176 resultados para Ruin probability
Resumo:
In Bohmian mechanics, a version of quantum mechanics that ascribes world lines to electrons, we can meaningfully ask about an electron's instantaneous speed relative to a given inertial frame. Interestingly, according to the relativistic version of Bohmian mechanics using the Dirac equation, a massive particle's speed is less than or equal to the speed of light, but not necessarily less. That is, there are situations in which the particle actually reaches the speed of light-a very nonclassical behavior. That leads us to the question of whether such situations can be arranged experimentally. We prove a theorem, Theorem 5, implying that for generic initial wave functions the probability that the particle ever reaches the speed of light, even if at only one point in time, is zero. We conclude that the answer to the question is no. Since a trajectory reaches the speed of light whenever the quantum probability current (psi) over bar gamma(mu)psi is a lightlike 4-vector, our analysis concerns the current vector field of a generic wave function and may thus be of interest also independently of Bohmian mechanics. The fact that the current is never spacelike has been used to argue against the possibility of faster-than-light tunneling through a barrier, a somewhat similar question. Theorem 5, as well as a more general version provided by Theorem 6, are also interesting in their own right. They concern a certain property of a function psi : R(4) -> C(4) that is crucial to the question of reaching the speed of light, namely being transverse to a certain submanifold of C(4) along a given compact subset of space-time. While it follows from the known transversality theorem of differential topology that this property is generic among smooth functions psi : R(4) -> C(4), Theorem 5 asserts that it is also generic among smooth solutions of the Dirac equation. (C) 2010 American Institute of Physics. [doi:10.1063/1.3520529]
Resumo:
We study a general stochastic rumour model in which an ignorant individual has a certain probability of becoming a stifler immediately upon hearing the rumour. We refer to this special kind of stifler as an uninterested individual. Our model also includes distinct rates for meetings between two spreaders in which both become stiflers or only one does, so that particular cases are the classical Daley-Kendall and Maki-Thompson models. We prove a Law of Large Numbers and a Central Limit Theorem for the proportions of those who ultimately remain ignorant and those who have heard the rumour but become uninterested in it.
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Alternative splicing of gene transcripts greatly expands the functional capacity of the genome, and certain splice isoforms may indicate specific disease states such as cancer. Splice junction microarrays interrogate thousands of splice junctions, but data analysis is difficult and error prone because of the increased complexity compared to differential gene expression analysis. We present Rank Change Detection (RCD) as a method to identify differential splicing events based upon a straightforward probabilistic model comparing the over-or underrepresentation of two or more competing isoforms. RCD has advantages over commonly used methods because it is robust to false positive errors due to nonlinear trends in microarray measurements. Further, RCD does not depend on prior knowledge of splice isoforms, yet it takes advantage of the inherent structure of mutually exclusive junctions, and it is conceptually generalizable to other types of splicing arrays or RNA-Seq. RCD specifically identifies the biologically important cases when a splice junction becomes more or less prevalent compared to other mutually exclusive junctions. The example data is from different cell lines of glioblastoma tumors assayed with Agilent microarrays.
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Here, I investigate the use of Bayesian updating rules applied to modeling how social agents change their minds in the case of continuous opinion models. Given another agent statement about the continuous value of a variable, we will see that interesting dynamics emerge when an agent assigns a likelihood to that value that is a mixture of a Gaussian and a uniform distribution. This represents the idea that the other agent might have no idea about what is being talked about. The effect of updating only the first moments of the distribution will be studied, and we will see that this generates results similar to those of the bounded confidence models. On also updating the second moment, several different opinions always survive in the long run, as agents become more stubborn with time. However, depending on the probability of error and initial uncertainty, those opinions might be clustered around a central value.
Resumo:
Purpose Adverse drug events (ADEs) are harmful and occur with alarming frequency in critically ill patients. Complex pharmacotherapy with multiple medications increases the probability of a drug interaction (DI) and ADEs in patients in intensive care units (ICUs). The objective of the study is to determine the frequency of ADEs among patients in the ICU of a university hospital and the drugs implicated. Also, factors associated with ADEs are investigated. Methods This cross-sectional study investigated 299 medical records of patients hospitalized for 5 or more days in an ICU. ADEs were identified through intensive monitoring adopted in hospital pharmacovigilance and also ADE triggers. Adverse drug reactions (ADR) causality was classified using the Naranjo algorithm. Data were analyzed through descriptive analysis, and through univariate and multiple logistic regression. Results The most frequent ADEs were ADRs type A, of possible causality and moderate severity. The most frequent ADR was drug-induced acute kidney injury. Patients with ADEs related to DIs corresponded to 7% of the sample. The multiple logistic regression showed that length of hospitalization (OR = 1.06) and administration of cardiovascular drugs (OR = 2.2) were associated with the occurrence of ADEs. Conclusion Adverse drug reactions of clinical significance were the most frequent ADEs in the ICU studied, which reduces patient safety. The number of ADEs related to drug interactions was small, suggesting that clinical manifestations of drug interactions that harm patients are not frequent in ICUs.
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Motivation: Understanding the patterns of association between polymorphisms at different loci in a population ( linkage disequilibrium, LD) is of fundamental importance in various genetic studies. Many coefficients were proposed for measuring the degree of LD, but they provide only a static view of the current LD structure. Generative models (GMs) were proposed to go beyond these measures, giving not only a description of the actual LD structure but also a tool to help understanding the process that generated such structure. GMs based in coalescent theory have been the most appealing because they link LD to evolutionary factors. Nevertheless, the inference and parameter estimation of such models is still computationally challenging. Results: We present a more practical method to build GM that describe LD. The method is based on learning weighted Bayesian network structures from haplotype data, extracting equivalence structure classes and using them to model LD. The results obtained in public data from the HapMap database showed that the method is a promising tool for modeling LD. The associations represented by the learned models are correlated with the traditional measure of LD D`. The method was able to represent LD blocks found by standard tools. The granularity of the association blocks and the readability of the models can be controlled in the method. The results suggest that the causality information gained by our method can be useful to tell about the conservability of the genetic markers and to guide the selection of subset of representative markers.
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We proposed a connection admission control (CAC) to monitor the traffic in a multi-rate WDM optical network. The CAC searches for the shortest path connecting source and destination nodes, assigns wavelengths with enough bandwidth to serve the requests, supervises the traffic in the most required nodes, and if needed activates a reserved wavelength to release bandwidth according to traffic demand. We used a scale-free network topology, which includes highly connected nodes ( hubs), to enhance the monitoring procedure. Numerical results obtained from computational simulations show improved network performance evaluated in terms of blocking probability.
Resumo:
This paper analyses an optical network architecture composed by an arrangement of nodes equipped with multi-granular optical cross-connects (MG-OXCs) in addition to the usual optical cross-connects (OXCs). Then, selected network nodes can perform both waveband as well as traffic grooming operations and our goal is to assess the improvement on network performance brought by these additional capabilities. Specifically, the influence of the MG-OXC multi-granularity on the blocking probability is evaluated for 16 classes of service over a network based on the NSFNet topology. A mechanism of fairness in bandwidth capacity is also added to the connection admission control to manage the blocking probabilities of all kind of bandwidth requirements. Comprehensive computational simulation are carried out to compare eight distinct node architectures, showing that an adequate combination of waveband and single-wavelength ports of the MG-OXCs and OXCs allow a more efficient operation of a WDM optical network carrying multi-rate traffic.
Resumo:
This paper describes the modeling of a weed infestation risk inference system that implements a collaborative inference scheme based on rules extracted from two Bayesian network classifiers. The first Bayesian classifier infers a categorical variable value for the weed-crop competitiveness using as input categorical variables for the total density of weeds and corresponding proportions of narrow and broad-leaved weeds. The inferred categorical variable values for the weed-crop competitiveness along with three other categorical variables extracted from estimated maps for the weed seed production and weed coverage are then used as input for a second Bayesian network classifier to infer categorical variables values for the risk of infestation. Weed biomass and yield loss data samples are used to learn the probability relationship among the nodes of the first and second Bayesian classifiers in a supervised fashion, respectively. For comparison purposes, two types of Bayesian network structures are considered, namely an expert-based Bayesian classifier and a naive Bayes classifier. The inference system focused on the knowledge interpretation by translating a Bayesian classifier into a set of classification rules. The results obtained for the risk inference in a corn-crop field are presented and discussed. (C) 2009 Elsevier Ltd. All rights reserved.
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This paper develops a Markovian jump model to describe the fault occurrence in a manipulator robot of three joints. This model includes the changes of operation points and the probability that a fault occurs in an actuator. After a fault, the robot works as a manipulator with free joints. Based on the developed model, a comparative study among three Markovian controllers, H(2), H(infinity), and mixed H(2)/H(infinity) is presented, applied in an actual manipulator robot subject to one and two consecutive faults.
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In this paper, the method of Galerkin and the Askey-Wiener scheme are used to obtain approximate solutions to the stochastic displacement response of Kirchhoff plates with uncertain parameters. Theoretical and numerical results are presented. The Lax-Milgram lemma is used to express the conditions for existence and uniqueness of the solution. Uncertainties in plate and foundation stiffness are modeled by respecting these conditions, hence using Legendre polynomials indexed in uniform random variables. The space of approximate solutions is built using results of density between the space of continuous functions and Sobolev spaces. Approximate Galerkin solutions are compared with results of Monte Carlo simulation, in terms of first and second order moments and in terms of histograms of the displacement response. Numerical results for two example problems show very fast convergence to the exact solution, at excellent accuracies. The Askey-Wiener Galerkin scheme developed herein is able to reproduce the histogram of the displacement response. The scheme is shown to be a theoretically sound and efficient method for the solution of stochastic problems in engineering. (C) 2009 Elsevier Ltd. All rights reserved.
Resumo:
Fatigue and crack propagation are phenomena affected by high uncertainties, where deterministic methods fail to predict accurately the structural life. The present work aims at coupling reliability analysis with boundary element method. The latter has been recognized as an accurate and efficient numerical technique to deal with mixed mode propagation, which is very interesting for reliability analysis. The coupled procedure allows us to consider uncertainties during the crack growth process. In addition, it computes the probability of fatigue failure for complex structural geometry and loading. Two coupling procedures are considered: direct coupling of reliability and mechanical solvers and indirect coupling by the response surface method. Numerical applications show the performance of the proposed models in lifetime assessment under uncertainties, where the direct method has shown faster convergence than response surface method. (C) 2010 Elsevier Ltd. All rights reserved.
Resumo:
This paper addresses the time-variant reliability analysis of structures with random resistance or random system parameters. It deals with the problem of a random load process crossing a random barrier level. The implications of approximating the arrival rate of the first overload by an ensemble-crossing rate are studied. The error involved in this so-called ""ensemble-crossing rate"" approximation is described in terms of load process and barrier distribution parameters, and in terms of the number of load cycles. Existing results are reviewed, and significant improvements involving load process bandwidth, mean-crossing frequency and time are presented. The paper shows that the ensemble-crossing rate approximation can be accurate enough for problems where load process variance is large in comparison to barrier variance, but especially when the number of load cycles is small. This includes important practical applications like random vibration due to impact loadings and earthquake loading. Two application examples are presented, one involving earthquake loading and one involving a frame structure subject to wind and snow loadings. (C) 2007 Elsevier Ltd. All rights reserved.
Resumo:
A novel methodology to assess the risk of power transformer failures caused by external faults, such as short-circuit, taking the paper insulation condition into account, is presented. The risk index is obtained by contrasting the insulation paper condition with the probability that the transformer withstands the short-circuit current flowing along the winding during an external fault. In order to assess the risk, this probability and the value of the degree of polymerization of the insulating paper are regarded as inputs of a type-2 fuzzy logic system (T2-FLS), which computes the fuzzy risk level. A Monte Carlo simulation has been used to find the survival function of the currents flowing through the transformer winding during a single-phase or a three-phase short-circuit. The Roy Billinton Test System and a real power system have been used to test the results. (C) 2008 Elsevier B.V. All rights reserved.
Resumo:
The most-used refrigeration system is the vapor-compression system. In this cycle, the compressor is the most complex and expensive component, especially the reciprocating semihermetic type, which is often used in food product conservation. This component is very sensitive to variations in its operating conditions. If these conditions reach unacceptable levels, failures are practically inevitable. Therefore, maintenance actions should be taken in order to maintain good performance of such compressors and to avoid undesirable stops of the system. To achieve such a goal, one has to evaluate the reliability of the system and/or the components. In this case, reliability means the probability that some equipment cannot perform their requested functions for an established time period, under defined operating conditions. One of the tools used to improve component reliability is the failure mode and effect analysis (FMEA). This paper proposes that the methodology of FMEA be used as a tool to evaluate the main failures found in semihermetic reciprocating compressors used in refrigeration systems. Based on the results, some suggestions for maintenance are addressed.