Time of ruin in a risk model with generalized Erlang (n) interclaim times and a constant dividend barrier

In this paper we analyze the time of ruin in a risk process with the interclaim times being Erlang(n) distributed and a constant dividend barrier. We obtain an integro-differential equation for the Laplace Transform of the time of ruin. Explicit solutions for the moments of the time of ruin are presented when the individual claim amounts have a distribution with rational Laplace transform. Finally, some numerical results and a compare son with the classical risk model, with interclaim times following an exponential distribution, are given.

Relaxation time of processes driven by multiplicative noise

We consider systems described by nonlinear stochastic differential equations with multiplicative noise. We study the relaxation time of the steady-state correlation function as a function of noise parameters. We consider the white- and nonwhite-noise case for a prototype model for which numerical data are available. We discuss the validity of analytical approximation schemes. For the white-noise case we discuss the results of a projector-operator technique. This discussion allows us to give a generalization of the method to the non-white-noise case. Within this generalization, we account for the growth of the relaxation time as a function of the correlation time of the noise. This behavior is traced back to the existence of a non-Markovian term in the equation for the correlation function.

Mean first-passage time of continuous non-Markovian processes driven by colored noise

An equation for mean first-passage times of non-Markovian processes driven by colored noise is derived through an appropriate backward integro-differential equation. The equation is solved in a Bourret-like approximation. In a weak-noise bistable situation, non-Markovian effects are taken into account by an effective diffusion coefficient. In this situation, our results compare satisfactorily with other approaches and experimental data.

Scaling and data collapse for the mean exit time of asset prices

We study theoretical and empirical aspects of the mean exit time (MET) of financial time series. The theoretical modeling is done within the framework of continuous time random walk. We empirically verify that the mean exit time follows a quadratic scaling law and it has associated a prefactor which is specific to the analyzed stock. We perform a series of statistical tests to determine which kind of correlation are responsible for this specificity. The main contribution is associated with the autocorrelation property of stock returns. We introduce and solve analytically both two-state and three-state Markov chain models. The analytical results obtained with the two-state Markov chain model allows us to obtain a data collapse of the 20 measured MET profiles in a single master curve.

Time of ruin in a risk model with generalized Erlang (n) interclaim times and a constant dividend barrier

In this paper we analyze the time of ruin in a risk process with the interclaim times being Erlang(n) distributed and a constant dividend barrier. We obtain an integro-differential equation for the Laplace Transform of the time of ruin. Explicit solutions for the moments of the time of ruin are presented when the individual claim amounts have a distribution with rational Laplace transform. Finally, some numerical results and a compare son with the classical risk model, with interclaim times following an exponential distribution, are given.

Mean first-passage time of continuous non-Markovian processes driven by colored noise

An equation for mean first-passage times of non-Markovian processes driven by colored noise is derived through an appropriate backward integro-differential equation. The equation is solved in a Bourret-like approximation. In a weak-noise bistable situation, non-Markovian effects are taken into account by an effective diffusion coefficient. In this situation, our results compare satisfactorily with other approaches and experimental data.

Surface-enhanced laser desorption/ionisation time-of-flight mass spectrometry: A tool to predict pork quality

Expression of water soluble proteins of fresh pork Longissimus thoracis from 4 pure breed pigs (Duroc, Large White, Landrace, and Piétrain) was studied to identify candidate protein markers for meat quality. Surface-enhanced laser desorption/ionisation time-of-flight mass spectrometry (SELDI-TOF-MS) was used to obtain the soluble protein profiles of Longissimus thoracis muscles. The pure breeds showed differences among the studied meat quality traits (pHu, drip loss, androstenone, marbling, intramuscular fat, texture, and moisture), but no significant differences were detected in sensory analysis. Associations between protein peaks obtained with SELDI-TOF-MS and meat quality traits, mainly water holding capacity, texture and skatole were observed. Of these peaks, a total of 10 peaks from CM10 array and 6 peaks from Q10 array were candidate soluble protein markers for pork loin quality. The developed models explained a limited proportion of the variability, however they point out interesting relationships between protein expression and meat quality

Average performance analysis of circular and hyperbolic geolocation

A comparative performance analysis of four geolocation methods in terms of their theoretical root mean square positioning errors is provided. Comparison is established in two different ways: strict and average. In the strict type, methods are examined for a particular geometric configuration of base stations(BSs) with respect to mobile position, which determines a givennoise profile affecting the respective time-of-arrival (TOA) or timedifference-of-arrival (TDOA) estimates. In the average type, methodsare evaluated in terms of the expected covariance matrix ofthe position error over an ensemble of random geometries, so thatcomparison is geometry independent. Exact semianalytical equationsand associated lower bounds (depending solely on the noiseprofile) are obtained for the average covariance matrix of the positionerror in terms of the so-called information matrix specific toeach geolocation method. Statistical channel models inferred fromfield trials are used to define realistic prior probabilities for therandom geometries. A final evaluation provides extensive resultsrelating the expected position error to channel model parametersand the number of base stations.

Measuring the effects through time of the influence of visuomotor and visuotactile synchronous stimulation on a virtual body ownership illusion

Previous studies have examined the experience of owning a virtual surrogate body or body part through specific combinations of cross-modal multisensory stimulation. Both visuomotor (VM) and visuotactile (VT) synchronous stimulation have been shown to be important for inducing a body ownership illusion, each tested separately or both in combination. In this study we compared the relative importance of these two cross-modal correlations, when both are provided in the same immersive virtual reality setup and the same experiment. We systematically manipulated VT and VM contingencies in order to assess their relative role and mutual interaction. Moreover, we present a new method for measuring the induced body ownership illusion through time, by recording reports of breaks in the illusion of ownership ("breaks") throughout the experimental phase. The balance of the evidence, from both questionnaires and analysis of the breaks, suggests that while VM synchronous stimulation contributes the greatest to the attainment of the illusion, a disruption of either (through asynchronous stimulation) contributes equally to the probability of a break in the illusion.

Metabolomic assays of amoxicillin, cephapirin and ceftiofur in chicken muscle. Application to treated chicken samples by liquid chromatography quadrupole time-of-flight mass spectrometry

The aim of this study was to identity metabolites and transformation products (TPs) in chicken muscle from amoxicillin (AMX), cephapirin (PIR) and ceftiofur (TIO), which are antibiotics of the β-lactam family. Liquid chromatography coupled to quadrupole time-of-flight (QqTOF) mass spectrometry was utilized due to its high resolution, high mass accuracy and MS/MS capacity for elemental composition determination and structural elucidation. Amoxicilloic acid (AMA) and amoxicillin diketopiperazine (DKP) were found as transformation products from AMX. Desacetylcephapirin (DAC) was detected as a metabolite of PIR. Desfuroylceftiofur (DFC) and its conjugated compound with cysteine (DFC-S-Cys) were detected as a result of TIO in contact with chicken muscle tissue. The metabolites and transformation products were also monitored during the in vivo AMX treatment and slaughtering period. It was found that two days were enough to eliminate AMX and associated metabolites/transformation products after the end of administration.

A Feedfordward Adaptive Controller to Reduce the Imaging Time of Large-Sized Biological Samples with a SPM-Based Multiprobe Station

The time required to image large samples is an important limiting factor in SPM-based systems. In multiprobe setups, especially when working with biological samples, this drawback can make impossible to conduct certain experiments. In this work, we present a feedfordward controller based on bang-bang and adaptive controls. The controls are based in the difference between the maximum speeds that can be used for imaging depending on the flatness of the sample zone. Topographic images of Escherichia coli bacteria samples were acquired using the implemented controllers. Results show that to go faster in the flat zones, rather than using a constant scanning speed for the whole image, speeds up the imaging process of large samples by up to a 4x factor.

Measuring the effects through time of the influence of visuomotor and visuotactile synchronous stimulation on a virtual body ownership illusion

Previous studies have examined the experience of owning a virtual surrogate body or body part through specific combinations of cross-modal multisensory stimulation. Both visuomotor (VM) and visuotactile (VT) synchronous stimulation have been shown to be important for inducing a body ownership illusion, each tested separately or both in combination. In this study we compared the relative importance of these two cross-modal correlations, when both are provided in the same immersive virtual reality setup and the same experiment. We systematically manipulated VT and VM contingencies in order to assess their relative role and mutual interaction. Moreover, we present a new method for measuring the induced body ownership illusion through time, by recording reports of breaks in the illusion of ownership ("breaks") throughout the experimental phase. The balance of the evidence, from both questionnaires and analysis of the breaks, suggests that while VM synchronous stimulation contributes the greatest to the attainment of the illusion, a disruption of either (through asynchronous stimulation) contributes equally to the probability of a break in the illusion.