87 resultados para catene di Markov catene di Markov reversibili simulazione metodo Montecarlo

em Indian Institute of Science - Bangalore - Índia


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The crystal state conformations of three peptides containing the alpha, alpha-dialkylated residues, alpha,alpha-di-n-propylglycine (Dpg) and alpha,alpha-di-n-butylglycine (Dbg), have been established by x-ray diffraction. Boc-Ala-Dpg-Ala-OMe (I) and Boc-Ala-Dbg-Ala-OMe (III) adopt distorted type II beta-turn conformations with Ala (1) and Dpg/Dbg (2) as the corner residues. In both peptides the conformational angles at the Dxg residue (I: phi = 66.2 degrees, psi = 19.3 degrees; III: phi = 66.5 degrees, psi = 21.1 degrees) deviate appreciably from ideal values for the i + 2 residue in a type II beta-turn. In both peptides the observed (N...O) distances between the Boc CO and Ala(3) NH groups are far too long (I: 3.44 Angstrom; III: 3.63 Angstrom) for an intramolecular 4 --> 1 hydrogen bond. Boc-Ala-Dpg-Ala-NHMe (II) crystallizes with two independent molecules in the asymmetric unit. Both molecules IIA and IIB adopt consecutive beta-turn (type III-III in IIA and type III-I in IIB) or incipient 3(10)-helical structures, stabilized by two intramolecular 4 --> 1 hydrogen bonds. In all four molecules the bond angle N-C-alpha-C' (tau) at the Dxg residues are greater than or equal to 110 degrees. The observation of conformational angles in the helical region of phi,psi space at these residues is consistent with theoretical predictions.

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The ergodic or long-run average cost control problem for a partially observed finite-state Markov chain is studied via the associated fully observed separated control problem for the nonlinear filter. Dynamic programming equations for the latter are derived, leading to existence and characterization of optimal stationary policies.

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Proton NMR spectra of 1,3-diazanaphthalene and 1,2,4-triazanaphthalene have been investigated in the nematic phase of three liquid crystals. The spectral analysis provided direct dipole-dipole couplings which have been used to derive the molecular structure. Geometry of the phenyl ring in both the molecules deviates from the regular hexagonal structure. Signs of the order parameter of the largest magnitude are opposite in liquid crystals with positive diamagetic anisotropies.

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Binuclear complexes of rhodium(I) of the type [(dien)(X)Rh(μ-N-N)Rh(X)(dien)] (dien = 1,5-cyclooctadiene or norbornadiene; N-N = pyrazine, 4,4′-bipyridine or Phenazine and X = Cl or Br) with bridging heterocycles have been isolated and their reactions with carbon monoxide, 2,2′-bipyridine and 1,10-phenanthroline investigated. The crystal structure of [(COD)(Cl)Rh(μ-pyrazine)Rh(Cl)(COD)] has been determined.

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Ultraviolet irradiation of crystalline molecular inclusion complexes of deoxycholic acid with di-tert-butyl thioketone results in no reaction. The structure of the above complex has been determined via X-ray diffraction. The absence of expected photoreactions. namely, photoreduction and photooxidation, is rationalized on the basis of the X-ray structure analysis of the complex.

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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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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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The electronic absorption and i.r. spectroscopic studies are reported for the hydrogen bonding systems involving alcohol and various ketones. It is shown that the hydrogen bonding abilities of ketones are determined by the extent of delocalization of the lone pair electrons in their non-bonding molecular orbitals. Evidence for the formation of very weak intermolecular hydrogen bonds between alcohol and the π-electron part of the dicarbonyls has also been presented from the i.r. studies in the 3400–3700 cm−1 region.

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Several iron(II, III) complexes of N, N'-di(2-)pyridyl thiourea have been synthesized. The preparation of the complexes from iron(III) salts proceeds through a reduction of iron(III) to iron(II) followed by a subsequent reoxidation. The Moumlssbauer, electronic and infrared spectra of these complexes have been measured. The results are concordant with the coordination of pyridine nitrogens and thiocarbonyl sulfur yielding polymeric complexes. A variable temperature NMR study of the free ligand shows that two conformation are accessible for it in solution at subambient temperatures.

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Abstract is not availabe.

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Optimal bang-coast maintenance policies for a machine, subject to failure, are considered. The approach utilizes a semi-Markov model for the system. A simplified model for modifying the probability of machine failure with maintenance is employed. A numerical example is presented to illustrate the procedure and results.

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A survey of the literature on lanthanide coordination compounds reveals that ligands involving ether oxygens as donor atoms have received very little attention [ 11. Only recently have the complexes of lanthanides with cyclic polyethers been characterized [l-3]. We report in this communication that interaction of rareearth perchlorates with two new ligands namely N,N,N’,N’-tetramethyl-u-carboxamido-Oanisamide (TMCA) and N,N’-di-t-butyl-crcarboxamido- 0-anisamide (DTBCA). The two ligands are potentially tridentate possessing two amide moieties and an ether linkage in between. The isolated complexes have been characterized by analysis, electrolytic conductance, infrared and electronic spectra. The ‘H and “C NMR spectra for the diamagnetic La3+ and Y3+ complexes are also discussed.

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We address asymptotic analysis of option pricing in a regime switching market where the risk free interest rate, growth rate and the volatility of the stocks depend on a finite state Markov chain. We study two variations of the chain namely, when the chain is moving very fast compared to the underlying asset price and when it is moving very slow. Using quadratic hedging and asymptotic expansion, we derive corrections on the locally risk minimizing option price.