to dofetilide (25 µg/kg/5minutes) was tested at two different paced heart...... rates (60–65 bpm vs 100–110 bpm) in 7 dogs with chronic atrioventricular block, while recording right and left ventricular (LV) monophasic action potential (MAP) and LV electrogram (EGM). Simulations showed a sampling frequency of 500 Hz is sufficient to capture relevant STV values. High-rate pacing...
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 ...
Yang, Xian-Qing; Zhang, Wei; Qiu, Kang; Xu, Wen-tao; Tang, Gang; Ren, Lin
2007-10-01
In this paper we numerically study the probability Pac of the occurrence of traffic accidents in the Nagel-Schreckenberg (NS) model with velocity-dependent randomization (VDR). Numerical results show that there is a critical density over which car accidents occur, but below which no car accidents happen. Different from the accident probability in the NS model, the accident probability in the VDR model monotonously decreases with increase of car density above the critical density. The value of the accident probability is only determined by the stochastic noise and the number of cars on road. In the stochastic VDR model with the speed limit vmax=1, no critical density exists and car accidents happen in the whole density region. The braking probabilities of standing cars and moving cars have different influences on the accident probability. A mean-field theory reveals that the accident probability is proportional to the mean density of “go and stop” wave per time step. Theoretical analyses give excellent agreement with numerical results in the VDR model.
Tamara Tosic
2016-01-01
Full Text Available For decades, research in neuroscience has supported the hypothesis that brain dynamics exhibits recurrent metastable states connected by transients, which together encode fundamental neural information processing. To understand the system’s dynamics it is important to detect such recurrence domains, but it is challenging to extract them from experimental neuroscience datasets due to the large trial-to-trial variability. The proposed methodology extracts recurrent metastable states in univariate time series by transforming datasets into their time-frequency representations and computing recurrence plots based on instantaneous spectral power values in various frequency bands. Additionally, a new statistical inference analysis compares different trial recurrence plots with corresponding surrogates to obtain statistically significant recurrent structures. This combination of methods is validated by applying it to two artificial datasets. In a final study of visually-evoked Local Field Potentials in partially anesthetized ferrets, the methodology is able to reveal recurrence structures of neural responses with trial-to-trial variability. Focusing on different frequency bands, the delta-band activity is much less recurrent than alpha-band activity. Moreover, alpha-activity is susceptible to pre-stimuli, while delta-activity is much less sensitive to pre-stimuli. This difference in recurrence structures in different frequency bands indicates diverse underlying information processing steps in the brain.
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.
Renormalisation of random hierarchial systems
Jordan, Jonathan
2003-01-01
?This thesis considers a number of problems which are related to the study of random fractals. We define a class of iterations (which we call random hierarchical systems) of probability distributions, which are defined by applying a random map to a set of k independent and identically distributed random variables. Classical examples of this sort of iteration include the Strong Law of Large Numbers, Galton-Watson branching processes, and the construction of random self-simila...
Babonneix, A.; Gourdeau, L.; Durand, F.; Menkes, C. E.; Djath, N.
2012-04-01
As the most powerful source of climatic variability in the Pacific Ocean, the El Nio Southern Oscillation (ENSO) deeply impacts the equatorial oceanic currents. The Pacific Equatorial UnderCurrent (EUC) is a powerful jet flowing eastward and shoaling with the thermocline in the eastern Pacific, bringing cold waters in surface that retroact with the atmosphere. Its transport has thus been found to follow significant variations at ENSO timescale, with an increased (decreased) transport in La Nia (El Nio) phases. However, the EUC mean properties also vary more slowly due to extratropical forcing. This process is able to modify the heat and mass transports of the subducted waters that feed the EUC. By changing the mean equatorial oceanic conditions, this is suspected to modulate in return the ENSO signal. The EUC sources have very different origins: contributions come from both hemispheres, in part from the Low-Latitude Western Boundary Currents (LLWBCs) and the remaining from the interior ocean. Each source follows different pathways and is characterized by particular properties which differently influences the properties of the downstream equatorial undercurrent and the cold tongue upwelling. The question of the location of the different EUC sources is thus of crucial importance. In this poster, we investigate the links between the ENSO variability and the partitioning of the EUC sources. For this purpose, we use a set of five simulations made available by the DRAKKAR project ranging from a 2 laminar resolution to a turbulent 1/12 partly resolving the meso-scale processes. Increasing models horizontal resolution is largely thought to improve the quality of the resulting simulated currents, in terms of dynamics as of variability. Results show that if some distinct elements appear in terms of mean transit times, little variations are found in terms of partitioning within the different simulations. However, we show that the partitioning between the EUC sources evolves at an interannual timescale. For this purpose, we utilize two extreme events: the 1997-1998 El Nio and the 1999-2000 La Nia. The El Nio episode is found to coincide with a perceptible decrease in the WBCs sources as the La Nia is marked by a striking increase of the inner ocean sources. This is an unanticipated result as the total WBCs transports are known to follow inverse trends, with an increased (decreased) transport in El Nio (La Nia) phases.
The electronic transport properties of ultra-low doped conducting polymer nanowires exhibit characteristics of a pinned one-dimensional Wigner crystal (1D WC) due to the long range electron-electron interaction at low temperature (<30 K). These wires also show characteristics of three-dimensional variable range hopping (3D VRH) at higher temperature. Here we report a resistivity study of these nanowires as a function of the bias around and above 30 K, to show that a crossover takes place from 3D VRH to power law behavior as the bias voltage or current is increased from a low to a relatively high value. The experimental results for this temperature range show several similarities to the theoretically predicted properties of disordered Luettinger liquid, though at lower temperature the characteristics of the 1D WC are obtained for these nanowires.
LOCO: Distributing Ridge Regression with Random Projections
Heinze, Christina; Mcwilliams, Brian; Meinshausen, Nicolai; Krummenacher, Gabriel
2014-01-01
We propose LOCO, an algorithm for large-scale ridge regression which distributes the features across workers on a cluster. Important dependencies between variables are preserved using structured random projections which are cheap to compute and must only be communicated once. We show that LOCO obtains a solution which is close to the exact ridge regression solution in the fixed design setting. We verify this experimentally in a simulation study as well as an application to climate prediction....
Random solutions of random problems...are not just random
Achlioptas, Dimitris
2008-01-01
Let I(n,m) denote a uniformly random instance of some constraint satisfaction problem CSP with n variables and m constraints. Assume that the density r=m/n is small enough so that with high probability I(n,m) has a solution, and consider the experiment of first choosing an instance I=I(n,m) at random, and then sampling a random solution sigma of I (if one exists). For many CSPs (e.g., k-SAT, k-NAE, or k-coloring), this experiment appears difficult both to implement and to analyze; in fact, for a large range of r, no efficient algorithm is known to even compute a single solution of I. In the present paper we show that for many CSPs the above experiment is essentially equivalent to first choosing a random assignment sigma to the n variables, and then drawing a random instance satisfied by sigma uniformly. In general, this second experiment is very easy to implement and amenable to a rigorous analysis. In fact, using this equivalence, we can analyze the solution space of random CSPs. Thus, we can achieve the lon...
Zakharov, S. I.
1983-03-01
Attention is given to the problem of the detection of a random signal on a background of random noise in the case of unknown correlation matrices of signal and noise. Optimal invariant rules are obtained for the combination of the detection channels with a fixed probability of false alarm. The characteristics of these rules and of the Hotelling test are examined.
Valenza, Gaetano; Nardelli, Mimma; Lanat, Antonio; Gentili, Claudio; Bertschy, Gilles; Paradiso, Rita; Scilingo, Enzo Pasquale
2014-09-01
Current clinical practice in diagnosing patients affected by psychiatric disorders such as bipolar disorder is based only on verbal interviews and scores from specific questionnaires, and no reliable and objective psycho-physiological markers are taken into account. In this paper, we propose to use a wearable system based on a comfortable t-shirt with integrated fabric electrodes and sensors able to acquire electrocardiogram, respirogram, and body posture information in order to detect a pattern of objective physiological parameters to support diagnosis. Moreover, we implemented a novel ad hoc methodology of advanced biosignal processing able to effectively recognize four possible clinical mood states in bipolar patients (i.e., depression, mixed state, hypomania, and euthymia) continuously monitored up to 18 h, using heart rate variability information exclusively. Mood assessment is intended as an intrasubject evaluation in which the patient's states are modeled as a Markov chain, i.e., in the time domain, each mood state refers to the previous one. As validation, eight bipolar patients were monitored collecting and analyzing more than 400 h of autonomic and cardiovascular activity. Experimental results demonstrate that our novel concept of personalized and pervasive monitoring constitutes a viable and robust clinical decision support system for bipolar disorders recognizing mood states with a total classification accuracy up to 95.81%. PMID:24240031
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 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.
Luanda A. C. Grecco; Natália A. C. Duarte; Zanon, Nelci; Galli, Manuela; Fregni, Felipe; Oliveira, Claudia S.
2014-01-01
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 effect 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 cont...
A Kendall correlation coefficient for functional dependence
Dalia Jazmín Valencia García; Lillo, Rosa E.; Juan Romo
2013-01-01
Measuring dependence is a basic question when dealing with functional observations. The usual correlation for curves is not robust. Kendall's coefficient is a natural description of dependence between finite dimensional random variables. We extend this concept to functional observations. Given a bivariate sample of functions, a robust analysis of dependence can be carried out through the functional version of a Kendall correlation coefficient introduced in this paper. We also study its statis...
Babanov, Yuri; Salamatov, Yuri [Institute of Metal Physics Russian Academy of Sciences, 18 S. Kovalevskaya str., 620041 Ekaterinburg (Russian Federation); Mukhamedzhanov, Enver, E-mail: babanov@imp.uran.r [Russian Research Centre ' Kurchatov Institute' , 1 Kurchatov Sq., 123182 Moscow (Russian Federation)
2009-11-15
We propose a new method for studying multilayer structure using angle resolved extended x-ray absorption fine structure (EXAFS) measurements. The linear integral equation describing a connection between the fluorescence intensity for spectrum of element C, the incident beam energy E, the incident angle {phi} and the concentration profile p(z,C) has been derived. It is a Fredholm integral equation of the first kind, it belongs to the class of ill-posed problems and for solution it needs special methods. We use the regularization method. For determining the depth-dependent partial interatomic distances we use angle resolved EXAFS data. The effectiveness of the method has been tested during numerical simulation on the model crystalline three-layer with BCC structure: Cr/Fe/Cr.
Isotope partitioning beginning with the binary E.MgATP and E.N-acetyl-Leu-Arg-Arg-Ala-Ser-Leu-Gly (Ser-peptide) complexes indicates that the kinetic mechanism for the adenosine 3',5'-monophosphate dependent protein kinase is steady-state random. A total of 100% of the initial radioactive E.MgATP complex is trapped as phospho-Ser-peptide at infinite Ser-peptide concentration at both low and high concentration of uncomplexed Mg2+, suggesting that the off-rate of MgATP from the E.MgATP.Ser-peptide complex is slow relative to the catalytic steps. Km for Ser-peptide in the trapping reaction decreases from 17 microM at low Mg2+ to 2 microM at high Mg2+, indicating that Mg2+ decreases the off-rate for MgATP from the E.MgATP complex. A total of 100% of the radioactive E.Ser-peptide complex is trapped as phospho-Ser-peptide at low Mg2+, but only 40% is trapped at high Mg2+ in the presence of an infinite concentration of MgATP, suggesting that the off-rate for Ser-peptide from the central complex is much less than catalysis at low but not at high Mg2+. In support of this finding, the Ki for Leu-Arg-Arg-Ala-Ala-Leu-Gly (Ala-peptide) increases from 0.27 mM at low Mg2+ to 2.4 mM at high Mg2+. No trapping was observed at either high or low Mg2+ for the E.MgADP complex up to a phospho-Ser-peptide concentration of 5 mM. Thus, it is likely that in the slow-reaction direction the kinetic mechanism is rapid equilibrium
Girón Sandra
2011-02-01
Full Text Available Abstract Background Many studies have suggested a relationship between metabolic abnormalities and impaired fetal growth with the development of non-transmissible chronic diseases in the adulthood. Moreover, it has been proposed that maternal factors such as endothelial function and oxidative stress are key mechanisms of both fetal metabolic alterations and subsequent development of non-transmissible chronic diseases. The objective of this project is to evaluate the effect of micronutrient supplementation and regular aerobic exercise on endothelium-dependent vasodilation maternal and stress oxidative of the newborn. Methods and design 320 pregnant women attending to usual prenatal care in Cali, Colombia will be included in a factorial randomized controlled trial. Women will be assigned to the following intervention groups: 1. Control group: usual prenatal care (PC and placebo (maltodextrine. 2. Exercise group: PC, placebo and aerobic physical exercise. 3. Micronutrients group: PC and a micronutrients capsule consisting of zinc (30 mg, selenium (70 μg, vitamin A (400 μg, alphatocopherol (30 mg, vitamin C (200 mg, and niacin (100 mg. 4. Combined interventions Group: PC, supplementation of micronutrients, and aerobic physical exercise. Anthropometric measures will be taken at the start and at the end of the interventions. Discussion Since in previous studies has been showed that the maternal endothelial function and oxidative stress are related to oxidative stress of the newborn, this study proposes that complementation with micronutrients during pregnancy and/or regular physical exercise can be an early and innovative alternative to strengthen the prevention of chronic diseases in the population. Trial registration NCT00872365.
Multivariate Tests for Correlated Data in Completely Randomized Designs.
Mielke, Paul W., Jr.; Berry, Kenneth J.
1999-01-01
Provides power comparisons for three permutation tests and the Bartlett-Nanda-Pillai trace test (BNP) (M. Bartlett, 1939; D. Nanda, 1950; K. Pillai, 1955) in completely randomized experimental designs with correlated multivariate-dependent variables. The power of the BNP was generally found to be less than that of at least one of the permutation…
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…
Identification and shape restrictions in nonparametric instrumental variables estimation
Freyberger, Joachim; Horowitz, Joel
2012-01-01
This paper is concerned with inference about an unidentified linear function, L(g), where the function g satisfies the relation Y=g(X)+U; E(U |W)=0. In this relation, Y is the dependent variable, X is a possibly endogenous explanatory variable, W is an instrument for X and U is an unobserved random variable. The data are an independent random sample of (Y, X, W). In much applied research, X and W are discrete, and W has fewer points of support than X. Consequently, neither g nor L(g) is nonpa...
Perturbed Copula: Introducing the skew effect in the co-dependence
Alberto Elices; Jean-Pierre Fouque
2010-01-01
Gaussian copulas are widely used in the industry to correlate two random variables when there is no prior knowledge about the co-dependence between them. The perturbed Gaussian copula approach allows introducing the skew information of both random variables into the co-dependence structure. The analytical expression of this copula is derived through an asymptotic expansion under the assumption of a common fast mean reverting stochastic volatility factor. This paper applies this new perturbed ...
Ziv, A.; Cochard, A.
2006-08-01
Neither the Omori type of clustering prior to and following large earthquakes nor the Gutenberg-Richter distribution are reproducible by present continuous models. Discrete models, on the other hand, give rise to more complex and closer to realistic earthquake clustering. The objective of this study is twofold: to explore the consequences of spatial discreteness on the distribution in time and space of earthquake activity on a fault governed by rate-and-state friction and to examine the effect of interaction between seismic slip and aseismic creep on aftershock sequences. To that end we model a long, vertical, two-dimensional strike-slip fault that is governed by rate- and state-dependent friction and is embedded in a three-dimensional elastic half-space. Quasi-dynamic motion on the fault is driven by steady displacement applied below the fault and at distance W/2 on either side of the fault plane. The model is said to be spatially discrete in that the computational cells are oversized with respect to the critical length scale that is implied by the friction law. The model reproduces some of the characteristics of natural seismicity, including the nonperiodic recurrence times and the Omori type of clustering prior to and following large earthquakes. It also produces a wide range of earthquake magnitudes but with a ratio of small to large earthquakes that is in excess with respect to what is inferred form natural catalogs. We examined the effect of a stress step applied on the creeping portions of the model and confirmed that aftershock sequences resulting from stress relaxation on creeping segments decay asymptotically to 1/time. Finally, we discuss fundamental differences between seismicity models employing rate-and-state friction and those employing static/kinetic friction.
Palacios, C.; Abecia, J. A.
2015-05-01
A total number of 48,088 artificial inseminations (AIs) have been controlled during seven consecutive years in 79 dairy sheep Spanish farms (41° N). Mean, maximum and minimum ambient temperatures ( Ts), temperature amplitude (TA), mean relative humidity (RH), mean solar radiation (SR) and total rainfall of each insemination day and 15 days later were recorded. Temperature-humidity index (THI) and effective temperature (ET) have been calculated. A binary logistic regression model to estimate the risk of not getting pregnant compared to getting pregnant, through the odds ratio (OR), was performed. Successful winter inseminations were carried out under higher SR ( P 1 (maximum T, ET and rainfall on AI day, and ET and rainfall on day 15), and two variables presented OR AI day and maximum T on day 15). However, the effect of meteorological factors affected fertility in opposite ways, so T becomes a protective or risk factor on fertility depending on season. In conclusion, the percentage of pregnancy after AI in sheep is significantly affected by meteorological variables in a seasonal-dependent manner, so the parameters such as temperature reverse their effects in the hot or cold seasons. A forecast of the meteorological conditions could be a useful tool when AI dates are being scheduled.
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)
Ruffini, Nuria; D'Alessandro, Giandomenico; Mariani, Nicolò; Pollastrelli, Alberto; Cardinali, Lucia; Cerritelli, Francesco
2015-01-01
Context: Heart Rate Variability (HRV) indicates how heart rate changes in response to inner and external stimuli. HRV is linked to health status and it is an indirect marker of the autonomic nervous system (ANS) function. Objective: To investigate the influence of osteopathic manipulative treatment (OMT) on cardiac autonomic modulation in healthy subjects, compared with sham therapy and control group. Methods: Sixty-six healthy subjects, both male and female, were included in the present 3-ar...
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.
Limit theorems for Markov random fields
Markov Random Fields (MRF's) have been extensively applied in Statistical Mechanics as well as in Bayesian Image Analysis. MRF's are a special class of dependent random variables located at the vertices of a graph whose joint distribution includes a parameter called the temperature. When the number of vertices of the graph tends to infinity, the normalized distribution of statistics based on these random variables converge in distribution. It can happen that for certain values of the temperature, that the rate of growth of these normalizing constants change drastically. This feature is generally used to explain the phenomenon of phase transition as understood by physicist. In this dissertation the author will show that this drastic change in normalizing constants occurs even in the relatively smooth case when all the random variables are Gaussian. Hence any image analytic MRF ought to be checked for such discontinuous behavior before any analysis is performed. Mixed limit theorems in Bayesian Image Analysis seek to replace intensive simulations of MRF's with limit theorems that approximate the distribution of the MRF's as the number of sites increases. The problem of deriving mixed limit theorems for MRF's on a one dimensional lattice graph with an acceptor function that has a second moment has been studied by Chow. A mixed limit theorem for the integer lattice graph is derived when the acceptor function does not have a second moment as for instance when the acceptor function is a symmetric stable density of index 0 < α < 2
Tests of the random walk hypothesis for financial data
Nakamura, Tomomichi; Small, Michael
2007-04-01
We propose a method from the viewpoint of deterministic dynamical systems to investigate whether observed data follow a random walk (RW) and apply the method to several financial data. Our method is based on the previously proposed small-shuffle surrogate method. Hence, our method does not depend on the specific data distribution, although previously proposed methods depend on properties of the data distribution. The data we use are stock market (Standard & Poor's 500 in US market and Nikkei225 in Japanese market), exchange rate (British Pound/US dollar and Japanese Yen/US dollar), and commodity market (gold price and crude oil price). We found that these financial data are RW whose first differences are independently distributed random variables or time-varying random variables.
The partial copula: Properties and associated dependence measures
Spanhel, Fabian; Kurz, Malte S.
2015-01-01
The partial correlation coefficient is a commonly used measure to assess the conditional dependence between two random variables. We provide a thorough explanation of the partial copula, which is a natural generalization of the partial correlation coefficient, and investigate several of its properties. In addition, properties of some associated partial dependence measures are examined.
Sislian, J. P.
1978-01-01
The full Navier-Stokes time-dependent, compressible, turbulent, mean-flow equations in mass-averaged variables for plane or axisymmetric flow are presented. The equations are derived in a body-oriented, orthogonal, curvilinear coordinate system. Turbulence is modelled by a system of two equations for mass-averaged turbulent kinetic energy and dissipation rate proposed. These equations are rederived and some new features are discussed. A system of second order boundary layer equations is then derived which includes the effects of longitudinal curvature and the normal pressure gradient. The Wilcox and Chambers approach is used in considering effects of streamline curvature on turbulence phenomena in turbulent boundary layer type flows. Their two-equation turbulence model with curvature terms are rederived for the cases considered in the present report. The derived system equations serves as a basis for an investigation of problems where streamline curvature is of the order of the characteristic length in the longitudinal direction.
The quantum states of time-dependent coupled oscillator model for charged particles subjected to variable magnetic field are investigated using the invariant operator methods. To do this, we have taken advantage of an alternative method, so-called unitary transformation approach, available in the framework of quantum mechanics, as well as a generalized canonical transformation method in the classical regime. The transformed quantum Hamiltonian is obtained using suitable unitary operators and is represented in terms of two independent harmonic oscillators which have the same frequencies as that of the classically transformed one. Starting from the wave functions in the transformed system, we have derived the full wave functions in the original system with the help of the unitary operators. One can easily take a complete description of how the charged particle behaves under the given Hamiltonian by taking advantage of these analytical wave functions.
Moeller, Niels C; Korsholm, Lars; Kristensen, Peter L; Andersen, Lars B; Wedderkopp, Niels; Froberg, Karsten
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. PMID:18405353
Andersen Lars B
2008-04-01
Full Text Available 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 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.
Jhanjee, Sonali; Jain, Raka; Jain, Veena; Gupta, Tina; Mittal, Swati; Goelz, Patricia; Schnoll, Robert
2015-01-01
This study examined changes in tobacco craving, withdrawal and affect as correlates of efficacy in a phase 2 clinical trial of varenicline for smokeless tobacco dependence in India. Smokeless tobacco users (N = 237) at the All India Institute of Medical Sciences were randomized to placebo or varenicline. Abstinence was defined as cotinine-verified 7-day point prevalence cessation at end of treatment (EOT). General Linear Model repeated measures assessed the effects of treatment condition, tim...
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
2015-11-01
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 (Jα18- / - and TGFβRIIdn) 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 TGFβRIIdn 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
Mutl, Jan; Pfaffermayr, Michael
2008-01-01
This paper studies the spatial random effects and spatial fixed effects model. The model includes a Cliff and Ord type spatial lag of the dependent variable as well as a spatially lagged one-way error component structure, accounting for both heterogeneity and spatial correlation across units. We discuss instrumental variable estimation under both the fixed and the random effects specification and propose a spatial Hausman test which compares these two models accounting for spatial autocorrela...
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.…
A Composite Likelihood Inference in Latent Variable Models for Ordinal Longitudinal Responses
Vasdekis, Vassilis G. S.; Cagnone, Silvia; Moustaki, Irini
2012-01-01
The paper proposes a composite likelihood estimation approach that uses bivariate instead of multivariate marginal probabilities for ordinal longitudinal responses using a latent variable model. The model considers time-dependent latent variables and item-specific random effects to be accountable for the interdependencies of the multivariate…
?apek, Jan, E-mail: jan.capek@centrum.cz [Department of Physics of Materials, Faculty of Mathematics and Physics, Charles University, Ke Karlovu 5, 121 16 Prague (Czech Republic); Mthis, Kristin [Department of Physics of Materials, Faculty of Mathematics and Physics, Charles University, Ke Karlovu 5, 121 16 Prague (Czech Republic); Clausen, Bjrn [Los Alamos National Laboratory, Lujan Neutron Scattering Center, Los Alamos, NM 87545 (United States); Strsk, Jitka [Department of Physics of Materials, Faculty of Mathematics and Physics, Charles University, Ke Karlovu 5, 121 16 Prague (Czech Republic); Beran, P?emysl; Luk, Petr [Nuclear Physics Institute of the Academy of Sciences of the Czech Republic, ?e 250 68 (Czech Republic)
2014-04-01
The twinning activity in random textured cast magnesium during monotonic, room temperature tension and compression tests was monitored by acoustic emission (AE) and neutron diffraction (ND). The AE detected higher twin nucleation activity in tension than in compression. The correlation of AE with the ND data indicates that in compression the nucleation of twins is followed by rapid growth, unlike in tension in which twin variants with limited growth were observed.
Batista, Edson Kruger; Klauss, Jaisa; Fregni, Felipe; Nitsche, Michael A; Nakamura-Palacios, Ester Miyuki
2015-01-01
Background: Transcranial direct current stimulation over the dorsolateral prefrontal cortex has been shown to be clinically useful in the treatment of drug addiction. Methods: We conducted a double-blind randomized clinical trial aiming to assess the effects of bilateral dorsolateral prefrontal cortex transcranial direct current stimulation (left cathodal/right anodal) on crack-cocaine addiction. We defined craving as the primary outcome, and other clinical measurements, including depressive ...
A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
Babuška, Ivo
2010-01-01
This work proposes and analyzes a stochastic collocation method for solving elliptic partial differential equations with random coefficients and forcing terms. These input data are assumed to depend on a finite number of random variables. The method consists of a Galerkin approximation in space and a collocation in the zeros of suitable tensor product orthogonal polynomials (Gauss points) in the probability space, and naturally leads to the solution of uncoupled deterministic problems as in the Monte Carlo approach. It treats easily a wide range of situations, such as input data that depend nonlinearly on the random variables, diffusivity coefficients with unbounded second moments, and random variables that are correlated or even unbounded. We provide a rigorous convergence analysis and demonstrate exponential convergence of the “probability error” with respect to the number of Gauss points in each direction of the probability space, under some regularity assumptions on the random input data. Numerical examples show the effectiveness of the method. Finally, we include a section with developments posterior to the original publication of this work. There we review sparse grid stochastic collocation methods, which are effective collocation strategies for problems that depend on a moderately large number of random variables.
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.
Kirsch, Werner; Mller, 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.
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.
David Cameron-Smith; Carey, Kate A.; Petra Gran; Trenerry, Marissa K.; Farnfield, Michelle M.
2009-01-01
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 ei...
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.
Madigan, Kevin
2013-01-01
Patients who experience the onset of psychotic illness with a comorbid diagnosis of cannabis dependence experience poor clinical outcomes. Few studies have identified interventions that reduce cannabis use and improve clinical outcome in this population.
Morley, Kirsten C; Baillie, Andrew; Sannibale, Claudia; Teesson, Maree; Haber, Paul S.
2013-01-01
Background A major barrier to successful treatment in alcohol dependence is psychiatric comorbidity. During treatment, the time to relapse is shorter, the drop-out rate is increased, and long-term alcohol consumption is greater for those with comorbid major depression or anxiety disorder than those with an alcohol use disorder with no comorbid mental disorder. The treatment of alcohol dependence and psychological disorders is often the responsibility of different services, and this can hinder...
Garland, Eric L; Roberts-Lewis, Amelia; Tronnier, Christine D; Graves, Rebecca; Kelley, Karen
2016-02-01
In many clinical settings, there is a high comorbidity between substance use disorders, psychiatric disorders, and traumatic stress. Novel therapies are needed to address these co-occurring issues efficiently. The aim of the present study was to conduct a pragmatic randomized controlled trial comparing Mindfulness-Oriented Recovery Enhancement (MORE) to group Cognitive-Behavioral Therapy (CBT) and treatment-as-usual (TAU) for previously homeless men residing in a therapeutic community. Men with co-occurring substance use and psychiatric disorders, as well as extensive trauma histories, were randomly assigned to 10 weeks of group treatment with MORE (n = 64), CBT (n = 64), or TAU (n = 52). Study findings indicated that from pre-to post-treatment MORE was associated with modest yet significantly greater improvements in substance craving, post-traumatic stress, and negative affect than CBT, and greater improvements in post-traumatic stress and positive affect than TAU. A significant indirect effect of MORE on decreasing craving and post-traumatic stress by increasing dispositional mindfulness was observed, suggesting that MORE may target these issues via enhancing mindful awareness in everyday life. This pragmatic trial represents the first head-to-head comparison of MORE against an empirically-supported treatment for co-occurring disorders. Results suggest that MORE, as an integrative therapy designed to bolster self-regulatory capacity, may hold promise as a treatment for intersecting clinical conditions. PMID:26701171
Learning Dependencies between Case Frame Slots
Li, H; Li, Hang; Abe, Naoki
1996-01-01
We address the problem of automatically acquiring case frame patterns (selectional patterns) from large corpus data. In particular, we propose a method of learning dependencies between case frame slots. We view the problem of learning case frame patterns as that of learning multi-dimensional discrete joint distributions, where random variables represent case slots. We then formalize the dependencies between case slots as the probabilistic dependencies between these random variables. Since the number of parameters in a multi-dimensional joint distribution is exponential, it is infeasible to accurately estimate them in practice. To overcome this difficulty, we settle with approximating the target joint distribution by the product of low order component distributions, based on corpus data. In particular we propose to employ an efficient learning algorithm based on the MDL principle to realize this task. Our experimental results indicate that for certain classes of verbs, the accuracy achieved in a disambiguation...
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...
Boguslawski, Martin; Brake, Sebastian; Armijo, Julien; Diebel, Falko; Rose, Patrick; Denz, Cornelia
2013-12-30
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. PMID:24514768
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.
Bouamrane, R
2003-01-01
An efficient algorithm, based on the Frank-Lobb reduction scheme, for calculating the equivalent dielectric properties of very large random resistor-capacitor (R-C) networks has been developed. It has been used to investigate the network size and composition dependence of dielectric properties and their statistical variability. The dielectric properties of 256 samples of random networks containing: 512, 2048, 8192 and 32 768 components distributed randomly in the ratios 60% R-40% C, 50% R-50% C and 40% R-60% C have been computed. It has been found that these properties exhibit the anomalous power law dependences on frequency known as the 'universal dielectric response' (UDR). Attention is drawn to the contrast between frequency ranges across which percolation determines dielectric response, where considerable variability is found amongst the samples, and those across which power laws define response where very little variability is found between samples. It is concluded that the power law UDRs are emergent pr...
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.
Batista, Edson Kruger; Klauss, Jaisa; Fregni, Felipe; Nitsche, Michael A.
2015-01-01
Background: Transcranial direct current stimulation over the dorsolateral prefrontal cortex has been shown to be clinically useful in the treatment of drug addiction. Methods: We conducted a double-blind randomized clinical trial aiming to assess the effects of bilateral dorsolateral prefrontal cortex transcranial direct current stimulation (left cathodal/right anodal) on crack-cocaine addiction. We defined craving as the primary outcome, and other clinical measurements, including depressive and anxiety symtoms, and quality of life, as secondary outcomes. Seventeen male crack-cocaine users (mean age 30.4±9.8 SD) were randomized to receive 5 sessions of active transcranial direct current stimulation (2 mA, 35cm2, for 20 minutes), every other day, and 19 males (mean age 30.3±8.4 SD) to receive sham-transcranial direct current stimulation (placebo) as control group. Results: Craving scores were significantly reduced in the transcranial direct current stimulation group after treatment when compared with sham-transcranial direct current stimulation (P=.028) and baseline values (P=.003), and decreased linearly over 4 weeks (before, during, and after treatment) in the transcranial direct current stimulation group only (P=.047). Changes of anxiety scores towards increase in the sham-transcranial direct current stimulation and decrease in the transcranial direct current stimulation group (P=.03), and of the overall perception of quality of life (P=.031) and of health (P=.048) towards decrease in the sham-transcranial direct current stimulation group and increase in the transcranial direct current stimulation group differed significantly between groups. Conclusions: Repetitive bilateral transcranial direct current stimulation over the dorsolateral prefrontal cortex reduced craving for crack-cocaine use, decreased anxiety, and improved quality of life. We hypothesize that transcranial direct current stimulation effects may be associated with increased prefrontal processing and regulation of craving behavior. PMID:26065432
Asymptotic results for conditional measures of association of a random sum
Asimit, A. V.; Chen, Y
2015-01-01
Asymptotic results are obtained for several conditional measures of association. The chosen random variables are the first two order statistics and the total sum within a random sum. Many of the results have confirmed the "one-jump"property of the risk model. Non-trivial limits are obtained when the dependence among the first two order statistics is considered. Our results help in understanding the extreme behaviour of well-known reinsurance treaties that involve only few large claims. Intere...
Ana Cristina Zanon, Yagui; Luciana Assis Pires Andrade, Vale; Luciana Branco, Haddad; Cristiane, Prado; Felipe de Souza, Rossi; Alice D' Agostini, Deutsch; Celso Moura, Rebello.
2011-12-01
Full Text Available OBJETIVO: Avaliar a eficcia e segurana da presso positiva contnua na via area (CPAP) utilizando aparelhos de fluxo varivel e fluxo contnuo em selo d'gua, quanto a falha do CPAP, ocorrncia de escape de ar, tempo de uso de CPAP e de oxignio e tempo de internao em unidade de terapia intensi [...] va e hospitalar em neonatos com desconforto respiratrio (DR) moderado e peso de nascimento (PN) > 1.500 g. MTODOS: Quarenta recm-nascidos que necessitavam de CPAP foram randomizados em dois grupos: um grupo tratado com fluxo varivel (FV) e outro com fluxo contnuo (FC). O estudo foi realizado entre outubro de 2008 e abril de 2010. Foram registrados dados demogrficos, falha do CPAP, ocorrncia de escape de ar, tempo de uso de CPAP e de oxignio, entre outros. Os desfechos categricos foram analisados com o teste do qui-quadrado ou exato de Fisher e as variveis contnuas com o teste de Mann-Whitney, com significncia de p 1.500 g e DR moderado, o CPAP nasal com fluxo contnuo apresentou os mesmos benefcios do CPAP nasal com fluxo varivel. Abstract in english OBJECTIVE: To evaluate the efficacy and safety of nasal continuous positive airway pressure (NCPAP) using devices with variable flow or bubble continuous positive airway pressure (CPAP) regarding CPAP failure, presence of air leaks, total CPAP and oxygen time, and length of intensive care unit and h [...] ospital stay in neonates with moderate respiratory distress (RD) and birth weight (BW) > 1,500 g. METHODS: Forty newborns requiring NCPAP were randomized into two study groups: variable flow group (VF) and continuous flow group (CF). The study was conducted between October 2008 and April 2010. Demographic data, CPAP failure, presence of air leaks, and total CPAP and oxygen time were recorded. Categorical outcomes were tested using the chi-square test or the Fisher's exact test. Continuous variables were analyzed using the Mann-Whitney test. The level of significance was set at p 1,500 g and moderate RD, the use of continuous flow NCPAP showed the same benefits as the use of variable flow NCPAP.
Decompounding random sums: A nonparametric approach
Hansen, Martin Bøgsted; Pitts, Susan M.
2006-01-01
Observations from sums of random variables with a random number of summands, known as random, compound or stopped sums arise within many areas of engineering and science. Quite often it is desirable to infer properties of the distribution of the terms in the random sum. In the present paper we review a number of applications and consider the nonlinear inverse problem of inferring the cumulative distribution function of the components in the random sum. We review the existing literature on non...
The extremes of random walks in random sceneries
Franke, Brice; Saigo, Tatsuhiko
2009-01-01
In this article we analyse the behaviour of the extremes of a random walk in a random scenery. The random walk is assumed to be in the domain of attraction of a stable law, and the scenery is assumed to be in the domain of attraction of an extreme value distribution. The resulting random sequence is stationary and strongly dependent if the underlying random walk is recurrent. We prove a limit theorem for the extremes of the resulting stationary process. However, if the underlying ...
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,
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.
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.
Weak Law of Large Numbers for Hybrid Variables Based on Chance Measure
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.
Goodness-of-fit tests with dependent observations
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
Nishimura, R; Osonoi, T; Kanada, S; Jinnouchi, H; Sugio, K; Omiya, H; Ubukata, M; Sakai, S; Samukawa, Y
2015-08-01
The aim of the present study was to determine the effects of luseogliflozin on 24-h glucose levels, assessed by continuous glucose monitoring, and on pharmacodynamic variables measured throughout the day. In this double-blind, placebo-controlled, crossover study, 37 patients with type 2 diabetes mellitus inadequately controlled with diet and exercise were randomized into two groups. Patients in each group first received luseogliflozin then placebo for 7?days each, or vice versa. After 7?days of treatment, the mean 24-h glucose level was significantly lower with luseogliflozin than with placebo [mean (95% confidence interval) 145.9 (134.4-157.5)?mg/dl vs 168.5 (156.9-180.0)?mg/dl; p?
ajansen; kwhitefoot; panteltje1; edprochak; sudhakar, the
2014-07-01
In reply to the physicsworld.com news story “How to make a quantum random-number generator from a mobile phone” (16 May, http://ow.ly/xFiYc, see also p5), which describes a way of delivering random numbers by counting the number of photons that impinge on each of the individual pixels in the camera of a Nokia N9 smartphone.
Random trinomial tree models and vanilla options
Ganikhodjaev, Nasir; Bayram, Kamola
2013-09-01
In this paper we introduce and study random trinomial model. The usual trinomial model is prescribed by triple of numbers (u, d, m). We call the triple (u, d, m) an environment of the trinomial model. A triple (Un, Dn, Mn), where {Un}, {Dn} and {Mn} are the sequences of independent, identically distributed random variables with 0 < Dn < 1 < Un and Mn = 1 for all n, is called a random environment and trinomial tree model with random environment is called random trinomial model. The random trinomial model is considered to produce more accurate results than the random binomial model or usual trinomial model.
On the Bahadur representation of sample quantiles for dependent sequences
Wu, W B
2005-01-01
We establish the Bahadur representation of sample quantiles for linear and some widely used nonlinear processes. Local fluctuations of empirical processes are discussed. Applications to the trimmed and Winsorized means are given. Our results extend previous ones by establishing sharper bounds under milder conditions and thus provide new insight into the theory of empirical processes for dependent random variables.
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 Rhne valley, near Sierre (Wallis, Switzerland). From a hydrological point of view, the Rhne 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.
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...
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.
Positive Dependence Properties of Point Processes
Burton, Robert M.; Franzosa, Marie M.
1990-01-01
There are many ways of describing positive dependence, for example the strong FKG inequalities and association. It is known that for Bernoulli random variables the strong FKG inequalities are equivalent to all the conditional distributions being associated, which is in turn equivalent to all the conditional distributions having positively correlated marginals. These and similar definitions are extended to point processes on $\\mathbb{R}^d$. Examples are given to show that, unlike the analogous...
Dotsenko, Viktor S.
2011-03-01
In the last two decades, it has been established that a single universal probability distribution function, known as the Tracy-Widom (TW) distribution, in many cases provides a macroscopic-level description of the statistical properties of microscopically different systems, including both purely mathematical ones, such as increasing subsequences in random permutations, and quite physical ones, such as directed polymers in random media or polynuclear crystal growth. In the first part of this review, we use a number of models to examine this phenomenon at a simple qualitative level and then consider the exact solution for one-dimensional directed polymers in a random environment, showing that free energy fluctuations in such a system are described by the universal TW distribution. The second part provides detailed appendix material containing the necessary mathematical background for the first part.
Passive scalar intermittency in random flows
Lin, Zhi
2007-06-01
This thesis concentrates on reconstructing the complete probability density function (PDF) for a passive scalar governed by a random advection-diffusion equation using a variety of mathematical tools, primarily from partial differential equations, perturbation theory, numerical analysis and statistics. First we present a one-dimensional model which is essentially a random translation of pure heat equation. For some deterministic initial data, the ensuing scalar PDF and its statistical moments can be explicitly calculated. We use this model as a testbed for validating a numerical reconstruction procedure for the PDF via orthogonal polynomial expansion. In this model, the Peclet number is shown to be decisive in establishing the transition in the singularity structure of the PDF which affects the effectiveness of the series expansion, from only one algebraic singularity at unit scalar values (small Peclet), to two algebraic singularities at both unit and zero scalar values (large Peclet). Next, we study the more complicated, two-dimensional model in which the underlying flow is a random linear shear in one dimension. For planar, Gaussian random initial data, we identify the scalar PDF as an integral representing a conditional mixing of Gaussian probability measures averaged over all realizations of a single random variable, namely, the renormalized L2-norm of standard Wiener process. Rigorous asymptotic analyses and solid numerical simulation are performed to the integral formulation to study the evolution and the parametric dependence of the scalar PDF. During these analyses, we discover a transient, nonmonotonic "breathing" phenomena that is related to the multiple spatial scales in the initial random field. Lastly, some preliminary analytical and numerical results are presented to explore the potential of applying the reconstruction methodology to more general, physically relevant models, such as a rotating, viscous, wind-driven shallow water equation.
Eynard, Bertrand; Ribault, Sylvain
2015-01-01
We provide a self-contained introduction to random matrices. While some applications are mentioned, our main emphasis is on three different approaches to random matrix models: the Coulomb gas method and its interpretation in terms of algebraic geometry, loop equations and their solution using topological recursion, orthogonal polynomials and their relation with integrable systems. Each approach provides its own definition of the spectral curve, a geometric object which encodes all the properties of a model. We also introduce the two peripheral subjects of counting polygonal surfaces, and computing angular integrals.
Lal Mehta, Madan
1990-01-01
Since the publication of Random Matrices (Academic Press, 1967) so many new results have emerged both in theory and in applications, that this edition is almost completely revised to reflect the developments. For example, the theory of matrices with quaternion elements was developed to compute certain multiple integrals, and the inverse scattering theory was used to derive asymptotic results. The discovery of Selberg's 1944 paper on a multiple integral also gave rise to hundreds of recent publications. This book presents a coherent and detailed analytical treatment of random matrices, leading
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)
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.)
Jhanjee, Sonali; Jain, Raka; Jain, Veena; Gupta, Tina; Mittal, Swati; Goelz, Patricia; Schnoll, Robert A
2015-01-01
This study examined changes in tobacco craving, withdrawal, and affect as correlates of efficacy in a phase-2 clinical trial of varenicline for smokeless tobacco dependence in India. Smokeless tobacco users (N = 237) at the All India Institute of Medical Sciences were randomized to placebo or varenicline. Abstinence was defined as cotinine-verified seven-day point prevalence cessation at end of treatment (EOT). General Linear Model repeated measures assessed the effects of treatment condition, time, abstinence state, and interaction effects on changes in craving, withdrawal, positive (PA) and negative affect (NA) from baseline to EOT. All participants showed a significant reduction in withdrawal (p positive reinforcement (PR) craving (p vs. those still chewing smokeless tobacco. Additional research is needed concerning the effects of varenicline on craving, withdrawal, and affect among smokeless tobacco users. PMID:26317176
Classification of large microarray datasets using fast random forest construction.
Manilich, Elena A; Özsoyoğlu, Z Meral; Trubachev, Valeriy; Radivoyevitch, Tomas
2011-04-01
Random forest is an ensemble classification algorithm. It performs well when most predictive variables are noisy and can be used when the number of variables is much larger than the number of observations. The use of bootstrap samples and restricted subsets of attributes makes it more powerful than simple ensembles of trees. The main advantage of a random forest classifier is its explanatory power: it measures variable importance or impact of each factor on a predicted class label. These characteristics make the algorithm ideal for microarray data. It was shown to build models with high accuracy when tested on high-dimensional microarray datasets. Current implementations of random forest in the machine learning and statistics community, however, limit its usability for mining over large datasets, as they require that the entire dataset remains permanently in memory. We propose a new framework, an optimized implementation of a random forest classifier, which addresses specific properties of microarray data, takes computational complexity of a decision tree algorithm into consideration, and shows excellent computing performance while preserving predictive accuracy. The implementation is based on reducing overlapping computations and eliminating dependency on the size of main memory. The implementation's excellent computational performance makes the algorithm useful for interactive data analyses and data mining. PMID:21523931
Messaro. Semma; Harrison, Phillip
2010-01-01
Ares I Zonal Random vibration environments due to acoustic impingement and combustion processes are develop for liftoff, ascent and reentry. Random Vibration test criteria for Ares I Upper Stage pyrotechnic components are developed by enveloping the applicable zonal environments where each component is located. Random vibration tests will be conducted to assure that these components will survive and function appropriately after exposure to the expected vibration environments. Methodology: Random Vibration test criteria for Ares I Upper Stage pyrotechnic components were desired that would envelope all the applicable environments where each component was located. Applicable Ares I Vehicle drawings and design information needed to be assessed to determine the location(s) for each component on the Ares I Upper Stage. Design and test criteria needed to be developed by plotting and enveloping the applicable environments using Microsoft Excel Spreadsheet Software and documenting them in a report Using Microsoft Word Processing Software. Conclusion: Random vibration liftoff, ascent, and green run design & test criteria for the Upper Stage Pyrotechnic Components were developed by using Microsoft Excel to envelope zonal environments applicable to each component. Results were transferred from Excel into a report using Microsoft Word. After the report is reviewed and edited by my mentor it will be submitted for publication as an attachment to a memorandum. Pyrotechnic component designers will extract criteria from my report for incorporation into the design and test specifications for components. Eventually the hardware will be tested to the environments I developed to assure that the components will survive and function appropriately after exposure to the expected vibration environments.
Relative Complexity of random walks in random sceneries
Aaronson, Jon
2010-01-01
Relative complexity measures the complexity of a probability preserving transformation relative to a factor being a sequence of random variables whose exponential growth rate is the relative entropy of the extension. We prove distributional limit theorems for the relative complexity of certain zero entropy extensions: RWRSs whose associated random walks satisfy the alpha-stable CLT (alpha>1). The results give invariants for relative isomorphism of these.
Carney, Michelle Mohr; Buttell, Frederick P.
2005-01-01
Objective: The purpose of the study was to: (a) investigate the pre-treatment levels of interpersonal dependency and violence among women entering a 16-week, court-mandated, batterer intervention program (BIP) and determine if there were any associations between interpersonal dependency and violence; (b) investigate differences in demographic…
Tail Approximations of Integrals of Gaussian Random Fields
Liu, Jingchen
2010-01-01
This paper develops asymptotic approximations of $P(\\int_T e^{f(t)}dt > b)$ as $b\\rightarrow \\infty$ for homogeneous smooth Gaussian random field, $f$, living on a compact $d$-dimensional Jordan measurable set $T$. The integral of exponent of Gaussian random field is an important random variable for many generic models in spatial point processes, portfolio risk analysis, asset pricing and so forth. The analysis technique consists of two steps: 1. evaluate the tail probability $P(\\int_\\Delta e^{f(t)}dt > b)$ over a small domain $\\Delta$ depending on $b$, where $mes(\\Delta) \\rightarrow 0$ as $b\\rightarrow \\infty$ and $mes(\\cdot)$ is the Lebesgue measure; 2. with $\\Delta$ appropriately chosen, we show that $P(\\int_T e^{f(t)}dt > b) =(1+o(1)) mes(T) mes^{-1}(\\Delta) P(\\int_\\Delta e^{f(t)}dt > b)$.
Barra, Orazio A
2013-01-01
Although HRV (Heart Rate Variability) analyses have been carried out for several decades, several limiting factors still make these analyses useless from a clinical point of view. The present paper aims at overcoming some of these limits by introducing the "Life Potential" (BMP), a new mathematical algorithm which seems to exhibit surprising cognitive and predictive capabilities. BMP is defined as a linear combination of five HRV Non-Linear Variables, in turn derived from the thermodynamic formalism of chaotic dynamic systems. The paper presents experimental measurements of BMP (Average Values and Standard Deviations) derived from 1048 Holter tests, matched in age and gender, including a control group of 356 healthy subjects. The main results are: (a) BMP always decreases when the age increases, and its dependence on age and gender is well established; (b) the shape of the age dependence within "healthy people" is different from that found in the general group: this behavior provides evidence of possible illn...
Two-step memory within Continuous Time Random Walk. Description of double-action market dynamics
Tomasz Gubiec; Ryszard Kutner
2013-01-01
By means of a novel version of the Continuous-Time Random Walk (CTRW) model with memory, we describe, for instance, the stochastic process of a single share price on a double-auction market within the high frequency time scale. The memory present in the model is understood as dependence between successive share price jumps, while waiting times between price changes are considered as i.i.d. random variables. The range of this memory is defined herein by dependence between three successive jump...
Reactive Particles in Random Flows
Krolyi, Gyrgy; Tl, Tams; de Moura, Alessandro P.; Grebogi, Celso
2004-04-01
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.
Nevin, J A; Randolph; Holland, S; McLean, A P
2001-07-01
Two experiments asked whether resistance to change depended on variable-ratio as opposed to variable-interval contingencies of reinforcement and the different response rates they establish. In Experiment 1, pigeons were trained on multiple random-ratio random-interval schedules with equated reinforcer rates. Baseline response rates were disrupted by intercomponent food, extinction, and prefeeding. Resistance to change relative to baseline was greater in the interval component, and the difference was correlated with the extent to which baseline response rates were higher in the ratio component. In Experiment 2, pigeons were trained on multiple variable-ratio variable-interval schedules in one half of each session and on concurrent chains in the other half in which the terminal links corresponded to the multiple-schedule components. The schedules were varied over six conditions, including two with equated reinforcer rates. In concurrent chains, preference strongly overmatched the ratio of obtained reinforcer rates. In multiple schedules, relative resistance to response-independent food during intercomponent intervals, extinction, and intercomponent food plus extinction depended on the ratio of obtained reinforcer rates but was less sensitive than was preference. When reinforcer rates were similar, both preference and relative resistance were greater for the variable-interval schedule, and the differences were correlated with the extent to which baseline response rates were higher on the variable-ratio schedule, confirming the results of Experiment 1. These results demonstrate that resistance to change and preference depend in part on response rate as well as obtained reinforcer rate, and challenge the independence of resistance to change and preference with respect to response rate proposed by behavioral momentum theory. PMID:11516115
Pron, Guillaume; Nicolai, Christopher A; Koons, David N
2012-09-01
1. Most wild animal populations are subjected to many perturbations, including environmental forcing and anthropogenic mortality. How population size varies in response to these perturbations largely depends on life-history strategy and density regulation. 2. Using the mid-continent population of redhead Aythya americana (a North American diving duck), we investigated the population response to two major perturbations, changes in breeding habitat availability (number of ponds in the study landscape) and changes in harvest regulations directed at managing mortality patterns (bag limit). We used three types of data collected at the continental scale (capture-recovery, population surveys and age- and sex ratios in the harvest) and combined them into integrated population models to assess the interaction between density dependence and the effect of perturbations. 3. We observed a two-way interaction between the effects on fecundity of pond number and population density. Hatch-year female survival was also density dependent. Matrix modelling showed that population booms could occur after especially wet years. However, the effect of moderate variation in pond number was generally offset by density dependence the following year. 4. Mortality patterns were insensitive to changes in harvest regulations and, in males at least, insensitive to density dependence as well. We discuss potential mechanisms for compensation of hunting mortality as well as possible confounding factors. 5. Our results illustrate the interplay of density dependence and environmental variation both shaping population dynamics in a harvested species, which could be generalized to help guide the dual management of habitat and harvest regulations. PMID:22433018
Random sums of random vectors and multitype families of productive individuals
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.
Marta Makara-Studzińska
2013-10-01
Full Text Available Introduction: The level of life quality of people with alcohol dependence is significantly influenced by socio-demographic factors such as: gender, marital status and having a family. Additionally promoting anti-health behaviors such as smoking or using psychoactive substances among those with alcohol dependence also reduces the quality of life in this population. Aim of the research: The purpose of this project was to determine the impact of selected psycho-social and medical factors on the quality of life in alcohol-dependent patients in relation to the duration of abstinence. Study data served to determine whether there is a correlation between the presence of selected psycho-social and medical factors and a patient’s subjective perception of his/her quality of life. Material and methods: The study involved alcohol-dependent patients undergoing treatment in the Residential Alcohol Addiction Therapy Department of the Neuropsychiatric Hospital in Lublin. In the first stage of the study, the severity of the alcohol problem was assessed with the MAST and CAGE tests and quality of life was assessed with the SF-36 questionnaire. An Original Socio-Demographic Questionnaire was also used. In the second stage of the study, the SF-36 scale was used to evaluate the quality of life. The Original Socio-Demographic Questionnaire was also used. Results : The socio-economic factors that had a statistically significant impact on the quality of life of the alcohol-dependent individuals comprised sex, marital status and having a family. Marital status was shown to be one of the most important family-related factors significantly influencing the quality of life. Having a family was not a factor associated with subjective improvement of the quality of life during abstinence for alcohol-dependent individuals. Awareness of socio-economic and medical factors influencing quality of life in individuals addicted to alcohol and gambling is an important component of assistance given to those people. It allows the therapeutic plan to be adjusted to the individual needs of each patient, which increases treatment efficacy. Conclusions: A significant influence of the socio-demographic factors such as gender or marital status on the quality of life of people with alcohol dependence was observed. A positive correlation between promoting anti-health behavior such as smoking or using psychoactive substances and the level of life quality of people with alcohol dependence was noted.
A local limit theorem for random walks in random scenery and on randomly oriented lattices
Castell, Fabienne; Pène, Françoise; Schapira, Bruno
2010-01-01
Random walks in random scenery are processes defined by $Z_n:=\\sum_{k=1}^n\\xi_{X_1+...+X_k}$, where $(X_k,k\\ge 1)$ and $(\\xi_y,y\\in\\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that their distributions belong to the normal domain of attraction of stable laws with index $\\alpha\\in (0,2]$ and $\\beta\\in (0,2]$ respectively. These processes were first studied by H. Kesten and F. Spitzer, who proved the convergence in distribution when $\\alpha\
Fatma ŞAŞMAZ ÖREN; Pınar KARATEKİN; Şule ERDEM; ORMANCI, Ümmühan
2012-01-01
The aim of this present study is to determine the level of knowledge of the science-technology teacher candidates on the issue of plant respiration and photosynthesis through concept cartoons. And, the knowledge level of the participants on the issue is examined in terms of different variables, such as grade level and type of education. The method of the study is the survey method, which is one of the qualitative research methods. For this purpose, the sample of the study consists of 192 scie...
Dynamical Localization of Quantum Walks in Random Environments
Joye, Alain
2010-01-01
The dynamics of a one dimensional quantum walker on the lattice with two internal degrees of freedom, the coin states, is considered. The discrete time unitary dynamics is determined by the repeated action of a coin operator in U(2) on the internal degrees of freedom followed by a one step shift to the right or left, conditioned on the state of the coin. For a fixed coin operator, the dynamics is known to be ballistic. We prove that when the coin operator depends on the position of the walker and is given by a certain i.i.d. random process, the phenomenon of Anderson localization takes place in its dynamical form. When the coin operator depends on the time variable only and is determined by an i.i.d. random process, the averaged motion is known to be diffusive and we compute the diffusion constants for all moments of the position.
Random Constraint Satisfaction Problems
Coja-Oghlan, Amin
2009-01-01
Random instances of constraint satisfaction problems such as k-SAT provide challenging benchmarks. If there are m constraints over n variables there is typically a large range of densities r=m/n where solutions are known to exist with probability close to one due to non-constructive arguments. However, no algorithms are known to find solutions efficiently with a non-vanishing probability at even much lower densities. This fact appears to be related to a phase transition in the set of all solutions. The goal of this extended abstract is to provide a perspective on this phenomenon, and on the computational challenge that it poses.
Pleijel, Håkan; Grundström, Maria; Karlsson, Gunilla Pihl; Karlsson, Per Erik; Chen, Deliang
2016-02-01
Annual anomalies in air pollutant concentrations, and deposition (bulk and throughfall) of sulphate, nitrate and ammonium, in the Gothenburg region, south-west Sweden, were correlated with optimized linear combinations of the yearly frequency of Lamb Weather Types (LWTs) to determine the extent to which the year-to-year variation in pollution exposure can be partly explained by weather related variability. Air concentrations of urban NO2, CO, PM10, as well as O3 at both an urban and a rural monitoring site, and the deposition of sulphate, nitrate and ammonium for the period 1997-2010 were included in the analysis. Linear detrending of the time series was performed to estimate trend-independent anomalies. These estimated anomalies were subtracted from observed annual values. Then the statistical significance of temporal trends with and without LWT adjustment was tested. For the pollutants studied, the annual anomaly was well correlated with the annual LWT combination (R2 in the range 0.52-0.90). Some negative (annual average [NO2], ammonia bulk deposition) or positive (average urban [O3]) temporal trends became statistically significant (p methodology can be used by authorities responsible for air pollution management, and by researchers studying temporal trends in pollution, to evaluate e.g. the relative importance of changes in emissions and weather variability in annual air pollution exposure.
Random Shifting and Scaling of Insurance Risks
Enkelejd Hashorva
2014-07-01
Full Text Available Random shifting typically appears in credibility models whereas random scaling is often encountered in stochastic models for claim sizes reflecting the time-value property of money. In this article we discuss some aspects of random shifting and random scaling of insurance risks focusing in particular on credibility models, dependence structure of claim sizes in collective risk models, and extreme value models for the joint dependence of large losses. We show that specifying certain actuarial models using random shifting or scaling has some advantages for both theoretical treatments and practical applications.
Zhang, Cheng; Ma, Jianpeng
2009-01-01
We present an efficient sampling method for computing a partition function and accelerating configuration sampling. The method performs a random walk in the $\\lambda$ space, with $\\lambda$ being any thermodynamic variable that characterizes a canonical ensemble such as the reciprocal temperature $\\beta$ or any variable that the Hamiltonian explicitly depends on. The partition function is determined by minimizing the difference of the thermal conjugates of $\\lambda$ (the energy in the case of ...
Fatma ?A?MAZ REN
2012-12-01
Full Text Available The aim of this present study is to determine the level of knowledge of the science-technology teacher candidates on the issue of plant respiration and photosynthesis through concept cartoons. And, the knowledge level of the participants on the issue is examined in terms of different variables, such as grade level and type of education. The method of the study is the survey method, which is one of the qualitative research methods. For this purpose, the sample of the study consists of 192 science and technology teacher candidates studying at Celal Bayar University. The concept cartoons test was used as the data gathering tool. When the findings of the study were examined, it was seen that teacher candidates level of knowledge was higher on the issues of the required conditions for photosynthesis light and plant respiration at night the photosynthesis process. In the light of these results, certain suggestions are made about the use of concept catooons.
Propensity score and proximity matching using random forest.
Zhao, Peng; Su, Xiaogang; Ge, Tingting; Fan, Juanjuan
2016-03-01
In order to derive unbiased inference from observational data, matching methods are often applied to produce balanced treatment and control groups in terms of all background variables. Propensity score has been a key component in this research area. However, propensity score based matching methods in the literature have several limitations, such as model mis-specifications, categorical variables with more than two levels, difficulties in handling missing data, and nonlinear relationships. Random forest, averaging outcomes from many decision trees, is nonparametric in nature, straightforward to use, and capable of solving these issues. More importantly, the precision afforded by random forest (Caruana et al., 2008) may provide us with a more accurate and less model dependent estimate of the propensity score. In addition, the proximity matrix, a by-product of the random forest, may naturally serve as a distance measure between observations that can be used in matching. The proposed random forest based matching methods are applied to data from the National Health and Nutrition Examination Survey (NHANES). Our results show that the proposed methods can produce well balanced treatment and control groups. An illustration is also provided that the methods can effectively deal with missing data in covariates. PMID:26706666
Tercariol, Cesar Augusto Sangaletti; Martinez, Alexandre Souto
2005-01-01
A disordered medium is often constructed by $N$ points independently and identically distributed in a $d$-dimensional hyperspace. Characteristics related to the statistics of this system is known as the random point problem. As $d \\to \\infty$, the distances between two points become independent random variables, leading to its mean field description: the random link model. While the numerical treatment of large random point problems pose no major difficulty, the same is not true for large ran...
Decompounding random sums: A nonparametric approach
Hansen, Martin Bøgsted; Pitts, Susan M.
Observations from sums of random variables with a random number of summands, known as random, compound or stopped sums arise within many areas of engineering and science. Quite often it is desirable to infer properties of the distribution of the terms in the random sum. In the present paper we...... review a number of applications and consider the nonlinear inverse problem of inferring the cumulative distribution function of the components in the random sum. We review the existing literature on non-parametric approaches to the problem. The models amenable to the analysis are generalized considerably...
Ayşe Binnur Erbağci; Necat Yilmaz; Irfan Kutlar
2002-01-01
Information on menstrual cycle dependent variation of tumor markers in healthy women is a subject of diagnostic efficiency and has an impact in elucidating the normal function of these markers. In this study midfollicular and midluteal concentrations of serum CEA, AFP, CA 19-9, CA 125, CA 15-3 and their relations with LH, FSH, prolactin, estradiol and progesterone were evaluated during ovulatory cycles in a group of 23 healthy female individuals. Samples were collected on the 7th and 21st day...
Growing random networks with fitness
Ergun, G.; Rodgers, GJ
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 nodes to nodes of conn...