Multiclass Hammersley-Aldous-Diaconis process and multiclass-customer queues

In the Hammersley-Aldous-Diaconis process, infinitely many particles sit in R and at most one particle is allowed at each position. A particle at x, whose nearest neighbor to the right is at y, jumps at rate y - x to a position uniformly distributed in the interval (x, y). The basic coupling between trajectories with different initial configuration induces a process with different classes of particles. We show that the invariant measures for the two-class process can be obtained as follows. First, a stationary M/M/1 queue is constructed as a function of two homogeneous Poisson processes, the arrivals with rate, and the (attempted) services with rate rho > lambda Then put first class particles at the instants of departures (effective services) and second class particles at the instants of unused services. The procedure is generalized for the n-class case by using n - 1 queues in tandem with n - 1 priority types of customers. A multi-line process is introduced; it consists of a coupling (different from Liggett's basic coupling), having as invariant measure the product of Poisson processes. The definition of the multi-line process involves the dual points of the space-time Poisson process used in the graphical construction of the reversed process. The coupled process is a transformation of the multi-line process and its invariant measure is the transformation described above of the product measure.

Equifocality of a singular Riemannian foliation

A singular foliation on a complete Riemannian manifold M is said to be Riemannian if each geodesic that is perpendicular to a leaf at one point remains perpendicular to every leaf it meets. We prove that the regular leaves are equifocal, i.e., the end point map of a normal foliated vector field has constant rank. This implies that we can reconstruct the singular foliation by taking all parallel submanifolds of a regular leaf with trivial holonomy. In addition, the end point map of a normal foliated vector field on a leaf with trivial holonomy is a covering map. These results generalize previous results of the authors on singular Riemannian foliations with sections.

COUNTABLE GROUPS OF ISOMETRIES ON BANACH SPACES

A group G is representable in a Banach space X if G is isomorphic to the group of isometrics on X in some equivalent norm. We prove that a countable group G is representable in a separable real Banach space X in several general cases, including when G similar or equal to {-1,1} x H, H finite and dim X >= vertical bar H vertical bar or when G contains a normal subgroup with two elements and X is of the form c(0)(Y) or l(p)(Y), 1 <= p < +infinity. This is a consequence of a result inspired by methods of S. Bellenot (1986) and stating that under rather general conditions on a separable real Banach space X and a countable bounded group G of isomorphisms on X containing -Id, there exists an equivalent norm on X for which G is equal to the group of isometrics on X. We also extend methods of K. Jarosz (1988) to prove that any complex Banach space of dimension at least 2 may be renormed with an equivalent complex norm to admit only trivial real isometries, and that any complexification of a Banach space may be renormed with an equivalent complex norm to admit only trivial and conjugation real isometrics. It follows that every real Banach space of dimension at least 4 and with a complex structure may be renormed to admit exactly two complex structures up to isometry, and that every real Cartesian square may be renormed to admit a unique complex structure up to isometry.

POLAR ACTIONS ON CERTAIN PRINCIPAL BUNDLES OVER SYMMETRIC SPACES OF COMPACT TYPE

We study polar actions with horizontal sections on the total space of certain principal bundles G/K -> G/H with base a symmetric space of compact type. We classify such actions up to orbit equivalence in many cases. In particular, we exhibit examples of hyperpolar actions with cohomogeneity greater than one on locally irreducible homogeneous spaces with nonnegative curvature which are not homeomorphic to symmetric spaces.

Normal Versus Pathological Voice Signals Using Wavelet Analysis and Least Squares Support-Vector Machines

State of Sao Paulo Research Foundation (FAPESP)

GENERALIZED FINITE ELEMENT METHOD FOR NONLINEAR THREE-DIMENSIONAL ANALYSIS OF SOLIDS

The Generalized Finite Element Method (GFEM) is employed in this paper for the numerical analysis of three-dimensional solids tinder nonlinear behavior. A brief summary of the GFEM as well as a description of the formulation of the hexahedral element based oil the proposed enrichment strategy are initially presented. Next, in order to introduce the nonlinear analysis of solids, two constitutive models are briefly reviewed: Lemaitre`s model, in which damage and plasticity are coupled, and Mazars`s damage model suitable for concrete tinder increased loading. Both models are employed in the framework of a nonlocal approach to ensure solution objectivity. In the numerical analyses carried out, a selective enrichment of approximation at regions of concern in the domain (mainly those with high strain and damage gradients) is exploited. Such a possibility makes the three-dimensional analysis less expensive and practicable since re-meshing resources, characteristic of h-adaptivity, can be minimized. Moreover, a combination of three-dimensional analysis and the selective enrichment presents a valuable good tool for a better description of both damage and plastic strain scatterings.

A FEM procedure based on positions and unconstrained vectors applied to non-linear dynamic of 3D frames

This study presents an alternative three-dimensional geometric non-linear frame formulation based on generalized unconstrained vector and positions to solve structures and mechanisms subjected to dynamic loading. The formulation is classified as total Lagrangian with exact kinematics description. The resulting element presents warping and non-constant transverse strain modes, which guarantees locking-free behavior for the adopted three-dimensional constitutive relation, Saint-Venant-Kirchhoff, for instance. The application of generalized vectors is an alternative to the use of finite rotations and rigid triad`s formulae. Spherical and revolute joints are considered and selected dynamic and static examples are presented to demonstrate the accuracy and generality of the proposed technique. (C) 2010 Elsevier B.V. All rights reserved.

Residence time distribution in holding tubes using generalized convection model and numerical convolution for non-ideal tracer detection

A procedure is proposed for the determination of the residence time distribution (RTD) of curved tubes taking into account the non-ideal detection of the tracer. The procedure was applied to two holding tubes used for milk pasteurization in laboratory scale. Experimental data was obtained using an ionic tracer. The signal distortion caused by the detection system was considerable because of the short residence time. Four RTD models, namely axial dispersion, extended tanks in series, generalized convection and PER + CSTR association, were adjusted after convolution with the E-curve of the detection system. The generalized convection model provided the best fit because it could better represent the tail on the tracer concentration curve that is Caused by the laminar velocity profile and the recirculation regions. Adjusted model parameters were well cot-related with the now rate. (C) 2010 Elsevier Ltd. All rights reserved.

Generalized Coupled Algebraic Riccati Equations for Discrete-time Markov Jump with Multiplicative Noise Systems

In this paper we consider the existence of the maximal and mean square stabilizing solutions for a set of generalized coupled algebraic Riccati equations (GCARE for short) associated to the infinite-horizon stochastic optimal control problem of discrete-time Markov jump with multiplicative noise linear systems. The weighting matrices of the state and control for the quadratic part are allowed to be indefinite. We present a sufficient condition, based only on some positive semi-definite and kernel restrictions on some matrices, under which there exists the maximal solution and a necessary and sufficient condition under which there exists the mean square stabilizing solution fir the GCARE. We also present a solution for the discounted and long run average cost problems when the performance criterion is assumed be composed by a linear combination of an indefinite quadratic part and a linear part in the state and control variables. The paper is concluded with a numerical example for pension fund with regime switching.

A generalized multi-period mean-variance portfolio optimization with Markov switching parameters

In this paper, we deal with a generalized multi-period mean-variance portfolio selection problem with market parameters Subject to Markov random regime switchings. Problems of this kind have been recently considered in the literature for control over bankruptcy, for cases in which there are no jumps in market parameters (see [Zhu, S. S., Li, D., & Wang, S. Y. (2004). Risk control over bankruptcy in dynamic portfolio selection: A generalized mean variance formulation. IEEE Transactions on Automatic Control, 49, 447-457]). We present necessary and Sufficient conditions for obtaining an optimal control policy for this Markovian generalized multi-period meal-variance problem, based on a set of interconnected Riccati difference equations, and oil a set of other recursive equations. Some closed formulas are also derived for two special cases, extending some previous results in the literature. We apply the results to a numerical example with real data for Fisk control over bankruptcy Ill a dynamic portfolio selection problem with Markov jumps selection problem. (C) 2008 Elsevier Ltd. All rights reserved.

Characterization of electrical penetration graphs of Bucephalogonia xanthophis, a vector of Xylella fastidiosa in citrus

The sharpshooter Bucephalogonia xanthophis (Berg) (Homoptera: Cicadellidae) is a vector of the xylem-limited bacterium, Xylella fastidiosa (Wells, Raju, Hung, Weisburg, Mandelco-Paul, and Brenner), which causes citrus variegated chlorosis. Despite the importance of citrus variegated chlorosis, the probing behavior of vectors on citrus and its implications for transmission of X. fastidiosa have not been studied. Here we studied electrical penetration graph (EPG-DC system) waveforms produced by B. xanthophis on Citrus sinensis (L.) Osbeck (Rutaceae), and their relationships with stylet activities and xylem ingestion. Electrical penetration graph waveforms were described based on amplitude, frequency, voltage level, and electrical origin of the observed traces during stylet penetration on plant tissues. The main waveforms were correlated with histological observations of salivary sheaths in plant tissues and excretion analysis, in order to determine stylet activities and their precise position. Six waveforms and associated activities are described: (S) secretion of salivary sheath and intracellular stylet pathway, (R) resting during stylet pathway, (Xc) contact of stylets with xylem vessels, (Xi) active xylem ingestion, (N) interruption within the xylem phase (during Xc or Xi), and (W) withdrawal of stylet from the plant. The sharpshooter spent 91.8% of its probing time with its stylet in the xylem, where the main activity was ingestion (Xi: 97.5%). During a probe, the most likely sequence of events is secretion of salivary sheath and pathway (S) through epidermal and parenchyma cells (all individuals), followed by contact with xylem (Xc) (67.6% of all individuals) and ingestion (Xi) (88.3% of those that exhibit waveform Xc). The mean time to contact the xylem (Xc) and initiate ingestion (Xi) after onset of the first probe was 27.8 and 34.2 min, respectively. However, sustained xylem ingestion (Xi > 5 min) was established after 39.8 min, on average. This information is basic for future studies on the transmission mechanisms of X. fastidiosa and in order to establish control strategies aimed at interfering with this process.

The generalized inverse Weibull distribution

The inverse Weibull distribution has the ability to model failure rates which are quite common in reliability and biological studies. A three-parameter generalized inverse Weibull distribution with decreasing and unimodal failure rate is introduced and studied. We provide a comprehensive treatment of the mathematical properties of the new distribution including expressions for the moment generating function and the rth generalized moment. The mixture model of two generalized inverse Weibull distributions is investigated. The identifiability property of the mixture model is demonstrated. For the first time, we propose a location-scale regression model based on the log-generalized inverse Weibull distribution for modeling lifetime data. In addition, we develop some diagnostic tools for sensitivity analysis. Two applications of real data are given to illustrate the potentiality of the proposed regression model.

The generalized log-gamma mixture model with covariates: local influence and residual analysis

In a sample of censored survival times, the presence of an immune proportion of individuals who are not subject to death, failure or relapse, may be indicated by a relatively high number of individuals with large censored survival times. In this paper the generalized log-gamma model is modified for the possibility that long-term survivors may be present in the data. The model attempts to separately estimate the effects of covariates on the surviving fraction, that is, the proportion of the population for which the event never occurs. The logistic function is used for the regression model of the surviving fraction. Inference for the model parameters is considered via maximum likelihood. Some influence methods, such as the local influence and total local influence of an individual are derived, analyzed and discussed. Finally, a data set from the medical area is analyzed under the log-gamma generalized mixture model. A residual analysis is performed in order to select an appropriate model.

A generalized modified Weibull distribution for lifetime modeling

A four parameter generalization of the Weibull distribution capable of modeling a bathtub-shaped hazard rate function is defined and studied. The beauty and importance of this distribution lies in its ability to model monotone as well as non-monotone failure rates, which are quite common in lifetime problems and reliability. The new distribution has a number of well-known lifetime special sub-models, such as the Weibull, extreme value, exponentiated Weibull, generalized Rayleigh and modified Weibull distributions, among others. We derive two infinite sum representations for its moments. The density of the order statistics is obtained. The method of maximum likelihood is used for estimating the model parameters. Also, the observed information matrix is obtained. Two applications are presented to illustrate the proposed distribution. (C) 2008 Elsevier B.V. All rights reserved.

The exponentiated generalized gamma distribution with application to lifetime data

A four-parameter extension of the generalized gamma distribution capable of modelling a bathtub-shaped hazard rate function is defined and studied. The beauty and importance of this distribution lies in its ability to model monotone and non-monotone failure rate functions, which are quite common in lifetime data analysis and reliability. The new distribution has a number of well-known lifetime special sub-models, such as the exponentiated Weibull, exponentiated generalized half-normal, exponentiated gamma and generalized Rayleigh, among others. We derive two infinite sum representations for its moments. We calculate the density of the order statistics and two expansions for their moments. The method of maximum likelihood is used for estimating the model parameters and the observed information matrix is obtained. Finally, a real data set from the medical area is analysed.