Dehling, H.; Sharipov, O. Sh.; Wendler, M.
2013-01-01
Statistical methods for functional data are of interest for many applications. In this paper, we prove a central limit theorem for random variables taking their values in a Hilbert space. The random variables are assumed to be weakly dependent in the sense of near epoch dependence, where the underlying process fulfills some mixing conditions. As parametric inference in an infinite dimensional space is difficult, we show that the nonoverlapping block bootstrap is consistent. ...
P.Matu?a; I.St?pie?
2008-01-01
We present the application of the strong approximation theorems to the study of weak convergence of products of sums of positive random variables. We focus our attention on sequences of dependent random variables such as associated and mixing sequences.
Weak laws of large numbers for arrays of rowwise negatively dependent random variables
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R. L. Taylor
2001-01-01
Full Text Available Weak laws of large numbers for arrays of rowwise negatively dependent random variables are obtained in this paper. The more general hypothesis of negative dependence relaxes the usual assumption of independence. The moment conditions are similar to previous results, and the stochastic bounded condition also provides a generalization of the usual distributional assumptions.
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.
The Randomized Dependence Coefficient
Lopez-Paz, David; Hennig, Philipp; Schölkopf, Bernhard
2013-01-01
We introduce the Randomized Dependence Coefficient (RDC), a measure of non-linear dependence between random variables of arbitrary dimension based on the Hirschfeld-Gebelein-R\\'enyi Maximum Correlation Coefficient. RDC is defined in terms of correlation of random non-linear copula projections; it is invariant with respect to marginal distribution transformations, has low computational cost and is easy to implement: just five lines of R code, included at the end of the paper.
An edgeworth expansion for a sum of M-Dependent random variables
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Wan Soo Rhee
1985-09-01
Full Text Available Given a sequence X1,X2,Ã¢Â€Â¦,Xn of m-dependent random variables with moments of order 3+ÃŽÂ±Ã¢Â€Â‰(0<ÃŽÂ±Ã¢Â‰Â¦1, we give an Edgeworth expansion of the distribution of SÃÂƒÃ¢ÂˆÂ’1(S=X1+X2+Ã¢Â€Â¦+Xn,Ã¢Â€Â‰ÃÂƒ2=ES2 under the assumption that E[exp(it SÃÂƒ1] is small away from the origin. The result is of the best possible order.
Association arrays in assessing forms of dependencies between bivariate random variables
Karlin, Samuel
1983-01-01
The bivariate distribution of pairs of random variables (X,Y) is said to be associated with respect to the classes of functions [unk] and [unk] if the product-moment correlation r[?(X),?(Y)] ? 0 for all ? € [unk] and ? € [unk]. In the case in which both [unk] = [unk] = [unk]* consist of all increasing functions, then the bivariate distribution of (X,Y) is said to be positive quadrant dependent. To apply the concept to data, I examine the correlations for classes of extremal functions that spa...
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
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.
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Penzlin AI
2015-10-01
Full Text Available Ana Isabel Penzlin,1 Timo Siepmann,2 Ben Min-Woo Illigens,3 Kerstin Weidner,4 Martin Siepmann4 1Institute of Clinical Pharmacology, 2Department of Neurology, University Hospital Carl Gustav Carus, Technische Universität Dresden, Dresden, Saxony, Germany; 3Department of Neurology, Beth Israel Deaconess Medical Center, Harvard Medical School, Boston, MA, USA; 4Department of Psychotherapy and Psychosomatic Medicine, University Hospital Carl Gustav Carus, Technische Universität Dresden, Dresden, Saxony, Germany Background and objective: In patients with alcohol dependence, ethyl-toxic damage of vasomotor and cardiac autonomic nerve fibers leads to autonomic imbalance with neurovascular and cardiac dysfunction, the latter resulting in reduced heart rate variability (HRV. Autonomic imbalance is linked to increased craving and cardiovascular mortality. In this study, we sought to assess the effects of HRV biofeedback training on HRV, vasomotor function, craving, and anxiety. Methods: We conducted a randomized controlled study in 48 patients (14 females, ages 25–59 years undergoing inpatient rehabilitation treatment. In the treatment group, patients (n=24 attended six sessions of HRV biofeedback over 2 weeks in addition to standard rehabilitative care, whereas, in the control group, subjects received standard care only. Psychometric testing for craving (Obsessive Compulsive Drinking Scale, anxiety (Symptom Checklist-90-Revised, HRV assessment using coefficient of variation of R-R intervals (CVNN analysis, and vasomotor function assessment using laser Doppler flowmetry were performed at baseline, immediately after completion of treatment or control period, and 3 and 6 weeks afterward (follow-ups 1 and 2. Results: Psychometric testing showed decreased craving in the biofeedback group immediately postintervention (OCDS scores: 8.6±7.9 post-biofeedback versus 13.7±11.0 baseline [mean ± standard deviation], P<0.05, whereas craving was unchanged at this time point in the control group. Anxiety was reduced at follow-ups 1 and 2 post-biofeedback, but was unchanged in the control group (P<0.05. Following biofeedback, CVNN tended to be increased (10.3%±2.8% post-biofeedback, 10.1%±3.5% follow-up 1, 10.1%±2.9% follow-up 2 versus 9.7%±3.6% baseline; P=not significant. There was no such trend in the control group. Vasomotor function assessed using the mean duration to 50% vasoconstriction of cutaneous vessels after deep inspiration was improved following biofeedback immediately postintervention and was unchanged in the control group (P<0.05. Conclusion: Our data indicate that HRV biofeedback might be useful to decrease anxiety, increase HRV, and improve vasomotor function in patients with alcohol dependence when complementing standard rehabilitative inpatient care. Keywords: HRV, CVNN, alcohol addiction, rehabilitation, craving, laser Doppler flowmetry
Penzlin, Ana Isabel; Siepmann, Timo; Illigens, Ben Min-Woo; Weidner, Kerstin; Siepmann, Martin
2015-01-01
Background and objective In patients with alcohol dependence, ethyl-toxic damage of vasomotor and cardiac autonomic nerve fibers leads to autonomic imbalance with neurovascular and cardiac dysfunction, the latter resulting in reduced heart rate variability (HRV). Autonomic imbalance is linked to increased craving and cardiovascular mortality. In this study, we sought to assess the effects of HRV biofeedback training on HRV, vasomotor function, craving, and anxiety. Methods We conducted a randomized controlled study in 48 patients (14 females, ages 25–59 years) undergoing inpatient rehabilitation treatment. In the treatment group, patients (n=24) attended six sessions of HRV biofeedback over 2 weeks in addition to standard rehabilitative care, whereas, in the control group, subjects received standard care only. Psychometric testing for craving (Obsessive Compulsive Drinking Scale), anxiety (Symptom Checklist-90-Revised), HRV assessment using coefficient of variation of R-R intervals (CVNN) analysis, and vasomotor function assessment using laser Doppler flowmetry were performed at baseline, immediately after completion of treatment or control period, and 3 and 6 weeks afterward (follow-ups 1 and 2). Results Psychometric testing showed decreased craving in the biofeedback group immediately postintervention (OCDS scores: 8.6±7.9 post-biofeedback versus 13.7±11.0 baseline [mean ± standard deviation], P<0.05), whereas craving was unchanged at this time point in the control group. Anxiety was reduced at follow-ups 1 and 2 post-biofeedback, but was unchanged in the control group (P<0.05). Following biofeedback, CVNN tended to be increased (10.3%±2.8% post-biofeedback, 10.1%±3.5% follow-up 1, 10.1%±2.9% follow-up 2 versus 9.7%±3.6% baseline; P=not significant). There was no such trend in the control group. Vasomotor function assessed using the mean duration to 50% vasoconstriction of cutaneous vessels after deep inspiration was improved following biofeedback immediately postintervention and was unchanged in the control group (P<0.05). Conclusion Our data indicate that HRV biofeedback might be useful to decrease anxiety, increase HRV, and improve vasomotor function in patients with alcohol dependence when complementing standard rehabilitative inpatient care. PMID:26557753
Variable Metric Random Pursuit
Stich, Sebastian U.; Müller, Christian L.; Gärtner, Bernd
2012-01-01
We consider unconstrained randomized optimization of smooth convex objective functions in the gradient-free setting. We analyze Random Pursuit (RP) algorithms with fixed (F-RP) and variable metric (V-RP). The algorithms only use zeroth-order information about the objective function and compute an approximate solution by repeated optimization over randomly chosen one-dimensional subspaces. The distribution of search directions is dictated by the chosen metric. Variable M...
Anwer Khurshid; Zuhair A. Al-Hemari; Shahid Kamal
2012-01-01
In this paper, it is shown that a complex multivariate random variable is a complex multivariate normal random variable of dimensionality if and only if all nondegenerate complex linear combinations of have a complex univariate normal distribution. The characteristic function of has been derived, and simpler forms of some theorems have been given using this characterization theorem without assuming that the variance-covariance matrix of the vector is Hermitian posit...
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.
Students' Misconceptions about Random Variables
Kachapova, Farida; Kachapov, Ilias
2012-01-01
This article describes some misconceptions about random variables and related counter-examples, and makes suggestions about teaching initial topics on random variables in general form instead of doing it separately for discrete and continuous cases. The focus is on post-calculus probability courses. (Contains 2 figures.)
A random number generator for continuous random variables
Guerra, V. M.; Tapia, R. A.; Thompson, J. R.
1972-01-01
A FORTRAN 4 routine is given which may be used to generate random observations of a continuous real valued random variable. Normal distribution of F(x), X, E(akimas), and E(linear) is presented in tabular form.
Randomness and Earth climate variability
Levinshtein, Michael E; Dmitriev, Alexander P; Shmakov, Pavel M
2015-01-01
Paleo-Sciences including palaeoclimatology and palaeoecology have accumulated numerous records related to climatic changes. The researchers have usually tried to identify periodic and quasi-periodic processes in these paleoscientific records. In this paper, we show that this analysis is incomplete. As follows from our results, random processes, namely processes with a single-time-constant (noise with a Lorentzian noise spectrum), play a very important and, perhaps, a decisive role in numerous natural phenomena. For several of very important natural phenomena the characteristic time constants are very similar and equal to (5-8)x10^3 years. However, this value is not universal. For example, the spectral density fluctuations of the atmospheric radiocarbon 14C are characterized by a Lorentzian with time constant 300 years. The frequency dependence of spectral density fluctuations for benthic 18O records contains two Lorentzians with time constans 8000 years and > 105 years.
A Measure of Monotonicity of two Random Variables
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Ilias Kachapov
2012-01-01
Full Text Available Problem statement: When analyzing random variables it was useful to measure the degree of their monotone dependence or compare pairs of random variables with respect to their monotonicity. Existing coefficients measure general or linear dependence of random variables. Developing a measure of monotonicity was useful for practical applications as well as for general theory, since monotonicity was an important type of dependence. Approach: Existing measures of dependence are briefly reviewed. The Reimann coefficient was generalized to arbitrary random variables with finite variances. Results: The article describes criteria for monotone dependence of two random variables and introduces a measure of this dependence-monotonicity coefficient. The advantages of this coefficient are shown in comparison with other global measures of dependence. It was shown that the monotonicity coefficient satisfies natural conditions for a monotonicity measure and that it had properties similar to the properties of the Pearson correlation; in particular, it equals 1 (-1 if and only if the pair X, Y was comonotonic (counter-monotonic. The monotonicity coefficient was calculated for some bivariate distributions and the sample version of the coefficient was defined. Conclusion/Recommendations: The monotonicity coefficient should be used to compare pairs of random variables (such as returns from financial assets with respect to their degree of monotone dependence. In the problems where the monotone relation of two variables has a random noise, the monotonicity coefficient can be used to estimate variance and other central moments of the noise. By calculating the sample version of the coefficient one will quickly find pairs of monotone dependent variables in a big dataset."
Extreme value statistics of correlated random variables
Majumdar, Satya. N.; Pal, Arnab
2014-01-01
Extreme value statistics (EVS) concerns the study of the statistics of the maximum or the minimum of a set of random variables. This is an important problem for any time-series and has applications in climate, finance, sports, all the way to physics of disordered systems where one is interested in the statistics of the ground state energy. While the EVS of uncorrelated variables are well understood, little is known for strongly correlated random variables. Only recently this...
Spectra and Variance of Quantum Random Variables
Farenick, Douglas; Kozdron, Michael J.; Plosker, Sarah
2015-01-01
We study essentially bounded quantum random variables and show that the Gelfand spectrum of such a quantum random variable coincides with the hypoconvex hull of its essential range. Moreover, a notion of operator-valued variance is introduced, leading to a formulation of the moment problem in the context of quantum probability spaces in terms of operator-theoretic properties involving semi-invariant subspaces and spectral theory.
On the Maximum of Random Variables on Product Spaces
Prochno, Joscha
2012-01-01
Let $\\xi_i$, $i=1,...,n$, and $\\eta_j$, $j=1,...,m$ be iid p-stable respectively q-stable random variables, $1
random variables we prove estimates in terms of the $\\ell_p^m(\\ell_{M_{\\xi}}^n)$-norm, $M_{\\xi}$ depending on the Gaussians. Furthermore, we show that a sequence $\\xi_i$, $i=1,...,n$ of iid $\\log-\\gamma(1,p)$ distributed random variables ($p\\geq 2$) generates a truncated $\\ell_p$-norm, especially $\\Ex \\max_{i}\\abs{a_i\\xi_i}\\sim \
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.
Random crossings in dependency trees
Ferrer-i-Cancho, Ramon
2013-01-01
It has been hypothesized that the remarkably small number of crossings in real syntactic dependency trees is a side-effect of pressure for dependency length minimization. Here we answer a related important research question: what would be the expected number of crossings if the natural order of a sentence was lost? We show that that this number depends only on the number of vertices of the dependency tree (the sentence length) and the second moment of vertex degrees. The expected number of crossings is minimum for a star tree (no crossing is expected) and maximum for a linear tree (the number of crossings is of the order of the square of the sequence length).
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
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 without losing any information. 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...
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
Ensemble dependence in the Random transverse-field Ising chain
Dhar, A; Dhar, Abhishek
2003-01-01
In a disordered system one can either consider a microcanonical ensemble, where there is a precise constraint on the random variables, or a canonical ensemble where the variables are chosen according to a distribution without constraints. We address the question as to whether critical exponents in these two cases can differ through a detailed study of the random transverse-field Ising chain. We find that the exponents are the same in both ensembles, though some critical amplitudes vanish in the microcanonical ensemble for correlations which span the whole system and are particularly sensitive to the constraint. This can \\textit{appear} as a different exponent. We expect that this apparent dependence of exponents on ensemble is related to the integrability of the model, and would not occur in non-integrable models.
COVAL - A computer code for random variables - How to use
International Nuclear Information System (INIS)
COVAL CODE computes the probability distribution of a function of random variables given the probability distribution of these variables. The code is divided in two steps. The first step COVAL 1, computes functions in which each variable is contained only once. The second step COVAL 2, computes functions in which variables can be repeated
Selection for altruism through random drift in variable size populations
Directory of Open Access Journals (Sweden)
Houchmandzadeh Bahram
2012-05-01
Full Text Available Abstract Background Altruistic behavior is defined as helping others at a cost to oneself and a lowered fitness. The lower fitness implies that altruists should be selected against, which is in contradiction with their widespread presence is nature. Present models of selection for altruism (kin or multilevel show that altruistic behaviors can have ‘hidden’ advantages if the ‘common good’ produced by altruists is restricted to some related or unrelated groups. These models are mostly deterministic, or assume a frequency dependent fitness. Results Evolutionary dynamics is a competition between deterministic selection pressure and stochastic events due to random sampling from one generation to the next. We show here that an altruistic allele extending the carrying capacity of the habitat can win by increasing the random drift of “selfish” alleles. In other terms, the fixation probability of altruistic genes can be higher than those of a selfish ones, even though altruists have a smaller fitness. Moreover when populations are geographically structured, the altruists advantage can be highly amplified and the fixation probability of selfish genes can tend toward zero. The above results are obtained both by numerical and analytical calculations. Analytical results are obtained in the limit of large populations. Conclusions The theory we present does not involve kin or multilevel selection, but is based on the existence of random drift in variable size populations. The model is a generalization of the original Fisher-Wright and Moran models where the carrying capacity depends on the number of altruists.
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
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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.
PaCAL: A Python Package for Arithmetic Computations with Random Variables
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Marcin Korze?
2014-05-01
Full Text Available In this paper we present PaCAL, a Python package for arithmetical computations on random variables. The package is capable of performing the four arithmetic operations: addition, subtraction, multiplication and division, as well as computing many standard functions of random variables. Summary statistics, random number generation, plots, and histograms of the resulting distributions can easily be obtained and distribution parameter ?tting is also available. The operations are performed numerically and their results interpolated allowing for arbitrary arithmetic operations on random variables following practically any probability distribution encountered in practice. The package is easy to use, as operations on random variables are performed just as they are on standard Python variables. Independence of random variables is, by default, assumed on each step but some computations on dependent random variables are also possible. We demonstrate on several examples that the results are very accurate, often close to machine precision. Practical applications include statistics, physical measurements or estimation of error distributions in scienti?c computations.
Applying Free Random Variables to Random Matrix Analysis of Financial Data. Part I: A Gaussian Case
Burda, Z.; Jarosz, A.; Jurkiewicz, J.; Nowak, M.A.; Papp, G.; Zahed, I.
2006-01-01
We apply the concept of free random variables to doubly correlated (Gaussian) Wishart random matrix models, appearing for example in a multivariate analysis of financial time series, and displaying both inter-asset cross-covariances and temporal auto-covariances. We give a comprehensive introduction to the rich financial reality behind such models. We explain in an elementary way the main techniques of the free random variables calculus, with a view to promote them in the qu...
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).
Strong stability of weighted sums of NA random variables
Directory of Open Access Journals (Sweden)
Gan Shixin
2005-05-01
Full Text Available 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.
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...
Some Limit Theorems for Negatively Associated Random Variables
Indian Academy of Sciences (India)
Yu Miao; Wenfei Xu; Shanshan Chen; Andre Adler
2014-08-01
Let $\\{X_n,n\\geq 1\\}$ be a sequence of negatively associated random variables. The aim of this paper is to establish some limit theorems of negatively associated sequence, which include the $L^p$-convergence theorem and Marcinkiewicz–Zygmund strong law of large numbers. Furthermore, we consider the strong law of sums of order statistics, which are sampled from negatively associated random variables.
Exponential Inequalities for Positively Associated Random Variables and Applications
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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.
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.
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.
Ensemble dependence in the Random transverse-field Ising chain
Dhar, Abhishek; Young, A. P.
2003-01-01
In a disordered system one can either consider a microcanonical ensemble, where there is a precise constraint on the random variables, or a canonical ensemble where the variables are chosen according to a distribution without constraints. We address the question as to whether critical exponents in these two cases can differ through a detailed study of the random transverse-field Ising chain. We find that the exponents are the same in both ensembles, though some critical ampl...
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 prac...
ADORAVA - A computer code to sum random variables
International Nuclear Information System (INIS)
The ADORAVA computer code was carried out aiming to determine the moments of random variable sum distribution when moments are known. The ADORAVA computer code was developed to be applied in probabilistic safety analysis, more specifically for uncertainty propagation in fault trees. The description of ADORAVA algorithm, input, examples and the output of compiled code are presented. (M.C.K.)
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...
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.
Problems of variance reduction in the simulation of random variables
International Nuclear Information System (INIS)
The definition of the uniform linear generator is given and some of the mostly used tests to evaluate the uniformity and the independence of the obtained determinations are listed. The problem of calculating, through simulation, some moment W of a random variable function is taken into account. The Monte Carlo method enables the moment W to be estimated and the estimator variance to be obtained. Some techniques for the construction of other estimators of W with a reduced variance are introduced
Moment Estimation Inequalities Based on g? Random Variable on Sugeno Measure Space
Jingfeng Tian; Zhiming Zhang; Dazeng Tian
2010-01-01
The definitions and properties of moment of g? random variable are provided on Sugeno measure space. Then some important moment estimation inequalities based on g? random variable are presented and proven.
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.
Extracting randomness and dependencies via a matrix polarization
Abbe, Emmanuel
2011-01-01
The basic polarization phenomenon for i.i.d. sources is extended to a framework allowing dependencies within and between multiple sources. In particular, it is shown that taking the polar transform of a random matrix with i.i.d. columns of arbitrary (correlated) distribution allows to extract the randomness and dependencies. This result is the used to develop polar coding schemes (having low complexity) for: (1) distributed data compression, i.e., Slepian-Wolf coding (without decomposing the problem into single-user problems), (2) compression of sources with memory, (3) compression of sources on finite fields, extending the polarization phenomenon for alphabets of prime cardinality to powers of primes.
Casabán, M.-C.; Cortés, J.-C.; Romero, J.-V.; Roselló, M.-D.
2015-07-01
This paper presents a full probabilistic description of the solution of random SI-type epidemiological models which are based on nonlinear differential equations. This description consists of determining: the first probability density function of the solution in terms of the density functions of the diffusion coefficient and the initial condition, which are assumed to be independent random variables; the expectation and variance functions of the solution as well as confidence intervals and, finally, the distribution of time until a given proportion of susceptibles remains in the population. The obtained formulas are general since they are valid regardless the probability distributions assigned to the random inputs. We also present a pair of illustrative examples including in one of them the application of the theoretical results to model the diffusion of a technology using real data.
Solving dependability/performability irreducible Markov models using regenerative randomization
Carrasco, Juan A.
2003-01-01
Markov models are commonly used to asses the dependability/performability of fault-tolerant systems. Computation of many dependability/performability measures for repairable fault-tolerant systems requires the transient analysis of irreducible Markov models. Examples of such measures are the unavailability at time t and the expected interval unavailability at time t. Randomization (also called uniformization) is a well-known Markov transient analysis method and has good properties: n...
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.
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.
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...
Wavelet regression in random design with heteroscedastic dependent errors
Kulik, Rafa?; Raimondo, Marc
2009-01-01
We investigate function estimation in nonparametric regression models with random design and heteroscedastic correlated noise. Adaptive properties of warped wavelet nonlinear approximations are studied over a wide range of Besov scales, $f\\in\\mathcal{B}^s_{\\pi,r}$, and for a variety of $L^p$ error measures. We consider error distributions with Long-Range-Dependence parameter $\\alpha,02$, it is seen that there are three rate phases, namely the dense, sparse and long range dep...
Detection error exponent for spatially dependent samples in random networks
Tong, Lang; Anandkumar, Animashree; Willsky, Alan S.
2009-01-01
The problem of binary hypothesis testing is considered when the measurements are drawn from a Markov random field (MRF) under each hypothesis. Spatial dependence of the measurements is incorporated by explicitly modeling the influence of sensor node locations on the clique potential functions of each MRF hypothesis. The nodes are placed i.i.d. in expanding areas with increasing sample size. Asymptotic performance of hypothesis testing is analyzed through the Neyman-Pearson type-II error expon...
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...
Wavelet regression in random design with heteroscedastic dependent errors
Kulik, Rafa?; 10.1214/09-AOS684
2009-01-01
We investigate function estimation in nonparametric regression models with random design and heteroscedastic correlated noise. Adaptive properties of warped wavelet nonlinear approximations are studied over a wide range of Besov scales, $f\\in\\mathcal{B}^s_{\\pi,r}$, and for a variety of $L^p$ error measures. We consider error distributions with Long-Range-Dependence parameter $\\alpha,02$, it is seen that there are three rate phases, namely the dense, sparse and long range dependence phase, depending on the relative values of $s,p,\\pi$ and $\\alpha$. Furthermore, we show that long range dependence does not come into play for shape estimation $f-\\int f$. The theory is illustrated with some numerical examples.
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 ...
A new Hedging algorithm and its application to inferring latent random variables
Freund, Yoav
2008-01-01
We present a new online learning algorithm for cumulative discounted gain. This learning algorithm does not use exponential weights on the experts. Instead, it uses a weighting scheme that depends on the regret of the master algorithm relative to the experts. In particular, experts whose discounted cumulative gain is smaller (worse) than that of the master algorithm receive zero weight. We also sketch how a regret-based algorithm can be used as an alternative to Bayesian averaging in the context of inferring latent random variables.
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
History dependent quantum random walks as quantum lattice gas automata
Energy Technology Data Exchange (ETDEWEB)
Shakeel, Asif, E-mail: asif.shakeel@gmail.com, E-mail: dmeyer@math.ucsd.edu, E-mail: plove@haverford.edu; Love, Peter J., E-mail: asif.shakeel@gmail.com, E-mail: dmeyer@math.ucsd.edu, E-mail: plove@haverford.edu [Department of Physics, Haverford College, Haverford, Pennsylvania 19041 (United States); Meyer, David A., E-mail: asif.shakeel@gmail.com, E-mail: dmeyer@math.ucsd.edu, E-mail: plove@haverford.edu [Department of Mathematics, University of California/San Diego, La Jolla, California 92093-0112 (United States)
2014-12-15
Quantum Random Walks (QRW) were first defined as one-particle sectors of Quantum Lattice Gas Automata (QLGA). Recently, they have been generalized to include history dependence, either on previous coin (internal, i.e., spin or velocity) states or on previous position states. These models have the goal of studying the transition to classicality, or more generally, changes in the performance of quantum walks in algorithmic applications. We show that several history dependent QRW can be identified as one-particle sectors of QLGA. This provides a unifying conceptual framework for these models in which the extra degrees of freedom required to store the history information arise naturally as geometrical degrees of freedom on the lattice.
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…
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.
A Novel Method for Increasing the Entropy of a Sequence of Independent, Discrete Random Variables
Directory of Open Access Journals (Sweden)
Mieczyslaw Jessa
2015-10-01
Full Text Available In this paper, we propose a novel method for increasing the entropy of a sequence of independent, discrete random variables with arbitrary distributions. The method uses an auxiliary table and a novel theorem that concerns the entropy of a sequence in which the elements are a bitwise exclusive-or sum of independent discrete random variables.
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.
An almost Sure Central Limit Theorem for the Weight Function Sequences of NA Random Variables
Indian Academy of Sciences (India)
Qunying Wu
2011-08-01
Consider the weight function sequences of NA random variables. This paper proves that the almost sure central limit theorem holds for the weight function sequences of NA random variables. Our results generalize and improve those on the almost sure central limit theorem previously obtained from the i.i.d. case to NA sequences.
An Inversion Formula for Orlicz Norms and Sequences of Random Variables
Christensen, Soeren; Riemer, Stiene
2012-01-01
Given an Orlicz function $M$, we show which random variables $\\xi_i$, $i=1,...,n$ generate the associated Orlicz norm, i.e., which random variables yield $\\mathbb{E} \\max\\limits_{1\\leq i \\leq n}|x_i\\xi_i| \\sim \
Model Building with Multiple Dependent Variables and Constraints
Tofallis, Chris
2011-01-01
The most widely used method for finding relationships between several quantities is multiple regression. This however is restricted to a single dependent variable. We present a more general method which allows models to be constructed with multiple variables on both sides of an equation and which can be computed easily using a spreadsheet program. The underlying principle (originating from canonical correlation analysis) is that of maximising the correlation between the two ...
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. .
Bias in random forest variable importance measures: Illustrations, sources and a solution
Directory of Open Access Journals (Sweden)
Hothorn Torsten
2007-01-01
Full Text Available Abstract Background Variable importance measures for random forests have been receiving increased attention as a means of variable selection in many classification tasks in bioinformatics and related scientific fields, for instance to select a subset of genetic markers relevant for the prediction of a certain disease. We show that random forest variable importance measures are a sensible means for variable selection in many applications, but are not reliable in situations where potential predictor variables vary in their scale of measurement or their number of categories. This is particularly important in genomics and computational biology, where predictors often include variables of different types, for example when predictors include both sequence data and continuous variables such as folding energy, or when amino acid sequence data show different numbers of categories. Results Simulation studies are presented illustrating that, when random forest variable importance measures are used with data of varying types, the results are misleading because suboptimal predictor variables may be artificially preferred in variable selection. The two mechanisms underlying this deficiency are biased variable selection in the individual classification trees used to build the random forest on one hand, and effects induced by bootstrap sampling with replacement on the other hand. Conclusion We propose to employ an alternative implementation of random forests, that provides unbiased variable selection in the individual classification trees. When this method is applied using subsampling without replacement, the resulting variable importance measures can be used reliably for variable selection even in situations where the potential predictor variables vary in their scale of measurement or their number of categories. The usage of both random forest algorithms and their variable importance measures in the R system for statistical computing is illustrated and documented thoroughly in an application re-analyzing data from a study on RNA editing. Therefore the suggested method can be applied straightforwardly by scientists in bioinformatics research.
Generating Variable and Random Schedules of Reinforcement Using Microsoft Excel Macros
Bancroft, Stacie L; Bourret, Jason C
2008-01-01
Variable reinforcement schedules are used to arrange the availability of reinforcement following varying response ratios or intervals of time. Random reinforcement schedules are subtypes of variable reinforcement schedules that can be used to arrange the availability of reinforcement at a constant probability across number of responses or time. Generating schedule values for variable and random reinforcement schedules can be difficult. The present article describes the steps necessary to writ...
Stable limits for sums of dependent infinite variance random variables
DEFF Research Database (Denmark)
Bartkiewicz, Katarzyna; Jakubowski, Adam; Mikosch, Thomas; Wintenberger, Olivier
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...
'Sequence' dependent elasticity and local stiffness of a random heteropolymer
International Nuclear Information System (INIS)
We study the 'sequence' distribution of thermally averaged global and local elastic properties of a random heteropolymer of fixed length N, within the framework of a disordered Kratky–Porod (KP) model. We arrive at a number of qualitative results on the form of the distribution function of the thermally averaged end-to-end distance (R2), and its moments. For long N?? chains, this distribution is a Gaussian; for shorter chains, there is a crossover to an exponential distribution, with the most probable end-to-end distance deviating significantly from the mean. Further, the distributions of local quantities related to the thermally averaged tangent–tangent correlator are typically broad, even in the thermodynamic limit, i.e., they do not self-average. This is consistent with the general consensus that DNA–protein binding/unbinding strengths and rates are sensitive to local elastic distortion which is 'sequence' dependent
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.
Random recurrence equations and ruin in a Markov-dependent stochastic economic environment
Collamore, Jeffrey F
2009-01-01
We develop sharp large deviation asymptotics for the probability of ruin in a Markov-dependent stochastic economic environment and study the extremes for some related Markovian processes which arise in financial and insurance mathematics, related to perpetuities and the $\\operatorname {ARCH}(1)$ and $\\operatorname {GARCH}(1,1)$ time series models. Our results build upon work of Goldie [Ann. Appl. Probab. 1 (1991) 126--166], who has developed tail asymptotics applicable for independent sequences of random variables subject to a random recurrence equation. In contrast, we adopt a general approach based on the theory of Harris recurrent Markov chains and the associated theory of nonnegative operators, and meanwhile develop certain recurrence properties for these operators under a nonstandard "G\\"artner--Ellis" assumption on the driving process.
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.
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.
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
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.
The discovery of timescale-dependent color variability of quasars
Energy Technology Data Exchange (ETDEWEB)
Sun, Yu-Han; Wang, Jun-Xian; Chen, Xiao-Yang [CAS Key Laboratory for Research in Galaxies and Cosmology, Department of Astronomy, University of Science and Technology of China, Hefei, Anhui 230026 (China); Zheng, Zhen-Ya, E-mail: sunyh92@mail.ustc.edu.cn, E-mail: jxw@ustc.edu.cn [School of Earth and Space Exploration, Arizona State University, Tempe, AZ 85287 (United States)
2014-09-01
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 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.
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.
On the supremum of the tails of normalized sums of independent Rademacher random variables
Pinelis, Iosif
2012-01-01
A well-known longstanding conjecture on the supremum of the tails of normalized sums of independent Rademacher random variables is disproved. A related conjecture, also recently disproved, is discussed.
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.
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.
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.
Model Building with Multiple Dependent Variables and Constraints
Tofallis, Chris
2011-01-01
The most widely used method for finding relationships between several quantities is multiple regression. This however is restricted to a single dependent variable. We present a more general method which allows models to be constructed with multiple variables on both sides of an equation and which can be computed easily using a spreadsheet program. The underlying principle (originating from canonical correlation analysis) is that of maximising the correlation between the two sides of the model equation. This paper presents a fitting procedure which makes it possible to force the estimated model to satisfy constraint conditions which it is required to possess, these may arise from theory, prior knowledge or be intuitively obvious. We also show that the least squares approach to the problem is inadequate as it produces models which are not scale invariant.
Fatigue and creep at variable temperature. Time dependence forecasting
International Nuclear Information System (INIS)
Structure materials for nuclear reactors undergo different types of mechanical and thermal stresses for period reaching 300 000 hours. Rapid change of temperature, stress, frequency can occurs in case of accident. Determination of mechanical properties (elongation, creep, fatigue...) of materials for structure dimensioning requires extrapolation of fatigue and creep tests. The comparison of results obtained on steel 316 shows that for creep forecastings agreement is good between the different methods but it is not the case for creep fatigue. For creep in variable conditions, agreement between experiments and calculus is good only in some cases. For fatigue test with samples previously tested for creep, or vice versa, results depend upon the damage evaluation
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.
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
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.
Convergence properties of polynomial chaos approximations for L2 random variables.
Energy Technology Data Exchange (ETDEWEB)
Field, Richard V., Jr. (.,; .); Grigoriu, Mircea (Cornell University, Ithaca, NY)
2007-03-01
Polynomial chaos (PC) representations for non-Gaussian random variables are infinite series of Hermite polynomials of standard Gaussian random variables with deterministic coefficients. For calculations, the PC representations are truncated, creating what are herein referred to as PC approximations. We study some convergence properties of PC approximations for L{sub 2} random variables. The well-known property of mean-square convergence is reviewed. Mathematical proof is then provided to show that higher-order moments (i.e., greater than two) of PC approximations may or may not converge as the number of terms retained in the series, denoted by n, grows large. In particular, it is shown that the third absolute moment of the PC approximation for a lognormal random variable does converge, while moments of order four and higher of PC approximations for uniform random variables do not converge. It has been previously demonstrated through numerical study that this lack of convergence in the higher-order moments can have a profound effect on the rate of convergence of the tails of the distribution of the PC approximation. As a result, reliability estimates based on PC approximations can exhibit large errors, even when n is large. The purpose of this report is not to criticize the use of polynomial chaos for probabilistic analysis but, rather, to motivate the need for further study of the efficacy of the method.
MODELING THE TIME VARIABILITY OF SDSS STRIPE 82 QUASARS AS A DAMPED RANDOM WALK
International Nuclear Information System (INIS)
We model the time variability of ?9000 spectroscopically confirmed quasars in SDSS Stripe 82 as a damped random walk (DRW). Using 2.7 million photometric measurements collected over 10 yr, we confirm the results of Kelly et al. and Kozlowski et al. that this model can explain quasar light curves at an impressive fidelity level (0.01-0.02 mag). The DRW model provides a simple, fast (O(N) for N data points), and powerful statistical description of quasar light curves by a characteristic timescale (?) and an asymptotic rms variability on long timescales (SF?). We searched for correlations between these two variability parameters and physical parameters such as luminosity and black hole mass, and rest-frame wavelength. Our analysis shows SF? to increase with decreasing luminosity and rest-frame wavelength as observed previously, and without a correlation with redshift. We find a correlation between SF? and black hole mass with a power-law index of 0.18 ± 0.03, independent of the anti-correlation with luminosity. We find that ? increases with increasing wavelength with a power-law index of 0.17, remains nearly constant with redshift and luminosity, and increases with increasing black hole mass with a power-law index of 0.21 ± 0.07. The amplitude of variability is anti-correlated with the Eddington ratio, which suggests a scenario where optical fluctuations are tied to variations in the accretion rate. However, we find an additional dependence on luminosity and/or black hole mass that cannot be explained by the trend with Eddington ratio. The radio-loudest quasars have systematically larger variability amplitudes by about 30%, when corrected for the other observed trends, while the distribution of their characteristic timescale is indistinguishable from that of the full sample. We do not detect any statistically robust differences in the characteristic timescale and variability amplitude between the full sample and the small subsample of quasars detected by ROSAT. Our results provide a simple quantitative framework for generating mock quasar light curves, such as currently used in LSST image simulations.
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.
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...
Pseudo-Exponential-Type Solutions of Wave Equations Depending on Several Variables
Fritzsche, Bernd; Kirstein, Bernd; Roitberg, Inna Ya.; Sakhnovich, Alexander L.
2013-01-01
Using matrix identities, we construct explicit pseudo-exponential-type solutions of linear Dirac, Loewner and Schr\\"odinger equations depending on two variables and of nonlinear wave equations depending on three variables.
Efficient Estimation of Mutual Information for Strongly Dependent Variables
Gao, Shuyang; Galstyan, Aram
2014-01-01
We demonstrate that a popular class of nonparametric mutual information (MI) estimators based on k-nearest-neighbor graphs requires number of samples that scales exponentially with the true MI. Consequently, accurate estimation of MI between two strongly dependent variables is possible only for prohibitively large sample size. This important yet overlooked shortcoming of the existing estimators is due to their implicit reliance on local uniformity of the underlying joint distribution. We introduce a new estimator that is robust to local non-uniformity, works well with limited data, and is able to capture relationship strengths over many orders of magnitude. We demonstrate the superior performance of the proposed estimator on both synthetic and real-world data.
Funclust: a curves clustering method using functional random variables density approximation
Jacques, Julien; Preda, Cristian
2013-01-01
A new method for clustering functional data is proposed under the name Funclust. This method relies on the approximation of the notion of probability density for functional random variables, which generally does not exists. Using the Karhunen-Loeve expansion of a stochastic process, this approximation leads to define an approximation for the density of functional variables. Based on this density approximation, a parametric mixture model is proposed. The parameter estimation is carried out by ...
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.
Dependence of NAO variability on coupling with sea ice
Energy Technology Data Exchange (ETDEWEB)
Strong, Courtenay [University of Utah, Salt Lake City, Utah (United States); Magnusdottir, Gudrun [University of California, Irvine, Irvine, CA (United States)
2011-05-15
The variance of the North Atlantic Oscillation index (denoted N) is shown to depend on its coupling with area-averaged sea ice concentration anomalies in and around the Barents Sea (index denoted B). The observed form of this coupling is a negative feedback whereby positive N tends to produce negative B, which in turn forces negative N. The effects of this feedback in the system are examined by modifying the feedback in two modeling frameworks: a statistical vector autoregressive model (F{sub VAR}) and an atmospheric global climate model (F{sub CAM}) customized so that sea ice anomalies on the lower boundary are stochastic with adjustable sensitivity to the model's evolving N. Experiments show that the variance of N decreases nearly linearly with the sensitivity of B to N, where the sensitivity is a measure of the negative feedback strength. Given that the sea ice concentration field has anomalies, the variance of N goes down as these anomalies become more sensitive to N. If the sea ice concentration anomalies are entirely absent, the variance of N is even smaller than the experiment with the most sensitive anomalies. Quantifying how the variance of N depends on the presence and sensitivity of sea ice anomalies to N has implications for the simulation of N in global climate models. In the physical system, projected changes in sea ice thickness or extent could alter the sensitivity of B to N, impacting the within-season variability and hence predictability of N. (orig.)
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
Array Variate Skew Normal Random Variables with Multiway Kronecker Delta Covariance Matrix Structure
Akdemir, Deniz
2011-01-01
In this paper, we will discuss the concept of an array variate random variable and introduce a class of skew normal array densities that are obtained through a selection model that uses the array variate normal density as the kernel and the cumulative distribution of the univariate normal distribution as the selection function.
Nuida, K; Watanabe, H; Imai, H; Nuida, Koji; Hagiwara, Manabu; Watanabe, Hajime; Imai, Hideki
2006-01-01
We investigate candidates of finite random variables for c-secure random fingerprinting codes, in viewpoints of both code lengths and required memories. We determine, under a natural assumption, the random variables with the minimal number of outputs (i.e. optimal in a viewpoint of memory) among all candidates, by revealing their deep relation with theory of Gauss-Legendre quadrature (a famous method for approximating definite integrals by finite sums). Our proposal also reduces the code lengths significantly; e.g. it is asymptotically about 20% of Tardos codes. Moreover, any innocent user is unlikely to be falsely accused by our code, even if the collusion is larger than the setting. These properties make our codes more desirable for a practical use.
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.
A Realization of a Quasi-Random Walk for Atoms in Time-Dependent Optical Potentials
Directory of Open Access Journals (Sweden)
Torsten Hinkel
2015-09-01
Full Text Available We consider the time dependent dynamics of an atom in a two-color pumped cavity, longitudinally through a side mirror and transversally via direct driving of the atomic dipole. The beating of the two driving frequencies leads to a time dependent effective optical potential that forces the atom into a non-trivial motion, strongly resembling a discrete random walk behavior between lattice sites. We provide both numerical and analytical analysis of such a quasi-random walk behavior.
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.
Random Forests for Metric Learning with Implicit Pairwise Position Dependence
Xiong, Caiming; Xu, Ran; Corso, Jason J
2012-01-01
Metric learning makes it plausible to learn distances for complex distributions of data from labeled data. However, to date, most metric learning methods are based on a single Mahalanobis metric, which cannot handle heterogeneous data well. Those that learn multiple metrics throughout the space have demonstrated superior accuracy, but at the cost of computational efficiency. Here, we take a new angle to the metric learning problem and learn a single metric that is able to implicitly adapt its distance function throughout the feature space. This metric adaptation is accomplished by using a random forest-based classifier to underpin the distance function and incorporate both absolute pairwise position and standard relative position into the representation. We have implemented and tested our method against state of the art global and multi-metric methods on a variety of data sets. Overall, the proposed method outperforms both types of methods in terms of accuracy (consistently ranked first) and is an order of ma...
El-Wakil, S. A.; Sallah, M.; El-Hanbaly, A. M.
2015-10-01
The stochastic radiative transfer problem is studied in a participating planar finite continuously fluctuating medium. The problem is considered for specular- and diffusly-reflecting boundaries with linear anisotropic scattering. Random variable transformation (RVT) technique is used to get the complete average for the solution functions, that are represented by the probability-density function (PDF) of the solution process. In the RVT algorithm, a simple integral transformation to the input stochastic process (the extinction function of the medium) is applied. This linear transformation enables us to rewrite the stochastic transport equations in terms of the optical random variable (x) and the optical random thickness (L). Then the transport equation is solved deterministically to get a closed form for the solution as a function of x and L. So, the solution is used to obtain the PDF of the solution functions applying the RVT technique among the input random variable (L) and the output process (the solution functions). The obtained averages of the solution functions are used to get the complete analytical averages for some interesting physical quantities, namely, reflectivity and transmissivity at the medium boundaries. In terms of the average reflectivity and transmissivity, the average of the partial heat fluxes for the generalized problem with internal source of radiation are obtained and represented graphically.
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...
Zhu, Xiang-Wei; Xin, Yan-Jun; Ge, Hui-Lin
2015-04-27
Variable selection is of crucial significance in QSAR modeling since it increases the model predictive ability and reduces noise. The selection of the right variables is far more complicated than the development of predictive models. In this study, eight continuous and categorical data sets were employed to explore the applicability of two distinct variable selection methods random forests (RF) and least absolute shrinkage and selection operator (LASSO). Variable selection was performed: (1) by using recursive random forests to rule out a quarter of the least important descriptors at each iteration and (2) by using LASSO modeling with 10-fold inner cross-validation to tune its penalty ? for each data set. Along with regular statistical parameters of model performance, we proposed the highest pairwise correlation rate, average pairwise Pearson's correlation coefficient, and Tanimoto coefficient to evaluate the optimal by RF and LASSO in an extensive way. Results showed that variable selection could allow a tremendous reduction of noisy descriptors (at most 96% with RF method in this study) and apparently enhance model's predictive performance as well. Furthermore, random forests showed property of gathering important predictors without restricting their pairwise correlation, which is contrary to LASSO. The mutual exclusion of highly correlated variables in LASSO modeling tends to skip important variables that are highly related to response endpoints and thus undermine the model's predictive performance. The optimal variables selected by RF share low similarity with those by LASSO (e.g., the Tanimoto coefficients were smaller than 0.20 in seven out of eight data sets). We found that the differences between RF and LASSO predictive performances mainly resulted from the variables selected by different strategies rather than the learning algorithms. Our study showed that the right selection of variables is more important than the learning algorithm for modeling. We hope that a standard procedure could be developed based on these proposed statistical metrics to select the truly important variables for model interpretation, as well as for further use to facilitate drug discovery and environmental toxicity assessment. PMID:25746224
The Discovery of Timescale-Dependent Color Variability of Quasars
Sun, Yu-Han; Wang, Jun-Xian; 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...
Kratschmer, V
1998-01-01
C. Romer and A. Kandel (1995) investigated a new approach of fuzzy data analysis combining Dempster-Shafer theory and fuzzy set theory. Especially, belief measures are derived from fuzzy random variables but proved incompletely. This paper offers a completion using topological properties induced by the Hausdorff metric which is defined on the space of closed intervals of the real numbers. Moreover little corrections of some other assertions in the paper of Romer-Kandel are presented. PMID:18256008
Variable Selection in the Cox Regression Model with Covariates Missing at Random
Garcia, Ramon I.; Ibrahim, Joseph G.; Zhu, Hongtu
2009-01-01
We consider variable selection in the Cox regression model (Cox, 1975, Biometrika 362, 269–276) with covariates missing at random. We investigate the smoothly clipped absolute deviation penalty and adaptive least absolute shrinkage and selection operator (LASSO) penalty, and propose a unified model selection and estimation procedure. A computationally attractive algorithm is developed, which simultaneously optimizes the penalized likelihood function and penalty parameters. We also optimize...
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
Autoclassification of the Variable 3XMM Sources Using the Random Forest Machine Learning Algorithm
Farrell, Sean A.; Murphy, Tara; Lo, Kitty K.
2015-11-01
In the current era of large surveys and massive data sets, autoclassification of astrophysical sources using intelligent algorithms is becoming increasingly important. In this paper we present the catalog of variable sources in the Third XMM-Newton Serendipitous Source catalog (3XMM) autoclassified using the Random Forest machine learning algorithm. We used a sample of manually classified variable sources from the second data release of the XMM-Newton catalogs (2XMMi-DR2) to train the classifier, obtaining an accuracy of ?92%. We also evaluated the effectiveness of identifying spurious detections using a sample of spurious sources, achieving an accuracy of ?95%. Manual investigation of a random sample of classified sources confirmed these accuracy levels and showed that the Random Forest machine learning algorithm is highly effective at automatically classifying 3XMM sources. Here we present the catalog of classified 3XMM variable sources. We also present three previously unidentified unusual sources that were flagged as outlier sources by the algorithm: a new candidate supergiant fast X-ray transient, a 400 s X-ray pulsar, and an eclipsing 5 hr binary system coincident with a known Cepheid.
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.
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.
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...
Carrasco, Juan A.
2000-01-01
In this paper we develop a variant of a previously proposed method (the regenerative randomization method) for the transient analysis of dependability performability models. The variant is obtained by developing a closed-form expression for the solution of the truncated transformed model obtained in regenerative randomization and using a Laplace transform inversion algorithm. Using models of moderate size of a 5-level RAID architecture we compare the new variant with the original randomizatio...
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.
The Energy Dependence of GRB Minimum Variability Timescales
Golkhou, V. Zach; Butler, Nathaniel R.; Littlejohns, Owen M.
2015-10-01
We constrain the minimum variability timescales for 938 gamma-ray bursts (GRBs) observed by the Fermi/Gamma-ray Burst Monitor instrument prior to 2012 July 11. The tightest constraints on progenitor radii derived from these timescales are obtained from light curves in the hardest energy channel. In the softer bands—or from measurements of the same GRBs in the hard X-rays from Swift—we show that variability timescales tend to be a factor of two to three longer. Applying a survival analysis to account for detections and upper limits, we find median minimum timescale in the rest frame for long-duration and short-duration GRBs of 45 and 10 ms, respectively. Less than 10% of GRBs show evidence for variability on timescales below 2 ms. These shortest timescales require Lorentz factors ? 400 and imply typical emission radii R? 1× {10}14 cm for long-duration GRBs and R? 3× {10}13 cm for short-duration GRBs. We discuss implications for the GRB fireball model and investigate whether or not GRB minimum timescales evolve with cosmic time.
Nearly Optimal Learning and Sparse Covers for Sums of Independent Integer Random Variables
Diakonikolas, Ilias; Kane, Daniel M.; Stewart, Alistair
2015-01-01
For $k \\in \\mathbb{Z}_{+}$, a {\\em$k$-SIIRV of order $n \\in \\mathbb{Z}_{+}$} is the discrete probability distribution of the sum of $n$ mutually independent random variables each supported on $\\{0, 1, \\dots, k-1\\}$. We denote by ${\\cal S}_{n,k}$ the set of all $k$-SIIRV's of order $n$. In this paper we prove two main results: 1) We give a near-sample optimal and computationally efficient algorithm for learning $k$-SIIRVs from independent samples under the total variation ...
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.
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 ...
Causal Dependence Tree Approximations of Joint Distributions for Multiple Random Processes
Quinn, Christopher J; Kiyavash, Negar
2011-01-01
We investigate approximating joint distributions of random processes with causal dependence tree distributions. Such distributions are particularly useful in providing parsimonious representation when there exists causal dynamics among processes. By extending the results by Chow and Liu on dependence tree approximations, we show that the best causal dependence tree approximation is the one which maximizes the sum of directed informations on its edges, where best is defined in terms of minimizing the KL-divergence between the original and the approximate distribution. Moreover, we describe a low-complexity algorithm to efficiently pick this approximate distribution.
van der Zwan, Judith Esi; de Vente, Wieke; Huizink, Anja C; Bögels, Susan M; de Bruin, Esther I
2015-12-01
In contemporary western societies stress is highly prevalent, therefore the need for stress-reducing methods is great. This randomized controlled trial compared the efficacy of self-help physical activity (PA), mindfulness meditation (MM), and heart rate variability biofeedback (HRV-BF) in reducing stress and its related symptoms. We randomly allocated 126 participants to PA, MM, or HRV-BF upon enrollment, of whom 76 agreed to participate. The interventions consisted of psycho-education and an introduction to the specific intervention techniques and 5 weeks of daily exercises at home. The PA exercises consisted of a vigorous-intensity activity of free choice. The MM exercises consisted of guided mindfulness meditation. The HRV-BF exercises consisted of slow breathing with a heart rate variability biofeedback device. Participants received daily reminders for their exercises and were contacted weekly to monitor their progress. They completed questionnaires prior to, directly after, and 6 weeks after the intervention. Results indicated an overall beneficial effect consisting of reduced stress, anxiety and depressive symptoms, and improved psychological well-being and sleep quality. No significant between-intervention effect was found, suggesting that PA, MM, and HRV-BF are equally effective in reducing stress and its related symptoms. These self-help interventions provide easily accessible help for people with stress complaints. PMID:26111942
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.
Time-Dependent Random Walks and the Theory of Complex Adaptive Systems
Hod, S
2003-01-01
Motivated by novel results in the theory of complex adaptive systems, we analyze the dynamics of random walks in which the jumping probabilities are {\\it time-dependent}. We determine the survival probability in the presence of an absorbing boundary. For an unbiased walk the survival probability is maximized in the case of large temporal oscillations in the jumping probabilities. On the other hand, a random walker who is drifted towards the absorbing boundary performs best with a constant jumping probability. We use the results to reveal the underlying dynamics responsible for the phenomenon of self-segregation and clustering observed in the evolutionary minority game.
Chastaing, Gaëlle; Prieur, Clémentine
2011-01-01
In this paper, we consider a regression model built on dependent variables. This regression modelizes an input output relationship. Under boundedness assumptions on the joint distribution function of the input variables, we show that a generalized Hoeffding-Sobol decomposition is available. This leads to new indices measuring the sensitivity of the output with respect to the input variables. We also study and discuss the estimation of these new indices.
Adamson, Simon J; Sellman, J Douglas; Foulds, James A; Frampton, Christopher M A; Deering, Daryle; Dunn, Alistair; Berks, John; Nixon, Lee; Cape, Gavin
2015-04-01
Despite the high rate of co-occurrence of major depression and alcohol dependence, the role of pharmacotherapy in their treatment remains unclear. In the new era of naltrexone for alcohol dependence, it is notable that only 1 study to date has examined the efficacy of antidepressant medication prescribed concurrently with naltrexone. We aimed to determine whether combining naltrexone with citalopram produced better treatment outcomes than naltrexone alone in patients with co-occurring alcohol dependence and depression, and to investigate whether either sex or depression type (independent or substance-induced depression) moderated treatment response. Participants were 138 depressed alcohol-dependent adults who were not required to be abstinent at the commencement of the trial. They were randomized to 12 weeks of citalopram or placebo, plus naltrexone and clinical case management. Treatment was well attended, and medications were reasonably well tolerated with high adherence rates. Substantial improvements in both mood and drinking occurred in both groups, with no significant differences between groups on any of the mood or drinking outcome measures, whether or not other variables were controlled for. No interaction effect was found for independent/substance-induced depression status, whereas there was a marginal effect found by sex, with greater improvement in 1 drinking outcome measure (percent days abstinent) in women taking citalopram. These findings suggest that citalopram is not a clinically useful addition to naltrexone and clinical case management in this treatment population. Independent/substance-induced depression status did not predict treatment response. Findings for sex were equivocal. PMID:25679122
Semicircle Law for a Class of Random Matrices with Dependent Entries
Götze, F; Naumov, A.; Tikhomirov, A.
2012-01-01
In this paper we study ensembles of random symmetric matrices $\\X_n = {X_{ij}}_{i,j = 1}^n$ with dependent entries such that $\\E X_{ij} = 0$, $\\E X_{ij}^2 = \\sigma_{ij}^2$, where $\\sigma_{ij}$ may be different numbers. Assuming that the average of the normalized sums of variances in each row converges to one and Lindeberg condition holds we prove that the empirical spectral distribution of eigenvalues converges to Wigner's semicircle law.
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.
McClintock, Andrew S; Anderson, Timothy; Cranston, Saryn
2015-11-01
Existing treatments for maladaptive interpersonal dependency and dependent personality disorder do not meet basic scientific standards for effectiveness. The present investigation tested the efficacy of a mindfulness-based approach: mindfulness therapy for maladaptive interpersonal dependency (MT-MID). Forty-eight participants who reported consistently high levels of maladaptive dependency (i.e., scored higher than 1 standard deviation above the mean on the Interpersonal Dependency Inventory at two separate assessments) were randomized to either 5 sessions of MT-MID or a minimal contact control. Five self-reported outcomes (mindfulness, maladaptive interpersonal dependency, helplessness, fears of negative evaluation, and excessive reassurance seeking) were assessed at pretreatment, posttreatment, and a 4-week follow-up. Intent-to-treat analyses indicated that MT-MID yielded greater improvements than the control on all 5 outcomes at posttreatment (median d=1.61) and follow-up (median d=1.51). Participants assigned to MT-MID were more likely than control participants to meet criteria for clinically significant change at posttreatment (56.5% vs. 0%) and follow-up (42.9% vs. 0%). There was also evidence that increases in mindfulness mediated the dependency-related improvements. These results provide preliminary support for the efficacy of a mindfulness-based approach for treating the symptoms of maladaptive dependency. PMID:26520227
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.
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.
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 ...
Walitzer, Kimberly S; Deffenbacher, Jerry L; Shyhalla, Kathleen
2015-12-01
A randomized controlled trial for an innovative alcohol-adapted anger management treatment (AM) for outpatient alcohol dependent individuals scoring moderate or above on anger is described. AM treatment outcomes were compared to those of an empirically-supported intervention, Alcoholics Anonymous Facilitation treatment (AAF). Clients in AM, relative to clients in AAF, were hypothesized to have greater improvement in anger and anger-related cognitions and lesser AA involvement during the 6-month follow-up. Anger-related variables were hypothesized to be stronger predictors of improved alcohol outcomes in the AM treatment condition and AA involvement was hypothesized to be a stronger predictor of alcohol outcomes in the AAF treatment group. Seventy-six alcohol dependent men and women were randomly assigned to treatment condition and followed for 6months after treatment end. Both AM and AAF treatments were followed by significant reductions in heavy drinking days, alcohol consequences, anger, and maladaptive anger-related thoughts and increases in abstinence and self-confidence regarding not drinking to anger-related triggers. Treatment with AAF was associated with greater AA involvement relative to treatment with AM. Changes in anger and AA involvement were predictive of posttreatment alcohol outcomes for both treatments. Change in trait anger was a stronger predictor of posttreatment alcohol consequences for AM than for AAF clients; during-treatment AA meeting attendance was a stronger predictor of posttreatment heavy drinking and alcohol consequences for AAF than for AM clients. Anger-related constructs and drinking triggers should be foci in treatment of alcohol dependence for anger-involved clients. PMID:26387049
Hopper, John A; Wu, Joanna; Martus, Wesley; Pierre, James D
2005-01-01
Detoxification from opioids remains an important first step in the treatment of many patients with opioid dependence. Several pharmacologic regimens have been used for opioid detoxification. In the United States, the partial mu-opioid agonist, buprenorphine (BUP) is the most recently approved pharmacotherapy for opioid detoxification and replacement. The literature in recent years has described detoxification protocols using a single high dose of BUP and a three-day BUP regimen. In many settings, such as drug-free programs, a single-dose detoxification protocol would be of significant benefit. There have been no prior studies comparing one-day and three-day BUP-assisted opioid withdrawal. In this pilot study, we conducted an open-label, randomized trial of one-day vs. three-day BUP/naloxone sublingual tablet-assisted opioid withdrawal. Twenty patients from a therapeutic community treatment program were randomly assigned to receive either 32 mg sublingual BUP over one hour (one-day group), or 32 mg sublingual BUP over three days (three-day group). Nine of 10 subjects (90 percent) in each group completed seven days in the detoxification protocol. There was no statistically significant difference between the two groups in all other outcome variables, including retention in the treatment program, intensity of withdrawal signs and symptoms, amounts of adjunct medications used, and ability to produce opiate-free urine. This study further validates the feasibility of the single high dose of BUP as a rapid detoxification method. PMID:17315409
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.
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.
Huber, Mark
2013-01-01
Say $X_1,X_2,\\ldots$ are independent identically distributed Bernoulli random variables with mean $p$. This paper builds a new estimate $\\hat p$ of $p$ that has the property that the relative error, $\\hat p /p - 1$, of the estimate does not depend in any way on the value of $p$. This allows the construction of exact confidence intervals for $p$ of any desired level without needing any sort of limit or approximation. In addition, $\\hat p$ is unbiased. For $\\epsilon$ and $\\del...
Directory of Open Access Journals (Sweden)
Seok Yoon Hwang
1999-03-01
Full Text Available LetÃ‚Â {Xij} be a double sequence of pairwise independent random variables.Ã‚Â IfÃ‚Â P{|Xmn|Ã¢Â‰Â¥t}Ã¢Â‰Â¤P{|X|Ã¢Â‰Â¥t} for all nonnegative real numbersÃ‚Â t and E|X|p(log+|X|3<Ã¢ÂˆÂž, for 1
random variables under the conditions E|X|p(log+|X|r+1<Ã¢ÂˆÂž,E|X|p(log+|X|rÃ¢ÂˆÂ’1<Ã¢ÂˆÂž, respectively, thus, extending Choi and Sung's result [1] of the one-dimensional case.
Heart rate variability and cardiac autonomic function in men with chronic alcohol dependence.
Malpas, S C; Whiteside, E A; Maling, T J
1991-01-01
Cardiac autonomic function was studied in 23 alcohol dependent men by standard tests of autonomic function and measurement of 24 hour heart rate variability. In all there was peripheral or central nervous system damage or both. Standard tests of autonomic function showed vagal neuropathy in seven. The remainder had normal autonomic function tests. Twenty four hour heart rate variability was measured as the standard deviation of the successive differences between RR intervals from an ambulator...
A continuum state variable theory to model the size-dependent surface energy of nanostructures.
Jamshidian, Mostafa; Thamburaja, Prakash; Rabczuk, Timon
2015-09-23
We propose a continuum-based state variable theory to quantify the excess surface free energy density throughout a nanostructure. The size-dependent effect exhibited by nanoplates and spherical nanoparticles i.e. the reduction of surface energy with reducing nanostructure size is well-captured by our continuum state variable theory. Our constitutive theory is also able to predict the reducing energetic difference between the surface and interior (bulk) portions of a nanostructure with decreasing nanostructure size. PMID:26365098
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
Cryptography based on chaotic random maps with position dependent weighting probabilities
Energy Technology Data Exchange (ETDEWEB)
Behnia, S. [Department of Physics, IAU, Urmia (Iran, Islamic Republic of)], E-mail: s.behnia@iaurmia.ac.ir; Akhshani, A. [School of Physics, Universiti Sains Malaysia, 11800 USM, Penang (Malaysia); Ahadpour, S. [Department of Physics, Mohaghegh Ardabili University, Ardabil (Iran, Islamic Republic of); Akhavan, A. [School of Computer Science, Universiti Sains Malaysia, 11800 USM, Penang (Malaysia); Mahmodi, H. [School of Physics, Universiti Sains Malaysia, 11800 USM, Penang (Malaysia)
2009-04-15
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.
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.
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.
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Shuwei Zhang
2011-02-01
Full Text Available Experimental pEC50s for 216 selective respiratory syncytial virus (RSV inhibitors are used to develop classification models as a potential screening tool for a large library of target compounds. Variable selection algorithm coupled with random forests (VS-RF is used to extract the physicochemical features most relevant to the RSV inhibition. Based on the selected small set of descriptors, four other widely used approaches, i.e., support vector machine (SVM, Gaussian process (GP, linear discriminant analysis (LDA and k nearest neighbors (kNN routines are also employed and compared with the VS-RF method in terms of several of rigorous evaluation criteria. The obtained results indicate that the VS-RF model is a powerful tool for classification of RSV inhibitors, producing the highest overall accuracy of 94.34% for the external prediction set, which significantly outperforms the other four methods with the average accuracy of 80.66%. The proposed model with excellent prediction capacity from internal to external quality should be important for screening and optimization of potential RSV inhibitors prior to chemical synthesis in drug development.
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...
Wiman’s type inequalities without exceptional sets for random entire functions of several variables
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A. O. Kuryliak
2012-07-01
Full Text Available In the paper we {consider entire} functions $ fcolonmathbb{C}^pomathbb{C}, pgeq 2, $ defined by power series$ f(z=f(z_1,ldots,z_p=sum_{|n|=0}^{+infty}a_n z^n, %pgeq2, $ $z^n=z_1^{n_1}cdotldotscdot z_p^{n_p},$$n=(n_1,ldots,n_p.$ For $r=(r_1,ldots,r_pinmathbb{R}_+^p$ we {set} $M_f(r=max{|f(z|colon|z_i|leq r_i, iin{1,ldots,p}}, \\mu_f(r=max{|a_n|r^{n}colon ninmathbb{Z}_+^p},$$ r^{vee}=max{r_icolon iin{1,ldots,p}},^{wedge}=min{r_icolon iin{1,ldots,p}}$ and {let $l$be a} log-convex real function on $(1,+infty$ such that $lnt=o(l(t, to+infty.$ Then for any entire transcendentalfunction $f$ {with} $ln M_f(rleq l(r^{vee},^{wedge}o+infty,$ {the} inequality$varlimsuplimits_{r^{wedge}o+infty} frac{lnM_f(r-lnmu_f(r}{lnlnmu_f(r}leqalpha$ holdsif and only if $ varlimsuplimits_{to+infty}(lnl(t/lnln tleq1+alpha/p. $ Similar theorems are proved for random entire functions of several complex variables.
Quantum treatment of the time-dependent coupled oscillators under the action of a random force
International Nuclear Information System (INIS)
In this communication we introduce the problem of time-dependent frequency converter under the action of external random force. We have assumed that the coupling parameter and the phase pump are explicitly time dependent. Using the equations of motion in the Heisenberg picture the dynamical operators are obtained, however, under a certain integrability condition. When the system is initially prepared in the even coherent states the squeezing phenomenon is discussed. The correlation function is also considered and it has been shown that the nonclassical properties are apparent and sensitive to any variation in the integrability parameter. Furthermore, the wave function in Schroedinger picture is calculated and used it to derive the wave function in the coherent states. The accurate definition of the creation and annihilation operators are also introduced and employed to diagonalize the Hamiltonian system
Quantum treatment of the time-dependent coupled oscillators under the action of a random force
Abdalla, M. Sebawe; Nassar, M. M.
2009-03-01
In this communication we introduce the problem of time-dependent frequency converter under the action of external random force. We have assumed that the coupling parameter and the phase pump are explicitly time dependent. Using the equations of motion in the Heisenberg picture the dynamical operators are obtained, however, under a certain integrability condition. When the system is initially prepared in the even coherent states the squeezing phenomenon is discussed. The correlation function is also considered and it has been shown that the nonclassical properties are apparent and sensitive to any variation in the integrability parameter. Furthermore, the wave function in Schrödinger picture is calculated and used it to derive the wave function in the coherent states. The accurate definition of the creation and annihilation operators are also introduced and employed to diagonalize the Hamiltonian system.
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.
Time-dependent exact solutions for Rosenau-Hyman equations with variable coefficients
Souza, Wescley Luiz de; Silva, Érica de Mello
2015-03-01
In this work we study Rosenau-Hyman-like equations that were obtained by imposing the Lie point symmetry algebra of standard KdV to a general K (m, n) equation with variable coefficients. We present time-dependent exact solutions for suited choices of parameters m and n, including the similarity solution related to rarefaction shock wave phenomena.
Nutrition education intervention for dependent patients: protocol of a randomized controlled trial
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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
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DIYAH MARTANTI
2008-10-01
Full Text Available Amorphophallus muelleri Blume (Araceae is valued for its glucomanan content for use in food industry (healthy diet food, paper industry, pharmacy and cosmetics. The species is triploid (2n=3x=39 and the seed is developed apomictically. The present research is aimed to identify genetic variability of six population of A. muelleri from Java (consisted of 50 accessions using random amplified polymorphic DNA (RAPD. The six populations of the species are: East Java: (1 Silo-Jember, (2 Saradan-Madiun, (3 IPB (cultivated, from Saradan-Madiun, (4 Panti-Jember, (5 Probolinggo; and Central Java: (6 Cilacap. The results showed that five RAPD primers generated 42 scorable bands of which 29 (69.05% were polymorphic. Size of the bands varied from 300bp to 1.5kbp. The 50 accessions of A. muelleri were divided into two main clusters, some of them were grouped based on their populations, and some others were not. The range of individual genetic dissimilarity was from 0.02 to 0.36. The results showed that among six populations investigated, Saradan population showed the highest levels of genetic variation with mean values of na = 1.500+ 0.5061, ne = 1.3174 + 0.3841, PLP = 50% and He = 0, 0.1832+0.2054, whereas Silo-Jember population showed the lowest levels of genetic variation with mean values na = 1.2619+ 0.4450, ne = 1.1890 + 0.3507, PLP = 26.19% and He = 0.1048+0.1887. Efforts to conserve, domesticate, cultivate and improve genetically should be based on the genetic properties of each population and individual within population, especially Saradan population which has the highest levels of genetic variation, need more attention for its conservation.
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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
A modified NaSch model with density-dependent randomization for traffic flow
Zhu, H. B.; Ge, H. X.; Dong, L. Y.; Dai, S. Q.
2007-05-01
Based on the Nagel-Schreckenberg (NaSch) model of traffic flow, a modified cellular automaton (CA) traffic model with the density-dependent randomization (abbreviated as the DDR model) is proposed to simulate traffic flow. The fundamental diagram obtained by simulation shows the ability of this modified NaSch model to capture the essential features of traffic flow, e.g., synchronized flow, metastable state, hysteresis and phase separation at higher densities. Comparisons are made between this DDR model and the NaSch model, also between this DDR model and the VDR model. And the underlying mechanism is analyzed. All these results indicate that the presented model is reasonable and more realistic.
Magnetic-field-dependent small-angle neutron scattering on random anisotropy ferromagnets
International Nuclear Information System (INIS)
We report on the recently developed technique of magnetic-field-dependent small-angle neutron scattering (SANS), with attention to bulk ferromagnets exhibiting random magnetic anisotropy. In these materials, the various magnetic anisotropy fields (magnetocrystalline, magnetoelastic, and/or magnetostatic in origin) perturb the perfectly parallel spin alignment of the idealized ferromagnetic state. By varying the applied magnetic field, one can control one of the ordering terms which competes with the above-mentioned perturbing fields. Experiments which explore the ensuing reaction of the magnetization will therefore provide information not only on the field-dependent spin structure but, importantly, on the underlying magnetic interaction terms. This strategy, which underlies conventional studies of hysteresis loops in magnetometry, is here combined with magnetic SANS. While magnetometry generally records only a single scalar quantity, the integral magnetization, SANS provides access to a vastly richer data set, the Fourier spectrum of the response of the spin system as a function of the magnitude and orientation of the wave vector. The required data-analysis procedures have recently been established, and experiments on a number of magnetic materials, mostly nanocrystalline or nanocomposite metals, have been reported. Here, we summarize the theory of magnetic-field-dependent SANS along with the underlying description of random anisotropy magnets by micromagnetic theory. We review experiments which have explored the magnetic interaction parameters, the value of the exchange-stiffness constant as well as the Fourier components of the magnetic anisotropy field and of the magnetostatic stray field. A model-independent approach, based on the experimental autocorrelation function of the spin misalignment, provides access to the characteristic length of the spin misalignment. The field dependence of this quantity is in quantitative agreement with the predictions of micromagnetic theory. Experiments on nanocomposite ferromagnets reveal that the jump of the magnetization at internal phase boundaries leads to a significant magnetostatic perturbing field, with an unusual 'clover-leaf' SANS pattern as the experimental signature. Furthermore, SANS experiments have been used to monitor the orientation of magnetic domains as well as the length scale of intradomain spin misalignment
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.
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
Neuhaus, John M.; McCulloch, Charles E.
2011-01-01
Genetic epidemiologists often gather outcome-dependent samples of family data to measure within-family associations of genetic factors with disease outcomes. Generalized linear mixed models provide effective methods to estimate within-family associations but typically require parametric specification of the random effects distribution. Although misspecification of the random effects distribution often leads to little bias in estimated regression coefficients in standard, prospective clustered...
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.)
Assessing Heart Rate Variability Using A 12 lead ECG In Patients With Alcohol Dependence Syndrome
S. Sucharita; Raynette Clark; Priya Sreedaran; Srinivasan, K
2009-01-01
Heavy or hazardous drinking is associated with an increased risk of cardiac morbidity and mortality and this has been attributed to abnormalities in cardiac autonomic regulation. Current study aimed to assess the role of simple indices derived from 12 lead ECG in subjects with chronic alcohol dependence. Data suggested that alcohol group had significantly lower 12 lead ECG derived RR variability compared to age and gender matched controls. Study further supports the implication of 12 lead der...
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...
Alaskan soil carbon stocks: spatial variability and dependence on environmental factors
Mishra, U.; Riley, W J
2012-01-01
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 permafros...
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 ...
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Savka I.Ya.
2010-12-01
Full Text Available In the Cartesian product of a time segment and a spatial multidimensional torus, we investigate nonlocal two-point problem with dependent coefficients on a smooth curve in conditions for typeless partial differential equation of the second order in time variable. Conditions for the one-valued solvability of the problem are established. Metric theorem on lower bound of small denominators on smooth curve are proved.
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.
Hallet, B; Sherratt, D.J.; Hayes, F
1997-01-01
A new insertion method for probing protein functional organization was developed. The method relies on the random insertion of transposon Tn 4430 and subsequent in vitro deletion of the bulk of the transposon after which a 15 bp insertion remains within the target gene. This results in pentapeptide insertions randomly distributed in the target protein. Characterization of 23 pentapeptide insertions in TEM-1beta-lactamase demonstrated the utility of the method. The phenotypes associated with t...
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...
Bravo de Medina, Ricardo; Echeburúa, Enrique; Aizpiri, Javier
2008-05-01
In this paper, gender differences in personality, psychopathology and personality disorders of alcohol-dependent patients are described. The sample consisted of 158 alcohol-dependent patients attending a psychiatric outpatient clinic (105 men and 55 women). All participants were assessed with various assessment tools related to personality (Impulsiveness Scale, Sensation Seeking Scale and STAI), psychopathology (SCL-90-R, BDI and Inadaptation Scale) and personality disorders (IPDE). There were no differences in personality variables, but the women had more anxiety and depressive symptoms and also more problems to adapt to everyday life than did the men. Personality disorders were not as prevalent as in the case of men, and the most frequent among women were obsessive-compulsive, dependent and histrionic personality disorders. Implications of this study for further research are commented on. PMID:18413081
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.
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)
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
Degree of multicollinearity and variables involved in linear dependence in additive-dominant models
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.
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)
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 ...
Guigues, Vincent
2014-01-01
We consider a random variable expressed as the Euclidean distance between an arbitrary point and a random variable uniformly distributed in a closed and bounded set of a three-dimensional Euclidean space. Four cases are considered for this set: a union of disjoint disks, a union of disjoint balls, a union of disjoint line segments, and the boundary of a polyhedron. In the first three cases, we provide closed-form expressions of the cumulative distribution function and the de...
Veillette, Mark S
2010-01-01
Consider the sum $Z = \\sum_{n=1}^\\infty \\lambda_n (\\eta_n - \\mathbb{E}\\eta_n)$, where $\\eta_n$ are i.i.d.~gamma random variables with shape parameter $r > 0$, and the $\\lambda_n$'s are predetermined weights. We study the asymptotic behavior of the tail $\\sum_{n=M}^\\infty \\lambda_n (\\eta_n - \\mathbb{E}\\eta_n)$ which is asymptotically normal under certain conditions. We derive a Berry-Essen bound and Edgeworth expansions for its distribution function. We illustrate the effectiveness of these expansions on an infinite sum of weighted chi-squared distributions.
Cheah, Chun Y.; Kaiser, Alan B.
2014-04-01
Variable-range hopping (VRH) is an important conduction mechanism in disordered conductors. One example of such a disordered conductor is reduced graphene oxide in which VRH dominates the temperature dependence of electronic conduction. Electronic transport is generally by electric field-assisted, thermally-driven VRH, following the theory of Mott, and Pollak and Riess. However, with the increase of electric field and decrease of temperature, we identify a surprisingly smooth crossover to solely field-driven VRH described by the theory of Shklovskii. We give the analytic expression for the crossover field E_C as a function of temperature and coefficients from thermally-driven and field-driven VRH. Besides reduced graphene oxide, we show in this work that our crossover scenario can also account for the experimentally measured conductivity data of three-dimensional (3D) carbon networks as well as that of quasi-1D highly-doped conducting polymers, illustrating the wide validity of our proposed physical scenario. Our crossover scenario has the advantage of combining two distinct regimes of VRH conduction yet remaining within the currently established theoretical framework.
Manthe, Uwe
2009-02-01
The multiconfigurational time-dependent Hartree (MCTDH) approach facilitates multidimensional quantum dynamics calculations by employing a layered representation: in the upper layer of the representation the multidimensional wave function is expanded in a basis of time-dependent single-particle functions, in the lower layer then these single-particle functions are represented in a larger time-independent basis. This two layer approach can be generalized to a multilayer MCTDH representation to further increase the numerical efficiency. In recent work [U. Manthe, J. Chem. Phys. 128, 164116 (2008)], a quadrature scheme has been introduced which facilitates multilayer MCTDH calculations for Hamiltonians with general potential energy functions. Based on time-dependent discrete variable representation (DVR) grids corresponding to the single-particle function bases the scheme employs the correlation DVR (CDVR) approach. The present work shows that serious problems arise when this original multilayer CDVR approach is applied for accurate calculations of vibrational states. A solution to these problems is presented which uses a revised scheme to define the time-dependent DVR grids entering into the CDVR scheme. Applications studying the vibrational states of CH3 demonstrate that the resulting revised multilayer MCTDH/CDVR approach yields smoothly convergent and accurate results.
A New Epsilon-Local Dependence Measure and Dependence Maps
Directory of Open Access Journals (Sweden)
Ismihan Bayramoglu
2007-12-01
Full Text Available In the present work, we introduce a new local dependence function characterizing dependence structure between two random variables in an ?-neighborhood of a particular point from the domain of underlying bivariate distribution and investigate its properties. As an example the local dependence function for Farlie-Gumbel-Morgenstern distribution is provided. Also, we construct dependence maps for some pairs of random variables. We use the estimator of local dependence function to construct the dependence map. Permutation test algorithm is applied for P=500 to obtain more accurate result in dependence map and also several examples are provided.
Spectral variability of deciduous leaves depending on the developmental stages and tree condition
Song, Y.; Ryu, Y.
2013-12-01
Foliar spectral characteristics could be the key information in modeling forest ecosystem and the remote sensing of vegetation identification. But it is not easy to determine a typical leaf spectrum of a species in a standardized state. That is because of variables critically influencing on the spectral property of leaves, such as inter- and intra-species features, phenological phase, or biotic and abiotic stress. In this study, we attempted to quantify the spectral variability of leaves depending on species, developmental stages, and the condition of trees. The contribution of these factors to the spectral variation was analyzed at the single leaf level, with a large number of samples from deciduous plants in the urban forested area. First, we collected tens of leaf-samples at every biweekly fieldwork in the growing season, for the selected 5 tree species popular in urban parks; Acer palmatum, Carpinus laxiflora, Prunus yedoensis, Quercus acutissima, and Zelkova serrata. And absorbance, reflectance and transmittance spectra of the leaves were acquired at the short-visible (400-700 nm) to infrared (700-2500 nm) spectral region with 1 nm interval. Seasonality in these leaf-spectra was used to understand the inter-species variation depending on developmental stages. Second, as a benchmark for testing intra-species variability and differences by tree condition, we additionally analyzed the spectral reflectance of 504 ripe leaves from 56 cherry trees (Cerasus × yedoensis) collected in the middle of summer. Last, using ANOVA (analysis of variance) and general linear model, we assessed the influence of our tested variables (i.e., species, developmental stage, and tree condition) on the spectral characteristics and their vegetation indices. As a result, we clarified that the changes in leaf-spectra was apparent across all the tested species during the growing season from May to June, indicating the increasing trend of absorbance in photosynthetically active radiation region (400 to 700 nm; PAR) and reflectance in the near infrared region (700 to 1300 nm; NIR). Inter-species variability still appeared substantial and those inherit spectral characteristics was difficult to be described in a single universal vegetation index. The reflectance values of leaves were significantly differed in good and poor tree condition, which could be the other important consideration in the representative scheme of leaf sampling. More discussions will be present about the effect of species, developmental stage, and tree condition to the leaf-spectra and the published vegetation indices.
Ratio Estimators in Simple Random Sampling when Study Variable is an Attribute
singh, rajesh; Kumar, Mukesh; Smarandache, Florentin
2010-01-01
In this paper we have suggested a family of estimators for the population mean when study variable itself is qualitative in nature. Expressions for the bias and mean square error (MSE) of the suggested family have been obtained. An empirical study has been carried out to show the superiority of the constructed estimator over others.
A new mean estimator using auxiliary variables for randomized response models
Ozgul, Nilgun; Cingi, Hulya
2013-10-01
Randomized response models are commonly used in surveys dealing with sensitive questions such as abortion, alcoholism, sexual orientation, drug taking, annual income, tax evasion to ensure interviewee anonymity and reduce nonrespondents rates and biased responses. Starting from the pioneering work of Warner [7], many versions of RRM have been developed that can deal with quantitative responses. In this study, new mean estimator is suggested for RRM including quantitative responses. The mean square error is derived and a simulation study is performed to show the efficiency of the proposed estimator to other existing estimators in RRM.
Discrete-time risk models based on time series for count random variables.
Cossette, Hélène; Marceau, Etienne; Maume-Deschamps, Véronique
2010-01-01
In this paper, we consider various spe...cations of the general discrete- time risk model in which a serial dependent structure is introduced between the claim numbers for each period. We consider risk models based on compound distributions assuming several examples of discrete variate time series as specific temporal dependence structures: Poisson MA(1) process, Poisson AR(1), Markov Bernoulli process and Markov switching regime process. In these models, we derive expressions for a function ...
Energy Technology Data Exchange (ETDEWEB)
Bhargava, Kapilesh, E-mail: kapil_66@barc.gov.i [Architecture and Civil Engineering Division, Bhabha Atomic Research Center, Trombay, Mumbai 400 085 (India); Mori, Yasuhiro [Graduate School of Environmental Studies, Nagoya University, Nagoya 464-8603 (Japan); Ghosh, A.K. [Reactor Safety Division, Bhabha Atomic Research Center, Trombay, Mumbai 400 085 (India)
2011-05-15
This paper forms the third part of a study which addresses time-dependent reliability analyses of reinforced concrete (RC) beams affected by reinforcement corrosion. Parts 1 and 2 of the reliability study are presented in companion papers. Part 1 of the reliability study presents evaluation of probabilistic descriptions for time-dependent strengths of a typical simply supported corrosion-affected RC beam. These probabilistic descriptions, i.e., mean and coefficient of variation (c.o.v.) for the time-dependent strengths are presented for two limit states: (a) flexural failure; and (b) shear failure. Part 2 of the reliability study presents evaluation of time-dependent failure probability for the considered RC beam by utilizing the information on probabilistic descriptions for time-dependent strengths available in Part 1. Evaluation of time-dependent failure probability considering the variability in time-dependent strengths and/or time-dependent degradation functions is also presented. This paper investigates the effects of time to corrosion initiation and its variability on failure probability of the same RC beam presented in companion papers. By considering variability in the identified variables that could affect the expected time of first corrosion, simple estimations are presented for mean time to corrosion initiation and variability associated with time to corrosion initiation. Evaluation of time-dependent failure probability for the beam is presented by considering estimated probabilistic descriptions, i.e., mean and c.o.v. for time to corrosion initiation. Parametric analyses show that failure probability for the beam is sensitive to the mode of strength degradation and time to corrosion initiation.
Liu, Hongxue; Lu, Jiwei; Wolf, Stuart; Hodgson, Jim; Rutgers, Maarten
2013-01-01
We demonstrate a versatile variable field module (VFM) with capability of both field and angular dependent measurements up to 1800 Oe for scanning probe system. The magnetic field strength is changed by adjusting the distance between a rare earth magnet and the probe tip and is monitored in-situ by a built-in Hall sensor. Rotating the magnet allows the field vector to change from the horizontal to vertical direction and makes it possible to do angular dependent measurements. The capability of the VFM system is demonstrated by degaussing a floppy disk media with increasing magnetic field. Angular dependent measurements clearly show the evolution of magnetic domain structures, with a completely reversible magnetic force microscopy phase contrast observed when the magnetic field is rotated by 180{\\deg}. A further demonstration of out-of-plane and in-plane magnetic switching of CoFe2O4 pillars in CoFe2O4-BiFeO3 nanocomposites was presented and discussed.
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.
Dean, Angela J; Saunders, John B; Jones, Rod T.; Young, Ross M; Connor, Jason P; Lawford, Bruce R
2006-01-01
Objective: Dysphoria and depression have been cited as side effects of the opioid antagonist naltrexone. We aimed to assess whether depressive symptoms are a clinically relevant side effect in a population receiving naltrexone as a treatment for opioid dependence. Methods: We carried out a randomized controlled, open-label trial comparing rapid opiate detoxification under anesthesia and naltrexone treatment with continued methadone maintenance at the Alcohol and Drug Service, Royal Brisbane a...
Random variables in forest policy: A systematic sensitivity analysis using CGE models
International Nuclear Information System (INIS)
Computable general equilibrium (CGE) models are extensively used to simulate economic impacts of forest policies. Parameter values used in these models often play a central role in their outcome. Since econometric studies and best guesses are the main sources of these parameters, some randomness exists about the 'true' values of these parameters. Failure to incorporate this randomness into these models may limit the degree of confidence in the validity of the results. In this study, we conduct a systematic sensitivity analysis (SSA) to assess the economic impacts of: 1) a 1 % increase in tax on Canadian lumber and wood products exports to the United States (US), and 2) a 1% decrease in technical change in the lumber and wood products and pulp and paper sectors of the US and Canada. We achieve this task by using an aggregated version of global trade model developed by Hertel (1997) and the automated SSA procedure developed by Arndt and Pearson (1996). The estimated means and standard deviations suggest that certain impacts are more likely than others. For example, an increase in export tax is likely to cause a decrease in Canadian income, while an increase in US income is unlikely. On the other hand, a decrease in US welfare is likely, while an increase in Canadian welfare is unlikely, in response to an increase in tax. It is likely that income and welfare both fall in Canada and the US in response to a decrease in the technical change in lumber and wood products and pulp and paper sectors 21 refs, 1 fig, 5 tabs
Gergs, André; Kulkarni, Devdutt; Preuss, Thomas G
2015-11-01
Ecological risk assessment of chemicals aims at quantifying the likelihood of adverse effects posed to non-target populations and the communities they constitute, often based on lethal concentration estimates for standard test species. There may, however, be intra- and interspecific differences in responses to chemical exposure. Here with the help of a toxicokinetic-toxicodynamic model, we explored whether differential body sizes might explain the observed variability in sensitivity between species and between life-stages of each individual species, for three model organisms, Daphnia magna, Chaoborus crystallinus and Mesocyclops leuckarti. While body size-dependent toxicokinetics could be used to predict intraspecies variation in sensitivity, our results also suggest that changes in both toxicokinetic and toxicodynamic parameters might be needed to describe differential species sensitivity. Accounting for biological traits, like body size, in mechanistic effect models will allow more accurate predictions of chemical effects in size structured populations, ultimately providing mechanistic explanations for species sensitivity distributions. PMID:26275729
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...
Directory of Open Access Journals (Sweden)
Jorge, N.
1996-04-01
Full Text Available Experiments were carried out in the absence of food to define the influence of significant variables of the frying process, i.e. oil unsaturation, temperature, surface-to-oil volume ratio, type of heating and dimethylpolysiloxane (DMPS addition. Special emphasis was placed on clarifying the action of the addition of low concentrations of DMPS to frying oils. From statistical evaluation based on the content of polar compounds, the strong influence of the variables surface-to-oil volume ratio, DMPS addition and oil unsaturation was deduced. However, changes due to 10ºC difference in temperature were not significant. Analysis of two-way interactions demonstrated that interactions between type of heating/DMPS addition, type of heating/oil unsaturation, surface-to-oil volume ratio/DMPS addition and surface-to-oiI volume ratio/oil unsaturation were significant, thus indicating the complexity of the frying process. Finally, it was found that increase in specific groups of compounds formed through oxidative polymerization as well as loss of natural antioxidants depended mainly on the total content of polar compounds and, at a second level, on the oil unsaturation.
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.
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)
Difference prophet inequalities for [0,1]-valued i.i.d. random variables with cost for observations
Kosters, Holger
2005-01-01
Let X_1,X_2,... be a sequence of [0,1]-valued i.i.d. random variables, let c\\geq 0 be a sampling cost for each observation and let Y_i=X_i-ic, i=1,2,.... For n=1,2,..., let M(Y_1,...,Y_n)=E(max_{1\\leq i\\leq n}Y_i) and V(Y_1,...,Y_n)=sup_{\\tau \\in C^n}E(Y_{\\tau}), where C^n denotes the set of all stopping rules for Y_1,...,Y_n. Sharp upper bounds for the difference M(Y_1,...,Y_n)-V(Y_1,...,Y_n) are given under various restrictions on c and n.
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.
Scale-dependent soil and climate variability effects on watershed water balance of the SWAT model
Muttiah, Ranjan S.; Wurbs, Ralph A.
2002-01-01
The water balance of large watersheds in Texas was studied using a process level watershed model called the soil and water assessment tool (SWAT). The major components of the SWAT watershed model are evapo-transpiration (ET), soil water storage (SW), and water yield (WYLD), which is the sum of surface runoff and subsurface flow. Important input variables controlling the water balance in watersheds are the soils and climate. In this paper, changes in mean and variance of water balance components due to variability in soils and climate were assessed for six different watersheds (Hydrologic Cataloging Units, HCUs) in Texas covering wet to semi-arid regions using 1:250,000 scale data. Bulk density, soil available water capacity, and moist soil albedo were selected as soil parameters. Soil heterogeneity in watersheds was defined in terms of textural classes in the soil textural triangle. Spatial variability of precipitation between neighboring weather stations was quantified using power spectra. The impact of geographic scales on changes to the mean of the water balance components was determined by studying the Seco Creek sub-watershed within the Hondo HCU using 1:24,000 scale data. Results from scales of observation show that changes to mean SW was high as a function of increasing scale from 1:250,000 to 1:24,000, while mean ET sensitivity remained about the same. The direct influence of soil properties such as bulk density, available water capacity, on the variance of ET, SW, and WYLD was about equal when using 1:24,000 scale data. For watersheds in wet climate composed of heterogeneous soils (loam fine sands and fine sandy loams), the means of the water components were relatively sensitive to climate and soils variability, and soil heterogeneity. Watersheds composed of shallow soils in semi-arid climate showed sensitivity of mean water balance components due to moist albedo and available water capacity. Changes to mean and variance of water balance components as a function of geographic scale suggest the presence of scale-dependent water balance 'uncertainty' laws.
Hofmann-Credner, Katrin
2007-01-01
It is a classical result of Wigner that for an hermitian matrix with independent entries on and above the diagonal, the mean empirical eigenvalue distribution converges weakly to the semicircle law as matrix size tends to infinity. In this paper, we prove analogs of Wigner's theorem for random matrices taken from all infinitesimal versions of classical symmetric spaces. This is a class of models which contains those studied by Wigner and Dyson, along with seven others arising in condensed matter physics. Like Wigner's, our results are universal in that they only depend on certain assumptions about the moments of the matrix entries, but not on the specifics of their distributions. What is more, we allow for a certain amount of dependence among the matrix entries, in the spirit of a recent generalization of Wigner's theorem, due to Schenker and Schulz-Baldes. As a byproduct, we obtain a universality result for sample covariance matrices with dependent entries.
Ito, Daisuke; Hamada, Yoshihumi; Otsuka, Shintaro; Shimizu, Tomohiro; Shingubara, Shoso
2015-06-01
The switching process of the conductive filament formed in Ni/HfOx/Pt resistive random access memory (ReRAM) devices were studied. We evaluated the oxide thickness dependence and temperature dependence of voltage for the Forming, Set and Reset operations for HfOx layers whose thickness are between 3.3 and 6.5 nm. The resistance of conductive filaments showed typical metallic behavior, which suggests Ni filament formation in the HfOx layer. There is a clear dependence of switching voltages for the Set and Reset processes on oxide thickness, which implies that the formation and rupture of conductive filaments occur in the entire thickness range of the HfOx layer. This finding differs from that of a previous study by Yang, which suggests the existence of a constant-thickness switching region. It is suggested that the thickness of the switching region in HfOx may be larger than 6.5 nm.
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
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 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.)
Koffarnus, Mikhail N; Wong, Conrad J.; Diemer, Karly; Needham, Mick; Hampton, Jacqueline; FINGERHOOD, MICHAEL; Svikis, Dace S; Bigelow, George E.; Silverman, Kenneth
2011-01-01
Aims: To assess the efficacy of the Therapeutic Workplace, a substance abuse intervention that promotes abstinence while simultaneously addressing the issues of poverty and lack of job skills, in promoting abstinence from alcohol among homeless alcoholics. Methods: Participants (n = 124) were randomly assigned to conditions either requiring abstinence from alcohol to engage in paid job skills training (Contingent Paid Training group), offering paid job skills training with no abstinence conti...
International Nuclear Information System (INIS)
Radiative transfer problem for pure-triplet scattering, in participating half-space random medium is proposed. The medium is assumed to be random with binary Markovian mixtures (e.g. radiation transfer in astrophysical contexts where the clouds and clear sky play and two-phase medium) described by Markovian statistics. The specular reflectivity of the boundary is angular-dependent described by the Fresnel's reflection probability function. The problem is solved at first in the deterministic case, and then the solution is averaged using the formalism developed by Levermore and Pomraning, to treat particles transport problems in statistical mixtures. Some physical quantities of interest such as the reflectivity of the boundary, average radiant energy, and average net flux are computed for various values of refractive index of the boundary
Stepanek, Laurie; Doupe, Allison J.
2010-01-01
Variability in adult motor output is important for enabling animals to respond to changing external conditions. Songbirds are useful for studying variability because they alter the amount of variation in their song depending on social context. When an adult zebra finch male sings to a female (“directed”), his song is highly stereotyped, but when he sings alone (“undirected”), his song varies across renditions. Lesions of the lateral magnocellular nucleus of the anterior nidopallium (LMAN), th...
Karpyak, Victor M; Romanowicz, Magdalena; Schmidt, John E; Lewis, Kriste A; Bostwick, John M
2014-01-01
Heart rate variability (HRV) is an objective and sensitive measure of integrated physiological functioning reflective of heart rhythm responsivity to internal and external demands. Reduced HRV is associated with vulnerability to stress and deterioration of medical and/or psychiatric conditions, while increased HRV is associated with a favorable treatment response and recovery from various medical and/or psychiatric conditions. Our previous review found that acute alcohol consumption caused decreased parasympathetic and increased sympathetic HRV effects in both nonalcoholic and chronic alcohol users. This review investigates the effects of chronic alcohol consumption on HRV in alcohol-dependent subjects and nondependent users. MEDLINE, Scopus, and PubMed were searched for human experimental and clinical trials that measured the effects of chronic alcohol use on HRV. Only publications that included a description of their study designs and clearly stated methodologies for data collections, and outcome measures were reviewed. We have reviewed a total of 24 articles. In nondependent users, low dose (approximating the recommended daily amount of 1 standard drink in women and 2 in men) use is associated with increased HRV parameters compared to those who drink less frequently or abstain altogether. A further increase in consumption is associated with decreased HRV compared to both abstainers and more moderate drinkers. HRV changes during withdrawal generally follow the same negative direction but are more complex and less understood. In dependent subjects, an improvement in HRV was seen following abstinence but remained reduced compared to nonalcoholic controls. This review demonstrates that HRV changes associated with chronic use follow a J-shaped curve. It supports recommendations that limit daily alcohol intake to no more than 2 drinks for men and 1 drink for women. Future studies should investigate HRV as a biomarker of alcoholism development and treatment response as well as the physiological basis for alcohol effects on HRV. PMID:24117482
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...
Thermal radiation effects on the time-dependent MHD permeable flow having variable viscosity
International Nuclear Information System (INIS)
The present work is devoted to the impacts of thermal radiation on the unsteady laminar convective MHD flow of a viscous electrically conducting fluid having a temperature-dependent viscosity over a rotating porous disk of infinite extend impulsively set into motion. The fluid is subjected to an external uniform magnetic field perpendicular to the plane of the disk. The governing Navier-Stokes and Maxwell equations of the hydromagnetic fluid, together with the energy equation, are reduced into a system of nonlinear ordinary differential equations via the Von Karman similarity transformations. Due to the radiation effect and variable viscosity property the equations are highly coupled. These equations are then solved numerically by using a technique based on the spectral Chebyshev collocation in the direction normal to the disk and forward marching in time. Transient effects are discussed first. Later a parametric study of all parameters involved is performed and a representative set of results incorporating the effects of Prandtl number, the viscosity variation parameter, the magnetic interaction parameter, the radiation parameter, the uniform suction/blowing parameter, the relative temperature difference parameter and the Eckert number on physically meaningful quantities such as the radial and tangential skin friction coefficients, the torque, the vertical wall suction and the rate of heat transfer from the disk surface are illustrated graphically and discussed. (author)
Energy Technology Data Exchange (ETDEWEB)
M. Kaloc; S. Bartusek; S. Czudek [VSB-TU Ostrava (Czech Republic)
2005-07-01
The main sources for this report are the experiences acquired by the long lasting practice of the coking coal mixes preparing and tuning them in accordance with the variable qualitative properties of the coals mined in the coalfields of the OKD Company Ostrava. The systematic database, made by summarizing the values of measured indexes, became a very useful instrument for the coal mixes composing with regard on the two today very important points of view, namely: Contemporary presence and the long lasting availability of the definite coal type from any local source. Price basis influencing strongly the economics of the coke production. The method of prognostic estimating of the metallurgical coke quality dependence on the coking mixes composition, developed some time ago by authors of presented paper, was published in the Cokemaking International Vol. 13, 2/2001 (Czudek S. and al.: Simulation of Carbonization Process under Laboratory Conditions). The original procedure was newly accomplished by implementing a special method of the multi criteria evaluation of the definite coal components. New method is based on special processing of the technologic significant qualitative properties of the mined coal brands enabling deeply estimate the impacts of their application in metallurgical coke production. The importance of this evaluating system exceeds largely the well known method that is incorporated in the international coal classification. The main advantage of the new method is the fully respecting of the specialties marking the geographic different coalfields. (Abstract only)
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
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...
Dependent Online Kernel Learning With Constant Number of Random Fourier Features.
Hu, Zhen; Lin, Ming; Zhang, Changshui
2015-10-01
Traditional online kernel learning analysis assumes independently identically distributed (i.i.d.) about the training sequence. Recent studies reveal that when the loss function is smooth and strongly convex, given T i.i.d. training instances, a constant sampling complexity of random Fourier features is sufficient to ensure O(logT/T) convergence rate of excess risk, which is optimal in online kernel learning up to a logT factor. However, the i.i.d. hypothesis is too strong in practice, which greatly impairs their value. In this paper, we study the sampling complexity of random Fourier features in online kernel learning under non-i.i.d. assumptions. We prove that the sampling complexity under non-i.i.d. settings is also constant, but the convergence rate of excess risk is O(logT/T+ ?) , where ? is the mixing coefficient measuring the extent of non-i.i.d. of training sequence. We conduct experiments both on artificial and real large-scale data sets to verify our theories. PMID:25616082
Rapeli Pekka; Fabritius Carola; Kalska Hely; Alho Hannu
2012-01-01
Abstract Background Cognitive deficits and multiple psychoactive drug regimens are both common in patients treated for opioid-dependence. Therefore, we examined whether the cognitive performance of patients in opioid-substitution treatment (OST) is associated with their drug treatment variables. Methods Opioid-dependent patients (N = 104) who were treated either with buprenorphine or methadone (n = 52 in both groups) were given attention, working memory, verbal, and visual memory tests after ...
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)
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.
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
Tonini, Chiara; Mould, Jeremy; Webster, Rachel; Danilovich, Taissa; Ozbilgen, Sinem
2013-01-01
(Abridged) We investigate the morphology dependence of the Tully-Fisher relation, and the expansion of the relation into a three-dimensional manifold defined by luminosity, total circular velocity and a third dynamical parameter, to fully characterise spiral galaxies across all morphological types. We use a semi-analytic hierarchical model of galaxy evolution to build the theoretical TF relation. With this tool, we analyse a unique dataset of galaxies for which we cross-match luminosity with total circular velocity and central velocity dispersion. We provide a theoretical framework to calculate such measurable quantities from semi-analytic models. We establish the morphology dependence of the TF relation in both model and data. We analyse the dynamical properties of the model galaxies and determine that the parameter 'sigma/Vc', i.e. the ratio between random and total motions defined by velocity dispersion and circular velocity, accurately characterises the varying slope of the TF relation for different model...
International Nuclear Information System (INIS)
The minimum applied field HSW required to reverse the magnetic moment of the ferromagnetic/antiferromagnetic storage layer of a thermally assisted magnetic random access memory (TA-MRAM) device during the application of a heating electric pulse is investigated as a function of pulse power PHP and duration ?. For the same power of the heating pulse PHP (or, equivalently, for the same temperature of the storage layer), HSW increases with decreasing heating time ?. This behavior is consistently interpreted by a thermally activated propagating domain-wall switching model, corroborated by a real-time study of switching. The increase of HSW with decreasing pulse width introduces a constraint for the minimum power consumption of a TA-MRAM where writing combines heating and magnetic field application.
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
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
Energy Technology Data Exchange (ETDEWEB)
Bhargava, Kapilesh, E-mail: kapilesh_66@yahoo.co.u [Architecture and Civil Engineering Division, Bhabha Atomic Research Center, Trombay, Mumbai 400 085 (India); Mori, Yasuhiro [Graduate School of Environmental Studies, Nagoya University, Nagoya 464-8603 (Japan); Ghosh, A.K. [Reactor Safety Division, Bhabha Atomic Research Center, Trombay, Mumbai 400 085 (India)
2011-05-15
Research highlights: Predictive models for corrosion-induced damages in RC structures. Formulations for time-dependent flexural and shear strengths of corroded RC beams. Methodology for mean and c.o.v. for time-dependent strengths of corroded RC beams. Simple estimation of mean and c.o.v. for flexural strength with loss of bond. - Abstract: The structural deterioration of reinforced concrete (RC) structures due to reinforcement corrosion is a major worldwide problem. Damages to RC structures due to reinforcement corrosion manifest in the form of expansion, cracking and eventual spalling of the cover concrete; thereby resulting in serviceability and durability degradation of such structures. In addition to loss of cover, RC structure may suffer structural damages due to loss of reinforcement cross-sectional area, and loss of bond between corroded reinforcement and surrounding cracked concrete, sometimes to the extent that the structural failure becomes inevitable. This paper forms the first part of a study which addresses time-dependent reliability analyses of RC beams affected by reinforcement corrosion. In this paper initially the predictive models are presented for the quantitative assessment of time-dependent damages in RC beams, recognized as loss of mass and cross-sectional area of reinforcing bar, loss of concrete section owing to the peeling of cover concrete, and loss of bond between corroded reinforcement and surrounding cracked concrete. Then these models have been used to present analytical formulations for evaluating time-dependent flexural and shear strengths of corroded RC beams, based on the standard composite mechanics expressions for RC sections. Further by considering variability in the identified basic variables that could affect the time-dependent strengths of corrosion-affected RC beams, the estimation of statistical descriptions for the time-dependent strengths is presented for a typical simply supported RC beam. The statistical descriptions, i.e., mean and coefficient of variation (c.o.v.) for the time-dependent strengths are presented for two limit states: (a) flexural failure, and (b) shear failure. The other two parts of the reliability study present the estimation of time-dependent failure probability for the considered RC beam by utilizing the information provided on probabilistic descriptions of time-dependent strengths in this paper. The effects of time to corrosion initiation and its variability on the failure probability of the considered RC beam have also been discussed.
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.
Götte, Lorenz; Harms, Annette; Sprenger, Charles
2014-01-01
An important advance in the study of reference-dependent preferences is the discipline provided by coherent accounts of reference point formation. K?szegi and Rabin (2006) provide such discipline by positing a reference point grounded in rational expectations. We examine the predictions of K?szegi and Rabin (2006) in the context of market experiments with probabilistic forced exchange. The experiment tightly tests the predictions of K?szegi and Rabin (2006), as when the probability of forced ...
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
The contact process on the complete graph with random vertex-dependent infection rates
Peterson, Jonathon
2010-01-01
We study the contact process on the complete graph on $n$ vertices where the rate at which the infection travels along the edge connecting vertices $i$ and $j$ is equal to $ \\lambda w_i w_j / n$ for some $\\lambda >0$, where $w_i$ are i.i.d. vertex weights. We show that when $E[w_1^2] 0$ so that for $\\lambda\\lambda_c$ the contact process lives for an exponential amount of time. Moreover, we give a formula for $\\lambda_c$ and when $\\lambda>\\lambda_c$ we are able to give precise approximations for the probability a given vertex is infected in the quasi-stationary distribution. Our results are consistent with a non-rigorous mean-field analysis of the model. This is in contrast to some recent results for the contact process on power law random graphs where the mean-field calculations suggested that $\\lambda_c>0$ when in fact $\\lambda_c = 0$.
Modelling comonotonic group-life under dependent decrement causes
Wang, Dabuxilatu
2011-01-01
Comonotonicity had been a extreme case of dependency between random variables. This article consider an extension of single life model under multiple dependent decrement causes to the case of comonotonic group-life.
On Complete Convergence for Arrays of Rowwise
Zhou Xing-cai; Lin Jin-guan
2010-01-01
We give out a general method to prove the complete convergence for arrays of rowwise -mixing random variables and to present some results on complete convergence under some suitable conditions. Some results generalize previous known results for rowwise independent random variables.
Lesions of an avian basal ganglia circuit prevent context-dependent changes to song variability.
Kao, Mimi H; Brainard, Michael S
2006-09-01
Trial-by-trial variability is important in feedback-based motor learning. Variation in motor output enables evaluation mechanisms to differentially reinforce patterns of motor activity that produce desired behaviors. Here, we studied neural substrates of variability in the performance of adult birdsong, a complex, learned motor skill used for courtship. Song performance is more variable when male birds sing alone (undirected) than when they sing to females (directed). We test the role of the anterior forebrain pathway (AFP), an avian basal ganglia-forebrain circuit, in this socially driven modulation of song variability. We show that lesions of the lateral magnocellular nucleus of the anterior nidopallium (LMAN), the output nucleus of the AFP, cause a reduction in the moment-by-moment variability in syllable structure during undirected song to the level present during directed song. This elimination of song modulation is immediate and long-lasting. We further show that the degree of syllable variability and its modulation are both attenuated in older birds, in concert with decreased variability of LMAN activity in these birds. In contrast to the requirement of LMAN for social modulation of syllable structure, we find that LMAN is not required for modulation of other features of song, such as the number of introductory elements and motif repetitions and the ordering of syllables or for other motor and motivational aspects of courtship. Our findings suggest that a key function of avian basal ganglia circuitry is to regulate vocal performance and plasticity by specifically modulating moment-by-moment variability in the structure of individual song elements. PMID:16723412
Charge-dependent oxygen vacancy diffusion in Al2O3-based resistive-random-access-memories
Yang, Moon Young; Kamiya, Katsumasa; Magyari-Köpe, Blanka; Niwa, Masaaki; Nishi, Yoshio; Shiraishi, Kenji
2013-08-01
We theoretically study an oxygen vacancy (VO) diffusion in Al2O3-based resistive-random-access-memories (ReRAMs). We find that the activation energy of VO diffusion in Al2O3 strongly depends on the charge state of VO. In ReRAM, the charge state of VO can be easily changed by applying voltage and the lowest activation energy is observed at q = 2+. The operation voltage on Al2O3-based ReRAM is close to the activation energy at q = 2+, indicating that VO diffuses with doubly positive state. Moreover, the activation energy at q = 0 is close to that observed in bulk Al2O3, which explains the discrepancy between previous experimental and theoretical studies.
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
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.
Bornstein, Robert F.
2007-01-01
Presents a reply by Robert Bornstein to comments from Chronister and regarding his article, "The complex relationship between dependency and domestic violence: Converging psychological factors and social forces." In addition to raising some important issues regarding the link between dependency and domestic violence, the comments by Chronister and…
International Nuclear Information System (INIS)
Experimental evidence is presented relevant to the angular dependences of multiple-bit upset (MBU) rates and patterns in static random access memories (SRAMs) under heavy ion irradiation. The single event upset (SEU) cross sections under tilted ion strikes are overestimated by 23.9%–84.6%, compared with under normally incident ion with the equivalent linear energy transfer (LET) value of ? 41 MeV/(mg/cm2), which can be partially explained by the fact that the MBU rate for tilted ions of 30° is 8.5%–9.8% higher than for normally incident ions. While at a lower LET of ? 9.5 MeV/(mg/cm2), no clear discrepancy is observed. Moreover, since the ion trajectories at normal and tilted incidences are different, the predominant double-bit upset (DBU) patterns measured are different in both conditions. Those differences depend on the LET values of heavy ions and devices under test. Thus, effective LET method should be used carefully in ground-based testing of single event effects (SEE) sensitivity, especially in MBU-sensitive devices. (condensed matter: structural, mechanical, and thermal properties)
A Better Lemon Squeezer? Maximum-Likelihood Regression with Beta-Distributed Dependent Variables
Smithson, Michael; Verkuilen, Jay
2006-01-01
Uncorrectable skew and heteroscedasticity are among the "lemons" of psychological data, yet many important variables naturally exhibit these properties. For scales with a lower and upper bound, a suitable candidate for models is the beta distribution, which is very flexible and models skew quite well. The authors present maximum-likelihood…
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)
Demographic variability and density-dependent dynamics of a free-ranging rhesus macaque population
Hernández-Pacheco, Raisa; Rawlins, Richard G.; Kessler, Matthew J.; Williams, Lawrence E.; Ruiz-Maldonado, Tagrid M.; GONZÁLEZ-MARTÍNEZ, JANIS; Ruiz-Lambides, Angelina V.; Sabat, Alberto M.
2013-01-01
Density-dependence is hypothesized as the major mechanism of population regulation. However, the lack of long-term demographic data has hampered the use of density-dependent models in nonhuman primates. In this study, we make use of the long-term demographic data from Cayo Santiago’s rhesus macaques to parameterize and analyze both a density-independent and a density-dependent population matrix model, and compare their projections with the observed population changes. We also employ a retrosp...
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
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.
Contact-dependent performance variability of monolayer MoS2 field-effect transistors
International Nuclear Information System (INIS)
Using self-consistent quantum transport simulations, we investigate the performance variability of monolayer molybdenum disulfide (MoS2) field-effect transistors (FETs) with various contact properties. Varying the Schottky barrier in MoS2 FETs affects the output characteristics more significantly than the transfer characteristics. If doped contacts are realized, the performance variation due to non-ideal contacts becomes negligible; otherwise, channel doping can effectively suppress the performance variability in metal-contact devices. Our scaling study also reveals that for sub-10-nm channels, doped-contact devices can be more robust in terms of switching, while metal-contact MoS2 FETs can undergo the smaller penalty in output conductance
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.
Matullo, Giuseppe; Vineis, Paolo; Guarrera, Simonetta; Sacerdote, Carlotta
2007-01-01
Consumption of dairy products seems to increase the risk of cancer at several sites, while intake of cruciferous vegetables could have protective effects. However, these dietary intakes are subject to measurement error, and associations with cancer could be due to confounders. Mendelian randomization has been suggested as a way to overcome confounding by exploiting the random allocation of alleles from parents to offspring. In mid-2006, the authors conducted a study of allele frequencies for ...
Directory of Open Access Journals (Sweden)
Peter M Wayne
2015-06-01
PURPOSE: To compare differences in usual and DT gait between long-term TC-expert practitioners and age-/gender-matched TC-naïve adults, and to determine the effects of short-term TC training on gait in healthy, non-sedentary older adults. METHODS: A cross-sectional study compared gait in healthy TC-naïve and TC-expert (24.5±12 yrs experience older adults. TC-naïve adults then completed a 6-month, two-arm, wait-list randomized clinical trial of TC training. Gait speed and stride time variability (% was assessed during 90 sec trials of undisturbed and cognitive DT (serial-subtractions conditions. RESULTS: During DT, gait speed decreased (p<0.003 and stride time variability increased (p<0.004 in all groups. Cross-sectional comparisons indicated that stride time variability was lower in the TC-expert vs. TC-naïve group, significantly so during DT (2.11% vs. 2.55%; p=0.027; in contrast, gait speed during both undisturbed and DT conditions did not differ between groups. Longitudinal analyses of TC-naïve adults randomized to 6 months of TC training or usual care identified improvement in DT gait speed in both groups. A small improvement in DT stride time variability (effect size = 0.2 was estimated with TC training, but no significant differences between groups were observed. Potentially important improvements after TC training could not be excluded in this small study. CONCLUSIONS: In healthy active older adults, positive effects of short- and long-term TC were observed only under cognitively challenging DT conditions and only for stride time variability. DT stride variability offers a potentially sensitive metric for monitoring TC’s impact on fall risk with healthy older adults.
Sozcu, Omer Faruk
2014-01-01
This study examines the relationships between cognitive styles of field dependent learners with their attitudes towards e-learning (distance education) and instructional behavior in e-learning instruction. The Group Embedded Figures Test (GEFT) and the attitude survey (for students' preferences) towards e-learning instruction as distance…
Tonini, C.; Jones, D. H.; Mould, J.; Webster, R. L.; Danilovich, T.; Ozbilgen, S.
2014-03-01
We investigate the morphology dependence of the Tully-Fisher (TF) relation, and the expansion of the relation into a three-dimensional manifold defined by luminosity, total circular velocity and a third dynamical parameter, to fully characterize spiral galaxies across all morphological types. We use a full semi-analytic hierarchical model (based on Croton et al.), built on cosmological simulations of structure formation, to model galaxy evolution and build the theoretical TF relation. With this tool, we analyse a unique data set of galaxies for which we cross-match luminosity with total circular velocity and central velocity dispersion. We provide a theoretical framework to calculate such measurable quantities from hierarchical semi-analytic models. We establish the morphology dependence of the TF relation in both model and data. We analyse the dynamical properties of the model galaxies and determine that the parameter ?/VC, i.e. the ratio between random and total motions defined by velocity dispersion and circular velocity, accurately characterizes the varying slope of the TF relation for different model galaxy types. We apply these dynamical cuts to the observed galaxies and find indeed that such selection produces a differential slope of the TF relation. The TF slope in different ranges of ?/VC is consistent with that for the traditional photometric classification in Sa, Sb and Sc. We conclude that ?/VC is a good parameter to classify galaxy type, and we argue that such classification based on dynamics more closely mirrors the physical properties of the observed galaxies, compared to visual (photometric) classification. We also argue that dynamical classification is useful for samples where eye inspection is not reliable or impractical. We conclude that ?/VC is a suitable parameter to characterize the hierarchical assembly history that determines the disc-to-bulge ratio, and to expand the TF relation into a three-dimensional manifold, defined by luminosity, circular velocity and ?/VC.
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...
Weiner, H D; Wallen, M C; Zankowski, G L
1990-01-01
Craving and relapse are complex, poorly understood phenomena. A distinctive and baffling characteristic of the disease of chemical dependency is the continuing impulse to use alcohol and/or other drugs, even after lengthy periods of sobriety. This article discusses relapse prevention, focusing on public-sector chemically dependent women. Relapse among these women must be seen in the total context of their lives. Poverty and social disorganization do not directly cause relapse, but problems related to daily life under such conditions represent significant risk factors. The Eagleville Hospital treatment model and relapse prevention programs are described, and it is noted that public-sector women typically present with problems related to being raised in addicted households, residing in drug-saturated inner-city environments, deficits in child-rearing skills, destructive (often abusive) relationships with men, social interactions involving other substance abusers, few (if any) work skills, minimal educational achievement, low self-esteem, and poor self-image. A case study illustrates the course of treatment and relapse prevention efforts with a typical public-sector chemically dependent woman. PMID:2374071
Saddlepoint expansions for sums of Markov dependent variables on a continuous state space
DEFF Research Database (Denmark)
Jensen, J.L.
1991-01-01
Based on the conjugate kernel studied in Iscoe et al. (1985) we derive saddlepoint expansions for either the density or distribution function of a sum f(X1)+...+f(Xn), where the Xi's constitute a Markov chain. The chain is assumed to satisfy a strong recurrence condition which makes the results here very similar to the classical results for i.i.d. variables. In particular we establish also conditions under which the expansions hold uniformly over the range of the saddlepoint. Expansions are also derived for sums of the form f(X1, X0)+f(X2, X1)+...+f(Xn, Xn-1) although the uniformity result just mentioned does not generalize. © 1991 Springer-Verlag.
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.
Politano, M; 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 and 2.0, and (3) a dependence in which ?CE approaches 1 for large secondary masses and alphaCE = 0 below some assumed cutoff mass, alphaCE = 1?Mcut/Ms, where Mcut is the cutoff mass and is equal to 0.0375, 0.075 and 0.15 solar mass. For each population, we compute orbital period, orbital separation, white dwarf mass and secondary mass distributions. We find that if alphaCE < 0.2 in our constant ?CE sequence, the predicted present-day ZACV population is significantly modified compared with our standard model (alphaCE = 1.0). In our variabl...
Investigating Extreme Dependences: Concepts and Tools
Malevergne, Y.; SORNETTE, D
2002-01-01
We investigate the relative information content of six measures of dependence between two random variables $X$ and $Y$ for large or extreme events for several models of interest for financial time series. The six measures of dependence are respectively the linear correlation $\\rho^+_v$ and Spearman's rho $\\rho_s(v)$ conditioned on signed exceedance of one variable above the threshold $v$, or on both variables ($\\rho_u$), the linear correlation $\\rho^s_v$ conditioned on absol...
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.
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
Wang, Sijian; Nan, Bin; Rosset, Saharon; Zhu, Ji
2011-01-01
We propose a computationally intensive method, the random lasso method, for variable selection in linear models. The method consists of two major steps. In step 1, the lasso method is applied to many bootstrap samples, each using a set of randomly selected covariates. A measure of importance is yielded from this step for each covariate. In step 2, a similar procedure to the first step is implemented with the exception that for each bootstrap sample, a subset of covariates is...
International Nuclear Information System (INIS)
In ref. , a profound ansatz for modelling the various phenomena associated with the glass-transition was presented. It extends classical theories, such as the concept of fictive temperature or order parameters, for example, in two ways. Firstly, temperature excitations as well as mechanical loadings are accounted for in a single consistent approach. Secondly, it is not formulated in the ?-p-V space, but rather in the ?-T-E space, taking the tensor character of stress T and strain E into account. Hence, it is a three-dimensional theory where the basic thermodynamic potential, the Gibbs free energy, depends on the stress tensor, the temperature and a set of internal variables. In the current article, expressions for the enthalpy, the entropy, the thermal expansion and the specific heat are derived. The specific heat and the thermal expansion behaviour are looked at for various temperature excitations. It is shown, that the results are in accord with experimental observations in literature.
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...
Directory of Open Access Journals (Sweden)
Christoph Schmitz
2015-02-01
Full Text Available In blast-related mild traumatic brain injury (br-mTBI little is known about the connections between initial trauma and expression of individual clinical symptoms. Partly due to limitations of current in vitro and in vivo models of br-mTBI, reliable prediction of individual short- and long-term symptoms based on known blast input has not yet been possible. Here we demonstrate a dose-dependent effect of shock wave exposure on C. elegans using shock waves that share physical characteristics with those hypothesized to induce br-mTBI in humans. Increased exposure to shock waves resulted in decreased mean speed of movement while increasing the proportion of worms rendered paralyzed. Recovery of these two behavioral symptoms was observed during increasing post-traumatic waiting periods. Although effects were observed on a population-wide basis, large interindividual variability was present between organisms exposed to the same highly controlled conditions. Reduction of cavitation by exposing worms to shock waves in polyvinyl alcohol resulted in reduced effect, implicating primary blast effects as damaging components in shock wave induced trauma. Growing worms on NGM agar plates led to the same general results in initial shock wave effect in a standard medium, namely dose-dependence and high interindividual variability, as raising worms in liquid cultures. Taken together, these data indicate that reliable prediction of individual clinical symptoms based on known blast input as well as drawing conclusions on blast input from individual clinical symptoms is not feasible in br-mTBI.
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
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.
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...
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...
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
Introduction to Randomness and Statistics
Hartmann, Alexander K
2009-01-01
This text provides a practical introduction to randomness and data analysis, in particular in the context of computer simulations. At the beginning, the most basics concepts of probability are given, in particular discrete and continuous random variables. Next, generation of pseudo random numbers is covered, such as uniform generators, discrete random numbers, the inversion method, the rejection method and the Box-Mueller Method. In the third section, estimators, confidence intervals, histograms and resampling using Bootstrap are explained. Furthermore, data plotting using the freely available tools gnuplot and xmgrace is treated. In the fifth section, some foundations of hypothesis testing are given, in particular the chi-squared test, the Kolmogorov-Smirnov test and testing for statistical (in-)dependence. Finally, the maximum-likelihood principle and data fitting are explained. The text is basically self-contained, comes with several example C programs and contains eight practical (mainly programming) exer...
An efficient algorithm to generate random uncorrelated Euclidean distances: the random link model
Scientific Electronic Library Online (English)
César Augusto Sangaletti, Terçariol; Alexandre Souto, Martinez.
2006-03-01
Full Text Available A disordered medium is often constructed by N random points independently and identically distributed in a d-dimensional hyperspace. Characteristics related to the statistics of this system are known as the random point problem. As d ® ¥, the distances between two points bec [...] ome independent random variables, leading to its mean field description: the random link model. While the numerical treatment of large random point problems poses no major difficulty, due to Euclidean restrictions the same is not true for large random link systems. Exploring the deterministic nature of the pseudo-random number generators, we present techniques which allow to consider models with memory consumption of O(N), instead of O(N²) obtained by a naive implementation, but with the same time dependence O(N²).
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
International Nuclear Information System (INIS)
The reaction rate constant is expressed as Z exp(-G/sub a//RT). Z is the binary collision frequency. G/sub a/, the free energy of activation, is shown to be the difference between the free energy of the reactive reactants and the free energy of all reactants. The results are derived from both a statistical mechanical and a collision theoretic point of view. While the later is more suitable for an ab-initio computation of the reaction rate, it is the former that lends itself to the search of systematics and of correlations and to compaction of data. Different thermodynamic-like routes to the characterization of G/sub a/ are thus explored. The two most promising ones appear to be the use of thermodynamic type cycles and the changes of dependent variables using the Legendre transform technique. The dependence of G/sub a/ on ?G0, the standard free energy change in the reaction, is examined from the later point of view. It is shown that one can rigorously express this dependence as G/sub a/ = ??G0 + G/sub a/0M(?). Here ? is the Bronsted slope, ? = -par. delta ln k(T)/par. delta(?G0/RT), G/sub a/0 is independent of ?G0 and M(?), the Legendre transform of G/sub a/, is a function only of ?. For small changes in ?G0, the general result reduces to the familiar ''linear'' free energy relation delta G/sub a/ = ? delta ?G0. It is concluded from general considerations that M(?) is a symmetric, convex function of ? and hence that ? is a monotonically increasing function of ?G0. Experimental data appear to conform well to the form ? = 1/[1 + exp(-?G0/G/sub s/0)]. A simple interpretation of the ?G0 dependence of G/sub a/, based on an interpolation of the free energy from that of the reagents to that of the products, is offered. 4 figures, 69 references
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...
International Nuclear Information System (INIS)
A sampling-separation method and a dynamic monitoring method were used to investigate the time-dependent reactions of H+ ions with two contrasting types of soil, variable charge soils (VCS) and constant charge soils (CCS), by directly evaluating H+ ion consumption and other relevant consequences. The results for both CCS and VCS show that H+ ion consumption, increase in positive surface charge and increase in soluble Al are all characterized by a rapid step followed by a slow one. The higher the content of free Fe oxides in the soil, the larger the increase in positive surface charge and in H+ ion consumption in the initial rapid step. This is due mainly to protonation on external surfaces. The gradual increase in positive surface charge in the slow step for the 3 VCSs is a result of H+ ion diffusion to the reactive sites of ?Fe-OH on internal surfaces. The very low content of free Fe oxides on internal surfaces of the 2 CCSs render a negligible increase in positive surface charge in the slow step. For the 3 VCSs, the gradual consumption of H+ ions in the slow process is the result of protonation, Al dissolution and/or transformation into exchangeable acidity. For the 2 CCSs, however, the gradual consumption is mainly the result of Al dissolution and/or transformation into exchangeable acidity. The time-dependent Al dissolution from both VCS and CCS is influenced by several factors such as mineral components, solubility and dissolution rates of the soils, and H+ ion concentration in soil suspensions
Quenched large deviations for Glauber evolution with Kac interaction and Random Field
Benois, Olivier; Orlandi, Enza; Saada, Ellen; Triolo, Livio
2011-01-01
We study a spin-flip model with Kac type interaction, in the presence of a random field given by i.i.d. bounded random variables. The system, spatially inhomogeneous, evolves according to a non conservative (Glauber) dynamics. We show an almost sure (with respect to the random field) large deviations principle for the empirical magnetizations of this process. The rate functional depends on the statistical properties of the external random field, it is lower semicontinuous with compact level sets.
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...
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
International Nuclear Information System (INIS)
Long-term trends of 137Cs and 40K concentrations in meadow grass and soil-plant transfer data at eight different sites in Upper Austria are presented. Geometric means of 137Cs TF-data and Tagg values vary between 0.03-1.06 and 0.0005-0.0184 depending on site, respectively. 40K results are less variable with TF values covering a range of 0.31-2.01. Only at one site was a significant decrease of 137Cs concentration (decay-corrected) in meadow vegetation observed during the observation period 1992-1999. Seasonal trends of 40K and 137Cs were investigated at one site in 1996. Both elements show decreasing concentrations in plants from beginning of May-July, followed by a peak in September. Although this pattern was not very pronounced, there are some hints that it may explain deviations of long-term trends in 137Cs levels in grass caused by unusual weather conditions as indicated by phenological climate data (beginning of sweet cherry and black elder blossoming). Finally, TF values were correlated with soil characteristics, revealing a negative correlation of radiocaesium soil-plant transfer with soil pH, exchangeable and extractable fractions of Mg, Ca and Na as well as a positive correlation with exchangeable Al
Kubryakov, A. A.; Stanichny, S. V.
2015-03-01
Mesoscale eddies in the Black Sea basin are investigated by automated eddy identification method (winding angle) using satellite altimetry data for 1992-2011. Seasonal and interannual eddy variability is strongly affected by the intensity of basin-scale circulation. Weakening of large-scale circulation in response to the decrease of the wind curl leads to the baroclinic instability of the Rim current and enhanced formation of mesoscale anticyclones. Increasing wind curl and circulation induce intensive formation of mesoscale cyclones. Intense developed large-scale circulation leads to the decrease in the number of both cyclonic and anticyclonic eddies. Eddies properties (orbital velocity, energy and lifetime) on the interannual time scales also depend on the intensity of the large-scale circulation. It was shown that the most powerful and long-lived anticyclones are generated in years with intense currents, right after the currents begin slowing down, which is related to the transfer of energy from large- to meso-spatial scales. Mechanisms of eddies formation and dissipation are discussed.
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.
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. E-ISSN 1932-6203 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 - Neuro logy Impact factor: 4.092, year: 2011
Menouar, Salah; Choi, Jeong Ryeol
2010-01-01
A general treatment of the quantal time-dependent coupled oscillators in presence of the variable magnetic field is presented. The treatment is based on the use of an alternative canonical transformations, time-dependent unitary transformations and the invariant methods. Exact wave functions for Schr\\"{o}dinger equations of this system are constructed.We applied our theory to a particular case and, co,sequently, showed that our results recovers to the perviously known one.
DEFF Research Database (Denmark)
Bogh, Morten K B; Schmedes, Anne V; Philipsen, Peter A; Thieden, Elisabeth; Wulf, Hans Christian
2011-01-01
Ultraviolet-B (UV-B) radiation increases serum vitamin D level expressed as 25-hydroxyvitamin D(3) (25(OH)D), but the dose-response relationship and the importance of dose rate is unclear. Of 172 fair-skinned persons screened for 25(OH)D, 55 with insufficient baseline 25(OH)D=50 nm (mean 31.2 nm) 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...
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...
Lee, Daeseok; Woo, Jiyong; Park, Sangsu; Cha, Euijun; Lee, Sangheon; Hwang, Hyunsang
2014-02-01
The dependence of reactive metal layer on resistive switching characteristics is investigated in a bi-layer structural Ta/HfOx filament type resistive random access memory (ReRAM). By increasing the oxygen absorption rate of the reactive metal layer, formation of an induced resistive switching region that led to significant changes in the resistive switching characteristics of the ReRAM was observed. Electrical and physical analyses showed that the induced TaOx-resistive switching region can result in self-compliance behavior, uniform resistive switching, and a gradual set process, which can be utilized for low power and analog operations.
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.
Scientific Electronic Library Online (English)
Vladia, Correchel; Osny Oliveira Santos, Bacchi; Klaus, Reichardt; Isabella Clerici, De Maria.
2005-04-01
Full Text Available A precisão da técnica de análise da redistribuição do "fallout" do 137Cs nas avaliações das taxas de erosão são fortemente dependentes da qualidade de um inventário médio tomado em uma área de referência representativa. O conhecimento das fontes e do grau de variação da distribuição do "fallout" do [...] 137Cs desempenham um importante papel na aplicação desta técnica. Quatro áreas de referência foram selecionadas na região Sudeste do Brasil, sendo estas caracterizadas quanto aos aspectos físicos, químicos, mineralógicos do solo, assim como a variabilidade espacial dos inventários de 137Cs. Houve algumas diferenças importantes no padrão da distribuição do 137Cs em profundidade nos perfis de solo dos diferentes locais que, provavelmente, estão associadas às diferenças químicas, físicas, mineralógicas e biológicas dos solos estudados. Mas muitas questões ainda permanecem abertas para futuras investigações, principalmente em relação à adsorção e à dinâmica do 137Cs no perfil dos solos tropicais. A variabilidade espacial randômica (dentro de cada local de referência) foi maior do que a variabilidade espacial sistemática (entre áreas de referência), porém as causas disto não foram claramente identificadas, talvez em conseqüência da variabilidade química, física e/ou mineralógica bem como da precipitação. Abstract in english The precision of the 137Cs fallout redistribution technique for the evaluation of soil erosion rates is strongly dependent on the quality of an average inventory taken at a representative reference site. The knowledge of the sources and of the degree of variation of the 137Cs fallout spatial distrib [...] ution plays an important role on its use. Four reference sites were selected in the South-Central region of Brazil which were characterized in terms of soil chemical, physical and mineralogical aspects as well as the spatial variability of 137Cs inventories. Some important differences in the patterns of 137Cs depth distribution in the soil profiles of the different sites were found. They are probably associated to chemical, physical, mineralogical and biological differences of the soils but many questions still remain open for future investigation, mainly those regarding the adsorption and dynamics of the 137Cs ions in soil profiles under tropical conditions. The random spatial variability (inside each reference site) was higher than the systematic spatial variability (between reference sites) but their causes were not clearly identified as possible consequences of chemical, physical, mineralogical variability, and/or precipitation.
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
Indian Academy of Sciences (India)
Gopal K Basak; Arunangshu Biswas
2013-02-01
In this paper we show that the continuous version of the self-normalized process $Y_{n,p}(t)=S_n(t)/V_{n,p}+(nt-[nt])X_{[nt]+1}/V_{n,p},0 < t \\leq 1;p>0$ where $S_n(t)=\\sum^{[nt]}_{i=1}X_i$ and $V_{(n,p)}=\\left(\\sum^n_{i=1}|X_i|^p\\right)^{1/p}$ and $X_i i.i.d.$ random variables belong to $DA(\\alpha)$, has a non-trivial distribution $\\mathrm{iff } p=\\alpha=2$. The case for $2>p>\\alpha$ and $p\\leq\\alpha < 2$ is systematically eliminated by showing that either of tightness or finite dimensional convergence to a non-degenerate limiting distribution does not hold. This work is an extension of the work by Csörg? et al. who showed Donsker’s theorem for $Y_{n,2}(\\cdot p)$, i.e., for $p=2$, holds $\\mathrm{iff } \\alpha=2$ and identified the limiting process as a standard Brownian motion in sup norm.
Wang, Sijian; Nan, Bin; Rosset, Saharon; Zhu, Ji
2012-01-01
We propose a computationally intensive method, the random lasso method, for variable selection in linear models. The method consists of two major steps. In step 1, the lasso method is applied to many bootstrap samples, each using a set of randomly selected covariates. A measure of importance is yielded from this step for each covariate. In step 2, a similar procedure to the first step is implemented with the exception that for each bootstrap sample, a subset of covariates is randomly selected with unequal selection probabilities determined by the covariates’ importance. Adaptive lasso may be used in the second step with weights determined by the importance measures. The final set of covariates and their coefficients are determined by averaging bootstrap results obtained from step 2. The proposed method alleviates some of the limitations of lasso, elastic-net and related methods noted especially in the context of microarray data analysis: it tends to remove highly correlated variables altogether or select them all, and maintains maximal flexibility in estimating their coefficients, particularly with different signs; the number of selected variables is no longer limited by the sample size; and the resulting prediction accuracy is competitive or superior compared to the alternatives. We illustrate the proposed method by extensive simulation studies. The proposed method is also applied to a Glioblastoma microarray data analysis. PMID:22997542
Kayri, Murat; Gunuc, Selim
2010-01-01
Internet dependency is going to expand into social life in wide area whereas it has been accepted as a pathological and psychological disease. Knowing the basic effects of internet dependency is an inevitable approach to use the internet technology healthy. In this study, internet dependency levels of 754 students were examined with the Internet…
Goto, Shin-itiro
2007-01-01
We study which and how a periodic orbit in phase space links to both the largest Lyapunov exponent and the expectation values of macroscopic variables in a Hamiltonian system with many degrees of freedom. The model which we use in this paper is the discrete nonlinear Schr\\"odinger equation. Using a method based on the modulational estimate of a periodic orbit, we predict the largest Lyapunov exponent and the expectation value of a macroscopic variable. We show that (i) the p...
Vyas, J. C.; Mai, P. M.; Galis, M.
2014-12-01
We investigate near field ground motion variability due to five different kinematic rupture models for 1992 Landers earthquake. The ground motion simulations are accomplished by solving the elasto-dynamic equations of motion using a generalized finite-difference method (Ely et al., 2008). Simulated waveforms are calibrated against near-field strong-motion recordings. We then analyze a large data-set of ground-motions from 2000 sites, binned with respect to distance and azimuth to compute mean and standard deviation of peak ground velocity (PGV). We consider 1D-velocity structures as used in the source inversions, and honor the geometrical complexity due to fault segmentation. Our simulations reveal that ground motion variability is reduced as the distance from the fault increases. Variability in the kinematic sources has considerable impact on the resulting shaking variability, although the five source models considered are derived by inversion of seismic and/or geodetic data. Simulated mean PGV and its standard deviation are comparable to empirical estimates using the ground-motion prediction equation (GMPE) of Boore and Atkinson (2008). In addition, we find that intra-event ground motion variability is large in fault-parallel and small in fault-normal direction. We also compare our simulations with and without Spudich and Chiou (2008) directivity corrections, applied to Boore and Atkinson (2008), which shows that slip heterogeneity controls near-field ground-motion variability. We further investigate the effect of slip heterogeneity by considering eleven (ten heterogeneous and one uniform) synthetic rupture models. Heterogeneous slip models are generated following the algorithm of Mai and Beroza (2002) for different correlation lengths and Hurst exponents. We then examine synthetic seismograms calculated at 1500 stations for the eleven rupture models, confirming that the distance decay of ground motion variability is due to slip heterogeneity.
Extreme Negative Dependence and Risk Aggregation
Wang, Bin; Wang, Ruodu
2014-01-01
We introduce the concept of an extremely negatively dependent (END) sequence of random variables with a given common marginal distribution. The END structure, as a new benchmark for negative dependence, is comparable to comonotonicity and independence. We show that an END sequence always exists for any given marginal distributions with a finite mean and we provide a probabilistic construction. Through such a construction, the partial sum of identically distributed but depend...
Echeburúa, Enrique; Bravo de Medina, Ricardo; Aizpiri, Javier
2008-11-01
In this paper, an evaluation of Cloninger's typology of alcohol abuse in personality, psychopathology and personality disorders is carried out. The sample consisted of 158 alcoholics in treatment (56 Type I alcohol-dependent patients and 102 Type II alcohol-dependent patients). All subjects were assessed with diverse assessment tools related to personality (Impulsiveness Scale, Sensation Seeking Scale and STAI), psychopathology (SCL-90-R, BDI and Inadaptation Scale) and personality disorders (IPDE). The main findings were that Type II alcohol-dependent patients were more impulsive and sensation-seeking and they displayed more hostility and emotional distress than Type I alcohol-dependent patients. Personality disorders were not so prevalent in the case of Type I alcohol-dependent patients. The most specific personality disorders for Type II alcohol-dependent patients were narcissistic and paranoid. The implications of this study for further research are commented on. PMID:18940046
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)
Coll-de-Tuero Gabriel
2012-08-01
Full Text Available Abstract Background Kidney disease is associated with an increased total mortality and cardiovascular morbimortality in the general population and in patients with Type 2 diabetes. The aim of this study is to determine the prevalence of kidney disease and different types of renal disease in patients with type 2 diabetes (T2DM. Methods Cross-sectional study in a random sample of 2,642 T2DM patients cared for in primary care during 2007. Studied variables: demographic and clinical characteristics, pharmacological treatments and T2DM complications (diabetic foot, retinopathy, coronary heart disease and stroke. Variables of renal function were defined as follows: 1 Microalbuminuria: albumin excretion rate & 30 mg/g or 3.5 mg/mmol, 2 Macroalbuminuria: albumin excretion rate & 300 mg/g or 35 mg/mmol, 3 Kidney disease (KD: glomerular filtration rate according to Modification of Diet in Renal Disease 2 and/or the presence of albuminuria, 4 Renal impairment (RI: glomerular filtration rate 2, 5 Nonalbuminuric RI: glomerular filtration rate 2 without albuminuria and, 5 Diabetic nephropathy (DN: macroalbuminuria or microalbuminuria plus diabetic retinopathy. Results The prevalence of different types of renal disease in patients was: 34.1% KD, 22.9% RI, 19.5% albuminuria and 16.4% diabetic nephropathy (DN. The prevalence of albuminuria without RI (13.5% and nonalbuminuric RI (14.7% was similar. After adjusting per age, BMI, cholesterol, blood pressure and macrovascular disease, RI was significantly associated with the female gender (OR 2.20; CI 95% 1.86–2.59, microvascular disease (OR 2.14; CI 95% 1.8–2.54 and insulin treatment (OR 1.82; CI 95% 1.39–2.38, and inversely associated with HbA1c (OR 0.85 for every 1% increase; CI 95% 0.80–0.91. Albuminuria without RI was inversely associated with the female gender (OR 0.27; CI 95% 0.21–0.35, duration of diabetes (OR 0.94 per year; CI 95% 0.91–0.97 and directly associated with HbA1c (OR 1.19 for every 1% increase; CI 95% 1.09–1.3. Conclusions One-third of the sample population in this study has KD. The presence or absence of albuminuria identifies two subgroups with different characteristics related to gender, the duration of diabetes and metabolic status of the patient. It is important to determine both albuminuria and GFR estimation to diagnose KD.
Investigating Extreme Dependences Concepts and Tools
Malevergne, Y
2002-01-01
We investigate the relative information content of six measures of dependence between two random variables $X$ and $Y$ for large or extreme events for several models of interest for financial time series. The six measures of dependence are respectively the linear correlation $\\rho^+_v$ and Spearman's rho $\\rho_s(v)$ conditioned on signed exceedance of one variable above the threshold $v$, or on both variables ($\\rho_u$), the linear correlation $\\rho^s_v$ conditioned on absolute value exceedance (or large volatility) of one variable, the so-called asymptotic tail-dependence $\\lambda$ and a probability-weighted tail dependence coefficient ${\\bar \\lambda}$. The models are the bivariate Gaussian distribution, the bivariate Student's distribution, and the factor model for various distributions of the factor. We offer explicit analytical formulas as well as numerical estimations for these six measures of dependence in the limit where $v$ and $u$ go to infinity. This provides a quantitative proof that conditioning o...
Steland, Ansgar
2012-01-01
To detect changes in the mean of a time series, one may use previsible detection procedures based on nonparametric kernel prediction smoothers which cover various classic detection statistics as special cases. Bandwidth selection, particularly in a data-adaptive way, is a serious issue and not well studied for detection problems. To ensure data adaptation, we select the bandwidth by cross-validation, but in a sequential way leading to a functional estimation approach. This article provides the asymptotic theory for the method under fairly weak assumptions on the dependence structure of the error terms, which cover, e.g., GARCH($p,q$) processes, by establishing (sequential) functional central limit theorems for the cross-validation objective function and the associated bandwidth selector. It turns out that the proof can be based in a neat way on \\cite{KurtzProtter1996}'s results on the weak convergence of \\ito integrals and a diagonal argument. Our gradual change-point model covers multiple change-points in th...
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
Baiker, Martin; Pieterman, René; Zoon, Peter
2015-06-01
The traditional way of visual toolmark comparison includes subjective judgments. Automated methods using computers are a possibility to render a comparison more objective, but they require the statistical properties, like the similarity and variability, of toolmarks to be determined quantitatively. Several parameters, that play a role during toolmark creation, are statistically analyzed in this article. We determined the same toolmark and the different toolmark similarity as well as variability of known matching toolmarks created in wax and compared the results with the similarity and variability of known non-matching toolmarks. In addition we studied the influence of the substrate materials wax and lead and the angle of attack on toolmark similarity and variability. Furthermore, we present an approach to determine toolmark quality, defined as how well structural details are preserved in the toolmark, to assist toolmark examiners in deciding, which structural details are reliable in a mark. We studied the influence of the substrate material, the angle of attack and the depth of a toolmark on the quality. The results show that for known matching toolmarks, the variability is very low within a toolmark and between toolmarks in wax, given that the parameters angle of attack and depth are held constant. Geometrical details are reliably represented down to 10-50?m and toolmark similarity is clearly higher than known non-matching similarities. The comparison of wax and lead shows that wax is a good alternative as a substrate material for experimental toolmarks, capable of reliably representing structural details down to 10-25?m. For finer details, lead is a better choice but might alter the original state of a tool. With increasing angle of attack, toolmark variability increases and toolmark quality decreases. Therefore it is advantageous to push the tool instead of pulling during toolmark creation for angles of attack above ?45°. The quality also decreases with increasing toolmark depth, but only up to ?300?m. Therefore toolmarks should be created as shallow as possible in the substrate material. PMID:25839679
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.
Analysis of a Random Forests Model
Biau, Gérard
2010-01-01
Random forests are a scheme proposed by Leo Breiman in the 00's for building a predictor ensemble with a set of decision trees that grow in randomly selected subspaces of data. Despite growing interest and practical use, there has been little exploration of the statistical properties of random forests, and little is known about the mathematical forces driving the algorithm. In this paper, we offer an in-depth analysis of a random forests model suggested by Breiman in 2004, which is very close to the original algorithm. We show in particular that the procedure is consistent and adapts to sparsity, in the sense that its rate of convergence depends only on the number of strong features and not on how many noise variables are present.
Barbosa, Graziela Murta; Colombo, Andrea Vieira; Rodrigues, Paulo Henrique; Simionato, Maria Regina Lorenzetti
2015-01-01
It is well known that strain and virulence diversity exist within the population structure of Porphyromonas gingivalis. In the present study we investigate intra- and inter-species variability in biofilm formation of Porphyromonas gingivalis and partners Prevotella intermedia and Prevotella nigrescens. All strains tested showed similar hydrophobicity, except for P. gingivalis W83 which has roughly half of the hydrophobicity of P. gingivalis ATCC33277. An intraspecies variability in coaggregation of P. gingivalis with P. intermedia was also found. The association P. gingivalis W83/P. intermedia 17 produced the thickest biofilm and strain 17 was prevalent. In a two-compartment system P. gingivalis W83 stimulates an increase in biomass of strain 17 and the latter did not stimulate the growth of P. gingivalis W83. In addition, P. gingivalis W83 also stimulates the growth of P. intermedia ATCC25611 although strain W83 was prevalent in the association with P. intermedia ATCC25611. P. gingivalis ATCC33277 was prevalent in both associations with P. intermedia and both strains of P. intermedia stimulate the growth of P. gingivalis ATCC33277. FISH images also showed variability in biofilm structure. Thus, the outcome of the association P. gingivalis/P. intermedia seems to be strain-dependent, and both soluble factors and physical contact are relevant. The association P. gingivalis-P. nigrescens ATCC33563 produced larger biomass than each monotypic biofilm, and P. gingivalis was favored in consortia, while no differences were found in the two-compartment system. Therefore, in consortia P. gingivalis-P. nigrescens physical contact seems to favor P. gingivalis growth. The intraspecies variability found in our study suggests strain-dependence in ability of microorganisms to recognize molecules in other bacteria which may further elucidate the dysbiosis event during periodontitis development giving additional explanation for periodontal bacteria, such as P. gingivalis and P. intermedia, among others, to persist and establish chronic infections in the host. PMID:26406499
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.
Dömötor, Rudolf; Franke, Nikolaus; Hienerth, Christoph
2007-01-01
The quest for the "success factors" that drive a company's innovation performance has attracted a great deal of attention among both practitioners and academics. The underlying assumption is that certain critical activities impact the innovation performance of the company or the project. However, the findings of success factor studies lack convergence. It has been speculated that this may be due to the fact that extant studies have used many different measures of the dependent ...
Buenning, N. H.; Noone, D. C.; Still, C. J.; Riley, W. J.; Randerson, J. T.; Welp, L. R.; White, J. W.; Vaughn, B.; Miller, J. B.; Tans, P. P.
2006-12-01
Measurements of the ?^1^8O value of CO2 at the NOAA/ESRL baseline observatories showed a gradual downward trend from the early 1990s until 1997. The cause of this trend is not well understood, although it is likely due to a change in the isotopic composition of the terrestrial water pools with which CO2 interacts during photosynthesis and respiration, particularly in the tropics, where the largest isotope forcing occurs. There are a number of factors that affect the isotopic composition of soil and leaf water, however, studies have indicated that relative humidity has a strong impact on the water pools. Humidity records at several stations in Southeast Asia show an upward trend during the 1990s, which is consistent with the expected trend in the ?^1^8O value of atmospheric CO2. While an increase in humidity would increase stomatal conductance and in turn increase biospheric productivity, it also will allow leaves to take in more of the isotopically light water vapor, causing the leaf water to become less enriched with ^1^8O isotope. Using the isotopic version of the NCAR Land Surface Model (ISOLSM) and Community Atmosphere Model (CAM), the interannual variability of simulated ?^1^8O of CO2 were examined from 1979 to 2002. ISOLSM was forced with interannually varying meteorological data from the NCEP reanalysis. Computed fluxes from ISOLSM for each month of the 24-year simulation were used in CAM to simulate the seasonal cycle and trends in ?^1^8O values of CO2. Experiments were constructed to determine the impact on interannual variability in the ?^1^8O value of CO2 of humidity, ?^1^8O of precipitation, and ?^1^8O of water vapor. To demonstrate the affect of humidity, two experiments were constructed whereby relative humidity (1) is gradually increased by 0.5% per year from 1990 to 1997 (as is seen in some of the humidity records in Southeast Asia during the early 1990s yet this trend does not appear in the NCEP Reanalysis) and (2) assigned long-term monthly mean values. Similar experiments were constructed to demonstrate what fraction of the changes in ?^1^8O of CO2 is due to variability in ?^1^8O of precipitation and water vapor, by forcing the model with values that decrease by 0.2‰ per year. Simulations show ?^1^8O of CO2 has a larger response to varying relative humidity and ?^1^8O of water vapor than to varying ?^1^8O of precipitation.
Babonneix, A.; Gourdeau, L.; Durand, F.; Menkes, C. E.; Djath, N.
2012-04-01
As the most powerful source of climatic variability in the Pacific Ocean, the El Niño Southern Oscillation (ENSO) deeply impacts the equatorial oceanic currents. The Pacific Equatorial UnderCurrent (EUC) is a powerful jet flowing eastward and shoaling with the thermocline in the eastern Pacific, bringing cold waters in surface that retroact with the atmosphere. Its transport has thus been found to follow significant variations at ENSO timescale, with an increased (decreased) transport in La Niña (El Niño) phases. However, the EUC mean properties also vary more slowly due to extratropical forcing. This process is able to modify the heat and mass transports of the subducted waters that feed the EUC. By changing the mean equatorial oceanic conditions, this is suspected to modulate in return the ENSO signal. The EUC sources have very different origins: contributions come from both hemispheres, in part from the Low-Latitude Western Boundary Currents (LLWBCs) and the remaining from the interior ocean. Each source follows different pathways and is characterized by particular properties which differently influences the properties of the downstream equatorial undercurrent and the cold tongue upwelling. The question of the location of the different EUC sources is thus of crucial importance. In this poster, we investigate the links between the ENSO variability and the partitioning of the EUC sources. For this purpose, we use a set of five simulations made available by the DRAKKAR project ranging from a 2° laminar resolution to a turbulent 1/12° partly resolving the meso-scale processes. Increasing models horizontal resolution is largely thought to improve the quality of the resulting simulated currents, in terms of dynamics as of variability. Results show that if some distinct elements appear in terms of mean transit times, little variations are found in terms of partitioning within the different simulations. However, we show that the partitioning between the EUC sources evolves at an interannual timescale. For this purpose, we utilize two extreme events: the 1997-1998 El Niño and the 1999-2000 La Niña. The El Niño episode is found to coincide with a perceptible decrease in the WBCs sources as the La Niña is marked by a striking increase of the inner ocean sources. This is an unanticipated result as the total WBCs transports are known to follow inverse trends, with an increased (decreased) transport in El Niño (La Niña) phases.
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.
Mott law as lower bound for a random walk in a random environment
Faggionato, A; Spehner, D
2004-01-01
We consider a random walk on the support of a stationary simple point process on $R^d$, $d\\geq 2$ which satisfies a mixing condition w.r.t.the translations or has a strictly positive density uniformly on large enough cubes. Furthermore the point process is furnished with independent random bounded energy marks. The transition rates of the random walk decay exponentially in the jump distances and depend on the energies through a factor of the Boltzmann-type. This is an effective model for the phonon-induced hopping of electrons in disordered solids within the regime of strong Anderson localization. We show that the rescaled random walk converges to a Brownian motion whose diffusion coefficient is bounded below by Mott's law for the variable range hopping conductivity at zero frequency. The proof of the lower bound involves estimates for the supercritical regime of an associated site percolation problem.
Directory of Open Access Journals (Sweden)
Zenovia Olteanu
2013-12-01
Full Text Available Lonicera caerulea var. kamtschatica is a species with multiple uses mainly due to the valuable biologicallyactive substances with high antioxidative potential. The anthocianins occupy an important place in inducing the health-protective benefits of the berries of this species. The aim of our work was to determine the total anthocyanin and drymatter amounts in the fruits collected from Romanian selections of blue honeysuckle, preserved by freezing (three monthsin refrigerator and drying at 60°C (to constant weight. The obtained results showed that the storage conditions havegenerally influenced the anthocyanin content. Thus, in freezing storage conditions, the anthocyanin amount eitherdecreased (C, SL6, SL8, SL15 or increased (SL17, SL57, depending on the biological material, whereas the dryingpreservation declined the anthocyanin level with ~ 80%, also varying with the selections of blue honeysuckle.
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.
Bork, M.
2003-12-01
The causes and effects of the intensification of growth of the northern Hemisphere ice caps at around 3.2 and 2.74 Ma BP are still unclear. Possible causes are changes in the global ocean circulation and the global carbon cycle, which might have resulted from tectonic processes, solar insolation changes, or the interaction between both processes. The Benguela upwelling area forms a key area within the global ocean system. Here, warm and saline Indian Ocean waters enter the South Atlantic Ocean and are transported to the north. Variability of this inflow may thus result in changes in deep-water production in the North Atlantic, thereby influencing the global thermohaline circulation. Furthermore, the Benguela area is characterized by extremely high bioproductivity in surface waters as a result of year-round upwelling. Variations in the upwelling intensity might lead to changes in atmospheric ¤CO2. To study the changes in the circulation and the upwelling intensity, within this region organic-walled dinoflagellate cysts from two high-resolution cores (ODP 1084 and1082) covering the time interval from 3.3 to 2.5 Ma BP were investigated. Due to their sensitiveness to ecological parameters, organic-walled dinoflagellates reflect oceanographic characteristics keenly. The analyses discover clear distribution differences of individual species, especially of those that are sensible or resistant against aerobic decay. The sensible species, (Protoperidinium and Echinidinium), have their highest abundance from 2.76 to 2.73 Ma BP, a time interval in which the resistant species show no significant changes in their abundance. This implies that during this time interval the oxygen was reduced in the deep- and porewater suggesting that the global ocean deepwater circulation was weakened. Comparing these results with the known intensification of the NHG at around 2.74 Ma BP leads to the speculation that the increasing of ice caps in the northern hemisphere is highly associated with a lessened deep-water production in this region. Furthermore, frequency analysis show a strong compatibility between several species and the solar insolation.
Limit theorems for Markov random fields
International Nuclear Information System (INIS)
Markov Random Fields (MRF's) have been extensively applied in Statistical Mechanics as well as in Bayesian Image Analysis. MRF's are a special class of dependent random variables located at the vertices of a graph whose joint distribution includes a parameter called the temperature. When the number of vertices of the graph tends to infinity, the normalized distribution of statistics based on these random variables converge in distribution. It can happen that for certain values of the temperature, that the rate of growth of these normalizing constants change drastically. This feature is generally used to explain the phenomenon of phase transition as understood by physicist. In this dissertation the author will show that this drastic change in normalizing constants occurs even in the relatively smooth case when all the random variables are Gaussian. Hence any image analytic MRF ought to be checked for such discontinuous behavior before any analysis is performed. Mixed limit theorems in Bayesian Image Analysis seek to replace intensive simulations of MRF's with limit theorems that approximate the distribution of the MRF's as the number of sites increases. The problem of deriving mixed limit theorems for MRF's on a one dimensional lattice graph with an acceptor function that has a second moment has been studied by Chow. A mixed limit theorem for the integer lattice graph is derived when the acceptor function does not have a second moment as for instance when the acceptor function is a symmetric stable density of index 0 < ? < 2
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.
Kim, Hee-Dong; Yun, Min Ju; Hong, Seok Man; Kim, Tae Geun
2014-12-01
The size-dependent resistive switching (RS) properties of the active region in a 1 x 1 NiN-based crossbar array (CBA) resistive random access memory (ReRAM) are investigated in the range of 2 x 2 ?m2 to 8 x 8 ?m2. In the forming test, the forming voltage is reduced by decreasing the cell size of the active region. Compared to the 8 x 8 ?m2 CBA ReRAM, the forming voltage of the 2 x 2 ?m2 CBA ReRAM was reduced from 8 V to 6.2 V. In addition, V(SET/RESET) and the current for the reset operation are reduced in the current-voltage (I-V) results by reducing the cell size, while the current at a high-resistance state (HRS) is increased. As a result, the current ratio between the HRS and a low-resistance state (LRS) is reduced. On the other hand, the variation of V(SET) for I-V curves repetitively acquired 100 times is decreased by decreasing the cell size in the reliability test. Further, the current at the HRS for the 2 x 2 ?m2 CBA ReRAM is the most stable with the smallest current variation for 1000 s in the retention test. These results show that reducing the active region in the CBA ReRAM structure is effective for improving the reliability of ReRAM cells because it reduces the operating voltage and current as well as the variation of V(SET) and the current at the HRS. PMID:25971015
Erhardt, Vinzenz
2010-01-01
This thesis deals with several dependence structures for count responses. These count variables are typically not only overdispersed but also show a large share of zero observations. Based on pair copula constructions a method for sampling from such high-dimensional count random vectors with a specified Pearson correlation will be developed. Temporal dependence structures are investigated based on generalized estimating equations for generalized Poisson variables. In the field of dependent in...
Ulusen, D.; Luhmann, J. G.; Ma, Y.; Brain, D. A.
2012-12-01
Interaction of strong crustal sources on the surface of Mars with the solar wind creates a very dynamic environment near the planet. A variety of plasma events are generated in the vicinity these sources and main source mechanisms of many of these events are still in debate or not known. Numerical models, such as MHD models, are very powerful tools in 3D interpretation of these observations. By comparing MHD model results with the auroral-like emissions reported from the Mars Express SPICAM instrument, Liemohn et al. (2007) showed that the main source of these emissions is the solar wind electrons which have an access to the upper atmosphere through connected field lines. Using the same method they also show that atmospheric photoelectrons reported at high altitudes well above the ionosphere from the Mars Express ASPERA-3 electron instrument is the result of direct magnetic connectivity to the dayside at the time of the measurements (Liemohn et al., 2006) In this study we compare magnetic topology in the MHD model of the Mars interaction with the magnetic topology inferred from Mars Global Surveyor (MGS) Electron Reflectometer (ER) electron distributions recorded over a period of 7 years. Particularly, we compare the map of directional distributions with the model field topology on the closed and open magnetic field lines focusing on the southern hemisphere. We further group the distributions according to draped IMF direction to investigate the IMF dependence of different electron events. Over the northern hemisphere, comparison of the maps of ER distributions with the model topology enables us to investigate the magnetic connectivity of these regions to the ionosphere and distinguish the source regions of the observed plasma. Moreover, 3D distribution information from the model for the regions dominated by photoelectrons, solar wind strahl, trapping and magnetosheath electrons is in anticipation of MAVEN measurements when we will have 4pi electrons and a magnetometer in a different orbit.
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
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.
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.
Introduction to Randomness and Statistics
Hartmann, Alexander K.
2009-01-01
This text provides a practical introduction to randomness and data analysis, in particular in the context of computer simulations. At the beginning, the most basics concepts of probability are given, in particular discrete and continuous random variables. Next, generation of pseudo random numbers is covered, such as uniform generators, discrete random numbers, the inversion method, the rejection method and the Box-Mueller Method. In the third section, estimators, confidenc...
Variable probability sampling may be less efficient than simple random sampling if the response variable, y, is not highly positively correlated with the auxiliary variable, x, used to select the sample. imulation results using binary and continuous response variables demonstrate...
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
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...
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)
Boguslawski, Martin; Armijo, Julien; Diebel, Falko; Rose, Patrick; Denz, Cornelia
2013-01-01
We present a method to demonstrate Anderson localization in an optically induced randomized potential. By usage of computer controlled spatial light modulators, we are able to implement fully randomized nondiffracting beams of variable structural size in order to control the modulation length (photonic grain size) as well as the depth (disorder strength) of a random potential induced in a photorefractive crystal. In particular, we quantitatively analyze the localization length of light depending on these two parameters and find that they are crucial influencing factors on the propagation behavior leading to variably strong localization. Thus, we corroborate that transverse light localization in a random refractive index landscape strongly depends on the character of the potential, allowing for a flexible regulation of the localization strength by adapting the optical induction configuration.
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
Soichiro Kaneko; Masashi Watanabe; Shin Takayama; Takehiro Numata; Takashi Seki; Junichi Tanaka; Seiki Kanemura; Yutaka Kagaya; Tadashi Ishii; Yoshitaka Kimura; Nobuo Yaegashi
2013-01-01
Objective. We investigated the relationship between superior mesenteric artery blood flow volume (SMA BFV) and autonomic nerve activity in acupuncture stimulation of lower limb points through heart rate variability (HRV) evaluations. Methods. Twenty-six healthy volunteers underwent crossover applications of bilateral manual acupuncture stimulation at ST36 or LR3 or no stimulation. Heart rate, blood pressure, cardiac index, systemic vascular resistance index, SMA BFV, and HRV at rest and 30?mi...
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.
DEFF Research Database (Denmark)
Moeller, Niels C; Korsholm, Lars
2008-01-01
BACKGROUND: Potentially, unit-specific in-vitro calibration of accelerometers could increase field data quality and study power. However, reduced inter-unit variability would only be important if random instrument variability contributes considerably to the total variation in field data. Therefore, the primary aim of this study was to calculate and apply unit-specific calibration factors in multiple accelerometers in order to examine the impact on random output variation caused by inter-instrument variability. METHODS: Instrument-specific calibration factors were estimated in 25 MTI- and 53 CSA accelerometers in a mechanical setup using four different settings varying in frequencies and/or amplitudes. Calibration effect was analysed by comparing raw and calibrated data after applying unit-specific calibration factors to data obtained during quality checks in a mechanical setup and to data collected during free living conditions. RESULTS: Calibration reduced inter-instrument variability considerably in the mechanical setup, both in the MTI instruments (raw SDbetween units = 195 counts*min-1 vs. calibrated SDbetween units = 65 counts*min-1) and in the CSA instruments (raw SDbetween units = 343 counts*min-1 vs. calibrated SDbetween units = 67 counts*min-1). However, the effect of applying the derived calibration to children's and adolescents' free living physical activity data did not alter the coefficient of variation (CV) (children: CVraw = 30.2% vs. CVcalibrated = 30.4%, adolescents: CVraw = 36.3% vs. CVcalibrated = 35.7%). High correlations (r = 0.99 & r = 0.98, respectively) were observed between raw and calibrated field data, and the proportion of the total variation caused by the MTI- and CSA monitor was estimated to be only 1.1% and 4.2%, respectively. Compared to the CSA instruments, a significantly increased (9.95%) mean acceleration response was observed post hoc in the batch of MTI instruments, in which a significantly reduced inter-instrumental reliability was observed over time. CONCLUSION: The application of unit-specific calibration factors to data collected during free living conditions had no apparent effect on inter-instrument variability. In all probability, the effect of technical calibration was primarily attenuated in the field by other more dominant sources of variation. However, routine technical assessments are still very important for determining the acceleration responses in the batch of instruments being used and, if performed after every field use, for preventing decidedly broken instruments from being returned into the field repeatedly.
Asymptotics of Random Contractions
Hashorva, Enkelejd; Tang, Qihe
2010-01-01
In this paper we discuss the asymptotic behaviour of random contractions $X=RS$, where $R$, with distribution function $F$, is a positive random variable independent of $S\\in (0,1)$. Random contractions appear naturally in insurance and finance. Our principal contribution is the derivation of the tail asymptotics of $X$ assuming that $F$ is in the max-domain of attraction of an extreme value distribution and the distribution function of $S$ satisfies a regular variation property. We apply our result to derive the asymptotics of the probability of ruin for a particular discrete-time risk model. Further we quantify in our asymptotic setting the effect of the random scaling on the Conditional Tail Expectations, risk aggregation, and derive the joint asymptotic distribution of linear combinations of random contractions.
Effect of randomness in logistic maps
Khaleque, Abdul; Sen, Parongama
2015-01-01
We study a random logistic map xt+1 = atxt[1 - xt] where at are bounded (q1 ? at ? q2), random variables independently drawn from a distribution. xt does not show any regular behavior in time. We find that xt shows fully ergodic behavior when the maximum allowed value of at is 4. However , averaged over different realizations reaches a fixed point. For 1 ? at ? 4, the system shows nonchaotic behavior and the Lyapunov exponent is strongly dependent on the asymmetry of the distribution from which at is drawn. Chaotic behavior is seen to occur beyond a threshold value of q1(q2) when q2(q1) is varied. The most striking result is that the random map is chaotic even when q2 is less than the threshold value 3.5699⋯ at which chaos occurs in the nonrandom map. We also employ a different method in which a different set of random variables are used for the evolution of two initially identical x values, here the chaotic regime exists for all q1 ? q2 values.
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.
International Nuclear Information System (INIS)
A self-consistent method to evaluate mass parameters is presented in the framework of the adiabatic limit of the time-dependent Hartree-Fock approximation, reduced to a single collective variable. The corresponding collective path is assumed to be given either by solving a constrained Hartree-Fock problem with a given time-even constraining operator Q, or by scaling a static Hartree-Fock equilibrium solution. In the former case, once the path is given, a method for solving the equation of motion (of Hamilton type) is provided, which reduces to a double-constrained Hartree-Fock problem with the time-even constraint Q and with a time-odd constraining operator P. In the case of the scaling path, an analytical solution of the Hamilton equation is discussed and the adiabatic mass for the particular case of isoscalar quadrupole Q20 mode is given. The operator P, which is uniquely determined from the knowledge of Q, has the physical meaning of a momentum operator: it satisfies, together with Q, a weak quantal conjugation relation. Finally, the connection between the two paths is discussed in terms of generalized RPA sum rules
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.
Scientific Electronic Library Online (English)
Juliana, Petrini; Raphael Antonio Prado, Dias; Simone Fernanda Nedel, Pertile; Joanir Pereira, Eler; José Bento Sterman, Ferraz; Gerson Barreto, Mourão.
2012-12-01
Full Text Available 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. Abstract in english 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.
Energy Technology Data Exchange (ETDEWEB)
?apek, Jan, E-mail: jan.capek@centrum.cz [Department of Physics of Materials, Faculty of Mathematics and Physics, Charles University, Ke Karlovu 5, 121 16 Prague (Czech Republic); Máthis, Kristián [Department of Physics of Materials, Faculty of Mathematics and Physics, Charles University, Ke Karlovu 5, 121 16 Prague (Czech Republic); Clausen, Bjørn [Los Alamos National Laboratory, Lujan Neutron Scattering Center, Los Alamos, NM 87545 (United States); Stráská, Jitka [Department of Physics of Materials, Faculty of Mathematics and Physics, Charles University, Ke Karlovu 5, 121 16 Prague (Czech Republic); Beran, P?emysl; Lukáš, Petr [Nuclear Physics Institute of the Academy of Sciences of the Czech Republic, ?ež 250 68 (Czech Republic)
2014-04-01
The twinning activity in random textured cast magnesium during monotonic, room temperature tension and compression tests was monitored by acoustic emission (AE) and neutron diffraction (ND). The AE detected higher twin nucleation activity in tension than in compression. The correlation of AE with the ND data indicates that in compression the nucleation of twins is followed by rapid growth, unlike in tension in which twin variants with limited growth were observed.
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,
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...
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.
International Nuclear Information System (INIS)
The effects of particle size and temperature on the microwave noise and low-field microwave absorption in YBa2Cu3O/sub 7-//sub y/ powders have been studied by the magnetically modulated microwave absorption technique. The results can be interpreted in terms of a network of random Josephson junctions in the individual superconducting grains but are not consistent with the thermally activated flux creep model. An estimate of the size of the Josephson junctions is also obtained from the variation of the microwave noise with particle size
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.
Transitions to Intermittency and Collective Behavior in Randomly Coupled Map Networks
Volchenkov, D; Blanchard, P; Blanchard, Ph.
2001-01-01
We study the collective behavior in a random network of coupled Chate-Manneville maps where the relevant variables are the connectivity, coupling, and the governing parameter of map. We show that for some interval of their values at least a considerable fraction of network sites display a spatio-temporal intermittency. Within the intermittency window, the system exhibits a complex collective periodic behavior. The detailed behavior crucially depends upon the topology of the random graph spanning the network. Our approach is based on the thermodynamic formalism and random graph theory.
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.)
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.
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 general symplectic method for the response analysis of infinitely periodic structures subjected to random excitations
Scientific Electronic Library Online (English)
You-Wei, Zhang; Yan, Zhao; Jia-Hao, Lin; W.P., Howson; F.W., Williams.
2012-10-01
Full Text Available A general symplectic method for the random response analysis of infinitely periodic structures subjected to stationary/non-stationary random excitations is developed using symplectic mathematics in conjunction with variable separation and the pseudo-excitation method (PEM). Starting from the equatio [...] n of motion for a single loaded substructure, symplectic analysis is firstly used to eliminate the dependent degrees of the freedom through condensation. A Fourier expansion of the condensed equation of motion is then applied to separate the variables of time and wave number, thus enabling the necessary recurrence scheme to be developed. The random response is finally determined by implementing PEM. The proposed method is justified by comparison with results available in the literature and is then applied to a more complicated time-dependent coupled system.
Correlation Decay in Random Decision Networks
Gamarnik, David; Weber, Theophane
2009-01-01
We consider a decision network on an undirected graph in which each node corresponds to a decision variable, and each node and edge of the graph is associated with a reward function whose value depends only on the variables of the corresponding nodes. The goal is to construct a decision vector which maximizes the total reward. This decision problem encompasses a variety of models, including maximum-likelihood inference in graphical models (Markov Random Fields), combinatorial optimization on graphs, economic team theory and statistical physics. The network is endowed with a probabilistic structure in which costs are sampled from a distribution. Our aim is to identify sufficient conditions to guarantee average-case polynomiality of the underlying optimization problem. We construct a new decentralized algorithm called Cavity Expansion and establish its theoretical performance for a variety of models. Specifically, for certain classes of models we prove that our algorithm is able to find near optimal solutions w...
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...
Josephine, Faass; Michael, Lahr
2007-01-01
This paper is an investigation into the relative importance of a wide variety of factors in influencing whether members of the American public support or oppose the use of biotechnology in agriculture and food production. To accomplish this end, as well as to facilitate the examination of a large number of independent variables simultaneously, several statistical methods, including factor analyses, instrumental variables analysis, and probit and logistic regressions were performed. It was d...
Valuing travel time variability: Characteristics of the travel time distribution on an urban road
DEFF Research Database (Denmark)
Fosgerau, Mogens; Fukuda, Daisuke
2012-01-01
This paper provides a detailed empirical investigation of the distribution of travel times on an urban road for valuation of travel time variability. Our investigation is premised on the use of a theoretical model with a number of desirable properties. The definition of the value of travel time variability depends on certain properties of the distribution of random travel times that require empirical verification. Applying a range of nonparametric statistical techniques to data giving minute-by-...
Lack of evidence for low-dimensional chaos in heart rate variability
DEFF Research Database (Denmark)
Kanters, J K; Holstein-Rathlou, N H; Agner, E
1994-01-01
INTRODUCTION: The term chaos is used to describe erratic or apparently random time-dependent behavior in deterministic systems. It has been suggested that the variability observed in the normal heart rate may be due to chaos, but this question has not been settled. METHODS AND RESULTS: Heart rate variability was assessed by recordings of consecutive RR intervals in ten healthy subjects using ambulatory ECG. All recordings were performed with the subjects at rest in the supine position. To test f...
Nishimura, R; Osonoi, T; Kanada, S; Jinnouchi, H; Sugio, K; Omiya, H; Ubukata, M; Sakai, S; Samukawa, Y
2015-08-01
The aim of the present study was to determine the effects of luseogliflozin on 24-h glucose levels, assessed by continuous glucose monitoring, and on pharmacodynamic variables measured throughout the day. In this double-blind, placebo-controlled, crossover study, 37 patients with type 2 diabetes mellitus inadequately controlled with diet and exercise were randomized into two groups. Patients in each group first received luseogliflozin then placebo for 7?days each, or vice versa. After 7?days of treatment, the mean 24-h glucose level was significantly lower with luseogliflozin than with placebo [mean (95% confidence interval) 145.9 (134.4-157.5)?mg/dl vs 168.5 (156.9-180.0)?mg/dl; p?
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 (<35 years) and 20 elderly (50-80 year) healthy, male non-smokers consumed either a CF-containing drink (450 mg CF) or nutrient-matched, CF-free control drink bi-daily for 14 days. The primary endpoint was endothelial function as measured by flow-mediated vasodilation (FMD). Secondary endpoints included cardiac output, vascular stiffness, conductance of conduit and resistance arteries, and perfusion in the microcirculation. Following 2 weeks of CF intake, FMD improved in young (6.1 ± 0.7 vs. 7.6 ± 0.7 %, p < 0.001) and elderly (4.9 ± 0.6 vs. 6.3 ± 0.9 %, p < 0.001). Secondary outcomes demonstrated in both groups that CF intake decreased pulse 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
A Markov Random Field Topic Space Model for Document Retrieval
Hand, Scott
2011-01-01
This paper proposes a novel statistical approach to intelligent document retrieval. It seeks to offer a more structured and extensible mathematical approach to the term generalization done in the popular Latent Semantic Analysis (LSA) approach to document indexing. A Markov Random Field (MRF) is presented that captures relationships between terms and documents as probabilistic dependence assumptions between random variables. From there, it uses the MRF-Gibbs equivalence to derive joint probabilities as well as local probabilities for document variables. A parameter learning method is proposed that utilizes rank reduction with singular value decomposition in a matter similar to LSA to reduce dimensionality of document-term relationships to that of a latent topic space. Experimental results confirm the ability of this approach to effectively and efficiently retrieve documents from substantial data sets.
Computer arithmetic for probability distribution variables
International Nuclear Information System (INIS)
The uncertainty in the variables and functions in computer simulations can be quantified by probability distributions and the correlations between the variables. We augment the standard computer arithmetic operations and the interval arithmetic approach to include probability distribution variable (PDV) as a basic data type. Probability distribution variable is a random variable that is usually characterized by generalized probabilistic discretization. The correlations or dependencies between PDVs that arise in a computation are automatically calculated and tracked. These correlations are used by the computer arithmetic rules to achieve the convergent approximation of the probability distribution function of a PDV and to guarantee that the derived bounds include the true solution. In many calculations, the calculated uncertainty bounds for PDVs are much tighter than they would have been had the dependencies been ignored. We describe the new PDV Arithmetic and verify the effectiveness of the approach to account for the creation and propagation of uncertainties in a computer program due to uncertainties in the initial data
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...
Synchronization in Random Geometric Graphs
Diaz-Guilera, Albert; Gomez-Gardenes, Jesus; Moreno, Yamir; Nekovee, Maziar
2008-01-01
In this paper we study the synchronization properties of random geometric graphs. We show that the onset of synchronization takes place roughly at the same value of the order parameter that a random graph with the same size and average connectivity. However, the dependence of the order parameter with the coupling strength indicates that the fully synchronized state is more easily attained in random graphs. We next focus on the complete synchronized state and show that this s...
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.
Recurring Mean Inequality of Random Variables
Directory of Open Access Journals (Sweden)
Wang Mingjin
2008-01-01
Full Text Available A multidimensional recurring mean inequality is shown. Furthermore, we prove some new inequalities, which can be considered to be the extensions of those established inequalities, including, for example, the Polya-Szegö and Kantorovich inequalities .
Recurring Mean Inequality of Random Variables
Directory of Open Access Journals (Sweden)
Mingjin Wang
2008-06-01
Full Text Available A multidimensional recurring mean inequality is shown. Furthermore, we prove some new inequalities, which can be considered to be the extensions of those established inequalities, including, for example, the Polya-SzegÃƒÂ¶ and Kantorovich inequalities .
Random Walk in Markovian Enviroment
Dolgopyat, D; Liverani, C; Dolgopyat, Dmitry; Keller, Gerhard; Liverani, Carlangelo
2007-01-01
We prove a quenched central limit theorem for random walks with bounded increments in a randomly evolving environment on Zd. We assume that the transition probabilities of the walk depend not too strongly on the environment and that the evolution of the environment is Markovian with strong spatial and temporal mixing properties.
Asymptotic properties of random matrices and pseudomatrices
Lenczewski, Romuald
2010-01-01
We study the asymptotics of sums of matricially free random variables called random pseudomatrices, and we compare it with that of random matrices with block-identical variances. For objects of both types we find the limit joint distributions of blocks and give their Hilbert space realizations, using operators called `matricially free Gaussian operators'. In particular, if the variance matrices are symmetric, the asymptotics of symmetric blocks of random pseudomatrices agree...
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.
Effects of dependence in high-dimensional multiple testing problems
Directory of Open Access Journals (Sweden)
van de Wiel Mark A
2008-02-01
Full Text Available Abstract Background We consider effects of dependence among variables of high-dimensional data in multiple hypothesis testing problems, in particular the False Discovery Rate (FDR control procedures. Recent simulation studies consider only simple correlation structures among variables, which is hardly inspired by real data features. Our aim is to systematically study effects of several network features like sparsity and correlation strength by imposing dependence structures among variables using random correlation matrices. Results We study the robustness against dependence of several FDR procedures that are popular in microarray studies, such as Benjamin-Hochberg FDR, Storey's q-value, SAM and resampling based FDR procedures. False Non-discovery Rates and estimates of the number of null hypotheses are computed from those methods and compared. Our simulation study shows that methods such as SAM and the q-value do not adequately control the FDR to the level claimed under dependence conditions. On the other hand, the adaptive Benjamini-Hochberg procedure seems to be most robust while remaining conservative. Finally, the estimates of the number of true null hypotheses under various dependence conditions are variable. Conclusion We discuss a new method for efficient guided simulation of dependent data, which satisfy imposed network constraints as conditional independence structures. Our simulation set-up allows for a structural study of the effect of dependencies on multiple testing criterions and is useful for testing a potentially new method on ?0 or FDR estimation in a dependency context.
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)
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
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.
Khan, Abdul Qayyum Khan; Khattak, Naeem Ur Rehman Khattak; Hussain, Anwar Hussain
2008-01-01
This paper critically evaluates the inter-relationship, vulnerability to innovation, and causality among the macroeconomic variables (budget deficit, economic growth, unemployment and poverty). Annual data for the period 1960-2005 is used, taken from Economic Survey of Pakistan and International Financial Statistics. Vector Autoregressive (VAR) model with impulse response function (IRF), error variance decomposition and Granger Causality test is used for the analysis. The study revealed that...
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
International Nuclear Information System (INIS)
We have calculated the hopping conductivity of quasi-two-dimensional systems by using the variable-range hopping conduction mechanism in the presence of an electric field. We considered that the localized states are randomly distributed both in energy and space coordinates. Localized carriers hop from one state to another in both coordinates. We also considered that at a particular temperature the localized carriers are distributed according to the Fermi distribution function both below and above the Fermi level. The expression of the conductivity for the constant density of states was calculated. After some approximations, the expression of the conductivity was shown to reduce to expressions found in the literature. We also compared our theory with experimental results of PrBa2Cu3O7-y based S/N/S junctions. Good agreement between theory and experiment was found. copyright 1996 The American Physical Society
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
Randomness and Apparent Fractality
Lidar, D A; Biham, O; Avnir, D
1997-01-01
We show that when the standard techniques for calculating fractal dimensions in empirical data (such as the box counting) are applied on uniformly random structures, apparent fractal behavior is observed in a range between physically relevant cutoffs. This range, spanning between one and two decades for densities of 0.1 and lower, is in good agreement with the typical range observed in experiments. The dimensions are not universal and depend on density. Our observations are applicable to spatial, temporal and spectral random structures, all with non-zero measure. Fat fractal analysis does not seem to add information over routine fractal analysis procedures. Most significantly, we find that this apparent fractal behavior is robust even to the presence of moderate correlations. We thus propose that apparent fractal behavior observed experimentally over a limited range in some systems, may often have its origin in underlying randomness.
Simulation of Radar Rainfall Fields: A Random Error Model
Aghakouchak, A.; Habib, E.; Bardossy, A.
2008-12-01
Precipitation is a major input in hydrological and meteorological models. It is believed that uncertainties due to input data will propagate in modeling hydrologic processes. Stochastically generated rainfall data are used as input to hydrological and meteorological models to assess model uncertainties and climate variability in water resources systems. The superposition of random errors of different sources is one of the main factors in uncertainty of radar estimates. One way to express these uncertainties is to stochastically generate random error fields to impose them on radar measurements in order to obtain an ensemble of radar rainfall estimates. In the method introduced here, the random error consists of two components: purely random error and dependent error on the indicator variable. Model parameters of the error model are estimated using a heteroscedastic maximum likelihood model in order to account for variance heterogeneity in radar rainfall error estimates. When reflectivity values are considered, the exponent and multiplicative factor of the Z-R relationship are estimated simultaneously with the model parameters. The presented model performs better compared to the previous approaches that generally result in unaccounted heteroscedasticity in error fields and thus radar ensemble.
Eynard, Bertrand; Ribault, Sylvain
2015-01-01
We provide a self-contained introduction to random matrices. While some applications are mentioned, our main emphasis is on three different approaches to random matrix models: the Coulomb gas method and its interpretation in terms of algebraic geometry, loop equations and their solution using topological recursion, orthogonal polynomials and their relation with integrable systems. Each approach provides its own definition of the spectral curve, a geometric object which encodes all the properties of a model. We also introduce the two peripheral subjects of counting polygonal surfaces, and computing angular integrals.
International Nuclear Information System (INIS)
The 'ingredients' which control a phase transition in well defined systems as well as in random ones (e.q. random magnetic systems) are listed and discussed within a somehow unifying perspective. Among these 'ingredients' the couplings and elements responsible for the cooperative phenomenon, the topological connectivity as well as possible topological incompatibilities, the influence of new degrees of freedom, the order parameter dimensionality, the ground state degeneracy and finally the 'quanticity' of the system are found. The general trends, though illustrated in magnetic systems, essentially hold for all phase transitions, and give a basis for connection of this area with Field theory, Theory of dynamical systems, etc. (Author)
Sheffield, Scott
2003-01-01
We study "random surfaces," which are random real (or integer) valued functions on Z^d. The laws are determined by convex, nearest neighbor, difference potentials that are invariant under translation by a full-rank sublattice L of Z^d; they include many discrete and continuous height models (e.g., domino tilings, square ice, the harmonic crystal, the Ginzburg-Landau grad-phi interface model, the linear solid-on-solid model) as special cases. A gradient phase is an L-ergodi...
Lal Mehta, Madan
1990-01-01
Since the publication of Random Matrices (Academic Press, 1967) so many new results have emerged both in theory and in applications, that this edition is almost completely revised to reflect the developments. For example, the theory of matrices with quaternion elements was developed to compute certain multiple integrals, and the inverse scattering theory was used to derive asymptotic results. The discovery of Selberg's 1944 paper on a multiple integral also gave rise to hundreds of recent publications. This book presents a coherent and detailed analytical treatment of random matrices, leading
Avena, L; Thomann, P.
2012-01-01
We perform simulations for one dimensional continuous-time random walks in two dynamic random environments with fast (independent spin-flips) and slow (simple symmetric exclusion) decay of space-time correlations, respectively. We focus on the asymptotic speeds and the scaling limits of such random walks. We observe different behaviors depending on the dynamics of the underlying random environment and the ratio between the jump rate of the random walk and the one of the envi...
Raymond Bruyer; Marc Brysbaert
2011-01-01
Experiments in cognitive psychology usually return two dependent variables: the percentage of errors and the reaction time of the correct responses. Townsend and Ashby (1978, 1983) proposed the inverse efficiency score (IES) as a way to combine both measures and, hence, to provide a better summary of the findings. In this article we examine the usefulness of IES by applying it to existing datasets. Although IES does give a better summary of the findings in some cases, mostly the variance of t...
Energy Technology Data Exchange (ETDEWEB)
CARR,ROBERT D.; VEMPALA,SANTOSH
2000-01-25
The authors present a new technique for the design of approximation algorithms that can be viewed as a generalization of randomized rounding. They derive new or improved approximation guarantees for a class of generalized congestion problems such as multicast congestion, multiple TSP etc. Their main mathematical tool is a structural decomposition theorem related to the integrality gap of a relaxation.
Messaro. Semma; Harrison, Phillip
2010-01-01
Ares I Zonal Random vibration environments due to acoustic impingement and combustion processes are develop for liftoff, ascent and reentry. Random Vibration test criteria for Ares I Upper Stage pyrotechnic components are developed by enveloping the applicable zonal environments where each component is located. Random vibration tests will be conducted to assure that these components will survive and function appropriately after exposure to the expected vibration environments. Methodology: Random Vibration test criteria for Ares I Upper Stage pyrotechnic components were desired that would envelope all the applicable environments where each component was located. Applicable Ares I Vehicle drawings and design information needed to be assessed to determine the location(s) for each component on the Ares I Upper Stage. Design and test criteria needed to be developed by plotting and enveloping the applicable environments using Microsoft Excel Spreadsheet Software and documenting them in a report Using Microsoft Word Processing Software. Conclusion: Random vibration liftoff, ascent, and green run design & test criteria for the Upper Stage Pyrotechnic Components were developed by using Microsoft Excel to envelope zonal environments applicable to each component. Results were transferred from Excel into a report using Microsoft Word. After the report is reviewed and edited by my mentor it will be submitted for publication as an attachment to a memorandum. Pyrotechnic component designers will extract criteria from my report for incorporation into the design and test specifications for components. Eventually the hardware will be tested to the environments I developed to assure that the components will survive and function appropriately after exposure to the expected vibration environments.
A Random Matrix Approach to Dynamic Factors in macroeconomic data
Snarska, Ma?gorzata
2012-01-01
We show how random matrix theory can be applied to develop new algorithms to extract dynamic factors from macroeconomic time series. In particular, we consider a limit where the number of random variables N and the number of consecutive time measurements T are large but the ratio N / T is fixed. In this regime the underlying random matrices are asymptotically equivalent to Free Random Variables (FRV).Application of these methods for macroeconomic indicators for Poland econom...
Neutron Transport in Finite Random Media with Pure-Triplet Scattering
International Nuclear Information System (INIS)
The solution of the one-speed neutron transport equation in a finite slab random medium with pure-triplet anisotropic scattering is studied. The stochastic medium is assumed to consist of two randomly mixed immiscible fluids. The cross section and the scattering kernel are treated as discrete random variables, which obey the same statistics as Markovian processes and exponential chord length statistics. The medium boundaries are considered to have specular reflectivities with angular-dependent externally incident flux. The deterministic solution is obtained by using Pomraning-Eddington approximation. Numerical results are calculated for the average reflectivity and average transmissivity for different values of the single scattering albedo and varying the parameters which characterize the random medium. Compared to the results obtained by Adams et al. in case of isotropic scattering that based on the Monte Carlo technique, it can be seen that we have good comparable data
Ay?e Binnur Erba?ci; Necat Yilmaz; Irfan Kutlar
1999-01-01
Information on menstrual cycle dependent variation of tumor markers in healthy women is a subject of diagnostic efficiency and has an impact in elucidating the normal function of these markers. In this study midfollicular and midluteal concentrations of serum CEA, AFP, CA 19-9, CA 125, CA 15-3 and their relations with LH, FSH, prolactin, estradiol and progesterone were evaluated during ovulatory cycles in a group of 23 healthy female individuals. Samples were collected on the 7th and 21st day...
Screening of charged singularities of random fields
International Nuclear Information System (INIS)
Many types of point singularity have a topological index, or 'charge', associated with them. For example, the phase of a complex field depending on two variables can either increase or decrease on making a clockwise circuit around a simple zero, enabling the zeros to be assigned charges of ±1. In random fields we can define a correlation function for the charge-weighted density of singularities. For many types of topologically charged singularity, this correlation function satisfies an identity which shows that the singularities 'screen' each other perfectly: a positive singularity is surrounded by an excess of concentration of negatives which exactly cancel its charge, and vice versa. This paper gives a simple and widely applicable derivation of this result. A counterexample where screening is incomplete is also exhibited
Random walks on complex networks with inhomogeneous impact
Eisler, Zoltan; Kertesz, Janos
2005-01-01
In many complex systems, for the activity f(i) of the constituents or nodes i, a power-law relationship was discovered between the standard deviation sigma(i) and the average strength of the activity: sigma(i) ~ ^alpha; universal values alpha = 1/2 or 1 were found, however, with exceptions. With the help of an impact variable we introduce a random walk model where the activity is the product of the number of visitors at a node and their impact. If the impact depends strongly...
International Nuclear Information System (INIS)
Graphical abstract: - Highlights: • Correlations between spin configurations, chiralities and magnetization were found. • Theory describe the variable spin configurations and chirality of V3, Cu3 nanomagnets. • The in-plane staggered magnetization determines field-dependent vector chirality. • Intermediate spin magnetization describes S12 behavior of planar configurations. • Correlated spin configurations, chiralities and magnetizations are highly anisotropic. - Abstract: Correlations between field-dependent planar spin configurations, degenerate frustration, energy, vector ?z and scalar ? chiralities, spin canting, total, in-plane staggered and intermediate spin (IS) magnetizations are considered for the V3, Cu3 nanomagnets in transverse B?Z magnetic field. The planar spin configurations in Bx?X are characterized by the variable axial ?z(Bx) vector chirality correlated with the total in-plane magnetization Mx(Bx) and the IS magnetization M12±(Bx), which describes the IS S12 behavior, ?(B?)=0. The in-plane staggered magnetization determines the magnitude of the vector chirality ?z. The low-field frustrated planar 120° configurations are transformed by increasing Bx field into the high-field achiral planar spin-collinear configurations. This transition is accompanied by the reduction of the vector chirality ?z and simultaneous increase of the total Mx(Bx) and IS M12±(Bx) magnetizations. The spin configurations, chiralities and magnetization are highly anisotropic. In longitudinal B?Z field, the frustrated longitudinal spin-collinear configurations are characterized by the correlated maximal vector and scalar chiralities, ?=2?zMz
Anderson Localization for radial tree-like random quantum graphs
Hislop, P D; Hislop, Peter D.; Post, Olaf
2006-01-01
We prove that certain random models associated with radial, tree-like, rooted quantum graphs exhibit Anderson localization at all energies. The two main examples are the random length model (RLM) and the random Kirchhoff model (RKM). In the RLM, the lengths of each generation of edges form a family of independent, identically distributed random variables (iid). For the RKM, the iid random variables are associated with each generation of vertices and moderate the current flow through the vertex. We consider extensions to various families of decorated graphs and prove stability of localization with respect to decoration. In particular, we prove Anderson localization for the random necklace model.
Propensity Score Matching in Randomized Clinical Trials
Xu, Zhenzhen; Kalbfleisch, John D.
2010-01-01
Cluster randomization trials with relatively few clusters have been widely used in recent years for evaluation of health care strategies. On average, randomized treatment assignment achieves balance in both known and unknown confounding factors between treatment groups, however, in practice investigators can only introduce a small amount of stratification and cannot balance on all the important variables simultaneously. The limitation arises especially when there are many confounding variable...
Harman, Ciaran J.
2015-01-01
Transport processes and pathways through many hydrodynamic systems vary over time, often driven by variations in total water storage. This paper develops a very general approach to modeling unsteady transport through an arbitrary control volume (such as a watershed) that accounts for temporal variability in the underlying transport dynamics. Controls on the selection of discharge from stored water are encapsulated in probability distributions ?Q>(ST,t>) of age-ranked storage ST (the volume of water in storage ranked from youngest to oldest). This framework is applied to a long-term record of rainfall and streamflow chloride in a small, humid watershed at Plynlimon, UK. While a time-invariant gamma distribution for ?Q produced a good fit to data, the fit was significantly improved when the distribution was allowed to vary with catchment storage. However, the variation was inverse to that of a "well-mixed" system where storage has a pure dilution effect. Discharge at high storage was predicted to contain a larger fraction of recent event water than at low storage. The effective volume of storage involved in transport was 3411 mm at mean catchment wetness, but declined by 71 mm per 1 mm of additional catchment storage, while the fraction of event water in discharge increased by 1.4%. This "inverse storage effect" is sufficient to reproduce the observed long-memory 1/f fractal spectral structure of stream chloride. Metrics quantifying the strength and direction of storage effects are proposed as useful signatures, and point toward a unified framework for observing and modeling coupled watershed flow and transport.
Compound random measures and their use in Bayesian nonparametrics
Griffin, Jim E.; Leisen, Fabrizio
2014-01-01
This paper describes a new class of dependent random measures which we call compound random measure and the use of normalized versions of these random measures as priors in Bayesian nonparametric mixture models. Their tractability allows the properties of both compound random measures and normalized compound random measures to be derived. In particular, we show how compound random measures can be constructed with gamma, stable and generalized gamma process marginals. We also...
Random walks in the history of life
Cornette, James L.; Lieberman, Bruce S.
2003-01-01
The simplest null hypothesis for evolutionary time series is that the observed data follow a random walk. We examined whether aspects of Sepkoski's compilation of marine generic diversity depart from a random walk by using statistical tests from econometrics. Throughout most of the Phanerozoic, the random-walk null hypothesis is not rejected for marine diversity, accumulated origination or accumulated extinction, suggesting that either these variables were correlated with environmental variab...
Fuzziness and randomness in an optimization framework
International Nuclear Information System (INIS)
This paper presents a semi-infinite approach for linear programming in the presence of fuzzy random variable coefficients. As a byproduct a way for dealing with optimization problems including both fuzzy and random data is obtained. Numerical examples are provided for the sake of illustration. (author). 13 refs
Directory of Open Access Journals (Sweden)
Martín Beatriz
2011-10-01
Full Text Available Abstract Background In cardiopulmonary bypass (CPB patients, fibrinolysis may enhance postoperative inflammatory response. We aimed to determine whether an additional postoperative dose of antifibrinolytic tranexamic acid (TA reduced CPB-mediated inflammatory response (IR. Methods We performed a randomized, double-blind, dose-dependent, parallel-groups study of elective CPB patients receiving TA. Patients were randomly assigned to either the single-dose group (40 mg/Kg TA before CPB and placebo after CPB or the double-dose group (40 mg/Kg TA before and after CPB. Results 160 patients were included, 80 in each group. The incident rate of IR was significantly lower in the double-dose-group TA2 (7.5% vs. 18.8% in the single-dose group TA1; P = 0.030. After adjusting for hypertension, total protamine dose and temperature after CPB, TA2 showed a lower risk of IR compared with TA1 [OR: 0.29 (95% CI: 0.10-0.83, (P = 0.013]. Relative risk for IR was 2.5 for TA1 (95% CI: 1.02 to 6.12. The double-dose group had significantly lower chest tube bleeding at 24 hours [671 (95% CI 549-793 vs. 826 (95% CI 704-949 mL; P = 0.01 corrected-P significant] and lower D-dimer levels at 24 hours [489 (95% CI 437-540 vs. 621(95% CI: 563-679 ng/mL; P = 0.01 corrected-P significant]. TA2 required lower levels of norepinephrine at 24 h [0.06 (95% CI: 0.03-0.09 vs. 0.20(95 CI: 0.05-0.35 after adjusting for dobutamine [F = 6.6; P = 0.014 corrected-P significant]. We found a significant direct relationship between IL-6 and temperature (rho = 0.26; P P P P P P P Conclusions Prolonged inhibition of fibrinolysis, using an additional postoperative dose of tranexamic acid reduces inflammatory response and postoperative bleeding (but not transfusion requirements in CPB patients. A question which remains unanswered is whether the dose used was ideal in terms of safety, but not in terms of effectiveness. Current Controlled Trials number ISRCTN: ISRCTN84413719
DEFF Research Database (Denmark)
Wanscher, JØrgen Bundgaard; SØrensen, Majken Vildrik
2006-01-01
Random numbers are used for a great variety of applications in almost any field of computer and economic sciences today. Examples ranges from stock market forecasting in economics, through stochastic traffic modelling in operations research to photon and ray tracing in graphics. The construction of a model or a solution method requires certain characteristics of the random numbers used. This is usually a distribution classification, which the sequence of random numbers must fulfill; of these some are very hard to fulfill and others are next to impossible. Today mathematics allows us to transform distributions into others with most of the required characteristics. In essence, a uniform sequence which is transformed into a new sequence with the required distribution. The subject of this article is to consider the well known highly uniform Halton sequence and modifications to it. The intent is to generate highly uniform multidimensional draws, which are highly relevant for todays traffic models. This paper shows among others combined shuffling and scrambling seems needless, that scrambling gives the lowest correlation and that there are detectable differences between random numbers, dependent on their generation.
International Nuclear Information System (INIS)
This paper concerns with a steady two-dimensional flow of an electrically conducting incompressible fluid over a vertical stretching surface. The flow is permeated by a uniform transverse magnetic field. The fluid viscosity is assumed to vary as a linear function of temperature. A scaling group of transformations is applied to the governing equations. The system remains invariant due to some relations among the parameters of the transformations. After finding three absolute invariants a third-order ordinary differential equation corresponding to the momentum equation and two second-order ordinary differential equation corresponding to energy and diffusion equations are derived. The equations along with the boundary conditions are solved numerically. It is found that the decrease in the temperature-dependent fluid viscosity makes the velocity to decrease with the increasing distance of the stretching sheet. At a particular point of the sheet the fluid velocity decreases with the decreasing viscosity but the temperature increases in this case. It is found that with the increase of magnetic field intensity the fluid velocity decreases but the temperature increases at a particular point of the heated stretching surface. Impact of chemical reaction in the presence of thermal radiation plays an important role on the concentration boundary layer. The results thus obtained are presented graphically and discussed.
Internal state of granular assemblies near random close packing
Roux, J N
2004-01-01
The structure of random sphere packings in mechanical equilibrium in prescribed stress states, as studied by molecular dynamics simulations, strongly depends on the assembling procedure. Frictionless packings in the limit of low pressure are devoid of dilatancy, and consequently share the same random close packing density, but exhibit fabric anisotropy related to stress anisotropy. Efficient compaction methods can be viewed as routes to circumvent the influence of friction. Simulations designed to resemble two such procedures, lubrication and vibration (or ``tapping'') show that the resulting granular structures differ, the less dense one having, remarkably, the larger coordination number. Density, coordination number and fabric can thus vary independently. Calculations of elastic moduli and comparisons with experimental results suggest that measurable elastic properties provide information on those important internal state variables.
Energy Technology Data Exchange (ETDEWEB)
Zemla, A; Lang, D; Kostova, T; Andino, R; Zhou, C
2010-11-29
Most of the currently used methods for protein function prediction rely on sequence-based comparisons between a query protein and those for which a functional annotation is provided. A serious limitation of sequence similarity-based approaches for identifying residue conservation among proteins is the low confidence in assigning residue-residue correspondences among proteins when the level of sequence identity between the compared proteins is poor. Multiple sequence alignment methods are more satisfactory - still, they cannot provide reliable results at low levels of sequence identity. Our goal in the current work was to develop an algorithm that could overcome these difficulties and facilitate the identification of structurally (and possibly functionally) relevant residue-residue correspondences between compared protein structures. Here we present StralSV, a new algorithm for detecting closely related structure fragments and quantifying residue frequency from tight local structure alignments. We apply StralSV in a study of the RNA-dependent RNA polymerase of poliovirus and demonstrate that the algorithm can be used to determine regions of the protein that are relatively unique or that shared structural similarity with structures that are distantly related. By quantifying residue frequencies among many residue-residue pairs extracted from local alignments, one can infer potential structural or functional importance of specific residues that are determined to be highly conserved or that deviate from a consensus. We further demonstrate that considerable detailed structural and phylogenetic information can be derived from StralSV analyses. StralSV is a new structure-based algorithm for identifying and aligning structure fragments that have similarity to a reference protein. StralSV analysis can be used to quantify residue-residue correspondences and identify residues that may be of particular structural or functional importance, as well as unusual or unexpected residues at a given sequence position.
Directory of Open Access Journals (Sweden)
Róbinson Ramírez-Vélez
2010-12-01
Full Text Available OBJETIVO: evaluar el efecto del ejercicio aeróbico en la función dependiente del endotelio (VDE y en el consumo de oxígeno en mujeres primigestantes. MÉTODOS: ensayo clínico controlado, enmascarado y aleatorizado, llevado a cabo en 67 mujeres saludables, primigestantes, entre 16 a 20 semanas de gestación. Grupo de intervención: ejercicio aeróbico entre 50% y 65% de la frecuencia cardiaca máxima, durante 45 minutos, tres veces por semana, durante dieciséis semanas. Grupo control: actividad física habitual. Mediciones: VDE: vasodilatación mediada por flujo (VMF, consumo de oxígeno VO2max: prueba de caminata de seis minutos; antropometría: peso y talla. RESULTADOS: en las mediciones iniciales no se encontraron diferencias entre grupos en ninguna de las variables. Al finalizar la intervención, las participantes que realizaron ejercicio tenían mayor capacidad física, medida por la distancia recorrida en el test de caminata (p=0,043 y por el VO2max (p=0,023. Además, el grupo de ejercicio tuvo menor frecuencia cardiaca en reposo y mayor VMF que el grupo control (pOBJECTIVE: evaluate the effect of aerobic exercise on endothelium-dependent function (EDF and oxygen consumption in primigravida. METHODS: double-blind, randomized controlled clinical trial carried out in primigravida between 16 to 20 weeks of gestation. The intervention group had aerobic exercise between 50% to 65% of the maximum heart rate during 45 minutes, three times a week for sixteen weeks. The control group had habitual physical activity. MEASUREMENTS REALIZED: EDF: flow-mediated dilation (FMD, oxygen consumption VO2max: 6 minute walking test, anthropometry: weight and size. RESULTS: no differences were found between the two groups in any variables in the initial measurements. At the end of the intervention, participants who exercised had greater physical capacity, measured by the distance covered in walking test (p = 0.043 and VO2max (p = 0.023. In addition, the exercise group had lower resting heart rate and increased FMD than the control group (p <0.05. Both groups increased the resting heart rate, basal diameter and post-hyperemia diameter of the brachial artery at the end of the intervention (p <0.05. CONCLUSION: regular practice of controlled aerobic exercise improves endothelial function and physical capacity in primigravida. For this reason, interventions like this could be an early and effective alternative to strengthen prevention of pathologies associated with endothelial dysfunction during pregnancy.
Two-step memory within Continuous Time Random Walk. Description of double-action market dynamics
Gubiec, Tomasz
2013-01-01
By means of a novel version of the Continuous-Time Random Walk (CTRW) model with memory, we describe, for instance, the stochastic process of a single share price on a double-auction market within the high frequency time scale. The memory present in the model is understood as dependence between successive share price jumps, while waiting times between price changes are considered as i.i.d. random variables. The range of this memory is defined herein by dependence between three successive jumps of the process. This dependence is motivated both empirically, by analysis of empirical two-point histograms, and theoretically, by analysis of the bid-ask bounce mechanism containing some delay. Our model turns out to be analytically solvable, which enables us a direct comparison of its predictions with empirical counterparts, for instance, with so significant and commonly used quantity as velocity autocorrelation function. This work strongly extends the capabilities of the CTRW formalism.
Random walkers versus random crowds: Diffusion of large matrices
International Nuclear Information System (INIS)
We consider Brownian random walks of infinitely large matrices using the tools of free random variables calculus. We establish relations between stochastic evolution of hermitian and unitary ensembles. We point out that matrix-valued diffusion equation develops non-linear terms, responsible for such phenomena as shock-waves. We comment the connection between unitary matrix diffusion and two-dimensional Yang-Mills theory. Finally, we speculate on application of string model techniques to the problem of quantum transport, where infinite products of pseudounitary matrices play the major role.
Goode, Daniel J.; Imbrigiotta, Thomas E.; Lacombe, Pierre J.
2014-01-01
Synthesis of rock-core sampling and chlorinated volatile organic compound (CVOC) analysis at five coreholes, with hydraulic and water-quality monitoring and a detailed hydrogeologic framework, was used to characterize the fine-scale distribution of CVOCs in dipping, fractured mudstones of the Lockatong Formation of Triassic age, of the Newark Basin in West Trenton, New Jersey. From these results, a refined conceptual model for more than 55 years of migration of CVOCs and depth- and strata-dependent rock-matrix contamination was developed. Industrial use of trichloroethene (TCE) at the former Naval Air Warfare Center (NAWC) from 1953 to 1995 resulted in dense non-aqueous phase liquid (DNAPL) TCE and dissolved TCE and related breakdown products, including other CVOCs, in underlying mudstones. Shallow highly weathered and fractured strata overlie unweathered, gently dipping, fractured strata that become progressively less fractured with depth. The unweathered lithology includes black highly fractured (fissile) carbon-rich strata, gray mildly fractured thinly layered (laminated) strata, and light-gray weakly fractured massive strata. CVOC concentrations in water samples pumped from the shallow weathered and highly fractured strata remain elevated near residual DNAPL TCE, but dilution by uncontaminated recharge, and other natural and engineered attenuation processes, have substantially reduced concentrations along flow paths removed from sources and residual DNAPL. CVOCs also were detected in most rock-core samples in source areas in shallow wells. In many locations, lower aqueous concentrations, compared to rock core concentrations, suggest that CVOCs are presently back-diffusing from the rock matrix. Below the weathered and highly fractured strata, and to depths of at least 50 meters (m), groundwater flow and contaminant transport is primarily in bedding-plane-oriented fractures in thin fissile high-carbon strata, and in fractured, laminated strata of the gently dipping mudstones. Despite more than 18 years of pump and treat (P&T) remediation, and natural attenuation processes, CVOC concentrations in aqueous samples pumped from these deeper strata remain elevated in isolated intervals. DNAPL was detected in one borehole during coring at a depth of 27 m. In contrast to core samples from the weathered zone, concentrations in core samples from deeper unweathered and unfractured strata are typically below detection. However, high CVOC concentrations were found in isolated samples from fissile black carbon-rich strata and fractured gray laminated strata. Aqueous-phase concentrations were correspondingly high in samples pumped from these strata via short-interval wells or packer-isolated zones in long boreholes. A refined conceptual site model considers that prior to P&T remediation groundwater flow was primarily subhorizontal in the higher-permeability near surface strata, and the bulk of contaminant mass was shallow. CVOCs diffused into these fractured and weathered mudstones. DNAPL and high concentrations of CVOCs migrated slowly down in deeper unweathered strata, primarily along isolated dipping bedding-plane fractures. After P&T began in 1995, using wells open to both shallow and deep strata, downward transport of dissolved CVOCs accelerated. Diffusion of TCE and other CVOCs from deeper fractures penetrated only a few centimeters into the unweathered rock matrix, likely due to sorption of CVOCs on rock organic carbon. Remediation in the deep, unweathered strata may benefit from the relatively limited migration of CVOCs into the rock matrix. Synthesis of rock core sampling from closely spaced boreholes with geophysical logging and hydraulic testing improves understanding of the controls on CVOC delineation and informs remediation design and monitoring.
Goode, Daniel J.; Imbrigiotta, Thomas E.; Lacombe, Pierre J.
2014-12-01
Synthesis of rock-core sampling and chlorinated volatile organic compound (CVOC) analysis at five coreholes, with hydraulic and water-quality monitoring and a detailed hydrogeologic framework, was used to characterize the fine-scale distribution of CVOCs in dipping, fractured mudstones of the Lockatong Formation of Triassic age, of the Newark Basin in West Trenton, New Jersey. From these results, a refined conceptual model for more than 55 years of migration of CVOCs and depth- and strata-dependent rock-matrix contamination was developed. Industrial use of trichloroethene (TCE) at the former Naval Air Warfare Center (NAWC) from 1953 to 1995 resulted in dense non-aqueous phase liquid (DNAPL) TCE and dissolved TCE and related breakdown products, including other CVOCs, in underlying mudstones. Shallow highly weathered and fractured strata overlie unweathered, gently dipping, fractured strata that become progressively less fractured with depth. The unweathered lithology includes black highly fractured (fissile) carbon-rich strata, gray mildly fractured thinly layered (laminated) strata, and light-gray weakly fractured massive strata. CVOC concentrations in water samples pumped from the shallow weathered and highly fractured strata remain elevated near residual DNAPL TCE, but dilution by uncontaminated recharge, and other natural and engineered attenuation processes, have substantially reduced concentrations along flow paths removed from sources and residual DNAPL. CVOCs also were detected in most rock-core samples in source areas in shallow wells. In many locations, lower aqueous concentrations, compared to rock core concentrations, suggest that CVOCs are presently back-diffusing from the rock matrix. Below the weathered and highly fractured strata, and to depths of at least 50 meters (m), groundwater flow and contaminant transport is primarily in bedding-plane-oriented fractures in thin fissile high-carbon strata, and in fractured, laminated strata of the gently dipping mudstones. Despite more than 18 years of pump and treat (P&T) remediation, and natural attenuation processes, CVOC concentrations in aqueous samples pumped from these deeper strata remain elevated in isolated intervals. DNAPL was detected in one borehole during coring at a depth of 27 m. In contrast to core samples from the weathered zone, concentrations in core samples from deeper unweathered and unfractured strata are typically below detection. However, high CVOC concentrations were found in isolated samples from fissile black carbon-rich strata and fractured gray laminated strata. Aqueous-phase concentrations were correspondingly high in samples pumped from these strata via short-interval wells or packer-isolated zones in long boreholes. A refined conceptual site model considers that prior to P&T remediation groundwater flow was primarily subhorizontal in the higher-permeability near surface strata, and the bulk of contaminant mass was shallow. CVOCs diffused into these fractured and weathered mudstones. DNAPL and high concentrations of CVOCs migrated slowly down in deeper unweathered strata, primarily along isolated dipping bedding-plane fractures. After P&T began in 1995, using wells open to both shallow and deep strata, downward transport of dissolved CVOCs accelerated. Diffusion of TCE and other CVOCs from deeper fractures penetrated only a few centimeters into the unweathered rock matrix, likely due to sorption of CVOCs on rock organic carbon. Remediation in the deep, unweathered strata may benefit from the relatively limited migration of CVOCs into the rock matrix. Synthesis of rock core sampling from closely spaced boreholes with geophysical logging and hydraulic testing improves understanding of the controls on CVOC delineation and informs remediation design and monitoring.
Copula-based measures of dependence structure in assets returns
Fernandez, Viviana
2008-06-01
Copula modeling has become an increasingly popular tool in finance to model assets returns dependency. In essence, copulas enable us to extract the dependence structure from the joint distribution function of a set of random variables and, at the same time, to isolate such dependence structure from the univariate marginal behavior. In this study, based on US stock data, we illustrate how tail-dependency tests may be misleading as a tool to select a copula that closely mimics the dependency structure of the data. This problem becomes more severe when the data is scaled by conditional volatility and/or filtered out for serial correlation. The discussion is complemented, under more general settings, with Monte Carlo simulations and portfolio management implications.
Directory of Open Access Journals (Sweden)
Raymond Bruyer
2011-02-01
Full Text Available Experiments in cognitive psychology usually return two dependent variables: the percentage of errors and the reaction time of the correct responses. Townsend and Ashby (1978, 1983 proposed the inverse efficiency score (IES as a way to combine both measures and, hence, to provide a better summary of the findings. In this article we examine the usefulness of IES by applying it to existing datasets. Although IES does give a better summary of the findings in some cases, mostly the variance of the measure is increased to such an extent that it becomes less interesting. Against our initial hopes, we have to conclude that it is not a good idea to limit the statistical analyses to IES without further checking the data.
Exponential inequalities for dependent processes
Delyon, Bernard
2015-01-01
We give exponential inequalities and Gaussian approximation results for sums of weakly dependent variables. These results lead to generalizations of Bernstein and Hoeffding inequalities, where an extra control term is added; this term contains conditional moments of the variables.
Bunches of random cross-correlated sequences
Maystrenko, A. A.; Melnik, S. S.; Pritula, G. M.; Usatenko, O. V.
2013-10-01
The statistical properties of random cross-correlated sequences constructed by the convolution method (likewise referred to as the Rice or the inverse Fourier transformation) are examined. We clarify the meaning of the filtering function—the kernel of the convolution operator—and show that it is the value of the cross-correlation function which describes correlations between the initial white noise and constructed correlated sequences. The matrix generalization of this method for constructing a bunch of N cross-correlated sequences is presented. Algorithms for their generation are reduced to solving the problem of decomposition of the Fourier transform of the correlation matrix into a product of two mutually conjugate matrices. Different decompositions are considered. The limits of weak and strong correlations for the one-point probability and pair correlation functions of sequences generated by the method under consideration are studied. Special cases of heavy-tailed distributions of the generated sequences are analyzed. We show that, if the filtering function is rather smooth, the distribution function of generated variables has the Gaussian or Lévy form depending on the analytical properties of the distribution (or characteristic) functions of the initial white noise. Anisotropic properties of statistically homogeneous random sequences related to the asymmetry of a filtering function are revealed and studied. These asymmetry properties are expressed in terms of the third- or fourth-order correlation functions. Several examples of the construction of correlated chains with a predefined correlation matrix are given.
Modeling Shared Variables in VHDL
DEFF Research Database (Denmark)
Madsen, Jan; Brage, Jens P.
1994-01-01
A set of concurrent processes communicating through shared variables is an often used model for hardware systems. This paper presents three modeling techniques for representing such shared variables in VHDL, depending on the acceptable constraints on accesses to the variables. Also a set of guidelines for handling atomic updates of multiple shared variables is given. 1 Introduction It is often desirable to partition a computational system into discrete functional units which cooperates to.
Randomized Consensus Processing over Random Graphs: Independence and Convergence
Shi, Guodong
2011-01-01
Various consensus algorithms over random networks have been investigated in the literature. In this paper, we focus on the role that randomized individual decision-making plays to consensus seeking under stochastic communications. At each time step, each node will independently choose to follow the consensus algorithm, or to stick to current state by a simple Bernoulli trial with time-dependent success probabilities. This node decision strategy characterizes the random node-failures on a communication networks, or a biased opinion selection in the belief evolution over social networks. Connectivity-independent and arc-independent graphs are defined, respectively, to capture the fundamental nature of random network processes with regard to the convergence of the consensus algorithms. A series of sufficient and/or necessary conditions are given on the success probability sequence for the network to reach a global consensus with probability one under different stochastic connectivity assumptions, by which a comp...
Record process on the Continuum Random Tree
Abraham, Romain
2011-01-01
We consider the number of cuts $X_n^*$ needed to isolate the root of the sub-tree spanned by $n$ leaves uniformly chosen at random in Aldous's continuum random tree $\\ct$. We prove the almost sure convergence of $X_n^*/\\sqrt{2 n}$ to a Rayleigh random variable $Z$. We get from the a.s. convergence a representation of $Z$ as the integral on the leaves of $\\ct$ of a record process indexed by the tree $\\ct$. The proof relies on a Brownian Snake approach. This result was motivated by Janson's convergence in distribution of the renormalized number of cuts in a discrete random tree.
Directory of Open Access Journals (Sweden)
BernhardRauch
2012-04-01
Full Text Available Extra supplementation of omega-3 fatty acids (?-3 has been associated with a decreased cardiovascular risk, thereby focusing on a potentially preventive effect on tachyarrhythmias and sudden cardiac death. Recent randomized controlled trials, however, challenge the efficiency of the additional application of ?-3 in its anti-arrhythmic effect under certain clinical conditions. The present paper reflects the results of earlier and recent clinical studies with respect to the individual background conditions that potentially may explain apparently conflicting clinical data. It is suggested that the efficiency of ?-3 supplementation to prevent cardiac arrhythmias strongly depends on the underlying clinical and pharmacological conditions, a hypothesis that may be supported by the data from experimental animal studies and the molecular interactions of ?-3 at the cellular level.
Valuing travel time variability: Characteristics of the travel time distribution on an urban road
Fosgerau, Mogens; Fukuda, Daisuke
2010-01-01
Fosgerau and Karlstrom [The value of reliability. Transportation Research Part B, Vol. 43 (8–9), pp. 813–820, 2010] presented a derivation of the value of travel time variability (VTTV) with a number of desirable properties. This definition of the VTTV depends on certain properties of the distribution of random travel times that require empirical verification. This paper therefore provides a detailed empirical investigation of the distribution of travel times on an urban road. Applying a r...
Effect of Spatial Variability on Maintenance and Repair Decisions for Concrete Structures:
Li, Y.
2004-01-01
Due to the increasingly number of elder and deteriorating structures, maintenance is becoming a serious and more complex problem in most of the countries. A lot of studies have been carried out in this area for years. However, the fact that a lot of parameters show spatial random variability, which is linked with dependencies on temperature, w/c ratio, cement type, humidity and workmanship, is not included explicitly in most of the previous studies. Therefore, the main objective of the projec...
A message-passing approach to random constraint satisfaction problems with growing domains
International Nuclear Information System (INIS)
Message-passing algorithms based on belief propagation (BP) are implemented on a random constraint satisfaction problem (CSP) referred to as model RB, which is a prototype of hard random CSPs with growing domain size. In model RB, the number of candidate discrete values (the domain size) of each variable increases polynomially with the variable number N of the problem formula. Although the satisfiability threshold of model RB is exactly known, finding solutions for a single problem formula is quite challenging and attempts have been limited to cases of N ? 102. In this paper, we propose two different kinds of message-passing algorithms guided by BP for this problem. Numerical simulations demonstrate that these algorithms allow us to find a solution for random formulas of model RB with constraint tightness slightly less than pcr, the threshold value for the satisfiability phase transition. To evaluate the performance of these algorithms, we also provide a local search algorithm (random walk) as a comparison. Besides this, the simulated time dependence of the problem size N and the entropy of the variables for growing domain size are discussed
Quantifying randomness in real networks
Orsini, Chiara; Dankulov, Marija M.; Colomer-de-Simón, Pol; Jamakovic, Almerima; Mahadevan, Priya; Vahdat, Amin; Bassler, Kevin E.; Toroczkai, Zoltán; Boguñá, Marián; Caldarelli, Guido; Fortunato, Santo; Krioukov, Dmitri
2015-10-01
Represented as graphs, real networks are intricate combinations of order and disorder. Fixing some of the structural properties of network models to their values observed in real networks, many other properties appear as statistical consequences of these fixed observables, plus randomness in other respects. Here we employ the dk-series, a complete set of basic characteristics of the network structure, to study the statistical dependencies between different network properties. We consider six real networks--the Internet, US airport network, human protein interactions, technosocial web of trust, English word network, and an fMRI map of the human brain--and find that many important local and global structural properties of these networks are closely reproduced by dk-random graphs whose degree distributions, degree correlations and clustering are as in the corresponding real network. We discuss important conceptual, methodological, and practical implications of this evaluation of network randomness, and release software to generate dk-random graphs.
Quantifying randomness in real networks.
Orsini, Chiara; Dankulov, Marija M; Colomer-de-Simón, Pol; Jamakovic, Almerima; Mahadevan, Priya; Vahdat, Amin; Bassler, Kevin E; Toroczkai, Zoltán; Boguñá, Marián; Caldarelli, Guido; Fortunato, Santo; Krioukov, Dmitri
2015-01-01
Represented as graphs, real networks are intricate combinations of order and disorder. Fixing some of the structural properties of network models to their values observed in real networks, many other properties appear as statistical consequences of these fixed observables, plus randomness in other respects. Here we employ the dk-series, a complete set of basic characteristics of the network structure, to study the statistical dependencies between different network properties. We consider six real networks-the Internet, US airport network, human protein interactions, technosocial web of trust, English word network, and an fMRI map of the human brain-and find that many important local and global structural properties of these networks are closely reproduced by dk-random graphs whose degree distributions, degree correlations and clustering are as in the corresponding real network. We discuss important conceptual, methodological, and practical implications of this evaluation of network randomness, and release software to generate dk-random graphs. PMID:26482121
Law Of Large Numbers For Random Dynamical Systems
Horbacz, K.; ?l?czka, M.
2013-01-01
We cosider random dynamical systems with randomly chosen jumps. The choice of deterministic dynamical system and jumps depends on a position. We proove the existence of an exponentially attractive invariant measure and the strong law of large numbers.
Padilla, Alberto
2009-01-01
Systematic sampling is a commonly used technique due to its simplicity and ease of implementation. The drawback of this simplicity is that it is not possible to estimate the design variance without bias. There are several ways to circumvent this problem. One method is to suppose that the variable of interest has a random order in the population, so the sample variance of simple random sampling without replacement is used. By means of a mixed random - systematic sample, an unbiased estimator o...
Directory of Open Access Journals (Sweden)
Luís André Castro
2009-01-01
Full Text Available OBJETIVO: O objetivo deste estudo é avaliar a eficácia da naltrexona com intervenção breve em pacientes com dependência de álcool. MÉTODO: Este estudo é um ensaio clínico randomizado, duplo-cego, placebo-controlado de 12 semanas. A amostra de 71 pacientes foi dividida randomicamente em dois grupos (um recebendo naltrexona e outro placebo. Sujeitos dependentes de álcool foram tratados com 50 mg de naltrexona ou placebo diariamente por 12 semanas. Ambos os grupos de tratamento receberam intervenção breve. Os desfechos clínicos primários para este estudo foram taxa de recaída e mudança no padrão de consumo de álcool. RESULTADOS: Na intenção de tratar, menor porcentagem de sujeitos tratados com naltrexona recaíram (3% 21%; p = 0,054. Naltrexona com intervenção breve não foi superior ao placebo para diminuir os dias de consumo (6,2 + 10,6 3,05 + 7,3; p = 0,478, os dias de consumo moderado (0 2,2 + 6,9; p = 0,345 e os dias de consumo pesado (0,03 + 0,2 0,3 + 0,9; p = 0,887. Naltrexona foi bem tolerada. Os efeitos adversos mais frequentes na presente amostra foram: cefaleia (25,4%, sonolência (20,9%, náuseas (16,4%, hiperfagia (16,4%, anorexia (14,9%, ansiedade (10,4%, pirose (10,4% e irritabilidade (10,4%. CONCLUSÕES: Embora o grupo naltrexona tenha demonstrado tendência para reduzir taxa de recaída (> 5 doses/dia, não foi encontrada nenhuma diferença em outras variáveis de consumo de álcool entre os grupos naltrexona e placebo. Estudos futuros devem examinar a eficácia desse tipo de combinação de tratamento nos cuidados primários de saúde.OBJECTIVE: The objective of this study is to evaluate the efficacy of naltrexone with brief intervention among patients with alcohol dependence. METHOD: This study is a 12-week randomized, double blind, placebo-controlled clinical trial. The sample of 71 patients was randomly divided in two groups (one receiving naltrexone and the other placebo. Alcohol-dependent subjects were treated with 50 mg of naltrexone or placebo daily for 12 weeks. Both treatment groups received brief intervention. The primary results for this study were relapse rate and change in drinking behaviors. RESULTS: In the intention-to-treat fewer naltrexone treated subjects relapsed (3% 21%; p = 0.054. Naltrexone with brief intervention was not effective in decreasing drinking days (6.2 + 10.6 3.05 + 7.3; p = 0.478, moderate drinking days (0 2.2 + 6.9; p = 0.345 and heavy drinking days (0.03 + 0.2 0.3 + 0.9; p = 0.887. Naltrexone was well tolerated. The most frequent adverse effects in our sample were: headache (25.4%, drowsiness (20.9%, nausea (16.4%, hyperphagia (16.4%, anorexia (14.9%, anxiety (10.4%, heartburn (10.4% and irritability (10.4%. CONCLUSIONS: Although the naltrexone group showed a tendency to reduce relapse rate (> 5 drinks/day, no differences were found in other alcohol consumption variables between naltrexone and placebo groups. Further studies should examine the efficacy of this kind of treatment combination in the primary health care.
Scientific Electronic Library Online (English)
Luís André, Castro; Ronaldo, Laranjeira.
Full Text Available OBJETIVO: O objetivo deste estudo é avaliar a eficácia da naltrexona com intervenção breve em pacientes com dependência de álcool. MÉTODO: Este estudo é um ensaio clínico randomizado, duplo-cego, placebo-controlado de 12 semanas. A amostra de 71 pacientes foi dividida randomicamente em dois grupos ( [...] um recebendo naltrexona e outro placebo). Sujeitos dependentes de álcool foram tratados com 50 mg de naltrexona ou placebo diariamente por 12 semanas. Ambos os grupos de tratamento receberam intervenção breve. Os desfechos clínicos primários para este estudo foram taxa de recaída e mudança no padrão de consumo de álcool. RESULTADOS: Na intenção de tratar, menor porcentagem de sujeitos tratados com naltrexona recaíram (3% 21%; p = 0,054). Naltrexona com intervenção breve não foi superior ao placebo para diminuir os dias de consumo (6,2 + 10,6 3,05 + 7,3; p = 0,478), os dias de consumo moderado (0 2,2 + 6,9; p = 0,345) e os dias de consumo pesado (0,03 + 0,2 0,3 + 0,9; p = 0,887). Naltrexona foi bem tolerada. Os efeitos adversos mais frequentes na presente amostra foram: cefaleia (25,4%), sonolência (20,9%), náuseas (16,4%), hiperfagia (16,4%), anorexia (14,9%), ansiedade (10,4%), pirose (10,4%) e irritabilidade (10,4%). CONCLUSÕES: Embora o grupo naltrexona tenha demonstrado tendência para reduzir taxa de recaída (> 5 doses/dia), não foi encontrada nenhuma diferença em outras variáveis de consumo de álcool entre os grupos naltrexona e placebo. Estudos futuros devem examinar a eficácia desse tipo de combinação de tratamento nos cuidados primários de saúde. Abstract in english OBJECTIVE: The objective of this study is to evaluate the efficacy of naltrexone with brief intervention among patients with alcohol dependence. METHOD: This study is a 12-week randomized, double blind, placebo-controlled clinical trial. The sample of 71 patients was randomly divided in two groups ( [...] one receiving naltrexone and the other placebo). Alcohol-dependent subjects were treated with 50 mg of naltrexone or placebo daily for 12 weeks. Both treatment groups received brief intervention. The primary results for this study were relapse rate and change in drinking behaviors. RESULTS: In the intention-to-treat fewer naltrexone treated subjects relapsed (3% 21%; p = 0.054). Naltrexone with brief intervention was not effective in decreasing drinking days (6.2 + 10.6 3.05 + 7.3; p = 0.478), moderate drinking days (0 2.2 + 6.9; p = 0.345) and heavy drinking days (0.03 + 0.2 0.3 + 0.9; p = 0.887). Naltrexone was well tolerated. The most frequent adverse effects in our sample were: headache (25.4%), drowsiness (20.9%), nausea (16.4%), hyperphagia (16.4%), anorexia (14.9%), anxiety (10.4%), heartburn (10.4%) and irritability (10.4%). CONCLUSIONS: Although the naltrexone group showed a tendency to reduce relapse rate (> 5 drinks/day), no differences were found in other alcohol consumption variables between naltrexone and placebo groups. Further studies should examine the efficacy of this kind of treatment combination in the primary health care.
Some physical applications of random hierarchical matrices
International Nuclear Information System (INIS)
The investigation of spectral properties of random block-hierarchical matrices as applied to dynamic and structural characteristics of complex hierarchical systems with disorder is proposed for the first time. Peculiarities of dynamics on random ultrametric energy landscapes are discussed and the statistical properties of scale-free and polyscale (depending on the topological characteristics under investigation) random hierarchical networks (graphs) obtained by multiple mapping are considered.
Topics in random walks in random environment
International Nuclear Information System (INIS)
Over the last twenty-five years random motions in random media have been intensively investigated and some new general methods and paradigms have by now emerged. Random walks in random environment constitute one of the canonical models of the field. However in dimension bigger than one they are still poorly understood and many of the basic issues remain to this day unresolved. The present series of lectures attempt to give an account of the progresses which have been made over the last few years, especially in the study of multi-dimensional random walks in random environment with ballistic behavior. (author)
Mak, Chi H.; Pham, Phuong; Afif, Samir A.; Goodman, Myron F.
2015-09-01
Enzymes that rely on random walk to search for substrate targets in a heterogeneously dispersed medium can leave behind complex spatial profiles of their catalyzed conversions. The catalytic signatures of these random-walk enzymes are the result of two coupled stochastic processes: scanning and catalysis. Here we develop analytical models to understand the conversion profiles produced by these enzymes, comparing an intrusive model, in which scanning and catalysis are tightly coupled, against a loosely coupled passive model. Diagrammatic theory and path-integral solutions of these models revealed clearly distinct predictions. Comparison to experimental data from catalyzed deaminations deposited on single-stranded DNA by the enzyme activation-induced deoxycytidine deaminase (AID) demonstrates that catalysis and diffusion are strongly intertwined, where the chemical conversions give rise to new stochastic trajectories that were absent if the substrate DNA was homogeneous. The C ?U deamination profiles in both analytical predictions and experiments exhibit a strong contextual dependence, where the conversion rate of each target site is strongly contingent on the identities of other surrounding targets, with the intrusive model showing an excellent fit to the data. These methods can be applied to deduce sequence-dependent catalytic signatures of other DNA modification enzymes, with potential applications to cancer, gene regulation, and epigenetics.
Flexible Representation of Spatio-Temporal Random Fields in the Model Web
Gräler, B.; Stasch, C.
2012-04-01
The Model Web envisions an infrastructure for coupling environmental models in the Web. In environmental sciences, the phenomena of interest are usually not well-bounded objects, but rather continuous phenomena in space and time. These phenomena are commonly referred to as spatial or spatio-temporal fields and are often modelled as random variables. Currently, spatio-temporal fields are usually represented and exchanged as raster data. Besides the communication overhead this imposes, exchanging rasters has also other drawbacks. For example, the interpolation method used to calculate the raster values as well as the original observations the raster originates from are usually not part of the resulting data. Furthermore, the interpolated values are commonly single moment estimates of the random variables such as their expectation values. Thus, the natural randomness in the interpolated variables and interpolation uncertainties are also not available any more after interpolation. We propose a new model for exchanging spatio-temporal random fields as the original sample data plus information about the model of spatial or spatio-temporal variance describing the random field. This allows to communicate the complete random variables and their associated uncertainties opposed to single estimates. In addition, this approach suggests a particular interpolation method to calculate rasters from the field. The desired raster resolution and projection can then be chosen by the user of the field data. This is advantageous to the classical approach, as transformations between coordinate reference systems typically distort the given raster and changing the raster's resolution usually imposes a second model assumption on the interpolated field data. Using a standardized language to describe spatio-temporal random fields allows for a fully machine readable approach. Depending on the target application, one can thus easily obtain one to several simulations of the field reflecting its random nature instead of a single interpolated grid based on a single moment estimate of the underlying distribution with a fixed resolution and coordinate reference system. We present an extension of FieldGML, a language based on the Geography Markup Language (GML) for representing spatial fields, and UncertML, the Uncertainty Markup Language, where spatial and spatio-temporal variance is described by means of the kriging procedure assuming underlying Gaussian distributions. Prototypical implementations are provided for web-processes within the UncertWeb project and as a R package building on top of the widely used packages sp, gstat and spacetime for spatial and spatio-temporal random fields.
On the internal variability of simulated precipitation
Schindler, Anne; Toreti, Andrea; Scoccimarro, Enrico; Zampieri, Matteo; Xoplaki, Elena; Luterbacher, Juerg
2014-05-01
Adequate knowledge of expected changes in precipitation is needed for planning as well as for mitigating and adapting to climate change. Potential changes in precipitation can be assessed by using climate model simulations under different scenarios. Yet the climate change signal can be obfuscated by natural variability. Here, we propose an approach that can be used in the attribution of the identified changes. By using long pre-industrial control sim- ulations (in this exercise, a 330-year run of the CMCC Global Circulation Model) we can determine the shortest record length such that randomly chosen time periods of the same length cannot be statistically distinguished from each other. In the context of climate change assessment, this implies that any change simulated over a period of this length could be attributed to a change in forcing and not to natural variability. For each land grid point, the empirical distribution over a given time period is compared with that of 99 (randomly chosen) periods of the same length. Should the Cramer-von Mises two sample test be unable to reject the hypoth- esis that the samples stem from the same distribution, then the periods are deemed statistically indistinguishable. Multiple testing is accounted for with the Walker test at the 5 % level. To also test for regional significance, we calculate the Benjamini- Hochberg false-discovery-rate for the 26 IPCC SREX regions. To avoid extra variability due to the seasonal cycle, we analyze July-August (JJA) and December-February (DJF) precipitation separately. We show that this minimum duration length depends on the season, the location and the extent of the region under investigation. For instance, in case of northern hemispheric DJF precipitation, at least 36 seasons are necessary; whereas for southern hemispheric JJA precipitation, the minimum duration length is equal to 12 seasons. For many land grid points 30 seasons (DJF or JJA) suffice. However, there exists regions (especially those close to the oceans) where not even 158 seasons contain enough information.
Random walks in random Dirichlet environment are transient in dimension $d\\ge 3$
Sabot, Christophe
2008-01-01
We consider random walks in random Dirichlet environment (RWDE) which is a special type of random walks in random environment where the exit probabilities at each site are i.i.d. Dirichlet random variables. On $Z^d$, RWDE are parameterized by a 2d-uplet of positive reals. We prove that for all values of the parameters, RWDE are transient in dimension $d\\ge 3$. We also prove that the Green function has some finite moments and, on $Z^d$, $d\\ge 3$, we explicitly compute the critical integrability exponent. Our result is more general and applies forexample to finitely generated transient Cayley graphs. In terms of reinforced random walks it implies that linearly edge-oriented reinforced random walks are transient for $d\\ge 3$.
Solution Methods for Structures with Random Properties Subject to Random Excitation
DEFF Research Database (Denmark)
Köylüoglu, H. U.; Nielsen, SØren R. K.
1994-01-01
This paper deals with the lower order statistical moments of the response of structures with random stiffness and random damping properties subject to random excitation. The arising stochastic differential equations (SDE) with random coefficients are solved by two methods, a second order perturbation approach and a Markovian method. The second order perturbation approach is grounded on the total probability theorem and can be compactly written. Moreover, the problem to be solved is independent of the dimension of the random variables involved. The Markovian approach suggests transforming the SDE with random coefficients with deterministic initial conditions to an equivalent nonlinear SDE with deterministic coefficient and random initial conditions. In both methods, the statistical moment equations are used. Hierarchy of statistical moments in the markovian approach is closed by the cumulant neglect closure method applied at the fourth order level.
Random Periodic Solutions of Random Dynamical Systems
Zhao, Huaizhong; Zheng, Zuo-Huan
2015-01-01
In this paper, we give the definition of the random periodic solutions of random dynamical systems. We prove the existence of such periodic solutions for a $C^1$ perfect cocycle on a cylinder using a random invariant set, the Lyapunov exponents and the pullback of the cocycle.
Nachman, Benjamin
2013-01-01
Many particle physics analyses which need to discriminate some background process from a signal ignore event-by-event resolutions of kinematic variables. Adding this information, as is done for missing momentum significance, can only improve the power of existing techniques. We therefore propose the use of significance variables which combine kinematic information with event-by-event resolutions. We begin by giving some explicit examples of constructing optimal significance variables. Then, we consider three applications: new heavy gauge bosons, Higgs to $\\tau\\tau$, and direct stop squark pair production. We find that significance variables can provide additional discriminating power over the original kinematic variables: $\\sim$ 20% improvement over $m_T$ in the case of $H\\rightarrow\\tau\\tau$ case, and $\\sim$ 30% impovement over $m_{T2}$ in the case of the direct stop search.
The effect of metabolic control on hemodynamics in short-term insulin-dependent diabetic patients
DEFF Research Database (Denmark)
Mathiesen, E R; Hilsted, J; Feldt-Rasmussen, B; Bonde-Petersen, F; Christensen, N J; Parving, H H
1985-01-01
Hemodynamics variables (heart rate, arterial blood pressure, cardiac output, hepato-splanchnic blood flow, forearm blood flow, and plasma catecholamines) were measured during good (median blood glucose 4.7 mmol/L) and poor (median blood glucose 16.3 mmol/L) metabolic control in eight young, short-term, insulin-dependent diabetic patients. The measurements were performed twice within 2 wk, in random order. Continuous subcutaneous insulin infusion (CSII) was applied for 1 wk in order to obtain goo...
A Bernstein type inequality and moderate deviations for weakly dependent sequences
Merlevède, Florence; Rio, Emmanuel
2009-01-01
In this paper we present a tail inequality for the maximum of partial sums of a weakly dependent sequence of random variables that are not necessarily bounded. The class considered includes geometrically and subgeometrically strongly mixing sequences. The result is then used to derive asymptotic moderate deviations results. Applications include classes of Markov chains, functions of linear processes with absolutely regular innovations and ARCH models
Tail Asymptotics for the Sum of two Heavy-tailed Dependent Risks
DEFF Research Database (Denmark)
Albrecher, H.; Asmussen, SØren
2005-01-01
Let X1,X2 denote positive exchangable heavy-tailed random variables with continuous marginal distribution function F. The asymptotic behavior of the tail of X1 + X2 is studied in a general copula framework and some bounds and extremal properties are provided. For more specific assumptions on F and the underlying dependence structure of X1 and X2, we survey explicit asymptotic results available in the literature and add several new cases.
Neutron transport in random media
International Nuclear Information System (INIS)
The survey reviews the methods available in the literature which allow a discussion of corium recriticality after a severe accident and a characterization of the corium. It appears that to date no one has considered the eigenvalue problem, though for the source problem several approaches have been proposed. The mathematical formulation of a random medium may be approached in different ways. Based on the review of the literature, we can draw three basic conclusions. The problem of static, random perturbations has been solved. The static case is tractable by the Monte Carlo method. There is a specific time dependent case for which the average flux is given as a series expansion
Shuman, Nicholas S; Miller, Thomas M; Caples, Connor M; Viggiano, A A
2010-10-28
We describe the VENDAMS (variable electron and neutral density attachment mass spectrometry) technique to measure the rate constants of various processes occurring as primary, secondary, and higher order chemistry in a flowing afterglow at high charge densities over a temperature range of 300 to 550 K. In particular, we report measurements of rate constants of ion-ion mutual neutralization and electron attachment to radical species, processes which have proven difficult to study through other means. The product negative ion abundances from the addition of PSCl(3) to an Ar(+)/e(-) plasma have been measured as a function of initial electron densities between 1 × 10(8) and 4 × 10(10) cm(-3). Data at lower electron densities yield branching ratios of the primary electron attachment to PSCl(3); determination of the reactions and rate constants occurring at low electron densities then allows for determination of the greater number of reactions and rate constants contributing at higher electron densities. Reaction rate constants and branching ratios of electron attachment to PSCl(2) are reported; this is the first measurement of electron attachment to a radical as a function of temperature. The data show an unusual negative temperature dependence; however, a zero or even slightly positive dependence is within the uncertainty. Measured electron attachment rate constants are 1.4 × 10(-7), 1.1 × 10(-7), and 9.1 × 10(-8) ± 40% cm(3) s(-1) at 300, 400, and 550 K, respectively; the dominant product channel is PSCl + Cl(-) (95, 87, and 77% at 300, 400, and 550 K), and the minor channel is PSCl(-) + Cl. Ion-ion mutual neutralization rate constants of both PSCl(-) and PSCl(2)(-) with Ar(+) are reported over the investigated temperature range; rate constants at 300 K are 4.9 × 10(-8) ± 20% cm(3) s(-1) and 4.5 × 10(-8) ± 15% cm(3) s(-1) and show temperature dependences of T(-0.5±0.3) and T(-0.9±0.3), respectively. PMID:20557104
Maximizing scientific knowledge from randomized clinical trials
DEFF Research Database (Denmark)
Gustafsson, Finn; Atar, Dan; Pitt, Bertram; Zannad, Faiez; Pfeffer, Marc A
2010-01-01
Trialists have an ethical and financial responsibility to plan and conduct clinical trials in a manner that will maximize the scientific knowledge gained from the trial. However, the amount of scientific information generated by randomized clinical trials in cardiovascular medicine is highly variable. Generation of trial databases and/or biobanks originating in large randomized clinical trials has successfully increased the knowledge obtained from those trials. At the 10th Cardiovascular Trialis...
Variable order revised binary treecode
International Nuclear Information System (INIS)
Three essential improvements are described to the treecode in terms of the expansion formula, the choice of the expansion order as well as the tree structure. Firstly, the multipole expansion is based on the real spherical harmonic functions to reduce the CPU time. Secondly, the expansion order is given in terms of the ratio of the distance of a field point to a source box to the box size, which reflects the relative error of the expansion. With that, a large portion of the sources has been evaluated by the multipole expansion at low levels of the source tree, which is around two-thirds of sources at the first two levels of the tree averagely. The algorithm reduces the CPU time dependency on expansion order p from O(p2) of the classical treecode to be lower than a linear dependency in pmax, where pmax is the maximum expansion order used in the variable order expansion. Thirdly, a revised binary tree is built by performing the bisections thrice at each tree level, discarding the boxes generated in the first two bisections and remaining only the boxes generated in the last one. This tree avoids the disadvantage of a binary treecode demanding significantly more CPU time than an oct-treecode. It has high adaptiveness to the source distribution and perfect load balancing for performing the parallelization. Simulations are carried out for N vortex elements and N field points distributed randomly in a cube, a 5:1:1 parallelepiped, and a 10:1:1 parallelepiped, using the oct-tree and revised binary tree, respectively. The algorithm is an order of magnitude faster than those of Strickland et al. [ESAIM: Proceedings 7 (1999) 408], Warren and Salmon [Comput. Phys. Commun. 87 (1995) 266], and Lindsay and Krasny [J. Comput. Phys. 172 (2001) 879]. Simulations also demonstrate the efficiency of the revised binary treecode for an inhomogeneous source distribution
Estrada, Ernesto
2015-01-01
A generalization of the random geometric graph (RGG) model is proposed by considering a set of points uniformly and independently distributed on a rectangle of unit area instead of on a unit square \\left[0,1\\right]^{2}. The topological properties, such as connectivity, average degree, average path length and clustering, of the random rectangular graphs (RRGs) generated by this model are then studied as a function of the rectangle sides lengths a and b=1/a, and the radius r used to connect the nodes. When a=1 we recover the RGG, and when a\\rightarrow\\infty the very elongated rectangle generated resembles a one-dimensional RGG. We provided computational and analytical evidence that the topological properties of the RRG differ significantly from those of the RGG. The connectivity of the RRG depends not only on the number of nodes as in the case of the RGG, but also on the side length of the rectangle. As the rectangle is more elongated the critical radius for connectivity increases following first a power-law an...
How random are complex networks
Orsini, Chiara; Jamakovic, Almerima; Mahadevan, Priya; Colomer-de-Simón, Pol; Vahdat, Amin; Bassler, Kevin E; Toroczkai, Zoltán; Boguñá, Marián; Caldarelli, Guido; Fortunato, Santo; Krioukov, Dmitri
2015-01-01
Represented as graphs, real networks are intricate combinations of order and disorder. Fixing some of the structural properties of network models to their values observed in real networks, many other properties appear as statistical consequences of these fixed observables, plus randomness in other respects. Here we employ the $dk$-series, a complete set of basic characteristics of the network structure, to study the statistical dependencies between different network properties. We consider six real networks---the Internet, US airport network, human protein interactions, technosocial web of trust, English word network, and an fMRI map of the human brain---and find that many important local and global structural properties of these networks are closely reproduced by $dk$-random graphs whose degree distributions, degree correlations, and clustering are as in the corresponding real network. We discuss important conceptual, methodological, and practical implications of this evaluation of network randomness.
The Cover Time of Deterministic Random Walks
Friedrich, Tobias
2010-01-01
The rotor router model is a popular deterministic analogue of a random walk on a graph. Instead of moving to a random neighbor, the neighbors are served in a fixed order. We examine how fast this "deterministic random walk" covers all vertices (or all edges). We present general techniques to derive upper bounds for the vertex and edge cover time and derive matching lower bounds for several important graph classes. Depending on the topology, the deterministic random walk can be asymptotically faster, slower or equally fast as the classic random walk. We also examine the short term behavior of deterministic random walks, that is, the time to visit a fixed small number of vertices or edges.
Böttcher, S
1997-01-01
Aging refers to the property of two-time correlation functions to decay very slowly on (at least) two time scales. This phenomenon has gained recent attention due to experimental observations of the history dependent relaxation behavior in amorphous materials (``Glasses'') which pose a challenge to theorist. Aging signals the breaking of time-translational invariance and the violation of the fluctuation dissipation theorem during the relaxation process. But while the origin of aging in disordered media is profound, and the discussion is clad in the language of a well-developed theory, systems as simple as a random walk near a wall can exhibit aging. Such a simple walk serves well to illustrate the phenomenon and some of the physics behind it.
Investments in Random Environments
Navarro, Emeterio; Rodrigues, Joao; Schweitzer, Frank
2007-01-01
We present analytical investigations of a multiplicative stochastic process that models a simple investor dynamics in a random environment. The dynamics of the investor's budget, $x(t)$, depends on the stochasticity of the return on investment, $r(t)$, for which different model assumptions are discussed. The fat-tail distribution of the budget is investigated and compared with theoretical predictions. Weare mainly interested in the most probable value $x_mp$ of the budget that reaches a constant value over time. Based on an analytical investigation of the dynamics, we are able to predict $x_mp^stat$. We find a scaling law that relates the most probable value to the characteristic parameters describing the stochastic process. Our analytical results are confirmed by stochastic computer simulations that show a very good agreement with the predictions.
Quantumness, Randomness and Computability
Solis, Aldo; Hirsch, Jorge G.
2015-06-01
Randomness plays a central role in the quantum mechanical description of our interactions. We review the relationship between the violation of Bell inequalities, non signaling and randomness. We discuss the challenge in defining a random string, and show that algorithmic information theory provides a necessary condition for randomness using Borel normality. We close with a view on incomputablity and its implications in physics.
Random Graph Models with Hidden Color
International Nuclear Information System (INIS)
We demonstrate how to generalize two of the most well-known random graph models, the classic random graph, and random graphs with a given degree distribution, by the introduction of hidden variables in the form of extra degrees of freedom, color, applied to vertices or stubs (half-edges). The color is assumed unobservable, but is allowed to affect edge probabilities. This serves as a convenient method to define very general classes of models within a common unifying formalism, and allows for a non-trivial edge correlation structure. (author)
First passages for a search by a swarm of independent random searchers
Mejia-Monasterio, C; Schehr, G
2011-01-01
In this paper we study some aspects of search for an immobile target by a swarm of N non-communicating, randomly moving searchers (numbered by the index k, k = 1, 2,..., N), which all start their random motion simultaneously at the same point in space. For each realization of the search process, we record the unordered set of time moments \\{\\tau_k\\}, where \\tau_k is the time of the first passage of the k-th searcher to the location of the target. Clearly, \\tau_k's are independent, identically distributed random variables with the same distribution function \\Psi(\\tau). We evaluate then the distribution P(\\omega) of the random variable \\omega \\sim \\tau_1/bar{\\tau}, where bar{\\tau} = N^{-1} \\sum_{k=1}^N \\tau_k is the ensemble-averaged realization-dependent first passage time. We show that P(\\omega) exhibits quite a non-trivial and sometimes a counterintuitive behaviour. We demonstrate that in some well-studied cases e.g., Brownian motion in finite d-dimensional domains) the \\textit{mean} first passage time is no...
First passages for a search by a swarm of independent random searchers
International Nuclear Information System (INIS)
In this paper we study some aspects of search for an immobile target by a swarm of N non-communicating, randomly moving searchers (numbered by the index k, k = 1, 2,..., N), which all start their random motion simultaneously at the same point in space. For each realization of the search process, we record the unordered set of time moments {?k}, where ?k is the time of the first passage of the kth searcher to the location of the target. Clearly, ?ks are independent, identically distributed random variables with the same distribution function ?(?). We evaluate then the distribution P(?) of the random variable ???1/ ?-bar , where ?-bar =N-1?k=1N?k is the ensemble-averaged realization-dependent first passage time. We show that P(?) exhibits quite a non-trivial and sometimes a counterintuitive behavior. We demonstrate that in some well-studied cases (e.g. Brownian motion in finite d-dimensional domains) the mean first passage time is not a robust measure of the search efficiency, despite the fact that ?(?) has moments of arbitrary order. This implies, in particular, that even in this simplest case (not to mention complex systems and/or anomalous diffusion) first passage data extracted from a single-particle tracking should be regarded with appropriate caution because of the significant sample-to-sample fluctuations
Tail asymptotics for dependent subexponential di?erences
DEFF Research Database (Denmark)
Albrecher, H; Asmussen, SØren
2011-01-01
We study the asymptotic behavior of P(X ? Y > u) as u ? ?, where X is subexponential and X, Y are positive random variables that may be dependent. We give criteria under which the subtraction of Y does not change the tail behavior of X. It is also studied under which conditions the comonotonic copula represents the worst-case scenario for the asymptotic behavior in the sense of minimizing the tail of X ? Y and an explicit construction of the worst-case copula is provided in the other cases.
Random broadcast on random geometric graphs
Energy Technology Data Exchange (ETDEWEB)
Bradonjic, Milan [Los Alamos National Laboratory; Elsasser, Robert [UNIV OF PADERBORN; Friedrich, Tobias [ICSI/BERKELEY; Sauerwald, Tomas [ICSI/BERKELEY
2009-01-01
In this work, we consider the random broadcast time on random geometric graphs (RGGs). The classic random broadcast model, also known as push algorithm, is defined as: starting with one informed node, in each succeeding round every informed node chooses one of its neighbors uniformly at random and informs it. We consider the random broadcast time on RGGs, when with high probability: (i) RGG is connected, (ii) when there exists the giant component in RGG. We show that the random broadcast time is bounded by {Omicron}({radical} n + diam(component)), where diam(component) is a diameter of the entire graph, or the giant component, for the regimes (i), or (ii), respectively. In other words, for both regimes, we derive the broadcast time to be {Theta}(diam(G)), which is asymptotically optimal.
Random-field model for the elasticity tensor of anisotropic random media
Soize, C.
2004-01-01
This Note deals with the construction of a non-Gaussian positive definite matrix-valued random field whose mathematical properties allow the fourth-order elasticity tensor of random non homogeneous anisotropic three dimensional elastic media to be modelled. If the usual parametric probabilistic approach was used, then 21 mutually dependent random fields should be modelled and identified by using experimental data. Such an approach would be very difficult because the systems of the marginal pr...
Chaos, pseudo-random number generators and the random walk problem
SORNETTE, D; Arneodo, A.
1984-01-01
To test the nature of the deterministic chaos generated by the iteration of discrete dynamical systems, we perform Monte-Carlo random walk experiments on a one-dimensional periodic lattice with a trapping site using the logistic map as a generator of pseudo-random numbers. Comparison with analytical results derived for asymmetric and also for weakly non-Markovian random walks lend strong experimental support to the conjecture that sensitive dependence on the initial conditions implies for the...
Shabat, Gil; Shmueli, Yaniv; Aizenbud, Yariv; Averbuch, Amir
2013-01-01
We present a fast randomized algorithm that computes a low rank LU decomposition. Our algorithm uses random projections type techniques to efficiently compute a low rank approximation of large matrices. The randomized LU algorithm can be parallelized and further accelerated by using sparse random matrices in its projection step. Several different error bounds are proven for the algorithm approximations. To prove these bounds, recent results from random matrix theory related ...
Moraru, Manuela; Black, Laurel E; Muntasell, Aura; Portero, Francisca; López-Botet, Miguel; Reyburn, Hugh T; Pandey, Janardan P; Vilches, Carlos
2015-08-15
HSV-1 latently infects most humans, causing a variable clinical picture that depends, in part, on host genetic factors. Both IgG and its cellular FcRs, CD16A and CD32A-C (encoded by FCGR3A and FCGR2A-C, respectively, on chromosome 1), display polymorphisms that could affect their defensive function. Of potential relevance are a FCGR3A dimorphism resulting in CD16A-valine/phenylalanine-158 allotypes with different IgG affinity, variations conditioning NK cell expression of CD32B or CD32C, and IgG1 H chain (IGHG1) and kappa-chain (IGKC) polymorphisms determining allotypes designated G1m and Km. In this study, we assessed the contribution of Ig genetic variations and their interaction with FcR polymorphism to HSV-1 susceptibility, as well as their impact on NK cell-mediated Ab-dependent cellular cytotoxicity (ADCC). Our results show an epistatic interaction between IGHG1 and FCGR3A such that the higher affinity CD16A-158V/V genotype associates with an asymptomatic course of HSV-1 infection only in homozygotes for G1m3. Furthermore, CD16A-158V and G1m3 allotypes enhanced ADCC against opsonized HSV-1-infected fibroblasts. Conversely, Km allotypes and CD32B or CD32C expression on NK cells did not significantly influence HSV-1 susceptibility or ADCC. NK cells degranulating against immune serum-opsonized HSV-1-infected fibroblasts had heterogeneous phenotypes. Yet, enhanced ADCC was observed among NK cells showing a differentiated, memory-like phenotype (NKG2C(bright)NKG2A(-)CD57(+)FcR?(-)), which expand in response to human CMV. These results extend our knowledge on the importance of immunogenetic polymorphisms and NK cell-Ab interplay in the host response against HSV-1 and point to the relevance of interactions between immune responses elicited during chronic coinfection by multiple herpesviruses. PMID:26179905
How random is a random vector?
Eliazar, Iddo
2015-12-01
Over 80 years ago Samuel Wilks proposed that the "generalized variance" of a random vector is the determinant of its covariance matrix. To date, the notion and use of the generalized variance is confined only to very specific niches in statistics. In this paper we establish that the "Wilks standard deviation" -the square root of the generalized variance-is indeed the standard deviation of a random vector. We further establish that the "uncorrelation index" -a derivative of the Wilks standard deviation-is a measure of the overall correlation between the components of a random vector. Both the Wilks standard deviation and the uncorrelation index are, respectively, special cases of two general notions that we introduce: "randomness measures" and "independence indices" of random vectors. In turn, these general notions give rise to "randomness diagrams"-tangible planar visualizations that answer the question: How random is a random vector? The notion of "independence indices" yields a novel measure of correlation for Lévy laws. In general, the concepts and results presented in this paper are applicable to any field of science and engineering with random-vectors empirical data.
Random survival forests for competing risks
DEFF Research Database (Denmark)
Ishwaran, Hemant; Gerds, Thomas A
2014-01-01
We introduce a new approach to competing risks using random forests. Our method is fully non-parametric and can be used for selecting event-specific variables and for estimating the cumulative incidence function. We show that the method is highly effective for both prediction and variable selection in high-dimensional problems and in settings such as HIV/AIDS that involve many competing risks.
Shuffles of copulas and a new measure of dependence
Ruankong, Pongpol; Sumetkijakan, Songkiat
2012-01-01
Using a characterization of Mutual Complete Dependence copulas, we show that, with respect to the Sobolev norm, the MCD copulas can be approximated arbitrarily closed by shuffles of Min. This result is then used to obtain a characterization of generalized shuffles of copulas introduced by Durante, Sarkoci and Sempi in terms of MCD copulas and the $\\star$-product discovered by Darsow, Nguyen and Olsen. Since shuffles of a copula is the copula of the corresponding shuffles of the two continuous random variables, we define a new norm which is invariant under shuffling. This norm gives rise to a new measure of dependence which shares many properties with the maximal correlation coefficient, the only measure of dependence that satisfies all of R\\'enyi's postulates.
Retention capacity of random surfaces
Knecht, Craig L.; Trump, Walter; ben-Avraham, Daniel; Ziff, Robert M.
2011-01-01
We introduce a "water retention" model for liquids captured on a random surface with open boundaries, and investigate it for both continuous and discrete surface heights 0, 1, ... n-1, on a square lattice with a square boundary. The model is found to have several intriguing features, including a non-monotonic dependence of the retention on the number of levels in the discrete case: for many n, the retention is counterintuitively greater than that of an n+1-level system. The ...
Classification of Random Boolean Networks
Gershenson, Carlos
2002-01-01
We provide the first classification of different types of Random Boolean Networks (RBNs). We study the differences of RBNs depending on the degree of synchronicity and determinism of their updating scheme. For doing so, we first define three new types of RBNs. We note some similarities and differences between different types of RBNs with the aid of a public software laboratory we developed. Particularly, we find that the point attractors are independent of the updating schem...
Beyond the random phase approximation
DEFF Research Database (Denmark)
Olsen, Thomas; Thygesen, Kristian S.
2013-01-01
We assess the performance of a recently proposed renormalized adiabatic local density approximation (rALDA) for ab initio calculations of electronic correlation energies in solids and molecules. The method is an extension of the random phase approximation (RPA) derived from time-dependent density functional theory and the adiabatic connection fluctuation-dissipation theorem and contains no fitted parameters. The new kernel is shown to preserve the accurate description of dispersive interactions ...
[Controlled randomized clinical trials].
Jaillon, Patrice
2007-01-01
It is generally agreed that the first comparative clinical trial in history was done by James Lind in 1747, in the treatment of scurvy. The general bases of modern experimental medicine were published by Claude Bernard in 1865. However, it is the development of new drugs and the evolution of methodological concepts that led to the first randomized controlled clinical trial, in 1948, which showed that the effects of streptomycin on pulmonary tuberculosis were significantly different from those of a placebo. Today, "evidence-based" medicine aims to rationalize the medical decision-making process by taking into account, first and foremost, the results of controlled randomized clinical trials, which provide the highest level of evidence. In the second half of the 20th century it became clear that different kinds of clinical trials might not provide the same level of evidence. Practitioners' intimate convictions must be challenged by the results of controlled clinical trials. Take the CAST trial for example, which, in 1989, tested antiarrhythmic drugs versus placebo in patients with myocardial infarction. It was well known that ventricular arrhythmias were a factor of poor prognosis in coronary heart disease, and it was therefore considered self-evident that drug suppression of these ventricular arrhythmias would reduce the mortality rate. In the event, the CAST trial showed the exact opposite, with an almost 3-fold increase in total mortality among patients with coronary heart disease who were treated with antiarrhythmic drugs. These results had a profound impact on the use of antiarrythmic drugs, which became contraindicated after myocardial infarction. A clinical trial has to fulfill certain methodological standards to be accepted as evidence-based medicine. First, a working hypothesis has to be formulated, and then the primary outcome measure must be chosen before beginning the study. An appropriate major endpoint for efficacy must be selected, in keeping with the primary outcome. One may choose either a single endpoint (for instance all-cause mortality; or a composite criterion taking into account various manifestations of the same health disorder (for instance cardiovascular mortality plus non lethal myocardial infarction plus non lethal ischemic stroke). The trial must be controlled, i.e. must compare the intervention with a standard or dummy treatment. A randomization process is used to ensure that the groups are comparable. The patients must be monitored and the results analyzed in double-blind manner The required number of patients is calculated based on the working hypothesis ("superiority" trial or "equivalence" trial), as well as the spontaneous variability of the main endpoint, and the alpha and beta statistical risks. The experimental design (cross-over or parallel groups) is chosen according to the primary outcome measure and the disease characteristics. Finally, the results must be analyzed in an intention-to-treat manner, taking into account all the patients who were initially randomized. The results of these methodologically sound trials form the basis for official therapeutic guidelines, which help physicians to choose the best treatments for their patients. However, extrapolating the results of randomized controlled clinical trials to the general patient population is not always straightforward. For instance, it is well known that patients who participate in clinical trials are highly selected and therefore somewhat unrepresentative. In addition, their numbers are limited and the treatment period is often much shorter than in routine management of a chronic disease. Finally, patients in clinical trials are monitored more closely than in routine practice. This is why we need post-marketing pharmacoepidemiological studies, in which cohorts of patients exposed to the treatment in question are monitored sufficiently long to determine the precise risk-benefit ratio. Controlled clinical trials are lacking in various fields of biomedical research, either because drug companies consi
On the random satisfiable process
Krivelevich, Michael; Vilenchik, Dan
2008-01-01
In this work we suggest a new model for generating random satisfiable k-CNF formulas. To generate such formulas -- randomly permute all 2^k\\binom{n}{k} possible clauses over the variables x_1, ..., x_n, and starting from the empty formula, go over the clauses one by one, including each new clause as you go along if after its addition the formula remains satisfiable. We study the evolution of this process, namely the distribution over formulas obtained after scanning through the first m clauses (in the random permutation's order). Random processes with conditioning on a certain property being respected are widely studied in the context of graph properties. This study was pioneered by Ruci\\'nski and Wormald in 1992 for graphs with a fixed degree sequence, and also by Erd\\H{o}s, Suen, and Winkler in 1995 for triangle-free and bipartite graphs. Since then many other graph properties were studied such as planarity and H-freeness. Thus our model is a natural extension of this approach to the satisfiability setting....
Random Permutations, Random Sudoku Matrices and Randomized Algorithms
Yordzhev, Krasimir
2013-01-01
Some randomized algorithms, used to obtain a random $n^2 \\times n^2$ Sudoku matrix, where $n$ is a natural number, is reviewed in this study. Below is described the set $\\Pi_n$ of all $(2n) \\times n$ matrices, consisting of elements of the set $\\mathbb{Z}_n =\\{ 1,2,\\ldots ,n\\}$, such that every row is a permutation. It is proved that such matrices would be particularly useful in developing efficient algorithms in generating Sudoku matrices. An algorithm to obtain random $\\Pi...
Fisher, Stephen D
1999-01-01
The most important topics in the theory and application of complex variables receive a thorough, coherent treatment in this introductory text. Intended for undergraduates or graduate students in science, mathematics, and engineering, this volume features hundreds of solved examples, exercises, and applications designed to foster a complete understanding of complex variables as well as an appreciation of their mathematical beauty and elegance. Prerequisites are minimal; a three-semester course in calculus will suffice to prepare students for discussions of these topics: the complex plane, basic
Scientific Electronic Library Online (English)
Ma. Asunción, Lara; Claudia, Navarro; Laura, Navarrete; Huynh-Nhu, Le.
2010-10-01
Full Text Available La depresión perinatal cobra cada día mayor reconocimiento como un problema importante de salud mental pública; en consecuencia, ha crecido el interés por desarrollar estrategias para prevenir la depresión posparto, que lleven a evitar sus consecuencias adversas. Sin embargo, las peculiaridades del [...] periodo perinatal dificultan tanto el reclutamiento como la retención de esta población a lo largo del tiempo, cuando se evalúan intervenciones preventivas. El objetivo del estudio es examinar las tasas de retención y las variables que predicen las mismas en un estudio longitudinal aleatorio controlado (EAC) para prevenir la depresión posparto. Método Participantes: Trescientas setenta y siete embarazadas que mostraron riesgo de depresión fueron aleatorizadas a grupos de intervención y control y evaluadas durante el embarazo y a las 6 semanas y a los 4-6 meses después del parto. La muestra se tomó de salas de espera de tres instituciones que proporcionan atención prenatal. Intervención: La intervención se desarrolló a partir de modificar una anterior dirigida a mujeres con depresión para incluir información sobre el embarazo y puerperio normales desde una perspectiva psicoanalítica y de factores de riesgo de depresión posparto. Pretende reducir la depresión al reforzar los pensamientos positivos y las actividades agradables, mejorar la autoestima y el autocuidado, desarrollar habilidades que fortalezcan el apoyo social y explorar las expectativas poco realistas sobre el embarazo y la maternidad. Se imparte en ocho sesiones grupales durante el embarazo, dos horas por semana. Instrumentos: Los síntomas de depresión se midieron con la segunda versión del Inventario de Depresión de Beck (IDB-II), los de ansiedad con la correspondiente subescala del Hopkins Symptom Check List 90 (SCL-90) y el apoyo social con la escala de Apoyo Social Apgar (SSA). Una selección de 12 reactivos sobre estresores potenciales y dificultades persistentes se usó para medir sucesos vitales y la Escala de Ajuste Diádico (A-DAS) para evaluar la satisfacción con la relación de pareja. Resultados Las tasas de retención definidas de tres maneras fueron: 1. La retención total (participantes aleatorizadas que concluyeron con todo el procedimiento hasta la entrevista a los 4-6 meses posparto) fue de 41.7% (31.2% intervención y 61.4% control). 2. La retención desde la aleatorización hasta (a) completar la entrevista inicial y asistir a > 1 sesión de intervención fue de 42.4% y (b) completar la evaluación inicial (control) fue de 82.2% (c). 3. La retención hasta el seguimiento: (a) proporción que inició y completó la intervención, esto es, que asistió a > 4 sesiones, así como a la entrevista a los 4-6 meses posparto fue de 73.5% y (b) participantes del grupo control que fueron entrevistadas en este periodo fue de 66.6%. Para quienes asistieron a por lo menos una sesión, la tasa de asistencia a la intervención fue de 83%. Las variables que predijeron la retención totalfueron: ser soltera, tener mayor nivel de escolaridad y la mala relación de pareja. En el grupo de intervención, las variables que predijeron (a) la retención desde la aleatorización hasta asistir a > 1 sesión de intervención fueron la presencia de ansiedad y de sucesos estresantes, y (b) la retención hasta el seguimiento aumentó en mujeres que estaban o habían estado empleadas los últimos seis meses. Conclusiones Los resultados son consistentes con los de trabajos anteriores respecto a la dificultad para retener mujeres embarazadas y en el puerperio en ensayos a lo largo del tiempo. En el presente estudio la tasa de retención fue aún más baja de lo que han encontrado otros autores, sobre todo debido a la enorme pérdida de participantes que firmaron el consentimiento informado y fueron aleatorizadas y no asistieron a ninguna sesión de la intervención. Al mismo tiempo, es interesante notar que la tasa de asistencia a la intervención, una vez que las participantes se presentaron a una primera sesión, fue muy al
On random walks in random scenery
Dekking, F. M.; Liardet, P.
2006-01-01
This paper considers 1-dimensional generalized random walks in random scenery. That is, the steps of the walk are generated by an arbitrary stationary process, and also the scenery is a priori arbitrary stationary. Under an ergodicity condition--which is satisfied in the classical case--a simple proof of the distinguishability of periodic sceneries is given.
Mycorrhizal dependency of laurel (Ocotea sp.)
International Nuclear Information System (INIS)
A greenhouse experiment was carried out to determine the mycorrhizal dependency of laurel (>Ocotea sp.). In order to do this, a completely randomized experimental design was used, with six treatments in a factorial array of 3 x 2 and five repetitions. The treatments involved a combination of three Phosphorus (P) levels in soil solution (0.002, 0.02 and 0.2 mg L-1) and two levels of mycorrhizal inoculation, either inoculated or non-inoculated with Glomus aggregatum Schenck and Smith. The leaf P content as a function of time was used as an output variable. Shoot dry matter, shoot P content, mycorrhizal colonization of roots, and mycorrhizal dependence were measured at harvest. The results indicated that the leaf P content increased significantly when using the mycorrhizal inoculation in laurel at P level 0.2 mg L -1, but not in the other P levels, on some of the sampling days. Shoot dry weight and total plant P content did not increase at all levels of soil available P. Mycorrhizal dependency of laurel reached 28%, which allows this species to be classified as moderately dependent on mycorrhiza.
Surfing wave climate variability
Espejo, Antonio; Losada, Iñigo J.; Méndez, Fernando J.
2014-10-01
International surfing destinations are highly dependent on specific combinations of wind-wave formation, thermal conditions and local bathymetry. Surf quality depends on a vast number of geophysical variables, and analyses of surf quality require the consideration of the seasonal, interannual and long-term variability of surf conditions on a global scale. A multivariable standardized index based on expert judgment is proposed for this purpose. This index makes it possible to analyze surf conditions objectively over a global domain. A summary of global surf resources based on a new index integrating existing wave, wind, tides and sea surface temperature databases is presented. According to general atmospheric circulation and swell propagation patterns, results show that west-facing low to middle-latitude coasts are more suitable for surfing, especially those in the Southern Hemisphere. Month-to-month analysis reveals strong seasonal variations in the occurrence of surfable events, enhancing the frequency of such events in the North Atlantic and the North Pacific. Interannual variability was investigated by comparing occurrence values with global and regional modes of low-frequency climate variability such as El Niño and the North Atlantic Oscillation, revealing their strong influence at both the global and the regional scale. Results of the long-term trends demonstrate an increase in the probability of surfable events on west-facing coasts around the world in recent years. The resulting maps provide useful information for surfers, the surf tourism industry and surf-related coastal planners and stakeholders.
Fatigue in Steel Structures under Random Loading
DEFF Research Database (Denmark)
Agerskov, Henning
1999-01-01
Fatigue damage accumulation in steel structures under random loading is studied. The fatigue life of welded joints has been determined both experimentally and from a fracture mechanics analysis. In the experimental part of the investigation, fatigue test series have been carried through on various types of welded plate test specimens and full-scale offshore tubular joints. The materials that have been used are either conventional structural steel with a yield stress of ~ 360-410 MPa or high-strength steel with a yield stress of ~ 810-1010 MPa. The fatigue tests and the fracture mechanics analyses have been carried out using load histories, which are realistic in relation to the types of structures studied, i.e. primarily bridges, offshore structures and chimneys. In general, the test series carried through show a significant difference between constant amplitude and variable amplitude fatigue test results. Both the fracture mechanics analysis and the fatigue test results indicate that Miner's rule, which is normally used in the design against fatigue in steel structures, may give results, which are unconservative, and that the validity of the results obtained from Miner's rule will depend on the distribution of the load history in tension and compression.
Thermodynamics of the bosonic randomized Riemann gas
Dueñas, J. G.; Svaiter, N. F.
2015-08-01
The partition function of a bosonic Riemann gas is given by the Riemann zeta function. We assume that the Hamiltonian of this gas at a given temperature {? }-1 has a random variable ? with a given probability distribution over an ensemble of Hamiltonians. We study the average free energy density and average mean energy density of this arithmetic gas in the complex ?-plane. Assuming that the ensemble is made by an enumerable infinite set of copies, there is a critical temperature where the average free energy density diverges due to the pole of the Riemann zeta function. Considering an ensemble of non-enumerable set of copies, the average free energy density is non-singular for all temperatures, but acquires complex values in the critical region. Next, we study the mean energy density of the system which depends strongly on the distribution of the non-trivial zeros of the Riemann zeta function. Using a regularization procedure we prove that the this quantity is continuous and bounded for finite temperatures.
Poset limits and exchangeable random posets
Janson, Svante
2009-01-01
We develop a theory of limits of finite posets in close analogy to the recent theory of graph limits. In particular, we study representations of the limits by functions of two variables on a probability space, and connections to exchangeable random infinite posets.
Directory of Open Access Journals (Sweden)
Giannasi Lilian
2012-05-01
Full Text Available Abstract Background Few studies demonstrate effectiveness of therapies for oral rehabilitation of patients with cerebral palsy (CP, given the difficulties in chewing, swallowing and speech, besides the intellectual, sensory and social limitations. Due to upper airway obstruction, they are also vulnerable to sleep disorders. This study aims to assess the sleep variables, through polysomnography, and masticatory dynamics, using electromiography, before and after neuromuscular electrical stimulation, associated or not with low power laser (Gallium Arsenide- Aluminun, =780 nm and LED (= 660 nm irradiation in CP patients. Methods/design 50 patients with CP, both gender, aged between 19 and 60 years will be enrolled in this study. The inclusion criteria are: voluntary participation, patient with hemiparesis, quadriparesis or diparetic CP, with ability to understand and respond to verbal commands. The exclusion criteria are: patients undergoing/underwent orthodontic, functional maxillary orthopedic or botulinum toxin treatment. Polysomnographic and surface electromyographic exams on masseter, temporalis and suprahyoid will be carry out in all sample. Questionnaire assessing oral characteristics will be applied. The sample will be divided into 5 treatment groups: Group 1: neuromuscular electrical stimulation; Group 2: laser therapy; Group 3: LED therapy; Group 4: neuromuscular electrical stimulation and laser therapy and Group 5: neuromuscular electrical stimulation and LED therapy. All patients will be treated during 8 consecutive weeks. After treatment, polysomnographic and electromiographic exams will be collected again. Discussion This paper describes a five arm clinical trial assessing the examination of sleep quality and masticatory function in patients with CP under non-invasive therapies. Trial registration The protocol for this study is registered with the Brazilian Registry of Clinical Trials - ReBEC RBR-994XFS Descriptors Cerebral Palsy. Stomatognathic System. Electromyography. Transcutaneous Electric Nerve Stimulation. Phototherapy. Sleep Disorders. Polysomnography.
Random KNN feature selection - a fast and stable alternative to Random Forests
Li Shengqiao; Harner E James; Adjeroh Donald A
2011-01-01
Abstract Background Successfully modeling high-dimensional data involving thousands of variables is challenging. This is especially true for gene expression profiling experiments, given the large number of genes involved and the small number of samples available. Random Forests (RF) is a popular and widely used approach to feature selection for such "small n, large p problems." However, Random Forests suffers from instability, especially in the presence of noisy and/or unbalanced inputs. Resu...
Soil variability in engineering applications
Vessia, Giovanna
2014-05-01
Natural geomaterials, as soils and rocks, show spatial variability and heterogeneity of physical and mechanical properties. They can be measured by in field and laboratory testing. The heterogeneity concerns different values of litho-technical parameters pertaining similar lithological units placed close to each other. On the contrary, the variability is inherent to the formation and evolution processes experienced by each geological units (homogeneous geomaterials on average) and captured as a spatial structure of fluctuation of physical property values about their mean trend, e.g. the unit weight, the hydraulic permeability, the friction angle, the cohesion, among others. The preceding spatial variations shall be managed by engineering models to accomplish reliable designing of structures and infrastructures. Materon (1962) introduced the Geostatistics as the most comprehensive tool to manage spatial correlation of parameter measures used in a wide range of earth science applications. In the field of the engineering geology, Vanmarcke (1977) developed the first pioneering attempts to describe and manage the inherent variability in geomaterials although Terzaghi (1943) already highlighted that spatial fluctuations of physical and mechanical parameters used in geotechnical designing cannot be neglected. A few years later, Mandelbrot (1983) and Turcotte (1986) interpreted the internal arrangement of geomaterial according to Fractal Theory. In the same years, Vanmarcke (1983) proposed the Random Field Theory providing mathematical tools to deal with inherent variability of each geological units or stratigraphic succession that can be resembled as one material. In this approach, measurement fluctuations of physical parameters are interpreted through the spatial variability structure consisting in the correlation function and the scale of fluctuation. Fenton and Griffiths (1992) combined random field simulation with the finite element method to produce the Random Finite Element Method (RFEM). This method has been used to investigate the random behavior of soils in the context of a variety of classical geotechnical problems. Afterward, some following studies collected the worldwide variability values of many technical parameters of soils (Phoon and Kulhawy 1999a) and their spatial correlation functions (Phoon and Kulhawy 1999b). In Italy, Cherubini et al. (2007) calculated the spatial variability structure of sandy and clayey soils from the standard cone penetration test readings. The large extent of the worldwide measured spatial variability of soils and rocks heavily affects the reliability of geotechnical designing as well as other uncertainties introduced by testing devices and engineering models. So far, several methods have been provided to deal with the preceding sources of uncertainties in engineering designing models (e.g. First Order Reliability Method, Second Order Reliability Method, Response Surface Method, High Dimensional Model Representation, etc.). Nowadays, the efforts in this field have been focusing on (1) measuring spatial variability of different rocks and soils and (2) developing numerical models that take into account the spatial variability as additional physical variable. References Cherubini C., Vessia G. and Pula W. 2007. Statistical soil characterization of Italian sites for reliability analyses. Proc. 2nd Int. Workshop. on Characterization and Engineering Properties of Natural Soils, 3-4: 2681-2706. Griffiths D.V. and Fenton G.A. 1993. Seepage beneath water retaining structures founded on spatially random soil, Géotechnique, 43(6): 577-587. Mandelbrot B.B. 1983. The Fractal Geometry of Nature. San Francisco: W H Freeman. Matheron G. 1962. Traité de Géostatistique appliquée. Tome 1, Editions Technip, Paris, 334 p. Phoon K.K. and Kulhawy F.H. 1999a. Characterization of geotechnical variability. Can Geotech J, 36(4): 612-624. Phoon K.K. and Kulhawy F.H. 1999b. Evaluation of geotechnical property variability. Can Geotech J, 36(4): 625-639. Terzaghi K. 1943. Theoretical Soil Mechanics. New York: J
DEFF Research Database (Denmark)
Liu, Jianping; Kjaergard, Lise Lotte; Gluud, Christian
2002-01-01
The quality of randomization of Chinese randomized trials on herbal medicines for hepatitis B was assessed. Search strategy and inclusion criteria were based on the published protocol. One hundred and seventy-six randomized clinical trials (RCTs) involving 20,452 patients with chronic hepatitis B virus (HBV) infection were identified that tested Chinese medicinal herbs. They were published in 49 Chinese journals. Only 10% (18/176) of the studies reported the method by which they randomized patie...
Kjos-Hanssen, Bjørn; Nies, André; Stephan, Frank; Yu, Liang
2014-01-01
A real $x$ is $\\Delta^1_1$-Kurtz random ($\\Pi^1_1$-Kurtz random) if it is in no closed null $\\Delta^1_1$ set ($\\Pi^1_1$ set). We show that there is a cone of $\\Pi^1_1$-Kurtz random hyperdegrees. We characterize lowness for $\\Delta^1_1$-Kurtz randomness as being $\\Delta^1_1$-dominated and $\\Delta^1_1$-semi-traceable.
Quantum Randomness and Nondeterminism
Knill, E.
1996-01-01
Does the notion of a quantum randomized or nondeterministic algorithm make sense, and if so, does quantum randomness or nondeterminism add power? Although reasonable quantum random sources do not add computational power, the discussion of quantum randomness naturally leads to several definitions of the complexity of quantum states. Unlike classical string complexity, both deterministic and nondeterministic quantum state complexities are interesting. A notion of \\emph{total q...
Gall, J. F. Le
2006-01-01
We survey recent developments about random real trees, whose prototype is the Continuum Random Tree (CRT) introduced by Aldous in 1991. We briefly explain the formalism of real trees, which yields a neat presentation of the theory and in particular of the relations between discrete Galton-Watson trees and continuous random trees. We then discuss the particular class of self-similar random real trees called stable trees, which generalize the CRT. We review several important r...
Design-based random permutation models with auxiliary information¶
Li, Wenjun; STANEK, EDWARD J.; Julio M. Singer
2011-01-01
We extend the random permutation model to obtain the best linear unbiased estimator of a finite population mean accounting for auxiliary variables under simple random sampling without replacement (SRS) or stratified SRS. The proposed method provides a systematic design-based justification for well-known results involving common estimators derived under minimal assumptions that do not require specification of a functional relationship between the response and the auxiliary variables.