Birth-death processes with disaster and instantaneous resurrection

A new structure with the special property that instantaneous resurrection and mass disaster are imposed on an ordinary birth-death process is considered. Under the condition that the underlying birth-death process is exit or bilateral, we are able to give easily checked existence criteria for such Markov processes. A very simple uniqueness criterion is also established. All honest processes are explicitly constructed. Ergodicity properties for these processes are investigated. Surprisingly, it can be proved that all the honest processes are not only recurrent but also ergodic without imposing any extra conditions. Equilibrium distributions are then established. Symmetry and reversibility of such processes are also investigated. Several examples are provided to illustrate our results.

Repeated occurrence of basal cell carcinoma of the skin and multifailure survival analysis: Follow-up data from the nambour skin cancer prevention trial

The aim of this study was to apply multifailure survival methods to analyze time to multiple occurrences of basal cell carcinoma (BCC). Data from 4.5 years of follow-up in a randomized controlled trial, the Nambour Skin Cancer Prevention Trial (1992-1996), to evaluate skin cancer prevention were used to assess the influence of sunscreen application on the time to first BCC and the time to subsequent BCCs. Three different approaches of time to ordered multiple events were applied and compared: the Andersen-Gill, Wei-Lin-Weissfeld, and Prentice-Williams-Peterson models. Robust variance estimation approaches were used for all multifailure survival models. Sunscreen treatment was not associated with time to first occurrence of a BCC (hazard ratio = 1.04, 95% confidence interval: 0.79, 1.45). Time to subsequent BCC tumors using the Andersen-Gill model resulted in a lower estimated hazard among the daily sunscreen application group, although statistical significance was not reached (hazard ratio = 0.82, 95% confidence interval: 0.59, 1.15). Similarly, both the Wei-Lin-Weissfeld marginal-hazards and the Prentice-Williams-Peterson gap-time models revealed trends toward a lower risk of subsequent BCC tumors among the sunscreen intervention group. These results demonstrate the importance of conducting multiple-event analysis for recurring events, as risk factors for a single event may differ from those where repeated events are considered.

Oscillatory regulation of hes1: Discrete stochastic delay modelling and simulation

Discrete stochastic simulations are a powerful tool for understanding the dynamics of chemical kinetics when there are small-to-moderate numbers of certain molecular species. In this paper we introduce delays into the stochastic simulation algorithm, thus mimicking delays associated with transcription and translation. We then show that this process may well explain more faithfully than continuous deterministic models the observed sustained oscillations in expression levels of hes1 mRNA and Hes1 protein.

Sensor scheduling in electronic support using Markov chains

In electronic support, receivers must maintain surveillance over the very wide portion of the electromagnetic spectrum in which threat emitters operate. A common approach is to use a receiver with a relatively narrow bandwidth that sweeps its centre frequency over the threat bandwidth to search for emitters. The sequence and timing of changes in the centre frequency constitute a search strategy. The search can be expedited, if there is intelligence about the operational parameters of the emitters that are likely to be found. However, it can happen that the intelligence is deficient, untrustworthy or absent. In this case, what is the best search strategy to use? A random search strategy based on a continuous-time Markov chain (CTMC) is proposed. When the search is conducted for emitters with a periodic scan, it is shown that there is an optimal configuration for the CTMC. It is optimal in the sense that the expected time to intercept an emitter approaches linearity most quickly with respect to the emitter's scan period. A fast and smooth approach to linearity is important, as other strategies can exhibit considerable and abrupt variations in the intercept time as a function of scan period. In theory and numerical examples, the optimum CTMC strategy is compared with other strategies to demonstrate its superior properties.

Swapping space for time and unfair tests of ecological models

Testing ecological models for management is an increasingly important part of the maturation of ecology as an applied science. Consequently, we need to work at applying fair tests of models with adequate data. We demonstrate that a recent test of a discrete time, stochastic model was biased towards falsifying the predictions. If the model was a perfect description of reality, the test falsified the predictions 84% of the time. We introduce an alternative testing procedure for stochastic models, and show that it falsifies the predictions only 5% of the time when the model is a perfect description of reality. The example is used as a point of departure to discuss some of the philosophical aspects of model testing.

Accelerating seismic energy release and evolution of event time and size statistics: Results from two heterogeneous cellular automaton models

The evolution of event time and size statistics in two heterogeneous cellular automaton models of earthquake behavior are studied and compared to the evolution of these quantities during observed periods of accelerating seismic energy release Drier to large earthquakes. The two automata have different nearest neighbor laws, one of which produces self-organized critical (SOC) behavior (PSD model) and the other which produces quasi-periodic large events (crack model). In the PSD model periods of accelerating energy release before large events are rare. In the crack model, many large events are preceded by periods of accelerating energy release. When compared to randomized event catalogs, accelerating energy release before large events occurs more often than random in the crack model but less often than random in the PSD model; it is easier to tell the crack and PSD model results apart from each other than to tell either model apart from a random catalog. The evolution of event sizes during the accelerating energy release sequences in all models is compared to that of observed sequences. The accelerating energy release sequences in the crack model consist of an increase in the rate of events of all sizes, consistent with observations from a small number of natural cases, however inconsistent with a larger number of cases in which there is an increase in the rate of only moderate-sized events. On average, no increase in the rate of events of any size is seen before large events in the PSD model.

Residence time distributions of gas flowing through rotating drum bioreactors

Residence time distribution studies of gas through a rotating drum bioreactor for solid-state fermentation were performed using carbon monoxide as a tracer gas. The exit concentration as a function of time differed considerably from profiles expected for plug flow, plug flow with axial dispersion, and continuous stirred tank reactor (CSTR) models. The data were then fitted by least-squares analysis to mathematical models describing a central plug flow region surrounded by either one dead region (a three-parameter model) or two dead regions (a five-parameter model). Model parameters were the dispersion coefficient in the central plug flow region, the volumes of the dead regions, and the exchange rates between the different regions. The superficial velocity of the gas through the reactor has a large effect on parameter values. Increased superficial velocity tends to decrease dead region volumes, interregion transfer rates, and axial dispersion. The significant deviation from CSTR, plug flow, and plug flow with axial dispersion of the residence time distribution of gas within small-scale reactors can lead to underestimation of the calculation of mass and heat transfer coefficients and hence has implications for reactor design and scaleup. (C) 2001 John Wiley & Sons, Inc.

Discrete and continuous models for dry masonry columns

The dynamic response of dry masonry columns can be approximated with finite-difference equations. Continuum models follow by replacing the difference quotients of the discrete model by corresponding differential expressions. The mathematically simplest of these models is a one-dimensional Cosserat theory. Within the presented homogenization context, the Cosserat theory is obtained by making ad hoc assumptions regarding the relative importance of certain terms in the differential expansions. The quality of approximation of the various theories is tested by comparison of the dispersion relations for bending waves with the dispersion relation of the discrete theory. All theories coincide with differences of less than 1% for wave-length-block-height (L/h) ratios bigger than 2 pi. The theory based on systematic differential approximation remains accurate up to L/h = 3 and then diverges rapidly. The Cosserat model becomes increasingly inaccurate for L/h < 2 pi. However, in contrast to the systematic approximation, the wave speed remains finite. In conclusion, considering its relative simplicity, the Cosserat model appears to be the natural starting point for the development of continuum models for blocky structures.

Applying linear time-varying constraints to econometric models: With an application to demand systems

When linear equality constraints are invariant through time they can be incorporated into estimation by restricted least squares. If, however, the constraints are time-varying, this standard methodology cannot be applied. In this paper we show how to incorporate linear time-varying constraints into the estimation of econometric models. The method involves the augmentation of the observation equation of a state-space model prior to estimation by the Kalman filter. Numerical optimisation routines are used for the estimation. A simple example drawn from demand analysis is used to illustrate the method and its application.

A defense of backwards in time causation models in quantum mechanics

This paper offers a defense of backwards in time causation models in quantum mechanics. Particular attention is given to Cramer's transactional account, which is shown to have the threefold virtue of solving the Bell problem, explaining the complex conjugate aspect of the quantum mechanical formalism, and explaining various quantum mysteries such as Schrodinger's cat. The question is therefore asked, why has this model not received more attention from physicists and philosophers? One objection given by physicists in assessing Cramer's theory was that it is not testable. This paper seeks to answer this concern by utilizing an argument that backwards causation models entail a fork theory of causal direction. From the backwards causation model together with the fork theory one can deduce empirical predictions. Finally, the objection that this strategy is questionable because of its appeal to philosophy is deflected.

Variability in time delay between two models of pulse oximeters for deriving the photoplethysmographic signals

Pulse oximetry is commonly used as an arterial blood oxygen saturation (SaO(2)) measure. However, its other serial output, the photoplethysmography (PPG) signal, is not as well studied. Raw PPG signals can be used to estimate cardiovascular measures like pulse transit time (PTT) and possibly heart rate (HR). These timing-related measurements are heavily dependent on the minimal variability in phase delay of the PPG signals. Masimo SET (R) Rad-9 (TM) and Novametrix Oxypleth oximeters were investigated for their PPG phase characteristics on nine healthy adults. To facilitate comparison, PPG signals were acquired from fingers on the same hand in a random fashion. Results showed that mean PTT variations acquired from the Masimo oximeter (37.89 ms) were much greater than the Novametrix (5.66 ms). Documented evidence suggests that I ms variation in PTT is equivalent to I mmHg change in blood pressure. Moreover, the PTT trend derived from the Masimo oximeter can be mistaken as obstructive sleep apnoeas based on the known criteria. HR comparison was evaluated against estimates attained from an electrocardiogram (ECG). Novametrix differed from ECG by 0.71 +/- 0.58% (p < 0.05) while Masimo differed by 4.51 +/- 3.66% (p > 0.05). Modem oximeters can be attractive for their improved SaO(2) measurement. However, using raw PPG signals obtained directly from these oximeters for timing-related measurements warrants further investigations.

Causality detection on US mutual fund movements using evolutionary subset time-series

In this paper we develop an evolutionary kernel-based time update algorithm to recursively estimate subset discrete lag models (including fullorder models) with a forgetting factor and a constant term, using the exactwindowed case. The algorithm applies to causality detection when the true relationship occurs with a continuous or a random delay. We then demonstrate the use of the proposed evolutionary algorithm to study the monthly mutual fund data, which come from the 'CRSP Survivor-bias free US Mutual Fund Database'. The results show that the NAV is an influential player on the international stage of global bond and stock markets.