Further results on the relationship between mu-invariant measures and quasi-stationary distributions for absorbing continuous-time Markov chains

This note considers continuous-time Markov chains whose state space consists of an irreducible class, C, and an absorbing state which is accessible from C. The purpose is to provide results on mu-invariant and mu-subinvariant measures where absorption occurs with probability less than one. In particular, the well-known premise that the mu-invariant measure, m, for the transition rates be finite is replaced by the more natural premise that m be finite with respect to the absorption probabilities. The relationship between mu-invariant measures and quasi-stationary distributions is discussed. (C) 2000 Elsevier Science Ltd. All rights reserved.

Quasistationarity of continuous-time Markov chains with positive drift

We shall study continuous-time Markov chains on the nonnegative integers which are both irreducible and transient, and which exhibit discernible stationarity before drift to infinity sets in. We will show how this 'quasi' stationary behaviour can be modelled using a limiting conditional distribution: specifically, the limiting state probabilities conditional on not having left 0 for the last time. By way of a dual chain, obtained by killing the original process on last exit from 0, we invoke the theory of quasistationarity for absorbing Markov chains. We prove that the conditioned state probabilities of the original chain are equal to the state probabilities of its dual conditioned on non-absorption, thus allowing us to establish the simultaneous existence and then equivalence, of their limiting conditional distributions. Although a limiting conditional distribution for the dual chain is always a quasistationary distribution in the usual sense, a similar statement is not possible for the original chain.

New methods for determining quasi-stationary distributions for Markov chains

We shall be concerned with the problem of determining quasi-stationary distributions for Markovian models directly from their transition rates Q. We shall present simple conditions for a mu-invariant measure m for Q to be mu-invariant for the transition function, so that if m is finite, it can be normalized to produce a quasi-stationary distribution. (C) 2000 Elsevier Science Ltd. All rights reserved.

Limiting conditional distributions for birth-death processes

In a recent paper [16], one of us identified all of the quasi-stationary distributions for a non-explosive, evanescent birth-death process for which absorption is certain, and established conditions for the existence of the corresponding limiting conditional distributions. Our purpose is to extend these results in a number of directions. We shall consider separately two cases depending on whether or not the process is evanescent. In the former case we shall relax the condition that absorption is certain. Furthermore, we shall allow for the possibility that the minimal process might be explosive, so that the transition rates alone will not necessarily determine the birth-death process uniquely. Although we shall be concerned mainly with the minimal process, our most general results hold for any birth-death process whose transition probabilities satisfy both the backward and the forward Kolmogorov differential equations.

Branching processes and computational collapse of discretized unimodal mappings

In computer simulations of smooth dynamical systems, the original phase space is replaced by machine arithmetic, which is a finite set. The resulting spatially discretized dynamical systems do not inherit all functional properties of the original systems, such as surjectivity and existence of absolutely continuous invariant measures. This can lead to computational collapse to fixed points or short cycles. The paper studies loss of such properties in spatial discretizations of dynamical systems induced by unimodal mappings of the unit interval. The problem reduces to studying set-valued negative semitrajectories of the discretized system. As the grid is refined, the asymptotic behavior of the cardinality structure of the semitrajectories follows probabilistic laws corresponding to a branching process. The transition probabilities of this process are explicitly calculated. These results are illustrated by the example of the discretized logistic mapping.

Anisotropy-based performance analysis of linear discrete time invariant control systems

The anisotropic norm of a linear discrete-time-invariant system measures system output sensitivity to stationary Gaussian input disturbances of bounded mean anisotropy. Mean anisotropy characterizes the degree of predictability (or colouredness) and spatial non-roundness of the noise. The anisotropic norm falls between the H-2 and H-infinity norms and accommodates their loss of performance when the probability structure of input disturbances is not exactly known. This paper develops a method for numerical computation of the anisotropic norm which involves linked Riccati and Lyapunov equations and an associated special type equation.

Mean anisotropy of homogeneous Gaussian random fields and anisotropic norms of linear translation-invariant operators on multidimensional integer lattices

Sensitivity of output of a linear operator to its input can be quantified in various ways. In Control Theory, the input is usually interpreted as disturbance and the output is to be minimized in some sense. In stochastic worst-case design settings, the disturbance is considered random with imprecisely known probability distribution. The prior set of probability measures can be chosen so as to quantify how far the disturbance deviates from the white-noise hypothesis of Linear Quadratic Gaussian control. Such deviation can be measured by the minimal Kullback-Leibler informational divergence from the Gaussian distributions with zero mean and scalar covariance matrices. The resulting anisotropy functional is defined for finite power random vectors. Originally, anisotropy was introduced for directionally generic random vectors as the relative entropy of the normalized vector with respect to the uniform distribution on the unit sphere. The associated a-anisotropic norm of a matrix is then its maximum root mean square or average energy gain with respect to finite power or directionally generic inputs whose anisotropy is bounded above by a≥0. We give a systematic comparison of the anisotropy functionals and the associated norms. These are considered for unboundedly growing fragments of homogeneous Gaussian random fields on multidimensional integer lattice to yield mean anisotropy. Correspondingly, the anisotropic norms of finite matrices are extended to bounded linear translation invariant operators over such fields.

Twisted quantum affine superalgebra Uq[gl(m|n)(2)] and new Uq[osp(m|n)] invariant R-matrices

The minimal irreducible representations of U-q[gl(m|n)], i.e. those irreducible representations that are also irreducible under U-q[osp(m|n)] are investigated and shown to be affinizable to give irreducible representations of the twisted quantum affine superalgebra U-q[gl(m|n)((2))]. The U-q[osp(m|n)] invariant R-matrices corresponding to the tensor product of any two minimal representations are constructed, thus extending our twisted tensor product graph method to the supersymmetric case. These give new solutions to the spectral-dependent graded Yang-Baxter equation arising from U-q[gl(m|n)((2))], which exhibit novel features not previously seen in the untwisted or non-super cases.

Risk premiums and benefit measures for generalized-expected-utility theories

Standard tools for the analysis of economic problems involving uncertainty, including risk premiums, certainty equivalents and the notions of absolute and relative risk aversion, are developed without making specific assumptions on functional form beyond the basic requirements of monotonicity, transitivity, continuity, and the presumption that individuals prefer certainty to risk. Individuals are not required to display probabilistic sophistication. The approach relies on the distance and benefit functions to characterize preferences relative to a given state-contingent vector of outcomes. The distance and benefit functions are used to derive absolute and relative risk premiums and to characterize preferences exhibiting constant absolute risk aversion (CARA) and constant relative risk aversion (CRRA). A generalization of the notion of Schur-concavity is presented. If preferences are generalized Schur concave, the absolute and relative risk premiums are generalized Schur convex, and the certainty equivalents are generalized Schur concave.

The N-15 natural abundance (delta N-15) of ecosystem samples reflects measures of water availability

We assembled a globally-derived data set for site-averaged foliar delta(15)N, the delta(15)N of whole surface mineral soil and corresponding site factors (mean annual rainfall and temperature, latitude, altitude and soil pH). The delta(15)N of whole soil was related to all of the site variables (including foliar delta(15)N) except altitude and, when regressed on latitude and rainfall, provided the best model of these data, accounting for 49% of the variation in whole soil delta(15)N. As single linear regressions, site-averaged foliar delta(15)N was more strongly related to rainfall than was whole soil delta(15)N. A smaller data set showed similar, negative correlations between whole soil delta(15)N, site-averaged foliar delta(15)N and soil moisture variations during a single growing season. The negative correlation between water availability (measured here by rainfall and temperature) and soil or plant delta(15)N fails at the landscape scale, where wet spots are delta(15)N-enriched relative to their drier surroundings. Here we present global and seasonal data, postulate a proximate mechanism for the overall relationship between water availability and ecosystem delta(15)N and, newly, a mechanism accounting for the highly delta(15)N-depleted values found in the foliage and soils of many wet/cold ecosystems. These hypotheses are complemented by documentation of the present gaps in knowledge, suggesting lines of research which will provide new insights into terrestrial N-cycling. Our conclusions are consistent with those of Austin and Vitousek (1998) that foliar (and soil) delta(15)N appear to be related to the residence time of whole ecosystem N.

Dysmorphogenesis in psychosis: Quantitative and qualitative measures involving the head and face

In this study, we examined qualitative and quantitative measures involving the head and face in a sample of patients and well controls drawn from the Brisbane Psychosis Study. Patients with psychosis (n=310) and age and sex-matched controls (n=303) were drawn from a defined catchment area. Features assessed involved hair whorls (position, number, and direction), eyes (epicanthus), supraorbital ridge, ears (low set, protrusion, hypoplasia, ear lobe attachment, asymmetry, helix width), and mouth (palate height and shape, palate ridges, furrowed and bifid tongue). Quantitative measures related to skull size (circumference, width and length) selected facial heights and depths. The impact of selected risk factors (place and season of birth, fathers' occupation at time of birth, selfreported pregnancy and birth complications, family history) were examined in the entire group, while the association between age of onset and dysmorphology was assessed within the patient group. Significant group (cases versus controls) differences included: patients had smaller skull bases, smaller facial heights, larger facial depths, lower set and protruding ears, different palate shape and fewer palate ridges. In the entire sample significant associations included: (a) those with positive family history of mental illness bad smaller head circumference, cranial length and facial heights; (b) pregnancy and birth complications was associated with smaller facial beights: (c) larger head circumference was associated with higher ranked fathers' occupations at birth. Within the patient group, age of onset was significantly lower in those with more qualitative anomalies or with larger facial heights. The group differences were not due to outliers or distinct subgroups, suggesting that the factors responsible for the differences may be subtle and widely dispersed in the patient group. The Stanley Foundation supported this project.

Clinical measures of obesity and weight loss in men

OBJECTIVES: (?) To determine the relationship between waist circumference and body weight in overweight men both before and after participation in a weight loss program; and (2) to make recommendations for the appropriate use of these measures at various stages of weight toss. DESIGN: Weight and waist circumference measures were taken in two diverse groups of men both before and 1-2y after commencing a men's 'waist loss' program. Regression analyses were used to assess the relationship between weight and waist measures. SUBJECTS: One group of 42 retired Caucasian men from New South Wales, and one group of 45 indigenous men from the Torres Strait region of Northern Australia. RESULTS: There were differences in the relationships of weight and waist circumference before the program and change in weight and change in waist circumference after weight loss. These differences were similar in both groups of men (indigenous men and retired Caucasian men), with a 1 cm waist loss being on average equivalent to about 3/4 kg, but with wide variability, suggesting inter-individual variation in fat losses from different depots. This variation suggests that neither weight nor waist alone is a sufficient measure of fat loss for men. CONCLUSIONS: Weight and waist circumference should both be used at various stages in the clinical situation to assess change in body fat in men involved in obesity reduction.