33 resultados para Markov Regime Switching
em University of Queensland eSpace - Australia
Resumo:
The per iodic structure of business cycles suggests that significant asymmetries are present over different phases of the cycle. This paper uses markov regime-switching models with fixed and duration dependent transition probabilities to directly model expansions, contractions and durations in Australian GDP growth and unemployment growth. Evidence is found of significant asymmetry in growth rates across expansions and contractions for both series. GDP contractions exhibit duration dependence implying that as output recessions age the likelihood of switching into an expansion phase increases. Unemployment growth does not exhibit duration dependence in either phase. Evidence is also presented that non-linearities in unemployment growth are well explained by the asymmetries in the GDP growth cycle. The analysis suggests that recessions are periods of rapid and intense job destruction, that Australian unemployment tends to ratchet up in recessionary periods and, in contrast to US and UK studies, that shocks to Australian unemployment growth are more persistent in recessions than expansions. [E37 C5 C41].
Resumo:
A novel nucleation apparatus is presented for the production of narrow sized nuclei from various powder and binder liquid combinations. Mono-sized binder liquid droplets are produced by a specially designed mono-disperse droplet generator. The droplet generator is positioned above a conveyor belt, transporting a powder bed through the spray zone of the droplet generator. By nucleating powder on a conveyer belt, the nucleation mechanism is completely separated from all other granulation mechanisms due to the lack of relative motion between primary particles and/or formed nuclei. Nucleation tests were performed using chalcopyrite and limestone powders with water as the binder liquid. At all operating conditions, the formed nuclei were found to originate from multiplicities of drops that merged on the powder bed surface. Investigation of the dynamics of nuclei formation showed that powder-binder liquid combinations with fast penetration dynamics result in less variation in the number of droplets from which nuclei originate. Smaller and more narrowly distributed nuclei were also achieved by increasing powder speed through the spray zone.
Resumo:
The transient statistics of a gain-switched coherently pumped class-C laser displays a linear correlation between the first passage time and subsequent peak intensity. Measurements are reported showing a positive or negative sign of this linear correlation, controlled through the switching time and the laser detuning. Further measurements of the small-signal laser gain combined with calculations involving a three-level laser model indicate that this sign fundamentally depends upon the way the laser inversion varies during the gain switching, despite the added dynamics of the laser polarization in the class-C laser. [S1050-2947(97)07112-6].
Resumo:
In this study, sustained, selective, divided, and switching attention, and reloading of working memory were investigated in schizophrenia by using a newly developed Visual Attention Battery (VAB). Twenty-four outpatients with schizophrenia and 24 control participants were studied using the VAB. Performance on VAB components was correlated with performance of standard tests. Patients with schizophrenia were significantly impaired on VAB tasks that required switching of attention and reloading of working memory but had normal performance on tasks involving sustained attention or attention to multiple stimulus features. Switching attention and reloading of working memory were highly correlated with Trails (B - A) score for patients. The decline in performance on the switching-attention task in patients with schizophrenia met criteria for a differential deficit in switching attention. Future research should examine the neurophysiological basis of the switching deficit and its sensitivity and specificity to schizophrenia.
Resumo:
The solution structure of A beta(1-40)Met(O), the methionine-oxidized form of amyloid beta-peptide A beta(1-40), has been investigated by CD and NMR spectroscopy. Oxidation of Met35 may have implications in the aetiology of Alzheimer's disease. Circular dichroism experiments showed that whereas A beta(1-40) and A beta(1-40)Met(O) both adopt essentially random coil structures in water (pH 4) at micromolar concentrations, the former aggregates within several days while the latter is stable for at least 7 days under these conditions. This remarkable difference led us to determine the solution structure of A beta(1-40)Met(O) using H-1 NMR spectroscopy. In a water-SDS micelle medium needed to solubilize both peptides at the millimolar concentrations required to measure NMR spectra, chemical shift and NOE data for A beta(1-40)Met(O) strongly suggest the presence of a helical region between residues 16 and 24. This is supported by slow H-D exchange of amide protons in this region and by structure calculations using simulated annealing with the program XPLOR. The remainder of the structure is relatively disordered. Our previously reported NMR data for A beta(1-40) in the same solvent shows that helices are present over residues 15-24 (helix 1) and 28-36 (helix 2), Oxidation of Met35 thus causes a local and selective disruption of helix 2. In addition to this helix-coil rearrangement in aqueous micelles, the CD data show that oxidation inhibits a coil-to-beta-sheet transition in water. These significant structural rearrangements in the C-terminal region of A beta may be important clues to the chemistry and biology of A beta(1-40) and A beta(1-42).
Resumo:
Krylov subspace techniques have been shown to yield robust methods for the numerical computation of large sparse matrix exponentials and especially the transient solutions of Markov Chains. The attractiveness of these methods results from the fact that they allow us to compute the action of a matrix exponential operator on an operand vector without having to compute, explicitly, the matrix exponential in isolation. In this paper we compare a Krylov-based method with some of the current approaches used for computing transient solutions of Markov chains. After a brief synthesis of the features of the methods used, wide-ranging numerical comparisons are performed on a power challenge array supercomputer on three different models. (C) 1999 Elsevier Science B.V. All rights reserved.AMS Classification: 65F99; 65L05; 65U05.
Abnormal neuronal circuitry for switching of attention and working memory in schizophrenic patients.
Resumo:
An extension of the supersymmetric U model for correlated electrons is given and integrability is established by demonstrating that the model can he constructed through the quantum inverse scattering method using an R-matrix without the difference property. Some general symmetry properties of the model are discussed and from the Bethe ansatz solution an expression for the energies is presented.
Resumo:
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.
Resumo:
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.
Resumo:
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.
Resumo:
Molecular dynamics simulations are used to study the interaction of low-energy Ar atoms with the Ni(001) surface, Angular scattering distributions, in and out of the plane of incidence, are investigated as a function of incident energy, angles of incidence, crystallographic orientation of the incident beam and surface temperature. The results show a clear transition to the structure scattering regime at around 2 eV. However, at lower energies, two sub-regimes are revealed by the simulations, Far energies up to 250 meV, scattering is mainly diffuse, and significant trapping on the surface is observed, At energies above this level, lobular patterns start to form and trapping decreases with the increase in energy, Generally, there is a weak temperature dependence, but variations in the angle of incidence and/or changes in the crystallographic direction, generate significant changes in the scattering patterns.
Resumo:
Molecular dynamics simulations are used to study energy and momentum transfer of low-energy Ar atoms scattered from the Ni(001) surface. The investigation concentrates on the dependence of these processes on incident energy, angles of incidence and surface temperature. Energy transfer exhibits a strong dependence on the surface temperature, at incident energies below 500 meV, and incident angles close to specular incidence. Above 500 meV, the surface temperature dependence vanishes, and a limiting value in the amount of energy transferred to the surface is attained. Momentum exchange is investigated in terms of tangential and normal components. Both components exhibit a weak surface temperature dependence, but they have opposite behaviours at all incidence angles. In each component, momentum can be lost or gained following the interaction with the surface. (C) 1997 Elsevier Science B.V.