Random sums of exchangeable variables and actuarial applications

In this paper we study the accumulated claim in some fixed time period, skipping the classical assumption of mutual independence between the variables involved. Two basic models are considered: Model I assumes that any pair of claims are equally correlated which means that the corresponding square-integrable sequence is exchangeable one. Model 2 states that the correlations between the adjacent claims are the same. Recurrence and explicit expressions for the joint probability generating function are derived and the impact of the dependence parameter (correlation coefficient) in both models is examined. The Markov binomial distribution is obtained as a particular case under assumptions of Model 2. (C) 2007 Elsevier B.V. All rights reserved.

Cellulose swelling by protic solvents: which properties of the biopolymer and the solvent matter?

The question posed in the title has been addressed by studying the swelling of celluloses at 20 C by twenty protic solvents, including water; linear- and branched-chain aliphatic alcohols; unsaturated aliphatic alcohols, and alkoxyalcohols. The biopolymers investigated included microcrystalline cellulose, MC, native and never-dried mercerized cotton cellulose, cotton and M-cotton, and native and never-dried mercerized eucalyptus cellulose, eucalyptus and M-eucalyptus, respectively. In most cases, better correlations with the physico-chemical properties of the solvents were obtained when the swelling was expressed as number of moles of solvent/anhydroglucose unit, nSw, rather than as % increase in sample weight. The descriptors employed in these correlations included, where available, Hildebrand`s solubility parameters, Gutmann`s acceptor and donor numbers, solvent molar volume, V(S), as well as solvatochromic parameters. The latter, employed for the first time for correlating the swelling of biopolymers, included empirical solvent polarity, E(T)(30), solvent ""acidity"", alpha(S), ""basicity"", beta(S), and dipolarity/polarizability, pi(S)*, respectively. Small regression coefficients and large sums of the squares of the residues were obtained when values of nSw were correlated with two solvent parameters. Much better correlations were obtained with three solvent parameters. The most statistically significant descriptor in the correlation equation depends on the cellulose, being pi(S)* for MC, cotton, and eucalyptus, and V(S) for M-cotton and M-eucalyptus. The best correlations were obtained with the same set of four parameters for all celluloses, namely, solvent pKa (or alpha(S)) beta(S), pi(S)*, and V(S), respectively. These results indicate that the supra-molecular structure of the biopolymer, in particular the average sizes of crystallites and micro-pores, and the presence of its chains in parallel (cellulose I) or anti-parallel (cellulose II) arrangements control its swelling. At least for the present biopolymer/solvent systems, use of solvatochromic parameters is a superior alternative to Hildebrand`s solubility parameters and/or Gutmann`s acceptor and donor numbers. The relevance of these results to the accessibility of the hydroxyl groups of cellulose, hence to its reactivity, is briefly discussed.

Hyperfunctions and (analytic) hypoellipticity

In this work we discuss the problem of smooth and analytic regularity for hyperfunction solutions to linear partial differential equations with analytic coefficients. In particular we show that some well known ""sum of squares"" operators, which satisfy Hormander`s condition and consequently are hypoelliptic, admit hyperfunction solutions that are not smooth (in particular they are not distributions).

A criterion for unitary similarity of upper triangular matrices in general position

Each square complex matrix is unitarily similar to an upper triangular matrix with diagonal entries in any prescribed order. Let A = [a(ij)] and B = [b(ij)] be upper triangular n x n matrices that are not similar to direct sums of square matrices of smaller sizes, or are in general position and have the same main diagonal. We prove that A and B are unitarily similar if and only if parallel to h(A(k))parallel to = parallel to h(B(k))parallel to for all h is an element of C vertical bar x vertical bar and k = 1, ..., n, where A(k) := [a(ij)](i.j=1)(k) and B(k) := [b(ij)](i.j=1)(k) are the leading principal k x k submatrices of A and B, and parallel to . parallel to is the Frobenius norm. (C) 2011 Elsevier Inc. All rights reserved.

THE LOWER CENTRAL AND DERIVED SERIES OF THE BRAID GROUPS OF THE FINITELY-PUNCTURED SPHERE

Motivated in part by the study of Fadell-Neuwirth short exact sequences, we determine the lower central and derived series for the braid groups of the finitely-punctured sphere. For n >= 1, the class of m-string braid groups B(m)(S(2)\{x(1), ... , x(n)}) of the n-punctured sphere includes the usual Artin braid groups B(m) (for n = 1), those of the annulus, which are Artin groups of type B (for n = 2), and affine Artin groups of type (C) over tilde (for n = 3). We first consider the case n = 1. Motivated by the study of almost periodic solutions of algebraic equations with almost periodic coefficients, Gorin and Lin calculated the commutator subgroup of the Artin braid groups. We extend their results, and show that the lower central series (respectively, derived series) of B(m) is completely determined for all m is an element of N (respectively, for all m not equal 4). In the exceptional case m = 4, we obtain some higher elements of the derived series and its quotients. When n >= 2, we prove that the lower central series (respectively, derived series) of B(m)(S(2)\{x(1), ... , x(n)}) is constant from the commutator subgroup onwards for all m >= 3 (respectively, m >= 5). The case m = 1 is that of the free group of rank n - 1. The case n = 2 is of particular interest notably when m = 2 also. In this case, the commutator subgroup is a free group of infinite rank. We then go on to show that B(2)(S(2)\{x(1), x(2)}) admits various interpretations, as the Baumslag-Solitar group BS(2, 2), or as a one-relator group with non-trivial centre for example. We conclude from this latter fact that B(2)(S(2)\{x(1), x(2)}) is residually nilpotent, and that from the commutator subgroup onwards, its lower central series coincides with that of the free product Z(2) * Z. Further, its lower central series quotients Gamma(i)/Gamma(i+1) are direct sums of copies of Z(2), the number of summands being determined explicitly. In the case m >= 3 and n = 2, we obtain a presentation of the derived subgroup, from which we deduce its Abelianization. Finally, in the case n = 3, we obtain partial results for the derived series, and we prove that the lower central series quotients Gamma(i)/Gamma(i+1) are 2-elementary finitely-generated groups.

On isomorphism classes of C(2(m) circle plus [0, alpha]) spaces

We provide a complete isomorphic classification of the Banach spaces of continuous functions on the compact spaces 2(m) circle plus [0, alpha], the topological sums of Cantor cubes 2(m), with m smaller than the first sequential cardinal, and intervals of ordinal numbers [0, alpha]. In particular, we prove that it is relatively consistent with ZFC that the only isomorphism classes of C(2(m) circle plus [0, alpha]) spaces with m >= N(0) and alpha >= omega(1) are the trivial ones. This result leads to some elementary questions on large cardinals.

Examples of Self-Iterating Lie Algebras, 2

We study properties of self-iterating Lie algebras in positive characteristic. Let R = K[t(i)vertical bar i is an element of N]/(t(i)(p)vertical bar i is an element of N) be the truncated polynomial ring. Let partial derivative(i) = partial derivative/partial derivative t(i), i is an element of N, denote the respective derivations. Consider the operators v(1) = partial derivative(1) + t(0)(partial derivative(2) + t(1)(partial derivative(3) + t(2)(partial derivative(4) + t(3)(partial derivative(5) + t(4)(partial derivative(6) + ...))))); v(2) = partial derivative(2) + t(1)(partial derivative(3) + t(2)(partial derivative(4) + t(3)(partial derivative(5) + t(4)(partial derivative(6) + ...)))). Let L = Lie(p)(v(1), v(2)) subset of Der R be the restricted Lie algebra generated by these derivations. We establish the following properties of this algebra in case p = 2, 3. a) L has a polynomial growth with Gelfand-Kirillov dimension lnp/ln((1+root 5)/2). b) the associative envelope A = Alg(v(1), v(2)) of L has Gelfand-Kirillov dimension 2 lnp/ln((1+root 5)/2). c) L has a nil-p-mapping. d) L, A and the augmentation ideal of the restricted enveloping algebra u = u(0)(L) are direct sums of two locally nilpotent subalgebras. The question whether u is a nil-algebra remains open. e) the restricted enveloping algebra u(L) is of intermediate growth. These properties resemble those of Grigorchuk and Gupta-Sidki groups.

Nil graded self-similar algebras

In [19], [24] we introduced a family of self-similar nil Lie algebras L over fields of prime characteristic p > 0 whose properties resemble those of Grigorchuk and Gupta-Sidki groups. The Lie algebra L is generated by two derivations v(1) = partial derivative(1) + t(0)(p-1) (partial derivative(2) + t(1)(p-1) (partial derivative(3) + t(2)(p-1) (partial derivative(4) + t(3)(p-1) (partial derivative(5) + t(4)(p-1) (partial derivative(6) + ...))))), v(2) = partial derivative(2) + t(1)(p-1) (partial derivative(3) + t(2)(p-1) (partial derivative(4) + t(3)(p-1) (partial derivative(5) + t(4)(p-1) (partial derivative(6) + ...)))) of the truncated polynomial ring K[t(i), i is an element of N vertical bar t(j)(p) =0, i is an element of N] in countably many variables. The associative algebra A generated by v(1), v(2) is equipped with a natural Z circle plus Z-gradation. In this paper we show that for p, which is not representable as p = m(2) + m + 1, m is an element of Z, the algebra A is graded nil and can be represented as a sum of two locally nilpotent subalgebras. L. Bartholdi [3] andYa. S. Krylyuk [15] proved that for p = m(2) + m + 1 the algebra A is not graded nil. However, we show that the second family of self-similar Lie algebras introduced in [24] and their associative hulls are always Z(p)-graded, graded nil, and are sums of two locally nilpotent subalgebras.

Generalizations of Pelczynski`s decomposition method for Banach spaces containing a complemented copy of their squares

Suppose that X and Y are Banach spaces isomorphic to complemented subspaces of each other. In 1996, W. T. Gowers solved the Schroeder- Bernstein Problem for Banach spaces by showing that X is not necessarily isomorphic to Y. However, if X-2 is complemented in X with supplement A and Y-2 is complemented in Y with supplement B, that is, { X similar to X-2 circle plus A Y similar to Y-2 circle plus B, then the classical Pelczynski`s decomposition method for Banach spaces shows that X is isomorphic to Y whenever we can assume that A = B = {0}. But unfortunately, this is not always possible. In this paper, we show that it is possible to find all finite relations of isomorphism between A and B which guarantee that X is isomorphic to Y. In order to do this, we say that a quadruple (p, q, r, s) in N is a P-Quadruple for Banach spaces if X is isomorphic to Y whenever the supplements A and B satisfy A(p) circle plus B-q similar to A(r) circle plus B-s . Then we prove that (p, q, r, s) is a P-Quadruple for Banach spaces if and only if p - r = s - q = +/- 1.

Effects of dietary urea levels on milk protein fractions of Holstein cows

The aim of this study was to evaluate the effects of substituting soybean meal for urea on milk protein fractions (casein, whey protein and non-protein nitrogen) of dairy cows in three dietary levels. Nine mid-lactation Holstein cows were used in a 3 x 3 Latin square arrangement, composed of 3 treatments, 3 periods of 21 days each, and 3 squares. The treatments consisted of three different diets fed to lactating cows, which were randomly assigned to three groups of three animals: (A) no urea inclusion, providing 100% of crude protein (CP), rumen undegradable protein (RUP) and rumen degradable protein (RDP) requirements, using soybean meal and sugarcane as roughage; (B) urea inclusion at 7.5 g/kg DM in partial substitution of soybean meal CP equivalent; (C) urea inclusion at 15 g/kg DM in partial substitution of soybean meal CP equivalent. Rations were isoenergetic and isonitrogenous-1 60 g/kg DM of crude protein and 6.40 MJ/kg DM of net energy for lactation. When the data were analyzed by simple polynomial regression, no differences were observed among treatments in relation to milk CP content, true protein, casein, whey protein, non-casein and non-protein nitrogen, or urea. The milk true protein:crude protein and casein:true protein ratios were not influenced by substituting soybean meal for urea in the diet. Based on the results it can be concluded that the addition of urea up to 15 g/kg of diet dry matter in substitution of soybean meal did not alter milk protein concentration casein, whey protein and its non-protein fractions, when fed to lactating dairy cows. (c) 2007 Elsevier B.V. All rights reserved.

Fluxes of CO(2) above a plantation of Eucalyptus in southeast Brazil

Eddy-covariance measurements of net ecosystem exchange of CO(2) (NEE) and estimates of gross ecosystem productivity (GEP) and ecosystem respiration (R(E)) were obtained in a 2-4 year old Eucalyptus plantation during two years with very different winter rainfall In the first (drier) year the annual NEE GEP and RE were lower than the sums in the second (normal) year and conversely the total respiratory costs of assimilated carbon were higher in the dry year than in the normal year Although the net primary production (NPP) in the first year was 23% lower than that of the second year the decrease in the carbon use efficiency (CUE = NPP/GEP) was 11% and autotrophic respiration utilized more resources in the first dry year than in the second normal year The time variations in NEE were followed by NPP because in these young Eucalyptus plantations NEE is very largely dominated by NPP and heterotrophic respiration plays only a relatively minor role During the dry season a pronounced hysteresis was observed in the relationship between NEE and photosynthetically active radiation and NEE fluxes were inversely proportional to humidity saturation deficit values greater than 0 8 kPa Nighttime fluxes of CO(2) during calm conditions when the friction velocity (u) was below the threshold (0 25 ms(-1)) were estimated based on a Q(10) temperature-dependence relationship adjusted separately for different classes of soil moisture content which regulated the temperature sensitivity of ecosystem respiration (C) 2010 Elsevier B V All rights reserved

Effects of roads, topography, and land use on forest cover dynamics in the Brazilian Atlantic Forest

Roads and topography can determine patterns of land use and distribution of forest cover, particularly in tropical regions. We evaluated how road density, land use, and topography affected forest fragmentation, deforestation and forest regrowth in a Brazilian Atlantic Forest region near the city of Sao Paulo. We mapped roads and land use/land cover for three years (1962, 1981 and 2000) from historical aerial photographs, and summarized the distribution of roads, land use/land cover and topography within a grid of 94 non-overlapping 100 ha squares. We used generalized least squares regression models for data analysis. Our models showed that forest fragmentation and deforestation depended on topography, land use and road density, whereas forest regrowth depended primarily on land use. However, the relationships between these variables and forest dynamics changed in the two studied periods; land use and slope were the strongest predictors from 1962 to 1981, and past (1962) road density and land use were the strongest predictors for the following period (1981-2000). Roads had the strongest relationship with deforestation and forest fragmentation when the expansions of agriculture and buildings were limited to already deforested areas, and when there was a rapid expansion of development, under influence of Sao Paulo city. Furthermore, the past(1962)road network was more important than the recent road network (1981) when explaining forest dynamics between 1981 and 2000, suggesting a long-term effect of roads. Roads are permanent scars on the landscape and facilitate deforestation and forest fragmentation due to increased accessibility and land valorization, which control land-use and land-cover dynamics. Topography directly affected deforestation, agriculture and road expansion, mainly between 1962 and 1981. Forest are thus in peril where there are more roads, and long-term conservation strategies should consider ways to mitigate roads as permanent landscape features and drivers facilitators of deforestation and forest fragmentation. (C) 2009 Elsevier B.V. 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.

Front tracking with moving-least-squares surfaces

The representation of interfaces by means of the algebraic moving-least-squares (AMLS) technique is addressed. This technique, in which the interface is represented by an unconnected set of points, is interesting for evolving fluid interfaces since there is]to surface connectivity. The position of the surface points can thus be updated without concerns about the quality of any surface triangulation. We introduce a novel AMLS technique especially designed for evolving-interfaces applications that we denote RAMLS (for Robust AMLS). The main advantages with respect to previous AMLS techniques are: increased robustness, computational efficiency, and being free of user-tuned parameters. Further, we propose a new front-tracking method based on the Lagrangian advection of the unconnected point set that defines the RAMLS surface. We assume that a background Eulerian grid is defined with some grid spacing h. The advection of the point set makes the surface evolve in time. The point cloud can be regenerated at any time (in particular, we regenerate it each time step) by intersecting the gridlines with the evolved surface, which guarantees that the density of points on the surface is always well balanced. The intersection algorithm is essentially a ray-tracing algorithm, well-studied in computer graphics, in which a line (ray) is traced so as to detect all intersections with a surface. Also, the tracing of each gridline is independent and can thus be performed in parallel. Several tests are reported assessing first the accuracy of the proposed RAMLS technique, and then of the front-tracking method based on it. Comparison with previous Eulerian, Lagrangian and hybrid techniques encourage further development of the proposed method for fluid mechanics applications. (C) 2008 Elsevier Inc. All rights reserved.

Statistical analysis of the Doppler broadening coincidence spectrum of electron-positron annihilation radiation in silicon

We report a statistical analysis of Doppler broadening coincidence data of electron-positron annihilation radiation in silicon using a (22)Na source. The Doppler broadening coincidence spectrum was fit using a model function that included positron annihilation at rest with 1s, 2s, 2p, and valence band electrons. In-flight positron annihilation was also fit. The response functions of the detectors accounted for backscattering, combinations of Compton effects, pileup, ballistic deficit, and pulse-shaping problems. The procedure allows the quantitative determination of positron annihilation with core and valence electron intensities as well as their standard deviations directly from the experimental spectrum. The results obtained for the core and valence band electron annihilation intensities were 2.56(9)% and 97.44(9)%, respectively. These intensities are consistent with published experimental data treated by conventional analysis methods. This new procedure has the advantage of allowing one to distinguish additional effects from those associated with the detection system response function. (C) 2009 Elsevier B.V. All rights reserved.