184 resultados para MARKOV CHAIN


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Quantifying distributional behavior of extreme events is crucial in hydrologic designs. Intensity Duration Frequency (IDF) relationships are used extensively in engineering especially in urban hydrology, to obtain return level of extreme rainfall event for a specified return period and duration. Major sources of uncertainty in the IDF relationships are due to insufficient quantity and quality of data leading to parameter uncertainty due to the distribution fitted to the data and uncertainty as a result of using multiple GCMs. It is important to study these uncertainties and propagate them to future for accurate assessment of return levels for future. The objective of this study is to quantify the uncertainties arising from parameters of the distribution fitted to data and the multiple GCM models using Bayesian approach. Posterior distribution of parameters is obtained from Bayes rule and the parameters are transformed to obtain return levels for a specified return period. Markov Chain Monte Carlo (MCMC) method using Metropolis Hastings algorithm is used to obtain the posterior distribution of parameters. Twenty six CMIP5 GCMs along with four RCP scenarios are considered for studying the effects of climate change and to obtain projected IDF relationships for the case study of Bangalore city in India. GCM uncertainty due to the use of multiple GCMs is treated using Reliability Ensemble Averaging (REA) technique along with the parameter uncertainty. Scale invariance theory is employed for obtaining short duration return levels from daily data. It is observed that the uncertainty in short duration rainfall return levels is high when compared to the longer durations. Further it is observed that parameter uncertainty is large compared to the model uncertainty. (C) 2015 Elsevier Ltd. All rights reserved.

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Breast cancer is one of the leading cause of cancer related deaths in women and early detection is crucial for reducing mortality rates. In this paper, we present a novel and fully automated approach based on tissue transition analysis for lesion detection in breast ultrasound images. Every candidate pixel is classified as belonging to the lesion boundary, lesion interior or normal tissue based on its descriptor value. The tissue transitions are modeled using a Markov chain to estimate the likelihood of a candidate lesion region. Experimental evaluation on a clinical dataset of 135 images show that the proposed approach can achieve high sensitivity (95 %) with modest (3) false positives per image. The approach achieves very similar results (94 % for 3 false positives) on a completely different clinical dataset of 159 images without retraining, highlighting the robustness of the approach.

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We consider a single server queue with the interarrival times and the service times forming a regenerative sequence. This traffic class includes the standard models: lid, periodic, Markov modulated (e.g., BMAP model of Lucantoni [18]) and their superpositions. This class also includes the recently proposed traffic models in high speed networks, exhibiting long range dependence. Under minimal conditions we obtain the rates of convergence to stationary distributions, finiteness of stationary moments, various functional limit theorems and the continuity of stationary distributions and moments. We use the continuity results to obtain approximations for stationary distributions and moments of an MMPP/GI/1 queue where the modulating chain has a countable state space. We extend all our results to feedforward networks where the external arrivals to each queue can be regenerative. In the end we show that the output process of a leaky bucket is regenerative if the input process is and hence our results extend to a queue with arrivals controlled by a leaky bucket.

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This paper reports a new class of photo-cross-linkable side chain liquid crystalline polymers (PSCLCPs) based on the bis(benzylidene)cyclohexanone unit, which functions as both a mesogen and a photoactive center. Polymers with the bis(benzylidene)cyclohexanone unit and varying spacer length have been synthesized. Copolymers of bis(benzylidene)cyclohexanone containing monomer and cholesterol benzoate containing monomer with different compositions have also been prepared. All these polymers have been structurally characterized by spectroscopic techniques. Thermal transitions were studied by DSC, and mesophases were identified by polarized light optical microscopy (POM). The intermediate compounds OH-x, the monomers SCLCM-x, and the corresponding polymers PSCLCP-x, which are essentially based on bis(benzylidene)cyclohexanone, all show a nematic mesophase. Transition temperatures were observed to decrease with increasing spacer length. The copolymers with varying compositions exhibit a cholesteric mesophase, and the transition temperatures increase with the cholesteric benzoate units in the copolymer. Photolysis of the low molecular weight liquid crystalline bis(benzylidene)-cyclohexanone compound reveals that there are two kinds of photoreactions in these systems: the EZ photoisomerization and 2 pi + 2 pi addition. The EZ photoisomerization in the LC phase disrupts the parallel stacking of the mesogens, resulting in the transition from the LC phase to the isotropic phase. The photoreaction involving the 2 pi + 2 pi addition of the bis(benzylidene)cyclohexanone units in the polymer results in the cross-linking of the chains. The liquid crystalline induced circular dichroism (LCICD) studies of the cholesterol benzoate copolymers revealed that the cholesteric supramolecular order remains even after the photo-cross-linking.

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Two series of thermotropic main chain discotic liquid crystalline polyethers, PR4m-n, based on rufigallol were prepared starting from the symmetric tetraethers of rufigallol, R4m; m and n represent the number of carbon atoms in the side chain and spacer segment, respectively. The symmetric tetraethers were in turn readily prepared by selective alkylation of rufigallol under controlled phase-transfer conditions. GPC analysis of the polymers suggested that they were all of moderate molecular weights, with M-n varying between 5400 and 17 000. The length of the spacer segment n in these polyethers was systematically varied, and its effect on the phase transition temperatures and the mesophase structure was examined using DSC, polarized light microscopy, and X-ray diffraction. It is noticed that when the spacer lengths are relatively long(n greater than or equal to 2m), the isotropization temperature (TD-i) decreases as the spacer length n increases, an observation that is in accordance with those previously made. However, when the spacer lengths are relatively small (n < 2m), the dependence of TD-i is quite the opposite; TD-i actually increases with an increase in spacer length. Furthermore, X-ray diffraction studies indicate that, in the discotic columnar mesophases that are formed, the columns pack in a hexagonal manner when n greater than or equal to 2m, while they do so in a rectangular lattice when n < 2m, leading to the formation of Dh and Dr mesophases, respectively. Finally, comparison of the discotic polyethers with their low molar mass analogues confirms the role of polymerization in stabilizing the mesophase; while all the polymers exhibit columnar mesophases, some of their low molar mass analogues are not liquid crystalline.

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This is the first comprehensive report on the calculation of segment size, which signifies the asic unit of flow in long chain plasticizing liquids, by a novel multi-pronged approach. Unlike,low molecular weight liquids and high polymer melts these complex long chain liquids encompasses the least understood domain of the liquid state. In the present work the flow behaviour of carboxylate ester (300-900 Da) has been explained through segmental motion taking into account the independence of molecular weight region. The segment size have been calculated by various methods based on satistical thermodynamics, molecular dynamics and group additivity nd their merits analysed.

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A 100,000 x g supernatant fraction prepared from developing groundnut seeds (30-35 days after flowering) catalyzed the synthesis of fatty acids from [l-14C]acetate at a rate of 120nmoles of acetate incorporated per hr per gram fresh weight of tissue. 90% of this incorporated label was associated with fatty acids. The major fatty acids formed were stearic- (77%) and palmitic acids (14%) with 4% of oleic acid. The fatty acid synthetase activity was stable when stored at 0-4 degrees C for at least fifteen days. It is concluded from these results that acetyl-coA carboxylase and all the enzymes of fatty acid synthetase from developing groundnut seeds are soluble.

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Complexes of lanthanide perchlorates with the ligand N,N,N,N-tetra-methyl-3,6,9-trioxaundecane diamide (TUD) of the composition Ln(TUD)2-(ClO4)3 (Ln triple bond; length as m-dash La, Nd, Ho, Er, Y) were isolated. Electrical conductivity values indicate that all the perchlorate groups are ionic. IR and nuclear magnetic resonance (1H and 13C) data prove that the ligand coordinates to the metal via the three ether oxygens and the two carbonyl oxygens. A probable coordination number of ten can be assigned for all the complexes.

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This splitting techniques for MARKOV chains developed by NUMMELIN (1978a) and ATHREYA and NEY (1978b) are used to derive an imbedded renewal process in WOLD's point process with MARKOV-correlated intervals. This leads to a simple proof of renewal theorems for such processes. In particular, a key renewal theorem is proved, from which analogues to both BLACKWELL's and BREIMAN's forms of the renewal theorem can be deduced.

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24-norursodeoxycholic acid (norUDCA), a side chain-modified ursodeoxycholic acid derivative, has dramatic therapeutic effects in experimental cholestasis and may be a promising agent for the treatment of cholestatic liver diseases. We aimed to better understand the physiologic and therapeutic properties of norUDCA and to test if they are related to its side chain length and/or relative resistance to amidation. For this purpose, Mdr2-/- mice, a model for sclerosing cholangitis, received either a standard diet or a norUDCA-, tauro norursodeoxycholic acid (tauro- norUDCA)-, or di norursodeoxycholic acid (di norUDCA)-enriched diet. Bile composition, serum biochemistry, liver histology, fibrosis, and expression of key detoxification and transport systems were investigated. Direct choleretic effects were addressed in isolated bile duct units. The role of Cftr for norUDCA-induced choleresis was explored in Cftr-/- mice. norUDCA had pharmacologic features that were not shared by its derivatives, including the increase in hepatic and serum bile acid levels and a strong stimulation of biliary HCO3- -output. norUDCA directly stimulated fluid secretion in isolated bile duct units in a HCO3- -dependent fashion to a higher extent than the other bile acids. Notably, the norUDCA significantly stimulated HCO 3- -output also in Cftr-/- mice. In Mdr2-/- mice, cholangitis and fibrosis strongly improved with norUDCA, remained unchanged with tauro- norUDCA, and worsened with di norUDCA. Expression of Mrp4, Cyp2b10, and Sult2a1 was increased by norUDCA and di norUDCA, but was unaffected by tauro- norUDCA. Conclusion:The relative resistance of norUDCA to amidation may explain its unique physiologic and pharmacologic properties. These include the ability to undergo cholehepatic shunting and to directly stimulate cholangiocyte secretion, both resulting in a HCO3- -rich hypercholeresis that protects the liver from cholestatic injury.

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A simple algorithm has been developed to detect β-bends and 'loops'-chain reversals containing five amino acid residues, using only coordinates of Cα-atoms from crystal structure data of globular proteins using the above algorithm. Analysis of bends have showed that the total number of bends in each protein (TB) is linearly related to total number of non-hydrophobic residues in that protein which in turn is related linearly to total number of amino acid residues. Secondly, we found that a large number of consecutive bends occur in each protein which give rise to on an average only three independent residues per turn. Positional preference of amino acid residues in chain reversals is stressed. Consideration of pairs of amino acid residues in positions (i + 1) and (i + 2) of bends seems to provide a more reliable basis for predicting chain reversals in proteins.

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We address risk minimizing option pricing in a semi-Markov modulated market where the floating interest rate depends on a finite state semi-Markov process. The growth rate and the volatility of the stock also depend on the semi-Markov process. Using the Föllmer–Schweizer decomposition we find the locally risk minimizing price for European options and the corresponding hedging strategy. We develop suitable numerical methods for computing option prices.

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We address a portfolio optimization problem in a semi-Markov modulated market. We study both the terminal expected utility optimization on finite time horizon and the risk-sensitive portfolio optimization on finite and infinite time horizon. We obtain optimal portfolios in relevant cases. A numerical procedure is also developed to compute the optimal expected terminal utility for finite horizon problem.

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Accurate extrapolations for the ground state energy per site of the one - dimensional Kondo chain system is obtained from exact finite system calculations carried out employing a valence bond scheme. An analysis of the ground state wave function indicates that the localized spin is quenched for all nonzero values of the Kondo exchange constant in one dimension.

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Alamethicin, its derivatives and some synthetic fragments have been shown to be uncouplers of oxidative phosphorylation in rat liver mitochondria. A minimum peptide chain length of 13 residues is necessary for this activity. Peptide esters are more efficient uncouplers than the corresponding peptide acids. Esterification of the Glu(18) γ-COOH group in alamethicin does not diminish uncoupling activity. The structural requirements for uncoupling activity parallel those determined for ionophoretic action in small, unilamellar liposomes. Aib, α-aminoisobutyric acid; Z, benzyloxycarbonyl; OMe, methyl ester; OBz, benzyl ester; Ac, acetyl; CTC, chlortetracycline.