39 resultados para Markov, Campos aleatórios de

em Universidade Federal do Rio Grande do Norte(UFRN)


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Ising and m-vector spin-glass models are studied, in the limit of infinite-range in-teractions, through the replica method. First, the m-vector spin glass, in the presence of an external uniform magnetic field, as well as of uniaxial anisotropy fields, is consi-dered. The effects of the anisotropics on the phase diagrams, and in particular, on the Gabay-Toulouse line, which signals the transverse spin-glass ordering, are investigated. The changes in the Gabay-Toulouse line, due to the presence of anisotropy fields which favor spin orientations along the Cartesian axes (m = 2: planar anisotropy; m = 3: cubic anisotropy), are also studied. The antiferromagnetic Ising spin glass, in the presence of uniform and Gaussian random magnetic fields, is investigated through a two-sublattice generalization of the Sherrington-Kirpaktrick model. The effects of the magnetic-field randomness on the phase diagrams of the model are analysed. Some confrontations of the present results with experimental observations available in the literature are discussed

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In this work we have studied the effects of random biquadratic and random fields in spin-glass models using the replica method. The effect of a random biquadratic coupling was studied in two spin-1 spin-glass models: in one case the interactions occur between pairs of spins, whereas in the second one the interactions occur between p spins and the limit p > oo is considered. Both couplings (spin glass and biquadratic) have zero-mean Gaussian probability distributions. In the first model, the replica-symmetric assumption reveals that the system presents two pha¬ses, namely, paramagnetic and spin-glass, separated by a continuous transition line. The stability analysis of the replica-symmetric solution yields, besides the usual instability associated with the spin-glass ordering, a new phase due to the random biquadratic cou¬plings between the spins. For the case p oo, the replica-symmetric assumption yields again only two phases, namely, paramagnetic and quadrupolar. In both these phases the spin-glass parameter is zero. Besides, it is shown that they are stable under the Almeida-Thouless stability analysis. One of them presents negative entropy at low temperatures. We developed one step of replica simmetry breaking and noticed that a new phase, the biquadratic glass phase, emerge. In this way we have obtained the correct phase diagram, with.three first-order transition lines. These lines merges in a common triple point. The effects of random fields were studied in the Sherrington-Kirkpatrick model consi¬dered in the presence of an external random magnetic field following a trimodal distribu¬tion {P{hi) = p+S(hi - h0) +Po${hi) +pS(hi + h0))- It is shown that the border of the ferromagnetic phase may present, for conveniently chosen values of p0 and hQ, first-order phase transitions, as well as tricritical points at finite temperatures. It is verified that the first-order phase transitions are directly related to the dilution in the fields: the extensions of these transitions are reduced for increasing values of po- In fact, the threshold value pg, above which all phase transitions are continuous, is calculated analytically. The stability analysis of the replica-symmetric solution is performed and the regions of validity of such a solution are identified

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Th17 cells have been strongly associated to the pathogenesis of inflammatory and autoimmune diseases, although their influence on the carcinogenesis is still little known, there are reports of anti-tumor and protumoral actions. The objective of this study is to research the presence of Th17 lineage in lip and tongue SCC, using the analysis of the immunoexpression of IL-17 and RORγt, relating this immunoexpression with clinical and morphological findings in the attempt to better comprehend the role of these cells on the tumoral immunity of OSCCs. The results were submitted to non-parametric statistical tests with significance level of 5%. On the histomorphological analysis, it was observed the predominance of low level lesions on lip and high level lesions on tongue (p=0,024). It was not observed statistical significance between clinical stage and histological gradation of malignancy (p=0,644). For the immunohistochemical study, 5 random fields with greater immunoreactivity of the peritumoral inflammatory infiltrate were photomicrographed on the 400x magnification. It was done the count of lymphocytes which showed cytoplasmic and pericytoplasmic staining for the IL-17 cytokine as well as nuclear and cytoplasmic staining for RORγt. It was observed statistical significance difference on the quantity of immunopositive lymphocytes to IL-17 between the groups of SCC of lip and tongue (p=0,028). For the RORγt it was not observed statistical significance difference between the groups of SCC of lip and tongue (p=0,915). It was not observed statistical difference between the immunostaining of IL-17 and RORγt with histological gradation of malignancy and clinical staging. The findings of this research suggest a possible anti-tumor role of IL-17 for cases of lip. The results of the analysis of the RORγt are possibly due to the wide duality of the anti-tumor and protumoral role of the Th17 cells and their plasticity which, in the presence of different cytokines expressed on the tumor microenvironment, can alter its phenotype.

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Este trabalho tem como objetivo o estudo do comportamento assintótico da estatística de Pearson (1900), que é o aparato teórico do conhecido teste qui-quadrado ou teste x2 como também é usualmente denotado. Inicialmente estudamos o comportamento da distribuição da estatística qui-quadrado de Pearson (1900) numa amostra {X1, X2,...,Xn} quando n → ∞ e pi = pi0 , 8n. Em seguida detalhamos os argumentos usados em Billingley (1960), os quais demonstram a convergência em distribuição de uma estatística, semelhante a de Pearson, baseada em uma amostra de uma cadeia de Markov, estacionária, ergódica e com espaço de estados finitos S

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In this work we study the Hidden Markov Models with finite as well as general state space. In the finite case, the forward and backward algorithms are considered and the probability of a given observed sequence is computed. Next, we use the EM algorithm to estimate the model parameters. In the general case, the kernel estimators are used and to built a sequence of estimators that converge in L1-norm to the density function of the observable process

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In this work we studied the consistency for a class of kernel estimates of f f (.) in the Markov chains with general state space E C Rd case. This study is divided into two parts: In the first one f (.) is a stationary density of the chain, and in the second one f (x) v (dx) is the limit distribution of a geometrically ergodic chain

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Os Algoritmos Genético (AG) e o Simulated Annealing (SA) são algoritmos construídos para encontrar máximo ou mínimo de uma função que representa alguma característica do processo que está sendo modelado. Esses algoritmos possuem mecanismos que os fazem escapar de ótimos locais, entretanto, a evolução desses algoritmos no tempo se dá de forma completamente diferente. O SA no seu processo de busca trabalha com apenas um ponto, gerando a partir deste sempre um nova solução que é testada e que pode ser aceita ou não, já o AG trabalha com um conjunto de pontos, chamado população, da qual gera outra população que sempre é aceita. Em comum com esses dois algoritmos temos que a forma como o próximo ponto ou a próxima população é gerada obedece propriedades estocásticas. Nesse trabalho mostramos que a teoria matemática que descreve a evolução destes algoritmos é a teoria das cadeias de Markov. O AG é descrito por uma cadeia de Markov homogênea enquanto que o SA é descrito por uma cadeia de Markov não-homogênea, por fim serão feitos alguns exemplos computacionais comparando o desempenho desses dois algoritmos

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In this work, we present a risk theory application in the following scenario: In each period of time we have a change in the capital of the ensurance company and the outcome of a two-state Markov chain stabilishs if the company pays a benece it heat to one of its policyholders or it receives a Hightimes c > 0 paid by someone buying a new policy. At the end we will determine once again by the recursive equation for expectation the time ruin for this company

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In this work, we studied the strong consistency for a class of estimates for a transition density of a Markov chain with general state space E ⊂ Rd. The strong ergodicity of the estimates for the density transition is obtained from the strong consistency of the kernel estimates for both the marginal density p(:) of the chain and the joint density q(., .). In this work the Markov chain is supposed to be homogeneous, uniformly ergodic and possessing a stationary density p(.,.)

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In this work, we present our understanding about the article of Aksoy [1], which uses Markov chains to model the flow of intermittent rivers. Then, we executed an application of his model in order to generate data for intermittent streamflows, based on a data set of Brazilian streams. After that, we build a hidden Markov model as a proposed new approach to the problem of simulation of such flows. We used the Gamma distribution to simulate the increases and decreases in river flows, along with a two-state Markov chain. The motivation for us to use a hidden Markov model comes from the possibility of obtaining the same information that the Aksoy’s model provides, but using a single tool capable of treating the problem as a whole, and not through multiple independent processes

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On Rio Grande do Norte northern coast the process of sediment transport are intensely controlled by wind and sea (waves and currents) action, causing erosion and shoreline morphological instability. Due to the importance of such coastal zone it was realized the multi-spectral mapping and physical-chemical characterization of mudflats and mangroves aiming to support the mitigating actions related to the containment of the erosive process on the oil fields of Macau and Serra installed at the study area. The multi-spectral bands of 2000 and 2008 LANDSAT 5 TM images were submitted on the several digital processing steps and RGB color compositions integrating spectral bands and Principal Components. Such processing methodology was important to the mapping of different units on surface, together with field works. It was possible to make an analogy of the spectral characteristics of wetlands with vegetations areas (mangrove), showing the possibility to make a restoration of this area, contributing with the environmental monitoring of that ecosystem. The maps of several units were integrated in GIS environment at 1:60,000 scale, including the classification of features according to the presence or absence of vegetation cover. Thus, the strategy of methodology established that there are 10.13 km2 at least of sandy-muddy and of these approximately 0.89 km2 with the possibility to be used in a reforestation of typical flora of mangrove. The physical-chemical characterization showed areas with potential to introduce local species of mangrove and they had a pH above neutral with a mean of 8.4. The characteristic particle size is sand in the fine fractions, the high levels of carbonate, organic matter and major and trace element in general are concentrated where the sediment had the less particles size, showing the high correlation that those elements have with smaller particles of sediment. The application of that methodological strategy is relevant to the better understanding of features behavior and physical-chemical data of sediment samples collected on field allow the analysis of efficiency/capability of sandy-muddy to reforestation with local mangrove species for mitigation of the erosive action and coastal processes on the areas occupied by the oil industry

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This work aims to study the fluctuation structure of physical properties of oil well profiles. It was used as technique the analysis of fluctuations without trend (Detrended Fluctuation Analysis - DFA). It has been made part of the study 54 oil wells in the Campo de Namorado located in the Campos Basin in Rio de Janeiro. We studied five sections, namely: sonic, density, porosity, resistivity and gamma rays. For most of the profiles , DFA analysis was available in the literature, though the sonic perfile was estimated with the aid of a standard algorithm. The comparison between the exponents of DFA of the five profiles was performed using linear correlation of variables, so we had 10 comparisons of profiles. Our null hypothesis is that the values of DFA for the various physical properties are independent. The main result indicates that no refutation of the null hypothesis. That is, the fluctuations observed by DFA in the profiles do not have a universal character, that is, in general the quantities display a floating structure of their own. From the ten correlations studied only the profiles of density and sonic one showed a significant correlation (p> 0.05). Finally these results indicate that one should use the data from DFA with caution, because, in general, based on geological analysis DFA different profiles can lead to disparate conclusions

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Among the various effects caused by the climate change and human intervention, the mangrove ecosystem changes through of the years has been worth mentioning, which hasn t known which are the pros and cons for the adjacent coastal and estuarine environments yet. It happens due to the present dynamism in these areas, besides of the difficult understanding of the processes associated with evolution. This study aimed to environmentally evaluate adjacent mangroves from the Macau and Serra oil fields, located on Rio Grande do Norte northern coast, to support the mitigating actions related to the containment of the erosive process, as well as, according to the principles of the Clean Development Mechanism (CDM), to assess the amount of atmospheric carbon sequestered by the studied ecosystem. An inventory was conducted through mangrouve mapping which has supplied this research, especially regarding to the structural characterization of mangrove areas. To understand the local mangrove behavior in a greater level detail, techniques of remote sensing, GIS and GPS were used to make an analogy between the current and past states of the mangrove studied, allowing to make anticipated projections for the future impacts or changes in that region. This study combined data from multispectral LANDSAT 5 TM, Landsat 7 ETM+ with radar microwave data from SAR RADARSAT-1, which increased the interpretation capacity of the data from optical sensor systems. The interpretations have been supported by the data field, representing a better and innovative methodology for the environmental and taxonomic characterization of mangrove forests considered. The results reveal that mangroves of the Ponta do Tubarão Sustainable Development Reserve are biologically representative areas and providing a variety of benefits, especially for local communities, constituting the priority sites for actions development aimed at conservation. They also have been showing the necessity to make mitigating measures in order to recover degraded areas through reforestation or creating new areas of mangrove, as currently 7.1% of the mangrove forests studied are dead or in an advanced state of decomposition. The amount of atmospheric carbon sequestered proved very significant when analyzed for the whole area, which is able to sequester atmospheric 4,294,458 Ton CO2 per year

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When it comes to oil and gas in Brazil is almost certain that we are referring to activities in deep waters off the coast of Campos, Rio de Janeiro, the main field of action of PETROBRAS and a small number of multinational oil companies . Since the Law 9.478/97 allows, by means of concessions, that other companies other than Petrobras, to explore and produce oil and gas domestically. Soon it moved, then the private companies that want small and medium-sized businesses to invest in such activities, forming a segment of independent producers, as occurs in other countries. In this context, this work aims at making an economic feasibility study, is currently analyzing how this thread and focus on the factors that contribute to its development as well as those that constitute barriers. To this end, we conducted a survey examining some mature fields that are in production in order to capture cost information in the phases of project, operation and abandonment. The work also presents an analysis of the results obtained in the survey, identifying the costs higher. With the results obtained through the study used economic engineering tools such as NPV and IRR, using a variety of design scenarios, to study the economic viability of these fields. In scenario 4 was set a production of 4.0 m³ / d of oil, which is an expected average production for several of these fields, whose minimum value of a barrel of oil, to enable this field, was $ 55.00, this value well below what was being practiced in the market today.

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This work aims at analyzing how Adam Smith, one of the founders of the liberal regime was seen by Roberto Campos, one of the patriarchs of Brazilian liberalism. In this sense, it will be shown how and why the legacy of Scotland was used to legitimize the new pattern of accumulation necessary to capitalism from the second half of the twentieth century on. So, it is the intention to make explicit that the changes in Campos discursive form are consistent with the requirements of capitalism in crisis and were fundamental in the creation of another common sense. To achieve these goals it will be assessed in what way the liberal rhetoric of the Brazilian, harmonized with foreign authors with the same vision, has become an important weapon to transform Smith into a myth in contrast to the political and economic criteria advocated by the same, but valuable to what Roberto Campos intended