44 resultados para Long memory stochastic process


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We study a stochastic process describing the onset of spreading dynamics of an epidemic in a population composed of individuals of three classes: susceptible (S), infected (I), and recovered (R). The stochastic process is defined by local rules and involves the following cyclic process: S -> I -> R -> S (SIRS). The open process S -> I -> R (SIR) is studied as a particular case of the SIRS process. The epidemic process is analyzed at different levels of description: by a stochastic lattice gas model and by a birth and death process. By means of Monte Carlo simulations and dynamical mean-field approximations we show that the SIRS stochastic lattice gas model exhibit a line of critical points separating the two phases: an absorbing phase where the lattice is completely full of S individuals and an active phase where S, I and R individuals coexist, which may or may not present population cycles. The critical line, that corresponds to the onset of epidemic spreading, is shown to belong in the directed percolation universality class. By considering the birth and death process we analyze the role of noise in stabilizing the oscillations. (C) 2009 Elsevier B.V. All rights reserved.

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With each directed acyclic graph (this includes some D-dimensional lattices) one can associate some Abelian algebras that we call directed Abelian algebras (DAAs). On each site of the graph one attaches a generator of the algebra. These algebras depend on several parameters and are semisimple. Using any DAA, one can define a family of Hamiltonians which give the continuous time evolution of a stochastic process. The calculation of the spectra and ground-state wave functions (stationary state probability distributions) is an easy algebraic exercise. If one considers D-dimensional lattices and chooses Hamiltonians linear in the generators, in finite-size scaling the Hamiltonian spectrum is gapless with a critical dynamic exponent z=D. One possible application of the DAA is to sandpile models. In the paper we present this application, considering one- and two-dimensional lattices. In the one-dimensional case, when the DAA conserves the number of particles, the avalanches belong to the random walker universality class (critical exponent sigma(tau)=3/2). We study the local density of particles inside large avalanches, showing a depletion of particles at the source of the avalanche and an enrichment at its end. In two dimensions we did extensive Monte-Carlo simulations and found sigma(tau)=1.780 +/- 0.005.

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This article deals with the efficiency of fractional integration parameter estimators. This study was based on Monte Carlo experiments involving simulated stochastic processes with integration orders in the range]-1,1[. The evaluated estimation methods were classified into two groups: heuristics and semiparametric/maximum likelihood (ML). The study revealed that the comparative efficiency of the estimators, measured by the lesser mean squared error, depends on the stationary/non-stationary and persistency/anti-persistency conditions of the series. The ML estimator was shown to be superior for stationary persistent processes; the wavelet spectrum-based estimators were better for non-stationary mean reversible and invertible anti-persistent processes; the weighted periodogram-based estimator was shown to be superior for non-invertible anti-persistent processes.

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Noise is an intrinsic feature of population dynamics and plays a crucial role in oscillations called phase-forgetting quasicycles by converting damped into sustained oscillations. This function of noise becomes evident when considering Langevin equations whose deterministic part yields only damped oscillations. We formulate here a consistent and systematic approach to population dynamics, leading to a Fokker-Planck equation and the associate Langevin equations in accordance with this conceptual framework, founded on stochastic lattice-gas models that describe spatially structured predator-prey systems. Langevin equations in the population densities and predator-prey pair density are derived in two stages. First, a birth-and-death stochastic process in the space of prey and predator numbers and predator-prey pair number is obtained by a contraction method that reduces the degrees of freedom. Second, a van Kampen expansion in the inverse of system size is then performed to get the Fokker-Planck equation. We also study the time correlation function, the asymptotic behavior of which is used to characterize the transition from the cyclic coexistence of species to the ordinary coexistence.

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Background: violence against women is a serious problem caused by the social construction of feminineness and masculineness that results in the domination of women by men. Public policies on gender have recently been developed in order to confront the problem. But what exactly are the problems faced by women? Purposes: to survey and analyse cases of violence against women reported to the police, as recorded at the Police Stations for Women`s Defence (PSWDs), and to reconstruct the procedures that women must go through in order to denounce their aggressors. Methodology: this quantitative, exploratory and descriptive study was undertaken during 2006-2007 in the city of Itapevi, Sao Paulo metropolitan region, Brazil. As there is no PSWD data were collected from police reports from PSWDs of neighbouring cities. Findings: malicious physical injury (49%) and threats (42%) were the most commonly reported types of violence. The victims were aged between 20 and 49 years (93%). Almost all of the aggressors (97%) were men and most had an intimate relationship with their victim. The use of alcoholic beverages was linked to approximately 25% of the cases. Conclusion: women who are victims of domestic violence in Itapevi report that going through PSWDs of neighbouring cities is a difficult, isolated, long and expensive process that often, provides no institutional protection. Implications for practice: there is an urgent requirement for judicial-assistance and support close to home in order to provide a quality service and follow-up for these women and their aggressors; to provide training for the professionals called to attend them at police stations; and for a caring attitude from health-care professionals.,0 2010 Elsevier Ltd. All rights reserved.

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Accurate price forecasting for agricultural commodities can have significant decision-making implications for suppliers, especially those of biofuels, where the agriculture and energy sectors intersect. Environmental pressures and high oil prices affect demand for biofuels and have reignited the discussion about effects on food prices. Suppliers in the sugar-alcohol sector need to decide the ideal proportion of ethanol and sugar to optimise their financial strategy. Prices can be affected by exogenous factors, such as exchange rates and interest rates, as well as non-observable variables like the convenience yield, which is related to supply shortages. The literature generally uses two approaches: artificial neural networks (ANNs), which are recognised as being in the forefront of exogenous-variable analysis, and stochastic models such as the Kalman filter, which is able to account for non-observable variables. This article proposes a hybrid model for forecasting the prices of agricultural commodities that is built upon both approaches and is applied to forecast the price of sugar. The Kalman filter considers the structure of the stochastic process that describes the evolution of prices. Neural networks allow variables that can impact asset prices in an indirect, nonlinear way, what cannot be incorporated easily into traditional econometric models.

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This paper generalizes the methodology of Cat and Brown [Cai, T., Brown, L.D., 1998. Wavelet shrinkage for nonequispaced samples. The Annals of Statistics 26, 1783-1799] for wavelet shrinkage for nonequispaced samples, but in the presence of correlated stationary Gaussian errors. If the true function is a member of a piecewise Holder class, it is shown that, even for long memory errors, the rate of convergence of the procedure is almost-minimax relative to the independent and identically distributed errors case. (c) 2008 Elsevier B.V. All rights reserved.

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A modified version of the intruder-resident paradigm was used to investigate if social recognition memory lasts at least 24 h. One hundred and forty-six adult male Wistar rats were used. Independent groups of rats were exposed to an intruder for 0.083, 0.5, 2, 24, or 168 h and tested 24 h after the first encounter with the familiar or a different conspecific. Factor analysis was employed to identify associations between behaviors and treatments. Resident rats exhibited a 24-h social recognition memory, as indicated by a 3- to 5-fold decrease in social behaviors in the second encounter with the same conspecific compared to those observed for a different conspecific, when the duration of the first encounter was 2 h or longer. It was possible to distinguish between two different categories of social behaviors and their expression depended on the duration of the first encounter. Sniffing the anogenital area (49.9% of the social behaviors), sniffing the body (17.9%), sniffing the head (3%), and following the conspecific (3.1%), exhibited mostly by resident rats, characterized social investigation and revealed long-term social recognition memory. However, dominance (23.8%) and mild aggression (2.3%), exhibited by both resident and intruders, characterized social agonistic behaviors and were not affected by memory. Differently, sniffing the environment (76.8% of the non-social behaviors) and rearing (14.3%), both exhibited mostly by adult intruder rats, characterized non-social behaviors. Together, these results show that social recognition memory in rats may last at least 24 h after a 2-h or longer exposure to the conspecific.

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We consider binary infinite order stochastic chains perturbed by a random noise. This means that at each time step, the value assumed by the chain can be randomly and independently flipped with a small fixed probability. We show that the transition probabilities of the perturbed chain are uniformly close to the corresponding transition probabilities of the original chain. As a consequence, in the case of stochastic chains with unbounded but otherwise finite variable length memory, we show that it is possible to recover the context tree of the original chain, using a suitable version of the algorithm Context, provided that the noise is small enough.

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Under physiological conditions, elderly people present memory deficit associated with neuronal loss. This pattern is also associated with Alzheimer`s disease but, in this case, in a dramatically intensified level. Kinin receptors have been involved in neurodegeneration and increase of amyloid-beta concentration, associated with Alzheimer`s disease (AD). Considering these findings, this work evaluated the role of kinin receptors in memory consolidation during the aging process. Male C57BI/6 (wt), knock-out B1 (koB1) or B2 (koB2) mice (3, 6, 12 and 18-month-old - mo; n = 10 per group) were submitted to an acquisition session, reinforcement to learning (24 h later: test 1) and final test (7 days later: test 2), in an active avoidance apparatus, to evaluate memory. Conditioned avoidance responses (CAR, % of 50 trials) were registered. In acquisition sessions, similar CAR were obtained among age matched animals from all strains. However, a significant decrease in CAR was observed throughout the aging process (3mo: 8.8 +/- 2.3%; 6mo: 4.1 +/- 0.6%; 12mo: 2.2 +/- 0.6%, 18mo: 3.6 +/- 0.6%, P < 0.01), indicating a reduction in the learning process. In test 1, as expected, memory retention increased significantly (P < 0.05) in all 3- and 6-month-old animals as well as in 12-month-old-wt and 12-month-old-koB1 (P < 0.01), compared to the training session. However, 12-month-old-koB2 and all 18-month-old animals did not show an increase in memory retention. In test 2, 3- and 6-month-old wt and koB1 mice of all ages showed a significant improvement in memory (P < 0.05) compared to test 1. However, 12-month-old wt and koB2 mice of all ages showed no difference in memory retention. We suggest that, during the aging process, the B1 receptor could be involved in neurodegeneration and memory loss. Nevertheless, the B2 receptor is apparently acting as a neuroprotective factor. (C) 2009 Elsevier Ltd. All rights reserved.

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The mechanisms responsible for the generation and maintenance of immunological memory to Plasmodium are poorly understood and the reasons why protective immunity in humans is so difficult to achieve and rapidly lost remain a matter for debate. A possible explanation for the difficulty in building up an efficient immune response against this parasite is the massive T cell apoptosis resulting from exposure to high-dose parasite Ag. To determine the immunological mechanisms required for long-term protection against P. chabaudi malaria and the consequences of high and low acute phase parasite loads for acquisition of protective immunity, we performed a detailed analysis of T and B cell compartments over a period of 200 days following untreated and drug-treated infections in female C57BL/6 mice. By comparing several immunological parameters with the capacity to control a secondary parasite challenge, we concluded that loss of full protective immunity is not determined by acute phase parasite load nor by serum levels of specific IgG2a and IgG1. Abs, but appears to be a consequence of the progressive decline in memory T cell response to parasites, which occurs similarly in untreated and drug-treated mice with time after infection. Furthermore, by analyzing adoptive transfer experiments, we confirmed the major role of CD4(+) T cells for guaranteeing long-term full protection against P. chabaudi malaria. The Journal of Immunology, 2008, 181: 8344-8355.

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We have the purpose of analyzing the effect of explicit diffusion processes in a predator-prey stochastic lattice model. More precisely we wish to investigate the possible effects due to diffusion upon the thresholds of coexistence of species, i. e., the possible changes in the transition between the active state and the absorbing state devoid of predators. To accomplish this task we have performed time dependent simulations and dynamic mean-field approximations. Our results indicate that the diffusive process can enhance the species coexistence.

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Consider N sites randomly and uniformly distributed in a d-dimensional hypercube. A walker explores this disordered medium going to the nearest site, which has not been visited in the last mu (memory) steps. The walker trajectory is composed of a transient part and a periodic part (cycle). For one-dimensional systems, travelers can or cannot explore all available space, giving rise to a crossover between localized and extended regimes at the critical memory mu(1) = log(2) N. The deterministic rule can be softened to consider more realistic situations with the inclusion of a stochastic parameter T (temperature). In this case, the walker movement is driven by a probability density function parameterized by T and a cost function. The cost function increases as the distance between two sites and favors hops to closer sites. As the temperature increases, the walker can escape from cycles that are reminiscent of the deterministic nature and extend the exploration. Here, we report an analytical model and numerical studies of the influence of the temperature and the critical memory in the exploration of one-dimensional disordered systems.

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T-cell based vaccines against HIV have the goal of limiting both transmission and disease progression by inducing broad and functionally relevant T cell responses. Moreover, polyfunctional and long-lived specific memory T cells have been associated to vaccine-induced protection. CD4(+) T cells are important for the generation and maintenance of functional CD8(+) cytotoxic T cells. We have recently developed a DNA vaccine encoding 18 conserved multiple HLA-DR-binding HIV-1 CD4 epitopes (HIVBr18), capable of eliciting broad CD4(+) T cell responses in multiple HLA class II transgenic mice. Here, we evaluated the breadth and functional profile of HIVBr18-induced immune responses in BALB/c mice. Immunized mice displayed high-magnitude, broad CD4(+)/CD8(+) T cell responses, and 8/18 vaccine-encoded peptides were recognized. In addition, HIVBr18 immunization was able to induce polyfunctional CD4(+) and CD8(+) T cells that proliferate and produce any two cytokines (IFN gamma/TNF alpha, IFN gamma/IL-2 or TNF alpha/IL-2) simultaneously in response to HIV-1 peptides. For CD4(+) T cells exclusively, we also detected cells that proliferate and produce all three tested cytokines simultaneously (IFN gamma/TNF alpha/IL-2). The vaccine also generated long-lived central and effector memory CD4(+) T cells, a desirable feature for T-cell based vaccines. By virtue of inducing broad, polyfunctional and long-lived T cell responses against conserved CD4(+) T cell epitopes, combined administration of this vaccine concept may provide sustained help for CD8(+) T cells and antibody responses-elicited by other HIV immunogens.

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Ion channels are pores formed by proteins and responsible for carrying ion fluxes through cellular membranes. The ion channels can assume conformational states thereby controlling ion flow. Physically, the conformational transitions from one state to another are associated with energy barriers between them and are dependent on stimulus, such as, electrical field, ligands, second messengers, etc. Several models have been proposed to describe the kinetics of ion channels. The classical Markovian model assumes that a future transition is independent of the time that the ion channel stayed in a previous state. Others models as the fractal and the chaotic assume that the rate of transitions between the states depend on the time that the ionic channel stayed in a previous state. For the calcium activated potassium channels of Leydig cells the R/S Hurst analysis has indicated that the channels are long-term correlated with a Hurst coefficient H around 0.7, showing a persistent memory in this kinetic. Here, we applied the R/S analysis to the opening and closing dwell time series obtained from simulated data from a chaotic model proposed by L. Liebovitch and T. Toth [J. Theor. Biol. 148, 243 (1991)] and we show that this chaotic model or any model that treats the set of channel openings and closings as independent events is inadequate to describe the long-term correlation (memory) already described for the experimental data. (C) 2008 American Institute of Physics.