Studies in non-Gaussian analysis

This thesis presents general methods in non-Gaussian analysis in infinite dimensional spaces. As main applications we study Poisson and compound Poisson spaces. Given a probability measure μ on a co-nuclear space, we develop an abstract theory based on the generalized Appell systems which are bi-orthogonal. We study its properties as well as the generated Gelfand triples. As an example we consider the important case of Poisson measures. The product and Wick calculus are developed on this context. We provide formulas for the change of the generalized Appell system under a transformation of the measure. The L² structure for the Poisson measure, compound Poisson and Gamma measures are elaborated. We exhibit the chaos decomposition using the Fock isomorphism. We obtain the representation of the creation, annihilation operators. We construct two types of differential geometry on the configuration space over a differentiable manifold. These two geometries are related through the Dirichlet forms for Poisson measures as well as for its perturbations. Finally, we construct the internal geometry on the compound configurations space. In particular, the intrinsic gradient, the divergence and the Laplace-Beltrami operator. As a result, we may define the Dirichlet forms which are associated to a diffusion process. Consequently, we obtain the representation of the Lie algebra of vector fields with compact support. All these results extends directly for the marked Poisson spaces.

Estimates for the Poisson kernel and Hardy spaces on compact manifolds

We study Hardy spaces on the boundary of a smooth open subset or R-n and prove that they can be defined either through the intrinsic maximal function or through Poisson integrals, yielding identical spaces. This extends to any smooth open subset of R-n results already known for the unit ball. As an application, a characterization of the weak boundary values of functions that belong to holomorphic Hardy spaces is given, which implies an F. and M. Riesz type theorem. (C) 2004 Elsevier B.V. All rights reserved.

Use of Poisson spatiotemporal regression models for the Brazilian Amazon Forest: malaria count data

INTRODUÇÃO: A malaria é uma doença endêmica na região da Amazônia Brasileira, e a detecção de possíveis fatores de risco pode ser de grande interesse às autoridades em saúde pública. O objetivo deste artigo é investigar a associação entre variáveis ambientais e os registros anuais de malária na região amazônica usando métodos bayesianos espaço-temporais. MÉTODOS: Utilizaram-se modelos de regressão espaço-temporais de Poisson para analisar os dados anuais de contagem de casos de malária entre os anos de 1999 a 2008, considerando a presença de alguns fatores como a taxa de desflorestamento. em uma abordagem bayesiana, as inferências foram obtidas por métodos Monte Carlo em cadeias de Markov (MCMC) que simularam amostras para a distribuição conjunta a posteriori de interesse. A discriminação de diferentes modelos também foi discutida. RESULTADOS: O modelo aqui proposto sugeriu que a taxa de desflorestamento, o número de habitants por km² e o índice de desenvolvimento humano (IDH) são importantes para a predição de casos de malária. CONCLUSÕES: É possível concluir que o desenvolvimento humano, o crescimento populacional, o desflorestamento e as alterações ecológicas associadas a estes fatores estão associados ao aumento do risco de malária. Pode-se ainda concluir que o uso de modelos de regressão de Poisson que capturam o efeito temporal e espacial em um enfoque bayesiano é uma boa estratégia para modelar dados de contagem de malária.

The Poisson-exponential regression model under different latent activation schemes

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

The Conway-Maxwell-Poisson-generalized gamma regression model with long-term survivors

In this paper, we proposed a flexible cure rate survival model by assuming the number of competing causes of the event of interest following the Conway-Maxwell distribution and the time for the event to follow the generalized gamma distribution. This distribution can be used to model survival data when the hazard rate function is increasing, decreasing, bathtub and unimodal-shaped including some distributions commonly used in lifetime analysis as particular cases. Some appropriate matrices are derived in order to evaluate local influence on the estimates of the parameters by considering different perturbations, and some global influence measurements are also investigated. Finally, data set from the medical area is analysed.

Control charts for individual observations of a bivariate Poisson process

In this paper, three single-control charts are proposed to monitor individual observations of a bivariate Poisson process. The specified false-alarm risk, their control limits, and ARLs were determined to compare their performances for different types and sizes of shifts. In most of the cases, the single charts presented better performance rather than two separate control charts ( one for each quality characteristic). A numerical example illustrates the proposed control charts.

Some experiments with high order compact methods using a computer algebra software - Part I

We consider a procedure for obtaining a compact fourth order method to the steady 2D Navier-Stokes equations in the streamfunction formulation using the computer algebra system Maple. The resulting code is short and from it we obtain the Fortran program for the method. To test the procedure we have solved many cavity-type problems which include one with an analytical solution and the results are compared with results obtained by second order central differences to moderate Reynolds numbers. (c) 2005 Elsevier B.V. All rights reserved.

Some experiments with high order compact methods using a computer algebra software - Part II (non-uniform grid)

We generalize a procedure proposed by Mancera and Hunt [P.F.A. Mancera, R. Hunt, Some experiments with high order compact methods using a computer algebra software-Part 1, Appl. Math. Comput., in press, doi: 10.1016/j.amc.2005.05.015] for obtaining a compact fourth-order method to the steady 2D Navier-Stokes equations in the streamfunction formulation-vorticity using the computer algebra system Maple, which includes conformal mappings and non-uniform grids. To analyse the procedure we have solved a constricted stepped channel problem, where a fine grid is placed near the re-entrant corner by transformation of the independent variables. (c) 2006 Elsevier B.V. All rights reserved.

Protein-Ion Binding Process on Finite Macromolecular Concentration. A Poisson-Boltzmann and Monte Carlo Study

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

pK determination. A mean field, Poisson-Boltzmann approach

A model describing dissociation of monoprotonic acid and a method for the determination of its pK value are presented. The model is based on a mean field approximation. The Poisson-Boltzmann equation, adopting spherical symmetry, is numerically solved, and the solution of its linearized form is written. By use of the pH values of a dilution experiment of galacturonic acid as the entry data, the proposed method allowed estimation of the value of pK = 3.25 at a temperature of 25 degrees C. Values for the complex dimensions and dissociation degree are calculated using experimental pH values for solution concentration values ranging from 0.1 to 60 mM. The present analysis leads to the conclusion that the Poisson-Boltzmann equation or its linear form is equally suited for the description of such systems.

SU(2,R)(q) symmetries of Non-Abelian Toda theories

The classical and quantum algebras of a class of conformal NA-Toda models are studied. It is shown that the SL(2,R)(q) Poisson brackets algebra generated by certain chiral and antichiral charges of the nonlocal currents and the global U(1) charge appears as an algebra of the symmetries of these models. (C) 1998 Elsevier B.V. B.V. All rights reserved.

Deformations of N=2 superconformal algebra and supersymmetric two-component Camassa-Holm equation

This paper is concerned with a link between central extensions of N = 2 superconformal algebra and a supersymmetric two-component generalization of the Camassa-Holm equation. Deformations of superconformal algebra give rise to two compatible bracket structures. One of the bracket structures is derived from the central extension and admits a momentum operator which agrees with the Sobolev norm of a co-adjoint orbit element. The momentum operator induces, via Lenard relations, a chain of conserved Hamiltonians of the resulting supersymmetric Camassa-Holm hierarchy.

Mass generation from Lie algebra extensions

Applied to the electroweak interactions, the theory of Lie algebra extensions suggests a mechanism by which the boson masses are generated without resource to spontaneous symmetry breaking. It starts from a gauge theory without any additional scalar field. All the couplings predicted by the Weinberg-Salam theory are present, and a few others which are nevertheless consistent within the model.

Lorentz-violating dilatations in momentum space and some extensions on nonlinear actions of Lorentz-algebra-preserving systems

We work on some general extensions of the formalism for theories which preserve the relativity of inertial frames with a nonlinear action of the Lorentz transformations on momentum space. Relativistic particle models invariant under the corresponding deformed symmetries are presented with particular emphasis on deformed dilatation transformations. The algebraic transformations relating the deformed symmetries with the usual (undeformed) ones are provided in order to preserve the Lorentz algebra. Two distinct cases are considered: a deformed dilatation transformation with a spacelike preferred direction and a very special relativity embedding with a lightlike preferred direction. In both analysis we consider the possibility of introducing quantum deformations of the corresponding symmetries such that the spacetime coordinates can be reconstructed and the particular form of the real space-momentum commutator remains covariant. Eventually feasible experiments, for which the nonlinear Lorentz dilatation effects here pointed out may be detectable, are suggested.

Discretizing the deformation parameter in the su(q)(2) quantum algebra

Inspired in recent works of Biedenham [1, 2] on the realization of the q-algebra su(q)(2), We show in this note that the condition [2j + 1](q) = N-q(j) = integer, implies the discretization of the deformation parameter alpha, where q = e(alpha). This discretization replaces the continuum associated to ct by an infinite sequence alpha(1), alpha(2), alpha(3),..., obtained for the values of j, which label the irreps of su(q)(2). The algebraic properties of N-q(j) are discussed in some detail, including its role as a trace, which conducts to the Clebsch-Gordan series for the direct product of irreps. The consequences of this process of discretization are discussed and its possible applications are pointed out. Although not a necessary one, the present prescription is valuable due to its algebraic simplicity especially in the regime of appreciable values of alpha.