Exit times in non-Markovian drifting continuous-time random-walk processes

By appealing to renewal theory we determine the equations that the mean exit time of a continuous-time random walk with drift satisfies both when the present coincides with a jump instant or when it does not. Particular attention is paid to the corrections ensuing from the non-Markovian nature of the process. We show that when drift and jumps have the same sign the relevant integral equations can be solved in closed form. The case when holding times have the classical Erlang distribution is considered in detail.

Monotonic continuous-time random walks with drift and stochastic reset events

In this paper we consider a stochastic process that may experience random reset events which suddenly bring the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonic continuous-time random walks with a constant drift: The process increases between the reset events, either by the effect of the random jumps, or by the action of the deterministic drift. As a result of all these combined factors interesting properties emerge, like the existence (for any drift strength) of a stationary transition probability density function, or the faculty of the model to reproduce power-law-like behavior. General formulas for two extreme statistics, the survival probability, and the mean exit time, are also derived. To corroborate in an independent way the results of the paper, Monte Carlo methods were used. These numerical estimations are in full agreement with the analytical predictions.

Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey

Sobriety checkpoints are not usually randomly located by traffic authorities. As such, information provided by non-random alcohol tests cannot be used to infer the characteristics of the general driving population. In this paper a case study is presented in which the prevalence of alcohol-impaired driving is estimated for the general population of drivers. A stratified probabilistic sample was designed to represent vehicles circulating in non-urban areas of Catalonia (Spain), a region characterized by its complex transportation network and dense traffic around the metropolis of Barcelona. Random breath alcohol concentration tests were performed during spring 2012 on 7,596 drivers. The estimated prevalence of alcohol-impaired drivers was 1.29 PER CENT, which is roughly a third of the rate obtained in non-random tests. Higher rates were found on weekends (1.90 PER CENT on Saturdays, 4.29 PER CENT on Sundays) and especially at night. The rate is higher for men (1.45 PER CENT) than for women (0.64 PER CENT) and the percentage of positive outcomes shows an increasing pattern with age. In vehicles with two occupants, the proportion of alcohol-impaired drivers is estimated at 2.62 PER CENT, but when the driver was alone the rate drops to 0.84 PER CENT, which might reflect the socialization of drinking habits. The results are compared with outcomes in previous surveys, showing a decreasing trend in the prevalence of alcohol-impaired drivers over time.

Persistent random walk model for transport trough thin slabs

We present a model for transport in multiply scattering media based on a three-dimensional generalization of the persistent random walk. The model assumes that photons move along directions that are parallel to the axes. Although this hypothesis is not realistic, it allows us to solve exactly the problem of multiple scattering propagation in a thin slab. Among other quantities, the transmission probability and the mean transmission time can be calculated exactly. Besides being completely solvable, the model could be used as a benchmark for approximation schemes to multiple light scattering.

LSB Matching Steganalysis Based on Patterns of Pixel Differences and Random Embedding

Peer-reviewed

Random walk radiosity with generalized absorption probabilities

The author studies random walk estimators for radiosity with generalized absorption probabilities. That is, a path will either die or survive on a patch according to an arbitrary probability. The estimators studied so far, the infinite path length estimator and finite path length one, can be considered as particular cases. Practical applications of the random walks with generalized probabilities are given. A necessary and sufficient condition for the existence of the variance is given, together with heuristics to be used in practical cases. The optimal probabilities are also found for the case when one is interested in the whole scene, and are equal to the reflectivities

Testing the Random Walk Hypothesis on the Baltic Stock Markets

The purpose of the thesis is to analyze whether the returns of general stock market indices of Estonia, Latvia and Lithuania follow the random walk hypothesis (RWH), and in addition, whether they are consistent with the weak-form efficiency criterion. Also the existence of the day-of-the-week anomaly is examined in the same regional markets. The data consists of daily closing quotes of the OMX Tallinn, Riga and Vilnius total return indices for the sample period from January 3, 2000 to August 28, 2009. Moreover, the full sample period is also divided into two sub-periods. The RWH is tested by applying three quantitative methods (i.e. the Augmented Dickey-Fuller unit root test, serial correlation test and non-parametric runs test). Ordinary Least Squares (OLS) regression with dummy variables is employed to detect the day-of-the-week anomalies. The random walk hypothesis (RWH) is rejected in the Estonian and Lithuanian stock markets. The Latvian stock market exhibits more efficient behaviour, although some evidence of inefficiency is also found, mostly during the first sub-period from 2000 to 2004. Day-of-the-week anomalies are detected on every stock market examined, though no longer during the later sub-period.

Random amplified polymorphic DNA profiles as a tool for the characterization of Brazilian keratitis isolates of the genus Acanthamoeba

The genus Acanthamoeba comprises free-living amebae identified as opportunistic pathogens of humans and other animal species. Morphological, biochemical and molecular approaches have shown wide genetic diversity within the genus. In an attempt to determine the genetic relatedness among isolates of Acanthamoeba we analyzed randomly amplified polymorphic DNA (RAPD) profiles of 11 Brazilian isolates from cases of human keratitis and 8 American type culture collection (ATCC) reference strains. We found that ATCC strains belonging to the same species present polymorphic RAPD profiles whereas strains of different species show very similar profiles. Although most Brazilian isolates could not be assigned with certainty to any of the reference species, they could be clustered according to pattern similarities. The results show that RAPD analysis is a useful tool for the rapid characterization of new isolates and the assessment of genetic relatedness of Acanthamoeba spp. A comparison between RAPD analyses and morphological characteristics of cyst stages is also discussed.

Random amplification of polymorphic DNA reveals clonal relationships among enteropathogenic Escherichia coli isolated from non-human primates and humans

Enteropathogenic Escherichia coli (EPEC) strains are important agents of infantile diarrhea all over the world, gaining even greater importance in developing countries. EPEC have also been isolated from various animal species, but most isolates belong to serotypes that differ from those recovered from humans. However, it has been demonstrated that several isolates from non-human primates belong to the serogroups and/or serotypes related to those implicated in human disease. The objective of this study was to evaluate the genetic differences between thirteen strains isolated from non-human primates and the same number of strains isolated from human infections. Human isolates belonged to the same serogroup/serotype as the monkey strains and the evaluation was done by analysis of random amplified polymorphic DNA. Dendrogram analysis showed that there was no clustering between human and monkey strains. Human and non-human isolates of the EPEC serotypes O127:H40 and O128:H2 shared 90 and 87% of their bands, respectively, indicating strong genomic similarity between the strains, leading to the speculation that they may have arisen from the same pathogenic clone. To our knowledge, this study is the first one comparing genomic similarity between human and non-human primate strains and the results provide further evidence that monkey EPEC strains correlate with human EPEC, as suggested in a previous investigation.

Random-start controlled ovarian stimulation for emergency fertility preservation in a patient with myelodysplastic syndrome: a case report

This study reports a case of a gonadotropin-releasing hormone agonist trigger in a young female with myelodysplastic syndrome (MDS) who underwent fertility preservation using random-start controlled ovarian stimulation. This method involves the stimulation of the ovary regardless of a patient's menstrual-cycle phase. A review of the related literature is also provided. A 17-year-old patient was diagnosed with MDS and required initiation of peripheral blood stem cell transplantation within a maximum of 3 weeks and was in the luteal phase of the menstrual cycle when the possibility of attempting preservation of fertility was presented to her. She opted for a random-start controlled ovarian stimulation with gonadotropins. With successful hemorrhagic prophylaxis, 17 oocytes were retrieved including 10 mature and 7 immature oocytes. Of the immature oocytes, 3 were successfully matured in vitro and a vitrification protocol was used to freeze the 13 mature oocytes.

Optimization of random amplified polymorphic DNA protocol for molecular identification of Lophius gastrophysus

Lophius gastrophysus has important commercial value in Brazil particularly for foreign trade. In this study, we described the optimization of Random Amplified Polymorphic DNA (RAPD) protocol for identification of L. gastrophysus. Different conditions (annealing temperatures, MgCl concentrations, DNA quantity) were tested to find reproducible and adequate profiles. Amplifications performed with primers A01, ² A02 and A03 generate the best RAPD profiles when the conditions were annealing temperature of 36ºC, 25 ng of DNA quantity and 2.5 mM MgCl2. Exact identification of the species and origin of marine products is necessary and RAPD could be used as an accurate, rapid tool to expose commercial fraud.

Análise da pureza genética e discriminação de cultivares de vinca (Catharanthus roseus (L.) G.Don) usando "random amplified polymorphic DNA" em DNA extraído de sementes e folhas

A técnica "Random Amplified Polymorphic DNA" (RAPD) surgiu como uma ferramenta útil para testar a pureza genética e a discriminação de cultivares em muitas espécies. É uma técnica simples, rápida, relativamente de baixo custo e permite o uso de DNA extraído de sementes secas, o que é muito importante em um programa de análise de sementes. O uso desta tecnologia no teste da pureza genética pode ser muito interessante para algumas espécies, como a vinca (Catharanthus roseus (L.) G.Don), pois pouco se conhece a respeito da seqüência de seu DNA. É interessante, também, pelo fato de existir grande número de "primers" comercialmente disponíveis, que podem ser prontamente utilizados para gerar dados. Essa técnica pode ser mais facilmente utilizada para gerar padrões de bandas polimórficas suficientes para discriminar genótipos diferentes. Todavia, no presente estudo, os padrões RAPD de bandas obtidas de amostras de DNA extraído de sementes de vinca em "bulk" foram não-consistentes, o mesmo ocorrendo com o uso de DNA extraído de sementes individuais de um mesmo cultivar, o que evidencia que a técnica não é aplicável para testar a pureza genética e a discriminação de cultivares de vinca. Entretanto, os padrões de bandas RAPD gerados a partir de DNA extraído de tecido foliar de plântulas foram mais reproduzíveis e poderiam ser considerados na caracterização de cultivares.

Monte Carlo study of the XY-model on quasi-periodic lattices

Monte Carlo Simulations were carried out using a nearest neighbour ferromagnetic XYmodel, on both 2-D and 3-D quasi-periodic lattices. In the case of 2-D, both the unfrustrated and frustrated XV-model were studied. For the unfrustrated 2-D XV-model, we have examined the magnetization, specific heat, linear susceptibility, helicity modulus and the derivative of the helicity modulus with respect to inverse temperature. The behaviour of all these quatities point to a Kosterlitz-Thouless transition occuring in temperature range Te == (1.0 -1.05) JlkB and with critical exponents that are consistent with previous results (obtained for crystalline lattices) . However, in the frustrated case, analysis of the spin glass susceptibility and EdwardsAnderson order parameter, in addition to the magnetization, specific heat and linear susceptibility, support a spin glass transition. In the case where the 'thin' rhombus is fully frustrated, a freezing transition occurs at Tf == 0.137 JlkB , which contradicts previous work suggesting the critical dimension of spin glasses to be de > 2 . In the 3-D systems, examination of the magnetization, specific heat and linear susceptibility reveal a conventional second order phase transition. Through a cumulant analysis and finite size scaling, a critical temperature of Te == (2.292 ± 0.003) JI kB and critical exponents of 0:' == 0.03 ± 0.03, f3 == 0.30 ± 0.01 and I == 1.31 ± 0.02 have been obtained.

A Theory of Random Consumer Demand

This paper presents a new theory of random consumer demand. The primitive is a collection of probability distributions, rather than a binary preference. Various assumptions constrain these distributions, including analogues of common assumptions about preferences such as transitivity, monotonicity and convexity. Two results establish a complete representation of theoretically consistent random demand. The purpose of this theory of random consumer demand is application to empirical consumer demand problems. To this end, the theory has several desirable properties. It is intrinsically stochastic, so the econometrician can apply it directly without adding extrinsic randomness in the form of residuals. Random demand is parsimoniously represented by a single function on the consumption set. Finally, we have a practical method for statistical inference based on the theory, described in McCausland (2004), a companion paper.