Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises

In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the system and ergodicity of the associated Markov chain is obtained. It is shown that there exists a unique positive semi-definite solution for the stationary Riccati-like filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed offline. (c) 2011 Elsevier Ltd. All rights reserved.

A generalized multi-period mean-variance portfolio optimization with Markov switching parameters

In this paper, we deal with a generalized multi-period mean-variance portfolio selection problem with market parameters Subject to Markov random regime switchings. Problems of this kind have been recently considered in the literature for control over bankruptcy, for cases in which there are no jumps in market parameters (see [Zhu, S. S., Li, D., & Wang, S. Y. (2004). Risk control over bankruptcy in dynamic portfolio selection: A generalized mean variance formulation. IEEE Transactions on Automatic Control, 49, 447-457]). We present necessary and Sufficient conditions for obtaining an optimal control policy for this Markovian generalized multi-period meal-variance problem, based on a set of interconnected Riccati difference equations, and oil a set of other recursive equations. Some closed formulas are also derived for two special cases, extending some previous results in the literature. We apply the results to a numerical example with real data for Fisk control over bankruptcy Ill a dynamic portfolio selection problem with Markov jumps selection problem. (C) 2008 Elsevier Ltd. All rights reserved.

Neighborhood and Efficiency in Manufacturing in Brazilian Regions: A Spatial Markov Chain Analysis

This paper analyzes the geography of regional competitiveness in manufacturing in Brazil. The authors estimate stochastic frontiers to calculate regional efficiency of representative firms in 137 regions in the period 2000-2006, in four sectors defined by technological intensity. The efficiency results are analyzed using Markov Spatial Transition Matrices to provide insights into the transition of regions between efficiency levels, considering their local spatial context. The results indicate that geography plays an important role in manufacturing competitiveness. In particular, regions with more competitive neighbors are more likely to improve their relative efficiency (pull effect) over time, and regions with less competitive neighbors are more likely to lose relative efficiency (drag effect). The authors find that the pull effect is stronger than the drag effect.

Stability property of matchings is a natural solution concept in coalitional market games

Stability of matchings was proved to be a new cooperative equilibrium concept in Sotomayor (Dynamics and equilibrium: essays in honor to D. Gale, 1992). That paper introduces the innovation of treating as multi-dimensional the payoff of a player with a quota greater than one. This is done for the many-to-many matching model with additively separable utilities, for which the stability concept is defined. It is then proved, via linear programming, that the set of stable outcomes is nonempty and it may be strictly bigger than the set of dual solutions and strictly smaller than the core. The present paper defines a general concept of stability and shows that this concept is a natural solution concept, stronger than the core concept, for a much more general coalitional game than a matching game. Instead of mutual agreements inside partnerships, the players are allowed to make collective agreements inside coalitions of any size and to distribute his labor among them. A collective agreement determines the level of labor at which the coalition operates and the division, among its members, of the income generated by the coalition. An allocation specifies a set of collective agreements for each player.

Characterization of the rat exploratory behavior in the elevated plus-maze with Markov chains

The elevated plus-maze is an animal model of anxiety used to study the effect of different drugs on the behavior of the animal It consists of a plus-shaped maze with two open and two closed arms elevated 50 cm from the floor The standard measures used to characterize exploratory behavior in the elevated plus-maze are the time spent and the number of entries in the open arms In this work we use Markov chains to characterize the exploratory behavior of the rat in the elevated plus-maze under three different conditions normal and under the effects of anxiogenic and anxiolytic drugs The spatial structure of the elevated plus-maze is divided into squares which are associated with states of a Markov chain By counting the frequencies of transitions between states during 5-min sessions in the elevated plus-maze we constructed stochastic matrices for the three conditions studied The stochastic matrices show specific patterns which correspond to the observed behaviors of the rat under the three different conditions For the control group the stochastic matrix shows a clear preference for places in the closed arms This preference is enhanced for the anxiogenic group For the anxiolytic group the stochastic matrix shows a pattern similar to a random walk Our results suggest that Markov chains can be used together with the standard measures to characterize the rat behavior in the elevated plus-maze (C) 2010 Elsevier B V All rights reserved

Microbicidal property of B1 cell derived mononuclear phagocyte

A mononuclear phagocyte derived from B1b cells (B1CDP) has been described. As these cells migrate from the peritoneal cavity to non-specific inflammatory lesion sites and are highly phagocytic via Fc and mannose receptors, their microbicidal ability of these cells was investigated using the Coxiella burnetii cell infection model in vitro. In this report, the pattern of infection and C burnetii phase II survival in B1CDP phagosomes was compared with the pattern of infection of peritoneal macrophages from Xid mice (PM phi) and bone marrow derived macrophages (BMM phi). Infection was assessed by determining the large parasitophorous vacuole formation, the relative focus forming units and the quantification of DAPI (4`,6-diamino-2-phenylindole) fluorescence images acquired by confocal microscopy. When compared to macrophages, B1CDP are more permissive to the bacterial infection and less effective to kill them. Further, results suggest that IL-10 secreted by B1 cells are involved in their susceptibility to infection by C burnetti, since B1CDP from IL-10 KO mice are more competent to control C. burnetii infection than cells from wild type mice. These data contribute further to characterize B1CDP as a novel mononuclear phagocyte. (C) 2008 Elsevier GmbH. All rights reserved.

Teleantagonism: A pharmacodynamic property of the primary nociceptive neuron

Previous work from our group showed that intrathecal (i.t.) administration of substances such as glutamate, NMDA, or PGE(2) induced sensitization of the primary nociceptive neuron (PNN hypernociception) that was inhibited by a distal intraplantar (i.pl.) injection of either morphine or dipyrone. This pharmacodynamic phenomenon is referred to in the present work as ""teleantagonism``. We previously observed that the antinociceptive effect of i.t. morphine could be blocked by injecting inhibitors of the NO signaling pathway in the paw (i.pl.), and this effect was used to explain the mechanism of opioid-induced peripheral analgesia by i.t. administration. The objective of the present investigation was to determine whether this teleantagonism phenomenon was specific to this biochemical pathway (NO) or was a general property of the PNNs. Teleantagonism was investigated by administering test substances to the two ends of the PNN (i.e., to distal and proximal terminals; i.pl. plus i.t. or i.t. plus i.pl. injections). We found teleantagonism when: (i) inhibitors of the NO signaling pathway were injected distally during the antinociception induced by opioid agonists; (ii) a nonselective COX inhibitor was tested against PNN sensitization by IL-1 beta; (iii) selective opioid-receptor antagonists tested against antinociception induced by corresponding selective agonists. Although the dorsal root ganglion seems to be an important site for drug interactions, the teleantagonism phenomenon suggests that, in PNNs, a local sensitization spreads to the entire cell and constitutes an intriguing and not yet completely understood pharmacodynamic property of this group of neurons.

Rural property size drives patterns of upland and riparian forest retention in a tropical deforestation frontier

Deforestation in Brazilian Amazonia accounts for a disproportionate global scale fraction of both carbon emissions from biomass burning and biodiversity erosion through habitat loss. Here we use field- and remote-sensing data to examine the effects of private landholding size on the amount and type of forest cover retained within economically active rural properties in an aging southern Amazonian deforestation frontier. Data on both upland and riparian forest cover from a survey of 300 rural properties indicated that 49.4% (SD = 29.0%) of the total forest cover was maintained as of 2007. and that property size is a key regional-scale determinant of patterns of deforestation and land-use change. Small properties (<= 150 ha) retained a lower proportion of forest (20.7%, SD = 17.6) than did large properties (>150 ha; 55.6%, SD = 27.2). Generalized linear models showed that property size had a positive effect on remaining areas of both upland and total forest cover. Using a Landsat time-series, the age of first clear-cutting that could be mapped within the boundaries of each property had a negative effect on the proportion of upland, riparian, and total forest cover retained. Based on these data, we show contrasts in land-use strategies between smallholders and largeholders, as well as differences in compliance with legal requirements in relation to minimum forest cover set-asides within private landholdings. This suggests that property size structure must be explicitly considered in landscape-scale conservation planning initiatives guiding agro-pastoral frontier expansion into remaining areas of tropical forest. (C) 2010 Elsevier Ltd. All rights reserved.

Twofold adaptive partition of unity implicits

Partition of Unity Implicits (PUI) has been recently introduced for surface reconstruction from point clouds. In this work, we propose a PUI method that employs a set of well-observed solutions in order to produce geometrically pleasant results without requiring time consuming or mathematically overloaded computations. One feature of our technique is the use of multivariate orthogonal polynomials in the least-squares approximation, which allows the recursive refinement of the local fittings in terms of the degree of the polynomial. However, since the use of high-order approximations based only on the number of available points is not reliable, we introduce the concept of coverage domain. In addition, the method relies on the use of an algebraically defined triangulation to handle two important tasks in PUI: the spatial decomposition and an adaptive polygonization. As the spatial subdivision is based on tetrahedra, the generated mesh may present poorly-shaped triangles that are improved in this work by means a specific vertex displacement technique. Furthermore, we also address sharp features and raw data treatment. A further contribution is based on the PUI locality property that leads to an intuitive scheme for improving or repairing the surface by means of editing local functions.

Longitudinal scaling property of the charge balance function in Au plus Au collisions at root s(NN)=200 GeV

We present measurements of the charge balance function, from the charged particles, for diverse pseudorapidity and transverse momentum ranges in Au + Au collisions at root S(NN) = 200 GeV using the STAR detector at RHIC. We observe that the balance function is boost-invariant within the pseudorapidity coverage vertical bar-1.3, 1.3 vertical bar. The balance function properly scaled by the width of the observed pseudorapidity window does not depend on the position or size of the pseudorapidity window. This scaling property also holds for particles in different transverse momentum ranges. In addition, we find that the width of the balance function decreases monotonically with increasing transverse momentum for all centrality classes. (c) 2010 Elsevier B.V. All rights reserved.

A semi-Markov multistate model for estimation of the mean quality-adjusted survival for non-progressive processes

We discuss the estimation of the expected value of the quality-adjusted survival, based on multistate models. We generalize an earlier work, considering the sojourn times in health states are not identically distributed, for a given vector of covariates. Approaches based on semiparametric and parametric (exponential and Weibull distributions) methodologies are considered. A simulation study is conducted to evaluate the performance of the proposed estimator and the jackknife resampling method is used to estimate the variance of such estimator. An application to a real data set is also included.

Reaction-diffusion systems coupled at the boundary and the Morse-Smale property

We study an one-dimensional nonlinear reaction-diffusion system coupled on the boundary. Such system comes from modeling problems of temperature distribution on two bars of same length, jointed together, with different diffusion coefficients. We prove the transversality property of unstable and stable manifolds assuming all equilibrium points are hyperbolic. To this end, we write the system as an equation with noncontinuous diffusion coefficient. We then study the nonincreasing property of the number of zeros of a linearized nonautonomous equation as well as the Sturm-Liouville properties of the solutions of a linear elliptic problem. (C) 2008 Elsevier Inc. All rights reserved.

A stronger Dunford-Pettis property

We discuss a strong version of the Dunford-Pettis property, earlier named (DP*) property, which is shared by both l(1) and l(infinity) It is equivalent to the Dunford-Pettis property plus the fact that every quotient map onto c(0) is completely continuous. Other weak sequential continuity results on polynomials and analytic mappings related to the (DP*) property are shown.

A novel physiological property of snake bradykinin-potentiating peptides-Reversion of MK-801 inhibition of nicotinic acetylcholine receptors

The first naturally occurring angiotensin-converting enzyme (ACE) inhibitors described are pyroglutamyl proline-rich oligopeptides, found in the venom of the viper Bothrops jararaca, and named as bradykinin-potentiating peptides (BPPs). Biochemical and pharmacological properties of these peptides were essential for the development of Captopril, the first active site-directed inhibitor of ACE, currently used for the treatment of human hypertension. However, a number of data have suggested that the pharmacological activity of BPPs could not only be explained by their inhibitory action on enzymatic activity of somatic ACE. In fact, we showed recently that the strong and long-lasting anti-hypertensive effect of BPP-10c [

Effect of polyol excess on the electrical property of vegetable-polyurethane film

Freestanding castor oil-based polyurethane (PU) film was obtained using spin-coating method. The effect of polyol content was analysed by means of thermally stimulated depolarisation current and AC dielectric measurements techniques. Two relaxation peaks were observed in the temperature range of -40 to 60 degrees C for PU with different polyol contents. The presence of polyol excess provides a shift to lower temperature of the a relaxation and the decrease in the activation energy of the transition in this region might be attributed to the plasticising effect of the polyol. The peak at higher temperature is due to the Maxwell-Wagner-Sillars relaxation, which also shifts in the low temperature direction as the polyol content is increased.