981 resultados para power-law distribution of returns


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Background: We report an analysis of a protein network of functionally linked proteins, identified from a phylogenetic statistical analysis of complete eukaryotic genomes. Phylogenetic methods identify pairs of proteins that co-evolve on a phylogenetic tree, and have been shown to have a high probability of correctly identifying known functional links. Results: The eukaryotic correlated evolution network we derive displays the familiar power law scaling of connectivity. We introduce the use of explicit phylogenetic methods to reconstruct the ancestral presence or absence of proteins at the interior nodes of a phylogeny of eukaryote species. We find that the connectivity distribution of proteins at the point they arise on the tree and join the network follows a power law, as does the connectivity distribution of proteins at the time they are lost from the network. Proteins resident in the network acquire connections over time, but we find no evidence that 'preferential attachment' - the phenomenon of newly acquired connections in the network being more likely to be made to proteins with large numbers of connections - influences the network structure. We derive a 'variable rate of attachment' model in which proteins vary in their propensity to form network interactions independently of how many connections they have or of the total number of connections in the network, and show how this model can produce apparent power-law scaling without preferential attachment. Conclusion: A few simple rules can explain the topological structure and evolutionary changes to protein-interaction networks: most change is concentrated in satellite proteins of low connectivity and small phenotypic effect, and proteins differ in their propensity to form attachments. Given these rules of assembly, power law scaled networks naturally emerge from simple principles of selection, yielding protein interaction networks that retain a high-degree of robustness on short time scales and evolvability on longer evolutionary time scales.

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Clusters of galaxies are the most impressive gravitationally-bound systems in the universe, and their abundance (the cluster mass function) is an important statistic to probe the matter density parameter (Omega(m)) and the amplitude of density fluctuations (sigma(8)). The cluster mass function is usually described in terms of the Press-Schecther (PS) formalism where the primordial density fluctuations are assumed to be a Gaussian random field. In previous works we have proposed a non-Gaussian analytical extension of the PS approach with basis on the q-power law distribution (PL) of the nonextensive kinetic theory. In this paper, by applying the PL distribution to fit the observational mass function data from X-ray highest flux-limited sample (HIFLUGCS), we find a strong degeneracy among the cosmic parameters, sigma(8), Omega(m) and the q parameter from the PL distribution. A joint analysis involving recent observations from baryon acoustic oscillation (BAO) peak and Cosmic Microwave Background (CMB) shift parameter is carried out in order to break these degeneracy and better constrain the physically relevant parameters. The present results suggest that the next generation of cluster surveys will be able to probe the quantities of cosmological interest (sigma(8), Omega(m)) and the underlying cluster physics quantified by the q-parameter.

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With the burgeoning e-Business websites, E-Commerce in China has been developing rapidly in recent years. From the analysis of Chinese E-Commerce market, it is possible to discover customer purchasing patterns or behavior characteristics, which are indispensable knowledge for the expansion of Chinese E-Commerce market. This paper presents an empirical analysis on the sale transactions from the 360buy website based on the analysis of time interval distributions in perspectives of customers. Results reveal that in most situations the time intervals approximately obey the power-law distribution over two orders of magnitudes. Additionally, time interval on customer’s successive purchase can reflect how loyal a customer is to a specific product category. Moreover, we also find an interesting phenomenon about human behaviors that could be related to psychology of customers. In general, customers’ requirements in different product categories are similar. The investigation into individual behaviors may help researchers understand how customers’ group behaviors generated.

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Bones adapt to prevalent loading, which comprises mainly forces caused by muscle contractions. Therefore, we hypothesized that similar associations would be observed between neuromuscular performance and rigidity of bones located in the same body segment. These associations were assessed among 221 premenopausal women representing athletes in high-impact, odd-impact, highmagnitude, repetitive low-impact, and repetitive nonimpact sports and physically active referents aged 17–40 years. The whole group mean age and body mass were 23 (5) and 63 (9) kg, respectively. Bone cross sections at the tibial and fibular mid-diaphysis were assessed with peripheral quantitative computed tomography (pQCT). Density-weighted polar section modulus (SSI) and minimal and maximal crosssectional moments of inertia (Imin, Imax) were analyzed. Bone morphology was described as the Imax/Imin ratio. Neuromuscular performance was assessed by maximal power during countermovement jump (CMJ). Tibial SSI was 31% higher in the high-impact, 19% in the odd-impact, and 30% in the repetitive low-impact groups compared with the reference group (P\0.005). Only the high-impact group differed from the referents in fibular SSI (17%, P\0.005). Tibial morphology differed between groups (P = 0.001), but fibular morphology did not (P = 0.247). The bone-bygroup interaction was highly significant (P\0.001). After controlling for height, weight, and age, the CMJ peak power correlated moderately with tibial SSI (r = 0.31, P\0.001) but not with fibular SSI (r = 0.069, P = 0.313). In conclusion, observed differences in the association between neuromuscular performance and tibial and fibular traits suggest
that the tibia and fibula experience different loading

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Increased concern about global warming coupled with the escalating demand of energy has driven the conventional power system to be more reliable one by integrating Renewable Energies (RE) in to grid. Over the recent years, integration of solar PV forming a gridconnected PV is considered as one of the most promisingtechnologies to the developed countries like Australia to meet the growing demand of energy. This rapid increase in grid connected photovoltaic (PV) systems has made the supply utilities concerned about the drastic effects that have to be considered on the distribution network in particular voltage fluctuations, harmonic distortions and the Power factor for sustainable power generation. However, irrespective of thefact that the utility grid can accommodate the variability of load or irregular solar irradiance, it is essential to study the impact of grid connected PV systems during higher penetration levels as the intermittent nature of solar PV adversely effects the grid characteristics in meeting the load demand. Hence, keeping this in track, this paper examines the grid-connected PV system considering a residential network of Geelong region (38◦.09' S and 144◦.21’ E) and explores the level of impacts considering summer load profile with a change in the level of integrations. Initially, a PV power system network model is developed in Matlab-Simulink environment and the simulations are carried out to explore the impacts of solar PV penetration at low voltage distribution network considering power quality (PQ) issues such as voltage fluctuations, harmonics distortion at different load conditions.

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In a very influential paper, Elliott et al. [Efficient tests for an autoregressive unit root. Econometrica. 1996;64:813–836] show that no uniformly most powerful test for the unit root testing problem exits, derive the relevant power envelope and characterize a family of point-optimal tests. As a by-product, they also propose a ‘generalized least squares (GLS) detrended’ version of the conventional Dickey–Fuller test, denoted DF-GLS, that has since then become very popular among practitioners, much more so than the point-optimal tests. In view of this, it is quite strange to find that, while conjectured in Elliott et al. [Efficient tests for an autoregressive unit root. Econometrica. 1996;64:813–836], so far there seems to be no formal proof of the asymptotic distribution of the DF-GLS test statistic. By providing three separate proofs, the current paper not only substantiates the required result, but also provides insight regarding the pros and cons of different methods of proof.

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This paper examines the evolution of wage inequality in Brazil in the 1980s and 1990s . It tries to investigate the role played by changing economic returns to education and to experience over this period together with the evolution of within-group inequality. It applies a quantile regression approach on grouped data to the Brazilian case. Results using repeated cross-sections of a Brazilian annual household survey indicate that : i) Male wage dispersion remained basically constant overall in the 1980's and 1990' s but has increased substantially within education and age groups. ii) Returns to experience increased significantly over this period, with the rise concentrated on the iliterate/primary school group iii) Returns to college education have risen over time, whereas return to intermediate and high-school education have fallen iv) The apparent rise in within-group inequality seems to be the result of a fall in real wages, since the difference in wage leveIs has dec1ined substantially over the period, especially within the high-educated sample. v) Returns to experience rise with education. vi) Returns to education rise over the life-cycle. vii) Wage inequality increases over the life-cycle. The next step i~ this research will try to conciliate all these stylised facts.

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Critical limits of a stationary nonlinear three-dimensional Schrodinger equation with confining power-law potentials (similar to r(alpha)) are obtained using spherical symmetry. When the nonlinearity is given by an attractive two-body interaction (negative cubic term), it is shown how the maximum number of particles N-c in the trap increases as alpha decreases. With a negative cubic and positive quintic terms we study a first order phase transition, that occurs if the strength g(3) of the quintic term is less than a critical value g(3c). At the phase transition, the behavior of g(3c) with respect to alpha is given by g(3c)similar to 0.0036+0.0251/alpha+0.0088/alpha(2).

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Este estudo é parte do monitoramento limnológico empreendido pela Companhia Energética do Estado de São Paulo (CESP) durante o processo de enchimento do reservatório de Porto Primavera (Usina Hidrelétrica Engenheiro Sérgio Motta). Este reservatório, localizado no alto rio Paraná, entre os Estados de São Paulo e Mato Grosso, é o quarto maior do país. A primeira etapa de enchimento do lago começou em dezembro de 1998 e a segunda em março de 2001. Amostras para a análise da comunidade bentônica e das características sedimentológicas foram coletadas trimestralmente entre agosto de 1999 e novembro de 2001 e também em agosto de 2002 (11 campanhas). As coletas foram feitas em 13 estações de amostragem distribuídas no reservatório e em uma localizada a jusante da barragem. 128 táxons de invertebrados foram encontrados, sendo Mollusca, Annelida, Insecta e Nematoda os grupos dominantes durante praticamente todos os meses analisados. A classe Insecta foi a melhor representada, com 9 diferentes ordens, dentro das quais os Diptera contribuíram com a ocorrência de 63 táxons. A espécie exótica de bivalve Corbicula fluminea foi registrada em todas as estações de amostragem mostrando sua grande capacidade para colonizar novos habitats em regiões neotropicais. Variações consideráveis na densidade da fauna foram observadas para os diferentes períodos e locais analisados. A densidade máxima (média de 7812 ind.m-2) foi registrada no centro do reservatório enquanto que as densidades mínimas foram registradas na zona lacustre próxima à barragem (média de 9 ind.m-2). A maior riqueza de espécies por local/período (24 táxons) foi encontrada no trecho superior do reservatório (trecho fluvial). A diversidade máxima foi observada nas zonas superior e central do reservatório, com valores de 3.82 e 3.86 (bits.ind-1) no início (agosto/1999) e final (agosto/2002) do processo de enchimento, respectivamente. Não foi encontrado um padrão de distribuição dos grupos faunísticos que pudesse estar associado com a textura granulométrica dos diferentes locais amostrados. Por outro lado, constatou-se a diminuição, ou mesmo a não ocorrência de organismos, nas estações com elevada concentração de matéria orgânica (>40%) em baixo estado de degradação (grandes detritos vegetais). Tal fato pode estar relacionado com a falta de depósitos de sedimentos, dificultando a fixação de organismos da fauna bentônica, bem como com condições químicas mais redutoras em função da intensidade dos processos de decomposição da fitomassa inundada.

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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In this paper, a novel methodology to price the reactive power support ancillary service of Distributed Generators (DGs) with primary energy source uncertainty is shown. The proposed methodology provides the service pricing based on the Loss of Opportunity Costs (LOC) calculation. An algorithm is proposed to reduce the uncertainty present in these generators using Multiobjective Power Flows (MOPFs) implemented in multiple probabilistic scenarios through Monte Carlo Simulations (MCS), and modeling the time series associated with the generation of active power from DGs through Markov Chains (MC). © 2011 IEEE.

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Nowadays we live in densely populated regions and this leads to many environmental issues. Among all pollutants that human activities originate, metals are relevant because they can be potentially toxic for most of living beings. We studied the fate of Cd, Cr, Cu, Fe, Mn, Ni, Pb and Zn in a vineyard environment analysing samples of plant, wine and soil. Sites were chosen considering the type of wine produced, the type of cultivation (both organic and conventional agriculture) and the geographic location. We took vineyards that cultivate the same grape variety, the Trebbiano). We investigated 5 vineyards located in the Ravenna district (Italy): two on the Lamone Valley slopes, one in the area of river-bank deposits near Ravenna city, then a farm near Lugo and one near Bagnacavallo in interfluve regions. We carried out a very detailed characterization of soils in the sites, including the analysis of: pH, electric conductivity, texture, total carbonate and extimated content of dolomite, active carbonate, iron from ammonium oxalate, Iron Deficiency Chlorosis Index (IDCI), total nitrogen and organic carbon, available phosphorous, available potassium and Cation Exchange Capacity (CEC). Then we made the analysis of the bulk chemical composition and a DTPA extraction to determine the available fraction of elements in soils. All the sites have proper ground to cultivate, with already a good amount of nutrients, such as not needing strong fertilisations, but a vineyard on hills suffers from iron deficiency chlorosis due to the high level of active carbonate. We found some soils with much silica and little calcium oxide that confirm the marly sandstone substratum, while other soils have more calcium oxide and more aluminium oxide that confirm the argillaceous marlstone substratum. We found some critical situations, such as high concentrations of Chromium, especially in the farm near Lugo, and we noticed differences between organic vineyards and conventional ones: the conventional ones have a higher enrichment in soils of some metals (Copper and Zinc). Each metal accumulates differently in every single part of grapevines. We found differences between hill plants and lowland ones: behaviors of plants in metal accumulations seems to have patterns. Metals are more abundant in barks, then in leaves or sometimes in roots. Plants seem trying to remove excesses of metal storing them in bark. Two wines have excess of acetic acid and one conventional farm produces wine with content of Zinc over the Italian law limit. We already found evidence of high values relating them with uncontaminated environments, but more investigations are suggested to link those values to their anthropogenic supplies.