167 resultados para Probabilistic mean value theorem


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Radon and gamma radiation level measurements were carried out inside the La Carolina mine, one of the oldest gold mining camps of southern South America, which is open for touristic visits nowadays. CR-39 track-etch detectors and thermoluminescent dosimeters of natural CaF(2) and LiF TLD-100 were exposed at 14 points along the mine tunnels in order to estimate the mean (222)Rn concentration and the ambient dose equivalent during the summer season (November 2008 to February 2009). The values for the (222)Rn concentration at each monitoring site ranged from 1.8 +/- 0.1 kBq m(-3) to 6.0 +/- 0.5 kBq m(-3), with a mean value of 4.8 kBq m(-3), indicating that these measurements exceed in about three times the upper action level recommended by ICRP for workplaces. The correlations between radon and gamma radiation levels inside the mine were also investigated. Effective doses due to (222)Rn and gamma rays inside the mine were determined, resulting in negligible values to tourists. Considering the effective dose to the mine tourist guides, values exceeding 20 mSv of internal contribution to the effective doses can be reached, depending on the number of working hours inside the mine. (C) 2009 Elsevier Ltd. All rights reserved.

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A new method is presented for spectrophotometric determination of total polyphenols content in wine. The procedure is a modified CUPRAC method based on the reduction of Cu(II), in hydroethanolic medium (pH 7.0) in the presence of neocuproine (2,9-dimethyl-1,10-phenanthroline), by polyphenols, yielding a Cu(I) complexes with maximum absorption peak at 450 nm. The absorbance values are linear (r = 0.998, n = 6) with tannic acid concentrations from 0.4 to 3.6 mu mol L(-1). The limit of detection obtained was 0.41 mu mol L(-1) and relative standard deviation 1.2% (1 mu mol L(-1); n = 8). Recoveries between 80% and 110% (mean value of 95%) were calculated for total polyphenols determination in 14 commercials and 2 synthetic wine samples (with and without sulphite). The proposed procedure is about 1.5 more sensitive than the official Folin-Ciocalteu method. The sensitivities of both methods were compared by the analytical responses of several polyphenols tested in each method. (C) 2010 Elsevier Ltd. All rights reserved.

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Consider a random medium consisting of N points randomly distributed so that there is no correlation among the distances separating them. This is the random link model, which is the high dimensionality limit (mean-field approximation) for the Euclidean random point structure. In the random link model, at discrete time steps, a walker moves to the nearest point, which has not been visited in the last mu steps (memory), producing a deterministic partially self-avoiding walk (the tourist walk). We have analytically obtained the distribution of the number n of points explored by the walker with memory mu=2, as well as the transient and period joint distribution. This result enables us to explain the abrupt change in the exploratory behavior between the cases mu=1 (memoryless walker, driven by extreme value statistics) and mu=2 (walker with memory, driven by combinatorial statistics). In the mu=1 case, the mean newly visited points in the thermodynamic limit (N >> 1) is just < n >=e=2.72... while in the mu=2 case, the mean number < n > of visited points grows proportionally to N(1/2). Also, this result allows us to establish an equivalence between the random link model with mu=2 and random map (uncorrelated back and forth distances) with mu=0 and the abrupt change between the probabilities for null transient time and subsequent ones.

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Mature weight breeding values were estimated using a multi-trait animal model (MM) and a random regression animal model (RRM). Data consisted of 82 064 weight records from 8 145 animals, recorded from birth to eight years of age. Weights at standard ages were considered in the MM. All models included contemporary groups as fixed effects, and age of dam (linear and quadratic effects) and animal age as covariates. In the RRM, mean trends were modelled through a cubic regression on orthogonal polynomials of animal age and genetic maternal and direct and maternal permanent environmental effects were also included as random. Legendre polynomials of orders 4, 3, 6 and 3 were used for animal and maternal genetic and permanent environmental effects, respectively, considering five classes of residual variances. Mature weight (five years) direct heritability estimates were 0.35 (MM) and 0.38 (RRM). Rank correlation between sires' breeding values estimated by MM and RRM was 0.82. However, selecting the top 2% (12) or 10% (62) of the young sires based on the MM predicted breeding values, respectively 71% and 80% of the same sires would be selected if RRM estimates were used instead. The RRM modelled the changes in the (co) variances with age adequately and larger breeding value accuracies can be expected using this model.

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We investigate the sensitivity of the composite cellular automaton of H. Fuks [Phys. Rev. E 55, R2081 (1997)] to noise and assess the density classification performance of the resulting probabilistic cellular automaton (PCA) numerically. We conclude that the composite PCA performs the density classification task reliably only up to very small levels of noise. In particular, it cannot outperform the noisy Gacs-Kurdyumov-Levin automaton, an imperfect classifier, for any level of noise. While the original composite CA is nonergodic, analyses of relaxation times indicate that its noisy version is an ergodic automaton, with the relaxation times decaying algebraically over an extended range of parameters with an exponent very close (possibly equal) to the mean-field value.

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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.

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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.

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Establishing a few sites in which measurements of soil water storage (SWS) are time stable significantly reduces the efforts involved in determining average values of SWS. This study aimed to apply a new criterion the mean absolute bias error (MABE)-to identify temporally stable sites for mean SWS evaluation. The performance of MABE was compared with that of the commonly used criterion, the standard deviation of relative difference (SDRD). From October 2004 to October 2008, SWS of four soil layers (0-1.0, 1.0-2.0,2.0-3.0, and 3.0-4.0 m) was measured, using a neutron probe, at 28 sites on a hillslope of the Loess Plateau, China. A total of 37 SWS data sets taken over time were divided into two subsets, the first consisting of 22 dates collected during the calibration period from October 2004 to September 2006, and the second with 15 dates collected during the validation period from October 2006 to October 2008. The results showed that if a critical value of 5% for MABE was defined, more than half the sites were temporally stable for both periods, and the number of temporally stable sires generally increased with soil depth. Compared with SDRD, MABE was more suitable for the identification of time-stable sites for mean SS prediction. Since the absolute prediction error of drier sites is more sensitive to changes in relative difference in terms of mean SWS prediction, the sites of wet sectors should be preferable for mean SWS prediction for the same changes in relative difference.

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Background. Many resource-limited countries rely on clinical and immunological monitoring without routine virological monitoring for human immunodeficiency virus (HIV)-infected children receiving highly active antiretroviral therapy (HAART). We assessed whether HIV load had independent predictive value in the presence of immunological and clinical data for the occurrence of new World Health Organization (WHO) stage 3 or 4 events (hereafter, WHO events) among HIV-infected children receiving HAART in Latin America. Methods. The NISDI (Eunice Kennedy Shriver National Institute of Child Health and Human Development International Site Development Initiative) Pediatric Protocol is an observational cohort study designed to describe HIV-related outcomes among infected children. Eligibility criteria for this analysis included perinatal infection, age ! 15 years, and continuous HAART for >= 6 months. Cox proportional hazards modeling was used to assess time to new WHO events as a function of immunological status, viral load, hemoglobin level, and potential confounding variables; laboratory tests repeated during the study were treated as time-varying predictors. Results. The mean duration of follow-up was 2.5 years; new WHO events occurred in 92 (15.8%) of 584 children. In proportional hazards modeling, most recent viral load 15000 copies/mL was associated with a nearly doubled risk of developing a WHO event (adjusted hazard ratio, 1.81; 95% confidence interval, 1.05-3.11; P = 033), even after adjustment for immunological status defined on the basis of CD4 T lymphocyte value, hemoglobin level, age, and body mass index. Conclusions. Routine virological monitoring using the WHO virological failure threshold of 5000 copies/mL adds independent predictive value to immunological and clinical assessments for identification of children receiving HAART who are at risk for significant HIV-related illness. To provide optimal care, periodic virological monitoring should be considered for all settings that provide HAART to children.

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Background. Heart transplantation (OHT) has traditionally been contraindicated in the presence of severe pulmonary hypertension (PH), as detected by right heart catheterization. Noninvasive methods are still not reliably accurate to make this evaluation. Objectives. Determine the efficacy of echo Doppler analysis for the diagnosis of severe PH. Methods. One hundred thirty patients (mean age = 42 +/- 15 years, 82 men) showed severe left ventricular dysfunction (mean ejection fraction = 29 +/- 12%; functional class III-IV). We excluded patients with atrial fibrillation, heart failure secondary to congenital disease, and valvulopathy. The pulmonary parameters defined as severe PH were: systolic pulmonary artery pressure (sPAP) >= 60 mm Hg; a mean transpulmonary gradient >= 15; or pulmonary vascular resistance >= 5 Wood units. Patients underwent a right heart catheterization using a Swan-Ganz catheter to measure hemodynamic parameters and to noninvasively estimate right-sided pressures from spectral Doppler recordings of tricuspid regurgitation velocity (right ventricular systolic pressure [RVsP]). A Pearson correlation of sPAP was obtained with RVsP by; the sensitivity of RVsP for the diagnosis of PH was determined by a receiver operating characteristic (ROC) curve. Results. A good correlation between sPAP and RVsP was obtained by Pearson correlation analysis (r = 0.64; 95% confidence interval [CI] 0.50-0.75; P < .001). The ROC curve analysis showed a sensitivity of 100%, a specificity of 37.2%, (95% CI 0.69-0.83, P < .0001) of a RVsP < 45 mm Hg (cutoff) on the exclusion of severe PH. Conclusions. The cutoff of RVsP < 45 mm Hg, on noninvasive echo Doppler evaluation of PH is an efficient method to replace invasive heart catheterization in OHT candidates.

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Amaranth bars enriched with fructans: acceptability and nutritional value. There is an increasing appeal for convenience foods with potential health benefits to the consumer. Raw materials with high nutritional value and functional properties must be used on the development of these food products. Amaranth is a gluten-free grain with high nutrition value. Inulin and oligofructose are prebiotic ingredients presenting effects as the enhancement of calcium absorption. Amaranth bars enriched with inulin and oligofructose were developed in the flavors: banana, Brazilian nuts and dried grape, coconut, peach, strawberry and wall nut. The proximate composition were determined and compared to commercial cereal bars, available in traditional (n=59), light (n=60), diet (n=8), with soy (n=10) and quinoa (n=1) categories. Amaranth bars present mean global acceptance values from 6.3 to 7.6 on a 9-point hedonic scale, nutritional advantages as compared to commercial cereal bars (caloric reduction and higher levels of dietary fiber). Although amaranth is an unknown raw material in Brazil, it shows good potential to be used in the manufacturing of ready-to-eat products. As they are gluten free, these amaranth bars are also an alternative product for celiacs, also contributing to the enhancement of calcium absorption, a problem frequently observed in these patients.

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We investigate the critical behaviour of a probabilistic mixture of cellular automata (CA) rules 182 and 200 (in Wolfram`s enumeration scheme) by mean-field analysis and Monte Carlo simulations. We found that as we switch off one CA and switch on the other by the variation of the single parameter of the model, the probabilistic CA (PCA) goes through an extinction-survival-type phase transition, and the numerical data indicate that it belongs to the directed percolation universality class of critical behaviour. The PCA displays a characteristic stationary density profile and a slow, diffusive dynamics close to the pure CA 200 point that we discuss briefly. Remarks on an interesting related stochastic lattice gas are addressed in the conclusions.

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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.

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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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We prove an existence result for local and global G-structure preserving affine immersions between affine manifolds. Several examples are discussed in the context of Riemannian and semi-Riemannian geometry, including the case of isometric immersions into Lie groups endowed with a left-invariant metric, and the case of isometric immersions into products of space forms.