QUASISTATIONARY DISTRIBUTIONS AND FLEMING-VIOT PROCESSES IN FINITE SPACES

Consider a continuous-time Markov process with transition rates matrix Q in the state space Lambda boolean OR {0}. In In the associated Fleming-Viot process N particles evolve independently in A with transition rates matrix Q until one of them attempts to jump to state 0. At this moment the particle jumps to one of the positions of the other particles, chosen uniformly at random. When Lambda is finite, we show that the empirical distribution of the particles at a fixed time converges as N -> infinity to the distribution of a single particle at the same time conditioned on not touching {0}. Furthermore, the empirical profile of the unique invariant measure for the Fleming-Viot process with N particles converges as N -> infinity to the unique quasistationary distribution of the one-particle motion. A key element of the approach is to show that the two-particle correlations are of order 1/N.

How do neighbouring populations affect local population change over time?

This study covers a period when society changed from a pre-industrial agricultural society to a post-industrial service-producing society. Parallel with this social transformation, major population changes took place. In this study, we analyse how local population changes are affected by neighbouring populations. To do so we use the last 200 years of local population change that redistributed population in Sweden. We use literature to identify several different processes and spatial dependencies in the redistribution between a parish and its surrounding parishes. The analysis is based on a unique unchanged historical parish division, and we use an index of local spatial correlation to describe different kinds of spatial dependencies that have influenced the redistribution of the population. To control inherent time dependencies, we introduce a non-separable spatial temporal correlation model into the analysis of population redistribution. Hereby, several different spatial dependencies can be observed simultaneously over time. The main conclusions are that while local population changes have been highly dependent on the neighbouring populations in the 19th century, this spatial dependence have become insignificant already when two parishes is separated by 5 kilometres in the late 20th century. Another conclusion is that the time dependency in the population change is higher when the population redistribution is weak, as it currently is and as it was during the 19th century until the start of industrial revolution.

Testing the Markov property with ultra high frequency financial data

This paper develops a framework to test whether discrete-valued irregularly-spaced financial transactions data follow a subordinated Markov process. For that purpose, we consider a specific optional sampling in which a continuous-time Markov process is observed only when it crosses some discrete level. This framework is convenient for it accommodates not only the irregular spacing of transactions data, but also price discreteness. Further, it turns out that, under such an observation rule, the current price duration is independent of previous price durations given the current price realization. A simple nonparametric test then follows by examining whether this conditional independence property holds. Finally, we investigate whether or not bid-ask spreads follow Markov processes using transactions data from the New York Stock Exchange. The motivation lies on the fact that asymmetric information models of market microstructures predict that the Markov property does not hold for the bid-ask spread. The results are mixed in the sense that the Markov assumption is rejected for three out of the five stocks we have analyzed.

Effect of density on population development in the Amazon River prawn Macrobrachium amazonicum

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

Cryptic lineages and Pleistocene population expansion in a Brazilian Cerrado frog

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Algoritmos genéticos: uso de lógica nebulosa e análise de convergência por cadeia de Markov

In this work, the Markov chain will be the tool used in the modeling and analysis of convergence of the genetic algorithm, both the standard version as for the other versions that allows the genetic algorithm. In addition, we intend to compare the performance of the standard version with the fuzzy version, believing that this version gives the genetic algorithm a great ability to find a global optimum, own the global optimization algorithms. The choice of this algorithm is due to the fact that it has become, over the past thirty yares, one of the more importan tool used to find a solution of de optimization problem. This choice is due to its effectiveness in finding a good quality solution to the problem, considering that the knowledge of a good quality solution becomes acceptable given that there may not be another algorithm able to get the optimal solution for many of these problems. However, this algorithm can be set, taking into account, that it is not only dependent on how the problem is represented as but also some of the operators are defined, to the standard version of this, when the parameters are kept fixed, to their versions with variables parameters. Therefore to achieve good performance with the aforementioned algorithm is necessary that it has an adequate criterion in the choice of its parameters, especially the rate of mutation and crossover rate or even the size of the population. It is important to remember that those implementations in which parameters are kept fixed throughout the execution, the modeling algorithm by Markov chain results in a homogeneous chain and when it allows the variation of parameters during the execution, the Markov chain that models becomes be non - homogeneous. Therefore, in an attempt to improve the algorithm performance, few studies have tried to make the setting of the parameters through strategies that capture the intrinsic characteristics of the problem. These characteristics are extracted from the present state of execution, in order to identify and preserve a pattern related to a solution of good quality and at the same time that standard discarding of low quality. Strategies for feature extraction can either use precise techniques as fuzzy techniques, in the latter case being made through a fuzzy controller. A Markov chain is used for modeling and convergence analysis of the algorithm, both in its standard version as for the other. In order to evaluate the performance of a non-homogeneous algorithm tests will be applied to compare the standard fuzzy algorithm with the genetic algorithm, and the rate of change adjusted by a fuzzy controller. To do so, pick up optimization problems whose number of solutions varies exponentially with the number of variables

Association of haplotypes in the IL8 gene with susceptibility to chronic periodontitis in a Brazilian population

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

Association of Haplotypes in the CXCR2 Gene with Periodontitis in a Brazilian Population

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

Ecological modeling and pest population management: a possible and necessary connection in a changing world

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

Population features of the spider crab Acanthonyx scutiformis (Dana 1851) (Crustacea, Majoidea, Epialtidae) associated with rocky-shore algae from southeastern Brazil.

Acanthonyx scutiformis, an endemic species in the Brazilian coast, is commonly found in intertidal rocky-shore algal communities. This study analyzes the population biology of A. scutiformis from Ubatuba region. A total of 371 specimens were collected over one year. Size range was 4.2[long dash]12.7 mm CW (carapace width) for females and 3.7[long dash]15.8 mm CW for males. Females predominated in intermediate size classes, whereas males prevailed in the largest ones. The estimated size when 50% crabs were mature was 10.7 mm CW for males and 8.9 mm CW for females. Sex ratio varied among the demographic groups. The processes that influence A. scutiformis population structure can be related to the different times males and females reach sexual maturity and probably to the distinct predation pressures on each sex during the adult phase.

Population dynamic of Sesarma rectum (Crustacea, Brachyura, Sesarmidae) from a muddy flat under human impact, Paraty, Rio de Janeiro, Brazil

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

Comparative population biology of Uca rapax (Smith, 1870) (Brachyura, Ocypodidae) from two subtropical mangrove habitats on the Brazilian coast

The structure of two populations of the fiddler crab Uca rapax in two subtropical mangrove habitats near Ubatuba, State of São Paulo, Brazil were compared. The size - frequency distribution, sex ratio, and recruitment were evaluated. Sampling was performed monthly from April 2001 to March 2002 in the Itamambuca and Ubatumirim habitats. Crabs were caught manually for 15 min by two collectors during low tide. The carapace width of each crab was measured with a digital caliper, and the sex and ovigerous state were recorded. The median size of the carapace width of males was greater than that of females at both sites (P<0.05). The median size of the crabs from Itamambuca was larger than at Ubatumirim (P<0.05). Only 28 ovigerous females were obtained from both mangroves, which suggested that females might remain in their burrows during the incubation period. The highest recruitment pulse occurred in winter for both populations, probably as a consequence of high reproductive activity during summer. The sex ratio in the size classes showed an anomalous pattern, with a higher frequency of females in the intermediate size classes. This may be related to a greater energy requirement for reproduction in females, thus delaying growth. The variable environmental conditions to which Uca rapax populations are subject appear to act directly or indirectly on the population, causing variations in growth and reproductive processes in the different populations investigated here.

Population dynamics of Petrochirus diogenes (Crustacea, Anomura, Diogenidae) in the Ubatuba region, São Paulo, Brazil

This work examines the population dynamics of Petrochirus diogenes in the Ubatuba region (São Paulo, Brazil), focusing on size frequency distribution, sex ratio, and reproductive and recruitment period. Collections were made with two double-rig nets in the years 1993-1996. The 799 individuals obtained were separated into 14 size classes based on the length of the cephalothoracic shield. The shield size varied from 5.4 to 40.0 mm in males and from 5.7 to 32.1 mm in females. The size frequency distribution was unimodal for both sexes. Only small oscillations occurred in the sex ratio until the seventh size class, followed by preponderance of males. This suggests a standard pattern for the sex ratio in P. diogenes. As males were found in the largest size classes, they present a clear sexual dimorphism. This characteristic can be considered as a selective advantage, mainly during the mating processes and in the agonistic behavior. Ovigerous females were recorded in the spring and summer, indicating seasonal reproduction.

Adaptive control charts: A Markovian approach for processes subject to independent disturbances

Recent studies have shown that adaptive X control charts are quicker than traditional X charts in detecting small to moderate shifts in a process. In this article, we propose a joint statistical design of adaptive X and R charts having all design parameters varying adaptively. The process is subjected to two independent assignable causes. One cause changes the process mean and the other changes the process variance. However, the occurrence of one kind of assignable cause does not preclude the occurrence of the other. It is assumed that the quality characteristic is normally distributed and the time that the process remains in control has exponential distribution. Performance measures of these adaptive control charts are obtained through a Markov chain approach. (c) 2005 Elsevier B.V. All rights reserved.

Linear quadratic Gaussian control of discrete-time Markov jump linear systems with horizon defined by stopping times

The linear quadratic Gaussian control of discrete-time Markov jump linear systems is addressed in this paper, first for state feedback, and also for dynamic output feedback using state estimation. in the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (T N), or the occurrence of a crucial failure event (τ δ), after which the system paralyzed. From the constructive method used here a separation principle holds, and the solutions are given in terms of a Kalman filter and a state feedback sequence of controls. The control gains are obtained by recursions from a set of algebraic Riccati equations for the former case or by a coupled set of algebraic Riccati equation for the latter case. Copyright © 2005 IFAC.