Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise

In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.

The generalized inverse Weibull distribution

The inverse Weibull distribution has the ability to model failure rates which are quite common in reliability and biological studies. A three-parameter generalized inverse Weibull distribution with decreasing and unimodal failure rate is introduced and studied. We provide a comprehensive treatment of the mathematical properties of the new distribution including expressions for the moment generating function and the rth generalized moment. The mixture model of two generalized inverse Weibull distributions is investigated. The identifiability property of the mixture model is demonstrated. For the first time, we propose a location-scale regression model based on the log-generalized inverse Weibull distribution for modeling lifetime data. In addition, we develop some diagnostic tools for sensitivity analysis. Two applications of real data are given to illustrate the potentiality of the proposed regression model.

The generalized log-gamma mixture model with covariates: local influence and residual analysis

In a sample of censored survival times, the presence of an immune proportion of individuals who are not subject to death, failure or relapse, may be indicated by a relatively high number of individuals with large censored survival times. In this paper the generalized log-gamma model is modified for the possibility that long-term survivors may be present in the data. The model attempts to separately estimate the effects of covariates on the surviving fraction, that is, the proportion of the population for which the event never occurs. The logistic function is used for the regression model of the surviving fraction. Inference for the model parameters is considered via maximum likelihood. Some influence methods, such as the local influence and total local influence of an individual are derived, analyzed and discussed. Finally, a data set from the medical area is analyzed under the log-gamma generalized mixture model. A residual analysis is performed in order to select an appropriate model.

Bias-corrected Pearson estimating functions for Taylor`s power law applied to benthic macrofauna data

Estimation of Taylor`s power law for species abundance data may be performed by linear regression of the log empirical variances on the log means, but this method suffers from a problem of bias for sparse data. We show that the bias may be reduced by using a bias-corrected Pearson estimating function. Furthermore, we investigate a more general regression model allowing for site-specific covariates. This method may be efficiently implemented using a Newton scoring algorithm, with standard errors calculated from the inverse Godambe information matrix. The method is applied to a set of biomass data for benthic macrofauna from two Danish estuaries. (C) 2011 Elsevier B.V. All rights reserved.

A generalized modified Weibull distribution for lifetime modeling

A four parameter generalization of the Weibull distribution capable of modeling a bathtub-shaped hazard rate function is defined and studied. The beauty and importance of this distribution lies in its ability to model monotone as well as non-monotone failure rates, which are quite common in lifetime problems and reliability. The new distribution has a number of well-known lifetime special sub-models, such as the Weibull, extreme value, exponentiated Weibull, generalized Rayleigh and modified Weibull distributions, among others. We derive two infinite sum representations for its moments. The density of the order statistics is obtained. The method of maximum likelihood is used for estimating the model parameters. Also, the observed information matrix is obtained. Two applications are presented to illustrate the proposed distribution. (C) 2008 Elsevier B.V. All rights reserved.

The exponentiated generalized gamma distribution with application to lifetime data

A four-parameter extension of the generalized gamma distribution capable of modelling a bathtub-shaped hazard rate function is defined and studied. The beauty and importance of this distribution lies in its ability to model monotone and non-monotone failure rate functions, which are quite common in lifetime data analysis and reliability. The new distribution has a number of well-known lifetime special sub-models, such as the exponentiated Weibull, exponentiated generalized half-normal, exponentiated gamma and generalized Rayleigh, among others. We derive two infinite sum representations for its moments. We calculate the density of the order statistics and two expansions for their moments. The method of maximum likelihood is used for estimating the model parameters and the observed information matrix is obtained. Finally, a real data set from the medical area is analysed.

Multicollinearity and financial constraint in investment decisions: a Bayesian generalized ridge regression

This paper addresses the investment decisions considering the presence of financial constraints of 373 large Brazilian firms from 1997 to 2004, using panel data. A Bayesian econometric model was used considering ridge regression for multicollinearity problems among the variables in the model. Prior distributions are assumed for the parameters, classifying the model into random or fixed effects. We used a Bayesian approach to estimate the parameters, considering normal and Student t distributions for the error and assumed that the initial values for the lagged dependent variable are not fixed, but generated by a random process. The recursive predictive density criterion was used for model comparisons. Twenty models were tested and the results indicated that multicollinearity does influence the value of the estimated parameters. Controlling for capital intensity, financial constraints are found to be more important for capital-intensive firms, probably due to their lower profitability indexes, higher fixed costs and higher degree of property diversification.

Psychoses of epilepsy: A study comparing the clinical features of patients with focal versus generalized epilepsies

In the literature, psychosis of epilepsy (POE) has been described as one of the most frequent psychiatric comorbidities of epilepsy, occurring particularly in association with temporal lobe epilepsy. However, the presence of such psychiatric disorders among patients with idiopathic generalized epilepsies has also been mentioned. In this study, we evaluated the clinical features of psychotic disorders in a series of patients with temporal lobe epilepsy related to mesial temporal sclerosis (TLE-MTS) and juvenile myoclonic epilepsy with the aim of describing and comparing the clinical patterns of the psychotic symptoms in such frequent and important epilepsy syndromes. POE occurred most frequently in patients with TLE-MTS (P=0.01), but no differences were observed between the groups with respect to the subtypes and core symptoms of psychoses. The clinical implications of POE in both epilepsy syndromes are discussed. (C) 2011 Elsevier Inc. All rights reserved.

Novel mutations of the BSCL2 and AGPAT2 genes in 10 families with Berardinelli-Seip congenital generalized lipodystrophy syndrome

P>Context Congenital generalized lipodystrophy, or Berardinelli-Seip syndrome, is a rare autosomal recessive disease caused by mutations in either the BSCL2 or AGPAT2 genes. This syndrome is characterized by an almost complete loss of adipose tissue usually diagnosed at birth or early infancy resulting in apparent muscle hypertrophy. Common clinical features are acanthosis nigricans, hepatomegaly with or without splenomegaly and high stature. Acromegaloid features, cardiomyopathy and mental retardation can also be present. Design We investigated 11 kindreds from different geographical areas of Brazil (northeast and southeast). All coding regions as well as flanking intronic regions of both genes were examined. Polymerase chain reaction (PCR) amplifications were performed using primers described previously and PCR products were sequenced directly. Results Four AGPAT2 and two BSCL2 families harboured the same set of mutations. BSCL2 gene mutations were found in the homozygous form in four kindreds (c.412C > T c.464T > C, c.518-519insA, IVS5-2A > G), and in two kindreds compound mutations were found (c.1363C > T, c.424A > G). In the other four families, one mutation of the AGPAT2 gene was found (IVS3-1G > C and c.299G > A). Conclusions We have demonstrated four novel mutations of the BSCL2 and AGPAT2 genes responsible for Berardinelli-Seip syndrome and Brunzell syndrome (AGPAT2-related syndrome).

Neural basis of anxiolytic effects of cannabidiol (CBD) in generalized social anxiety disorder: a preliminary report

Animal and human studies indicate that cannabidiol (CBD), a major constituent of cannabis, has anxiolytic properties. However, no study to date has investigated the effects of this compound on human pathological anxiety and its underlying brain mechanisms. The aim of the present study was to investigate this in patients with generalized social anxiety disorder (SAD) using functional neuroimaging. Regional cerebral blood flow (rCBF) at rest was measured twice using (99m)Tc-ECD SPECT in 10 treatment-naive patients with SAD. In the first session, subjects were given an oral dose of CBD (400 mg) or placebo, in a double-blind procedure. In the second session, the same procedure was performed using the drug that had not been administered in the previous session. Within-subject between-condition rCBF comparisons were performed using statistical parametric mapping. Relative to placebo, CBD was associated with significantly decreased subjective anxiety (p < 0.001), reduced ECD uptake in the left parahippocampal gyrus, hippocampus, and inferior temporal gyrus (p < 0.001, uncorrected), and increased ECD uptake in the right posterior cingulate gyrus (p < 0.001, uncorrected). These results suggest that CBD reduces anxiety in SAD and that this is related to its effects on activity in limbic and paralimbic brain areas.

Generalized Pustular Psoriasis in Childhood

Generalized pustular psoriasis is a rare form of psoriasis consisting of a generalized eruption of sudden onset with erythema and sterile pustules. In children, generalized pustular psoriasis is even more uncommon and may present as a severe and potentially life-threatening disorder. In this study, we present demographics, clinical aspects, treatment response, and follow-up of seven children with generalized pustular psoriasis. Retrospective study reviewing the records of seven children with generalized pustular psoriasis including age, gender, age of onset, presence of scalp and nail involvement, family history, concomitant diseases, precipitating factors, treatment modalities, and outcome. Age of first symptoms ranged from 1 month to 11 years. All patients received systemic retinoids at one time of the follow-up period. Other treatment modalities included immunosuppressive drugs, biologics, phototherapy, and sulfasalazine. Two patients presented with severe constitutional illness, secondary infection and septic shock, including one fatal outcome. All further cases have remained free of recurrences for a mean period of up to 3 years. In our study, generalized pustular psoriasis presented a wide clinical spectrum in children ranging from mild, asymptomatic outbreaks to more severe, life-threatening episodes. One fatality was observed. Children generally responded well to systemic retinoids. Further studies and long-term follow-up periods are needed to define potential trigger factors, efficacy and safety of different treatment modalities in children with generalized pustular psoriasis.

SPINAL POSTURAL ALIGNMENT VARIANCE ACCORDING TO SEX AND AGE IN 7-AND 8-YEAR-OLD CHILDREN

Purpose: Children`s postural alignment undergoes many adjustments due to the changes in body proportions during the stages of growth. The objective of this study was to quantitatively characterize and analyze spinal postural standards in 7- and 8-year-old children to verify which of the differences found were correlated to age and sex. Methods: Two hundred thirty public school students (Amparo, Sao Paulo, Brazil) aged 7 to 8 years were divided into groups according to postural alignment, which were further subdivided by sex and age, for comparison. Digital photos of upright Subjects were analyzed to evaluate posture. Lumbar and thoracic curvature, pelvic inclination, head posture, and lateral spine deviation were measured using CorelDraw (Ottawa, Canada) software guidelines and bone landmarks. Descriptive statistics and analysis of variance data analysis were utilized to verify differences among the groups. This was a cross-sectional, descriptive study. Results: Mean values for the variables analyzed were calculated. For lumbar lordosis, 7-year-old boys showed 38.49 degrees +/- 15.32 degrees in comparison to all other groups (42.29 degrees +/- 7.13 degrees). For thoracic kyphosis, the 7-year-old children presented 28.07 degrees +/- 7.73 degrees. and the 8-year-olds 30.32 degrees +/- 7.73 degrees. Pelvic inclination presented a mean value of 15.82 degrees +/- 5.46 degrees and single lateral spine deviation mean value of 3.48 degrees +/- 2.12 degrees. Conclusion: For the sample studied, differences based on sex and age were found for some of the body segments analyzed. The values found in this study may contribute to improved physiotherapeutic treatment when associated with other aspects of the clinical assessment and symptomatology. (J Manipulative Physiol Ther 2009;32: 154-159)

Some results on holomorphic generalized functions

In this note, we present three independent results within generalized complex analysis (in the Colombeau sense). The first of them deals with non-removable singularities; we construct a generalized function u on an open subset Omega of C(n), which is not a holomorphic generalized function on Omega but it is a holomorphic generalized function on Omega\S, where S is a hypersurface contained in Omega. The second result shows the existence of a holomorphic generalized function with prescribed values in the zero-set of a classical holomorphic function. The last result states the existence of a compactly supported solution to the (partial derivative) over bar operator.

Involvement of median raphe nucleus 5-HT1A receptors in the regulation of generalized anxiety-related defensive behaviours in rats

Changes in 5-HT1A receptor-mediated neurotransmission at the level of the median raphe nucleus (MRN) are reported to affect the expression of defensive responses that are associated with generalized anxiety disorder (e.g. inhibitory avoidance) but not with panic (e.g. escape). The objective of this study was to further explore the involvement of MRN 5-HT1A receptors in the regulation of generalized anxiety-related behaviours. Results of experiment 1 showed that intra-MRN injection of the 5-HT1A/7 receptor agonist 8-OH-DPAT (0.6 nmol) in male Wistar rats impaired the acquisition of inhibitory avoidance, without interfering with the performance of escape in the elevated T-maze test of anxiety. Pre-treatment with the 5-HT1A receptor antagonist WAY-100635 (0.18 nmol) fully blocked this anxiolytic-like effect. As revealed by experiment 2, intra-MRN injection of 8-OH-DPAT (0.6, 3 or 15 nmol) also caused anxiolytic effect in rats submitted to the light-dark transition test, another animal model that has been associated with generalized anxiety. In the same test, intra-MRN injection of WAY-100635 (0.18, 0.37 or 0.74 nmol) caused the opposite effect. Overall, the current findings support the view that MRN 5-HT neurons, through the regulation of 5-HT1A somatodendritic autoreceptors, are implicated in the regulation of generalized anxiety-associated behaviours. (C) 2008 Elsevier Ireland Ltd. All rights reserved.

Involvement of the lateral habenula in the regulation of generalized anxiety- and panic-related defensive responses in rats

Recently obtained evidence points to the involvement of the lateral habenular nuclei (LHb) in the mediation of coping defensive responses to threatening/stressful stimuli. Nevertheless, the role of this brain area in the regulation of defensive responses that have been associated with specific subtypes of anxiety disorders recognized in clinical settings is presently unknown. To address this question, we investigated the effects of either electrolytic lesions or chemical stimulation of the LHb on the defensive behaviors generated in rats by the elevated T-maze. This experimental model allows the measurement, in a same rat, of two defensive behaviors, inhibitory avoidance and escape, that have been related in terms of psychopathology to generalized anxiety and panic disorders, respectively. Bilateral electrolytic lesions of the LHb (1 mA, 10 s) impaired inhibitory avoidance acquisition and facilitated escape performance. On the other hand, chemical stimulation of the LHb by bilateral microinjection of kainic acid (30-60 pmol/0.2 mu L) had the opposite effect, i.e., facilitated inhibitory avoidance and impaired escape. The present results indicate that the LHb exerts an opposed regulatory control on generalized anxiety- and panic-related defensive responses in rats. (c) 2008 Elsevier Inc. All rights reserved.