26 resultados para Asymptotic Variance of Estimate


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We investigate the perturbation series for the spectrum of a class of Schrodinger operators with potential V = 1/2 x(2) + g(m-1)x(2m)/(1 + alpha gx(2)) which generalize particular cases investigated in the literature in connection with models in laser theory and quantum field theory of particles and fields. It is proved that the series obey a modified strong asymptotic condition of order (m - 1) and have an order (m - 1) strong asymptotic series in g which are shown to be summable in the sense of Borel-Leroy method.

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We study the asymptotic properties of the number of open paths of length n in an oriented rho-percolation model. We show that this number is e(n alpha(rho)(1+o(1))) as n ->infinity. The exponent alpha is deterministic, it can be expressed in terms of the free energy of a polymer model, and it can be explicitly computed in some range of the parameters. Moreover, in a restricted range of the parameters, we even show that the number of such paths is n(-1/2)We (n alpha(rho))(1+o(1)) for some nondegenerate random variable W. We build on connections with the model of directed polymers in random environment, and we use techniques and results developed in this context.

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The Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this paper we obtain asymptotic expansions, up to order n(-1/2) and under a sequence of Pitman alternatives, for the non-null distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the Birnbaum-Saunders regression model. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the shape parameter. Monte Carlo simulation is presented in order to compare the finite-sample performance of these tests. We also present two empirical applications. (C) 2010 Elsevier B.V. All rights reserved.

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In clinical trials, it may be of interest taking into account physical and emotional well-being in addition to survival when comparing treatments. Quality-adjusted survival time has the advantage of incorporating information about both survival time and quality-of-life. In this paper, we discuss the estimation of the expected value of the quality-adjusted survival, based on multistate models for the sojourn times in health states. Semiparametric and parametric (with exponential distribution) approaches are considered. A simulation study is presented to evaluate the performance of the proposed estimator and the jackknife resampling method is used to compute bias and variance of the estimator. (C) 2007 Elsevier B.V. All rights reserved.

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In this paper we obtain asymptotic expansions up to order n(-1/2) for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in exponential family nonlinear models (Cordeiro and Paula, 1989), under a sequence of Pitman alternatives. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the dispersion parameter, thus generalising the results given in Cordeiro et al. (1994) and Ferrari et al. (1997). We also present Monte Carlo simulations in order to compare the finite-sample performance of these tests. (C) 2010 Elsevier B.V. All rights reserved.

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Various significant anti-HCV and cytotoxic sesquiterpene lactones (SLs) have been characterized. In this work, the chemometric tool Principal Component Analysis (PCA) was applied to two sets of SLs and the variance of the biological activity was explored. The first principal component accounts for as much of the variability in the data as possible, and each succeeding component accounts for as much of the remaining variability as possible. The calculations were performed using VolSurf program. For anti-HCV activity, PC1 (First Principal Component) explained 30.3% and PC2 (Second Principal Component) explained 26.5% of matrix total variance, while for cytotoxic activity, PC1 explained 30.9% and PC2 explained 15.6% of the total variance. The formalism employed generated good exploratory and predictive results and we identified some structural features, for both sets, important to the suitable biological activity and pharmacokinetic profile.

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Weakly nonlinear interactions among equatorial waves have been explored in this paper using the adiabatic version of the equatorial beta-plane primitive equations in isobaric coordinates. Assuming rigid lid vertical boundary conditions, the conditions imposed at the surface and at the top of the troposphere were expanded in a Taylor series around two isobaric surfaces in an approach similar to that used in the theory of surface-gravity waves in deep water and capillary-gravity waves. By adopting the asymptotic method of multiple time scales, the equatorial Rossby, mixed Rossby-gravity, inertio-gravity, and Kelvin waves, as well as their vertical structures, were obtained as leading-order solutions. These waves were shown to interact resonantly in a triad configuration at the O(epsilon) approximation. The resonant triads whose wave components satisfy a resonance condition for their vertical structures were found to have the most significant interactions, although this condition is not excluding, unlike the resonant conditions for the zonal wavenumbers and meridional modes. Thus, the analysis has focused on such resonant triads. In general, it was found that for these resonant triads satisfying the resonance condition in the vertical direction, the wave with the highest absolute frequency always acts as an energy source (or sink) for the remaining triad components, as usually occurs in several other physical problems in fluid dynamics. In addition, the zonally symmetric geostrophic modes act as catalyst modes for the energy exchanges between two dispersive waves in a resonant triad. The integration of the reduced asymptotic equations for a single resonant triad shows that, for the initial mode amplitudes characterizing realistic magnitudes of atmospheric flow perturbations, the modes in general exchange energy on low-frequency (intraseasonal and/or even longer) time scales, with the interaction period being dependent upon the initial mode amplitudes. Potential future applications of the present theory to the real atmosphere with the inclusion of diabatic forcing, dissipation, and a more realistic background state are also discussed.

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Investigating the proteolytic activity of the recombinant Mycobacterium leprae Heat Shock Protein of 65 kDa (rHsp65), chaperonin 2 (cpn2), we observed that it displays high instability. The fragmentation process starts at the C-terminus followed by progressive degradation of the N-terminus, which leads to a stable fragment comprising the middle region of the molecule. Urea was able to prevent autolysis, probably due to its denaturing action, while EDTA increased degradation levels indicating the need for metal ions. Peptides originated from autolysis were purified and analyzed by mass spectrometry, generating a continuous map. Since the bacteria and mammalian Hsp60 are known to be targets of the immune response and have been implicated in autoimmune diseases and chronic inflammation, the in vivo effect of rHsp65 peptides was evaluated in the spontaneous Systemic Lupus Erythematosus (SLE) model developed by the (NZB/NZW)F(1) mouse hybrids, and their individual anti-rHsp65 IgG2a/IgG1 antibody titer ratio was determined. The results showed orientation toward a T(H)1 responsiveness, and the treatment with the rHsp65 peptides diminished the environmental variance of the survival time of treated animals. These results outline the fact that environmental factors may also act through the modified stability expression of Heat Shock Proteins intervening during autoimmune processes. (C) 2011 Elsevier Ltd. All rights reserved.

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Let a > 0, Omega subset of R(N) be a bounded smooth domain and - A denotes the Laplace operator with Dirichlet boundary condition in L(2)(Omega). We study the damped wave problem {u(tt) + au(t) + Au - f(u), t > 0, u(0) = u(0) is an element of H(0)(1)(Omega), u(t)(0) = v(0) is an element of L(2)(Omega), where f : R -> R is a continuously differentiable function satisfying the growth condition vertical bar f(s) - f (t)vertical bar <= C vertical bar s - t vertical bar(1 + vertical bar s vertical bar(rho-1) + vertical bar t vertical bar(rho-1)), 1 < rho < (N - 2)/(N + 2), (N >= 3), and the dissipativeness condition limsup(vertical bar s vertical bar ->infinity) s/f(s) < lambda(1) with lambda(1) being the first eigenvalue of A. We construct the global weak solutions of this problem as the limits as eta -> 0(+) of the solutions of wave equations involving the strong damping term 2 eta A(1/2)u with eta > 0. We define a subclass LS subset of C ([0, infinity), L(2)(Omega) x H(-1)(Omega)) boolean AND L(infinity)([0, infinity), H(0)(1)(Omega) x L(2)(Omega)) of the `limit` solutions such that through each initial condition from H(0)(1)(Omega) x L(2)(Omega) passes at least one solution of the class LS. We show that the class LS has bounded dissipativeness property in H(0)(1)(Omega) x L(2)(Omega) and we construct a closed bounded invariant subset A of H(0)(1)(Omega) x L(2)(Omega), which is weakly compact in H(0)(1)(Omega) x L(2)(Omega) and compact in H({I})(s)(Omega) x H(s-1)(Omega), s is an element of [0, 1). Furthermore A attracts bounded subsets of H(0)(1)(Omega) x L(2)(Omega) in H({I})(s)(Omega) x H(s-1)(Omega), for each s is an element of [0, 1). For N = 3, 4, 5 we also prove a local uniqueness result for the case of smooth initial data.

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In this work we continue the analysis of the asymptotic dynamics of reaction-diffusion problems in a dumbbell domain started in [J.M. Arrieta, AN Carvalho, G. Lozada-Cruz, Dynamics in dumbbell domains I. Continuity of the set of equilibria, J. Differential Equations 231 (2) (2006) 551-597]. Here we study the limiting problem, that is, an evolution problem in a ""domain"" which consists of an open, bounded and smooth set Omega subset of R(N) with a curve R(0) attached to it. The evolution in both parts of the domain is governed by a parabolic equation. In Omega the evolution is independent of the evolution in R(0) whereas in R(0) the evolution depends on the evolution in Omega through the continuity condition of the solution at the junction points. We analyze in detail the linear elliptic and parabolic problem, the generation of linear and nonlinear semigroups, the existence and structure of attractors. (C) 2009 Elsevier Inc. All rights reserved.

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For many learning tasks the duration of the data collection can be greater than the time scale for changes of the underlying data distribution. The question we ask is how to include the information that data are aging. Ad hoc methods to achieve this include the use of validity windows that prevent the learning machine from making inferences based on old data. This introduces the problem of how to define the size of validity windows. In this brief, a new adaptive Bayesian inspired algorithm is presented for learning drifting concepts. It uses the analogy of validity windows in an adaptive Bayesian way to incorporate changes in the data distribution over time. We apply a theoretical approach based on information geometry to the classification problem and measure its performance in simulations. The uncertainty about the appropriate size of the memory windows is dealt with in a Bayesian manner by integrating over the distribution of the adaptive window size. Thus, the posterior distribution of the weights may develop algebraic tails. The learning algorithm results from tracking the mean and variance of the posterior distribution of the weights. It was found that the algebraic tails of this posterior distribution give the learning algorithm the ability to cope with an evolving environment by permitting the escape from local traps.