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.

Probabilistic crack growth analyses using a boundary element model: Applications in linear elastic fracture and fatigue problems

This paper addresses the numerical solution of random crack propagation problems using the coupling boundary element method (BEM) and reliability algorithms. Crack propagation phenomenon is efficiently modelled using BEM, due to its mesh reduction features. The BEM model is based on the dual BEM formulation, in which singular and hyper-singular integral equations are adopted to construct the system of algebraic equations. Two reliability algorithms are coupled with BEM model. The first is the well known response surface method, in which local, adaptive polynomial approximations of the mechanical response are constructed in search of the design point. Different experiment designs and adaptive schemes are considered. The alternative approach direct coupling, in which the limit state function remains implicit and its gradients are calculated directly from the numerical mechanical response, is also considered. The performance of both coupling methods is compared in application to some crack propagation problems. The investigation shows that direct coupling scheme converged for all problems studied, irrespective of the problem nonlinearity. The computational cost of direct coupling has shown to be a fraction of the cost of response surface solutions, regardless of experiment design or adaptive scheme considered. (C) 2012 Elsevier Ltd. All rights reserved.

Signal Transceiver Transit Times and Propagation Delay Corrections for Ranging and Georeferencing Applications

The accuracy of ranging measurements depends critically on the knowledge of time delays undergone by signals when retransmitted by a remote transponder and due to propagation effects. A new method determines these delays for every single pulsed signal transmission. It utilizes four ground-based reference stations, synchronized in time and installed at well-known geodesic coordinates and a repeater in space, carried by a satellite, balloon, aircraft, and so forth. Signal transmitted by one of the reference bases is retransmitted by the transponder, received back by the four bases, producing four ranging measurements which are processed to determine uniquely the time delays undergone in every retransmission process. A minimization function is derived comparing repeater's positions referred to at least two groups of three reference bases, providing the signal transit time at the repeater and propagation delays, providing the correct repeater position. The method is applicable to the transponder platform positioning and navigation, time synchronization of remote clocks, and location of targets. The algorithm has been demonstrated by simulations adopting a practical example with the transponder carried by an aircraft moving over bases on the ground.

Imagining an interdisciplinary doctoral pedagogy

There has been a great deal of discussion about the need for interdisciplinary, applied research to service the needs of the knowledge economy and to solve the broader complex theoretical problems of the twenty-first century. This is known as 'Mode 2' knowledge production. Yet, university research higher degree programs continue to be largely disciplinary-based. While there has been a rise in the number of research students working on industry-related, applied projects, very few research students gain exposure to interdisciplinary research processes. This paper explores several examples of interdisciplinary doctoral programs based in North America and Australia and seeks to draw upon examples of undergraduate interdisciplinary learning and epistemology. In reviewing this theoretical work and a number of strategies implemented at an Australian university, the paper begins to imagine an interdisciplinary doctoral pedagogy.

Biomimetic molecular organization of naphthalene diimide in the solid state: tunable (chiro-) optical, viscoelastic and nanoscale properties

The interfacing of aromatic molecules with biomolecules to design functional molecular materials is a promising area of research. Intermolecular interactions determine the performance of these materials and therefore, precise control over the molecular organization is necessary to improve functional properties. Herein we describe the tunable biomimetic molecular engineering of a promising n-type organic semiconductor, naphthalene diimide (NDI), in the solid state by introducing minute structural mutations in the form of amino acids with variable Ca-functionality. For the first time we could achieve all four possible crystal packing modes, namely cofacial, brickwork, herringbone and slipped stacks of the NDI system. Furthermore, amino acid conjugated NDIs exhibit ultrasonication induced organogels with tunable visco-elastic and temperature responsive emission properties. The amino acid-NDI conjugates self-assemble into 0D nanospheres and 1D nanofibers in their gel state while the ethylamine-NDI conjugate forms 2D sheets from its solution. Photophysical studies indicated the remarkable influence of molecular ordering on the absorption and fluorescence properties of NDIs. Interestingly, the circular dichroism (CD) and X-ray diffraction (XRD) studies revealed the existence of helical ordering of NDIs in both solution and solid state. The chiral amino acids and their conformations with respect to the central NDI core are found to influence the nature of the helical organization of NDIs. Consequently, the origin of the preferential handedness in the helical organization is attributed to transcription of chiral information from the amino acid to the NDI core. On account of these unique properties, the materials derived from NDI-conjugates might find a wide range of future interdisciplinary applications from materials to biomedicine.

Structural analysis of human CCR2b and primate CCR2b by molecular modeling and molecular dynamics simulation

CCR2b, a chemokine receptor for MCP-1, -2, -3, -4, plays an important role in a variety of diseases involving infection, inflammation, and/or injury, as well as being a coreceptor for HIV-1 infection. Two models of human CCR2b (hCCR2b) were generated by h

Genome-wide computational identification of microRNAs and their targets in the deep-branching eukaryote Giardia lamblia

Using a combined computational program. we identified 50 potential microRNAs (miRNAs) in Giardia lamblia. one of the most primitive unicellular eukaryotes. These miRNAs are unique to G. lamblia and no homologues have been found in other organisms; miRNAs.

Detection of potential positive regulatory motifs of transcription in yeast introns by comparative analysis of oligonucleotide frequencies

We conducted a comparative statistical analysis of tetra- through hexanucleotide frequencies in two sets of introns of yeast genes. The first set consisted of introns of genes that have transcription rates higher than 30 mRNAs/h while the second set contained introns of genes whose transcription rates were lower than or equal to 10 mRNAs/h. Some oligonucleotides whose occurrence frequencies in the first set of introns are significantly higher than those in the second set of introns were detected. The frequencies of occurrence of most of these detected oligonucleotides are also significantly higher than those in the exons flanking the introns of the first set. Interestingly some of these detected oligonucleotides are the same as well known "signature" sequences of transcriptional regulatory elements. This could imply the existence of potential positive regulatory motifs of transcription in yeast introns. (C) 2003 Elsevier Ltd. All rights reserved.

Structural and functional characterization of the human CCR5 receptor in complex with HIV gp120 envelope glycoprotein and CD4 receptor by molecular modeling studies

The entry of human immunodeficiency virus (HIV) into cells depends on a sequential interaction of the gp120 envelope glycoprotein with the cellular receptors CD4 and members of the chemokine receptor family. The CC chemokine receptor CCR5 is such a receptor for several chemokines and a major coreceptor for the entry of R5 HIV type-1 (HIV-1) into cells. Although many studies focus on the interaction of CCR5 with HIV-1, the corresponding interaction sites in CCR5 and gp120 have not been matched. Here we used an approach combining protein structure modeling, docking and molecular dynamics simulation to build a series of structural models of the CCR5 in complexes with gp120 and CD4. Interactions such as hydrogen bonds, salt bridges and van der Waals contacts between CCR5 and gp120 were investigated. Three snapshots of CCR5-gp120-CD4 models revealed that the initial interactions of CCR5 with gp120 are involved in the negatively charged N-terminus (Nt) region of CCR5 and positively charged bridging sheet region of gp120. Further interactions occurred between extracellular loop2 (ECL2) of CCR5 and the base of V3 loop regions of gp120. These interactions may induce the conformational changes in gp120 and lead to the final entry of HIV into the cell. These results not only strongly support the two-step gp120-CCR5 binding mechanism, but also rationalize extensive biological data about the role of CCR5 in HIV-1 gp120 binding and entry, and may guide efforts to design novel inhibitors.

SNPNB: analyzing neighboring-nucleotide biases on single nucleotide polymorphisms (SNPs)

SNPNB is a user-friendly and platform-independent application for analyzing Single Nucleotide Polymorphism NeighBoring sequence context and nucleotide bias patterns, and subsequently evaluating the effective SNP size for the bias patterns observed from the whole data. It was implemented by Java and Perl. SNPNB can efficiently handle genome-wide or chromosome-wide SNP data analysis in a PC or a workstation. It provides visualizations of the bias patterns for SNPs or each type of SNPs.

Bibliometric analysis of biological invasions research during the period of 1991 to 2007

The objective of this study is to conduct a bibliometric analysis of all biological invasions-related publications in the Science Citation Index (SCI) from 1991 to 2007. The indicator citation per publication (CPP) was used to evaluate the impact of articles, journals, and institutions. In the 3323 articles published in 521 journals, 7261 authors from 1905 institutions of 100 countries participated. As the most productive country of biological invasions research, the US will benefit from more collaboration between institutions, countries, and continents. In addition, analysis of keywords was applied to reveal research trends.

Quantitative structure-property relationships for octanol-air partition coefficients of polychlorinated naphthalenes, chlorobenzenes and p,p '-DDT

The octanol-air partition coefficient (K-OA) is a key descriptor of chemicals partitioning between the atmosphere and environmental organic phases. Quantitative structure-property relationships (QSPR) are necessary to model and predict KOA from molecular structures. Based on 12 quantum chemical descriptors computed by the PM3 Hamiltonian, using partial least squares (PLS) analysis, a QSPR model for logarithms of K-OA to base 10 (log K-OA) for polychlorinated naphthalenes (PCNs), chlorobenzenes and p,p'-DDT was obtained. The cross-validated Q(cum)(2) value of the model is 0.973, indicating a good predictive ability of the model. The main factors governing log K-OA of the PCNs, chlorobenzenes, and p,p'-DDT are, in order of decreasing importance, molecular size and molecular ability of donating/accepting electrons to participate in intermolecular interactions. The intermolecular dispersive interactions play a leading role in governing log K-OA. The more chlorines in PCN and chlorobenzene molecules, the greater the log K-OA values. Increasing E-LUMO (the energy of the lowest unoccupied molecular orbital) of the molecules leads to decreasing log K-OA values, implying possible intermolecular interactions between the molecules under study and octanol molecules. (C) 2002 Elsevier Science Ltd. All rights reserved.