Convergence of series of dependent [phi]-subgaussian random variables
Giuliano Antonini, Rita; Kozachenko, Yuriy; Volodin, Andrei
2008-02-01
The almost sure convergence of weighted sums of [phi]-subgaussian m-acceptable random variables is investigated. As corollaries, the main results are applied to the case of negatively dependent and m-dependent subgaussian random variables. Finally, an application to random Fourier series is presented.
Central Limit Theorem for the Sum of a Random Number of Dependent Random Variables
Directory of Open Access Journals (Sweden)
Yilun Shang
2011-01-01
Full Text Available In this study, the central limit theorem for certain classes of dependent random variables is explored. The dependency structure, as defined in the class of random variables can be reflected in some physical phenomena. Sufficient conditions for the sum of a random number of dependent random variables tending to normality are provided.
Central Limit Theorem for the Sum of a Random Number of Dependent Random Variables
Yilun Shang
2011-01-01
In this study, the central limit theorem for certain classes of dependent random variables is explored. The dependency structure, as defined in the class of random variables can be reflected in some physical phenomena. Sufficient conditions for the sum of a random number of dependent random variables tending to normality are provided.
Central limit theorem for sampled sums of dependent random variables
Guillotin-Plantard, Nadine
2007-01-01
We prove a central limit theorem for linear triangular arrays under weak dependence conditions. Our result is then applied to the study of dependent random variables sampled by a $\\bbZ$-valued transient random walk. This extends the results obtained by Guillotin-Plantard & Schneider (2003). An application to parametric estimation by random sampling is also provided.
Stein's method for dependent random variables occurring in Statistical Mechanics
Eichelsbacher, Peter; Löwe, Matthias
2009-01-01
We obtain rates of convergence in limit theorems of partial sums $S_n$ for certain sequences of dependent, identically distributed random variables, which arise naturally in statistical mechanics, in particular, in the context of the Curie-Weiss models. Under appropriate assumptions there exists a real number $\\alpha$, a positive real number $\\mu$, and a positive integer $k$ such that $(S_n- n \\alpha)/n^{1 - 1/2k}$ converges weakly to a random variable with density proportio...
Stein's method for dependent random variables occurring in Statistical Mechanics
Eichelsbacher, Peter
2009-01-01
We obtain rates of convergence in limit theorems of partial sums $S_n$ for certain sequences of dependent, identically distributed random variables, which arise naturally in statistical mechanics, in particular, in the context of the Curie-Weiss models. Under appropriate assumptions there exists a real number $\\alpha$, a positive real number $\\mu$, and a positive integer $k$ such that $(S_n- n \\alpha)/n^{1 - 1/2k}$ converges weakly to a random variable with density proportional to $\\exp(-\\mu |x|^{2k} /(2k)!)$. We develop Stein's method for exchangeable pairs for a rich class of distributional approximations including the Gaussian distributions as well as the non-Gaussian limit distributions with density proportional to $\\exp(-\\mu |x|^{2k} /(2k)!)$. Our results include the optimal Berry-Esseen rate in the Central Limit Theorem for the total magnetization in the classical Curie-Weiss model, for high temperatures as well as at the critical temperature $\\beta_c=1$, where the Central Limit Theorem fails. Moreover,...
A Strong Limit Theorem for Weighted Sums of Sequences of Negatively Dependent Random Variables
Directory of Open Access Journals (Sweden)
Wu Qunying
2010-01-01
Full Text Available Applying the moment inequality of negatively dependent random variables which was obtained by Asadian et al. (2006, the strong limit theorem for weighted sums of sequences of negatively dependent random variables is discussed. As a result, the strong limit theorem for negatively dependent sequences of random variables is extended. Our results extend and improve the corresponding results of Bai and Cheng (2000 from the i.i.d. case to ND sequences.
Schneider, Walter
2011-01-01
In this paper an analytic expression is given for the bounds of the distribution function of the sum of dependent normally distributed random variables. Using the theory of copulas and the important Frechet bounds the dependence structure is not restricted to any specific type. Numerical illustrations are provided to assess the quality of the derived bounds.
Empirical Value at Risk for Weak Dependent Random Variables
Directory of Open Access Journals (Sweden)
Samir Ben Hariz
2013-01-01
Full Text Available In this work, we study the empirical estimator of the Value at Risk (VaR for short for weak dependent observations. Our approach uses the oscillation of the empirical process under hypothesis of moment's inequality. We provide general conditions which ensure the convergence of the empirical estimator of the VaR. We also prove a central limit theorem (CLT for the difference. We perform some simulations for different sequences to illustrate our results. Finally, we apply the results for different sequences under assumptions of mixing or covariance.
Symmetric and centered binomial approximation of sums of locally dependent random variables
R"ollin, A
2006-01-01
Stein's method is used to approximate sums of discrete and locally dependent random variables by a centered and symmetric Binomial distribution. Under appropriate smoothness properties of the summands, the same order of accuracy as in the Berry-Essen Theorem is achieved. The approximation of the total number of points of a point processes is also considered. The results are applied to the exceedances of the $r$-scans process and to the Mat\\'ern hardcore point process type I.
An edgeworth expansion for a sum of M-Dependent random variables
Directory of Open Access Journals (Sweden)
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.
M AMINI; A. Bozorgnia
2000-01-01
Let X1,…,Xn be negatively dependent uniformly bounded random variables with d.f. F(x). In this paper we obtain bounds for the probabilities P(|?i=1nXi|?nt) and P(|?ˆpn??p|>?) where ?ˆpn is the sample pth quantile and ?p is the pth quantile of F(x). Moreover, we show that ?ˆpn is a strongly consistent estimator of ?p under mild restrictions on F(x) in the neighborhood of ?p. We also show that ?ˆpn con...
Dependence among complex random variables as a fuel cell condition indicator
Mileva Boshkoska, Biljana; Boškoski, Pavle; Debenjak, Andrej; Juri?i?, ?ani
2015-06-01
As various faults alter the PEM fuel cell impedance characteristic over a broad frequency range, the electrochemical impedance spectroscopy is frequently employed for the purpose of condition monitoring. The proposed methodology treats the impedance components among different frequencies as dependent complex random variables. The information about fuel cell condition is incorporated into the dependence structure of these complex random variables. This dependence is described through the corresponding joint cumulative density function by employing copula functions. The benefits of such an approach are threefold: (i) the estimation of the joint cumulative density function requires only several measurements of a fuel cell in a fault-free condition, (ii) the procedure is computationally efficient, and (iii) the output of the copula function is directly used as an overall unit-free condition indicator. The approach was evaluated on a kW-range PEM fuel cell stack subjected to water management faults of various severities. The results show that the ci corresponds with the severity of the induced faults.
Franke, Brice; Stolz, Michael
2009-01-01
We propose an approach to the aggregation of risks which is based on estimation of simple quantities (such as covariances) associated to a vector of dependent random variables, and which avoids the use of parametric families of copulae. Our main result demonstrates that the method leads to bounds on the worst case Value at Risk for a sum of dependent random variables. Its proof applies duality theory for infinite dimensional linear programs.
On the characteristic function of a sum of M-dependent random variables
Directory of Open Access Journals (Sweden)
Wansoo T. Rhee
1986-06-01
Full Text Available Let S=f1+f2+Ã¢Â€Â¦+fn be a sum of 1-dependent random variables of zero mean. Let ÃÂƒ2=ES2, L=ÃÂƒÃ¢ÂˆÂ’3Ã¢ÂˆÂ‘1Ã¢Â‰Â¦iÃ¢Â‰Â¦nE|fi|3. There is a universal constant a such that for a|t|L<1, we have|Eexp(itSÃÂƒÃ¢ÂˆÂ’1|Ã¢Â‰Â¦(1+a|t|sup{(a|t|LÃ¢ÂˆÂ’1/4lnL,Ã¢Â€Â‰Ã¢Â€Â‰Ã¢Â€Â‰exp(Ã¢ÂˆÂ’t2/80}.This bound is a very useful tool in proving Berry-Esseen theorems.
Variable survival exponents in history-dependent random walks: hard movable reflector
Scientific Electronic Library Online (English)
Ronald, Dickman; Francisco Fontenele, Araujo Jr.; Daniel, ben-Avraham.
2003-09-01
Full Text Available We review recent studies demonstrating a nonuniversal (continuously variable) survival exponent for history-dependent random walks, and analyze a new example, the hard movable partial reflector. These processes serve as simplified models of infection in a medium with a history-dependent susceptibili [...] ty, and for spreading in systems with an infinite number of absorbing configurations. The memory may take the form of a historydependent step length, or be the result of a partial reflector whose position marks the maximum distance the walker has ventured from the origin. In each case, a process with memory is rendered Markovian by a suitable expansion of the state space. Asymptotic analysis of the probability generating function shows that, for large t, the survival probability decays as S(t) ~ t -d, where d varies with the parameters of the model. We report new results for a hard partial reflector, i.e., one that moves forward only when the walker does. When the walker tries to jump to the site R occupied by the reflector, it is reflected back with probability r, and stays at R with probability 1 - r; only in the latter case does the reflector move (R ® R+1). For this model, d = 1/2(1 - r), and becomes arbitrarily large as r approaches 1. This prediction is confirmed via iteration of the transition matrix, which also reveals slowly-decaying corrections to scaling.
On the distribution of the maximum of sums of dependent random variables
Zuev, Yuri N.
1999-01-01
The study of queuing theory brings us to the problems of finding to find the limit distribution of the maximal sum of a sequence of random variables and of estimating how close this distribution is to the distribution of the sum.
Marrelec, Guillaume; Messé, 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
Boutsikas, Michael V; 10.3150/09-BEJ201
2010-01-01
Let $X_1,X_2,...,X_n$ be a sequence of independent or locally dependent random variables taking values in $\\mathbb{Z}_+$. In this paper, we derive sharp bounds, via a new probabilistic method, for the total variation distance between the distribution of the sum $\\sum_{i=1}^nX_i$ and an appropriate Poisson or compound Poisson distribution. These bounds include a factor which depends on the smoothness of the approximating Poisson or compound Poisson distribution. This "smoothness factor" is of order $\\mathrm{O}(\\sigma ^{-2})$, according to a heuristic argument, where $\\sigma ^2$ denotes the variance of the approximating distribution. In this way, we offer sharp error estimates for a large range of values of the parameters. Finally, specific examples concerning appearances of rare runs in sequences of Bernoulli trials are presented by way of illustration.
Limit theorem for random walk in weakly dependent random scenery
Guillotin-Plantard, Nadine; Prieur, Clémentine
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 $$\\Sigma_n=\\sum_{k=0}^n \\xi_{S_k}, n\\in\\mathbb{N}.$$ Under a weak dependence assumption on the scenery $\\xi$ we prove a functional limit theorem generalizing Kesten and Spitzer's theorem (1979).
Estimating Random Variables from Random Sparse Observations
Montanari, Andrea
2007-01-01
Let X_1,...., X_n be a collection of iid discrete random variables, and Y_1,..., Y_m a set of noisy observations of such variables. Assume each observation Y_a to be a random function of some a random subset of the X_i's, and consider the conditional distribution of X_i given the observations, namely \\mu_i(x_i)\\equiv\\prob\\{X_i=x_i|Y\\} (a posteriori probability). We establish a general relation between the distribution of \\mu_i, and the fixed points of the associated densit...
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
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.
Random Variables: Simulations and Surprising Connections.
Quinn, Robert J.; Tomlinson, Stephen
1999-01-01
Features activities for advanced second-year algebra students in grades 11 and 12. Introduces three random variables and considers an empirical and theoretical probability for each. Uses coins, regular dice, decahedral dice, and calculators. (ASK)
Non-Hermitian random matrix models: Free random variable approach
International Nuclear Information System (INIS)
Using the standard concepts of free random variables, we show that for a large class of non-Hermitian random matrix models, the support of the eigenvalue distribution follows from their Hermitian analogs using a conformal transformation. We also extend the concepts of free random variables to the class of non-Hermitian matrices, and apply them to the models discussed by Ginibre-Girko (elliptic ensemble) [J. Ginibre, J. Math. Phys. 6, 1440 (1965); V. L. Girko, Spectral Theory of Random Matrices (in Russian) (Nauka, Moscow, 1988)] and Mahaux-Weidenmueller (chaotic resonance scattering) [C. Mahaux and H. A. Weidenmueller, Shell-model Approach to Nuclear Reactions (North-Holland, Amsterdam, 1969)]. copyright 1997 The American Physical Society
Unbalanced Bidding Problem with Fuzzy Random Variables
Directory of Open Access Journals (Sweden)
Dongran Zang
2009-02-01
Full Text Available Unbalanced bidding problem with mixed uncertainty of fuzziness and randomness is considered in this paper, where the bidding engineering quantities of each activity are assumed to be fuzzy random variables. Two types of fuzzy random models as expected value maximization model and maximax chance-constrained model are built to satisfy different optimization requirements. Then a hybrid intelligent algorithm integrating fuzzy random simulations, neural network and genetic algorithm is designed to solve these models. Finally, a numerical experiment is given to illustrate its effectiveness of the algorithm. The results show that the algorithm is feasible and effective.
Asymptotics for Associated Random Variables
Oliveira, Paulo Eduardo
2012-01-01
The book concerns the notion of association in probability and statistics. Association and some other positive dependence notions were introduced in 1966 and 1967 but received little attention from the probabilistic and statistics community. The interest in these dependence notions increased in the last 15 to 20 years, and many asymptotic results were proved and improved. Despite this increased interest, characterizations and results remained essentially scattered in the literature published in different journals. The goal of this book is to bring together the bulk of these results, presenting
Random forest automated supervised classification of Hipparcos periodic variable stars
Dubath, P.; Rimoldini, L.; Süveges, M.; Blomme, J.; López, M.; Sarro, L. M.; Ridder, J. de; Cuypers, J; L.Guy; Lecoeur, I.; Nienartowicz, K.; Jan, A.; Beck, M.; Mowlavi, N.; Cat, P. De
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 in...
Tail algebras of quantum exchangeable random variables
Dykema, Kenneth J
2012-01-01
We show that any countably generated von Neumann algebra with specified normal faithful state can arise as the tail algebra of a quantum exchangeable sequence of noncommutative random variables. We also characterize the cases when the state corresponds to a limit of convex combinations of free products states.
The random-variable canonical distribution
International Nuclear Information System (INIS)
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)
Reduction of the Random Variables of the Turbulent Wind Field
DEFF Research Database (Denmark)
Sichani, Mahdi Teimouri; Nielsen, SØren R.K.
2012-01-01
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 efficiency of the AMC methods. The idea of the paper is to propose new schemes which allow reduction of the basic random variables of the turbulence such that PDEM and Advanced Monte Carlo (AMC) methods, i.e. subset simulation, are applicable on it.
Clifford Algebras, Random Graphs, and Quantum Random Variables
Schott, René; Staples, G. Stacey
2008-08-01
For fixed n > 0, the space of finite graphs on n vertices is canonically associated with an abelian, nilpotent-generated subalgebra of the Clifford algebra {C}l2n,2n which is canonically isomorphic to the 2n-particle fermion algebra. Using the generators of the subalgebra, an algebraic probability space of "Clifford adjacency matrices" associated with finite graphs is defined. Each Clifford adjacency matrix is a quantum random variable whose mth moment corresponds to the number of m-cycles in the graph G. Each matrix admits a canonical "quantum decomposition" into a sum of three algebraic random variables: a = a? + a? + a?, where a? is classical while a? and a? are quantum. Moreover, within the Clifford algebra context the NP problem of cycle enumeration is reduced to matrix multiplication, requiring no more than n4 Clifford (geo-metric) multiplications within the algebra.
Random forest automated supervised classification of Hipparcos periodic variable stars
Dubath, P; Süveges, M; Blomme, J; López, 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...
Theory of Dependent Hierarchical Normalized Random Measures
Chen, Changyou; 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 Normalized Random Measures which have been used for time-dependent topic modelling. In this paper, we first introduce in some mathematical background of completely random measures (CRM) and their constructions from Poisson processes, as well as dependency operators in Poisson processes and the corresponding CRMs. The Normalized Generalised Gamma (NGG) is introduced. Slice sampling is also introduced to do the posterior sampling of normalized random measures. Operators on CRMs and NRMs are then given. Posterior inference on the NGGs is presented and it is shown that marginalizing the mass parameter of the NGG yields a Poisson-Dirichlet distribution. Finally, we give dependency results when applying these operators to NRMs. Proofs of related Lemmas and Theorems are given in the Appendix.
Nilpotent adjacency matrices, random graphs and quantum random variables
International Nuclear Information System (INIS)
While a number of researchers have previously investigated the relationship between graph theory and quantum probability, the current work explores a new perspective. The approach of this paper is to begin with an arbitrary graph having no previously established relationship to quantum probability and to use that graph to construct a quantum probability space in which moments of quantum random variables reveal information about the graph's structure. Given an arbitrary finite graph and arbitrary odd integer m ? 3, fermion annihilation operators are used to construct a family of quantum random variables whose mth moments correspond to the graph's m-cycles. The approach is then generalized to recover a graph's m-cycles for any integer m ? 3 by defining nilpotent adjacency operators in terms of null-square generators of an infinite-dimensional Abelian algebra. It is shown that ordering the vertices of a simple graph induces a canonical decomposition ? = ?+ + ?- on any nilpotent adjacency operator ?. The work concludes with applications to Markov chains and random graphs
Nilpotent adjacency matrices, random graphs and quantum random variables
Schott, René; Staples, George Stacey
2008-04-01
While a number of researchers have previously investigated the relationship between graph theory and quantum probability, the current work explores a new perspective. The approach of this paper is to begin with an arbitrary graph having no previously established relationship to quantum probability and to use that graph to construct a quantum probability space in which moments of quantum random variables reveal information about the graph's structure. Given an arbitrary finite graph and arbitrary odd integer m >= 3, fermion annihilation operators are used to construct a family of quantum random variables whose mth moments correspond to the graph's m-cycles. The approach is then generalized to recover a graph's m-cycles for any integer m >= 3 by defining nilpotent adjacency operators in terms of null-square generators of an infinite-dimensional Abelian algebra. It is shown that ordering the vertices of a simple graph induces a canonical decomposition ? = ?+ + ?- on any nilpotent adjacency operator ?. The work concludes with applications to Markov chains and random graphs.
Toward a generic representation of random variables for machine learning
Marti, Gautier; Very, Philippe; Donnat, Philippe
2015-01-01
This paper presents a pre-processing and a distance which improve the performance of machine learning algorithms working on independent and identically distributed stochastic processes. We introduce a novel non-parametric approach to represent random variables which splits apart dependency and distribution information without losing any. We also propound an associated metric leveraging this representation and its statistical estimate. Besides experiments on synthetic dataset...
Soize, C.; Ghanem, R.
2009-01-01
We develop a stochastic functional representation that is adapted to problems involving various forms of epistemic uncertainties including modeling error and data paucity. The new representation builds on the polynomial Chaos decomposition and eventually yields a Karhunen-Loeve expansion with random multiplicative coefficients. In this expansion, one set of uncertainty is captured in the usual manner, as uncorrelated scalar random variables. Another component of the uncertainty, statistically...
Message Based Random Variable Length Key Encryption Algorithm
Directory of Open Access Journals (Sweden)
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.
Ordering properties of convolutions of exponential random variables.
Bon, J L; P?lt?nea, E
1999-06-01
Convolutions of independent random variables are usually compared. In this paper, after a synthetic comparison with respect to hazard rate ordering between sums of independent exponential random variables, we focus on the special case where one sum is identically distributed. So, for a given sum of n independent exponential random variables, we deduce the "best" Erlang-n bounds, with respect to each of the usual orderings: mean ordering, stochastic ordering, hazard rate ordering and likelihood ratio ordering. PMID:10408184
Random Variables Recorded under Mutually Exclusive Conditions: Contextuality-by-Default
Dzhafarov, Ehtibar N.; Kujala, Janne V.
2013-01-01
We present general principles underlying analysis of the dependence of random variables (outputs) on deterministic conditions (inputs). Random outputs recorded under mutually exclusive input values are labeled by these values and considered stochastically unrelated, possessing no joint distribution. An input that does not directly influence an output creates a context for the latter. Any constraint imposed on the dependence of random outputs on inputs can be characterized by...
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
Quantifying Redundant Information in Predicting a Target Random Variable
Directory of Open Access Journals (Sweden)
Virgil Griffith
2015-07-01
Full Text Available We consider the problem of defining a measure of redundant information that quantifies how much common information two or more random variables specify about a target random variable. We discussed desired properties of such a measure, and propose new measures with some desirable properties.
A note on the sum of uniform random variables
Buonocore, Aniello; Pirozzi, Enrica; CAPUTO, LUIGIA
2009-01-01
Abstract An inductive procedure is used to obtain distributions and probability densities for the sum Sn of independent, non equally uniform random variables. Some known results are then shown to follow immediately as special cases. Under the assumption of equally uniform random variables some new formulas are obtained for probabilities and means related to Sn. Finally, some new recursive formulas involving distributions are derived.
An Inequality for the Sum of Independent Bounded Random Variables
Christopher R. Dance
2012-01-01
We give a simple inequality for the sum of independent bounded random variables. This inequality improves on the celebrated result of Hoeffding in a special case. It is optimal in the limit where the sum tends to a Poisson random variable.
Quantifying Redundant Information in Predicting a Target Random Variable
Griffith, Virgil; Ho, Tracey
2014-01-01
This paper considers the problem of defining a measure of redundant information that quantifies how much common information two or more random variables specify about a target random variable. We discussed desired properties of such a measure, and propose new measures with some desirable properties.
Evolution variable dependence of jet substructure
Sakaki, Yasuhito
2015-01-01
Studies on jet substructure have evolved significantly in recent years. Jet substructure is essentially determined by QCD radiations and non-perturbative effects. Predictions of jet substructure are usually different among Monte Carlo event generators, and are governed by the parton shower algorithm implemented. For leading logarithmic parton shower, even though one of the core variables is the evolution variable, its choice is not unique. We examine evolution variable dependence of the jet substructure by developing a parton shower generator that interpolates between different evolution variables using a parameter $\\alpha$. Jet shape variables and associated jet rates for quark and gluon jets are used to demonstrate the $\\alpha$-dependence of the jet substructure. We find angular ordered shower predicts wider jets, while relative transverse momentum ($p_{\\bot}$) ordered shower predicts narrower jets. This is qualitatively in agreement with the missing phase space of $p_{\\bot}$ ordered showers. Such differenc...
Friederichs, P.; C. Schölzel
2008-01-01
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 l...
A note on the complete convergence for sequences of pairwise NQD random variables
Wu Qunying; Huang Haiwu; Wang Dingcheng; Zhang Qingxia
2011-01-01
Abstract In this paper, complete convergence and strong law of large numbers for sequences of pairwise negatively quadrant dependent (NQD) random variables with non-identically distributed are investigated. The results obtained generalize and extend the relevant result of Wu (Acta. Math. Sinica. 45(3), 617-624, 2002) for sequences of pairwise NQD random variables with identically distributed. 2000 MSC: 60F15.
On the Entropy Region of Gaussian Random Variables
Shadbakht, Sormeh
2011-01-01
Given n (discrete or continuous) random variables X_i, the (2^n-1)-dimensional vector obtained by evaluating the joint entropy of all non-empty subsets of {X_1,...,X_n} is called an entropic vector. Determining the region of entropic vectors is an important open problem with many applications in information theory. Recently, it has been shown that the entropy regions for discrete and continuous random variables, though different, can be determined from one another. An important class of continuous random variables are those that are vector-valued and jointly Gaussian. In this paper we give a full characterization of the convex cone of the entropy region of three jointly Gaussian vector-valued random variables and prove that it is the same as the convex cone of three scalar-valued Gaussian random variables and further that it yields the entire entropy region of 3 arbitrary random variables. We further determine the actual entropy region of 3 vector-valued jointly Gaussian random variables through a conjecture....
Random walks in random environment with Markov dependence on time
Directory of Open Access Journals (Sweden)
C.Boldrighini
2008-06-01
Full Text Available We consider a simple model of discrete-time random walk on ??, ?=1,2,... in a random environment independent in space and with Markov evolution in time. We focus on the application of methods based on the properties of the transfer matrix and on spectral analysis. In section 2 we give a new simple proof of the existence of invariant subspaces, with an explicit condition on the parameters. The remaining part is devoted to a review of the results obtained so far for the quenched random walk and the environment from the point of view of the random walk, with a brief discussion of the methods.
Strong stability of weighted sums of NA random variables
Gan Shixin
2005-01-01
We study the almost sure (strong) stability of weighted sums of NA random variables and obtain some new results which extend earlier results of Matula (1992), Chow and Teicher (1971), Jamison et al. (1965), and Petrov (1975).
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…
Exponential Inequalities for Positively Associated Random Variables and Applications
Directory of Open Access Journals (Sweden)
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.
Inequality for Variance of Weighted Sum of Correlated Random Variables
Liu, Jingwei
2012-01-01
The upper bound inequality for variance of weighted sum of correlated random variables is derived according to Cauchy-Schwarz's inequality, while the weights are non-negative with sum of 1. We also give a novel proof with positive semidefinite matrix method. And the variance inequality of sum of correlated random variable with general weights is also obtained.Then,the variance inequalities are applied to the Chebychev's inequality and law of large numbers for sum of correlat...
Testing for equality between two transformations of random variables
Boutahar, Mohamed; Pommeret, Denys
2011-01-01
Consider two random variables contaminated by two unknown transformations. The aim of this paper is to test the equality of those transformations. Two cases are distinguished: first, the two random variables have known distributions. Second, they are unknown but observed before contaminations. We propose a nonparametric test statistic based on empirical cumulative distribution functions. Monte Carlo studies are performed to analyze the level and the power of the test. An ill...
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.
Communication Requirements for Generating Correlated Random Variables
Cuff, Paul
2008-01-01
Two familiar notions of correlation are rediscovered as extreme operating points for simulating a discrete memoryless channel, in which a channel output is generated based only on a description of the channel input. Wyner's "common information" coincides with the minimum description rate needed. However, when common randomness independent of the input is available, the necessary description rate reduces to Shannon's mutual information. This work characterizes the optimal tra...
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.
Concentrated Hitting Times of Randomized Search Heuristics with Variable Drift
DEFF Research Database (Denmark)
Lehre, Per Kristian; Witt, Carsten
2014-01-01
Drift analysis is one of the state-of-the-art techniques for the runtime analysis of randomized search heuristics (RSHs) such as evolutionary algorithms (EAs), simulated annealing etc. The vast majority of existing drift theorems yield bounds on the expected value of the hitting time for a target state, e. g., the set of optimal solutions, without making additional statements on the distribution of this time. We address this lack by providing a general drift theorem that includes bounds on the upper and lower tail of the hitting time distribution. The new tail bounds are applied to prove very precise sharp-concentration results on the running time of a simple EA on standard benchmark problems, including the class of general linear functions. The usefulness of the theorem outside the theory of RSHs is demonstrated by deriving tail bounds on the number of cycles in random permutations. All these results handle a position-dependent (variable) drift that was not covered by previous drift theorems with tail bounds. Moreover, our theorem can be specialized into virtually all existing drift theorems with drift towards the target from the literature. Finally, user-friendly specializations of the general drift theorem are given.
Cardinality-dependent Variability in Orthogonal Variability Models
DEFF Research Database (Denmark)
Mærsk-MØller, Hans Martin; JØrgensen, Bo NØrregaard
2012-01-01
During our work on developing and running a software product line for eco-sustainable greenhouse-production software tools, which currently have three products members we have identified a need for extending the notation of the Orthogonal Variability Model (OVM) to support what we refer to as cardinality range dependencies. The cardinality-rangedependency type enables expressing that the binding of a certain number of variants to a variation point can influence variability in other places in the model. In other words, we acknowledge that variability can be influenced, not necessarily by the specific variants being bound, but by their sheer numbers. This paper contributes with an extension to the meta-model underlying the OVM notation, suggesting a notation for the new type of dependency and shows its applicability. The specific case, which initially required this extension, will work as running example throughout the paper and underline the need for the extension. Finally, the paper evaluates and discusses the general applicability of the proposed notation extension and future perspectives.
‘Mendelian randomization’ equals instrumental variable analysis with genetic instruments
Wehby, George L; Ohsfeldt, Robert L; Murray, Jeffrey C.
2008-01-01
Interest in instrumental variable (IV) analyses using genetic instruments has been growing over the past 4 years. The background, strength and weaknesses of this approach, which in the epidemiology literature has been referred to as ‘Mendelian randomization’, has been recently reviewed by Lawlor et al. (Statist. Med. 2007. DOI: 10.1002/sim.3034). We suggest a change in the nomenclature of ‘Mendelian randomization’ and discuss issues relevant to IV analysis including instrument validation, mot...
Estimation of Probability Density Function of a Random Variable for Small Samples
Directory of Open Access Journals (Sweden)
V.S. Srinivasan
2004-01-01
Full Text Available A theoretical method of estimating the most general form of probability density functions of random variables has been described. The estimated probability density function depends on themean value of exponential dimrbut~ono f the lnlt~arla ndom variable. By the most general form of the probability density function, it is meant that the survivor functions are of exp (-A P or exp (-y P or combinations of these functions for different values of h and y.
Distribution of Geometrically Weighted Sum of Bernoulli Random Variables
Deepesh Bhati; Phazamile Kgosi; Ranganath Narayanacharya Rattihalli
2011-01-01
A new class of distributions over (0,1) is obtained by considering geometrically weighted sum of independent identically distributed (i.i.d.) Bernoulli random variables. An expression for the distribution function (d.f.) is derived and some properties are established. This class of distributions includes U(0,1) distribution.
Measuring the magnitude of sums of independent random variables
Hitczenko, P; Hitczenko, Pawel; Montgomery-Smith, Stephen
2001-01-01
This paper considers how to measure the magnitude of the sum of independent random variables in several ways. We give a formula for the tail distribution for sequences that satisfy the so called Levy property. We then give a connection between the tail distribution and the pth moment, and between the pth moment and the rearrangement invariant norms.
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 ...
Parameter Learning in PRISM Programs with Continuous Random Variables
Islam, Muhammad Asiful; Ramakrishnan, I V
2012-01-01
Probabilistic Logic Programming (PLP), exemplified by Sato and Kameya's PRISM, Poole's ICL, De Raedt et al's ProbLog and Vennekens et al's LPAD, combines statistical and logical knowledge representation and inference. Inference in these languages is based on enumerative construction of proofs over logic programs. Consequently, these languages permit very limited use of random variables with continuous distributions. In this paper, we extend PRISM with Gaussian random variables and linear equality constraints, and consider the problem of parameter learning in the extended language. Many statistical models such as finite mixture models and Kalman filter can be encoded in extended PRISM. Our EM-based learning algorithm uses a symbolic inference procedure that represents sets of derivations without enumeration. This permits us to learn the distribution parameters of extended PRISM programs with discrete as well as Gaussian variables. The learning algorithm naturally generalizes the ones used for PRISM and Hybrid ...
Characteristics of quantum open systems: free random variables approach
International Nuclear Information System (INIS)
Random Matrix Theory provides an interesting tool for modelling a number of phenomena where noises (fluctuations) play a prominent role. Various applications range from the theory of mesoscopic systems in nuclear and atomic physics to biophysical models, like Hopfield-type models of neural networks and protein folding. Random Matrix Theory is also used to study dissipative systems with broken time-reversal invariance providing a setup for analysis of dynamic processes in condensed, disordered media. In the paper we use the Random Matrix Theory (RMT) within the formalism of Free Random Variables (alias Blue's functions), which allows to characterize spectral properties of non-Hermitean ''Hamiltonians''. The relevance of using the Blue's function method is discussed in connection with application of non-Hermitean operators in various problems of physical chemistry. (author)
Frozen variables in random boolean constraint satisfaction problems
Molloy, Michael; Restrepo, Ricardo
2012-01-01
We determine the exact freezing threshold, r^f, for a family of models of random boolean constraint satisfaction problems, including NAE-SAT and hypergraph 2-colouring, when the constraint size is sufficiently large. If the constraint-density of a random CSP, F, in our family is greater than r^f then for almost every solution of F, a linear number of variables are frozen, meaning that their colours cannot be changed by a sequence of alterations in which we change o(n) variab...
Bernstein type inequality for a class of dependent random matrices
Banna, Marwa; Merlevède, Florence; Youssef, Pierre
2015-01-01
In this paper we obtain a Bernstein type inequality for the sum of self-adjoint centered and geometrically absolutely regular random matrices with bounded largest eigenvalue. This inequality can be viewed as an extension to the matrix setting of the Bernstein-type inequality obtained by Merlev\\`ede et al. (2009) in the context of real-valued bounded random variables that are geometrically absolutely regular. The proofs rely on decoupling the Laplace transform of a sum on a C...
Separation of the maxima in samples of geometric random variables
Directory of Open Access Journals (Sweden)
Arnold Knopfmacher
2011-10-01
Full Text Available We consider samples of $n$ geometric random variables $omega_1, omega_2 cdotsomega_n$ where $P{omega_j=i}=pq^{i-1}$, for $1leq j leq n$, with $p+q=1$. For each fixed integer $d>0$, we study the probability that the distance between the consecutive maxima in these samples is at least $d$. We derive a probability generating function for such samples and from it we obtain an exact formula for the probability as a double sum. Using Rice's method we obtain asymptotic estimates for these probabilities. As a consequence of these results, we determine the average minimum separation of the maxima, in a sample of $n$ geometric random variables with at least two maxima.
Regular graphs maximize the variability of random neural networks
Wainrib, Gilles; Galtier, Mathieu
2015-09-01
In this work we study the dynamics of systems composed of numerous interacting elements interconnected through a random weighted directed graph, such as models of random neural networks. We develop an original theoretical approach based on a combination of a classical mean-field theory originally developed in the context of dynamical spin-glass models, and the heterogeneous mean-field theory developed to study epidemic propagation on graphs. Our main result is that, surprisingly, increasing the variance of the in-degree distribution does not result in a more variable dynamical behavior, but on the contrary that the most variable behaviors are obtained in the regular graph setting. We further study how the dynamical complexity of the attractors is influenced by the statistical properties of the in-degree distribution.
Bayesian inference with dependent normalized completely random measures
Lijoi, Antonio; NIPOTI, BERNARDO; Prünster, Igor
2014-01-01
The proposal and study of dependent prior processes has been a major research focus in the recent Bayesian nonparametric literature. In this paper, we introduce a flexible class of dependent nonparametric priors, investigate their properties and derive a suitable sampling scheme which allows their concrete implementation. The proposed class is obtained by normalizing dependent completely random measures, where the dependence arises by virtue of a suitable construction of the...
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.
Strict and random alternation in concurrent variable-interval schedules.
Elliffe, Douglas; Davison, Michael
2003-01-01
Six pigeons responded on pairs of concurrent variable-interval schedules with, in different parts, four different arrangements of alternation between schedules. Following a single switching-key response, alternation was either strict or random, and the alternative presented after a switch (the postswitch alternative) was either signaled by the location of the switching key or unsignaled. Generalized-matching analyses showed little difference in behavior among the different alternation arrange...
Second-Level Possibilistic Measures Induced by Random Variables.
Czech Academy of Sciences Publication Activity Database
Kramosil, Ivan
Berlin : Springer, 2005 - (Godo, L.), s. 884-895 ISBN 978-3-540-27326-4. ISSN 0302-9743. - (Lecture Notes in Artificial Intelligence . 3571). [ECSQARU 2005. European Conference /8./. Barcelona (ES), 06.07.2005-08.07.2005] R&D Projects: GA MŠk OC 274.001 Grant ostatní: COST(XE) Action 274 TARSKI Institutional research plan: CEZ:AV0Z10300504 Keywords : probability measure * possibilistic measure * random variable * distribution function Subject RIV: BA - General Mathematics
Anti-concentration for polynomials of independent random variables
Meka, Raghu; Nguyen, Oanh; Vu, Van
2015-01-01
We prove anti-concentration results for polynomials of independent random variables with arbitrary degree. Our results extend the classical Littlewood-Offord result for linear polynomials, and improve several earlier estimates. We discuss applications in two different areas. In complexity theory, we prove near optimal lower bounds for computing the Parity, addressing a challenge in complexity theory posed by Razborov and Viola, and also address a problem concerning OR f...
Dependent Hierarchical Normalized Random Measures for Dynamic Topic Modeling
Chen, Changyou; Nan DING; Buntine, Wray
2012-01-01
We develop dependent hierarchical normalized random measures and apply them to dynamic topic modeling. The dependency arises via superposition, subsampling and point transition on the underlying Poisson processes of these measures. The measures used include normalised generalised Gamma processes that demonstrate power law properties, unlike Dirichlet processes used previously in dynamic topic modeling. Inference for the model includes adapting a recently developed slice samp...
Strong Law of Large Numbers for Weighted Sum of Exchangeable Random Variables
Directory of Open Access Journals (Sweden)
Zhaoxia Huang
2009-08-01
Full Text Available In this paper, the Marcinkiewicz type theorem is extended to the case of exchangeable random variables. As a generalization,we also obtain two strong laws of large numbers on the weighted sum of exchangeable random variables
Strong Law of Large Numbers for Weighted Sum of Exchangeable Random Variables
Zhaoxia Huang
2009-01-01
In this paper, the Marcinkiewicz type theorem is extended to the case of exchangeable random variables. As a generalization,we also obtain two strong laws of large numbers on the weighted sum of exchangeable random variables
Oracle Efficient Variable Selection in Random and Fixed Effects Panel Data Models
DEFF Research Database (Denmark)
Kock, Anders Bredahl
2010-01-01
This paper generalizes the results for the Bridge estimator of Huang et al. (2008) to linear random and fixed effects panel data models which are allowed to grow in both dimensions. In particular we show that the Bridge estimator is oracle efficient. It can correctly distinguish between relevant and irrelevant variables and the asymptotic distribution of the estimators of the coefficients of the relevant variables is the same as if only these had been included in the model, i.e. as if an oracle had revealed the true model prior to estimation. In the case of more explanatory variables than 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 Huang et al. (2008). Furthermore, the number of relevant variables is allowed to be larger than the sample size.
Conditional Distribution of Heavy Tailed Random Variables on Large Deviations of their Sum
Armendáriz, Inés; Loulakis, Michail
2009-01-01
It is known that large deviations of sums of subexponential random variables are most likely realised by deviations of a single random variable. In this article we give a detailed picture of how subexponential random variables are distributed when a large deviation of their sum is observed.
Partial summations of stationary sequences of non-Gaussian random variables
DEFF Research Database (Denmark)
Mohr, Gunnar; Ditlevsen, Ove Dalager
1996-01-01
The distribution of the sum of a finite number of identically distributed random variables is in many cases easily determined given that the variables are independent. The moments of any order of the sum can always be expressed by the moments of the single term without computational problems. However, in the case of dependency between the terms even calculation of a few of the first moments of the sum presents serious computational problems. By use of computerized symbol manipulations it is practicable to obtain exact moments of partial sums of stationary sequences of mutually dependent lognormal variables or polynomials of standard Gaussian variables. The dependency structure is induced by specifying the autocorrelation structure of the sequence of standard Gaussian variables. Particularly useful polynomials are the Winterstein approximations that distributionally fit with non-Gaussian variables up to the moments of the fourth order [Winterstein, S. R. Nonlinear vibration models for extremes and fatigue. J. Engng Mech. ASCE 114 (1988) 1772-1790](1). A method to obtain the Winterstein approximation to a partial sum of a sequence of Winterstein approximations is explained and results are given for different autocorrelation functions of the generic Gaussian sequence. The primary purpose of the investigation is to provide a tool for judging the validity of the central limit theorem argument in specific applicational situations occurring in stochastic mechanics, that is, to judge the speed of convergence of the distribution of a sum (or an integral) of mutually dependent random variables to the Gaussian distribution. The paper is closely related to the work in Ditlevsen el al. [Ditlevsen, O., Mohr, G. & Hoffmeyer, P. Integration of non-Gaussian fields. Prob. Engng Mech 11 (1996) 15-23](2).
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…
History Dependent Quantum Random Walks as Quantum Lattice Gas Automata
Shakeel, Asif; Meyer, David A.; Love, Peter J.
2014-01-01
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 Q...
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.
Radio variability and random walk noise properties of four blazars
International Nuclear Information System (INIS)
We present the results of a time series analysis of the long-term radio light curves of four blazars: 3C 279, 3C 345, 3C 446, and BL Lacertae. We exploit the database of the University of Michigan Radio Astronomy Observatory monitoring program which provides densely sampled light curves spanning 32 years in time in three frequency bands located at 4.8, 8, and 14.5 GHz. Our sources show mostly flat or inverted (spectral indices –0.5 ? ? ? 0) spectra, in agreement with optically thick emission. All light curves show strong variability on all timescales. Analyzing the time lags between the light curves from different frequency bands, we find that we can distinguish high-peaking flares and low-peaking flares in accordance with the classification of Valtaoja et al. The periodograms (temporal power spectra) of the observed light curves are consistent with random-walk power-law noise without any indication of (quasi-)periodic variability. The fact that all four sources studied are in agreement with being random-walk noise emitters at radio wavelengths suggests that such behavior is a general property of blazars.
Bayesian Network Models for Local Dependence among Observable Outcome Variables
Almond, Russell G.; Mulder, Joris; Hemat, Lisa A.; Yan, Duanli
2009-01-01
Bayesian network models offer a large degree of flexibility for modeling dependence among observables (item outcome variables) from the same task, which may be dependent. This article explores four design patterns for modeling locally dependent observations: (a) no context--ignores dependence among observables; (b) compensatory context--introduces…
Döbler, Christian
2012-01-01
We show, how the classical Berry-Esseen theorem for normal approximation may be used to derive rates of convergence for random sums of centerd, real-valued random variables with respect to a certain class of probability metrics, including the Kolmogorov and the Wasserstein distances. This technique is applied to several examples, including the approximation by a Laplace distribution of a geometric sum of centered random variables with finite third moment, where a concrete Be...
Dochtermann, Ned A; Peacock, Mary M
2013-01-01
Population dynamics are typically affected by a combination of density-independent and density-dependent factors, the latter of which have been conceptually and theoretically linked with how variable population sizes are over time-which in turn has been tied to how prone populations are to extinction. To address evidence for the occurrence of density dependence and its relationship with population size variability (pv), we quantified each of these for 126 populations of 8 species of Salmoniformes. Using random-effects models, we partitioned variation in the strength of density dependence and the magnitude of pv between and within species and estimated the correlation of density dependence and population size variability at both the between- and within-species levels. We found that variation in the strength of density dependence was predominately within species (I(2) = 0.12 [corrected] variation in population size variability was distributed both between and within species (I(2) = 0.40). Contrary to theoretical and conceptual expectations, the strength of density dependence and the magnitude of population size variability were positively correlated at the between species level (r = 0.90), although this estimate had 95 % credibility intervals (Bayesian analogues to confidence intervals) that overlapped zero. The within-species correlation between density dependence and population size variability was not distinguishable from zero. Given that density dependence for Salmoniformes was highly variable within species, we next determined the joint effects of intrinsic (density-dependent) and extrinsic (density-independent) factors on the population dynamics of a threatened salmonid, the Lahontan cutthroat trout (Oncorhynchus clarkii henshawi). We found that density-dependent and -independent factors additively contributed to population dynamics. This finding suggests that the observed within-species variability in density dependence might be attributable to local differences in the strength of density-independent factors. PMID:22776906
On solutions analysis of quadratic programming with fuzzy random coefficients and variables
Ammar, E. E.
2005-01-01
In this paper, we study a quadratic programming problem having fuzzy random coefficients matrix in the objective and constraints and the decision vector is a fuzzy pseudorandom variable. The first results show the fact that a fuzzy pseudorandom (random) optimal solution of a fuzzy random quadratic programming may be resolved into a series of pseudorandom (random) optimal solutions of relative random quadratic programming. Also we show that a fuzzy pseudorandom (fuzzy random) optimal solution of relative random quadratic programming is structured by a class of pseudorandom (random) optimal solutions of relative random quadratic programming. Illustrative examples are given.
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...
RETRACTED: The transformation of Random Variables under symmetry
Directory of Open Access Journals (Sweden)
M.T. Uddin
2006-01-01
Full Text Available Reason(s: The authors have plagiarized a scientific research report entitled “On the symmetrizing transformation of random variables”. The corresponding author Mr. M.T. Uddin was a former student of Professor Chaubey’s but that Mr. Uddin’s studies at Concordia ended on or about 2002. One of the conditions for submission of a paper is that authors declare explicity that their work is original and has not appeared in a publication elsewhere. Re-use of any data should be appropriately cited. As this article represents a severe abuse of the scientific publishing system. The scientific community takes a very strong view on the matter and we apologize to reader of the journal that this was not detected during the submission process. We thank Professor Yogendra Chaubey and Concordial University for bringing this plagiarism to our attention.
Inference in Probabilistic Logic Programs with Continuous Random Variables
Islam, Muhammad Asiful; Ramakrishnan, I V
2011-01-01
Probabilistic Logic Programming (PLP), exemplified by Sato and Kameya's PRISM, Poole's ICL, Raedt et al's ProbLog and Vennekens et al's LPAD, is aimed at combining statistical and logical knowledge representation and inference. A key characteristic of PLP frameworks is that they are conservative extensions to non-probabilistic logic programs which have been widely used for knowledge representation. PLP frameworks extend traditional logic programming semantics to a distribution semantics, where the semantics of a probabilistic logic program is given in terms of a distribution over possible models of the program. However, the inference techniques used in these works rely on enumerating sets of explanations for a query answer. Consequently, these languages permit very limited use of random variables with continuous distributions. In this paper, we present a symbolic inference procedure that uses constraints and represents sets of explanations without enumeration. This permits us to reason over PLPs with Gaussian...
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.
Radio Variability and Random Walk Noise Properties of Four Blazars
Park, Jong-Ho
2014-01-01
We present the results of a time series analysis of the long-term radio lightcurves of four blazars: 3C 279, 3C 345, 3C 446, and BL Lacertae. We exploit the data base of the University of Michigan Radio Astronomy Observatory (UMRAO) monitoring program which provides densely sampled lightcurves spanning 32 years in time in three frequency bands located at 4.8, 8, and 14.5 GHz. Our sources show mostly flat or inverted (spectral indices -0.5 < alpha < 0) spectra, in agreement with optically thick emission. All lightcurves show strong variability on all time scales. Analyzing the time lags between the lightcurves from different frequency bands, we find that we can distinguish high-peaking flares and low-peaking flares in accord with the classification of Valtaoja et al. (1992). The periodograms (temporal power spectra) of the observed lightcurves are consistent with random-walk powerlaw noise without any indication of (quasi-)periodic variability. The fact that all four sources studied are in agreement with...
Topic Discovery through Data Dependent and Random Projections
Ding, Weicong; Rohban, Mohammad H.; Ishwar, Prakash; Saligrama, Venkatesh
2013-01-01
We present algorithms for topic modeling based on the geometry of cross-document word-frequency patterns. This perspective gains significance under the so called separability condition. This is a condition on existence of novel-words that are unique to each topic. We present a suite of highly efficient algorithms based on data-dependent and random projections of word-frequency patterns to identify novel words and associated topics. We will also discuss the statistical guaran...
A conditional Entropy Power Inequality for dependent variables
Johnson, Oliver
2001-01-01
We provide a condition under which a version of Shannon's Entropy Power Inequality will hold for dependent variables. We provide information inequalities extending those found in the independent case.
Some Strong Limit Theorems for Weighted Product Sums of -Mixing Sequences of Random Variables
Directory of Open Access Journals (Sweden)
Wu Qunying
2009-01-01
Full Text Available We study almost sure convergence for -mixing sequences of random variables. Many of the previous results are our special cases. For example, the authors extend and improve the corresponding results of Chen et al. (1996 and Wu and Jiang (2008. We extend the classical Jamison convergence theorem and the Marcinkiewicz strong law of large numbers for independent sequences of random variables to -mixing sequences of random variables without necessarily adding any extra conditions.
On the order of growth of convergent series of independent random variables
Eunwoo Nam
2004-01-01
For independent random variables, the order of growth of the convergent series Sn is studied in this paper. More specifically, if the series Sn converges almost surely to a random variable, the tail series is a well-defined sequence of random variables and converges to 0 almost surely. For the almost surely convergent series Sn, a tail series strong law of large numbers (SLLN) is constructed by investigating the duality between the limiting behavior of partial sums and that of tail series.
Favaro, Stefano
2010-01-01
In this note we consider an alternative approach to compute the distribution of the sum of independent exponential random variables. In particular, by considering the logarithmic relation between exponential and beta distribution functions and by considering the Wilks’ integral representation for the product of independent beta random variables, we provide a closed-form expression for the distribution of the sum of independent exponential random variables. The expression we obtain is simpler ...
Maximum Entropy Functions of Discrete Random Fuzzy Variables and Genetic Algorithm
Lianlong Gao; Liang Lin
2010-01-01
Due to deficiency of information, the membership functions and probability distribution of a random fuzzy variable cannot be obtainedexplicitly. It is a challenging work to find an appropriate membership function and an appropriate probability distribution when certain partial information about a random fuzzy variable is given, such as expected value or moments. This paper solves such problems for the maximum entropy of discrete random fuzzy variables with certain constraints. A genetic algor...
Measuring the dependence structure between yield and weather variables
Bokusheva, Raushan
2010-01-01
The design and pricing of weather-based crop insurance and weather derivatives is strongly based on an implicit assumption that the dependence structure between yields and weather variables remains unchanged over time. In this paper, we prove this assumption based on empirical time series of weather variables and farm wheat yields from Kazakhstan over the period from 1961 to 2003. By employing two different methods to measure dependence in multivariate distributions – the regression analysis ...
Explaining the dark energy, baryon and dark matter coincidence via domain-dependent random densities
International Nuclear Information System (INIS)
The dark energy, dark matter and baryon densities in the Universe are observed to be similar, with a factor of no more than 20 between the largest and smallest densities. We show that this coincidence can be understood via superhorizon domains of randomly varying densities when the baryon density at initial collapse of galaxy-forming perturbations is determined by anthropic selection. The baryon and dark matter densities are assumed to be dependent on random variables ?d and ?b according to ?dm??d? and ?b??b?, while the effectively constant dark energy density is dependent upon a random variable ?Q according to ?Q??Qn. The ratio of the baryon density to the dark energy density at initial collapse, rQ, and the baryon-to-dark matter ratio, r, are then determined purely statistically, with no dependence on the anthropically-preferred baryon density. We compute the probability distribution for rQ and r and show that the observed values of rQ and r can be naturally understood within this framework. In particular, for the case ? = 2, ? = 1 and n = 4, which can be physically realized via a combination of axion dark matter, Affleck-Dine baryogenesis and frozen quintessence with a ?Q4 potential, the range of rQ and r which corresponds to the observed Universe is a quite natural, with a probability which is broadly similar to other ranges of rQ and r
International Nuclear Information System (INIS)
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.
Bias in random forest variable importance measures: Illustrations, sources and a solution
Hothorn Torsten; Zeileis Achim; Boulesteix Anne-Laure; Strobl Carolin
2007-01-01
Abstract Background Variable importance measures for random forests have been receiving increased attention as a means of variable selection in many classification tasks in bioinformatics and related scientific fields, for instance to select a subset of genetic markers relevant for the prediction of a certain disease. We show that random forest variable importance measures are a sensible means for variable selection in many applications, but are not reliable in situations where potential pred...
Automatic Probabilistic Program Verification through Random Variable Abstraction
Directory of Open Access Journals (Sweden)
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.
ESEARCH OF THE LAW OF DISTRIBUTION OF THE RANDOM VARIABLE OF THE COMPRESSION
Directory of Open Access Journals (Sweden)
I. Sarayeva
2011-01-01
Full Text Available At research of diagnosing the process of modern automobile engines by means of methods of mathematical statistics the experimental data of the random variable of compression are analysed and it is proved that the random variable of compression has the form of the normal law of distribution.
The Energy of Convolution of 2-Dimension Exponential Random Variables Base on HaarWavelet
Xuewen XIA; Dai, Ting
2012-01-01
In this paper, through wavelet methods, we obtain the energy of convolution of two-dimension exponential random variables and analyze its some properties of wavelet alternation, and we obtain some new results.
Key words: Exponential random variables; Wavelet alternation; Convolution; Energy
Directory of Open Access Journals (Sweden)
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.
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.
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…
History dependent quantum random walks as quantum lattice gas automata
Shakeel, Asif; Meyer, David A.; Love, Peter J.
2014-12-01
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
International Nuclear Information System (INIS)
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
Fractional calculus approach to the statistical characterization of random variables and vectors
Cottone, Giulio; Di Paola, Mario; Metzler, Ralf
2010-03-01
Fractional moments have been investigated by many authors to represent the density of univariate and bivariate random variables in different contexts. Fractional moments are indeed important when the density of the random variable has inverse power-law tails and, consequently, it lacks integer order moments. In this paper, starting from the Mellin transform of the characteristic function and by fractional calculus method we present a new perspective on the statistics of random variables. Introducing the class of complex moments, that include both integer and fractional moments, we show that every random variable can be represented within this approach, even if its integer moments diverge. Applications to the statistical characterization of raw data and in the representation of both random variables and vectors are provided, showing that the good numerical convergence makes the proposed approach a good and reliable tool also for practical data analysis.
Sampling designs dependent on sample parameters of auxiliary variables
Wywia?, 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. .
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...
A New Estimator For Population Mean Using Two Auxiliary Variables in Stratified random Sampling
SINGH, RAJESH; Malik, Sachin
2014-01-01
In this paper, we suggest an estimator using two auxiliary variables in stratified random sampling. The propose estimator has an improvement over mean per unit estimator as well as some other considered estimators. Expressions for bias and MSE of the estimator are derived up to first degree of approximation. Moreover, these theoretical findings are supported by a numerical example with original data. Key words: Study variable, auxiliary variable, stratified random sampling, ...
Grouped variable importance with random forests and application to multiple functional data analysis
Gregorutti, Baptiste; Michel, Bertrand; Saint-Pierre, Philippe
2014-01-01
The selection of grouped variables using the random forest algorithm is considered. First a new importance measure adapted for groups of variables is proposed. Theoretical insights into this criterion are given for additive regression models. Second, an original method for selecting functional variables based on the grouped variable importance measure is developed. Using a wavelet basis, it is proposed to regroup all of the wavelet coefficients for a given functional variabl...
Local search methods based on variable focusing for random K-satisfiability.
Lemoy, Rémi; Alava, Mikko; Aurell, Erik
2015-01-01
We introduce variable focused local search algorithms for satisfiabiliity problems. Usual approaches focus uniformly on unsatisfied clauses. The methods described here work by focusing on random variables in unsatisfied clauses. Variants are considered where variables are selected uniformly and randomly or by introducing a bias towards picking variables participating in several unsatistified clauses. These are studied in the case of the random 3-SAT problem, together with an alternative energy definition, the number of variables in unsatisfied constraints. The variable-based focused Metropolis search (V-FMS) is found to be quite close in performance to the standard clause-based FMS at optimal noise. At infinite noise, instead, the threshold for the linearity of solution times with instance size is improved by picking preferably variables in several UNSAT clauses. Consequences for algorithmic design are discussed. PMID:25679737
Local search methods based on variable focusing for random K -satisfiability
Lemoy, Rémi; Alava, Mikko; Aurell, Erik
2015-01-01
We introduce variable focused local search algorithms for satisfiabiliity problems. Usual approaches focus uniformly on unsatisfied clauses. The methods described here work by focusing on random variables in unsatisfied clauses. Variants are considered where variables are selected uniformly and randomly or by introducing a bias towards picking variables participating in several unsatistified clauses. These are studied in the case of the random 3-SAT problem, together with an alternative energy definition, the number of variables in unsatisfied constraints. The variable-based focused Metropolis search (V-FMS) is found to be quite close in performance to the standard clause-based FMS at optimal noise. At infinite noise, instead, the threshold for the linearity of solution times with instance size is improved by picking preferably variables in several UNSAT clauses. Consequences for algorithmic design are discussed.
Stable limits for sums of dependent infinite variance random variables.
DEFF Research Database (Denmark)
Bartkiewicz, Katarszyna; Jakubowski, Adam
2011-01-01
The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to hold are known in the literature. However, most of these results are qualitative in the sense that the parameters of the limit distribution are expressed in terms of some limiting point process. In this paper we will be able to determine the parameters of the limiting stable distribution in terms of some tail characteristics of the underlying stationary sequence.We will apply our results to some standard time seriesmodels, including the GARCH(1, 1) process and its squares, the stochastic volatility models and solutions to stochastic recurrence equations.
Farenick, Douglas
2011-01-01
A quantum probability measure is a function on a sigma-algebra of subsets of a (locally compact and Hausdorff) sample space that satisfies the formal requirements for a measure, but whose values are positive operators acting on a complex Hilbert space, and a quantum random variable is a measurable operator-valued function. Although quantum probability measures and random variables are used extensively in quantum mechanics, some of the fundamental probabilistic features of these structures remain to be determined. In this paper we take a step toward a better mathematical understanding of quantum random variables and quantum probability measures by introducing a quantum analogue for the expected value of a quantum random variable relative to a quantum probability measure. In so doing we are led to theorems for a change of quantum measurement and a change of quantum variables. We also introduce a quantum conditional expectation which results in quantum versions of some standard identities for Radon-Nikodym deriv...
Directory of Open Access Journals (Sweden)
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.
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.
Nonlinear random wave field in shallow water: variable Korteweg-de Vries framework
Directory of Open Access Journals (Sweden)
A. Sergeeva
2011-02-01
Full Text Available The transformation of a random wave field in shallow water of variable depth is analyzed within the framework of the variable-coefficient Korteweg-de Vries equation. The characteristic wave height varies with depth according to Green's law, and this follows rigorously from the theoretical model. The skewness and kurtosis are computed, and it is shown that they increase when the depth decreases, and simultaneously the wave state deviates from the Gaussian. The probability of large-amplitude (rogue waves increases within the transition zone. The characteristics of this process depend on the wave steepness, which is characterized in terms of the Ursell parameter. The results obtained show that the number of rogue waves may deviate significantly from the value expected for a flat bottom of a given depth. If the random wave field is represented as a soliton gas, the probabilities of soliton amplitudes increase to a high-amplitude range and the number of large-amplitude (rogue solitons increases when the water shallows.
Large deviations for correlated random variables described by a matrix product ansatz
International Nuclear Information System (INIS)
We study the large deviations of sums of correlated random variables described by a matrix product ansatz, which generalizes the product structure of independent random variables to matrices whose non-commutativity is the source of correlations. We show with specific examples that different large deviation behaviors can be found with this ansatz. In particular, it is possible to construct sums of correlated random variables that violate the law of large numbers, the central limit theorem, as well as sums that have nonconvex rate functions or rate functions with linear parts or plateaux. (paper)
An approximate method for Bayesian entropy estimation for a discrete random variable.
Yokota, Yasunari
2004-01-01
This article proposes an approximated Bayesian entropy estimator for a discrete random variable. An entropy estimator that achieves least square error is obtained through Bayesian estimation of the occurrence probabilities of each value taken by the discrete random variable. This Bayesian entropy estimator requires large amount of calculation cost if the random variable takes numerous sorts of values. Therefore, the present article proposes a practical method for calculating an Bayesian entropy estimate; the proposed method utilizes approximation of the entropy function by a truncated Taylor series. Numerical experiments demonstrate that the proposed entropy estimation method improves estimation precision of entropy remarkably in comparison to the conventional entropy estimation method. PMID:17271614
The Discovery of Timescale-Dependent Color Variability of Quasars
Sun, Yu-Han; Chen, Xiao-Yang; Zheng, Zhen-Ya
2014-01-01
Quasars are variable on timescales from days to years in UV/optical, and generally appear bluer while they brighten. The physics behind the variations in fluxes and colors remains unclear. Using SDSS g and r band photometric monitoring data of quasars in Stripe 82, we find that although the flux variation amplitude increases with timescale, the color variability exhibits opposite behavior. The color variability of quasars is prominent at timescales as short as ~ 10 days, but gradually reduces toward timescales up to years. In other words, the variable emission at shorter timescales is bluer than that at longer timescales. This timescale dependence is clearly and consistently detected at all redshifts from z = 0 to 3.5, thus can not be due to contaminations to broadband photometry from emission lines which do not respond to fast continuum variations. The discovery directly rules out the possibility that simply attributes the color variability to contamination from a non-variable redder component, such as the h...
The discovery of timescale-dependent color variability of quasars
International Nuclear Information System (INIS)
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.
Detection probabilities for random inspections in variable flow situations
International Nuclear Information System (INIS)
Improvements in the efficiency and effectiveness of verification of inventory changes are necessary at certain nuclear facilities, for example low enriched uranium fuel fabrication facilities. The IAEA Safeguards Criteria suggest performing interim verifications of inventory changes by random inspections. The paper describes random inspection schemes for inventory change verifications and evaluates the detection probabilities for realistic plant receipt and shipment schedules, and stratum residence times as a function of the inspection frequency and effort, and compares these with the existing inspection strategies. (author). 2 refs, 3 figs
On the neighborhood radius estimation in Variable-neighborhood Markov Random Fields
Orlandi, Enza
2010-01-01
We consider Markov Random Fields defined by finite-region conditional probabilities depending on a neighborhood of the region which changes with the boundary conditions. The formal definition of these models requires partitions of the set of configurations according to their projections on finite neighborhoods of each lattice site. Each of these projections is called a context for the site. This framework is a natural extension, to d-dimensional fields, of the notion of variable-length Markov chains introduced by Rissanen (1983) in his classical paper. We define an algorithm to estimate the radius of the smallest ball containing the context based on a realization of the field. We prove the consistency of this estimator when the Dobrushin uniqueness condition for the one point conditional probabilities holds. Our proofs are constructive and yield explicit upper bounds for the probability of wrong estimation of the radius of the context.
A New Proof for Monotone Likelihood for the Sum of Independent Bernoulli Random Variables.
Huynh, Huynh
1994-01-01
A new direct and short proof is offered for the monotone likelihood ratio for the sum of independent Bernoulli random variables through use of an inequality by Marcus and Lopes (1957) on elementary symmetric functions. (SLD)
Weak Limit of the Geometric Sum of Independent But Not Identically Distributed Random Variables
Toda, Alexis Akira
2011-01-01
We show that when $\\set{X_j}$ is a sequence of independent (but not necessarily identically distributed) random variables which satisfies a condition similar to the Lindeberg condition, the properly normalized geometric sum $\\sum_{j=1}^{\
Zero Distribution of System with Unknown Random Variables Case Study: Avoiding Collision Path
Directory of Open Access Journals (Sweden)
Parman Setyamartana
2014-07-01
Full Text Available This paper presents the stochastic analysis of finding the feasible trajectories of robotics arm motion at obstacle surrounding. Unknown variables are coefficients of polynomials joint angle so that the collision-free motion is achieved. ãk is matrix consisting of these unknown feasible polynomial coefficients. The pattern of feasible polynomial in the obstacle environment shows as random. This paper proposes to model the pattern of this randomness values using random polynomial with unknown variables as coefficients. The behavior of the system will be obtained from zero distribution as the characteristic of such random polynomial. Results show that the pattern of random polynomial of avoiding collision can be constructed from zero distribution. Zero distribution is like building block of the system with obstacles as uncertainty factor. By scale factor k, which has range, the random coefficient pattern can be predicted.
On the Distribution of the Sum of n Non-Identically Distributed Uniform Random Variables
David M. Bradley; Gupta, Ramesh C.
2004-01-01
The distribution of the sum of independent identically distributed uniform random variables is well-known. However, it is sometimes necessary to analyze data which have been drawn from different uniform distributions. By inverting the characteristic function, we derive explicit formulae for the distribution of the sum of n non-identically distributed uniform random variables in both the continuous and the discrete case. The results, though involved, have a certain elegance. ...
New Results On the Sum of Two Generalized Gaussian Random Variables
Soury, Hamza; Alouini, Mohamed-Slim
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...
Conditional Value-at-Risk for Random Immediate Reward Variables in Markov Decision Processes
Masayuki Kageyama; Takayuki Fujii; Koji Kanefuji; Hiroe Tsubaki
2011-01-01
We consider risk minimization problems for Markov decision processes. From a standpoint of making the risk of random reward variable at each time as small as possible, a risk measure is introduced using conditional value-at-risk for random immediate reward variables in Markov decision processes, under whose risk measure criteria the risk-optimal policies are characterized by the optimality equations for the discounted or average case. As an application, the inventory models are considered.
SCORE: a computer program for the systematic combination of random variables
International Nuclear Information System (INIS)
The computer code SCORE combines random variables. It applies a numerical method which is mainly based on representing each distribution by a histogram with equal probability intervals. The method is an improvement of the Monte Carlo technique. The input random variables are to be defined by their density or by a histogram. The report describes the method, the code SCORE and the use of the code
A note on a local limit theorem for Wiener space valued random variables
Lanconelli, Alberto; Stan, Aurel Iulian
2015-01-01
We prove a local limit theorem, i.e. a central limit theorem for densities, for a sequence of independent and identically distributed random variables taking values on an abstract Wiener space; the common law of those random variables is assumed to be absolutely continuous with respect to the reference Gaussian measure. We begin by showing that the key roles of scaling operator and convolution product in this in?finite dimensional Gaussian framework are played by the Ornstei...
Modelling the statistical dependence of rainfall event variables by a trivariate copula function
Directory of Open Access Journals (Sweden)
M. Balistrocchi
2011-01-01
Full Text Available In many hydrological models, such as those derived by analytical probabilistic methods, the precipitation stochastic process is represented by means of individual storm random variables which are supposed to be independent of each other. However, several proposals were advanced to develop joint probability distributions able to account for the observed statistical dependence. The traditional technique of the multivariate statistics is nevertheless affected by several drawbacks, whose most evident issue is the unavoidable subordination of the dependence structure assessment to the marginal distribution fitting. Conversely, the copula approach can overcome this limitation, by splitting the problem in two distinct items. Furthermore, goodness-of-fit tests were recently made available and a significant improvement in the function selection reliability has been achieved. Herein a trivariate probability distribution of the rainfall event volume, the wet weather duration and the interevent time is proposed and verified by test statistics with regard to three long time series recorded in different Italian climates. The function was developed by applying a mixing technique to bivariate copulas, which were formerly obtained by analyzing the random variables in pairs. A unique probabilistic model seems to be suitable for representing the dependence structure, despite the sensitivity shown by the dependence parameters towards the threshold utilized in the procedure for extracting the independent events. The joint probability function was finally developed by adopting a Weibull model for the marginal distributions.
The dependence of crack closure on fatigue loading variables
Hudak, Stephen J., Jr.; Davidson, David L.
1988-01-01
Optical and electron microscopy and stereoimaging techniques are used to determine crack opening loads local to the crack tip in aluminum alloy 7091 and 304 stainless steel. It is found that the crack peels open nonlinearly such that significant load increases are necessary to open the crack the last few microns from the tip. The stress intensity range ratio is shown to depend on fatigue loading variables according to a given relationship.
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...
Estimates for the concentration functions of weighted sums of independent random variables
Eliseeva, Yu. S.; Zaitsev, A. Yu.
2012-01-01
Let $X,X_1,...,X_n$ be independent identically distributed random variables. The paper deals with the question about the behavior of the concentration function of the random variable $\\sum_{k=1}^{n}a_k X_k$ according to the arithmetic structure of coefficients $a_k$. Recently the interest to this question has increased significantly due to the study of distributions of eigenvalues of random matrices. In this paper we formulate and prove some refinements of the results of Fri...
Asymptotic results for empirical measures of weighted sums of independent random variables
Bercu, B; Bercu, Bernard; Bryc, Wlodzimierz
2006-01-01
We prove that if a rectangular matrix with uniformly small entries and approximately orthogonal rows is applied to the independent standardized random variables with uniformly bounded third moments, then the empirical CDF of the resulting partial sums converges to the normal CDF with probability one. This implies almost sure convergence of empirical periodograms, almost sure convergence of spectra of circulant and reverse circulant matrices, and almost sure convergence of the CDF's generated from independent random variables by independent random orthogonal matrices. For special trigonometric matrices, the speed of the almost sure convergence is described by the normal approximation and by the large deviation principle.
Estimation of sums of random variables: Examples and information bounds
Zhang, C H
2005-01-01
This paper concerns the estimation of sums of functions of observable and unobservable variables. Lower bounds for the asymptotic variance and a convolution theorem are derived in general finite- and infinite-dimensional models. An explicit relationship is established between efficient influence functions for the estimation of sums of variables and the estimation of their means. Certain ``plug-in'' estimators are proved to be asymptotically efficient in finite-dimensional models, while ``$u,v$'' estimators of Robbins are proved to be efficient in infinite-dimensional mixture models. Examples include certain species, network and data confidentiality problems.
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.…
Inada, Mitsuru; Yamamoto, Hiroshi; Gibo, Manabu; Ueda, Rieko; Umezu, Ikurou; Tanaka, Shukichi; Saitoh, Tadashi; Sugimura, Akira
2015-10-01
We investigate how random structure affects the electrical transport of a silicon nanocrystal network. The temperature dependence of conductivity follows G ? exp[?(T0/T)1/2] between 70 and 160 K. By using T0 = 5765 K obtained by data fitting, the electron localization length is estimated to be 4.1 nm, which corresponds to the mean diameter of silicon nanocrystals. Above 160 K, G follows Arrhenius-like behavior. These temperature dependences are well described by Efros–Shklovskii variable range hopping (ES VRH) with a Coulomb gap and nearest-neighbor hopping (NNH). A crossover between ES VRH and NNH is observed at 160 K.
The generation of dependent input variables to a performance assessment simulation code
International Nuclear Information System (INIS)
Mathematical models are being developed in many countries to aid in the assessment of risks associated with the deep geologic disposal of high-level nuclear wastes. The models are designed to simulate one or more steps in the following scenario: waste containment is lost, and the radionuclides are released from the repository, are transported to the biosphere, and become accessible to man. The models typically involve a large number of variables that may be highly dependent. When the models are implemented in computer simulation codes, it becomes necessary to generate input values for these variables. Widely used methods for generating input values, such as simple random sampling (SRS) and Latin hypercube sampling (LHS), do not necessarily produce samples that are consistent with the known dependence structure of the input variables. Moreover, it is procedurally impracticable to generate realizations of correlated input variables from many multivariate probability distributions of interest. Two important cases in which it is feasible to generate multivariate realizations are those in which all input variables are either normally distributed or mutually independent. Neither case is adequate for large-scale performance assessment codes with many input variables. Iman and Conover (1982) have developed a practical method for generating nonzero pairwise rank correlations among the components of an input vector that overcomes some of these difficulties. The method requires samples of specified size from the marginal (univariate) distributions of the input variables. The method further requires a target matrix of desired pairwise correlations among the input variables. The Cholesky decomposition of the target matrix is used to transform the rank matrix of the input sample
Reducing seed dependent variability of non-uniformly sampled multidimensional NMR data.
Mobli, Mehdi
2015-07-01
The application of NMR spectroscopy to study the structure, dynamics and function of macromolecules requires the acquisition of several multidimensional spectra. The one-dimensional NMR time-response from the spectrometer is extended to additional dimensions by introducing incremented delays in the experiment that cause oscillation of the signal along "indirect" dimensions. For a given dimension the delay is incremented at twice the rate of the maximum frequency (Nyquist rate). To achieve high-resolution requires acquisition of long data records sampled at the Nyquist rate. This is typically a prohibitive step due to time constraints, resulting in sub-optimal data records to the detriment of subsequent analyses. The multidimensional NMR spectrum itself is typically sparse, and it has been shown that in such cases it is possible to use non-Fourier methods to reconstruct a high-resolution multidimensional spectrum from a random subset of non-uniformly sampled (NUS) data. For a given acquisition time, NUS has the potential to improve the sensitivity and resolution of a multidimensional spectrum, compared to traditional uniform sampling. The improvements in sensitivity and/or resolution achieved by NUS are heavily dependent on the distribution of points in the random subset acquired. Typically, random points are selected from a probability density function (PDF) weighted according to the NMR signal envelope. In extreme cases as little as 1% of the data is subsampled. The heavy under-sampling can result in poor reproducibility, i.e. when two experiments are carried out where the same number of random samples is selected from the same PDF but using different random seeds. Here, a jittered sampling approach is introduced that is shown to improve random seed dependent reproducibility of multidimensional spectra generated from NUS data, compared to commonly applied NUS methods. It is shown that this is achieved due to the low variability of the inherent sensitivity of the random subset chosen from a given PDF. Finally, it is demonstrated that metrics used to find optimal NUS distributions are heavily dependent on the inherent sensitivity of the random subset, and such optimisation is therefore less critical when using the proposed sampling scheme. PMID:26004701
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.
Modelling the statistical dependence of rainfall event variables through copula functions
Directory of Open Access Journals (Sweden)
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.
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...
Scientific Electronic Library Online (English)
Sergio, Velásquez; Ronny, Velásquez.
2012-09-01
Full Text Available Este artículo presenta el Modelado Con Variables Aleatorias En Simulink Utilizando Simulación Montecarlo, muchos modelos de sistemas reales contienen elementos que precisan o admiten un modelado estadístico, Sistemas de comunicaciones, Sistemas de conmutación, Sistemas sensores, Modelado toma forma [...] definiendo, Variables aleatorias que rigen ciertos comportamientos del sistema Procesos estocásticos para modelar variación de entradas en el tiempo, como lo son las fluctuaciones en la bolsa de valores e ciertos productos. Se deben definir métodos para generar muestras de variables aleatorias y muestras de procesos estocásticos. Entre ellos está el método de Montecarlo, el modelo implementado mostro la capacidad proponer precios optativos al precio de mercado ante cambios en el precio de un producto. Las simulaciones permitieron conocer con mayor exactitud la versatilidad del Método ante otros Métodos usados, prediciendo con gran exactitud las fluctuaciones de precios ocurridas en el producto de prueba. Abstract in english This article presents the model with random variables in Monte CarloSimulation Using Simulink, many models of real systems contain elements that require or permit a statistical modeling, communication systems,switching systems, sensor systems, modeling takes definite shape, random variables governin [...] g certain stochastic processes system behavior modelinginputs change over time, as are the fluctiaciones in the stock market andsome products. You must define methods to generate samples of random variables and stochastic samples. Among them is the Monte Carlo method, the implemented model showed the ability to propose optional pricing to the market price to changes in the price of a product. The simulations allowed to know more precisely the versatility of the method to other methods used, predicting with great accuracy the price fluctuations that occurred in the trial product.
Structural Fatigue Reliability Based on Extension of Random Loads into Interval Variables
Qiangfeng Wang; Jianjun Li; Shengli Zhang
2013-01-01
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 propose...
On a conjecture concerning the sum of independent Rademacher random variables
van Zuijlen, Martien C. A.
2011-01-01
It is shown that at least 50% of the probability mass of a sum of independent Rademacher random variables is within one standard deviation from its mean. This lower bound is sharp, it is much better than for instance the bound that can be obtained from application of the Chebishev inequality and the bound will have nice applications in finite sampling theory and in random walk theory. This old conjecture is of interest in itself, but has also an appealing reformulation in pr...
Rates of convergence for extremes of geometric random variables and marked point processes
Cipriani, Alessandra; Feidt, Anne
2015-01-01
We use the Stein-Chen method to study the extremal behaviour of the problem of extremes for univariate and bivariate geometric laws. We obtain a rate for the convergence to the Gumbel distribution of the law of the maximum of i. i. d. geometric random variables, and show that convergence is faster when approximating by a discretised Gumbel. We similarly find a rate of convergence for the law of maxima of bivariate Marshall-Olkin geometric random pairs when approximating by a...
Event-controlled constructions of random fields of maxima with non-max-stable dependence
Raschke, Mathias
2014-01-01
Max-stable random fields can be constructed according to Schlather (2002) with a random function or a stationary process and a kind of random event magnitude. These are applied for the modelling of natural hazards. We simply extend these event-controlled constructions to random fields of maxima with non-max-stable dependence structure (copula). The theory for the variant with a stationary process is obvious; the parameter(s) of its correlation function is/are determined by the event magnitude. The introduced variant with random functions can only be researched numerically. The scaling of the random function is exponentially determined by the event magnitude. The location parameter of the Gumbel margins depends only on this exponential function in the researched examples; the scale parameter of the margins is normalized. In addition, we propose a method for the parameter estimation for such constructions by using Kendall's tau. The spatial dependence in relation to the block size is considered therein. Finally...
Farenick, Douglas; Kozdron, Michael J.
2012-04-01
A quantum probability measure ? is a function on a ?-algebra of subsets of a (locally compact and Hausdorff) sample space that satisfies the formal requirements for a measure, but where the values of ? are positive operators acting on a complex Hilbert space, and a quantum random variable is a measurable operator valued function. Although quantum probability measures and random variables are used extensively in quantum mechanics, some of the fundamental probabilistic features of these structures remain to be determined. In this paper, we take a step toward a better mathematical understanding of quantum random variables and quantum probability measures by introducing a quantum analogue for the expected value E_? [? ] of a quantum random variable ? relative to a quantum probability measure ?. In so doing we are led to theorems for a change of quantum measure and a change of quantum variables. We also introduce a quantum conditional expectation which results in quantum versions of some standard identities for Radon-Nikodým derivatives. This allows us to formulate and prove a quantum analogue of Bayes' rule.
Nonlinear random wave field in shallow water: variable Korteweg-de Vries framework
Sergeeva, A.; Pelinovsky, E.; Talipova, T.
2011-01-01
The transformation of a random wave field in shallow water of variable depth is analyzed within the framework of the variable-coefficient Korteweg-de Vries equation. The characteristic wave height varies with depth according to Green's law, and this follows rigorously from the theoretical model. The skewness and kurtosis are computed, and it is shown that they increase when the depth decreases, and simultaneously the wave state deviates from the Gaussian. The probability of large-amplitude (r...
Ould Aly, Sidi Mohamed
2013-01-01
We study the Tauberian relations between the moment generating function (MGF) and the complementary cumulative distribution function of a variable whose MGF is finite only on part of the real line. We relate the right tail behavior of the cumulative distribution function of such a random variable to the behavior of its MGF near the critical moment. We apply our results to an arbitrary superposition of a CIR process and the time-integral of this process.
Dean, Andy C; London, Edythe D; Sugar, Catherine A; Kitchen, Christina M R; Swanson, Aimee-Noelle; Heinzerling, Keith G; Kalechstein, Ari D; Shoptaw, Steven
2009-11-01
Although some individuals who abuse methamphetamine have considerable cognitive deficits, no prior studies have examined whether neurocognitive functioning is associated with outcome of treatment for methamphetamine dependence. In an outpatient clinical trial of bupropion combined with cognitive behavioral therapy and contingency management (Shoptaw, S., Heinzerling, K.G., Rotheram-Fuller, E., Steward, T., Wang, J., Swanson, A.N., De La Garza, R., Newton, T., Ling, W., 2008. Randomized, placebo-controlled trial of bupropion for the treatment of methamphetamine dependence. Drug Alcohol Depend 96, 222-232.), 60 methamphetamine-dependent adults completed three tests of reaction time and working memory at baseline. Other variables that were collected at baseline included measures of drug use, mood/psychiatric functioning, employment, social context, legal status, and medical status. We evaluated the relative predictive value of all baseline measures for treatment outcome using Classification and Regression Trees (CART; Breiman, L., Friedman, J.H., Olshen, R.A., Stone, C.J., 1984. Classification and Regression Trees. Wadsworth, Belmont, CA.), a nonparametric statistical technique that produces easily interpretable decision rules for classifying subjects that are particularly useful in clinical settings. Outcome measures were whether or not a participant completed the trial and whether or not most urine tests showed abstinence from methamphetamine abuse. Urine-verified methamphetamine abuse at the beginning of the study was the strongest predictor of treatment outcome; two psychosocial measures (e.g., nicotine dependence and Global Assessment of Functioning) also offered some predictive value. A few reaction time and working memory variables were related to treatment outcome, but these cognitive measures did not significantly aid prediction after adjusting for methamphetamine usage at the beginning of the study. On the basis of these findings, we recommend that research groups seeking to identify new predictors of treatment outcome compare the predictors to methamphetamine usage variables to assure that unique predictive power is attained. PMID:19608354
Scheduling of Dependent Tasks Application using Random Search Technique
Vegda, Deepak C.; Prajapati, Harshad B.
2013-01-01
Since beginning of Grid computing, scheduling of dependent tasks application has attracted attention of researchers due to NP-Complete nature of the problem. In Grid environment, scheduling is deciding about assignment of tasks to available resources. Scheduling in Grid is challenging when the tasks have dependencies and resources are heterogeneous. The main objective in scheduling of dependent tasks is minimizing make-span. Due to NP-complete nature of scheduling problem, e...
Sums and Products of Jointly Distributed Random Variables: A Simplified Approach
Stein, Sheldon H.
2005-01-01
Three basic theorems concerning expected values and variances of sums and products of random variables play an important role in mathematical statistics and its applications in education, business, the social sciences, and the natural sciences. A solid understanding of these theorems requires that students be familiar with the proofs of these…
Definability of Belief Functions over Countable Sets by Real-Valued Random Variables.
Czech Academy of Sciences Publication Activity Database
Kramosil, Ivan
Paris : Cité Internationale Universitaire, 1994. s. 49-50. ISBN 2-905433-26-4. [IPMU '94 /5./. 04.07.1994-08.07.1994, Paris] R&D Projects: GA AV ?R IA17555 Grant ostatní: COPERNICUS(XE) MUM-10053 Keywords : Dempster-Shafer theory * belief function * random variable * measurability
Geluk, J.L.; PENG, L; Vries, C. G. de
1999-01-01
The paper characterizes first and second order tail behavior of convolutions of i.i.d. heavy tailed random variables with support on the real line. The result is applied to the problem of risk diversification in portfolio analysis and to the estimation of the parameter in a MA(1) model.
International Nuclear Information System (INIS)
In the case wherein nonlinear seismic response analyses are carried out, the response values vary due to the variations in materials and modeling. In this paper, nonlinear analyses of several random variables are carried out using: i. a conventional method; ii. a two-point estimation method (i. and ii. are simplified methods); and iii. Monte Carlo simulation (detailed method) to examine the variability of the response in the excessive nonlinear range for seismic responses of shear walls. The analyses are performed to a PWR-3 loop type reactor building which is one of the most typical reactor buildings in Japan. The variations are considered in specified compressive strength of concrete, concrete damping factor, shear wave velocity of soil and shapes of shear stress-strain relation curves of shear walls. As the results by the two simplified methods closely matched the Monte Carlo simulation results, the appropriateness for applying the simplified methods to nonlinear analyses of several random variables was ascertained. (author)
Structural Fatigue Reliability Based on Extension of Random Loads into Interval Variables
Directory of Open Access Journals (Sweden)
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.
Epoch-dependent absorption line profile variability in ? Cep
Scientific Electronic Library Online (English)
J.M., Uuh-Sonda; G., Rauw; P., Eenens; L., Mahy; M., Palate; E., Gosset; C.A., Flores.
2014-04-01
Full Text Available Reportamos el análisis de una campaña de monitoreo espectroscópico multiépoca de la estrella O6 Ief ? Cep. Observaciones previas habían reportado la existencia de dos modos de pulsaciones no-radiales en esta estrella. Nuestros datos revelan una situación considerablemente más compleja. Las frequenci [...] as contenidas en el espectro de potencia cambian considerablemente de una época a otra. No encontramos ninguna frecuencia estable que pueda ser atribuida inequívocamente a pulsaciones. La dependencia temporal de las frequencias y los patrones devariabilidad son similares a los observados en las líneas de emisión del viento en esta y otras estrellas Oef, lo cual sugiere que ambos fenómenos tienen probablemente el mismo origen, aunque éste siga todavía sin conocerse. Abstract in english We present the analysis of a multi-epoch spectroscopic monitoring campaign of the O6Iefstar ? Cep. Previous observations reported the existence of two modes of non-radial pulsations in this star. Our data reveal a much more complex situation. The frequency content of the power spectrum considerably [...] changes from one epoch to the other. We find no stable frequency that can unambiguously be attributed to pulsations. The epoch-dependence of the frequencies and variability patterns are similar to what is seen in the wind emission lines of this and other Oef stars, suggesting that both phenomena likely have the same, currently still unknown, origin.
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 c...
Optimization of Reorder Point Strategy of Assembly Manufacturer with Random Variables
Directory of Open Access Journals (Sweden)
Shuangyan Li
2013-02-01
Full Text Available For assembly system, randomness and variableness make it impossible to control the inventory accuratelyspecially. Because the negative effect of them have ripple effects. So we investigate reorder point optimizationstrategy of assembly manufacturing system with random demand and random lead time. We seek themanufacturers order strategy for the minimum integration of the supply chain inventory cost. And we use scalebenefits parameters of suppliers in this system to reflect actual influence of the lot’s scale. Numerical example oftwo components assembly system is given to illustrate the effectiveness of the reorder point strategy. From thenumerical simulation, it is can be seen backorder rate and order scale effect will impact the total supply chaincost dramatically.
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 driver’s 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).
General Limit Distributions for Sums of Random Variables with a Matrix Product Representation
Angeletti, Florian; Bertin, Eric; Abry, Patrice
2014-12-01
The general limit distributions of the sum of random variables described by a finite matrix product ansatz are characterized. Using a mapping to a Hidden Markov Chain formalism, non-standard limit distributions are obtained, and related to a form of ergodicity breaking in the underlying non-homogeneous Hidden Markov Chain. The link between ergodicity and limit distributions is detailed and used to provide a full algorithmic characterization of the general limit distributions.
On schur-convexity of expectation of weighted sum of random variables with applications
Boche, H.; Jorswieck, Eduard A.
2004-01-01
We show that the expectation of a class of functions of the sum of weighted identically independent distributed positive random variables is Schur-concave with respect to the weights. Furthermore, we optimise the expectation by choosing extra-weights with a sum constraint. We show that under this optimisation the expectation becomes Schur-convex with respect to the weights. Finally, we explain the connection to the ergodic capacity of some multiple-antenna wireless communication systems with ...
Uniform error bounds for a continuous approximation of non-negative random variables
Sangüesa, Carmen
2010-01-01
In this work, we deal with approximations for distribution functions of non-negative random variables. More specifically, we construct continuous approximants using an acceleration technique over a well-know inversion formula for Laplace transforms. We give uniform error bounds using a representation of these approximations in terms of gamma-type operators. We apply our results to certain mixtures of Erlang distributions which contain the class of continuous phase-type distributions.
Asymptotic results for empirical measures of weighted sums of independent random variables
Bercu, Bernard; Bryc, Wlodzimierz
2006-01-01
We prove that if a rectangular matrix with uniformly small entries and approximately orthogonal rows is applied to the independent standardized random variables with uniformly bounded third moments, then the empirical CDF of the resulting partial sums converges to the normal CDF with probability one. This implies almost sure convergence of empirical periodograms, almost sure convergence of spectra of circulant and reverse circulant matrices, and almost sure convergence of th...
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
Kang, Hyunseung; Zhang, Anru; Cai, T. Tony; Small, Dylan S
2014-01-01
Instrumental variables have been widely used for estimating the causal effect between exposure and outcome. Conventional estimation methods require complete knowledge about all the instruments' validity; a valid instrument must not have a direct effect on the outcome and not be related to unmeasured confounders. Often, this is impractical as highlighted by Mendelian randomization studies where genetic markers are used as instruments and complete knowledge about instruments' ...
A New Approach to Extreme Value Estimation Applicable to a Wide Variety of Random Variables
Holland, Frederic A., Jr.
1997-01-01
Designing reliable structures requires an estimate of the maximum and minimum values (i.e., strength and load) that may be encountered in service. Yet designs based on very extreme values (to insure safety) can result in extra material usage and hence, uneconomic systems. In aerospace applications, severe over-design cannot be tolerated making it almost mandatory to design closer to the assumed limits of the design random variables. The issue then is predicting extreme values that are practical, i.e. neither too conservative or non-conservative. Obtaining design values by employing safety factors is well known to often result in overly conservative designs and. Safety factor values have historically been selected rather arbitrarily, often lacking a sound rational basis. To answer the question of how safe a design needs to be has lead design theorists to probabilistic and statistical methods. The so-called three-sigma approach is one such method and has been described as the first step in utilizing information about the data dispersion. However, this method is based on the assumption that the random variable is dispersed symmetrically about the mean and is essentially limited to normally distributed random variables. Use of this method can therefore result in unsafe or overly conservative design allowables if the common assumption of normality is incorrect.
Directory of Open Access Journals (Sweden)
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 ? = 38 h, all datasets exhibit a correlation length ? that falls at least as fast as {{? }-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.
The effect of randomness for dependency map on the robustness of interdependent lattices
Yuan, Jing; Peng, Haipeng; Kurths, Jürgen; Hua, Xiaojing; Yang, Yixian
2015-01-01
For interdependent networks with identity dependency map, percolation is exactly the same with that on a single network and follows a second-order phase transition, while for random dependency, percolation follows a first-order phase transition. In real networks, the dependency relations between networks are neither identical nor completely random. Thus in this paper, we study the influence of randomness for dependency maps on the robustness of interdependent lattice networks. We introduce approximate entropy($ApEn$) as the measure of randomness of the dependency maps. We find that there is critical $ApEn_c$ below which the percolation is continuous, but for larger $ApEn$, it is a first-order transition. With the increment of $ApEn$, the $p_c$ increases until $ApEn$ reaching ${ApEn}_c'$ and then remains almost constant. The time scale of the system shows rich properties as $ApEn$ increases. Our results uncover that randomness is one of the important factors that lead to cascading failures of spatially interde...
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.
DEFF Research Database (Denmark)
KrØigård, Thomas; Gaist, David
2014-01-01
SUMMARY: The reproducibility of variables commonly included in studies of peripheral nerve conduction in healthy individuals has not previously been analyzed using a random effects regression model. We examined the temporal changes and variability of standard nerve conduction measures in the leg. 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, sural nerve sensory conduction velocity, and tibial nerve minimal F-wave latency. Between-subject variability was greaterthan within-subject variability. Sample sizes ranging from 21 to 128 would be required to show changes twice the magnitude of the spontaneous changes observed in this study. Nerve conduction studies have a high reproducibility, and variables are mainly unaltered during 6 months. This study provides a solid basis for the planning of future clinical trials assessing changes in nerve conduction.
Quantum chaotic scattering in time-dependent external fields: random matrix approach
Vavilov, M G
2005-01-01
We review the random matrix description of electron transport through open quantum dots, subject to time-dependent perturbations. All characteristics of the current linear in the bias can be expressed in terms of the scattering matrix, calculated for a time-dependent Hamiltonian. Assuming that the Hamiltonian belongs to a Gaussian ensemble of random matrices, we investigate various statistical properties of the direct current in the ensemble. Particularly, even at zero bias the time-dependent perturbation induces current, called photovoltaic current. We discuss dependence of the photovoltaic current and its noise on the frequency and the strength of the perturbation. We also describe the effect of time-dependent perturbation on the weak localization correction to the conductance and on conductance fluctuations.
Marcinkiewicz strong laws for linear statistics of rho*-mixing sequences of random variables
Scientific Electronic Library Online (English)
Guang-Hui, Cai.
2006-12-01
Full Text Available Leis fortes são estabelecidas para estatísticas lineares que são somas ponderadas de uma amostra aleatória. Mostramos extensões das leis fortes de Marcinkiewicz-Zygmund sob certas condições tanto nos pesos quanto na distribuição. Estas últimas não só generalizam o resultado de Bai e Cheng (2000, Sta [...] tist Probab Lett 46: 105-112) para sequências aleatórias "ro*-mixing" como também o melhoram. Abstract in english Strong laws are established for linear statistics that are weighted sums of a random sample. We show extensions of the Marcinkiewicz-Zygmund strong laws under certain moment conditions on both the weights and the distribution. These not only generalize the result of Bai and Cheng (2000, Statist Prob [...] ab Lett 46: 105-112) to rho*-mixing sequences of random variables, but also improve them.
Marcinkiewicz strong laws for linear statistics of rho*-mixing sequences of random variables
Directory of Open Access Journals (Sweden)
Guang-Hui Cai
2006-12-01
Full Text Available Strong laws are established for linear statistics that are weighted sums of a random sample. We show extensions of the Marcinkiewicz-Zygmund strong laws under certain moment conditions on both the weights and the distribution. These not only generalize the result of Bai and Cheng (2000, Statist Probab Lett 46: 105-112 to rho*-mixing sequences of random variables, but also improve them.Leis fortes são estabelecidas para estatísticas lineares que são somas ponderadas de uma amostra aleatória. Mostramos extensões das leis fortes de Marcinkiewicz-Zygmund sob certas condições tanto nos pesos quanto na distribuição. Estas últimas não só generalizam o resultado de Bai e Cheng (2000, Statist Probab Lett 46: 105-112 para sequências aleatórias "ro*-mixing" como também o melhoram.
Lee, Sophia S. F.; Sun, Lei; Kustra, Rafal; Bull, Shelley B.
2008-01-01
Motivation: We developed an EM-random forest (EMRF) for Haseman–Elston quantitative trait linkage analysis that accounts for marker ambiguity and weighs each sib-pair according to the posterior identical by descent (IBD) distribution. The usual random forest (RF) variable importance (VI) index used to rank markers for variable selection is not optimal when applied to linkage data because of correlation between markers. We define new VI indices that borrow information from linked markers using...
Kendall, Wilfrid S.; Le, Huiling
2011-01-01
We prove weak laws of large numbers and central limit theorems of Lindeberg type for empirical centres of mass (empirical Fr\\'echet means) of independent non-identically distributed random variables taking values in Riemannian manifolds. In order to prove these theorems we describe and prove a simple kind of Lindeberg-Feller central approximation theorem for vector-valued random variables, which may be of independent interest and is therefore the subject of a self-contained ...
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.
Stochastic climate dynamics: Random attractors and time-dependent invariant measures
Chekroun, Mickaël D.; Simonnet, Eric; Ghil, Michael
2011-10-01
This article attempts a unification of the two approaches that have dominated theoretical climate dynamics since its inception in the 1960s: the nonlinear deterministic and the linear stochastic one. This unification, via the theory of random dynamical systems (RDS), allows one to consider the detailed geometric structure of the random attractors associated with nonlinear, stochastically perturbed systems. We report on high-resolution numerical studies of two idealized models of fundamental interest for climate dynamics. The first of the two is a stochastically forced version of the classical Lorenz model. The second one is a low-dimensional, nonlinear stochastic model of the El Niño-Southern Oscillation (ENSO). These studies provide a good approximation of the two models’ global random attractors, as well as of the time-dependent invariant measures supported by these attractors; the latter are shown to have an intuitive physical interpretation as random versions of Sinaï-Ruelle-Bowen (SRB) measures.
Convergence of Weighted Linear Process for ÃÂ-Mixing Random Variables
Directory of Open Access Journals (Sweden)
Guang-Hui Cai
2007-04-01
Full Text Available A central limit theorem and a functional central limit theorem are obtained for weighted linear process of ÃÂ-mixing sequences for the Xt=Ã¢ÂˆÂ‘i=0Ã¢ÂˆÂžaiYtÃ¢ÂˆÂ’i, where {Yi,0Ã¢Â‰Â¤i<Ã¢ÂˆÂž} is a sequence of ÃÂ-mixing random variables with EYi=0,0
Continuous-time random-walk model of transport in variably saturated heterogeneous porous media
Zoia, Andrea; Néel, Marie-Christine; Cortis, Andrea
2010-03-01
We propose a unified physical framework for transport in variably saturated porous media. This approach allows fluid flow and solute migration to be treated as ensemble averages of fluid and solute particles, respectively. We consider the cases of homogeneous and heterogeneous porous materials. Within a fractal mobile-immobile continuous time random-walk framework, the heterogeneity will be characterized by algebraically decaying particle retention times. We derive the corresponding (nonlinear) continuum-limit partial differential equations and we compare their solutions to Monte Carlo simulation results. The proposed methodology is fairly general and can be used to track fluid and solutes particles trajectories for a variety of initial and boundary conditions.
Random Variables and Positive Definite Kernels Associated with the Schrödinger Algebra
Accardi, Luigi; Boukas, Andreas
2010-06-01
We show that the Feinsilver-Kocik-Schott (FKS) kernel for the Schrödinger algebra is not positive definite. We show how the FKS Schrödinger kernel can be reduced to a positive definite one through a restriction of the defining parameters of the exponential vectors. We define the Fock space associated with the reduced FKS Schrödinger kernel. We compute the characteristic functions of quantum random variables naturally associated with the FKS Schrödinger kernel and expressed in terms of the renormalized higher powers of white noise (or RHPWN) Lie algebra generators.
Random Variables and Positive Definite Kernels Associated with the Schroedinger Algebra
International Nuclear Information System (INIS)
We show that the Feinsilver-Kocik-Schott (FKS) kernel for the Schroedinger algebra is not positive definite. We show how the FKS Schroedinger kernel can be reduced to a positive definite one through a restriction of the defining parameters of the exponential vectors. We define the Fock space associated with the reduced FKS Schroedinger kernel. We compute the characteristic functions of quantum random variables naturally associated with the FKS Schroedinger kernel and expressed in terms of the renormalized higher powers of white noise (or RHPWN) Lie algebra generators.
Renormalization flow for extreme value statistics of random variables raised to a varying power
International Nuclear Information System (INIS)
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)
Wang, Kezhi
2014-09-01
The sum of ratios of products of independent 2642 2642?-? 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.
Montgomery-Smith, S J
2001-01-01
Let X_1, X_2,..., X_n be a sequence of independent random variables, let M be a rearrangement invariant space on the underlying probability space, and let N be a symmetric sequence space. This paper gives an approximate formula for the quantity || ||(X_i)||_N ||_M whenever L_q embeds into M for some 1 le q < infty. This extends work of Johnson and Schechtman who tackled the cases when N = l_1 or N = l_2, and recent work of Gordon, Litvak, Schuett and Werner who obtained similar results for Orlicz spaces.
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 ...
Inside of the Linear Relation between Dependent and Independent Variables
Jäntschi, Lorentz; Pruteanu, Lavinia L.; Cozma, Alina C.; Bolboac?, Sorana D.
2015-01-01
Simple and multiple linear regression analyses are statistical methods used to investigate the link between activity/property of active compounds and the structural chemical features. One assumption of the linear regression is that the errors follow a normal distribution. This paper introduced a new approach to solving the simple linear regression in which no assumptions about the distribution of the errors are made. The proposed approach maximizes the probability of observing the event according to the random error. The use of the proposed approach is illustrated in ten classes of compounds with different activities or properties. The proposed method proved reliable and was showed to fit properly the observed data compared to the convenient approach of normal distribution of the errors. PMID:26101543
Events of Borel Sets, Construction of Borel Sets and Random Variables for Stochastic Finance
Directory of Open Access Journals (Sweden)
Jaeger Peter
2014-09-01
Full Text Available We consider special events of Borel sets with the aim to prove, that the set of the irrational numbers is an event of the Borel sets. The set of the natural numbers, the set of the integer numbers and the set of the rational numbers are countable, so we can use the literature [10] (pp. 78-81 as a basis for the similar construction of the proof. Next we prove, that different sets can construct the Borel sets [16] (pp. 9-10. Literature [16] (pp. 9-10 and [11] (pp. 11-12 gives an overview, that there exists some other sets for this construction. Last we define special functions as random variables for stochastic finance in discrete time. The relevant functions are implemented in the article [15], see [9] (p. 4. The aim is to construct events and random variables, which can easily be used with a probability measure. See as an example theorems (10 and (14 in [20]. Then the formalization is more similar to the presentation used in the book [9]. As a background, further literatures is [3] (pp. 9-12, [13] (pp. 17-20, and [8] (pp.32-35.
Directory of Open Access Journals (Sweden)
TysonHHolmes
2011-07-01
Full Text Available The HIV risk-taking behavior scale (HRBS is an 11-item instrument designed to assess the risks of HIV infection due self-reported injection drug use and sexual behavior. A retrospective analysis was performed on HRBS data collected from approximately 1,000 participants pooled across seven clinical trials of pharmacotherapies for either the treatment of cocaine-dependence or methamphetamine-dependence. Analysis faced three important challenges. The sample contained a high proportion of missing assessments after randomization. Also, the HRBS scale consists of two distinct behavioral components which may or may not coincide in response patterns. In addition, distributions of responses on the subscales were highly concentrated at just a few values (e.g., 0, 6. To address these challenges, a single probit regression model was fit to three outcomes variables simultaneously—the two subscale totals plus an indicator variable for assessments not obtained (non-response. This joint-outcome regression model was able to identify that those who left assessment early had higher self-reported risk of injection-drug use and lower self-reported risky sexual behavior because the model was able to draw on information on associations among the three outcomes collectively. These findings were not identified in analyses performed on each outcome separately. No evidence for an effect of pharmacotherapies was observed, except to reduce missing assessments. Univariate-outcome modeling is not recommended for the HRBS.
International Nuclear Information System (INIS)
Specially constructed fast reactivity oscillator was stimulating the zero power reactor by a stimulus which caused pseudo-random reactivity changes. Measuring system included stochastic oscillator BCR-1 supplied by pseudo-random pulses from noise generator GBS-16, instrumental tape-recorder, system for data acquisition and digital computer ZUSE-Z-23. For measuring the spatially dependent transfer function, reactor response was measured at a number of different positions of stochastic oscillator and ionization chamber. In order to keep the reactor system linear, experiment was limited to small reactivity fluctuations. Experimental results were compared to theoretical ones
Lloret Cabot, M.; Hicks, M. A.; van den Eijnden, A. P.
2012-01-01
Spatial variability of soil properties is inherent in soil deposits, whether as a result of natural geological processes or engineering construction. It is therefore important to account for soil variability in geotechnical design in order to represent more realistically a soil’s in situ state. This variability may be modelled as a random field, with a given probability density function and scale of fluctuation. A more convenient way to deal with the uncertainty of a soil property due to spat...
Normal approximation for random sums
Barbour, A D; Xia, A.
2006-01-01
In this paper, we adapt the very effective Berry-Esseen theorems of Chen and Shao (2004), which apply to sums of locally dependent random variables, for use with randomly indexed sums. Our particular interest is in random variables resulting from integrating a random field with respect to a point process. We illustrate the use of our theorems in three examples: in a rather general model of the insurance collective; in problems in geometrical probability involving stabilizing functionals; and ...
Dhingra, R. R.; Jacono, F. J.; Fishman, M; Loparo, K. A.; Rybak, I. A.; Dick, T. E.
2011-01-01
Physiological rhythms, including respiration, exhibit endogenous variability associated with health, and deviations from this are associated with disease. Specific changes in the linear and nonlinear sources of breathing variability have not been investigated. In this study, we used information theory-based techniques, combined with surrogate data testing, to quantify and characterize the vagal-dependent nonlinear pattern variability in urethane-anesthetized, spontaneously breathing adult rat...
BERNOULLI REGRESSION MODELS: RE-EXAMINING STATISTICAL MODELS WITH BINARY DEPENDENT VARIABLES
The classical approach for specifying statistical models with binary dependent variables in econometrics using latent variables or threshold models can leave the model misspecified, resulting in biased and inconsistent estimates as well as erroneous inferences. Furthermore, methods for trying to all...
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 ? and turnover time-scale ?. 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 ? 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.
Directory of Open Access Journals (Sweden)
Claudia SANI
2011-12-01
Full Text Available The performance of a school system can be evaluated through the learning levels of the pupils, usually summarized by school mean scores. The variability of the mean scores among schools is rarely studied in detail, though it is a crucial issue especially in primary schools: in fact, a high variability among schools raises doubts on the capacity of the system to guarantee equal educational opportunities. To investigate the patterns of variability in Italy, we analyse data from INVALSI, the Italian national institute for the evaluation of the school system, which regularly carries out standardized tests to assess the learning levels of the pupils at various grades. We consider the mathematics test administered to fifth-grade pupils at the end of the 2008/2009 year, along with a pupil's questionnaire for measuring socio-economic factors. The analysis is performed using a random intercept linear model on the Rasch score of the mathematics test, with pupil-level errors depending on gender and school-level errors depending on the geographical area. The model includes several demographic and socioeconomic explanatory variables and some compositional variables obtained as school means of pupil variables. The results show a considerable increase in the residual variance among schools when going from North to South, pointing out a serious issue of fairness in Southern Italy. The situation is mitigated by the finding that a substantial part of the residual variance among schools is due to a few schools with exceptionally positive results.
The exact constant in the Rosenthal inequality for random variables with mean zero
Ibragimov, Rustam; Sharakhmetov, Shaturgun
2002-01-01
Let $\\xi_1, \\ldots, \\xi_n$ be independent random variables with ${\\bf E}\\xi_i=0,$ ${\\bf E}|\\xi_i|^t2$, $i=1,\\ldots, n,$ and let $S_n=\\sum_{i=1}^n \\xi_i.$ In the present paper we prove that the exact constant ${\\overline C}(2m)$ in the Rosenthal inequality $$ {\\bf E}|S_n|^t\\le C(t) \\max \\Bigg(\\sum_{i=1}^n{\\bf E}|\\xi_i|^t,\\ \\Bigg(\\sum_{i=1}^n {\\bf E}\\xi_i^2\\Bigg)^{t/2}\\Bigg) $$ for $t=2m,$ $m\\in {\\bf N},$ is given by $$ \\overline C(2m)=(2m)! \\sum_{j=1}^{2m} \\sum_{r=1}^j \\sum \\prod_{k=1}^r \\frac...
Dynamical properties of a randomly diluted neural network with variable activity
Grosskinsky, S
1999-01-01
The subject of study is a neural network with binary neurons, randomly diluted synapses and variable pattern activity. We look at the system with parallel updating using a probabilistic approach to solve the one step dynamics with one condensed pattern. We derive restrictions on the storage capacity and the mutual information content occuring during the retrieval process. Special focus is on the constraints on the threshold for optimal performance. We also look at the effect of noisy updating, giving a dynamical version of the critical temperature, the corresponding threshold and an approximation for the time evolution for small temperatures. The description is applicable to the whole retrieval process in the limit of strong dilution. The analysis is carried out as exactly as possible and over the full parameter ranges, generalizing some former results.
Rodin, Andrei S; Litvinenko, Anatoliy; Klos, Kathy; Morrison, Alanna C; Woodage, Trevor; Coresh, Josef; Boerwinkle, Eric
2009-12-01
Modern large-scale genetic association studies generate increasingly high-dimensional datasets. Therefore, some variable selection procedure should be performed before the application of traditional data analysis methods, for reasons of both computational efficiency and problems related to overfitting. We describe here a "wrapper" strategy (SIZEFIT) for variable selection that uses a Random Forests classifier, coupled with various local search/optimization algorithms. We apply it to a large dataset consisting of 2,425 African-American and non-Hispanic white individuals genotyped for 4,869 single-nucleotide polymorphisms (SNPs) in a coronary heart disease (CHD) case-cohort association study (Atherosclerosis Risk in Communities), using incident CHD and plasma low-density lipoprotein (LDL) cholesterol levels as the dependent variables. We show that most SNPs can be safely removed from the dataset without compromising the predictive (classification) accuracy, with only a small number of SNPs (sometimes less than 100) containing any predictive signal. A statistical (SUMSTAT) approach is also applied to the dataset for comparison purposes. We describe a novel method for refining the subset of signal-containing SNPs (FIXFIT), based on an Extremal Optimization algorithm. Finally, we compare the top SNP rankings obtained by different methods and devise practical guidelines for researchers trying to generate a compact subset of predictive SNPs from genome-wide association datasets. Interestingly, there is a significant amount of overlap between seemingly very heterogeneous rankings. We conclude by constructing compact optimal predictive SNP subsets for CHD (less than 150 SNPs) and LDL (less than 300 SNPs) phenotypes, and by comparing various rankings for two well-known positive control SNPs for LDL in the apolipoprotein E gene. PMID:20047492
Koyama, Tamio; Takemura, Akimichi
2015-01-01
We apply the holonomic gradient method to compute the distribution function of a weighted sum of independent noncentral chi-square random variables. It is the distribution function of the squared length of a multivariate normal random vector. We treat this distribution as an integral of the normalizing constant of the Fisher-Bingham distribution on the unit sphere and make use of the partial differential equations for the Fisher-Bingham distribution.
Soil VisNIR chemometric performance statistics should be interpreted as random variables
Brown, David J.; Gasch, Caley K.; Poggio, Matteo; Morgan, Cristine L. S.
2015-04-01
Chemometric models are normally evaluated using performance statistics such as the Standard Error of Prediction (SEP) or the Root Mean Squared Error of Prediction (RMSEP). These statistics are used to evaluate the quality of chemometric models relative to other published work on a specific soil property or to compare the results from different processing and modeling techniques (e.g. Partial Least Squares Regression or PLSR and random forest algorithms). Claims are commonly made about the overall success of an application or the relative performance of different modeling approaches assuming that these performance statistics are fixed population parameters. While most researchers would acknowledge that small differences in performance statistics are not important, rarely are performance statistics treated as random variables. Given that we are usually comparing modeling approaches for general application, and given that the intent of VisNIR soil spectroscopy is to apply chemometric calibrations to larger populations than are included in our soil-spectral datasets, it is more appropriate to think of performance statistics as random variables with variation introduced through the selection of samples for inclusion in a given study and through the division of samples into calibration and validation sets (including spiking approaches). Here we look at the variation in VisNIR performance statistics for the following soil-spectra datasets: (1) a diverse US Soil Survey soil-spectral library with 3768 samples from all 50 states and 36 different countries; (2) 389 surface and subsoil samples taken from US Geological Survey continental transects; (3) the Texas Soil Spectral Library (TSSL) with 3000 samples; (4) intact soil core scans of Texas soils with 700 samples; (5) approximately 400 in situ scans from the Pacific Northwest region; and (6) miscellaneous local datasets. We find the variation in performance statistics to be surprisingly large. This has important implications for the interpretation of soil VisNIR model results. Particularly for smaller datasets, the relative success of a given application or modeling approach may well be due in part to chance.
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 ...
Large deviations of the maximum of independent and identically distributed random variables
Vivo, Pierpaolo
2015-09-01
A pedagogical account of some aspects of extreme value statistics (EVS) is presented from the somewhat non-standard viewpoint of large deviation theory. We address the following problem: given a set of N independent and identically distributed (i.i.d.) random variables \\{{X}1,\\ldots ,{X}N\\} drawn from a parent probability density function (pdf) p(x), what is the probability that the maximum value of the set {X}{max}={{max}}i{X}i is ‘atypically larger’ than expected? The cases of exponential and Gaussian distributed variables are worked out in detail, and the right rate function for a general pdf in the Gumbel basin of attraction is derived. The Gaussian case convincingly demonstrates that the full rate function cannot be determined from the knowledge of the limiting distribution (Gumbel) alone, thus implying that it indeed carries additional information. Given the simplicity and richness of the result and its derivation, its absence from textbooks, tutorials and lecture notes on EVS for physicists appears inexplicable.
Rodin, Andrei S; Litvinenko, Anatoliy; Klos, Kathy; MORRISON, Alanna C.; Woodage, Trevor; Coresh, Josef; BOERWINKLE, ERIC
2009-01-01
Modern large-scale genetic association studies generate increasingly high-dimensional datasets. Therefore, some variable selection procedure should be performed before the application of traditional data analysis methods, for reasons of both computational efficiency and problems related to overfitting. We describe here a “wrapper” strategy (SIZEFIT) for variable selection that uses a Random Forests classifier, coupled with various local search/optimization algorithms. We apply it to a large d...
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.
Baseline-Dependent Effect of Noise-Enhanced Insoles on Gait Variability in Healthy Elderly Walkers
Stephen, Damian G.; Wilcox, Bethany; Niemi, James B.; Franz, Jason; Kerrigan, D. Casey; D’Andrea, Susan E.
2012-01-01
The purpose of this study was to determine whether providing subsensory stochastic-resonance mechanical vibration to the foot soles of elderly walkers could decrease gait variability. In a randomized double-blind controlled trial, twenty nine (29) subjects engaged in treadmill walking while wearing sandals customized with three (3) actuators capable of producing stochastic-resonance mechanical vibration embedded in each sole. For each subject, we determined a subsensory level of vibration sti...
Directory of Open Access Journals (Sweden)
Anita Sharma
2011-01-01
Full Text Available Blinking statistics of quantum dot has attracted much attraction in recent years. Various experiments were conducted and various theories have been given to explain this phenomenon. However, the problem is not yet resolved. The weak temperature dependence of the power law parameters have complicated the phenomena. We have simulated the blinking statistics of quantum dot based on the random walk model. We have shown that three-dimensional biased Levy random walk of electrons, the bias being the Columbic interaction between electrons and ionized atoms can explain the observed experimental results. We have simulated the blinking properties of quantum dots in a broad temperature range (10-300 K. The distributions exhibit power law behavior for a wide range of temperature, but the power law parameter increases marginally with temperature. The trend of change is independent of the size of the quantum dots as confirmed from the simulation.
International Nuclear Information System (INIS)
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)
Directory of Open Access Journals (Sweden)
K.Manikandan
2011-02-01
Full Text Available The Wide-expansion of mobile telecommunication technology mobile banking emerged as a new type of financial services and can provide efficient and effective financial services for clients. Mobile banking is a way for the customer to perform banking actions on his or her cell phone or other mobile device. It is a quite popular method of banking that fits in well with a busy, technologically oriented lifestyle. Framework conditions for mobile banking services differ from country to country but one thing is certain: the future of mobile banking depends on getting the security right. In this paper, we present a new way of securing mobile banking. We introduce a system which makes use of Elliptic curve cryptography and RGB Intensity Based Randomized pixels with variable Bits image Steganography [5]. Elliptic Curve Cryptography suites well for resources constraint devices like mobile phones and PDA, because of its less computation time, short key’s length, fast digital signature, flexibility and less resource consumption
Rajesh Tailor; Sunil Chouhan; Ritesh Tailor; Neha Garg
2013-01-01
This paper proposes a ratio-cum-product estimator of finite population mean in stratified random sampling using information on population means of two auxiliary variables. The bias and mean squared error expressions are derived under large sample approximations. Proposed estimator has been compared with usual unbiased estimator in stratified sampling, combined ratio estimator and combined product estimator theoretically as well as empirically.
What variables are important in predicting bovine viral diarrhea virus? A random forest approach.
Machado, Gustavo; Mendoza, Mariana Recamonde; Corbellini, Luis Gustavo
2015-01-01
Bovine viral diarrhea virus (BVDV) causes one of the most economically important diseases in cattle, and the virus is found worldwide. A better understanding of the disease associated factors is a crucial step towards the definition of strategies for control and eradication. In this study we trained a random forest (RF) prediction model and performed variable importance analysis to identify factors associated with BVDV occurrence. In addition, we assessed the influence of features selection on RF performance and evaluated its predictive power relative to other popular classifiers and to logistic regression. We found that RF classification model resulted in an average error rate of 32.03% for the negative class (negative for BVDV) and 36.78% for the positive class (positive for BVDV).The RF model presented area under the ROC curve equal to 0.702. Variable importance analysis revealed that important predictors of BVDV occurrence were: a) who inseminates the animals, b) number of neighboring farms that have cattle and c) rectal palpation performed routinely. Our results suggest that the use of machine learning algorithms, especially RF, is a promising methodology for the analysis of cross-sectional studies, presenting a satisfactory predictive power and the ability to identify predictors that represent potential risk factors for BVDV investigation. We examined classical predictors and found some new and hard to control practices that may lead to the spread of this disease within and among farms, mainly regarding poor or neglected reproduction management, which should be considered for disease control and eradication. PMID:26208851
Biørn, Erik; Wangen, Knut R.
2011-01-01
The aim of this paper is two-fold: (a) to establish a 'map' for describing the wide class of Limited Dependent Variables (LDV) univariate and multivariate models in the econometric literature and (b) to localize typical models in this tradition within the structure, extending typologies of Heckman (1976) and Amemiya (1984). The classification system, or language, proposed, is given at different level of detail. Its scope is (1) that the latent variables can have any parametric distribution, (...
An extension of time-dependent Hartree-Fock theory including Grassmann variables, 1
International Nuclear Information System (INIS)
A microscopic theory of collective and independent-particle motions in many-fermion system is developed in the framework of Dirac's canonical theory with constraints. The basic idea is an extension of the conventional time-dependent Hartree-Fock theory based on the use of the Grassmann variables and, in certain sense, it supplements incomplete parts of the paper presented by the present authors. Canonicity condition to certify the canonical property of the variables, equation to determine collective submanifold and constraints to govern the collective and the Grassmann variables are given. (author)
Optimal two-value zero-mean disintegration of zero-mean random variables
Pinelis, Iosif
2008-01-01
For any continuous zero-mean random variable (r.v.) X, a reciprocating function r is constructed, based only on the distribution of X, such that the conditional distribution of X given the (at-most-)two-point set {X,r(X)} is the zero-mean distribution on this set; in fact, a more general construction without the continuity assumption is given in this paper, as well as a large variety of other related results, including characterizations of the reciprocating function and modeling distribution asymmetry patterns. The mentioned disintegration of zero-mean r.v.'s implies, in particular, that an arbitrary zero-mean distribution is represented as the mixture of two-point zero-mean distributions; moreover, this mixture representation is most symmetric in a variety of senses. Somewhat similar representations -- of any probability distribution as the mixture of two-point distributions with the same skewness coefficient (but possibly with different means) -- go back to Kolmogorov; very recently, Aizenman et al. further...
Bell-Boole Inequality: Nonlocality or Probabilistic Incompatibility of Random Variables?
Khrennikov, Andrei
2008-06-01
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 Bell’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 “death of reality” which are typically linked to Bell’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 Bell’s type inequalities statistical data from a number of experiments performed under different experimental contexts.
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 ?-? 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 ?-? 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.
Cryptography based on chaotic random maps with position dependent weighting probabilities
International Nuclear Information System (INIS)
Chaotic cryptology has been widely investigated recently. A common feature in the most recent developments of chaotic cryptosystems is the use of a single dynamical rule in the encoding-decoding process. The main objective of this paper is to provide a set of chaotic systems instead of a single one for cryptography. In this paper, we introduce a chaotic cryptosystem based on the symbolic dynamics of random maps with position dependent weighting probabilities. The random maps model is a deterministic dynamical system in a finite phase space with n points. The maps that establish the dynamics of the system are chosen randomly for every point. The essential idea of this paper is that, given two dynamical systems that behave in a certain way, it is possible to combine them (by composing) into a new dynamical system. This dynamically composed system behaves in a completely different way compared to the constituent systems. The proposed scheme exploits the symbolic dynamics of a set of chaotic maps in order to encode the binary information. The performance of the new cryptosystem based on chaotic dynamical systems properties is examined. Both theoretical and experimental results demonstrate that the proposed algorithm using symbolic dynamics achieves the optimal security criteria.
Temperature dependence of collective states in the random-phase approximation
International Nuclear Information System (INIS)
We investigate the temperature dependence of collective states in the framework of the random-phase approximation at finite temperature. We show that sum rules can be extended to collective energies at finite temperature. Numerical methods are developed to solve the RPA equations at finite temperature. Results are presented and discussed in the case of 40Ca for isovector dipole and isoscalar octupole vibrations, using oscillator wave functions and a zero-range force. We show that the broadening of giant dipole resonances observed experimentally, appears as a natural consequence of the structure of the RPA equations. Comparison is made with the schematic model for which the temperature dependence of collective states can be worked out analytically. (orig.)
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 u?? to a family of problems corresponding to the size of microstructure ? and describing suspensions of rigid particles with random surface forces imposed on the interface, converge H1-weakly as ??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 ?-convergence theory. © 2014 Elsevier Inc.
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...
Irlbeck, Sonja A.
2002-01-01
Provides a chronological perspective of human performance technology (HPT) definitions and an evaluation of them in terms of independent and dependent variables. Discusses human competence and performance technology and compares the definitions with the goals that have been articulated for HPT. (Author/LRW)
Nutrition education intervention for dependent patients: protocol of a randomized controlled trial
Directory of Open Access Journals (Sweden)
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
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, ? (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, ? (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
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...
Directory of Open Access Journals (Sweden)
Janssen Patricia A
2012-12-01
Full Text Available Abstract Background The prevalence of maternal drug use during pregnancy in North America has been estimated to be as high as 6-10%. The consequences for the newborn include increased risk for perinatal mortality and ongoing physical, neurobehavioral, and psychosocial problems. Methadone is frequently used to wean women off street drugs but is implicated as a cause of adverse fetal/neonatal outcomes itself. The purpose of our study was to test the ability of maternal acupuncture treatment among mothers who use illicit drugs to reduce the frequency and severity of withdrawal symptoms among their newborns. Methods We randomly assigned chemically dependent pregnant women at BC Women’s Hospital in Vancouver, British Columbia to daily acupuncture treatments versus usual care. By necessity, neither our participants nor acupuncturists were blinded as to treatment allocation. Our primary outcome was days of neonatal morphine treatment for symptoms of neonatal withdrawal. Secondary neonatal outcomes included admission to a neonatal ICU and transfer to foster care. Results We randomized 50 women to acupuncture and 39 to standard care. When analyzed by randomized groups, we did not find benefit of acupuncture; the average length of treatment with morphine for newborns in the acupuncture group was 2.7 (6.3 compared to 2.8 (7.0 in the control group. Among newborns of women who were compliant with the acupuncture regime, we observed a reduction of 2.1 and 1.5 days in length of treatment for neonatal abstinence syndrome compared to the non-compliant and control groups, respectively. These differences were not statistically significant. Conclusions Acupuncture may be a safe and feasible treatment to assist mothers to reduce their dosage of methadone. Our results should encourage ongoing studies to test the ability of acupuncture to mitigate the severity of neonatal abstinence syndrome among their newborns. Clinical Trial Registration http://www.clinicaltrials.gov registry: W05-0041
Royen, Thomas
2010-01-01
The exact distribution of the square sum of Dirichlet random variables is given by two different univariate integral representations. Alternatively, three representations by orthogonal series with Jacobi or Legendre polynomials are derived. As a special case the distribution of the square sum of spacings - also called Greenwood's statistic - is obtained. Nine quantiles of this statistic are tabulated with eight digits where the number of squares ranges from 10 to 100.
Glazunov, Andrés Alayón; ZHANG Jie
2012-01-01
In this paper we discuss the representation of the joint probability density function of perfectly correlated continuous random variables, i.e., with correlation coefficients $\\rho=pm1$, by Dirac's $\\delta$-function. We also show how this representation allows to define Dirac's $\\delta$-function as the ratio between bivariate distributions and the marginal distribution in the limit $\\rho\\rightarrow \\pm1$, whenever this limit exists. We illustrate this with the example of the...
Glazunov, Andrés Alayón
2012-01-01
In this paper we discuss the representation of the joint probability density function of perfectly correlated continuous random variables, i.e., with correlation coefficients $\\rho=pm1$, by Dirac's $\\delta$-function. We also show how this representation allows to define Dirac's $\\delta$-function as the ratio between bivariate distributions and the marginal distribution in the limit $\\rho\\rightarrow \\pm1$, whenever this limit exists. We illustrate this with the example of the bivariate Rice distribution
Scales of variability of black carbon plumes and their dependence on resolution of ECHAM6-HAM
Weigum, Natalie; Stier, Philip; Schutgens, Nick; Kipling, Zak
2015-04-01
Prediction of the aerosol effect on climate depends on the ability of three-dimensional numerical models to accurately estimate aerosol properties. However, a limitation of traditional grid-based models is their inability to resolve variability on scales smaller than a grid box. Past research has shown that significant aerosol variability exists on scales smaller than these grid-boxes, which can lead to discrepancies between observations and aerosol models. The aim of this study is to understand how a global climate model's (GCM) inability to resolve sub-grid scale variability affects simulations of important aerosol features. This problem is addressed by comparing observed black carbon (BC) plume scales from the HIPPO aircraft campaign to those simulated by ECHAM-HAM GCM, and testing how model resolution affects these scales. This study additionally investigates how model resolution affects BC variability in remote and near-source regions. These issues are examined using three different approaches: comparison of observed and simulated along-flight-track plume scales, two-dimensional autocorrelation analysis, and 3-dimensional plume analysis. We find that the degree to which GCMs resolve variability can have a significant impact on the scales of BC plumes, and it is important for models to capture the scales of aerosol plume structures, which account for a large degree of aerosol variability. In this presentation, we will provide further results from the three analysis techniques along with a summary of the implication of these results on future aerosol model development.
Ahmadi-Abhari Seyed Ali; Radgoodarzi Reza; Assadi Seyed Mohammad
2003-01-01
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. S...
Dependence of the average to-node distance on the node degree for random graphs and growing networks
Malarz, K.; Kulakowski, K.
2004-01-01
In a graph, nodes can be characterized locally (with their degree $k$) or globally (e.g. with their average length path $\\xi$ to other nodes). Here we investigate how $\\xi$ depends on $k$. Our earlier algorithm of the construction of the distance matrix is applied to the random graphs. Numerical calculations are performed for the random graphs and the growing networks: the scale-free ones and the exponential ones. The results are relevant for search strategies in different n...
Short-term FUV flux variability and phase-dependent winds in Be stars
Peters, G. J.; Percy, J. R.; Henrichs, H. F.; Gies, D. R.; Mcdavid, D.
1990-01-01
FUV (Far Ultraviolet) light curves and the behavior of the C IV wind line versus phase are discussed for four Be stars. The IUE (International Ultraviolet Explorer) data acquired during three multiwavelength campaigns aimed at determining the cause for short term optical light variability in Be stars and whether it is linked with the mass loss mechanism is presented. The observations confirm that it is a modulation in the star's photospheric temperature that causes the flux variability. A phase dependent variation is seen in the equivalent width and profile in the C IV wind line. The wind absorption tends to be strongest at maximum light and in a Be shell star the absolute flux of its C IV emission component appears to be anticorrelated with the absorption strength and the level of the FUV flux. The observations suggest that nonradial pulsations are responsible for the photometric variability and the generic model of a star pulsating in a sectorial mode.
International Nuclear Information System (INIS)
Based on simple random sampling (SRS), we propose a Monte Carlo method for the faster computation of the smoothed part of the density of nuclear states. To test the applicability of the SRS approach we study in this framework the excitation energy (E), angular momentum (J) and parity dependence of nuclear level densities for an independent particle system. As an illustrative example, we consider a pf-shell nucleus, 48Cr. It is found that the values of a few lower order moments for the state density I(E) calculated using SRS and combinatorial (or direct counting) methods are almost the same and a locally smoothed part of the state density can be constructed using these moments in a univariate Edgeworth expansion. We calculate the energy dependent spin-cutoff factor and parity asymmetry and find that for both cases the SRS approach works quite well. We use the SRS moments to construct different forms of the bivariate distribution for I(E,M) (M is the z-component of J) namely (a) a bivariate Edgeworth expansion, (b) a product of the univariate Edgeworth expansion (I(E)) and a Gaussian form for conditional M distribution I(M vertical stroke E) and (c) a product of the univariate Edgeworth expansions for both I(E) and I(M vertical stroke E) and compare the resulting fixed-J level density Il(E,J) with the corresponding combinatorial results. (orig.)
An Information-Theoretic Measure of Dependency Among Variables in Large Datasets
Mousavi, Ali; Baraniuk, Richard G.
2015-01-01
The maximal information coefficient (MIC), which measures the amount of dependence between two variables, is able to detect both linear and non-linear associations. However, computational cost grows rapidly as a function of the dataset size. In this paper, we develop a computationally efficient approximation to the MIC that replaces its dynamic programming step with a much simpler technique based on the uniform partitioning of data grid. A variety of experiments demonstrate ...
Dustmann, Christian; 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...
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...
Alih, Ekele; Ong, Hong Choon
2014-07-01
The application of Ordinary Least Squares (OLS) to a single equation assumes among others, that the predictor variables are truly exogenous; that there is only one-way causation between the dependent variable yi and the predictor variables xij. If this is not true and the xij 'S are at the same time determined by yi, the OLS assumption will be violated and a single equation method will give biased and inconsistent parameter estimates. The OLS also suffers a huge set back in the presence of contaminated data. In order to rectify these problems, simultaneous equation models have been introduced as well as robust regression. In this paper, we construct a simultaneous equation model with variables that exhibit simultaneous dependence and we proposed a robust multivariate regression procedure for estimating the parameters of such models. The performance of the robust multivariate regression procedure was examined and compared with the OLS multivariate regression technique and the Three-Stage Least squares procedure (3SLS) using numerical simulation experiment. The performance of the robust multivariate regression and (3SLS) were approximately equally better than OLS when there is no contamination in the data. Nevertheless, when contaminations occur in the data, the robust multivariate regression outperformed the 3SLS and OLS.
Umbricht, Annie; DeFulio, Anthony; Winstanley, Erin L.; Andrew Tompkins, D.; Peirce, Jessica; Mintzer, Miriam Z.; Strain, Eric C.; Bigelow, George E.
2015-01-01
Background Dual dependence on opiate and cocaine occurs in about 60% of patients admitted to methadone maintenance and negatively impacts prognosis (Kosten et al., 2003). Topiramate (TOP) is an antiepileptic drug that may have utility in the treatment of cocaine dependence because it enhances the GABAergic system, antagonizes the glutamatergic system, and has been identified by NIDA as one of only a few medications providing a “positive signal” warranting further clinical investigation. (Vocci and Ling, 2005). Method In this double-blind controlled clinical trial, cocaine dependent methadone maintenance patients (N=171) were randomly assigned to one of four groups. Under a factorial design, participants received either TOP or placebo, and monetary voucher incentives that were either contingent (CM) or non-contingent (Non-CM) on drug abstinence. TOP participants were inducted onto TOP over 7 weeks, stabilized for 8 weeks at 300 mg daily then tapered over 3 weeks. Voucher incentives were supplied for 12 weeks, starting during the fourth week of TOP induction. Primary outcome measures were cocaine abstinence (Y/N) as measured by thrice weekly urinalysis and analyzed using Generalized Estimating Equations (GEE) and treatment retention. All analyses were intent to treat and included the 12-week evaluation phase of combined TOP/P treatment and voucher intervention period. Results There was no significant difference in cocaine abstinence between the TOP vs P conditions nor between the CM vs Non-CM conditions. There was no significant TOP/CM interaction. Retention was not significantly different between the groups. Conclusion Topiramate is not efficacious for increasing cocaine abstinence in methadone patients. PMID:24814607
Musini, Vijaya M.; Wright, James M.
2009-01-01
Systematic reviews can often reveal much more than the original objective of the work. The objectives of this retrospective analysis were to answer three basic questions about blood pressure variability: 1) Does blood pressure entry criterion have an effect on baseline blood pressure variability? 2) Do thiazide diuretics have a significant effect on blood pressure variability? and 3) Does systolic blood pressure vary to the same degree as diastolic blood pressure? This analysis of blood press...
A functional limit theorem for a 2D-random walk with dependent marginals
Guillotin-Plantard, Nadine
2007-01-01
We prove a non-standard functional limit theorem for a two dimensional simple random walk on some randomly oriented lattices. This random walk, already known to be transient, has different horizontal and vertical fluctuations leading to different normalizations in the functional limit theorem, with a non-Gaussian horizontal behavior. We also prove that the horizontal and vertical components are not asymptotically independent.
Computational studies of history dependence in nematic liquid crystals in random environments.
Ranjkesh, Amid; Ambroži?, 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 percolation threshold) of frozen spins interacts with neighboring nematic spins with coupling W. Simulations were performed at temperature T ? T(NI)/2 (T(NI) the bulk nematic-isotropic transition temperature) for temperature-quenched and field-quenched histories (TQH and FQH, respectively), as well as for temperature-annealed histories (AH). The first two of these limits represent extreme histories encountered in typical experimental studies. Using long-time averages for equilibrated systems, we calculate orientational order parameters and two-point correlation functions. Finite-size scaling was used to determine the range of the orientational ordering, as a function of coupling strength W,p and sample history. Sample history plays a significant role; for given concentration p, as disorder strength W is increased, TQH systems sustain quasi-long-range order (QLRO) and short-range order (SRO). The data are also consistent with a long-range order (LRO) phase at very low disorder strength. By contrast, for FQH and p ? 0.1, only LRO and QLRO occur within the range of parameters investigated. The crossover between regimes depends on history, but in general, the FQH phase is more ordered than the AH phase, which is more ordered than the TQH phase. However, at temperatures close to the isotropic-nematic phase transition of pure samples we observe SRO for p = 0.1 even for FQH. We detect also in the QLRO phase a domain-type structural pattern, consistent with ideas introduced by Giamarchi and Doussal [Phys. Rev. B 52, 1242 (1995)] on superconducting flux lattices. In the weak-disorder limit the orientational correlation length obeys the Larkin-Imry-Ma scaling ? ? D(-2/(4-d)). PMID:25353486
Lower limits for distributions of randomly stopped sums
Denisov, Denis; Foss, Serguei; Korshunov, Dmitry
2007-01-01
We study lower limits for the ratio $\\frac{\\bar{F^{*\\tau}}(x)}{\\bar F(x)}$ of tail distributions where $ F^{*\\tau}$ is a distribution of a sum of a random size $\\tau$ of i.i.d. random variables having a common distribution $F$, and a random variable $\\tau$ does not depend on summands.
Plemenitaš, Anja; Kores Plesni?ar, Blanka; Kastelic, Matej; Porcelli, Stefano; Serretti, Alessandro; Dolžan, Vita
2015-09-14
Heritability plays an important role in the development and expression of alcohol dependence. The present genetic association study explored the role of TPH2 polymorphisms and their haplotypes to investigate its role in alcohol dependence and comorbid psychopathological symptoms. The sample included 101 subjects currently diagnosed as alcohol abusers, 100 abstinent alcohol-dependent subjects and 97 healthy controls. Subjects were genotyped for TPH2 rs4570625, rs1843809, rs7305115, rs4290270. TPH2 genotypes were not associated with alcohol dependence, but GGAA haplotype was less common (p=0.038) and GTAA and GGGT were more common (p=0.011 and p=0.021, respectively), in currently dependent patients compared to controls. Exploratory analysis of genotypes in currently dependent patients showed that rs1843809 was associated with depressive and aggressive traits (p=0.045 and p=0.001, respectively), rs4290270 with depressive and anxiety traits (p=0.040 and p=0.025, respectively) and rs4570625 with aggressive traits (p=0.011). In abstinent subjects rs1843809 genotype was associated with traits of social anxiety (p=0.003). Only association between rs1843809 and the BDHI score (p=0.001) and associations between GTAA haplotype and Zung Anxiety Scale and BDHI score (p=0.001 and p<0.001, respectively), in currently dependent patients remained significant after applying the Bonferroni's correction. Our findings support a potential role of TPH2 in alcohol dependence. TPH2 genetic variability may be also associated with anxiety and aggression traits in alcohol dependent subjects. PMID:26232682
Random functions and turbulence
Panchev, S
1971-01-01
International Series of Monographs in Natural Philosophy, Volume 32: Random Functions and Turbulence focuses on the use of random functions as mathematical methods. The manuscript first offers information on the elements of the theory of random functions. Topics include determination of statistical moments by characteristic functions; functional transformations of random variables; multidimensional random variables with spherical symmetry; and random variables and distribution functions. The book then discusses random processes and random fields, including stationarity and ergodicity of random
LENUS (Irish Health Repository)
Cronin, C C
2012-02-03
Abnormalities of the renin-angiotensin system have been reported in patients with diabetes mellitus and with diabetic complications. In this study, plasma concentrations of prorenin, renin, and aldosterone were measured in a stratified random sample of 110 insulin-dependent (Type 1) diabetic patients attending our outpatient clinic. Fifty-four age- and sex-matched control subjects were also examined. Plasma prorenin concentration was higher in patients without complications than in control subjects when upright (geometric mean (95% confidence intervals (CI): 75.9 (55.0-105.6) vs 45.1 (31.6-64.3) mU I-1, p < 0.05). There was no difference in plasma prorenin concentration between patients without and with microalbuminuria and between patients without and with background retinopathy. Plasma renin concentration, both when supine and upright, was similar in control subjects, in patients without complications, and in patients with varying degrees of diabetic microangiopathy. Plasma aldosterone was suppressed in patients without complications in comparison to control subjects (74 (58-95) vs 167 (140-199) ng I-1, p < 0.001) and was also suppressed in patients with microvascular disease. Plasma potassium was significantly higher in patients than in control subjects (mean +\\/- standard deviation: 4.10 +\\/- 0.36 vs 3.89 +\\/- 0.26 mmol I-1; p < 0.001) and plasma sodium was significantly lower (138 +\\/- 4 vs 140 +\\/- 2 mmol I-1; p < 0.001). We conclude that plasma prorenin is not a useful early marker for diabetic microvascular disease. Despite apparently normal plasma renin concentrations, plasma aldosterone is suppressed in insulin-dependent diabetic patients.
On the approximation of an integral by a sum of random variables
Einmahl, John H.J.; van Zuijlen, Martien C. A.
1998-01-01
We approximate the integral of a smooth function on [0,1], where values are only known at n random points (i.e., a random sample from the uniform-(0,1) distribution), and at 0 and 1. Our approximations are based on the trapezoidal rule and Simpson's rule (generalized to the non-equidistant case), respectively. In the first case, we obtain an n2-rate of convergence with a degenerate limiting distribution; in the second case, the rate of con-vergence is as fast as n3½, whereas the limiting...
International Nuclear Information System (INIS)
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)
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...
International Nuclear Information System (INIS)
Several problems related to the application of the theory of random by means of state variables are studied. The well-known equations that define the propagation of the mean and the variance for linear and non-linear systems are first presented. The Monte Carlo method is next resorted to in order to determine the applicability of the hypothesis of a normally distributed output in case of linear systems subjected to non-Gaussian excitations. Finally, attention is focused on the properties of linear filters and modulation functions proposed to simulate seismic excitations as non stationary random processes. Acceleration spectra obtained by multiplying rms spectra by a constant factor are compared with design spectra suggested by several authors for various soil conditions. In every case, filter properties are given. (Author)
Guigues, Vincent
2014-01-01
We consider a random variable expressed as the Euclidean distance between an arbitrary point and a random variable uniformly distributed in a closed and bounded set of a three-dimensional Euclidean space. Four cases are considered for this set: a union of disjoint disks, a union of disjoint balls, a union of disjoint line segments, and the boundary of a polyhedron. In the first three cases, we provide closed-form expressions of the cumulative distribution function and the de...
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…
On the moments of random variables uniformly distributed over a polytope
S. Paramasamy
1997-01-01
Suppose X=(X1,X2,Ã¢Â€Â¦,Xn) is a random vector uniformly distributed over a polytope. In this note, the author derives a formula for E(XirXjsÃ¢Â€Â¦), (the expected value of XirXjsÃ¢Â€Â¦), in terms of the extreme points of the polytope.
Using computer-generated data calculated with known amounts of random error (E = 1, 5 & 10%) associated with calculated qPCR cycle number (C ) at four jth 1:10 dilutions, we found that the “efficiency” (eff) associated with each population distribution of n = 10,000 measurements varied from 0.95 to ...
Directory of Open Access Journals (Sweden)
Singh Jagdev
2014-07-01
Full Text Available In this paper, we obtain the distribution of mixed sum of two independent random variables with different probability density functions. One with probability density function defined in finite range and the other with probability density function defined in infinite range and associated with product of Srivastava's polynomials and H-function. We use the Laplace transform and its inverse to obtain our main result. The result obtained here is quite general in nature and is capable of yielding a large number of corresponding new and known results merely by specializing the parameters involved therein. To illustrate, some special cases of our main result are also given.
Veillette, Mark S.; Taqqu, Murad S.
2010-01-01
Consider the sum $Z = \\sum_{n=1}^\\infty \\lambda_n (\\eta_n - \\mathbb{E}\\eta_n)$, where $\\eta_n$ are i.i.d.~gamma random variables with shape parameter $r > 0$, and the $\\lambda_n$'s are predetermined weights. We study the asymptotic behavior of the tail $\\sum_{n=M}^\\infty \\lambda_n (\\eta_n - \\mathbb{E}\\eta_n)$ which is asymptotically normal under certain conditions. We derive a Berry-Essen bound and Edgeworth expansions for its distribution function. We illustrate the effecti...
Veillette, Mark S
2010-01-01
Consider the sum $Z = \\sum_{n=1}^\\infty \\lambda_n (\\eta_n - \\mathbb{E}\\eta_n)$, where $\\eta_n$ are i.i.d.~gamma random variables with shape parameter $r > 0$, and the $\\lambda_n$'s are predetermined weights. We study the asymptotic behavior of the tail $\\sum_{n=M}^\\infty \\lambda_n (\\eta_n - \\mathbb{E}\\eta_n)$ which is asymptotically normal under certain conditions. We derive a Berry-Essen bound and Edgeworth expansions for its distribution function. We illustrate the effectiveness of these expansions on an infinite sum of weighted chi-squared distributions.
Hsu, Chiu-Hsieh; Taylor, Jeremy M G; Hu, Chengcheng
2015-08-30
We consider the situation of estimating the marginal survival distribution from censored data subject to dependent censoring using auxiliary variables. We had previously developed a nonparametric multiple imputation approach. The method used two working proportional hazards (PH) models, one for the event times and the other for the censoring times, to define a nearest neighbor imputing risk set. This risk set was then used to impute failure times for censored observations. Here, we adapt the method to the situation where the event and censoring times follow accelerated failure time models and propose to use the Buckley-James estimator as the two working models. Besides studying the performances of the proposed method, we also compare the proposed method with two popular methods for handling dependent censoring through the use of auxiliary variables, inverse probability of censoring weighted and parametric multiple imputation methods, to shed light on the use of them. In a simulation study with time-independent auxiliary variables, we show that all approaches can reduce bias due to dependent censoring. The proposed method is robust to misspecification of either one of the two working models and their link function. This indicates that a working proportional hazards model is preferred because it is more cumbersome to fit an accelerated failure time model. In contrast, the inverse probability of censoring weighted method is not robust to misspecification of the link function of the censoring time model. The parametric imputation methods rely on the specification of the event time model. The approaches are applied to a prostate cancer dataset. Copyright © 2015?John Wiley & Sons, Ltd. PMID:25999295
The effects of frequency-dependent quasar variability on the celestial reference frame
Shabala, Stanislav S.; Rogers, Jonathan G.; McCallum, Jamie N.; Titov, Oleg A.; Blanchard, Jay; Lovell, James E. J.; Watson, Christopher S.
2014-06-01
We examine the relationship between source position stability and astrophysical properties of radio-loud quasars making up the International Celestial Reference Frame (ICRF2). Understanding this relationship is important for improving quasar selection and analysis strategies, and therefore reference frame stability. We construct flux density time series, known as light curves, for 95 of the most frequently observed ICRF2 quasars at both the 2.3 and 8.4 GHz geodetic very long baseline interferometry (VLBI) observing bands. Because the appearance of new quasar components corresponds to an increase in quasar flux density, these light curves alert us about potential changes in source structure before they appear in VLBI images. We test how source position stability depends on three astrophysical parameters: (1) flux density variability at X band; (2) time lag between flares in S and X bands; (3) spectral index root-mean-square (rms), defined as the variability in the ratio between S and X band flux densities. We find that the time lag between S and X band light curves provides a good indicator of position stability: sources with time lags 0.06 years are significantly more stable (20 % improvement in weighted rms) than sources with larger time lags. A similar improvement is obtained by observing sources with low 0.12) spectral index variability. On the other hand, there is no strong dependence of source position stability on flux density variability in a single frequency band. These findings can be understood by interpreting the time lag between S and X band light curves as a measure of the size of the source structure. Monitoring of source flux density at multiple frequencies therefore appears to provide a useful probe of quasar structure on scales important to geodesy. The observed astrometric position of the brightest quasar component (the core) is known to depend on observing frequency. We show how multi-frequency flux density monitoring may allow the dependence on frequency of the relative core positions along the jet to be elucidated. Knowledge of the position-frequency relation has important implications for current and future geodetic VLBI programs, as well as the alignment between the radio and optical celestial reference frames.
Randomness and variability of the neuronal activity described by the Ornstein-Uhlenbeck model.
Czech Academy of Sciences Publication Activity Database
Koš?ál, Lubomír; Lánský, Petr; Zucca, Ch.
2007-01-01
Ro?. 18, ?. 1 (2007), s. 63-75. ISSN 0954-898X R&D Projects: GA MŠk(CZ) LC554; GA AV ?R(CZ) 1ET400110401; GA AV ?R(CZ) KJB100110701 Grant ostatní: MIUR(IT) PRIN-Cofin 2005 Institutional research plan: CEZ:AV0Z50110509 Keywords : Ornstein-Uhlenbeck * entropy * randomness Subject RIV: FH - Neurology Impact factor: 1.385, year: 2007
Fluctuations in a system depending on several random parameters. Application to reactors (1962)
International Nuclear Information System (INIS)
We have previously developed a method for studying neutronic fluctuations in nuclear reactors using the analogy between the behaviour of a reactor and that of certain common radioelectric circuits. The fluctuations may then be calculated by introducing into the circuit a suitable noise source. By this method we have been able to consider the overall fluctuations in a particularly simple form and we have provided a physical significance for certain results obtained more laboriously by other methods. The object of the present report is to generalise this method and in particular to extend it to the case of a reactor having a cellular structure and to apply it to fluctuations within a cell. It is thus shown that the fluctuations in a cell are the resultant of two terms: - a rapidly evolving Poissonian noise, not related to the overall fluctuations; - a slowly evolving noise, when the reactor is not too far from criticality, which is related to the overall fluctuations. The first term arises from a rapid 'ordering' of the system, during which time the cells come mutually into equilibrium. The second term is due to the coordinated evolution of all the cells, after the end of the first transitory phase. The conclusions reached show that it would be useful to complete the study with an analysis of non-linear phenomena which can considerably influence the transitory behaviour of the cells during the initial pre-equilibrium phase. This report also Stresses the relationship of the new method to the old methods. It tends also to place pile fluctuation theory in a more general framework, that of the fluctuations of a system depending on several random parameters; from this point of view, the method could easily be transposed and adapted to the study of other physical problems of this type. (authors)
A shape-dependent variability metric for evaluating panel segmentations with a case study on LIDC
Siena, Stephen; Zinoveva, Olga; Raicu, Daniela; Furst, Jacob; Armato, Samuel, III
2010-03-01
The segmentation of medical images is challenging because a ground truth is often not available. Computer-Aided Detection (CAD) systems are dependent on ground truth as a means of comparison; however, in many cases the ground truth is derived from only experts' opinions. When the experts disagree, it becomes impossible to discern one ground truth. In this paper, we propose an algorithm to measure the disagreement among radiologist's delineated boundaries. The algorithm accounts for both the overlap and shape of the boundaries in determining the variability of a panel segmentation. After calculating the variability of 3788 thoracic computed tomography (CT) slices in the Lung Image Database Consortium (LIDC), we found that the radiologists have a high consensus in a majority of lung nodule segmentations. However, our algorithm identified a number of segmentations that the radiologists significantly disagreed on. Our proposed method of measuring disagreement can assist others in determining the reliability of panel segmentations. We also demonstrate that it is superior to simply using overlap, which is currently one of the most common ways of measuring segmentation agreement. The variability metric presented has applications to panel segmentations, and also has potential uses in CAD systems.
The dependence of damage on internal variables and its incorporation into constitutive equations
International Nuclear Information System (INIS)
A model is presented for the prediction of the lifetime of metals in the high-temperature range under arbitrary variable uniaxial load. The influence of deformation on damage is discussed. The definition of damage in continuum damage mechanics, which allows indirect measurement of damage via the deformation behaviour, is adopted. To collect some knowledge about the damage evolution, damage is in two ways measured during the strain controlled LCF tests: change of the modulus of elasticity and decrease of the peak stress. Surprisingly, both methods lead to results which are in good agreement. The damage law is then developed by reference to known models and lifetime rules. The damage model is a modification of the creep damage law by Rabotnov. It is extended by a dependence on the inelastic strain rate used instead of the dependence on internal variables describing the internal state. The parameters of the damage model are determined with a view to apply them to AISI 316 L(N) austenitic steel. Some of the parameters are derived from standard creep experiments. To determine further parameters, the damage model is applied to the LCF tests. Both, failure behaviour and damage evolution are described well. (author)
Jauregui, Max; Tsallis, Constantino
2015-02-01
We consider correlated random variables X1, …, Xn taking values in {0, 1} such that, for any permutation ? of {1, …, n}, the random vectors (X1, …, Xn) and (X?(1), …, X?(n)) have the same distribution. This distribution, which was introduced by Rodríguez et al. [J. Stat. Mech. 2008, P09006] and then generalized by Hanel et al. [Eur. Phys. J. B 72, 263 (2009)], is scale-invariant and depends on a real parameter ? > 0 (? ? ? implies independence). Putting Sn = X1 + ⋯ + Xn, the distribution of Sn - n/2 approaches a Q-Gaussian distribution with compact support (Q = 1 - 1/(? - 1) zero as n ? ?. For x = 0 and every real ? > 0, we show that ?(Sn = 0) decays to zero like a power law of the form 1/n? with a subdominant term of the form 1/n?+1. If 0 0 is an integer, we show that we can analytically find upper and lower bounds for the difference between ?(Sn/n ? x) and its (n ? ?) limit. We also show that these bounds vanish like a power law of the form 1/n with a subdominant term of the form 1/n2.
A directed continuous time random walk model with jump length depending on waiting time.
Shi, Long; Yu, Zuguo; Mao, Zhi; Xiao, Aiguo
2014-01-01
In continuum one-dimensional space, a coupled directed continuous time random walk model is proposed, where the random walker jumps toward one direction and the waiting time between jumps affects the subsequent jump. In the proposed model, the Laplace-Laplace transform of the probability density function P(x, t) of finding the walker at position x at time t is completely determined by the Laplace transform of the probability density function ?(t) of the waiting time. In terms of the probability density function of the waiting time in the Laplace domain, the limit distribution of the random process and the corresponding evolving equations are derived. PMID:24757412
Scientific Electronic Library Online (English)
Felipe, Vázquez-Guillén; Gabriel, Auvinet-Guichard.
2014-12-01
Full Text Available Los campos aleatorios se usan comúnmente en ingeniería civil para describir la variación espacial de las propiedades de los materiales. En este artículo se emplea un modelo de cópulas para simular campos aleatorios con dependencia no multi-Gaussiana. Se generan simulaciones de distintos campos aleat [...] orios siguiendo la metodología propuesta y luego se examinan las correspondientes cópulas empíricas bivariadas. Se muestra que los resultados son satisfactorios en términos de la reproducción de las correspondientes cópulas teóricas. Con este simulador es posible incorporar un mayor grado de realismo en el modelo de variabilidad espacial, por ejemplo en problemas de flujo de agua en suelos donde la presencia de zonas continuas más permeables gobierna el comportamiento hidráulico de la masa de suelo, o bien, en problemas de estabilidad de taludes donde la extensión de la superficie de falla puede ser controlada por la presencia de zonas continuas más débiles, por mencionar solo algunos. Abstract in english Random fields are models commonly used in civil engineering to describe spatial variability of material properties. A copula model is used in this paper to simulate random fields with non multi-Gaussian dependence. Simulations of several random fields are conducted following the proposed methodology [...] and bivariate empirical copulas are then examined. Satisfactory results are obtained in terms of the reproduction of the corresponding theoretical copulas. By means of such simulator, it is possible to incorporate a higher degree of realism in the spatial variability model, for example in seepage flow problems wherein the presence of higher permeable continuous zones control the hydraulic behavior of the soil mass or in slope stability problems where the extension of failure surfaces may be controlled by the presence of weaker continuous zones, to mention only a few.
International Nuclear Information System (INIS)
Based on algebraic dynamics and the concept of the concurrence of the entanglement, we investigate the evolutive properties of the two-qubit entanglement that formed by Heisenberg XXX models under a time-depending external held. For this system, the property of the concurrence that is only dependent on the coupling constant J and total values of the external field is proved. Furthermore, we found that the thermal concurrence of the system under a static random external field is a function of the coupling constant J, temperature T, and the magnitude of external held. (general)
Directory of Open Access Journals (Sweden)
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 ?m in diameter and low absorption potential, shape effects on the absorption cross sections are very small.
Buyukdagli, Sahin; Hu, Bambi
2008-01-01
We propose a new method for computing the temperature dependence of the heat capacity in complex molecular systems. The proposed scheme is based on the use of the Langevin equation with low frequency color noise. We obtain the temperature dependence of the correlation time of random noises, which enables to model the partial thermalization of high-frequency vibrations, which is a pure quantum effect. By applying the method to carbon nanotubes, we show that the consideration of the color noise in the Langevin equation allows to reproduce the temperature evolution of the specific heat with good accuracy.
Complexity of two-variable Dependence Logic and IF-Logic
Kontinen, Juha; Lohmann, Peter; Virtema, Jonni
2011-01-01
We study the two-variable fragments D^2 and IF^2 of dependence logic and independence-friendly logic. We consider the satisfiability and finite satisfiability problems of these logics and show that for D^2, both problems are NEXPTIME-complete, whereas for IF^2, the problems are undecidable. We also show that D^2 is strictly less expressive than IF^2 and that already in D^2, equicardinality of two unary predicates and infinity can be expressed (the latter in the presence of a constant symbol). This is an extended version of a publication in the proceedings of the 26th Annual IEEE Symposium on Logic in Computer Science (LICS 2011).
Random fields on model sets with localized dependency and their diffraction
Akama, Yohji
2011-01-01
For a random field on a general discrete set, we introduce a condition that the range of the correlation from each site is within a predefined compact set D. For such a random field {\\omega} defined on the model set Lambda that satisfies a natural geometric condition, we develop a method to calculate the diffraction measure of the random field. The method partitions the random field into a finite number of random fields, each being independent and admitting the law of large numbers. The diffraction measure of {\\omega} consists almost surely of a pure point component and an absolutely continuous component. The former is the diffraction measure of the expectation, while the inverse Fourier transform of the absolutely continuous component of {\\omega} turns out to be a weighted Dirac comb which satisfies a simple formula. Moreover, the pure-point component will be understood quantitatively in a simple exact formula if the weights are continuous over the internal space of Lambda. Then we provide a sufficient condi...
Lee, Je Sang; Koo, Bon Il; Shin, Myung Jun; Chang, Jae Hyeok; Kim, Soo-Yeon
2014-01-01
Objective To compare the urodynamic study variables at the onset of vesicoureteral reflux (VUR) between the overactive and underactive bladders in patients with spinal cord injury who presented with VUR. Methods A total of 28 (13 cases of detrusor overactivity and 15 detrusor underactivity) men were enrolled. We compared the urodynamic variables between the two groups; detrusor pressure and bladder compliance, the infused volume at the onset of VUR measured on a voiding cystourethrography and cystometric capacity, maximum detrusor pressure, and bladder compliance during filling cystometry were recorded. Results At the onset of VUR, the bladder volume and compliance, except for the detrusor pressure, showed a significant difference between the two groups. The detrusor pressure, bladder volume, and bladder compliance relative to the cystometric capacity showed a significant difference between the two groups. The detrusor pressure, bladder volume, and bladder compliance at the onset of VUR relative to the cystometric bladder capacity did not show any significant difference between the two groups. Conclusion There were differences in some variables at the onset of VUR depending on the type of neurogenic bladder. The VUR occurred at a lower capacity in neurogenic bladder with detrusor overactivity than in neurogenic bladder with detrusor underactivity at the same pressure. VUR occurred at a lower intravesical pressure compared to that known as the critical detrusor pressure (?40 cm H2O) required for the development of VUR. The results of our study demonstrate that the detrusor pressure should be maintained lower than the well known effective critical detrusor pressure for the prevention and treatment of VUR. PMID:25024958
Cast microstructure of Inconel 713C and its dependence on solidification variables
International Nuclear Information System (INIS)
The dependence of cast microstructure of Inconel 713C on solidification variables was investigated over a wide range of local cooling rates, epsilon, and thermal gradients in the liquid at the solid-liquid interface, G. The shape of MC carbide particles was found to depend greatly on: 1) the G/R ratio at the solid-liquid interface, where R is growth rate, through the effect of this ratio on the solid phase, ?/sub g/, growth morphology. Under planar front growth conditions the carbide particles were octahedral, under cellular growth conditions they were plate-like, elongated along the cellular growth direction, and under dendritic growth conditions they were irregularly shaped; 2) the local cooling rate, epsilon, when ? was dendritic, with a transition from octahedral to dendritic with increasing epsilon. The size of MC carbide particles was found to be controlled by coarsening and to become finer with increasing epsilon. In this alloy the composition of the MC carbide was established as (Nb0.63Ti0.31M00.06)C and was practically independent of local cooling rate. Other observations were that the precipitation of ?, d the formation of nonequilibrium eutectics, such as MC-?, ?-?' or MC-?-?' were suppressed at splat-cooling rates. Also, microsegregation of all alloying elements with the exception of aluminum was normal, with concentration increasing from the dendrite center-line to the dendrite arm boundary. Aluminum behaved in the opposite manner. Within the cooling rate range used herein, this variable had only a slight effect on microsegregation
Cast microstructure of Inconel 713C and its dependence on solidification variables
Energy Technology Data Exchange (ETDEWEB)
Bhambri, A.K.; Kattamis, T.Z.; Morral, J.E.
1975-03-01
The dependence of cast microstructure of Inconel 713C on solidification variables was investigated over a wide range of local cooling rates, epsilon, and thermal gradients in the liquid at the solid-liquid interface, G. The shape of MC carbide particles was found to depend greatly on: 1) the G/R ratio at the solid-liquid interface, where R is growth rate, through the effect of this ratio on the solid phase, ..gamma../sub g/, growth morphology. Under planar front growth conditions the carbide particles were octahedral, under cellular growth conditions they were plate-like, elongated along the cellular growth direction, and under dendritic growth conditions they were irregularly shaped; 2) the local cooling rate, epsilon, when ..gamma.. was dendritic, with a transition from octahedral to dendritic with increasing epsilon. The size of MC carbide particles was found to be controlled by coarsening and to become finer with increasing epsilon. In this alloy the composition of the MC carbide was established as (Nb/sub 0/./sub 63/Ti/sub 0/./sub 31/M0/sub 0/./sub 06/)C and was practically independent of local cooling rate. Other observations were that the precipitation of ..gamma.., d the formation of nonequilibrium eutectics, such as MC-..gamma.., ..gamma..-..gamma..' or MC-..gamma..-..gamma..' were suppressed at splat-cooling rates. Also, microsegregation of all alloying elements with the exception of aluminum was normal, with concentration increasing from the dendrite center-line to the dendrite arm boundary. Aluminum behaved in the opposite manner. Within the cooling rate range used herein, this variable had only a slight effect on microsegregation.
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.
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...
Paul, Matthew C; Glennon, Liam P; Baer, Thomas E; Brown, Thomas D
2008-12-01
Scratches on the metal bearing surface of metal-on-polyethylene total joint replacements have been found to appreciably accelerate abrasive/adhesive wear of polyethylene, and constitute a source of the considerable variability of wear rate seen within clinical cohorts. Scratch orientation with respect to the local direction of relative surface sliding is presumably a factor affecting instantaneous debris liberation during articulation. A three-dimensional local finite element model was developed, of orientation-specific polyethylene articulation with a scratched metal counterface, to explore continuum-level stress/strain parameters potentially correlating with the orientation dependence of scratch wear in a corresponding physical experiment. Computed maximum stress values exceeded the yield strength of ultra-high molecular weight polyethylene (UHMWPE) for all scratch orientations but did not vary appreciably among scratch orientations. Two continuum-level parameters judged most consistent overall with the direction dependence of experimental wear were (1) cumulative compressive total normal strain in the direction of loading, and (2) maximum instantaneous compressive total normal strain transverse to the sliding direction. Such stress/strain metrics could be useful in global computational models of wear acceleration, as surrogates to incorporate anisotropy of local metal surface roughening. PMID:19045548
Copulas: an Approach How to Model the Dependence Structure of Random Vectors
Directory of Open Access Journals (Sweden)
Radko Mesiar
2009-03-01
Full Text Available Copulas enabling to characterize the joint distributions of random vectors bymeans of the corresponding one-dimensional marginal distributions are presented anddiscussed. Some properties of copulas and several construction methods, especially when apartial knowledge is available, are included. Possible applications are indicated.
Copulas: an Approach How to Model the Dependence Structure of Random Vectors
Radko Mesiar; Magda Komorníková
2009-01-01
Copulas enabling to characterize the joint distributions of random vectors bymeans of the corresponding one-dimensional marginal distributions are presented anddiscussed. Some properties of copulas and several construction methods, especially when apartial knowledge is available, are included. Possible applications are indicated.
Fossati, Giovanni
This proposal aims at fully exploiting the large body of X-ray and multiwavelength observational data on TeV gamma-ray bright blazars for a detailed comparison with state- of-the art blazar radiation transfer simulations. The aim of this investigation is to develop diagnostics on critical jet parameters and shock physics, such as the magnetic field, the kinetic energy content in the jets, the characteristics of the shock acceleration mechanisms, and the detailed influence on geometry on the observed spectral variability features. Our project will comprises a systematic, uniform re-analysis of the relevant (in particular, X-ray) data sets. We will extract time-dependent spectral energy distributions, light curves, and intra-band as well as inter-band time lags from the available data. The modeling tasks will start with a quick sweep through parameter space using a semi- analytical internal-shock model. This will help to narrow down parameters such as the Lorentz factors of interacting emission regions, the overall energy requirements, the characteristics of the electron distributions accelerated at internal shocks, and the magnetic field. The parameters of this semi-analytical internal-shock model that allow for a representation of time-dependent SEDs, light curves and inter-band time lags, will form the starting point for our detailed modeling using our state-of-the-art time-dependent multi-zone Monte-Carlo simulation code. Using that code, we will explore in more detail the characteristics of the particle acceleration in active regions and the influence of various geometries on the observable features. By capitalizing on archival data of several NASA space astrophysics missions our proposal is in agreement with the NASA ADAP research objective, "the analysis io NASA space astrophysics data that are archived in the public domain at the time of submission", as stated in the NASA Research announcement.
Müller, Christian A; Geisel, Olga; Pelz, Patricia; Higl, Verena; Krüger, Josephine; Stickel, Anna; Beck, Anne; Wernecke, Klaus-Dieter; Hellweg, Rainer; Heinz, Andreas
2015-08-01
Previous randomized, placebo-controlled trials (RCTs) assessing the efficacy of the selective ?-aminobutyric acid (GABA)-B receptor agonist baclofen in the treatment of alcohol dependence have reported divergent results, possibly related to the low to medium dosages of baclofen used in these studies (30-80mg/d). Based on preclinical observations of a dose-dependent effect and positive case reports in alcohol-dependent patients, the present RCT aimed to assess the efficacy and safety of individually titrated high-dose baclofen for the treatment of alcohol dependence. Out of 93 alcohol-dependent patients initially screened, 56 were randomly assigned to a double-blind treatment with individually titrated baclofen or placebo using dosages of 30-270mg/d. The multiple primary outcome measures were (1) total abstinence and (2) cumulative abstinence duration during a 12-week high-dose phase. More patients of the baclofen group maintained total abstinence during the high-dose phase than those receiving placebo (15/22, 68.2% vs. 5/21, 23.8%, p=0.014). Cumulative abstinence duration was significantly higher in patients given baclofen compared to patients of the placebo group (mean 67.8 (SD 30) vs. 51.8 (SD 29.6) days, p=0.047). No drug-related serious adverse events were observed during the trial. Individually titrated high-dose baclofen effectively supported alcohol-dependent patients in maintaining alcohol abstinence and showed a high tolerability, even in the event of relapse. These results provide further evidence for the potential of baclofen, thereby possibly extending the current pharmacological treatment options in alcohol dependence. PMID:26048580
A comparison of random discrete dopant induced variability between Ge and Si junctionless p-FinFETs
Nawaz, Sk Masum; Dutta, Souvik; Mallik, Abhijit
2015-07-01
In this letter, the random discrete dopant (RDD) induced variability for a Ge junctionless (JL) p-FinFET is reported. A one-to-one comparison of the RDD-induced variability between Ge and Si JL FinFETs for varying device parameters and supply voltage is made using a 3-D numerical device simulator. Results indicate that the Ge JL FinFET shows higher immunity to RDD induced threshold voltage fluctuation than its Si counterpart, which is partially due to the higher dielectric constant of Ge than Si. Because of the lower band gap of Ge than Si, a higher variation in subthreshold swing due to RDD is, however, observed for Ge devices. Technology scaling is found to reduce ?SS, although it has almost no effects on ?VT for both types of devices. The difference in ?SS between Ge and Si devices decreases with technology scaling, which makes Ge very attractive for scaled p-type JL FinFETs.
Radial dependence of line profile variability in seven O9--B0.5 stars
Martins, F (Filipe); Marcolino, W.; 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 th...
DEFF Research Database (Denmark)
Skouby, Sven O; Pan, Kaijie
2014-01-01
OBJECTIVE: This study aims to evaluate the effects of conjugated estrogens (CE)/bazedoxifene (BZA) on lipid and coagulation variables in a randomized, double-blind, placebo- and active-controlled phase 3 study of nonhysterectomized postmenopausal women. METHODS: The Selective estrogens, Menopause, And Response to Therapy (SMART)-5 trial evaluated the efficacy and safety of CE/BZA in postmenopausal women (N = 1,843) with menopausal symptoms. Lipid (N = 1,843) and coagulation (N = 590) variables were assessed in women receiving daily CE 0.45 mg/BZA 20 mg, CE 0.625 mg/BZA 20 mg, BZA 20 mg, CE 0.45 mg/medroxyprogesterone acetate (MPA) 1.5 mg, or placebo for 12 months. RESULTS: At 12 months, CE 0.45 mg/BZA 20 mg, CE 0.625 mg/BZA 20 mg, BZA 20 mg, and CE 0.45 mg/MPA 1.5 mg decreased total cholesterol and low-density lipoprotein cholesterol compared with placebo (P < 0.01 for all). Both CE/BZA doses and CE/MPA increased high-density lipoprotein cholesterol compared with placebo (P < 0.05 for all). CE 0.45 mg/BZA 20 mg had a neutral effect on triglycerides; CE 0.625 mg/BZA 20 mg and CE/MPA increased triglycerides compared with placebo (P < 0.05). Both CE/BZA doses were associated with small but significant effects on hemostasis variables, including reductions in antithrombin, plasminogen activator inhibitor-1, and fibrinogen activity, and an increase in plasminogen activity relative to placebo at 12 months. Incidences of cardiovascular and venous thromboembolic events were similar among treatment groups. CONCLUSIONS: This study provides reassurance that CE/BZA does not adversely affect lipid metabolism or hemostatic balance. In accordance, the incidences of venous thromboembolic events and cardiovascular events in postmenopausal women are similar to those observed with placebo.
Random walks in dynamic random environments
Avena, Luca
2010-01-01
Random walks in dynamic random environments are random walks evolving according to a random transition kernel, i.e., their transition probabilities depend on a stochastic process called dynamic random environment. In this thesis, we study asymptotic properties of such random walks on the integer lattice, in which the dynamic random environment is given by an interacting particle system.
Random-anisotropy model: Monotonic dependence of the coercive field on D/J
Saslow, W. M.; Koon, N. C.
1994-02-01
We present the results of a numerical study of the zero-temperature remanence and coercivity for the random anisotropy model (RAM), showing that, contrary to early calculations for this model, the coercive field increases monotonically with increases in the strength D of the random anisotropy relative to the strength J at the exchange field. Local-field adjustments with and without spin flips are considered. Convergence is difficult to obtain for small values of the anisotropy, suggesting that this is the likely source of the nonmonotonic behavior found in earlier studies. For both large and small anisotropy, each spin undergoes about one flip per hysteresis cycle, and about half of the spin flips occur in the vicinity of the coercive field. When only non-spin-flip adjustments are considered, at large anisotropy the coercivity is proportional to the anisotropy. At small anisotropy, the rate of convergence is comparable to that when spin flips are included.
Dependence of the random laser behavior on the concentrations of dye and scatterers
International Nuclear Information System (INIS)
We have studied stimulated emission in a random laser based on rhodamine 6G dye and TiO2 nanoparticles. At both small and large concentrations of nanoparticles, the minimum threshold was found at ultra-high concentrations of dye, 20 g L?1. With the increase in concentration of TiO2 nanoparticles, the threshold reaches its maximum at the transition from a weak-scattering regime to a strong-scattering regime, when the transport mean free path lt is approximately equal to the absorption length la. At the same value of lt, the random laser emission qualitatively changes its behavior. The experimental results are in good agreement with the predictions of a heuristic model
Random surfaces with a curvature-dependent action large-D expansion
International Nuclear Information System (INIS)
The action for discretized random surfaces imbedded in a D-dimensional space is generalized to include curvature. The effects of this term on the Hausdorff dimension, dsub(H), of the surface is investigated in a mean field or large-D approximation. To order 1/D neither the area part of the action nor the curvature part change the leading result, namely dsub(H)=infinite. (orig.)
Variable screening and ranking using sampling-based sensitivity measures
International Nuclear Information System (INIS)
This paper presents a methodology for screening insignificant random variables and ranking significant important random variables using sensitivity measures including two cumulative distribution function (CDF)-based and two mean-response based measures. The methodology features (1) using random samples to compute sensitivities and (2) using acceptance limits, derived from the test-of-hypothesis, to classify significant and insignificant random variables. Because no approximation is needed in either the form of the performance functions or the type of continuous distribution functions representing input variables, the sampling-based approach can handle highly nonlinear functions with non-normal variables. The main characteristics and effectiveness of the sampling-based sensitivity measures are investigated using both simple and complex examples. Because the number of samples needed does not depend on the number of variables, the methodology appears to be particularly suitable for problems with large, complex models that have large numbers of random variables but relatively few numbers of significant random variables
Khan, A. U.; S. MuA`zu; R. Wusirika; B.Y. Abubakar; A.K. Adamu
2011-01-01
To investigate genetic variability in Moringa oleifera Lam., 75 accessions from the Sudan and Guinea savanna zones in Nigeria were taxonomically analysed using Random Amplified polymorphic DNA (RAPD) markers. The electrophoresis bands were analysed using NTSYSpc software and the result of their matrices indicated different variability in the accessions. High degrees of polymorphism (74%) among the accessions were observed in terms of genetic relationship and were grouped into five clusters. T...
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...
Time-dependence in relativistic collisionless shocks: theory of the variable
Energy Technology Data Exchange (ETDEWEB)
Spitkovsky, A
2004-02-05
We describe results from time-dependent numerical modeling of the collisionless reverse shock terminating the pulsar wind in the Crab Nebula. We treat the upstream relativistic wind as composed of ions and electron-positron plasma embedded in a toroidal magnetic field, flowing radially outward from the pulsar in a sector around the rotational equator. The relativistic cyclotron instability of the ion gyrational orbit downstream of the leading shock in the electron-positron pairs launches outward propagating magnetosonic waves. Because of the fresh supply of ions crossing the shock, this time-dependent process achieves a limit-cycle, in which the waves are launched with periodicity on the order of the ion Larmor time. Compressions in the magnetic field and pair density associated with these waves, as well as their propagation speed, semi-quantitatively reproduce the behavior of the wisp and ring features described in recent observations obtained using the Hubble Space Telescope and the Chandra X-Ray Observatory. By selecting the parameters of the ion orbits to fit the spatial separation of the wisps, we predict the period of time variability of the wisps that is consistent with the data. When coupled with a mechanism for non-thermal acceleration of the pairs, the compressions in the magnetic field and plasma density associated with the optical wisp structure naturally account for the location of X-ray features in the Crab. We also discuss the origin of the high energy ions and their acceleration in the equatorial current sheet of the pulsar wind.
Time-dependence in relativistic collisionless shocks: theory of the variable
International Nuclear Information System (INIS)
We describe results from time-dependent numerical modeling of the collisionless reverse shock terminating the pulsar wind in the Crab Nebula. We treat the upstream relativistic wind as composed of ions and electron-positron plasma embedded in a toroidal magnetic field, flowing radially outward from the pulsar in a sector around the rotational equator. The relativistic cyclotron instability of the ion gyrational orbit downstream of the leading shock in the electron-positron pairs launches outward propagating magnetosonic waves. Because of the fresh supply of ions crossing the shock, this time-dependent process achieves a limit-cycle, in which the waves are launched with periodicity on the order of the ion Larmor time. Compressions in the magnetic field and pair density associated with these waves, as well as their propagation speed, semi-quantitatively reproduce the behavior of the wisp and ring features described in recent observations obtained using the Hubble Space Telescope and the Chandra X-Ray Observatory. By selecting the parameters of the ion orbits to fit the spatial separation of the wisps, we predict the period of time variability of the wisps that is consistent with the data. When coupled with a mechanism for non-thermal acceleration of the pairs, the compressions in the magnetic field and plasma density associated with the optical wisp structure naturally account for the location of X-ray features in the Crab. We also discuss the origin of the high energy ions and their acceleration in the equatorial current sheet of the pulsar wind
Directory of Open Access Journals (Sweden)
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.
Vergara-Moragues, Esperanza; González-Saiz, Francisco; Lozano-Rojas, Oscar; Fernández Calderón, Fermín; Verdejo García, Antonio; Betanzos Espinosa, Patricia; Bilbao Acedos, Izaskun; Pérez García, Miguel
2013-01-01
Over the last years, the therapeutic community treatment with people who have cocaine problems and psychopathological comorbidity has been increasing and it is important to know more about the success of these treatments. The aim of this paper is to study the psychopathological profile of cocaine-dependent patients and its association with outcome variables. It is interviewed by the Psychiatric Research Interview for Substance and Mental Disorders (PRISM-IV) and the Conners' Adult ADHD Diagnostic Interview for DSM-IV (CAADID) a total sample of 218 patients who sought treatment at any of the six public therapeutics community of Andalusia (Spain). The results show that the retention rate after three months of 68.3% (149), 43.5% that leaves the resource with a therapeutic discharge and 52.8% with clinically significant changes. Besides, the 57.8% have psychopathological comorbidity. Finally, there is a higher treatment success (measured by days of stay, type of discharge and therapeutic community outcome clinical impression) among people without psychopathological comorbidity. These data show the need to adapt the therapeutic communities to treat people with comorbid psychopathology and, thus, improve therapeutic success. PMID:23748941
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...
International Nuclear Information System (INIS)
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 + ?B(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. (general)
International Nuclear Information System (INIS)
Numerical modeling of light propagation in random media has been an important issue for biomedical imaging, including diffuse optical tomography (DOT). For high resolution DOT, accurate and fast computation of light propagation in biological tissue is desirable. This paper proposes a space–time hybrid model for numerical modeling based on the radiative transfer and diffusion equations (RTE and DE, respectively) in random media under refractive-index mismatching. In the proposed model, the RTE and DE regions are separated into space and time by using a crossover length and the time from the ballistic regime to the diffusive regime, ?DA?10/?t? and tDA?20/v?t? where ?t? and v represent a reduced transport coefficient and light velocity, respectively. The present model succeeds in describing light propagation accurately and reduces computational load by a quarter compared with full computation of the RTE. - Highlights: • Light propagation in homogeneous random media is investigated. • A crossover length and the time from ballistic regime to diffusive regime of light propagation are evaluated as a function of optical properties. • An accurate and efficient model based on the time-dependent radiative transfer and diffusion equations for light propagation in the media is proposed by using the crossover length and time
Alaskan soil carbon stocks: spatial variability and dependence on environmental factors
Directory of Open Access Journals (Sweden)
U. Mishra
2012-05-01
Full Text Available The direction and magnitude of soil organic carbon (SOC changes in response to climate change depend on the spatial and vertical distributions of SOC. We estimated spatially-resolved SOC stocks from surface to C horizon, distinguishing active-layer and permafrost-layer stocks, based on geospatial analysis of 472 soil profiles and spatially referenced environmental variables for Alaska. Total Alaska state-wide SOC stock was estimated to be 77 Pg, with 61% in the active-layer, 27% in permafrost, and 12% in non-permafrost soils. Prediction accuracy was highest for the active-layer as demonstrated by highest ratio of performance to deviation (1.5. Large spatial variability was predicted, with whole-profile, active-layer, and permafrost-layer stocks ranging from 1–296 kg C m^{?2}, 2–166 kg m^{?2}, and 0–232 kg m^{?2}, respectively. Temperature and soil wetness were found to be primary controllers of whole-profile, active-layer, and permafrost-layer SOC stocks. Secondary controllers, in order of importance, were: land cover type, topographic attributes, and bedrock geology. The observed importance of soil wetness rather than precipitation on SOC stocks implies that the poor representation of high-latitude soil wetness in Earth System Models may lead to large uncertainty in predicted SOC stocks under future climate change scenarios. Under strict caveats described in the text and assuming temperature changes from the A1B Intergovernmental Panel on Climate Change emissions scenario, our geospatial model indicates that the equilibrium average 2100 Alaska active-layer depth could deepen by 11 cm, resulting in a thawing of 13 Pg C currently in permafrost. The equilibrium SOC loss associated with this warming would be highest under continuous permafrost (31%, followed by discontinuous (28%, isolated (24.3%, and sporadic (23.6% permafrost areas. Our high resolution mapping of soil carbon stock reveals the potential vulnerability of high-latitude soil carbon and can be used as a basis for future studies of anthropogenic and climatic perturbations.
Alaskan soil carbon stocks: spatial variability and dependence on environmental factors
Directory of Open Access Journals (Sweden)
U. Mishra
2012-09-01
Full Text Available The direction and magnitude of soil organic carbon (SOC changes in response to climate change depend on the spatial and vertical distributions of SOC. We estimated spatially resolved SOC stocks from surface to C horizon, distinguishing active-layer and permafrost-layer stocks, based on geospatial analysis of 472 soil profiles and spatially referenced environmental variables for Alaska. Total Alaska state-wide SOC stock was estimated to be 77 Pg, with 61% in the active-layer, 27% in permafrost, and 12% in non-permafrost soils. Prediction accuracy was highest for the active-layer as demonstrated by highest ratio of performance to deviation (1.5. Large spatial variability was predicted, with whole-profile, active-layer, and permafrost-layer stocks ranging from 1–296 kg C m^{?2}, 2–166 kg m^{?2}, and 0–232 kg m^{?2}, respectively. Temperature and soil wetness were found to be primary controllers of whole-profile, active-layer, and permafrost-layer SOC stocks. Secondary controllers, in order of importance, were found to be land cover type, topographic attributes, and bedrock geology. The observed importance of soil wetness rather than precipitation on SOC stocks implies that the poor representation of high-latitude soil wetness in Earth system models may lead to large uncertainty in predicted SOC stocks under future climate change scenarios. Under strict caveats described in the text and assuming temperature changes from the A1B Intergovernmental Panel on Climate Change emissions scenario, our geospatial model indicates that the equilibrium average 2100 Alaska active-layer depth could deepen by 11 cm, resulting in a thawing of 13 Pg C currently in permafrost. The equilibrium SOC loss associated with this warming would be highest under continuous permafrost (31%, followed by discontinuous (28%, isolated (24.3%, and sporadic (23.6% permafrost areas. Our high-resolution mapping of soil carbon stock reveals the potential vulnerability of high-latitude soil carbon and can be used as a basis for future studies of anthropogenic and climatic perturbations.
Directory of Open Access Journals (Sweden)
Joshi Meesha
2010-03-01
Full Text Available Abstract Background An earlier study showed that a week of yoga practice was useful in stress management after a natural calamity. Due to heavy rain and a rift on the banks of the Kosi river, in the state of Bihar in north India, there were floods with loss of life and property. A week of yoga practice was given to the survivors a month after the event and the effect was assessed. Methods Twenty-two volunteers (group average age ± S.D, 31.5 ± 7.5 years; all of them were males were randomly assigned to two groups, yoga and a non-yoga wait-list control group. The yoga group practiced yoga for an hour daily while the control group continued with their routine activities. Both groups' heart rate variability, breath rate, and four symptoms of emotional distress using visual analog scales, were assessed on the first and eighth day of the program. Results There was a significant decrease in sadness in the yoga group (p Conclusions A week of yoga can reduce feelings of sadness and possibly prevent an increase in anxiety in flood survivors a month after the calamity. Trial Registration Clinical Trials Registry of India: CTRI/2009/091/000285
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
International Nuclear Information System (INIS)
The available experimental data on the relative thermoluminescent efficiency of the LiF:Mg,Ti dosimetric peaks for protons are contradictory. There are several reports showing that the efficiency exceeds unity by even more than 30%, however, many others show the efficiency close to unity or even lower. These contradictory data might be a result of the real variability of TLD properties or of not perfectly reproduced experimental conditions. In an attempt to resolve this issue, the efficiency of 16 batches of LiF:Mg,Ti (MTS) detectors for 60 MeV protons produced at the IFJ Kraków over the last 20 years was measured. All values of the relative TL efficiency were found to exceed unity significantly, with an average of 1.09. Dispersion between different batches was very low, all data were within 4% of the mean value. In second part of experiment the dependence of the relative efficiency of LiF:Mg,Ti and LiF:Mg,Cu,P detectors on proton energy was determined. The efficiency for LiF:Mg,Ti dosimetric peaks was found to have a maximum of 1.20 at about 20 MeV. For LiF:Mg,Cu,P the relative efficiency decreases systematically with decreasing proton energy, from 0.96 at 56 MeV, to 0.61 at 11 MeV. -- Highlights: ? We compared the relative TL efficiency to protons of 16 different LiF:Mg,Ti batches. ? Efficiency values are larger than 1 and show only minimal scatter between batches. ? LiF:Mg,Ti efficiency shows a maximum of 1.2 for about 20 MeV protons. ? LiF:Mg,Cu,P efficiency decreases with decreasing proton energy
Contractile Strength during Variable Heart Duration Is Species and Preload Dependent
Carlos A. A. Torres; Janssen, Paul M.L.
2011-01-01
We investigate the effect of beat-to-beat variability on cardiac contractility. Cardiac trabeculae were isolated from the right ventricle of rabbits and beagle dogs and stimulated to isometrically contract, alternating between fixed steady state versus variable interbeat intervals. Trabeculae were stimulated at physiologically relevant frequencies for each species (dog 1 and 4?Hz; rabbit 2 and 4?Hz) intercalating fixed periods with 40% variability. A subset of the trabeculae (at 90% of optima...
An Analysis of a Demand for Roundwood in South Korea on a Basis of the Lagged Dependent Variable
Energy Technology Data Exchange (ETDEWEB)
Kim, Joon Soon [Korea University, Seoul (Korea)
1998-09-01
The object of this paper is to forecast the change of wood demand in the long run through the demand analysis of wood using a time differential dependent variable. The wood demand was analyzed assuming a derived demand using wood demand data for 27 years from 1970 to 1996. The wood demand in 1980s shows a continuos and slow increase and then after 1991 it shows a downward stability. An adaptive expectation model and a partial adjustment model were used in the analysis. To explain a steep increase of wood demand from 1977 and 1979, a pile variable in the model was used. An explanatory variable used the wood price, the pile variable, the price of derived goods (lumber and wood products), and a time differential dependent variable. As a result, the result of adaptive expectation model was insignificant, but the estimated value of each variable in the partial adjustment model was generally significant. Particularly, an estimated value of time differential dependent variable, t, was significant with the value of 2.07. The correction coefficient of the partial adjustment model was 0.74. Under the partial adjustment model, the wood demand was forecasted by using two methods. One is assuming the increase rate of wood price indicator 6.7% and domestic wood product price indicator 5.8% every year up to 2010, and another is assuming wood price indicator 6.8% and wood product price indicator 5.6%. As a result, the wood demand showed a continuous increase. The amount of forecasted demand with uniform price increase rate showed higher than with uniform increase of price indicator. (author). 17 refs., 4 figs., 4 tabs.
Directory of Open Access Journals (Sweden)
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.
Uncertainty of Random Variables.
Czech Academy of Sciences Publication Activity Database
Fabián, Zden?k
Chania, 2010 - (Skiadas, C.). s. 32-32 [SMTDA 2010. Stochastic Modeling Techniques and Data Analysiserence on Robust Statistics. International Conference. 08.06.2010-11.06.2010, Chania] Institutional research plan: CEZ:AV0Z10300504 Keywords : entropy * information * scalar score Subject RIV: BB - Applied Statistics, Operational Research
Uncertainty of Random Variables.
Czech Academy of Sciences Publication Activity Database
Fabián, Zden?k
Chania, 2010, s. 251-258. [SMTDA 2010. Stochastic Modeling Techniques and Data Analysiserence on Robust Statistics. International Conference. Chania (GR), 08.06.2010-11.06.2010] Institutional research plan: CEZ:AV0Z10300504 Keywords : entropy * information * scalar score Subject RIV: BB - Applied Statistics, Operational Research
International Nuclear Information System (INIS)
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)
Energy Technology Data Exchange (ETDEWEB)
Lippman, Thomas; Moler, Kathryn A.
2012-07-20
Microscopic variations in composition or structure can lead to nanoscale inhomogeneity in superconducting properties such as the magnetic penetration depth, but measurements of these properties are usually made on longer length scales. We solve a generalized London equation with a non-uniform penetration depth {lambda}(r), obtaining an approximate solution for the disorder-averaged Meissner screening. We find that the effective penetration depth is different from the average penetration depth and is sensitive to the details of the disorder. These results indicate the need for caution when interpreting measurements of the penetration depth and its temperature dependence in systems which may be inhomogeneous.
Rajavel, K.; Verma, S.; Asokan, K.; Rajendra Kumar, R. T.
2014-09-01
Field and temperature dependent electron transport properties of random network single walled carbon nanotubes (SWCNTs) and multi walled carbon nanotubes (MWCNTs) were investigated and compared. The electrical characterizations of drop casted CNT samples were done by two probe measurements by varying temperatures from 80 K to 300 K in the field region 1-400 V cm-1. The charge transport mechanisms at low (3.5 V) fields were analyzed from measured I-V characteristic curves at various temperatures (<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 (?) (SWCNTs-0.193 × 10-22 MWCNTs-0.089 07 × 10-22 J V1/2 cm-1/2), activation energy (SWCNTs-90 meV; MWCNTs-60 meV for field of 7\\;{{V}^{1/2}}\\;c{{m}^{-1/2}}) and trap energy levels (SWCNTs-109 meV; MWCNTs-37 meV) are discussed for both SWCNTs and MWCNTs.
Anomalous statistics of random relaxations in random environments
Eliazar, Iddo; Metzler, Ralf
2013-02-01
We comprehensively analyze the emergence of anomalous statistics in the context of the random relaxation (RARE) model [Eliazar and Metzler, J. Chem. Phys.JCPSA60021-960610.1063/1.4770266 137, 234106 (2012)], a recently introduced versatile model of random relaxations in random environments. The RARE model considers excitations scattered randomly across a metric space around a reaction center. The excitations react randomly with the center, the reaction rates depending on the excitations’ distances from this center. Relaxation occurs upon the first reaction between an excitation and the center. Addressing both the relaxation time and the relaxation range, we explore when these random variables display anomalous statistics, namely, heavy tails at zero and at infinity that manifest, respectively, exceptionally high occurrence probabilities of very small and very large outliers. A cohesive set of closed-form analytic results is established, determining precisely when such anomalous statistics emerge.
Information inequalities and a dependent Central Limit Theorem
Johnson, Oliver
2008-01-01
We adapt arguments concerning information-theoretic convergence in the Central Limit Theorem to the case of dependent random variables under Rosenblatt mixing conditions. The key is to work with random variables perturbed by the addition of a normal random variable, giving us good control of the joint density and the mixing coefficient. We strengthen results of Takano and of Carlen and Soffer to provide entropy-theoretic, not weak convergence.
Chiba, Ryoichi
2012-02-01
This article analyzes the one-dimensional steady temperature field and related thermal stresses in an annular disk of variable thickness that has a temperature-dependent heat transfer coefficient and is capable of temperature-dependent internal heat generation. The temperature dependencies of the thermal conductivity, Young's modulus, and the coefficient of linear thermal expansion of the disk are considered, whereas Poisson's ratio is assumed to be constant. The differential transform method (DTM) is employed to analyze not only the nonlinear heat conduction but also the resulting thermal stresses. Analytical solutions are developed for the temperature and thermal stresses in the form of simple power series. Numerical calculations are performed for an annular cooling/heating fin of variable thickness. Numerical results show that the sufficiently converged analytical solutions are in good agreement with the solutions obtained by the Adomian decomposition method and give the effects of the temperature-dependent parameters on the temperature and thermal stress profiles in the disk. The DTM is useful as a new analytical method for solving thermoelastic problems for a body with temperature-dependent parameters including material properties.
Dale, A; Anderson, D
1978-08-01
Two experiments focused on two information variables relevant to changes in heart rate, field dependence and the ability to perceive one's own heart rate. In Exp. I, 14 field-independent and 17 field-dependent subjects completed a heart-rate perception and a voluntary heart-rate control task. The anticipated superiority in heart-rate control by field-independent subjects was detected although no evidence was found for a relationship between the amount of biofeedback available in the situation and voluntary control of the cardiovascular system. Exp. II involved 9 field-independent and 8 field-dependent subjects in a classical conditioning paradigm involving shock sensitivity. In contrast with Exp. I, in this phase of the study heart-rate increases were correlated with the ability of the subject to discriminate heart beats, especially for the field-independent group. It was concluded that field dependence and heart-rate perception are related to classically conditioned heart-rate increase for some subjects and further that field dependence may be a potent variable operating in those situations involving the voluntary control of heart rate without exteroceptive feedback. PMID:704264
International Nuclear Information System (INIS)
Influences of the thickness variability and bidirectional material heterogeneity on the thermal buckling of the cylindrical shells have not been investigated so far. In the present paper, nonlinear thermal buckling and postbuckling analyses of imperfect, variable thickness cylindrical shells made of bidirectional functionally graded materials undergoing uniform temperature rises are accomplished for the first time, employing a third-order shear-deformation theory, von Karman-type kinematic nonlinearity, and a nonlinear finite element method. Material properties may vary in both radial and axial directions and can be temperature-dependent. Buckling temperature is detected by a modified Budiansky's criterion. The results reveal that temperature-dependency of the material properties reduces the buckling temperature. Moreover, effects of the volume fraction index on decreasing the buckling temperature are more remarkable for higher radius to thickness ratios. Furthermore, effects of reduction of the thickness in the axial direction may be compensated by an appropriate distribution of the material properties. -- Highlights: • Nonlinear thermal postbuckling of imperfect FGM cylindrical shells is investigated. • Material properties of the shell may vary in both radial and axial directions. • Geometric imperfections and thickness variability are also taken into account. • Material properties are considered to be temperature-dependent. • The nonlinear governing equations are solved by an updating finite element scheme
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.
International Nuclear Information System (INIS)
We review the recent progress in our understanding of the effect of B-site randomness on Pb(In1/2Nb1/2)O3 (PIN) from the experimental and theoretical viewpoints. PIN is one of the ideal systems for investigating the effect of perovskite B-site randomness on relaxor formation, because it can be in the antiferroelectric (AFE), ferroelectric (FE), or relaxor state depending on B-site randomness. Lattice dynamics measured in ordered and disordered PINs indicates the existence of FE instability regardless of the B-site randomness of PIN. AFE is stabilized when the B-site is spatially ordered, overwhelming FE instability. The hidden FE state starts to appear as B-site randomness becomes stronger and suppresses AFE instability. Ultimately, the randomness competes with the development of FE regions and blocks long-range FE ordering, which yields polar nanoregions (PNRs) resulting in relaxor behavior. In order to investigate the interesting behavior of PIN, we constructed a minimal model that includes dipolar interaction and easy-axis anisotropy which depends on B-site randomness. The results from Monte Carlo simulations show that the model well reproduces the phase diagram and dielectric constant of PIN qualitatively. (author)
Directory of Open Access Journals (Sweden)
Chang Dennis
2011-07-01
Full Text Available Abstract Background Chronic work-related stress is a significant and independent risk factor for cardiovascular and metabolic diseases and associated mortality, particularly when compounded by a sedentary work environment. Heart rate variability (HRV provides an estimate of parasympathetic and sympathetic autonomic control, and can serve as a marker of physiological stress. Hatha yoga is a physically demanding practice that can help to reduce stress; however, time constraints incurred by work and family life may limit participation. The purpose of the present study is to determine if a 10-week, worksite-based yoga program delivered during lunch hour can improve resting HRV and related physical and psychological parameters in sedentary office workers. Methods and design This is a parallel-arm RCT that will compare the outcomes of participants assigned to the experimental treatment group (yoga to those assigned to a no-treatment control group. Participants randomized to the experimental condition will engage in a 10-week yoga program delivered at their place of work. The yoga sessions will be group-based, prescribed three times per week during lunch hour, and will be led by an experienced yoga instructor. The program will involve teaching beginner students safely and progressively over 10 weeks a yoga sequence that incorporates asanas (poses and postures, vinyasa (exercises, pranayama (breathing control and meditation. The primary outcome of this study is the high frequency (HF spectral power component of HRV (measured in absolute units; i.e. ms2, a measure of parasympathetic autonomic control. Secondary outcomes include additional frequency and time domains of HRV, and measures of physical functioning and psychological health status. Measures will be collected prior to and following the intervention period, and at 6 months follow-up to determine the effect of intervention withdrawal. Discussion This study will determine the effect of worksite-based yoga practice on HRV and physical and psychological health status. The findings may assist in implementing practical interventions, such as yoga, into the workplace to mitigate stress, enhance health status and reduce the risk of cardiovascular and metabolic diseases. Trial Registration ACTRN12611000536965 URL: http://www.anzctr.org.au/ACTRN12611000536965.aspx
Age Dependent Variability in Gene Expression in Fischer 344 Rat Retina.
Recent evidence suggests older adults may be a sensitive population with regard to environmental exposure to toxic compounds. One source of this sensitivity could be an enhanced variability in response. Studies on phenotypic differences have suggested that variation in response d...
Cantet, P.; Arnaud, P.
2012-10-01
Since the last decade, copulas have become more and more widespread in the construction of hydrological models. Unlike the multivariate statistics which are traditionally used, this tool enables scientists to model different dependence structures without drawbacks. The authors propose to apply copulas to improve the performance of an existing model. The hourly rainfall stochastic model SHYPRE is based on the simulation of descriptive variables. It generates long series of hourly rainfall and enables the estimation of distribution quantiles for different climates. The paper focuses on the relationship between two variables describing the rainfall signal. First, Kendall's tau is estimated on each of the 217 rain gauge stations in France, then the False Discovery Rate procedure is used to define stations for which the dependence is significant. Among three usual archimedean copulas, a unique 2-copula is chosen to model this dependence for any station. Modelling dependence leads to an obvious improvement in the reproduction of the standard and extreme statistics of maximum rainfall, especially for the sub-daily rainfall. An accuracy test for the extreme values shows the good asymptotic behaviour of the new rainfall generator version and the impacts of the copula choice on extreme quantile estimation.
Directory of Open Access Journals (Sweden)
P. Cantet
2012-10-01
Full Text Available Since the last decade, copulas have become more and more widespread in the construction of hydrological models. Unlike the multivariate statistics which are traditionally used, this tool enables scientists to model different dependence structures without drawbacks. The authors propose to apply copulas to improve the performance of an existing model. The hourly rainfall stochastic model SHYPRE is based on the simulation of descriptive variables. It generates long series of hourly rainfall and enables the estimation of distribution quantiles for different climates. The paper focuses on the relationship between two variables describing the rainfall signal. First, Kendall's tau is estimated on each of the 217 rain gauge stations in France, then the False Discovery Rate procedure is used to define stations for which the dependence is significant. Among three usual archimedean copulas, a unique 2-copula is chosen to model this dependence for any station. Modelling dependence leads to an obvious improvement in the reproduction of the standard and extreme statistics of maximum rainfall, especially for the sub-daily rainfall. An accuracy test for the extreme values shows the good asymptotic behaviour of the new rainfall generator version and the impacts of the copula choice on extreme quantile estimation.
Directory of Open Access Journals (Sweden)
Croghan Ivana T
2011-01-01
Full Text Available Abstract Background Methylphenidate blocks the re-uptake of dopamine by binding to the dopamine transporter in the presynaptic cell membrane and increases extracellular dopamine levels. Similarities in neuropsychologic effects between nicotine and methylphenidate make it an intriguing potential therapeutic option. Previous research of methylphenidate in smokers has suggested a possible beneficial effect for the relief of nicotine withdrawal symptoms, but showed no efficacy in helping smokers with attention deficit hyperactivity disorder (ADHD to stop smoking. Methods To investigate potential efficacy for relieving nicotine withdrawal symptoms and promoting smoking abstinence, we conducted a randomized, double-blind, placebo-controlled, phase II study of once-a-day osmotic-release oral system methylphenidate (OROS-MPH, Concerta® at a target dose of 54-mg/day for 8 weeks compared with placebo in 80 adult cigarette smokers. Results Of the 80 randomized subjects and median smoking rate was 20 cigarettes per day. At the end of the medication phase, the biochemically confirmed 7-day point prevalence smoking abstinence was 10% (4/40 for the placebo group and 2.5% (1/40 for the OROS-MPH group. Nicotine withdrawal was not found to differ significantly between treatment groups during the first 14 days following the start of medication prior to the target quit date (p = 0.464 or during the first 14 days following the target quit date (p = 0.786. Conclusion We observed no evidence of efficacy of OROS-MPH to aid smokers to stop smoking. Although there are biologically plausible hypotheses that support the use of OROS-MPH for treating tobacco dependence, we found no evidence to support such hypotheses. In addition to no increase in smoking abstinence, we saw no effect of OROS-MPH for tobacco withdrawal symptom relief and no change in smoking rates was observed in the OROS-MPH group compared to the placebo group.
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 27.5°N and 40°N, 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.
Generalised extreme value statistics and sum of correlated variables
Bertin, Eric; Clusel, Maxime
2006-01-01
We show that generalised extreme value statistics -the statistics of the k-th largest value among a large set of random variables- can be mapped onto a problem of random sums. This allows us to identify classes of non-identical and (generally) correlated random variables with a sum distributed according to one of the three (k-dependent) asymptotic distributions of extreme value statistics, namely the Gumbel, Frechet and Weibull distributions. These classes, as well as the li...
International Nuclear Information System (INIS)
We describe a technique for constructing a symplectic transfer map for a charged particle moving through an accelerator component with arbitrary three-dimensional static magnetic field. The transfer map is constructed by symplectic integration; by representing the map at each step of the integration by a mixed-variable generating function, exact symplecticity is ensured. By using an appropriate integration algorithm, there is no necessity to make the paraxial approximation. The technique is illustrated by application (in one degree of freedom) to a quadrupole magnet with strong octupole component and fringe field.
Politano, Michael; Weiler, Kevin P.
2007-01-01
We perform population synthesis calculations of present-day post common envelope binaries (PCEBs) and zero-age cataclysmic variables (ZACVs) using a common envelope efficiency parameter, alphaCE, that is a function of secondary mass, Ms. We investigate three basic possibilities: (1) a standard constant alphaCE prescription, with alphaCE = 1.0, 0.6, 0.3, 0.2, 0.1 and 0.05, to provide a baseline for comparison, (2) a power law dependence, alphaCE = (Ms)^n, with n = 0.5, 1.0 an...
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...
Saddlepoint expansions for sums of Markov dependent variables on a continuous state space
DEFF Research Database (Denmark)
Jensen, J.L.
1991-01-01
Based on the conjugate kernel studied in Iscoe et al. (1985) we derive saddlepoint expansions for either the density or distribution function of a sum f(X1)+...+f(Xn), where the Xi's constitute a Markov chain. The chain is assumed to satisfy a strong recurrence condition which makes the results here very similar to the classical results for i.i.d. variables. In particular we establish also conditions under which the expansions hold uniformly over the range of the saddlepoint. Expansions are also derived for sums of the form f(X1, X0)+f(X2, X1)+...+f(Xn, Xn-1) although the uniformity result just mentioned does not generalize. © 1991 Springer-Verlag.
Liu, Heping; Randerson, James T.
2008-03-01
Understanding how changes in the boreal fire regime will affect high latitude climate requires knowledge of the sensitivity of the surface energy budget to shifts in vegetation cover. We measured components of the surface energy budget in three ecosystems that were part of a fire chronosequence in interior Alaska for 3 years. Our sites were within the perimeter of stand-replacing fires that occurred in 1999, 1987, and ˜1920 (hereafter referred to as the 1999-burn, the 1987-burn, and the control). Vegetation cover consisted primarily of sparse short grasses at the 1999-burn, aspen and willow (deciduous trees and shrubs) at the 1987-burn, and black spruce (evergreen conifer trees) at the control. Averaged over the 3 years of our study, annual net radiation decreased by approximately 25% at the 1999-burn and 30% at the 1987-burn, relative to the control. Sensible heat decreased by an even larger amount, by approximately 57% for the 1999-burn and 44% for the 1987-burn as compared with the control. Climate during spring and summer varied considerably among the 3 years. The three stands responded differently to this climate variability with consequences for surface energy exchange. As a result of earlier snow cover loss in 2003 and 2004, net radiation during spring increased substantially in the recently disturbed stands, but not in the control. In response to a sustained summer drought in 2004, latent heat decreased more in the 1987-burn during August than in the control. Our results imply that a shift in plant functional types expected to accompany increases in boreal fire activity may amplify interannual climate variability during both spring and summer.
Junge, Marius
2002-01-01
We calculate the p-the moment of the sum of n independent random variables with respect to symmetric norm in R^n. The order of growth for upper bound p/ln p obtained in ths estimate is optimal. The result extends to generalized Lorentz spaces l_{f,w} under mild assumptions on f. Indeed, the key combinatorial estimate is obtained for the weak l_1 (l_{1,infinity})-norm. Similar results have been obtained independently by Gordon, Litvak, Schuett and Werner for Orlicz norms and ...
Junge, M
2002-01-01
We calculate the p-the moment of the sum of n independent random variables with respect to symmetric norm in R^n. The order of growth for upper bound p/ln p obtained in ths estimate is optimal. The result extends to generalized Lorentz spaces l_{f,w} under mild assumptions on f. Indeed, the key combinatorial estimate is obtained for the weak l_1 (l_{1,infinity})-norm. Similar results have been obtained independently by Montgomery-Smith using different techniques and avoiding the combinatorial estimate.
Time-dependent excitation and ionization modelling of absorption-line variability due to GRB080310
DEFF Research Database (Denmark)
Vreeswijk, P.M.; De Cia, A.
2013-01-01
We model the time-variable absorption of Feii, Feiii, Siii, Cii and Crii detected in Ultraviolet and Visual Echelle Spectrograph (UVES) spectra of gamma-ray burst (GRB) 080310, with the afterglow radiation exciting and ionizing the interstellar medium in the host galaxy at a redshift of z = 2.42743. To estimate the rest-frame afterglow brightness as a function of time, we use a combination of the optical VRI photometry obtained by the RAPTOR-T telescope array, which is presented in this paper, and Swift's X-Ray Telescope (XRT) observations. Excitation alone, which has been successfully applied for a handful of other GRBs, fails to describe the observed column density evolution in the case of GRB080310. Inclusion of ionization is required to explain the column density decrease of all observed Feii levels (including the ground state D) and increase of the Feiii S level. The large population of ions in this latter level (up to 10% of all Feiii) can only be explained through ionization of Feii, as a large fraction of the ionized Feii ions (we calculate 31% using the Flexible Atomic and Cowan codes) initially populate the S level of Feiii rather than the ground state. This channel for producing a significant Feiii S level population may be relevant for other objects in which absorption lines from this level, the UV34 triplet, are observed, such as broad absorption line (BAL) quasars and ¿ Carinae. This provides conclusive evidence for time-variable ionization in the circumburst medium, which to date has not been convincingly detected. However, the best-fit distance of the neutral absorbing cloud to the GRB is 200-400 pc, i.e. similar to GRB-absorber distance estimates for GRBs without any evidence for ionization. We find that the presence of time-varying ionization in GRB080310 is likely due to a combination of the super-solar iron abundance ([Fe/H] = +0.2) and the low Hi column density (log N(Hi) = 18.7) in the host of GRB080310. Finally, the modelling provides indications for the presence of an additional cloud at 10 50 pc from the GRB with log N(Hi) ~ 19 20 before the burst, which became fully ionized by the radiation released during the first few tens of minutes after the GRB. © 2012 ESO.
Measuring the angular dependent energy distribution of backscattered electrons at variable geometry.
Wagner, J; Stummer, W; Völkerer, M; Hanke, A; Wernisch, J
2005-01-01
An aluminium semisphere system with 120 points of entry and eight detection areas, assembled on a meridian covering 0.0026 steradian each, was put over a solid bulk sample (e.g., aluminium), which was mounted in the eucentric point so that the incident electron beam could be varied by a polar rotation of the sphere in steps of 11.25 degrees. The complete angular distribution of the backscattered electrons became available by a rotation in steps of 11.25 degrees azimuthally. For this particular setup, the signals from the detection areas as well as the signal from the rest of the semisphere were amplified by operational amplifiers (Burr-Brown OPA128LM). However the signal of the semisphere was not available at that time. Specimen current measurements made the total amount of electrons accessible, providing a possibility for normalization of the results and comparison with total backscattering coefficients. By use of counter voltage variable up to 10 kV inside the detection assembly, it was possible to measure an energy resolution of the backscattered electrons for each detection area at the same time. Details of the construction and calibration procedures, possible errors, and sources of systematic deviations as well as first test results are discussed. PMID:16370398
Time-dependent excitation and ionization modelling of absorption-line variability due to GRB 080310
Vreeswijk, P M; Raassen, A J J; Smette, A; De Cia, A; Wo?niak, P R; Fox, A J; Vestrand, W T; Jakobsson, P
2012-01-01
We model the time-variable absorption of FeII, FeIII, SiII, CII and CrII detected in UVES spectra of GRB 080310, with the afterglow radiation exciting and ionizing the interstellar medium in the host galaxy at a redshift of z=2.42743. To estimate the rest-frame afterglow brightness as a function of time, we use a combination of the optical VRI photometry obtained by the RAPTOR-T telescope array -- which are presented in this paper -- and Swift's X-Ray Telescope observations. Excitation alone, which has been successfully applied for a handful of other GRBs, fails to describe the observed column-density evolution in the case of GRB 080310. Inclusion of ionization is required to explain the column-density decrease of all observed FeII levels (including the ground state 6D9/2) and increase of the FeIII 7S3 level. The large population of ions in this latter level (up to 10% of all FeIII) can only be explained through ionization of FeII, whereby a large fraction of the ionized FeII ions -- we calculate 31% using th...
Dependency of the Cusp Density Anomaly on the Variability of Forcing Inside and Outside the Cusp
Brinkman, D. G.; Walterscheid, R. L.; Clemmons, J. H.
2014-12-01
The Earth's magnetospheric cusp provides direct access of energetic particles to the thermosphere. These particles produce ionization and kinetic (particle) heating of the atmosphere. The increased ionization coupled with enhanced electric fields in the cusp produces increased Joule heating and ion drag forcing. These energy inputs largely determine the neutral density structure in the cusp region. Measurements by the CHAMP satellite (460-390- km altitude) have shown a region of strong enhanced density attributed to the combination of cusp particle and Joule heating. The Streak mission (325-123 km), on the other hand, observed a relative depletion in density in the cusp. While particle precipitation in the cusp is comparatively well constrained, the characteristics of the steady and fluctuating components of the electric field in the cusp are poorly constrained. Also, the significance of harder particle precipitation in areas adjacent to the cusp in particular at lower altitudes has not been addressed as it relates to the cusp density anomaly. We address the response of the cusp region to a range electrodynamical forcing with our high resolution two-dimensional time-dependent nonhydrostatic nonlinear dynamical model. We take advantage of our model's high resolution and focus on a more typical cusp width of 2 degrees in latitude. Earlier simulations have also shown a significant contribution from soft particle precipitation. We simulate the atmospheric response to a range of realizable magnitudes of the fluctuating and steady components of the electric field to examine the dependence of the magnitude of the cusp density anomaly on a large range of observed characteristics of the electrodynamical forcing and examine, in particular, the importance of particle heating relative to Joule heating. In addition we investigate the role of harder particle precipitation in areas adjacent to the cusp in determining the lower altitude cusp density and wind structure. We compare the model results to CHAMP and Streak observations and assess the distinctive features of the observations in terms of the various dependencies involved. Acknowledgements: This research was supported by The Aerospace Corporation's Technical Investment program
DEFF Research Database (Denmark)
Bogh, Morten K B; Schmedes, Anne V
2011-01-01
Ultraviolet-B (UV-B) radiation increases serum vitamin D level expressed as 25-hydroxyvitamin D(3) (25(OH)D), but the dose-response relationship and the importance of dose rate is unclear. Of 172 fair-skinned persons screened for 25(OH)D, 55 with insufficient baseline 25(OH)D=50 nm (mean 31.2 nm) were selected and randomized to one of 11 groups of five participants. Each group was exposed to one of four different UV-B doses: 0.375, 0.75, 1.5 or 3.0 standard erythema dose (SED) for 1, 5, 10 or 20 min. All participants had four UV-B sessions with 2- to 3-day interval with 24% of their skin exposed. Skin pigmentation and 25(OH)D were measured before and after the irradiations. The increase in 25(OH)D after UV-B exposure (adjusted for baseline 25(OH)D) was positively correlated with the UV-B dose (P=0.001; R(2) =0.176) but not to dose rate (1-20 min). 25(OH)D increased in response to four UV-B treatments of 3 SED with 24.8 nm on average and 14.2 nm after four UV-B treatments of just 0.375 SED. In conclusion, the increase in 25(OH)D after UV-B exposure depends on the dose but not on the dose rate (1-20 min). Further, a significant increase in 25(OH)D was achieved with a very low UV-B dose.
ENERGY-DEPENDENT POWER SPECTRAL STATES AND ORIGIN OF APERIODIC VARIABILITY IN BLACK HOLE BINARIES
International Nuclear Information System (INIS)
We found that the black hole candidate MAXI J1659–152 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.
Strong result for real zeros of random algebraic polynomials
Directory of Open Access Journals (Sweden)
T. Uno
2001-01-01
Full Text Available An estimate is given for the lower bound of real zeros of random algebraic polynomials whose coefficients are non-identically distributed dependent Gaussian random variables. Moreover, our estimated measure of the exceptional set, which is independent of the degree of the polynomials, tends to zero as the degree of the polynomial tends to infinity.
Zannou, A.; Agbicodo, E.; Zoundjihékpon, J.; Struik, P.C.; A. Ahanchédé; 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...
Gustafson, K.M.; Carlson, S E; Colombo, J.; Yeh, H.-W.; Shaddy, D.J.; Li, S; Kerling, E.H.
2013-01-01
DHA (22:6n-3) supplementation during infancy has been associated with lower heart rate (HR) and improved neurobehavioral outcomes. We hypothesized that maternal DHA supplementation would improve fetal cardiac autonomic control and newborn neurobehavior. Pregnant women were randomized to 600 mg/day of DHA or placebo oil capsules at 14.4 (+/?4) weeks gestation. Fetal HRand HRV were calculated from magnetocardiograms (MCGs) at 24, 32 and 36 weeks gestational age (GA). Newborn neurobehavior was a...
El-Bary, Ahmed Abd; Aboelwafa, Ahmed A.; Al Sharabi, Ibrahim M.
2011-01-01
The aim of this work was to understand the influence of different formulation variables on the optimization of pH-dependent, colon-targeted, sustained-release mesalamine microspheres prepared by O/O emulsion solvent evaporation method, employing pH-dependent Eudragit S and hydrophobic pH-independent ethylcellulose polymers. Formulation variables studied included concentration of Eudragit S in the internal phase and the ratios between; internal to external phase, drug to Eudragit S and Eudragi...
Conditional Random Fields, Planted Constraint Satisfaction, and Entropy Concentration
Abbe, Emmanuel; Montanari, Andrea
2013-01-01
This paper studies a class of probabilistic models on graphs, where edge variables depend on incident node variables through a fixed probability kernel. The class includes planted con- straint satisfaction problems (CSPs), as well as more general structures motivated by coding and community clustering problems. It is shown that under mild assumptions on the kernel and for sparse random graphs, the conditional entropy of the node variables given the edge variables concentrate...
Operant variability: evidence, functions, and theory.
Neuringer, Allen
2002-12-01
Although responses are sometimes easy to predict, at other times responding seems highly variable, unpredictable, or even random. The inability to predict is generally attributed to ignorance of controlling variables, but this article is a review of research showing that the highest levels of behavioral variability may result from identifiable reinforcers contingent on such variability. That is, variability is an operant. Discriminative stimuli and reinforcers control it, resulting in low or high variability, depending on the contingencies. Schedule-of-reinforcement effects are orderly, and choosing to vary or repeat is lawfully governed by relative reinforcement frequencies. The operant nature of variability has important implications. For example, learning, exploring, creating, and problem solving may partly depend on it. Abnormal levels of variability, including those found in psychopathologies such as autism, depression, and attention deficit hyperactivity disorder, may be modified through reinforcement. Operant variability may also help to explain some of the unique attributes of voluntary action. PMID:12613672
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...
Random series of functions and applications
Paccaut, Frédéric; Schneider, Dominique
2006-01-01
We study the continuity properties of trajectories for some random series of functions $\\sum a\\_kf(\\alpha X\\_k(\\omega))$ where $a\\_k$ is a complex sequence, $X\\_k$ a sequence of real independent random variables, $f$ is a real valued function with period one and summable Fourier coefficients. We obtain almost sure continuity results for these periodic or almost periodic series for a large class of functions, where the "almost sure" does not depend on the function.
International Nuclear Information System (INIS)
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
Angstman, Nicholas B; Kiessling, Maren C; Frank, Hans-Georg; Schmitz, Christoph
2015-01-01
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. PMID:25705183
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...
Adaptive polynomial approximation by means of random discrete least squares
Migliorati, Giovanni
2015-01-01
We address adaptive multivariate polynomial approximation by means of the discrete least-squares method with random evaluations, to approximate in the L2 probability sense a smooth function depending on a random variable distributed according to a given probability density. The polynomial least-squares approximation is computed using random noiseless pointwise evaluations of the target function. Here noiseless means that the pointwise evaluation of the function is not polluted by the presence...
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
Gustafson, K M; Carlson, S E; Colombo, J; Yeh, H-W; Shaddy, D J; Li, S; Kerling, E H
2013-05-01
DHA (22:6n-3) supplementation during infancy has been associated with lower heart rate (HR) and improved neurobehavioral outcomes. We hypothesized that maternal DHA supplementation would improve fetal cardiac autonomic control and newborn neurobehavior. Pregnant women were randomized to 600 mg/day of DHA or placebo oil capsules at 14.4 (+/-4) weeks gestation. Fetal HR and HRV were calculated from magnetocardiograms (MCGs) at 24, 32 and 36 weeks gestational age (GA). Newborn neurobehavior was assessed using the Neonatal Behavioral Assessment Scale (NBAS). Post-partum maternal and infant red blood cell (RBC) DHA was significantly higher in the supplemented group as were metrics of fetal HRV and newborn neurobehavior in the autonomic and motor clusters. Higher HRV is associated with more responsive and flexible autonomic nervous system (ANS). Coupled with findings of improved autonomic and motor behavior, these data suggest that maternal DHA supplementation during pregnancy may impart an adaptive advantage to the fetus. PMID:23433688
Chen, Xuhui; Liang, Edison; Boettcher, Markus
2012-01-01
[abridged] We present results of modeling the SED and multiwavelength variability of the bright FSRQ PKS1510-089 with our time-dependent multizone Monte Carlo/Fokker-Planck code (Chen et al. 2001). As primary source of seed photons for inverse Compton scattering, we consider radiation from the broad line region (BLR), from the molecular torus, and the local synchrotron radiation (SSC). Different scenarios are assessed by comparing simulated light curves and SEDs with one of the best flares by PKS1510-089, in March 2009. The time-dependence of our code and its correct handling of light travel time effects allow us to fully take into account the effect of the finite size of the active region, and in turn to fully exploit the information carried by time resolved observed SEDs, increasingly available since the launch of Fermi. We confirm that the spectrum adopted for the external radiation has an important impact on the modeling of the SED, in particular for the lower energy end of the Compton component, observed...
How the Landscape of Random Job Shop Scheduling Instances Depends on the Ratio of Jobs to Machines
Smith, S. F.; Streeter, M. J.
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 ...
Rodriguez-Galiano, Victor; Mendes, Maria Paula; Garcia-Soldado, Maria Jose; Chica-Olmo, Mario; Ribeiro, Luis
2014-04-01
Watershed management decisions need robust methods, which allow an accurate predictive modeling of pollutant occurrences. Random Forest (RF) is a powerful machine learning data driven method that is rarely used in water resources studies, and thus has not been evaluated thoroughly in this field, when compared to more conventional pattern recognition techniques key advantages of RF include: its non-parametric nature; high predictive accuracy; and capability to determine variable importance. This last characteristic can be used to better understand the individual role and the combined effect of explanatory variables in both protecting and exposing groundwater from and to a pollutant. In this paper, the performance of the RF regression for predictive modeling of nitrate pollution is explored, based on intrinsic and specific vulnerability assessment of the Vega de Granada aquifer. The applicability of this new machine learning technique is demonstrated in an agriculture-dominated area where nitrate concentrations in groundwater can exceed the trigger value of 50 mg/L, at many locations. A comprehensive GIS database of twenty-four parameters related to intrinsic hydrogeologic proprieties, driving forces, remotely sensed variables and physical-chemical variables measured in "situ", were used as inputs to build different predictive models of nitrate pollution. RF measures of importance were also used to define the most significant predictors of nitrate pollution in groundwater, allowing the establishment of the pollution sources (pressures). The potential of RF for generating a vulnerability map to nitrate pollution is assessed considering multiple criteria related to variations in the algorithm parameters and the accuracy of the maps. The performance of the RF is also evaluated in comparison to the logistic regression (LR) method using different efficiency measures to ensure their generalization ability. Prediction results show the ability of RF to build accurate models with strong predictive capabilities. PMID:24463255
Ohtani, Maki; Hikima, Jun-ichi; Jung, Tae-Sung; Kondo, Hidehiro; Hirono, Ikuo; Takeyama, Haruko; Aoki, Takashi
2013-02-01
Phage display libraries are used to screen for nucleotide sequences that encode immunoglobulin variable (V) regions that are specific for a target antigen. We previously constructed an immunoglobulin new antigen receptor (IgNAR) phage display library. Here we used this library to obtain an IgNAR V region that is specific for viral hemorrhagic septicemia virus (VHSV). A phage clone (clone 653) was found to be specific for VHSV by the biopanning method. The V region of clone 653 was used to construct a 6 × His tagged recombinant IgNAR-653 V protein (rIgNAR-653) using the Escherichia coli pET system. The rIgNAR-653 protein bound specifically to VHSV, confirming its activity. PMID:23257206
Li, Hong-Dong; Xu, Qing-Song; Liang, Yi-Zeng
2012-08-31
The identification of disease-relevant genes represents a challenge in microarray-based disease diagnosis where the sample size is often limited. Among established methods, reversible jump Markov Chain Monte Carlo (RJMCMC) methods have proven to be quite promising for variable selection. However, the design and application of an RJMCMC algorithm requires, for example, special criteria for prior distributions. Also, the simulation from joint posterior distributions of models is computationally extensive, and may even be mathematically intractable. These disadvantages may limit the applications of RJMCMC algorithms. Therefore, the development of algorithms that possess the advantages of RJMCMC methods and are also efficient and easy to follow for selecting disease-associated genes is required. Here we report a RJMCMC-like method, called random frog that possesses the advantages of RJMCMC methods and is much easier to implement. Using the colon and the estrogen gene expression datasets, we show that random frog is effective in identifying discriminating genes. The top 2 ranked genes for colon and estrogen are Z50753, U00968, and Y10871_at, Z22536_at, respectively. (The source codes with GNU General Public License Version 2.0 are freely available to non-commercial users at: http://code.google.com/p/randomfrog/.). PMID:22840646
Random effects coefficient of determination for mixed and meta-analysis models
Demidenko, Eugene; Sargent, James; Onega, Tracy
2012-01-01
The key feature of a mixed model is the presence of random effects. We have developed a coefficient, called the random effects coefficient of determination, Rr2, that estimates the proportion of the conditional variance of the dependent variable explained by random effects. This coefficient takes values from 0 to 1 and indicates how strong the random effects are. The difference from the earlier suggested fixed effects coefficient of determination is emphasized. If Rr2 is close to 0, t...
Cryptography and Algorithmic Randomness
Tadaki, Kohtaro; Doi, Norihisa
2013-01-01
The secure instantiation of the random oracle is one of the major open problems in modern cryptography. We investigate this problem using concepts and methods of algorithmic randomness. In modern cryptography, the random oracle model is widely used as an imaginary framework in which the security of a cryptographic scheme is discussed. In the random oracle model, the cryptographic hash function used in a cryptographic scheme is formulated as a random variable uniformly distri...
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...
Mirac Eren; Ali Kemal Celik; Arif Kubat
2014-01-01
This paper aims to examine the factors affecting the level of development of countries using various regression models for limited dependent variables including binary logit, probit and Tobit analyses. In this manner, the paper may suggest a road map for high developed countries to achieve very high developed levels. For this purpose, Human Development Indices of 84 countries were involved in the analysis with respect to nine independent variables. The results of the all regression models ind...
Fujii, Hiroyuki; Okawa, Shinpei; Yamada, Yukio; Hoshi, Yoko
2014-11-01
Numerical modeling of light propagation in random media has been an important issue for biomedical imaging, including diffuse optical tomography (DOT). For high resolution DOT, accurate and fast computation of light propagation in biological tissue is desirable. This paper proposes a space-time hybrid model for numerical modeling based on the radiative transfer and diffusion equations (RTE and DE, respectively) in random media under refractive-index mismatching. In the proposed model, the RTE and DE regions are separated into space and time by using a crossover length and the time from the ballistic regime to the diffusive regime, ?DA~10/?t? and tDA~20/v?t? where ?t? and v represent a reduced transport coefficient and light velocity, respectively. The present model succeeds in describing light propagation accurately and reduces computational load by a quarter compared with full computation of the RTE.
On the strong law of large numbers for L-statistics with dependent data
Baklanov, Evgeny
2006-01-01
The strong law of large numbers for linear combinations of functions of order statistics ($L$-statistics) based on weakly dependent random variables is proven. We also establish the Glivenko--Cantelli theorem for $\\phi$-mixing sequences of identically distributed random variables.
International Nuclear Information System (INIS)
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
Tomita, Toshihiro; Miyaji, Kousuke
2015-04-01
The dependence of spatial and statistical distribution of random telegraph noise (RTN) in a 30 nm NAND flash memory on channel doping concentration NA and cell program state Vth is comprehensively investigated using three-dimensional Monte Carlo device simulation considering random dopant fluctuation (RDF). It is found that single trap RTN amplitude ?Vth is larger at the center of the channel region in the NAND flash memory, which is closer to the jellium (uniform) doping results since NA is relatively low to suppress junction leakage current. In addition, ?Vth peak at the center of the channel decreases in the higher Vth state due to the current concentration at the shallow trench isolation (STI) edges induced by the high vertical electrical field through the fringing capacitance between the channel and control gate. In such cases, ?Vth distribution slope ? cannot be determined by only considering RDF and single trap.
Ranganath, Rajesh; Blei, David
2015-01-01
We develop correlated random measures, random measures where the atom weights can exhibit a flexible pattern of dependence, and use them to develop powerful hierarchical Bayesian nonparametric models. Hierarchical Bayesian nonparametric models are usually built from completely random measures, a Poisson-process based construction in which the atom weights are independent. Completely random measures imply strong independence assumptions in the corresponding hierarchical model...
Variability Measures of Positive Random Variables.
Czech Academy of Sciences Publication Activity Database
Koš?ál, Lubomír; Lánský, Petr; Pokora, Ond?ej
2011-01-01
Ro?. 6, ?. 7 (2011), e21998 R&D Projects: GA MŠk(CZ) LC554; GA ?R(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
Copula-based Kernel Dependency Measures
Poczos, Barnabas; Ghahramani, Zoubin; Schneider, Jeff
2012-01-01
The paper presents a new copula based method for measuring dependence between random variables. Our approach extends the Maximum Mean Discrepancy to the copula of the joint distribution. We prove that this approach has several advantageous properties. Similarly to Shannon mutual information, the proposed dependence measure is invariant to any strictly increasing transformation of the marginal variables. This is important in many applications, for example in feature selection...
Burkhard, D G
1980-11-01
All terms required to calculate the illuminance and caustic points along a ray path are evaluated for a radialdependent variable-index singlet. The procedure is applicable to aspheric surfaces and multiple lenses and is valid for all rays, meridional and skew. PMID:20234679
Dependence Structure Estimation via Copula
Ma, Jian
2008-01-01
We propose a new framework for dependence structure learning via copula. Copula is a statistical theory on dependence and measurement of association. Graphical models are considered as a type of special case of copula families, named product copula. In this paper, a nonparametric algorithm for copula estimation is presented. Then a Chow-Liu like method based on dependence measure via copula is proposed to estimate maximum spanning product copula with only bivariate dependence relations. The advantage of the framework is that learning with empirical copula focuses only on dependence relations among random variables, without knowing the properties of individual variables. Another advantage is that copula is a universal model of dependence and therefore the framework based on it can be generalized to deal with a wide range of complex dependence relations. Experiments on both simulated data and real application data show the effectiveness of the proposed method.
Scientific Electronic Library Online (English)
Gonzalo, Nápoles; Isel, Grau; Marilyn, Bello; Rafael, Bello.
2014-03-01
Full Text Available Particle Swarm Optimization (PSO) es un método de búsqueda no directo para la optimización numérica. Las principales ventajas de esta meta-heurística están relacionadas principalmente con su simplicidad, pocos parámetros y alta tasa de convergencia. En el PSO canónico usando una topología totalmente [...] conectada, una partícula ajusta su posición usando dos atractores: el mejor registro almacenado por el individuo y el mejor punto descubierto por la bandada completa. Este esquema conduce a un alto factor de convergencia, pero también deteriora la diversidad de la población progresivamente. Como resultado la bandada de partículas frecuentemente es atraída por puntos sub-óptimos. Una vez que las partículas han sido atraídas hacia un óptimo local, ellas continúan el proceso de búsqueda dentro de una región muy pequeña del espacio de soluciones, reduciendo las capacidades de exploración del algoritmo. Para tratar esta situación este artículo presenta una variante del procedimiento Random Sampling in Variable Neighborhoods (RSVN) usando una distribución de Lévy. Este algoritmo es capaz de mejorar notablemente la capacidad de búsqueda de los algoritmos PSO en problemas multimodales de optimización. Abstract in english Particle Swarm Optimization (PSO) is a non-direct search method for numerical optimization. The key advantages of this metaheuristic are principally associated to its simplicity, few parameters and high convergence rate. In the canonical PSO using a fully connected topology, a particle adjusts its p [...] osition by using two attractors: the best record stored for the current agent, and the best point discovered for the entire swarm. It leads to a high convergence rate, but also progressively deteriorates the swarm diversity. As a result, the particle swarm frequently gets attracted by sub-optimal points. Once the particles have been attracted to a local optimum, they continue the search process within a small region of the solution space, thus reducing the algorithm exploration. To deal with this issue, this paper presents a variant of the Random Sampling in Variable Neighborhoods (RSVN) procedure using a Lévy distribution, which is able to notably improve the PSO search ability in multimodal problems.
Nonlinear Schroedinger equations under random nonlinearity management
International Nuclear Information System (INIS)
We consider effects of random time modulation of the nonlinearity coefficient on the dynamics of one- and two-dimensional (1D and 2D) solitary waves in the nonlinear Schroedinger equation (NLSE). In particular, the cases of a single Gaussian random variable, and a temporally correlated Gaussian process are considered. In the 1D case, we demonstrate the robustness of solitons against the random nonlinearity management. In the 2D case, the share (percentage) of realizations that lead to collapse of a localized pulse is computed, in order to quantify the effect of the randomness in preventing the collapse. Dependences of this share on the mean value, standard deviation, and correlation length of the random process are obtained, and, whenever possible, compared to analytical predictions
Bonten, Tobias N; Snoep, Jaapjan D; Assendelft, Willem J J; Zwaginga, Jaap Jan; Eikenboom, Jeroen; Huisman, Menno V; Rosendaal, Frits R; van der Bom, Johanna G
2015-04-01
Aspirin is used for cardiovascular disease (CVD) prevention by millions of patients on a daily basis. Previous studies suggested that aspirin intake at bedtime reduces blood pressure compared with intake on awakening. This has never been studied in patients with CVD. Moreover, platelet reactivity and CVD incidence is highest during morning hours. Bedtime aspirin intake may attenuate morning platelet reactivity. This clinical trial examined the effect of bedtime aspirin intake compared with intake on awakening on 24-hour ambulatory blood pressure measurement and morning platelet reactivity in patients using aspirin for CVD prevention. In this randomized open-label crossover trial, 290 patients were randomized to take 100 mg aspirin on awakening or at bedtime during 2 periods of 3 months. At the end of each period, 24-hour blood pressure and morning platelet reactivity were measured. The primary analysis population comprised 263 (blood pressure) and 133 (platelet reactivity) patients. Aspirin intake at bedtime did not reduce blood pressure compared with intake on awakening (difference systolic/diastolic: -0.1 [95% confidence interval, -1.0, 0.9]/-0.6 [95% confidence interval, -1.2, 0.0] mm?Hg). Platelet reactivity during morning hours was reduced with bedtime aspirin intake (difference: -22 aspirin reaction units [95% confidence interval, -35, -9]). The intake of low-dose aspirin at bedtime compared with intake on awakening did not reduce blood pressure of patients with CVD. However, bedtime aspirin reduced morning platelet reactivity. Future studies are needed to assess the effect of this promising simple intervention on the excess of cardiovascular events during the high risk morning hours. PMID:25691622
Azam, Muhammad Abid; Katz, Joel; Fashler, Samantha R; Changoor, Tina; Azargive, Saam; Ritvo, Paul
2015-10-01
Heart rate variability (HRV) is a vagal nerve-mediated biomarker of cardiac function used to investigate chronic illness, psychopathology, stress and, more recently, attention-regulation processes such as meditation. This study investigated HRV in relation to maladaptive perfectionism, a stress-related personality factor, and mindfulness meditation, a stress coping practice expected to elevate HRV, and thereby promote relaxation. Maladaptive perfectionists (n=21) and Controls (n=39) were exposed to a lab-based assessment in which HRV was measured during (1) a 5-minute baseline resting phase, (2) a 5-minute cognitive stress-induction phase, and (3) a post-stress phase. In the post-stress phase, participants were randomly assigned to a 10-minute audio-instructed mindfulness meditation condition or a 10-minute rest condition with audio-description of mindfulness meditation. Analyses revealed a significant elevation in HRV during meditation for Controls but not for Perfectionists. These results suggest that mindfulness meditation promotes relaxation following cognitive stress and that the perfectionist personality hinders relaxation possibly because of decreased cardiac vagal tone. The results are discussed in the context of developing psychophysiological models to advance therapeutic interventions for distressed populations. PMID:26116778
Soares-Caldeira, Lúcio F; de Souza, Eberton A; de Freitas, Victor H; de Moraes, Solange M F; Leicht, Anthony S; Nakamura, Fábio Y
2014-10-01
The aim of this study was to investigate whether supplementing regular preseason futsal training with weekly sessions of repeated sprints (RS) training would have positive effects on repeated sprint ability (RSA) and field test performance. Thirteen players from a professional futsal team (22.6 ± 6.7 years, 72.8 ± 8.7 kg, 173.2 ± 6.2 cm) were divided randomly into 2 groups (AddT: n = 6 and normal training group: n = 7). Both groups performed a RSA test, Yo-Yo intermittent recovery test level 1 (YoYo IR1), squat (SJ) and countermovement jumps (CMJ), body composition, and heart rate variability (HRV) measures at rest before and after 4 weeks of preseason training. Athletes weekly stress symptoms were recorded by psychometric responses using the Daily Analysis of Life Demands for Athletes questionnaire and subjective ratings of well-being scale, respectively. The daily training load (arbitrary units) was assessed using the session of rating perceived exertion method. After the preseason training, there were no significant changes for body composition, SJ, CMJ, and RSAbest. The YoYo IR1, RSAmean, RSAworst, and RSAdecreament were significantly improved for both groups (p ? 0.05). The HRV parameters improved significantly within both groups (p ? 0.05) except for high frequency (HF, absolute and normalized units, [n.u.]), low frequency (LF) (n.u.), and the LF/HF ratio. A moderate effect size for the AddT group was observed for resting heart rate and several HRV measures. Training load and psychometric responses were similar between both groups. Additional RS training resulted in slightly greater positive changes for vagal-related HRV with similar improvements in performance and training stress during the preseason training in futsal players. PMID:24662230
Kastner, C; Ziegler, Andreas
1997-01-01
Inference for cross-sectional models using longitudinal data can be drawn with independence estimating equations (Liang and Zeger, 1986). Many studies suffer from missing data. Robins and coworkers proposed to use weighted estimating equations (WEE) in estimating the mean structure, if missing data are present in dependent variables. In this paper the WEE are compared with complete case analyses for binary responses using simulated data. Our results are in accordance with the theoretical find...
Directory of Open Access Journals (Sweden)
Brissette Suzanne
2011-07-01
Full Text Available Abstract Background Substitution with opioid-agonists (e.g., methadone has shown to be an effective treatment for chronic long-term opioid dependency. Patient satisfaction with treatment has been associated with improved addiction treatment outcomes. However, there is a paucity of studies evaluating patients' satisfaction with Opioid Substitution Treatment (OST. In the present study, participants' satisfaction with OST was evaluated at 3 and 12 months. We sought to test the relationship between satisfaction and patients' characteristics, the treatment modality received and treatment outcomes. Methods Data from a randomized controlled trial, the North American Opiate Medication Initiative (NAOMI, conducted in Vancouver and Montreal (Canada between 2005-2008, was analyzed. The NAOMI study compared the effectiveness of oral methadone vs. injectable diacetylmorphine over 12 months. A small sub-group of patients received injectable hydromorphone on a double blind basis with diacetylmorphine. The Client Satisfaction Questionnaire (CSQ-8 was used to measure satisfaction with treatment. CSQ-8 scores, as well as retention and response to treatment, did not differ between those receiving hydromorphone and diacetylmorphine at 3 or 12 months assessments; therefore, these two groups were analyzed together as the 'injectable' treatment group. Results A total of 232 (92% and 237 (94% participants completed the CSQ-8 at 3 and 12 months, respectively. Participants in both groups were highly satisfied with treatment. Independent of treatment group, participants satisfied with treatment at 3 months were more likely to be retained at 12 months. Multivariate analysis indicated that satisfaction was greater among those randomized to the injection group after controlling for treatment effectiveness. Participants who were retained, responded to treatment, and had fewer psychological symptoms were more satisfied with treatment. Finally, open-ended comments were made by 149 (60.3% participants; concerns about the randomization process and the study ending were most commonly reported by participants receiving the oral and injectable medications, respectively. Conclusions The higher satisfaction among those receiving medically prescribed injectable diacetylmorphine (or hydromorphone supports current evidence regarding the attractiveness of this treatment for long-term, opioid-dependent individuals not benefiting sufficiently from other treatments. In addition, the measurement of treatment satisfaction provides valuable information about participants at risk of relapse and in need of additional services. Trial Registration ClinicalTrials.gov Identifier: NCT00175357
Random Walks in Varying Dimensions
Benjamini, Itai; Pemantle, Robin; Peres, Yuval
2004-01-01
We establish recurrence criteria for sums of independent random variables which take values in Euclidean lattices of varying dimension. In particular, we describe transient inhomogenous random walks in the plane which interlace two symmetric step distributions of bounded support.
International Nuclear Information System (INIS)
There are a wide variety of searching problems from molecules seeking receptor sites to predators seeking prey. The optimal search strategy can depend on constraints on time, energy, supplies or other variables. We discuss a number of cases and especially remark on the usefulness of Levy walk search patterns when the targets of the search are scarce.
ZIEDONIS, DOUGLAS M.; Amass, Leslie; Steinberg, Marc; Woody, George; Krejci, Jonathan; Annon, Jeffrey J.; Cohen, Allan J.; Waite-O’Brien, Nancy; Stine, Susan M.; McCarty, Dennis; Reid, Malcolm S.; Brown, Lawrence S.; Maslansky, Robert; Winhusen, Theresa; Babcock, Dean
2008-01-01
Few studies in community settings have evaluated predictors, mediators, and moderators of treatment success for medically supervised opioid withdrawal treatment. This report presents new findings about these factors from a study of 344 opioid dependent men and women prospectively randomized to either buprenorphine-naloxone or clonidine in an open-label 13-day medically-supervised withdrawal study. Subjects were either inpatient or outpatient in community treatment settings; however not random...
Phase Transition in Unrestricted Random SAT
Schuh, Bernd R
2012-01-01
For random CNF formulae with m clauses, n variables and an unrestricted number of literals per clause the transition from high to low satisfiability can be determined exactly for large n. The critical density m/n turns out to be strongly n-dependent, ccr = ln(2)/(1-p)^^n, where pn is the mean number of positive literals per clause.This is in contrast to restricted random SAT problems (random K-SAT), where the critical ratio m/n is a constant. All transition lines are calculated by the second moment method applied to the number of solutions N of a formula. In contrast to random K-SAT, the method does not fail for the unrestricted model, because long range interactions between solutions are not cut off by disorder.
DEFF Research Database (Denmark)
Olsen, Thomas; Thygesen, Kristian Sommer
2014-01-01
We investigate various approximations to the correlation energy of a H2 molecule in the dissociation limit, where the ground state is poorly described by a single Slater determinant. The correlation energies are derived from the density response function and it is shown that response functions derived from Hedin's equations (Random Phase Approximation (RPA), Time-dependent Hartree-Fock (TDHF), Bethe-Salpeter equation (BSE), and Time-Dependent GW) all reproduce the correct dissociation limit. We also show that the BSE improves the correlation energies obtained within RPA and TDHF significantly for intermediate binding distances. A Hubbard model for the dimer allows us to obtain exact analytical results for the various approximations, which is readily compared with the exact diagonalization of the model. Moreover, the model is shown to reproduce all the qualitative results from the ab initio calculations and confirms that BSE greatly improves the RPA and TDHF results despite the fact that the BSE excitation spectrum breaks down in the dissociation limit. In contrast, second order screened exchange gives a poor description of the dissociation limit, which can be attributed to the fact that it cannot be derived from an irreducible response function. (C) 2014 AIP Publishing LLC.
Shiffman, Bernard; Zelditch, Steve
2010-01-01
We introduce several notions of `random fewnomials', i.e. random polynomials with a fixed number f of monomials of degree N. The f exponents are chosen at random and then the coefficients are chosen to be Gaussian random, mainly from the SU(m + 1) ensemble. The results give limiting formulas as N goes to infinity for the expected distribution of complex zeros of a system of k random fewnomials in m variables. When k = m, for SU(m + 1) polynomials, the limit is the Monge-Ampe...
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…
Theodoratou, Evropi; Palmer, Tom; Zgaga, Lina; Farrington, Susan M; McKeigue, Paul; Din, Farhat V N; Tenesa, Albert; Davey-Smith, George; Dunlop, Malcolm G; Campbell, Harry
2012-01-01
Vitamin D deficiency has been associated with several common diseases, including cancer and is being investigated as a possible risk factor for these conditions. We reported the striking prevalence of vitamin D deficiency in Scotland. Previous epidemiological studies have reported an association between low dietary vitamin D and colorectal cancer (CRC). Using a case-control study design, we tested the association between plasma 25-hydroxy-vitamin D (25-OHD) and CRC (2,001 cases, 2,237 controls). To determine whether plasma 25-OHD levels are causally linked to CRC risk, we applied the control function instrumental variable (IV) method of the mendelian randomization (MR) approach using four single nucleotide polymorphisms (rs2282679, rs12785878, rs10741657, rs6013897) previously shown to be associated with plasma 25-OHD. Low plasma 25-OHD levels were associated with CRC risk in the crude model (odds ratio (OR): 0.76, 95% Confidence Interval (CI): 0.71, 0.81, p: 1.4×10(-14)) and after adjusting for age, sex and other confounding factors. Using an allele score that combined all four SNPs as the IV, the estimated causal effect was OR 1.16 (95% CI 0.60, 2.23), whilst it was 0.94 (95% CI 0.46, 1.91) and 0.93 (0.53, 1.63) when using an upstream (rs12785878, rs10741657) and a downstream allele score (rs2282679, rs6013897), respectively. 25-OHD levels were inversely associated with CRC risk, in agreement with recent meta-analyses. The fact that this finding was not replicated when the MR approach was employed might be due to weak instruments, giving low power to demonstrate an effect (<0.35). The prevalence and degree of vitamin D deficiency amongst individuals living in northerly latitudes is of considerable importance because of its relationship to disease. To elucidate the effect of vitamin D on CRC cancer risk, additional large studies of vitamin D and CRC risk are required and/or the application of alternative methods that are less sensitive to weak instrument restrictions. PMID:22701574
Theodoratou, Evropi; Palmer, Tom; Zgaga, Lina; Farrington, Susan M.; McKeigue, Paul; Din, Farhat V. N.; Tenesa, Albert; Davey-Smith, George; Dunlop, Malcolm G.; Campbell, Harry
2012-01-01
Vitamin D deficiency has been associated with several common diseases, including cancer and is being investigated as a possible risk factor for these conditions. We reported the striking prevalence of vitamin D deficiency in Scotland. Previous epidemiological studies have reported an association between low dietary vitamin D and colorectal cancer (CRC). Using a case-control study design, we tested the association between plasma 25-hydroxy-vitamin D (25-OHD) and CRC (2,001 cases, 2,237 controls). To determine whether plasma 25-OHD levels are causally linked to CRC risk, we applied the control function instrumental variable (IV) method of the Mendelian randomization (MR) approach using four single nucleotide polymorphisms (rs2282679, rs12785878, rs10741657, rs6013897) previously shown to be associated with plasma 25-OHD. Low plasma 25-OHD levels were associated with CRC risk in the crude model (odds ratio (OR): 0.76, 95% Confidence Interval (CI): 0.71, 0.81, p: 1.4×10?14) and after adjusting for age, sex and other confounding factors. Using an allele score that combined all four SNPs as the IV, the estimated causal effect was OR 1.16 (95% CI 0.60, 2.23), whilst it was 0.94 (95% CI 0.46, 1.91) and 0.93 (0.53, 1.63) when using an upstream (rs12785878, rs10741657) and a downstream allele score (rs2282679, rs6013897), respectively. 25-OHD levels were inversely associated with CRC risk, in agreement with recent meta-analyses. The fact that this finding was not replicated when the MR approach was employed might be due to weak instruments, giving low power to demonstrate an effect (<0.35). The prevalence and degree of vitamin D deficiency amongst individuals living in northerly latitudes is of considerable importance because of its relationship to disease. To elucidate the effect of vitamin D on CRC cancer risk, additional large studies of vitamin D and CRC risk are required and/or the application of alternative methods that are less sensitive to weak instrument restrictions. PMID:22701574
Xiong, Bo; Wang, Chunbin; Yao, Yuanqing; Huang, Yuwen; Tan, Jie; Cao, Yin; Zou, Yanke; Huang, Jing
2015-01-01
Background Conflicting renal effects of nesiritide have been reported in patients with acute decompensated heart failure. To answer this controversy, we performed a meta-analysis of randomized controlled trials to evaluate the influence of nesiritide on renal function in patients with acute decompensated heart failure. Methods Articles were obtained from PubMed, Medline, Cochrane Library and reference review. Randomized controlled studies that investigated the effects of continuous infusion of nesiritide on renal function in adult patients with acute decompensated heart failure were included and analyzed. Fixed-effect model was used to estimate relative risk (RR) and weight mean difference (WMD). The quality assessment of each study, subgroup, sensitivity, and publication bias analyses were performed. Results Fifteen randomized controlled trials were eligible for inclusion. Most of included studies had relatively high quality and no publication bias was found. Overall, compared to control therapies, nesiritide might increase the risk of worsening renal function in patients with acute decompensated heart failure (RR 1.08, 95% CI 1.01–1.15, P = 0.023). In subgroup analysis, high-dose nesiritide strongly associated with renal dysfunction (RR 1.54, 95% CI 1.19-2.00, P = 0.001), but no statistical differences were observed in standard-dose (RR 1.04, 95% CI 0.98-1.12, P = 0.213), low-dose groups (RR 1.01, 95% CI 0.74-1.37, P = 0.968) and same results were identified in the subgroup analysis of placebo controlled trials. Peak mean change of serum creatinine from baseline was no significant difference (WMD -2.54, 95% CI -5.76-0.67, P = 0.121). Conclusions In our meta-analysis, nesiritide may have a dose-dependent effect on renal function in patients with acute decompensated heart failure. High-dose nesiritide is likely to increase the risk of worsening renal function, but standard-dose and low-dose nesiritide probably have no impact on renal function. These findings could be helpful to optimize the use of nesiritide in clinical practice. PMID:26107522
Pato, M. P.
2015-04-01
A revision is made of the effect, in the statistical properties of the matrices of random matrix theory, of dividing them by a positive random variable. As the method preserves unitary invariance analitical derivations are easily performed. It is shown that the same procedure applied to the adjacency matrices of random graphs gives rise to a family of graphs that interpolates between the Erdos-Renyiand the scale-free model. Previous applications and new ones are discussed.
Two-step Dirichlet random walks
Le Caër, Gérard
2015-07-01
Random walks of n steps taken into independent uniformly random directions in a d-dimensional Euclidean space (d ? 2) , which are characterized by a sum of step lengths which is fixed and taken to be 1 without loss of generality, are named "Dirichlet" when this constraint is realized via a Dirichlet law of step lengths. The latter continuous multivariate distribution, which depends on n positive parameters, generalizes the beta distribution (n = 2) . It is simply obtained from n independent gamma random variables with identical scale factors. Previous literature studies of these random walks dealt with symmetric Dirichlet distributions whose parameters are all equal to a value q which takes half-integer or integer values. In the present work, the probability density function of the distance from the endpoint to the origin is first made explicit for a symmetric Dirichlet random walk of two steps. It is valid for any positive value of q and for all d ? 2. The latter pdf is used in turn to express the related density of a random walk of two steps whose step length is distributed according to an asymmetric beta distribution which depends on two parameters, namely q and q + s where s is a positive integer.
Schildcrout, Jonathan S.; MUMFORD, Sunni L.; CHEN Zhen; Heagerty, Patrick J.; Rathouz, Paul J.
2011-01-01
Outcome-dependent sampling (ODS) study designs are commonly implemented with rare diseases or when prospective studies are infeasible. In longitudinal data settings, when a repeatedly measured binary response is rare, an ODS design can be highly efficient for maximizing statistical information subject to resource limitations that prohibit covariate ascertainment of all observations. This manuscript details an ODS design where individual observations are sampled with probabilities determined b...
Claudia SANI; Grilli, Leonardo
2011-01-01
The performance of a school system can be evaluated through the learning levels of the pupils, usually summarized by school mean scores. The variability of the mean scores among schools is rarely studied in detail, though it is a crucial issue especially in primary schools: in fact, a high variability among schools raises doubts on the capacity of the system to guarantee equal educational opportunities. To investigate the patterns of variability in Italy, we analyse data from INVALSI, the Ita...
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…
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.…
Modeling dependencies in finance using copulae
Härdle, Wolfgang Karl; Okhrin, Ostap; Okhrin, Yarema
2008-01-01
In this paper we provide a review of copula theory with applications to finance. We illustrate the idea on the bivariate framework and discuss the simple, elliptical and Archimedean classes of copulae. Since the cop- ulae model the dependency structure between random variables, next we explain the link between the copulae and common dependency measures, such as Kendall's tau and Spearman's rho. In the next section the copulae are generalized to the multivariate case. In this general setup we ...
Angstman, Nicholas B.; Kiessling, Maren C; Frank, Hans-Georg; Schmitz, Christoph
2015-01-01
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 wit...
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.
Sani, Claudia; Grilli, Leonardo
2011-01-01
The performance of a school system can be evaluated through the learning levels of the pupils, usually summarized by school mean scores. The variability of the mean scores among schools is rarely studied in detail, though it is a crucial issue especially in primary schools: in fact, a high variability among schools raises doubts on the capacity of…
International Nuclear Information System (INIS)
A new time-dependent neutron transport method based on the method of characteristics (MOC) has been developed. Whereas most spatial kinetics methods treat time dependence through temporal discretization, this new method treats time dependence by defining the characteristics to span space and time. In this implementation regions are defined in space-time where the thickness of the region in time fulfills an analogous role to the time step in discretized methods. The time dependence of the local source is approximated using a truncated Taylor series expansion with high order derivatives approximated using backward differences, permitting the solution of the resulting space-time characteristic equation. To avoid a drastic increase in computational expense and memory requirements due to solving many discrete characteristics in the space-time planes, the temporal variation of the boundary source is similarly approximated. This allows the characteristics in the space-time plane to be represented analytically rather than discretely, resulting in an algorithm comparable in implementation and expense to one that arises from conventional time integration techniques. Furthermore, by defining the boundary flux time derivative in terms of the preceding local source time derivative and boundary flux time derivative, the need to store angularly-dependent data is avoided without approximating the angular dependence of the angular flux time derivative. The accuracy of this method is assessed through implementation in the neutron transport code DeCART. The method is employed with variable-order local source representation to model a TWIGL transient. The results demonstrate that this method is accurate and more efficient than the discretized method. (authors)
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.
Empirical and sequential empirical copula processes under serial dependence
Bücher, Axel
2011-01-01
The empirical copula process plays a central role for statistical inference on copulas. Recently, Segers (2011) investigated the asymptotic behavior of this process under non-restrictive smoothness assumptions for the case of i.i.d. random variables. In the present paper we extend his main result to the case of serial dependent random variables by means of the powerful and elegant functional delta method. Moreover, we utilize the functional delta method in order to obtain conditional consistency of certain bootstrap procedures. Finally, we extend the results to the more general sequential empirical copula process under serial dependence.
DEFF Research Database (Denmark)
Oosterhoff, Peter; Thomsen, Morten Bækgaard
2010-01-01
High-rate pacing may have an inhibitory effect on the initiation of Torsade de Pointes arrhythmias (TdP). However, permanent pacing is only indicated in high-risk patients. We performed a proof of concept study into automatic overdrive pacing for prevention of drug-induced TdP, using short-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 prevented dofetilide-induced TdP seen at the low rate (low: 6/7 vs high: 1/7). At the low rate, STV from LV MAP duration increased before occurrence of spontaneous, ectopic activity and TdP (1.7 ± 0.6–3.0 ± 1.8 ms, P < 0.05), but at the high-rate STV did not change significantly (0.9 ± 0.2–1.5 ± 1.4 ms, NS). Regression analysis showed a close relation between STV calculated from LV MAP and from LV EGM (R2= 0.71). Conclusions: High-rate pacing increases repolarization reserve in dogs with chronic atrioventricular block, preventing dofetilide-induced TdP. Changes in repolarization reserve are reflected in values of STV.
Dubis, Adam M.; Cooper, Robert F.; Aboshiha, Jonathan; Langlo, Christopher S.; Sundaram, Venki; Liu, Benjamin; Collison, Frederick; Fishman, Gerald A.; Moore, Anthony T.; Webster, Andrew R.; Dubra, Alfredo; Carroll, Joseph; Michaelides, Michel
2014-01-01
Purpose. Gene therapy trials for inherited photoreceptor disorders are planned. Anatomical metrics to select the best candidates and outcomes are needed. Adaptive optics (AO) imaging enables visualization of photoreceptor structure, although analytical tools are lacking. Here we present criteria to assess residual photoreceptor integrity in achromatopsia (ACHM). Methods. Two AOSLOs, at the Medical College of Wisconsin and Moorfields Eye Hospital, were used to image the photoreceptor mosaic of 11 subjects with ACHM and 7 age-matched controls. Images were obtained, processed, and montaged using previously described methods. Cone density and reflectivity were quantified to assess residual cone photoreceptor structure. Results. All subjects with ACHM had reduced numbers of cone photoreceptors, albeit to a variable degree. In addition, the relative cone reflectivity varied greatly. Interestingly, subjects with GNAT2-associated ACHM had the greatest number of residual cones and the reflectivity of those cones was significantly greater than that of the cones in the subjects with CNGA3/CNGB3-associated ACHM. Conclusions. We present cone reflectivity as a metric that can be used to characterize cone structure in ACHM. This method may be applicable to subjects with other cone disorders. In ACHM, we hypothesize that cone numerosity (and/or density) combined with cone reflectivity could be used to gauge the therapeutic potential. As gene replacement would not be expected to add cones, reflectivity could be a more powerful AO-metric for monitoring the cellular response to treatment and could provide a more immediate indicator of efficacy than behavioral measures, which may take longer to change. PMID:25277229
Smulders, Y M; Slaats, E H; Rakic, M; Smulders, F T; Stehouwer, C D; Silberbusch, J
1998-07-01
We determined the degree of variability and sampling distribution of several commonly used parameters of microalbuminuria in patients with non-insulin-dependent diabetes mellitus (NIDDM) and proposed a sampling strategy for estimating the level of albuminuria. Four patients with NIDDM with previously documented microalbuminuria collected 30 consecutive split (overnight and daytime) 24-hour urine samples (experiment A). These samples were analyzed for total 24-hour albumin excretion; daytime, overnight, and 24-hour albumin concentration; and daytime, overnight, and 24-hour albumin-to-creatinine ratio. In a second experiment (B), 10 patients collected 10 consecutive overnight urine samples. Finally, a total of 300 separate triplicate urine samples were analyzed for the variability of 24-hour albumin excretion (100 samples) and albumin-to-creatinine ratios in 24-hour urine (100 samples) and overnight urine (100 samples). We found that the sampling distribution shape of all parameters of albuminuria is positively skewed, without consistent evidence of log-normality. When two methods were used for quantifying day-to-day variability (the interquartile range/median ratio and the chance of a single measurement being >50% off the actual value of albuminuria), the overnight albumin-to-creatinine ratio is the least-variable parameter of albuminuria, scoring 0.38% and 10% on both methods, respectively, in experiment A. Collecting multiple samples of overnight urine improves accuracy. The largest gain in precision in estimating the actual value of albuminuria is obtained for sample sizes of three and five and does not increase with nonconsecutive sampling of urine. Based on the combined data from experiments A and B, the expected mean deviation of the median of three and five overnight samples from the actual level of the overnight albumin-creatinine ratio is 17.9% and 12.1%, respectively. An analysis of variability in three sets of 100 triplicate 24-hour urine samples shows that the overnight albumin-to-creatinine ratio is a significantly more-constant parameter of microalbuminuria than the amount of albumin excreted in 24 hours or the albumin-to-creatinine ratio in 24-hour urine (p < 0.05). We concluded that the parameters of diabetic albuminuria have positively skewed, non-log-normal sampling distributions. The overnight albumin-to-creatinine ratio is the least-variable parameter of microalbuminuria. We recommend collecting three consecutive early morning urine samples, using the median value of the albumin-to-creatinine ratio in these samples for quantifying albuminuria. PMID:9665370
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.
Directory of Open Access Journals (Sweden)
B. Bonakdarpour
2015-01-01
Full Text Available Although fMRI is increasingly used to assess language-related brain activation in patients with aphasia, few studies have examined the hemodynamic response function (HRF in perilesional, and contralesional areas of the brain. In addition, the relationship between HRF abnormalities and other variables such as lesion size and severity of aphasia has not been explored. The objective of this study was to investigate changes in HRF signal during language-related neural activation in patients with stroke-induced aphasia (SA. We also examined the status of the HRF in patients with aphasia due to nonvascular etiology, namely, primary progressive aphasia (PPA. Five right handed SA patients, three PPA patients, and five healthy individuals participated in the study. Structural damage was quantified with T1-weighted MR images. Functional MR imaging was performed with long trial event-related design and an overt naming task to measure BOLD signal time to peak (TTP and percent signal change (?S. In SA patients, the average HRF TTP was significantly delayed in the left hemisphere regions involved in naming compared to healthy participants and PPA patients. However, ?S was not different in SA patients compared to the other two groups. Delay in HRF TTP in the left hemisphere naming network of SA patients was correlated with lesion size and showed a negative correlation with global language function. There were no significant differences in the HRF TTP and ?S in the right hemisphere homologues of the naming network or in the left and the right occipital control regions across the three groups. In PPA patients, HRF had a normal pattern. Our results indicate that abnormal task-related HRF is primarily found in the left hemisphere language network of SA patients and raise the possibility that abnormal physiology superimposed on structural damage may contribute to the clinical deficit. Follow-up investigations in a larger sample of age-matched healthy individuals, SA, and PPA patients will be needed to further confirm and extend our findings.
Bonakdarpour, B; Beeson, P M; DeMarco, A T; Rapcsak, S Z
2015-01-01
Although fMRI is increasingly used to assess language-related brain activation in patients with aphasia, few studies have examined the hemodynamic response function (HRF) in perilesional, and contralesional areas of the brain. In addition, the relationship between HRF abnormalities and other variables such as lesion size and severity of aphasia has not been explored. The objective of this study was to investigate changes in HRF signal during language-related neural activation in patients with stroke-induced aphasia (SA). We also examined the status of the HRF in patients with aphasia due to nonvascular etiology, namely, primary progressive aphasia (PPA). Five right handed SA patients, three PPA patients, and five healthy individuals participated in the study. Structural damage was quantified with T1-weighted MR images. Functional MR imaging was performed with long trial event-related design and an overt naming task to measure BOLD signal time to peak (TTP) and percent signal change (?S). In SA patients, the average HRF TTP was significantly delayed in the left hemisphere regions involved in naming compared to healthy participants and PPA patients. However, ?S was not different in SA patients compared to the other two groups. Delay in HRF TTP in the left hemisphere naming network of SA patients was correlated with lesion size and showed a negative correlation with global language function. There were no significant differences in the HRF TTP and ?S in the right hemisphere homologues of the naming network or in the left and the right occipital control regions across the three groups. In PPA patients, HRF had a normal pattern. Our results indicate that abnormal task-related HRF is primarily found in the left hemisphere language network of SA patients and raise the possibility that abnormal physiology superimposed on structural damage may contribute to the clinical deficit. Follow-up investigations in a larger sample of age-matched healthy individuals, SA, and PPA patients will be needed to further confirm and extend our findings. PMID:26106531
Directory of Open Access Journals (Sweden)
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 ?g, vitamin A (400 ?g, 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.
Edgington, Eugene
2007-01-01
Statistical Tests That Do Not Require Random Sampling Randomization Tests Numerical Examples Randomization Tests and Nonrandom Samples The Prevalence of Nonrandom Samples in Experiments The Irrelevance of Random Samples for the Typical Experiment Generalizing from Nonrandom Samples Intelligibility Respect for the Validity of Randomization Tests Versatility Practicality Precursors of Randomization Tests Other Applications of Permutation Tests Questions and Exercises Notes References Randomized Experiments Unique Benefits of Experiments Experimentation without Mani
Mihailovic, Nenad
2007-01-01
We consider algorithmic randomness in the Cantor space C of the infinite binary sequences. By an algorithmic randomness concept one specifies a set of elements of C, each of which is assigned the property of being random. Miscellaneous notions from computability theory are used in the definitions of randomness concepts that are essentially rooted in the following three intuitive randomness requirements: the initial segments of a random sequence should be effectively incompressible, no random ...
Quenched Central Limit Theorems for Random Walks in Random Scenery
Guillotin-Plantard, Nadine; Poisat, Julien
2013-01-01
Random walks in random scenery are processes defined by $$Z_n:=\\sum_{k=1}^n\\omega_{S_k}$$ where $S:=(S_k,k\\ge 0)$ is a random walk evolving in $\\mathbb{Z}^d$ and $\\omega:=(\\omega_x, x\\in{\\mathbb Z}^d)$ is a sequence of i.i.d. real random variables. Under suitable assumptions on the random walk $S$ and the random scenery $\\omega$, almost surely with respect to $\\omega$, the correctly renormalized sequence $(Z_n)_{n\\geq 1}$ is proved to converge in distribution to a centered G...
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.
Directory of Open Access Journals (Sweden)
A. K. Bhunia
2011-04-01
Full Text Available In this paper, a single item deterministic inventory model with two separate warehouses called owned warehouse/show-room (OW and rented warehouse (RW is developed. The proposed model of this paper also considers a realistic assumption regarding the storage capacity of the rented warehouse. Demand is a function of selling price, advertisement of an item and displayed inventory level in OW. The stocks of RW are shipped to OW under bulk release pattern where shortages are not allowed. We discuss different scenarios of the proposed model to address relative size of stock dependency parameters and the capacity of owned warehouse. For each scenario, the corresponding problem is formulated as a constrained mixed integer nonlinear programming problem with three integer and two non-integer variables and a real coded genetic algorithm (RCGA is developed to solve the resulted problem. The proposed model of the paper is also examined using some numerical examples and sensitivity analysis is performed.
International Nuclear Information System (INIS)
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.
Osborn, B.; Chapple, W.; Ewers, B. E.; Williams, D. G.
2014-12-01
The interaction between soil conditions and climate variability plays a central role in the ecohydrological functions of montane conifer forests. Although soil moisture availability to trees is largely dependent on climate, the depth and texture of soil exerts a key secondary influence. Multiple Pleistocene glacial events have shaped the landscape of the central Rocky Mountains creating a patchwork of soils differing in age and textural classification. This mosaic of soil conditions impacts hydrological properties, and montane conifer forests potentially respond to climate variability quite differently depending on the age of glacial till and soil development. We hypothesized that the age of glacial till and associated soil textural changes exert strong control on growth and photosynthetic gas exchange of lodgepole pine. We examined physiological and growth responses of lodgepole pine to interannual variation in maximum annual snow water equivalence (SWEmax) of montane snowpack and growing season air temperature (Tair) and vapor pressure deficit (VPD) across a chronosequence of Pleistocene glacial tills ranging in age from 700k to 12k years. Soil textural differences across the glacial tills illustrate the varying degrees of weathering with the most well developed soils with highest clay content on the oldest till surfaces. We show that sensitivity of growth and carbon isotope discrimination, an integrated measure of canopy gas exchange properties, to interannual variation SWEmax , Tair and VPD is greatest on young till surfaces, whereas trees on old glacial tills with well-developed soils are mostly insensitive to these interannual climate fluctuations. Tree-ring widths were most sensitive to changes in SWEmax on young glacial tills (p < 0.01), and less sensitive on the oldest till (p < 0.05). Tair correlates strongly with ?13C values on the oldest and youngest tills sites, but shows no significant relationship on the middle aged glacial till. It is clear that growth and photosynthetic gas exchange parameters are sensitive to glacial till surfaces, which is evident by the different responses to SWEmax and Tair across sites.
Kline, Theresa J. B.
1991-01-01
A study of job satisfaction at a college registrar's office investigated overall job satisfaction, physical working environment, motivational culture, and worker needs. Findings included significant differences in satisfaction between registration and admissions units. Recommendations for improved sampling, choice of variables, and research design…
Directory of Open Access Journals (Sweden)
Sunanda Kane
2008-09-01
Full Text Available Sunanda Kane1, William Holderman2, Peter Jacques2, Todd Miodek31Mayo Clinic College of Medicine, Rochester, MN, USA; 2Digestive Health Specialists, Tacoma, WA, USA; 3University of Chicago, Chicago, IL, USABackground and Aims: Multiple studies have demonstrated the efficacy of aminosalicylates in maintaining remission in ulcerative colitis (UC. A newer formulation of mesalamine can be administered once daily. We aimed to examine the efficacy and tolerability of pH-dependent mesalamine for long-term maintenance, and compare the rates of medication consumption between groups over a prolonged period.Methods: Subjects whose UC had been quiescent for at least 4 months, and who had been receiving mesalamine for maintenance only, were randomized to once daily or conventional dosing for 12 months. Disease activity and medication consumption was assessed every 3 months. The primary endpoint was the percentage of those with quiescent disease at 12 months.Results: We enrolled 20 patients, 12 to once daily and 8 to conventional dosing. Six of the 12 patients (50% in the once daily group compared with 5 of the 8 patients (62.5% in the conventional group experienced a flare (p = 0.31. Only 5 of the 12 (42% patients in the once daily group were adherent compared with 3 of 8 patients (37.5% in the conventional dosing group (p = NS. Median amount consumed in the once daily group was 63% (range 0%–100% and in the conventional group 55% (range 0%–100%, (p > 0.5. None of the adherent subjects in the once daily group experienced a flare, while 6 out of 7 (86% who were non-adherent experienced a flare (p < 0.01. In the conventional dosing group, 1 in 3 adherent patients (33% experienced a fl are compared with 4 out of 5 (80% in the non-adherent group (p < 0.01.Conclusion: Adherence, rather than medication regimen, appeared to be important in disease outcome at 12 months.Keywords: ulcerative colitis, mesalamine, aminosalicylates, remission
Exponential-family Random Network Models
Fellows, Ian; HANDCOCK, MARK S.
2012-01-01
Random graphs, where the connections between nodes are considered random variables, have wide applicability in the social sciences. Exponential-family Random Graph Models (ERGM) have shown themselves to be a useful class of models for representing com- plex social phenomena. We generalize ERGM by also modeling nodal attributes as random variates, thus creating a random model of the full network, which we call Exponential-family Random Network Models (ERNM). We demonstrate ho...
Wrigge, Hermann; Zinserling, Jörg; Neumann, Peter; Muders, Thomas; Magnusson, Anders; Putensen, Christian; Hedenstierna, Göran
2005-01-01
Introduction: Experimental and clinical studies have shown a reduction in intrapulmonary shunt with spontaneous breathing during airway pressure release ventilation (APRV) in acute lung injury. This reduction was related to reduced atelectasis and increased aeration. We hypothesized that spontaneous breathing will result in better ventilation and aeration of dependent lung areas and in less cyclic collapse during the tidal breath.Methods: In this randomized controlled experimental trial, 22 p...
Scientific Electronic Library Online (English)
Elibet, Chávez; Emilio F, González; María del Carmen, Llanes; Merlin, Garí Llanes; Yosvany, Garc.
2013-09-01
Full Text Available Resumen Introducción: La relación entre la disfunción diastólica y la dispersión de la onda P (PWD) en el electrocardiograma se ha estudiado durante algún tiempo. En este sentido, la ecocardiografía se está convirtiendo en una herramienta de diagnóstico para mejorar la estratificación de riesgo en l [...] a hipertensión leve. Objetivo: Determinar la dependencia de las PWD en el electrocardiograma de las variables ecocardiográficas en una población pediátrica. Métodos: De un total de 565 niños de tres escuelas primarias, fueron estudiados 515 niños. Fueron excluidos del estudio, aquellos niños cuyos padres se negaron a participar, y los niños con enfermedades congénitas conocidas. Se les realizó electrocardiograma de superficie de 12 derivaciones y se realizaron 4 tomas de presión arterial. Fueron medidas las ondas P del electrocardiograma y calculada su dispersión. Se realizó ecocardiografía para medidas estructurales y Doppler pulsado del flujo mitral. Resultados Se demuestra correlación significativa entre la PWD y la tensión arterial media para prehipertensos e hipertensos r= 0.32, p Abstract in english Abstract Introduction: The relationship between diastolic dysfunction and P-wave dispersion (PWD) in the electrocardiogram has been studied for some time. In this regard, echocardiography is emerging as a diagnostic tool to improve risk stratification for mild hypertension. Objective: To determine t [...] he dependence of PWD on the electrocardiogram and on echocardiographic variables in a pediatric population. Methods: Five hundred and fifteen children from three elementary schools were studiedfrom a total of 565 children. Those whose parents did not want them to take part in the study, as well as those with known congenital diseases, were excluded. Tests including 12-lead surface ECGs and 4 blood pressure (BP) measurements were performed. Maximum and minimum P-values were measured, and the PWD on the electrocardiogram was calculated. Echocardiography for structural measurements and the pulsed Doppler of mitral flow were also performed. Results: A significant correlation in statistical variables was found between PWD and mean BP for pre-hypertensive and hypertensive children, i.e., r= 0.32, p
Goodness-of-fit tests with dependent observations
International Nuclear Information System (INIS)
We revisit the Kolmogorov–Smirnov and Cramér–von Mises goodness-of-fit (GoF) tests and propose a generalization to identically distributed, but dependent univariate random variables. We show that the dependence leads to a reduction of the 'effective' number of independent observations. The generalized GoF tests are not distribution-free but rather depend on all the lagged bivariate copulas. These objects, that we call 'self-copulas', encode all the non-linear temporal dependences. We introduce a specific, log-normal model for these self-copulas, for which a number of analytical results are derived. An application to financial time series is provided. As is well known, the dependence is to be long-ranged in this case, a finding that we confirm using self-copulas. As a consequence, the acceptance rates for GoF tests are substantially higher than if the returns were iid random variables
International Nuclear Information System (INIS)
Introduction: The present study investigated the threshold-dependent variability of coronary artery calcification (CAC) measurements and the potential to quantify CAC in contrast-enhanced multi-detector row-computed tomography (MDCT). Methods: We compared the mean CT attenuation of CAC to luminal contrast enhancement of the coronary arteries in 30 patients (n = 30) undergoing standard coronary contrast-enhanced spiral MDCT. The modified Agatston score [AS], calcified plaque volume [CV], and mineral mass [MM]) at four different thresholds (130, 200, 300, and 400 HU) were measured in 50 patients who underwent non-contrast-enhanced MDCT. Results: Mean CT attenuation of CAC was similar to the attenuation of the contrast-enhanced coronary lumen (CAC 297.1 ± 68.7 HU versus 295 ± 65 HU (p < 0.0001), respectively). Above a threshold of 300 HU CAC measurements significantly varied to standard measurements obtained at a threshold of 130 HU (p < 0.0001). The threshold-dependent variation of MM measurements was significantly smaller than for AS and CV (130 HU versus 400 HU: 63, 75, and 81, respectively; p < 0.001). These differences resulted in a change of age and gender based percentile category for AS in 78% of subjects. Discussion: We demonstrated that CAC measurements are threshold dependent with MM measurements having significantly less variation than AS or CV. Due to the similarity of mean CT attenuation of CAC and the contrast-enhanced coronary lumen accurate quantification of CAC may be difficult in standard coronary contrast-enhanced spiral MDCT
Randomized benchmarking with confidence
International Nuclear Information System (INIS)
Randomized benchmarking is a promising tool for characterizing the noise in experimental implementations of quantum systems. In this paper, we prove that the estimates produced by randomized benchmarking (both standard and interleaved) for arbitrary Markovian noise sources are remarkably precise by showing that the variance due to sampling random gate sequences is small. We discuss how to choose experimental parameters, in particular the number and lengths of random sequences, in order to characterize average gate errors with rigorous confidence bounds. We also show that randomized benchmarking can be used to reliably characterize time-dependent Markovian noise (e.g., when noise is due to a magnetic field with fluctuating strength). Moreover, we identify a necessary property for time-dependent noise that is violated by some sources of non-Markovian noise, which provides a test for non-Markovianity. (paper)
Scientific Electronic Library Online (English)
Luanda A. C., Grecco; Natália A. C., Duarte; Nelci, Zanon; Manuela, Galli; Felipe, Fregni; Claudia S., Oliveira.
2014-10-01
Full Text Available Background: Transcranial direct-current stimulation (tDCS) has been widely studied with the aim of enhancing local synaptic efficacy and modulating the electrical activity of the cortex in patients with neurological disorders. Objective: The purpose of the present study was to determine the ef [...] fect of a single session of tDCS regarding immediate changes in spatiotemporal gait and oscillations of the center of pressure (30 seconds) in children with cerebral palsy (CP). Method: A randomized controlled trial with a blinded evaluator was conducted involving 20 children with CP between six and ten years of age. Gait and balance were evaluated three times: Evaluation 1 (before the stimulation), Evaluation 2 (immediately after stimulation), and Evaluation 3 (20 minutes after the stimulation). The protocol consisted of a 20-minute session of tDCS applied to the primary motor cortex at an intensity of 1 mA. The participants were randomly allocated to two groups: experimental group - anodal stimulation of the primary motor cortex; and control group - placebo transcranial stimulation. Results: Significant reductions were found in the experimental group regarding oscillations during standing in the anteroposterior and mediolateral directions with eyes open and eyes closed in comparison with the control group (p
Directory of Open Access Journals (Sweden)
Rosemann Thomas
2011-04-01
Full Text Available Abstract Background The purpose of this study was to investigate the effect of short-term supplementation of amino acids before and during a 100 km ultra-marathon on variables of skeletal muscle damage and muscle soreness. We hypothesized that the supplementation of amino acids before and during an ultra-marathon would lead to a reduction in the variables of skeletal muscle damage, a decrease in muscle soreness and an improved performance. Methods Twenty-eight experienced male ultra-runners were divided into two groups, one with amino acid supplementation and the other as a control group. The amino acid group was supplemented a total of 52.5 g of an amino acid concentrate before and during the 100 km ultra-marathon. Pre- and post-race, creatine kinase, urea and myoglobin were determined. At the same time, the athletes were asked for subjective feelings of muscle soreness. Results Race time was not different between the groups when controlled for personal best time in a 100 km ultra-marathon. The increases in creatine kinase, urea and myoglobin were not different in both groups. Subjective feelings of skeletal muscle soreness were not different between the groups. Conclusions We concluded that short-term supplementation of amino acids before and during a 100 km ultra-marathon had no effect on variables of skeletal muscle damage and muscle soreness.
Asymptotics of Random Contractions
Hashorva, Enkelejd; Tang, Qihe
2010-01-01
In this paper we discuss the asymptotic behaviour of random contractions $X=RS$, where $R$, with distribution function $F$, is a positive random variable independent of $S\\in (0,1)$. Random contractions appear naturally in insurance and finance. Our principal contribution is the derivation of the tail asymptotics of $X$ assuming that $F$ is in the max-domain of attraction of an extreme value distribution and the distribution function of $S$ satisfies a regular variation property. We apply our result to derive the asymptotics of the probability of ruin for a particular discrete-time risk model. Further we quantify in our asymptotic setting the effect of the random scaling on the Conditional Tail Expectations, risk aggregation, and derive the joint asymptotic distribution of linear combinations of random contractions.
A Berry-Esseen bound with applications to counts in the Erd\\"os-R\\'enyi random graph
Goldstein, Larry
2010-01-01
Size bias couplings of a nonnegative random variable $Y$ with positive finite mean $\\mu$, to a random variable $Y^s$ having the $Y$-size biased distribution, that is, to a random variable that satisfies
LENUS (Irish Health Repository)
Hooi, Paul
2013-01-01
To determine how the variability in biaxial flexure strength of a soda-lime glass analogue for a PLV and DBC material was influenced by precementation operative variables and following resin-cement coating.
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,
Directory of Open Access Journals (Sweden)
Juliana Petrini
2012-12-01
Full Text Available The objective of this work was to assess the degree of multicollinearity and to identify the variables involved in linear dependence relations in additive-dominant models. Data of birth weight (n=141,567, yearling weight (n=58,124, and scrotal circumference (n=20,371 of Montana Tropical composite cattle were used. Diagnosis of multicollinearity was based on the variance inflation factor (VIF and on the evaluation of the condition indexes and eigenvalues from the correlation matrix among explanatory variables. The first model studied (RM included the fixed effect of dam age class at calving and the covariates associated to the direct and maternal additive and non-additive effects. The second model (R included all the effects of the RM model except the maternal additive effects. Multicollinearity was detected in both models for all traits considered, with VIF values of 1.03 - 70.20 for RM and 1.03 - 60.70 for R. Collinearity increased with the increase of variables in the model and the decrease in the number of observations, and it was classified as weak, with condition index values between 10.00 and 26.77. In general, the variables associated with additive and non-additive effects were involved in multicollinearity, partially due to the natural connection between these covariables as fractions of the biological types in breed composition.O objetivo deste trabalho foi avaliar o grau de multicolinearidade e identificar as variáveis envolvidas na dependência linear em modelos aditivo-dominantes. Foram utilizados dados de peso ao nascimento (n=141.567, peso ao ano (n=58.124 e perímetro escrotal (n=20.371 de bovinos de corte compostos Montana Tropical. O diagnóstico de multicolinearidade foi baseado no fator de inflação de variância (VIF e no exame dos índices de condição e dos autovalores da matriz de correlações entre as variáveis explanatórias. O primeiro modelo estudado (RM incluiu o efeito fixo de classe de idade da mãe ao parto e as covariáveis associadas aos efeitos aditivos e não aditivos diretos e maternos. O segundo modelo (R incluiu todos os efeitos do RM, exceto os efeitos aditivos maternos. Detectou-se multicolinearidade em ambos os modelos para todas as características consideradas, com valores de VIF de 1,03 - 70,20, para RM, e de 1,03 - 60,70, para R. As colinearidades aumentaram com o aumento de variáveis no modelo e com a redução no volume de observações, e foram classificadas como fracas, com valores de índice de condição entre 10,00 e 26,77. Em geral, as variáveis associadas aos efeitos aditivos e não aditivos estiveram envolvidas em multicolinearidade, parcialmente em razão da ligação natural entre essas covariáveis como frações dos tipos biológicos na composição racial.
Positioning empty containers under dependent demand process
Dang, Quang-Vinh; Yun, Won-Young; Kopfer, Herbert
2011-01-01
Owing to trade imbalance, shipping companies position empty containers between ports or depots periodically. The most difficult problem for positioning is that it is not possible to know the exact amounts of empty containers required in the future. The paper deals with the problem of positioning empty containers in a port area with multiple depots. Customer demands and returning containers in depots per unit time period are assumed to be serially-correlated and dependent random variables. Thr...
Equivalent random propagation time for coaxial cables
Lacaze, Bernard
2012-01-01
Propagation of monochromatic electromagnetic waves in free space results in a widening of the spectral line. On the contrary, propagation preserves monochromaticity in the case of acoustic waves. In this case, the propagation can be modelled by a linear invariant filter leading to attenuations and phases changes. Due to the Beer-Lambert law, the associated transfer function is an exponential of power functions with frequency-dependent parameters. In recent papers, we have proved that the acoustic propagation time can be modelled as a random variable following a stable probability distribution. In this paper, we show that the same model can be applied to the propagation in coaxial cables.
International Nuclear Information System (INIS)
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
International Nuclear Information System (INIS)
Random Amplified Polymorphic DNA (RAPDs) markers were utilized to detect polymorphism between pure lines and commercially available Basmati rice varieties to assess variation which may be helpful in quality control and varietal identification (Basmati-370 and derived radiation induced mutants), differentiation of mutants and parents, and identification of RAPD markers co-segregating with important agronomic traits including plant height, days to flower and grain quality. Basmati varieties were distinguished from non-Basmati varieties with the help of five diagnostic markers which will be useful for detecting mixing of non-Basmati and Basmati rices, currently a serious marketing problem. Different Basmati cultivars were identified with the help of diagnostic RAPD markers which can be used in quality control as well as for ''fingerprinting'' of cultivars. Different radiation induced mutants were also successfully distinguished from the parents on the basis of variety specific and mutant specific markers which will be useful for varietal identification. In addition to this, other markers were also identified which can differentiate mutants from each other and are being, used for the fingerprinting of different mutants, particularly the dwarf mutants having similar appearance but different parentage. For identification of RAPD markers co-segregating with plant height and days to flower, 50 F2 plants and four F3 families were studied from a reciprocal cross made between Kashmir Basmati (tall and early) and Basmati-198 (dwarf and late). Segregating bands were observed within these populations, and indicating the possible use of RAPD markers for tagging gene(s) of agronomic importance in rice. (author)
Cossa-Moiane, I L; Mendes, T; Ferreira, T M; Mauricio, I; Calado, M; Afonso, A; Belo, S
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 (J?18- / - and TGF?RIIdn) mice were analysed. Four primers produced polymorphic profiles, which can therefore potentially be used as reference biomarkers. All male worms were genetically distinct from females isolated from the same host, with female worms showing more specific fragments than males. Of the four host-derived schistosome populations, female and male adults recovered from TGF?RIIdn mice showed RAPD-PCR profiles that were most similar to each other. Altogether, these data indicate that host immunological backgrounds can influence the genetic diversity of parasite populations. PMID:24991919
Molenberghs, Geert; Kenward, Michael G; Aerts, Marc; Verbeke, Geert; Davidian, Marie; Rizopoulos, Dimitris
2013-01-01
The vast majority of settings for which frequentist statistical properties are derived assume a fixed, a priori known sample size. Familiar properties then follow, such as, for example, the consistency, asymptotic normality, and efficiency of the sample average for the mean parameter, under a wide range of conditions. We are concerned here with the alternative situation in which the sample size is itself a random variable which may depend on the data being collected. Further, the rule governi...
On discrete stochastic processes with long-lasting time dependence
Queiros, Silvio M Duarte
2008-01-01
In this manuscript, we study, both analytically and numerically, statistical properties of an heteroskedastic process based on the celebrated ARCH generator of random variables whose variance is defined by memory of $q_{m}$-exponencial, form ($e_{q_{m}=1}^{x}=e^{x}$). Specifically, we inspect the form of the self-correlation function of squared random variables and of the kurtosis. In addition, we infer, by numerical procedures, the stationary probability density functions of random variables and variance, multiscaling properties, first-passage times distribution, and the dependence degree. Last of all, we introduce an asymmetric variance version that enable us to reproduce the so-called leverage effect in financial markets.
Localization, Diffusivity and Transience in Random Media
Heil, Hadrian
2012-01-01
The present dissertation is concerned with phenomena in the field of Random Walk in Random Environment (RWRE) and Branching Random Walks in Random Environment (BRWRE). RWRE models the movement of a particle, the randomness of which depends on the transition probabilities given at its present position. These transition probabilities are random themselves, and fixed before the start of the particle. An interesting question here is whether the projection of the particles position on a one-d...
Distortion risk measures for sums of dependent losses
Brahimi, Brahim; Necir, Abdelhakim
2011-01-01
We discuss two distinct approaches, for distorting risk measures of sums of dependent random variables, which preserve the property of coherence. The first, based on distorted expectations, operates on the survival function of the sum. The second, simultaneously applies the distortion on the survival function of the sum and the dependence structure of risks, represented by copulas. Our goal is to propose risk measures that take into account the fluctuations of losses and possible correlations between risk components.
Modelling the Dependence of Parametric Bivariate Extreme Value Copulas
S. Dossou-Gbete; B. Some; Barro, D.
2009-01-01
In this study, we consider the situation where contraints are made on the domains of two random variables whose joint copula is an extreme value model. We introduce a new measure which characterize these conditional dependence. We proved that every bivariate extreme value copulas is totally characterized by a conditional dependence function. Every two-dimensional distribution is also shown to be max-infinite divisible under a restriction on the new measure. The average and median values of th...
Directory of Open Access Journals (Sweden)
Christian Mendoza
2012-01-01
Full Text Available En la práctica normal de ingeniería de cimentaciones se calcula la capacidad de carga de un micropilote sin tener en cuenta que el proceso constructivo puede afectar la geometría del problema. En este trabajo se cuantifica la influencia tanto del proceso constructivo como de la variabilidad inherente de las propiedades del suelo en la capacidad de carga de un micropilote autoperforante e inyectado, a través de simulaciones de la excavación con elementos finitos aleatorios. Se obtiene que al no tener en cuenta el método constructivo del micropilote y la variabilidad de las propiedades del suelo, se sobreestima en un factor entre dos y tres la capacidad de carga por fuste. Por lo tanto, se presenta una explicación racional al factor de seguridad que se debe aplicar para obtener la capacidad de carga de diseño. Finalmente, se presenta un procedimiento para generar cartas de diseño de micropilotes autoperforantes materializado en uno que resalta la importancia de considerar la variabilidad inherente de las propiedades del suelo y el método constructivo.IIn the normal practice of foundation engineering the bearing capacity of micropiles is calculated without taking into account that the construction processes may affect the problem geometry. This work quantifies the influence of both, construction processes and the inherent variability of soil properties in the bearing capacity of a selfbored and gravitationally grouted micropile by means of simulations with random finite element method. When the construction process and the inherent variability are not taken into account, the shaft bearing capacity is overestimated in a factor between two and three. Therefore, a rational explanation of the safety factor is presented in order to calculate the design capacity load. Lastly, a procedure to generating design charts for selfbored and grouted micropiles is presented and its application shows the importance of considerate the inherent variability of the soil properties and the construction process.
Scientific Electronic Library Online (English)
Christian, Mendoza; Alfonso M, Ramos; Renato, Cunha; Arcesio, Lizcano.
Full Text Available En la práctica normal de ingeniería de cimentaciones se calcula la capacidad de carga de un micropilote sin tener en cuenta que el proceso constructivo puede afectar la geometría del problema. En este trabajo se cuantifica la influencia tanto del proceso constructivo como de la variabilidad inherent [...] e de las propiedades del suelo en la capacidad de carga de un micropilote autoperforante e inyectado, a través de simulaciones de la excavación con elementos finitos aleatorios. Se obtiene que al no tener en cuenta el método constructivo del micropilote y la variabilidad de las propiedades del suelo, se sobreestima en un factor entre dos y tres la capacidad de carga por fuste. Por lo tanto, se presenta una explicación racional al factor de seguridad que se debe aplicar para obtener la capacidad de carga de diseño. Finalmente, se presenta un procedimiento para generar cartas de diseño de micropilotes autoperforantes materializado en uno que resalta la importancia de considerar la variabilidad inherente de las propiedades del suelo y el método constructivo. Abstract in english IIn the normal practice of foundation engineering the bearing capacity of micropiles is calculated without taking into account that the construction processes may affect the problem geometry. This work quantifies the influence of both, construction processes and the inherent variability of soil prop [...] erties in the bearing capacity of a selfbored and gravitationally grouted micropile by means of simulations with random finite element method. When the construction process and the inherent variability are not taken into account, the shaft bearing capacity is overestimated in a factor between two and three. Therefore, a rational explanation of the safety factor is presented in order to calculate the design capacity load. Lastly, a procedure to generating design charts for selfbored and grouted micropiles is presented and its application shows the importance of considerate the inherent variability of the soil properties and the construction process.
Intra-Transition Data Dependence
Directory of Open Access Journals (Sweden)
Shenghui Shi
2012-12-01
Full Text Available Currently, two main approaches to data dependence of EFSM(Extended Finite State Machine haven’t refined intra-transition data dependence, instead they consider that every definition variable in a transition depends on all the use variables (including condition variables. For data dependence of a specific definition variable, not only the relevant use variables but also the irrelevant use variables (including condition variables are considered, which obviously causes redundancy. Without a doubt, further analysis based on this brings hidden danger to the dependent analysis of the entire system and practical application. With the idea of introducing program dependence graph into to EFSM, this paper studies intra-transition data dependence, and describes the data dependence between every intra-transition definition variable and the use and condition variables which influence or are influenced by it. Thus irrelevant dependence variables are removed to reduce redundancies and errors. Also, theoretical and experimental analyses are conducted.
Invariance principle for Mott variable range hopping and other walks on point processes
Caputo, P.; Faggionato, A.; Prescott, T.
2009-01-01
We consider a random walk on a homogeneous Poisson point process with energy marks. The jump rates decay exponentially in the A-power of the jump length and depend on the energy marks via a Boltzmann--like factor. The case A=1 corresponds to the phonon-induced Mott variable range hopping in disordered solids in the regime of strong Anderson localization. We prove that for almost every realization of the marked process, the diffusively rescaled random walk, with arbitrary sta...
Asai, Shuta; Ichikawa, Tatsushi; Nomura, Hironari; Kobayashi, Michie; Kamiyoshihara, Yusuke; Mori, Hitoshi; Kadota, Yasuhiro; Zipfel, Cyril; Jones, Jonathan D G; Yoshioka, Hirofumi
2013-05-17
Calcium-dependent protein kinases (CDPKs) are Ca(2+) sensors that regulate diverse biological processes in plants and apicomplexans. However, how CDPKs discriminate specific substrates in vivo is still largely unknown. Previously, we found that a potato StCDPK5 is dominantly localized to the plasma membrane and activates the plasma membrane NADPH oxidase (RBOH; for respiratory burst oxidase homolog) StRBOHB by direct phosphorylation of the N-terminal region. Here, we report the contribution of the StCDPK5 N-terminal variable (V) domain to activation of StRBOHB in vivo using heterologous expression system in Nicotiana benthamiana. Mutations of N-terminal myristoylation and palmitoylation sites in the V domain eliminated the predominantly plasma membrane localization and the capacity of StCDPK5 to activate StRBOHB in vivo. A tomato SlCDPK2, which also contains myristoylation and palmitoylation sites in its N terminus, phosphorylated StRBOHB in vitro but not in vivo. Functional domains responsible for activation and phosphorylation of StRBOHB were identified by swapping regions for each domain between StCDPK5 and SlCDPK2. The substitution of the V domain of StCDPK5 with that of SlCDPK2 abolished the activation and phosphorylation abilities of StRBOHB in vivo and relocalized the chimeric CDPK to the trans-Golgi network, as observed for SlCDPK2. Conversely, SlCDPK2 substituted with the V domain of StCDPK5 localized to the plasma membrane and activated StRBOHB. These results suggest that the V domains confer substrate specificity in vivo by dictating proper subcellular localization of CDPKs. PMID:23569203
LENUS (Irish Health Repository)
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.
Magnetic field dependence of magnetic clusters in the random magnet Fe65(Ni0.78Mn0.22)35
International Nuclear Information System (INIS)
A neutron scattering study on a concentrated spin-glass alloy Fe65(Ni0.78Mn0.22)35 has been performed under magnetic field. The amplitude of the magnetic diffuse scattering pattern arising from short-range ferromagnetic correlations is markedly reduced by increasing magnetic field. On the other hand, the effect of external field on the diffuse scattering pattern arising from antiferromagnetic short-range correlations is small. These results show that the regions of ferromagnetic and antiferromagnetic short-range correlations (ferromagnetic and antiferromagnetic clusters) coexist separately in this random magnetic materials. (author)
Energy Technology Data Exchange (ETDEWEB)
Menemenlis, N.; Huneault, M. [IREQ, Varennes, QC (Canada); Robitaille, A. [Dir. Plantif. de la Production Eolienne, Montreal, QC (Canada). HQ Production; Holttinen, H. [VTT Technical Research Centre of Finland, VTT (Finland)
2012-07-01
This In this paper we define and characterize the two random variables, variability and forecast error, over which uncertainty in power systems operations is characterized and mitigated. We show that the characterization of both these variables can be carried out with the same mathematical tools. Furthermore, this common characterization of random variables lends itself to a common methodology for the calculation of non-contingency reserves required to mitigate their effects. A parallel comparison of these two variables demonstrates similar inherent statistical properties. They depend on imminent conditions, evolve with time and can be asymmetric. Correlation is an important factor when aggregating individual wind farm characteristics in forming the distribution of the total wind generation for imminent conditions. (orig.)
Scientific Electronic Library Online (English)
You-Wei, Zhang; Yan, Zhao; Jia-Hao, Lin; W.P., Howson; F.W., Williams.
2012-10-01
Full Text Available A general symplectic method for the random response analysis of infinitely periodic structures subjected to stationary/non-stationary random excitations is developed using symplectic mathematics in conjunction with variable separation and the pseudo-excitation method (PEM). Starting from the equatio [...] n of motion for a single loaded substructure, symplectic analysis is firstly used to eliminate the dependent degrees of the freedom through condensation. A Fourier expansion of the condensed equation of motion is then applied to separate the variables of time and wave number, thus enabling the necessary recurrence scheme to be developed. The random response is finally determined by implementing PEM. The proposed method is justified by comparison with results available in the literature and is then applied to a more complicated time-dependent coupled system.
Scientific Electronic Library Online (English)
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 eficácia e segurança da pressão positiva contínua na via aérea (CPAP) utilizando aparelhos de fluxo variável e fluxo contínuo em selo d'água, quanto a falha do CPAP, ocorrência de escape de ar, tempo de uso de CPAP e de oxigênio e tempo de internação em unidade de terapia intensi [...] va e hospitalar em neonatos com desconforto respiratório (DR) moderado e peso de nascimento (PN) > 1.500 g. MÉTODOS: Quarenta recém-nascidos que necessitavam de CPAP foram randomizados em dois grupos: um grupo tratado com fluxo variável (FV) e outro com fluxo contínuo (FC). O estudo foi realizado entre outubro de 2008 e abril de 2010. Foram registrados dados demográficos, falha do CPAP, ocorrência de escape de ar, tempo de uso de CPAP e de oxigênio, entre outros. Os desfechos categóricos foram analisados com o teste do qui-quadrado ou exato de Fisher e as variáveis contínuas com o teste de Mann-Whitney, com significância de p 1.500 g e DR moderado, o CPAP nasal com fluxo contínuo apresentou os mesmos benefícios do CPAP nasal com fluxo variável. 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.
A randomized, double-blind, placebo-controlled trial of calcium acetate on serum phosphorus concentrations in patients with advanced non-dialysis-dependent chronic kidney disease
Directory of Open Access Journals (Sweden)
Ho Chiang-Hong
2011-02-01
Full Text Available Abstract Background Hyperphosphatemia in patients with chronic kidney disease (CKD contributes to secondary hyperparathyroidism, soft tissue calcification, and increased mortality risk. This trial was conducted to examine the efficacy and safety of calcium acetate in controlling serum phosphorus in pre-dialysis patients with CKD. Methods In this randomized, double-blind, placebo-controlled trial, 110 nondialyzed patients from 34 sites with estimated GFR 2 and serum phosphorus > 4.5 mg/dL were randomized to calcium acetate or placebo for 12 weeks. The dose of study drugs was titrated to achieve target serum phosphorus of 2.7-4.5 mg/dL. Serum phosphorus, calcium, iPTH, bicarbonate and serum albumin were measured at baseline and every 2 weeks for the 12 week study period. The primary efficacy endpoint was serum phosphorus at 12 weeks. Secondary endpoints were to measure serum calcium and intact parathyroid hormone (iPTH levels. Results At 12 weeks, serum phosphorus concentration was significantly lower in the calcium acetate group compared to the placebo group (4.4 ± 1.2 mg/dL vs. 5.1 ± 1.4 mg/dL; p = 0.04. The albumin-adjusted serum calcium concentration was significantly higher (9.5 ± 0.8 vs. 8.8 ± 0.8; p p Conclusions In CKD patients not yet on dialysis, calcium acetate was effective in reducing serum phosphorus and iPTH over a 12 week period. Trial Registration www.clinicaltrials.gov NCT00211978.
Required sample size for learning sparse Bayesian networks with many variables
Wocjan, Pawel; Janzing, Dominik; Beth, Thomas
2002-01-01
Learning joint probability distributions on n random variables requires exponential sample size in the generic case. Here we consider the case that a temporal (or causal) order of the variables is known and that the (unknown) graph of causal dependencies has bounded in-degree Delta. Then the joint measure is uniquely determined by the probabilities of all (2 Delta+1)-tuples. Upper bounds on the sample size required for estimating their probabilities can be given in terms of ...
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.
Bia?ecki, Mariusz; Czechowski, Zbigniew
2013-01-01
The stochastic cellular automaton --- a slowly driven system with avalanches --- is proposed and an explicit one-to-one dependence between rebound parameters and statistics of clusters is investigated. Depending on the choice of the parameters determining the rule of the automaton, the model covers a wide range of properties: various types of exponential and long-tail (up to inverse-power) distributions of avalanches are observed. The stationary state of automaton is described by a set of nonlinear discrete equations derived from elementary combinatorial arguments. Formulas for average size of clusters and avalanches as well as for moments of arbitrary order are presented. Application of the automaton as a toy model of earthquakes and forest fires is presented. Utility as a test model for Ito equation is also pointed out.
Brissette Suzanne; Guh Daphne; Oviedo-Joekes Eugenia; Marchand Kirsten I; Marsh David C; Schechter Martin T
2011-01-01
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 bet...
Sunanda Kane; William Holderman; Peter Jacques; Todd Miodek
2008-01-01
Sunanda Kane1, William Holderman2, Peter Jacques2, Todd Miodek31Mayo Clinic College of Medicine, Rochester, MN, USA; 2Digestive Health Specialists, Tacoma, WA, USA; 3University of Chicago, Chicago, IL, USABackground and Aims: Multiple studies have demonstrated the efficacy of aminosalicylates in maintaining remission in ulcerative colitis (UC). A newer formulation of mesalamine can be administered once daily. We aimed to examine the efficacy and tolerability of pH-dependent mesalamine for lon...
Random Lasing Action from Randomly Assembled ZnS Nanosheets
Yan J.; Zhang LD; Yang HY; Yu SF
2010-01-01
Abstract Lasing characteristics of randomly assembled ZnS nanosheets are studied at room temperature. Under 266-nm optical excitation, sharp lasing peaks emitted at around 332 nm with a linewidth less than 0.4 nm are observed in all directions. In addition, the dependence of lasing threshold intensity with the excitation area is shown in good agreement with the random laser theory. Hence, it is verified that the lasing characteristics of randomly assembled ZnS nanosheets are attributed to coh...
Directory of Open Access Journals (Sweden)
David Cameron-Smith
2009-12-01
Full Text Available The effect of resistance exercise with the ingestion of supplementary protein on the activation of the mTOR cascade, in human skeletal muscle has not been fully elucidated. In this study, the impact of a single bout of resistance exercise, immediately followed by a single dose of whey protein isolate (WPI or placebo supplement, on the activation of mTOR signalling was analyzed. Young untrained men completed a maximal single-legged knee extension exercise bout and were randomized to ingest either WPI supplement (n = 7 or the placebo (n = 7. Muscle biopsies were taken from the vastus lateralis before, and 2, 4 and 24 hr post-exercise. WPI or placebo ingestion consumed immediately post-exercise had no impact on the phosphorylation of Akt (Ser473. However, WPI significantly enhanced phosphorylation of mTOR (Ser2448, 4E-BP1 (Thr37/46 and p70S6K (Thr389 at 2 hr post-exercise. This study demonstrates that a single dose of WPI, when consumed in modest quantities, taken immediately after resistance exercise elicits an acute and transient activation of translation initiation within the exercised skeletal muscle.
Heiss, Christian; Sansone, Roberto; Karimi, Hakima; Krabbe, Moritz; Schuler, Dominik; Rodriguez-Mateos, Ana; Kraemer, Thomas; Cortese-Krott, Miriam Margherita; Kuhnle, Gunter G C; Spencer, Jeremy P E; Schroeter, Hagen; Merx, Marc W; Kelm, Malte
2015-06-01
Increased vascular stiffness, endothelial dysfunction, and isolated systolic hypertension are hallmarks of vascular aging. Regular cocoa flavanol (CF) intake can improve vascular function in healthy young and elderly at-risk individuals. However, the mechanisms underlying CF bioactivity remain largely unknown. We investigated the effects of CF intake on cardiovascular function in healthy young and elderly individuals without history, signs, or symptoms of cardiovascular disease by applying particular focus on functional endpoints relevant to cardiovascular aging. In a randomized, controlled, double-masked, parallel-group dietary intervention trial, 22 young (wave velocity and lowered total peripheral resistance, and increased arteriolar and microvascular vasodilator capacity, red cell deformability, and diastolic blood pressure, while cardiac output remained affected. In the elderly, baseline systolic blood pressure was elevated, driven by an arterial-stiffness-related augmentation. CF intake decreased aortic augmentation index (-9 %) and thus systolic blood pressure (-7 mmHg; Clinicaltrials.gov: NCT01639781). CF intake reverses age-related burden of cardiovascular risk in healthy elderly, highlighting the potential of dietary flavanols to maintain cardiovascular health. PMID:26013912
Stephanov, M. A.; Verbaarschot, J. J. M.; Wettig, T.
2005-01-01
We review elementary properties of random matrices and discuss widely used mathematical methods for both hermitian and nonhermitian random matrix ensembles. Applications to a wide range of physics problems are summarized. This paper originally appeared as an article in the Wiley Encyclopedia of Electrical and Electronics Engineering.
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 $P(\\int_T e^{f(t)}dt > b) =(1+o(1)) mes(T) mes^{-1}(\\Delta) P(\\int_\\Delta e^{f(t)}dt > b)$.
Generating Random Sampling Numbers
Directory of Open Access Journals (Sweden)
Chatter Singh
1987-07-01
Full Text Available Simulation experiments with the help of random numbers are increasing in various Defence application areas. Some authors have brought out autocorrelations in the sequences generated by the computer methods. To overcome this defect, a new algorithm based on the concept of random sampling (with replacement from a finite population has been developed. The constants in the linear congruential relation are chosen so that (a the proportion of distinct numbers in the generation compares with the theoretical expectation and (b the period of the generator covers almost the edtire population of 16-bit numbers. The criteria suggest to choose the variable multiplier (ai =2ai-1 +' 1 with initial value a. = 2^9+ 5 or 2^10 + 3. The randomness of the generation has been compared with that of a Bernoullian sequence.
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...
Berry-Esseen for Free Random Variables
Kargin, Vladislav
2006-01-01
An analogue of the Berry-Esseen inequality is proved for the speed of convergence of free additive convolutions of bounded probability measures. The obtained rate of convergence is of the order n^{-1/2}, the same as in the classical case. An example with binomial measures shows that this estimate cannot be improved without imposing further restrictions on convolved measures.
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 ener...
The diameter of weighted random graphs
Amini, Hamed; Lelarge, Marc
2011-01-01
In this paper we study the impact of random exponential edge weights on the distances in a random graph and, in particular, on its diameter. Our main result consists of a precise asymptotic expression for the maximal weight of the shortest weight paths between all vertices (the weighted diameter) of sparse random graphs, when the edge weights are i.i.d. exponential random variables.
The Diameter of Weighted Random Graphs
Amini, Hamed
2011-01-01
In this paper we study the impact of the introduction of edge weights on the typical distances in a random graph and, in particular, on its diameter. Our main result consists of a precise asymptotic expression for the maximal weight of the shortest weight path between a random vertex and all others (the flooding time), as well as the (weighted) diameter of sparse random graphs, when the edge weights are i.i.d. exponential random variables.
A New Method for Local Dependence Map and Its Applications
Directory of Open Access Journals (Sweden)
Burcu H. ÜÇER
2009-01-01
Full Text Available Objective: This work introduces a new method to construct local dependence map based on the estimate for the linear local dependence function H(x,y, which is generalization of Pearson correlation coefficient. The new local dependence map demonstrates a practical tool for local dependence structure between two random variables. The analysis of theoretical concepts is verified by an application based on real datasets in endocrinology. Material and Methods: The method, local dependence map, requires the estimation new local dependence function which is based on regression concepts. After this local dependence function must be converted with local permutation tests in local dependence map which make the local dependence function more interpretable by identifying the regions of positive, negative and zero local dependence. Results: Based on the proposed method and we give two examples based on the real data C-peptide, insulin and TSH, FT3, FT4 from endocrinology in order to show the advantageous of the current dependence maps. They show interesting local dependence features on the other hand overall correlation coefficient is not much informative. Conclusion: Scalar dependence measures such as correlation coefficient are often used as a measure of dependence for data in medical and biological science. However, they cannot reflect the complex dependence structure of two variables. Hence we are now concerned exclusively with the statistical aspects of the dependence structure in dependence maps that will be constructed for the dataset. In this work a new method to construct local dependence map based on the regression concept for the linear local dependence function H(x,y, which is generalization of Pearson correlation coefficient, is established. The proposed new local dependence map is devoted to two examples based on the real data C-peptide, insulin and TSH, FT3, FT4 from endocrinology in order to illustrate the usefulness of the current dependence maps. They show interesting local dependence features on the other hand overall correlation coefficient is not much informative.
A Quenched Functional Central Limit Theorem for Planar Random Walks in Random Sceneries
Nadine Guillotin-Plantard; Julien Poisat; Renato Soares dos Santos
2014-01-01
Random walks in random sceneries (RWRS) are simple examples of stochastic processes in disordered media. They were introduced at the end of the 70's by Kesten-Spitzer and Borodin, motivated by the construction of new self-similar processes with stationary increments. Two sources of randomness enter in their definition: a random field $\\xi = (\\xi_x)_{x \\in \\Z^d}$ of i.i.d.\\ random variables, which is called the \\emph{random scenery}, and a random walk $S = (S_n)_{n \\in \\N}$ evolving in $\\Z^d$,...
Optimization in random systems
Maurer, Sebastian Maurice
Random processes occur in many disciplines, ranging from physics to finance. Sometimes randomness is detrimental, sometimes it is helpful, and sometimes it is both. This thesis focuses on the use of randomness to optimize a set of dynamical processes-processes that we would like to complete quickly, but whose running time is a random variable. We show how to construct strategies to minimize the waiting time and its variance for three examples: Internet downloads, randomized algorithms and quantum computing. In particular, we design restart strategies, in which a process is interrupted and restarted after a predetermined time. Restart strategies are shown to be optimal within a general class of strategies, and we determine the conditions under which they will on average outperform the original process. We study the Internet congestion problem in more detail, to analyze the effect the use of such strategies has on the congestion itself. Provided a good implementation is available, restart strategies change the equilibrium but remain optimal. We also generalize restart strategies to the cases when the properties of the original process are unknown, when the process is not stationary, and when multiple algorithms or multiple processors are available.
Scientific Electronic Library Online (English)
J, García-Pereyra; GN, Aviña-Martínez; AA, Orozco-Flores; OG, Alvarado-Gómez; M, García-Montelongo; G, Alejandre-Iturbide; JN, Uribe-Soto; H, Medrano-Roldan.
2014-06-01
Full Text Available Se analizó la variabilidad genética de tres cepas de un hongo entomopatógeno del género Metarhizium anisopliae var. anisopliae denominadas MA22, MA24 y MA25 con la marca Spesifik®; dos cepas del producto Metasaven® clasificadas como MA1A y MAII; una cepa del producto Metatron®, y una cepa nativa den [...] ominada MACN.Ésta última fue aislada directamente del insecto chapulín (Brachystola magna) en las parcelas de los productores de maíz en Durango, región situada en el norte centro de México. Los estudios se realizaron en el laboratorio de biología molecular del Instituto Tecnológico del Valle del Guadiana de Durango, México, de septiembre de 2008 a junio de 2011. Se analizaron (1) la variabilidad genética entre las cepas mediante el empleo de la técnica RAPD (DNA polimórfico amplificado al azar) con una variante mediante el empleo de nueve oligonucleótidos diferentes para observar polimorfismos de ADN, (2) el índice de similitud entre las cepas y su relación filogenética, y (3) el porcentaje de mortandad en chapulín, Brachystola magna. El polimorfismo de las bandas amplificadas fluctuó entre 300 y 2000 pares de bases. El índice de similitud indicó que las cepas MAC25 y MAC24 presentaron el índice más alto. En el bioensayo, MACN presentó una mortandad de 62,5% y Metatron® de 37,5% sobre chapulín. Los testigos empleados fueron estadísticamente (p>0,05) similares con una mortandad menor al 10%. Abstract in english It was analyzed the genetic variability of (1) three strains of a pathogenic fungi of the genus Metharhizium anisopliae var anisopliae, named MA22, MA24 and MA25, brand spesifik®; (2) two strains of the product Metasaven®, named MA1A and MAII; one strain of the product Metatron®; and a native strain [...] named MACN. This latter strain was directly isolated from the insect chapulin (Brachystola magna), from the farmer, corn plots in Durango, located in north central Mexico. Studies were conducted in the laboratory of molecular biology of the Technological Institute of the Valley of Guardiana in Durango, Mexico, from September 2008 to june 2011. The (1) genetic variability among strains after using the RAPD (Random Amplified Polymorphic DNA) technique using nine different oligonucleotides to observe DNA polimorphisms; (2) index of similarity among the strains and their phylogenetic relationship, and (3) percentage mortality of chapulin in a bioassay were determined. Polymorphism of the amplified bands varied between 300 and 2000 base pairs. The index of similarity was highest in the strains MAC25 and MAC24. In the bioassay, mortality of chapulin was 62.5% with MACN and 37.5% with Metratron®. Controls showed no significant differences (p>0.05) among them, with a mortality lower than 10%.
Marginalization in Random Nonlinear Neural Networks
Vasudeva Raju, Rajkumar; Pitkow, Xaq
2015-03-01
Computations involved in tasks like causal reasoning in the brain require a type of probabilistic inference known as marginalization. Marginalization corresponds to averaging over irrelevant variables to obtain the probability of the variables of interest. This is a fundamental operation that arises whenever input stimuli depend on several variables, but only some are task-relevant. Animals often exhibit behavior consistent with marginalizing over some variables, but the neural substrate of this computation is unknown. It has been previously shown (Beck et al. 2011) that marginalization can be performed optimally by a deterministic nonlinear network that implements a quadratic interaction of neural activity with divisive normalization. We show that a simpler network can perform essentially the same computation. These Random Nonlinear Networks (RNN) are feedforward networks with one hidden layer, sigmoidal activation functions, and normally-distributed weights connecting the input and hidden layers. We train the output weights connecting the hidden units to an output population, such that the output model accurately represents a desired marginal probability distribution without significant information loss compared to optimal marginalization. Simulations for the case of linear coordinate transformations show that the RNN model has good marginalization performance, except for highly uncertain inputs that have low amplitude population responses. Behavioral experiments, based on these results, could then be used to identify if this model does indeed explain how the brain performs marginalization.
Scientific Electronic Library Online (English)
Róbinson, Ramírez-Vélez; Mildrey, Mosquera; José G, Ortega; Isabella, Echeverri; Blanca, Salazar; Patricio, López-Jaramillo; Ana C, Aguilar de Plata.
2010-12-01
Full Text Available OBJETIVO: evaluar el efecto del ejercicio aeróbico en la función dependiente del endotelio (VDE) y en el consumo de oxígeno en mujeres primigestantes. MÉTODOS: ensayo clínico controlado, enmascarado y aleatorizado, llevado a cabo en 67 mujeres saludables, primigestantes, entre 16 a 20 semanas de ges [...] tación. Grupo de intervención: ejercicio aeróbico entre 50% y 65% de la frecuencia cardiaca máxima, durante 45 minutos, tres veces por semana, durante dieciséis semanas. Grupo control: actividad física habitual. Mediciones: VDE: vasodilatación mediada por flujo (VMF), consumo de oxígeno VO2max: prueba de caminata de seis minutos; antropometría: peso y talla. RESULTADOS: en las mediciones iniciales no se encontraron diferencias entre grupos en ninguna de las variables. Al finalizar la intervención, las participantes que realizaron ejercicio tenían mayor capacidad física, medida por la distancia recorrida en el test de caminata (p=0,043) y por el VO2max (p=0,023). Además, el grupo de ejercicio tuvo menor frecuencia cardiaca en reposo y mayor VMF que el grupo control (p Abstract in english OBJECTIVE: evaluate the effect of aerobic exercise on endothelium-dependent function (EDF) and oxygen consumption in primigravida. METHODS: double-blind, randomized controlled clinical trial carried out in primigravida between 16 to 20 weeks of gestation. The intervention group had aerobic exercise [...] between 50% to 65% of the maximum heart rate during 45 minutes, three times a week for sixteen weeks. The control group had habitual physical activity. MEASUREMENTS REALIZED: EDF: flow-mediated dilation (FMD), oxygen consumption VO2max: 6 minute walking test, anthropometry: weight and size. RESULTS: no differences were found between the two groups in any variables in the initial measurements. At the end of the intervention, participants who exercised had greater physical capacity, measured by the distance covered in walking test (p = 0.043) and VO2max (p = 0.023). In addition, the exercise group had lower resting heart rate and increased FMD than the control group (p
Energy Technology Data Exchange (ETDEWEB)
Zhijie Xu
2014-07-01
We present a new stochastic analysis for steady and transient one-dimensional heat conduction problem based on the homogenization approach. Thermal conductivity is assumed to be a random field K consisting of random variables of a total number N. Both steady and transient solutions T are expressed in terms of the homogenized solution (symbol) and its spatial derivatives (equation), where homogenized solution (symbol) is obtained by solving the homogenized equation with effective thermal conductivity. Both mean and variance of stochastic solutions can be obtained analytically for K field consisting of independent identically distributed (i.i.d) random variables. The mean and variance of T are shown to be dependent only on the mean and variance of these i.i.d variables, not the particular form of probability distribution function of i.i.d variables. Variance of temperature field T can be separated into two contributions: the ensemble contribution (through the homogenized temperature (symbol)); and the configurational contribution (through the random variable Ln(x)Ln(x)). The configurational contribution is shown to be proportional to the local gradient of (symbol). Large uncertainty of T field was found at locations with large gradient of (symbol) due to the significant configurational contributions at these locations. Numerical simulations were implemented based on a direct Monte Carlo method and good agreement is obtained between numerical Monte Carlo results and the proposed stochastic analysis.
Effect of large arteries on blood pressure variability.
Avolio, Alberto P; Xu, Ke; Butlin, Mark
2013-01-01
Blood pressure (BP) variability is generally considered to be due to neurogenic influences on arterioles modulating peripheral resistance, as well as variations in stroke volume (SV). However, for a given change in peripheral resistance or SV, the degree of BP variability is modulated by the stiffness of large conduit arteries. Recent epidemiological evidence shows that cardiovascular risk is not only related to the average arterial pressure, but also to the degree of diurnal variability. In addition, short-term variability has been shown to be related to aortic stiffness measured as pulse wave velocity, a strong independent predictor of cardiovascular risk. This study addresses the relation between large artery stiffness and BP variability using a lumped parameter model of the systemic circulation described by total arterial compliance, total peripheral resistance (TPR) and aortic characteristic impedance. The variability in TPR is simulated using a random function with a Gaussian distribution and changes in arterial stiffness are simulated by variation in compliance, where compliance is either linear (pressure independent) or nonlinear (pressure dependent). Simulation results show that (i) BP variability is greater when due to changes in TPR compared to similar relative changes in SV, (ii) pressure dependency of arterial stiffness results in a curvilinear relation between systolic BP variability and mean arterial pressure (MAP), such that a critical mean pressure (MAPc) exists for minimal BP variability, (iii) increase in arterial stiffness (as occurs with aging) result in a higher MAPc for minimal BP variability, or increased BP variability at older age for similar values of MAP. These findings suggest that interventions aimed at reducing BP variability will need to consider large artery stiffness for optimal efficacy. PMID:24110628
Renewal theorems for random walks in random scenery
Guillotin-Plantard, Nadine; Pène, Françoise
2011-01-01
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 suppose that the distributions of $X_1$ and $\\xi_0$ belong to the normal domain of attraction of strictly stable distributions with index $\\alpha\\in[1,2]$ and $\\beta\\in(0,2)$ respectively. We are interested in the asymptotic behaviour as $|a|$ goes to infinity of quantities ...
van der Meijden, Wisse P; Fronczek, Rolf; Reijntjes, Robert H A M; Corssmit, Eleonora P M; Biermasz, Nienke R; Lammers, Gert Jan; van Dijk, J Gert; Thijs, Roland D
2015-04-01
Narcolepsy with hypocretin deficiency is known to alter cardiovascular control during sleep, but its aetiology is disputed. As cardiovascular control differs between sleep states, and narcolepsy affects sleep architecture, controlling for both duration and transitions of sleep states is necessary. This study therefore aimed to assess heart rate and its variability in narcolepsy during sleep taking these factors into account. The study included 12 medication-naïve patients with narcolepsy with cataplexy and hypocretin deficiency (11 male, 16-53 years old), and 12 sex- and age-matched healthy controls (11 male, 19-55 years). All subjects underwent 1-night ambulatory polysomnography recording. Cardiovascular parameters were calculated for each 30-s epoch. Heart rate was significantly higher in patients with narcolepsy than in controls in all sleep states and during wakefulness prior to sleep. Groups did not differ in heart rate variability measures. The effects of sleep state duration on heart rate and its variability were similar between patients and controls. In conclusion, heart rate was consistently higher in patients with narcolepsy than controls, independent of sleep stage and sleep fragmentation. A direct effect of hypocretin deficiency therefore seems probable. PMID:25382307
Scientific Electronic Library Online (English)
Marcelo E., Ochiai; Euler C.O., Brancalhão; Raphael S. N., Puig; Kelly R.N., Vieira; Juliano N., Cardoso; Múcio Tavares de, Oliveira-Jr; Antonio C.P., Barretto.
Full Text Available OBJECTIVE: We aimed to evaluate angiotensin receptor blocker add-on therapy in patients with low cardiac output during decompensated heart failure. METHODS: We selected patients with decompensated heart failure, low cardiac output, dobutamine dependence, and an ejection fraction [...] ceiving an angiotensin-converting enzyme inhibitor. The patients were randomized to losartan or placebo and underwent invasive hemodynamic and B-type natriuretic peptide measurements at baseline and on the seventh day after intervention. ClinicalTrials.gov: NCT01857999. RESULTS: We studied 10 patients in the losartan group and 11 patients in the placebo group. The patient characteristics were as follows: age 52.7 years, ejection fraction 21.3%, dobutamine infusion 8.5 mcg/kg.min, indexed systemic vascular resistance 1918.0 dynes.sec/cm5.m2, cardiac index 2.8 L/min.m2, and B-type natriuretic peptide 1,403 pg/mL. After 7 days of intervention, there was a 37.4% reduction in the B-type natriuretic peptide levels in the losartan group compared with an 11.9% increase in the placebo group (mean difference, -49.1%; 95% confidence interval: -88.1 to -9.8%, p?=?0.018). No significant difference was observed in the hemodynamic measurements. CONCLUSION: Short-term add-on therapy with losartan reduced B-type natriuretic peptide levels in patients hospitalized for decompensated severe heart failure and low cardiac output with inotrope dependence.
Archimedean copula model selection under dependent truncation.
Beaudoin, D; Lakhal-Chaieb, L
2008-09-30
One-sided truncated survival data arise when a pair of time-to-event variables (X, Y) is observed only when X
Asymptotics for Weighted Random Sums
Olvera-Cravioto, Mariana
2011-01-01
Let $\\{X_i\\}$ be a sequence of independent identically distributed random variables with an intermediate regularly varying (IR) right tail $\\bar{F}$. Let $(N, C_1, ..., C_N)$ be a nonnegative random vector independent of the $\\{X_i\\}$ with $N \\in \\mathbb{N} \\cup \\{\\infty\\}$. We study the weighted random sum $S_N = \\sum_{i=1}^N C_i X_i$, and its maximum, $M_N = \\sup_{1 \\leq k < N+1} \\sum_{i=1}^k C_i X_i$. These type of sums appear in the analysis of stochastic recursions, inc...
Complex Random Energy Model: Zeros and Fluctuations
Kabluchko, Z (Zakhar); Klymovskiy, A (Anton)
2012-01-01
The partition function of the random energy model at inverse temperature $\\beta$ is a sum of random exponentials $Z_N(\\beta)=\\sum_{k=1}^N \\exp(\\beta \\sqrt{n} X_k)$, where $X_1,X_2,...$ are independent real standard normal random variables (= random energies), and $n=\\log N$. We study the large $N$ limit of the partition function viewed as an analytic function of the complex variable $\\beta$. We identify the asymptotic structure of complex zeros of the partition function conf...
Generalized extreme value statistics and sum of correlated variables
International Nuclear Information System (INIS)
We show that generalized extreme value statistics-the statistics of the kth largest value among a large set of random variables-can be mapped onto a problem of random sums. This allows us to identify classes of non-identical and (generally) correlated random variables with a sum distributed according to one of the three (k-dependent) asymptotic distributions of extreme value statistics, namely the Gumbel, Frechet and Weibull distributions. These classes, as well as the limit distributions, are naturally extended to real values of k, thus providing a clear interpretation to the onset of Gumbel distributions with non-integer index k in the statistics of global observables. This is one of the very few known generalizations of the central limit theorem to non-independent random variables. Finally, in the context of a simple physical model, we relate the index k to the ratio of the correlation length to the system size, which remains finite in strongly correlated systems
Generalised extreme value statistics and sum of correlated variables
Bertin, E; Bertin, Eric; Clusel, Maxime
2006-01-01
We show that generalised extreme value statistics -the statistics of the k-th largest value among a large set of random variables- can be mapped onto a problem of random sums. This allows us to identify classes of non-identical and (generally) correlated random variables with a sum distributed according to one of the three (k-dependent) asymptotic distributions of extreme value statistics, namely the Gumbel, Frechet and Weibull distributions. These classes, as well as the limit distributions, are naturally extended to real values of k, thus providing a clear interpretation to the onset of Gumbel distributions with non-integer index k in the statistics of global observables. This is one of the very few known generalisations of the central limit theorem to non-independent random variables. Finally, in the context of a simple physical model, we relate the index k to the ratio of the correlation length to the system size, which remains finite in strongly correlated systems.
Nonparametric estimation in random sum models
Directory of Open Access Journals (Sweden)
Hassan S. Bakouch
2013-05-01
Full Text Available Let X1,X2,…,XN be independent, identically distributed, non-negative, integervalued random variables and let N be a non-negative, integer-valued random variable independent of X1,X2,…,XN . In this paper, we consider two nonparametric estimation problems for the random sum variable. The first is the estimation of the means of Xi and N based on the second-moment assumptions on distributions of Xi and N . The second is the nonparametric estimation of the distribution of Xi given a parametric model for the distribution of N . Some asymptotic properties of the proposed estimators are discussed.
Intersection Information Based on Common Randomness
Directory of Open Access Journals (Sweden)
Virgil Griffith
2014-04-01
Full Text Available The introduction of the partial information decomposition generated a flurry of proposals for defining an intersection information that quantifies how much of “the same information” two or more random variables specify about a target random variable. As of yet, none is wholly satisfactory. A palatable measure of intersection information would provide a principled way to quantify slippery concepts, such as synergy. Here, we introduce an intersection information measure based on the Gács-Körner common random variable that is the first to satisfy the coveted target monotonicity property. Our measure is imperfect, too, and we suggest directions for improvement.
Limit theorems for kernel density estimators under dependent samples
Zhao, Yuexu; Lin, Zhengyan
2013-01-01
In this paper, we construct a moment inequality for mixing dependent random variables, it is of independent interest. As applications, the consistency of the kernel density estimation is investigated. Several limit theorems are established: First, the central limit theorems for the kernel density estimator $f_{n,K}(x)$ and its distribution function are constructed. Also, the convergence rates of $\\|f_{n,K}(x)-Ef_{n,K}(x)\\|_{p}$ in sup-norm loss and integral $L^{p}$-norm loss...
On asymptotic normality for m-dependent U-statistics
Wansoo T. Rhee
1988-01-01
Let (Xn) be a sequence of m-dependent random variables, not necessarily equally distributed. We give a Berry-Esseen estimate of the convergence to normality of a suitable normalization of a U-statistic of the (Xn). This bound holds under moment assumptions quite weaker than the existence of third moments for the kernel. Since we obtain the sharpest bound, the order of the bound can not be improved.
On asymptotic normality for m-dependent U-statistics
Directory of Open Access Journals (Sweden)
Wansoo T. Rhee
1988-03-01
Full Text Available Let (Xn be a sequence of m-dependent random variables, not necessarily equally distributed. We give a Berry-Esseen estimate of the convergence to normality of a suitable normalization of a U-statistic of the (Xn. This bound holds under moment assumptions quite weaker than the existence of third moments for the kernel. Since we obtain the sharpest bound, the order of the bound can not be improved.