Matching conditional moments in PDF modelling of nonpremixed combustion

The rate of generation of fluctuations with respect to the scalar values conditioned on the mixture fraction, which significantly affects turbulent nonpremixed combustion processes, is examined. Simulation of the rate in a major mixing model is investigated and the derived equations can assist in selecting the model parameters so that the level of conditional fluctuations is better reproduced by the models. A more general formulation of the multiple mapping conditioning (MMC) model that distinguishes the reference and conditioning variables is suggested. This formulation can be viewed as a methodology of enforcing certain desired conditional properties onto conventional mixing models. Examples of constructing consistent MMC models with dissipation and velocity conditioning as well as of combining MMC with large eddy simulations (LES) are also provided. (c) 2005 The Combustion Institute. Published by Elsevier Inc. All rights reserved.

Time-Frequency Distribution Moments of Heart Rate Variability for Neonatal Seizure Detection

In this paper, we propose features extracted from the heart rate variability (HRV) based on the first and second conditional moments of time-frequency distribution (TFD) as an additional guide for seizure detection in newborn. The features of HRV in the low frequency band (LF: 0-0.07 Hz), mid frequency band (MF: 0.07-0.15 Hz), and high frequency band (HF: 0.15-0.6 Hz) have been obtained by means of the time-frequency analysis using the modified-B distribution (MBD). Results of ongoing time-frequency research are presented. Based on our preliminary results, the first conditional moment of HRV which is also known as the mean/central frequency in the LF band and the second conditional moment of HRV which is also known as the variance/instantaneous bandwidth (IB) in the HF band can be used as a good feature to discriminate the newborn seizure from the non-seizure

Successive nonparametric estimation of conditional distributions

Spatial characterization of non-Gaussian attributes in earth sciences and engineering commonly requires the estimation of their conditional distribution. The indicator and probability kriging approaches of current nonparametric geostatistics provide approximations for estimating conditional distributions. They do not, however, provide results similar to those in the cumbersome implementation of simultaneous cokriging of indicators. This paper presents a new formulation termed successive cokriging of indicators that avoids the classic simultaneous solution and related computational problems, while obtaining equivalent results to the impractical simultaneous solution of cokriging of indicators. A successive minimization of the estimation variance of probability estimates is performed, as additional data are successively included into the estimation process. In addition, the approach leads to an efficient nonparametric simulation algorithm for non-Gaussian random functions based on residual probabilities.

Patched 1 conditional null allele in mice

The patched gene (Ptc) is a member of the hedgehog signaling pathway which plays a central role in the development of many invertebrate and vertebrate tissues. In addition, Ptc and a number of other pathway members are mutated in some common human cancers. Patched is the receptor for the hedgehog ligand and in the mouse ablation of the Ptc gene leads to developmental defects and an embryonic lethal phenotype. Here we describe a conditional Ptc allele in mice which will have utility for the temporospatial ablation of Ptc function. genesis 36:158-161, 2003. (C) 2003 Wiley-Liss, Inc.

Conditional inactivation of the Men1 gene leads to pancreatic and pituitary tumorigenesis but does not affect normal development of these tissues

Mutations of the MEN1 gene, encoding the tumor suppressor menin, predispose individuals to the cancer syndrome multiple endocrine neoplasia type 1, characterized by the development of tumors of the endocrine pancreas and anterior pituitary and parathyroid glands. We have targeted the murine Men1 gene by using Cre recombinase-loxP technology to develop both total and tissue-specific knockouts of the gene. Conditional homozygous inactivation of the Men1 gene in the pituitary gland and endocrine pancreas bypasses the embryonic lethality associated with a constitutional Men1(-/-) genotype and leads to beta-cell hyperplasia in less than 4 months and insulinomas and prolactinomas starting at 9 months. The pituitary gland and pancreas develop normally in the conditional absence of menin, but loss of this transcriptional cofactor is sufficient to cause beta-cell hyperplasia in some islets; however, such loss is not sufficient to initiate pituitary gland tumorigenesis, suggesting that additional genetic events are necessary for the latter.

Conditional production of superpositions of coherent states with inefficient photon detection

It is shown that a linear superposition of two macroscopically distinguishable optical coherent states can be generated using a single photon source and simple all-optical operations. Weak squeezing on a single photon, beam mixing with an auxiliary coherent state, and photon detecting with imperfect threshold detectors are enough to generate a coherent state superposition in a free propagating optical field with a large coherent amplitude (alpha>2) and high fidelity (F>0.99). In contrast to all previous schemes to generate such a state, our scheme does not need photon number resolving measurements nor Kerr-type nonlinear interactions. Furthermore, it is robust to detection inefficiency and exhibits some resilience to photon production inefficiency.

Simulating quantum interference in a three-level system with perpendicular transition dipole moments

We consider a three-level V-type atomic system with the ground state coupled by a laser field to only one of the excited states, and with the two excited states coupled together by a dc field. Although the dipole moments of the two dipole-allowed transitions are assumed perpendicular, we demonstrate that this system emulates to a large degree a three-level system with parallel dipole moments-the latter being a system that exhibits quantum interference and displays a number of interesting features. As examples, we show that the system can produce extremely large values for the intensity-intensity correlation function, and that its resonance fluorescence spectrum can display ultranarrow lines. The dressed states for this system are identified, and the spectral features are interpreted in terms of transitions among these dressed states. We also show that this system is capable of exhibiting considerable squeezing.

Future long-horizon performance measurement conditional on past survival

This paper examines the measurement of long-horizon abnormal performance when stock selection is conditional on an extended period of past survival. Filtering on survival results in a sample driven towards more-established, frequently traded stocks and this has implications for the choice of benchmark used in performance measurement (especially in the presence of the well-documented size effect). A simulation study is conducted to document the properties of commonly employed performance measures conditional on past survival. The results suggest that the popular index benchmarks used in long-horizon event studies are severely biased and yield test statistics that are badly misspecified. In contrast, a matched-stock benchmark based on size and industry performs consistently well. Also, an eligible-stock index designed to mitigate the influence of the size effect proves effective.

Conditional performance evaluation and the relevance of money flows for Australian international equity funds

This paper assesses the importance of fund flows in the performance evaluation of Australian international equity funds. Two concepts of fund flows are considered in the context of a conditional asset pricing model. The first measure is net fund flow relative to fund size and the second is net fund flow relative to sector flows. We find that incorporating a fund flow measure relative to the sector flow results in a reduction of measured perverse market timing. The results indicate that, at the individual fund level, cash flows are relevant in assessing management outcomes.

On the estimation and comparison of short-rate models using the generalised method of moments

Subsequent to the influential paper of [Chan, K.C., Karolyi, G.A., Longstaff, F.A., Sanders, A.B., 1992. An empirical comparison of alternative models of the short-term interest rate. Journal of Finance 47, 1209-1227], the generalised method of moments (GMM) has been a popular technique for estimation and inference relating to continuous-time models of the short-term interest rate. GMM has been widely employed to estimate model parameters and to assess the goodness-of-fit of competing short-rate specifications. The current paper conducts a series of simulation experiments to document the bias and precision of GMM estimates of short-rate parameters, as well as the size and power of [Hansen, L.P., 1982. Large sample properties of generalised method of moments estimators. Econometrica 50, 1029-1054], J-test of over-identifying restrictions. While the J-test appears to have appropriate size and good power in sample sizes commonly encountered in the short-rate literature, GMM estimates of the speed of mean reversion are shown to be severely biased. Consequently, it is dangerous to draw strong conclusions about the strength of mean reversion using GMM. In contrast, the parameter capturing the levels effect, which is important in differentiating between competing short-rate specifications, is estimated with little bias. (c) 2006 Elsevier B.V. All rights reserved.

Conditional risk, return and contagion in the banking sector in Asia

This paper investigates risk and return in the banking sector in three Asian markets of Taiwan, China and Hong Kong. The study focuses on the risk-return relation in a conditional factor GARCH-M framework that controls for time-series effects. The factor approach is adopted to incorporate intra-industry contagion and an analysis of spillovers between large banks and small banks. Finally, the study provides evidence on these relations before and after the Asian financial crisis of 1997. The results are generally consistent across the markets and with expectations.

Conditional quantum-state engineering using ancillary squeezed-vacuum states

We investigate an optical scheme to conditionally engineer quantum states using a beam splitter, homodyne detection, and a squeezed vacuum as an ancillar state. This scheme is efficient in producing non-Gaussian quantum states such as squeezed single photons and superpositions of coherent states (SCSs). We show that a SCS with well defined parity and high fidelity can be generated from a Fock state of n

Conditional release: A less restrictive alternative to hospitalization?

Objective: This study examined conditional release - that is, involuntary outpatient commitment orders upon release from hospitalization - as a least restrictive alternative to psychiatric hospitalization in Victoria, Australia. Methods: Records were obtained from the Victorian Psychiatric Case Register for patients who experienced psychiatric hospitalization: between 1990 and 2000 a total of 8,879 patients were given conditional release and 16,094 were not. Results: Compared with the group that was hospitalized but did not receive a conditional release, the group that received a conditional release was more likely to have more prior hospitalizations of greater than average duration. Patients with schizophrenia were more likely to be given conditional release. Patients given conditional release experienced a care pattern involving briefer inpatient episodes (8.3 fewer days per episode), more inpatient days, and longer duration of restrictive care - that is, combined inpatient and conditional release periods (5.1 more days per month in care). Conclusions: For patients at risk of long-term hospitalization, conditional release may help to shorten inpatient episodes by providing a least restrictive alternative to continued hospitalization. However, patients who were given conditional release doubled the amount of days they spent under restrictive care, compared with the amount of time they previously spent in the hospital before entering a period of combined inpatient and conditional release commitment. Additional oversight may have led to more frequent hospitalization. This consequence raises new questions regarding the possible benefits of such extended oversight and new challenges for release planning using conditional release as a least restrictive method of care.

Effect of conditional release from hospitalization on mortality risk

Objectives: This study considered the protective value provided by conditional release. It assessed the contribution of conditional release to mortality risk among patients with mental disorders severe enough to require psychiatric hospitalization during a mental health treatment span of 13.5 years in Victoria, Australia. Methods: Death records were obtained from the Australian National Death Index for a sample of 24,973 Victorian Psychiatric Case Register patients with a history of psychiatric hospitalizations: 8,879 had experienced at least one conditional release during community care intervals and 16,094 had not. Risk of death was assessed with standardized mortality ratios of the general population of Victoria. Relative risk of death among patients with and without past experience of conditional release was computed with risk and odds ratios. The contribution of conditional release to mortality, taking into account use of community care services, age, gender, inpatient experience, and diagnosis, as well as other controls, was assessed with logistic regression. Results: Patients who had been hospitalized showed higher mortality risk than the general population. Sixteen percent ( 4,034) died. Patients exposed to conditional release, however, had a 14 percent reduction in probability of noninjury-related death and a 24 percent reduction per day on orders in the probability of death from injury compared with those not offered such oversight throughout their mental health treatment, all other factors taken into account. Conclusions: Conditional release can offer protective oversight for those considered dangerous to self or others and appears to reduce mortality risk among those with disorders severe enough to require psychiatric hospitalization.

Entangled-state cycles from conditional quantum evolution

A system of cascaded qubits interacting via the one-way exchange of photons is studied. While for general operating conditions the system evolves to a superposition of Bell states (a dark state) in the long-time limit, under a particular resonance condition no steady state is reached within a finite time. We analyze the conditional quantum evolution (quantum trajectories) to characterize the asymptotic behavior under this resonance condition. A distinct bimodality is observed: for perfect qubit coupling, the system either evolves to a maximally entangled Bell state without emitting photons (the dark state) or executes a sustained entangled-state cycle-random switching between a pair of Bell states while emitting a continuous photon stream; for imperfect coupling, two entangled-state cycles coexist, between which a random selection is made from one quantum trajectory to another.