Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise

In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds 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.

Extensions of discrete triangular distributions and boundary bias in kernel estimation for discrete functions

Asymmetric discrete triangular distributions are introduced in order to extend the symmetric ones serving for discrete associated kernels in the nonparametric estimation for discrete functions. The extension from one to two orders around the mode provides a large family of discrete distributions having a finite support. Establishing a bridge between Dirac and discrete uniform distributions, some different shapes are also obtained and their properties are investigated. In particular, the mean and variance are pointed out. Applications to discrete kernel estimators are given with a solution to a boundary bias problem. (C) 2010 Elsevier B.V. All rights reserved.

Progeny evaluation for resistance to Phaeosphaeria leaf spot in tropical maize

Maize breeding programmes in Brazil and elsewhere seek reliable methods to identify genotypes resistant to Phaeosphaeria leaf spot. The area under the disease progress curve (AUDPC) is an accurate method to evaluate the severity of foliar diseases. However, at least three data points are required to calculate the AUDPC, which is unfeasible when there are thousands of genotypes to be assessed. The aim of this work was to estimate the heritability of disease resistance, evaluate disease severity at different times using a nine-point scale in comparison to the AUDPC, and establish the most suitable phenological period for disease assessment. A repeated experiment was conducted in a 11 x 11 lattice experimental design with three replications. Disease assessments were carried out at flowering, 15 and 30 days post-anthesis for the parental lines DS95, DAS21, the F1 generation and 118 F2:3 progenies. Then, the AUDPC was obtained and results compared with the single-point evaluations used to calculate it. Individual and joint analyses of variance were conducted to obtain heritabiliy estimates. The assessments performed after the flowering stage gave higher estimates of heritability and correlation with AUDPC. We concluded that one assessment between the 15th and 30th day after flowering could provide enough information to distinguish maize genotypes for their resistance to Phaeosphaeria leaf spot under tropical conditions.

QTL mapping for reaction to Phaeosphaeria leaf spot in a tropical maize population

Phaeosphaeria leaf spot (PLS) is an important disease in tropical and subtropical maize (Zea mays, L.) growing areas, but there is limited information on its inheritance. Thus, this research was conducted to study the inheritance of the PLS disease in tropical maize by using QTL mapping and to assess the feasibility of using marker-assisted selection aimed to develop genotypes resistance to this disease. Highly susceptible L14-04B and highly resistant L08-05F inbred lines were crossed to develop an F(2) population. Two-hundred and fifty six F(2) plants were genotyped with 143 microsatellite markers and their F(2:3) progenies were evaluated at seven environments. Ten plants per plot were evaluated 30 days after silk emergence following a rating scale, and the plot means were used for analyses. The heritability coefficient on a progeny mean basis was high (91.37%), and six QTL were mapped, with one QTL on chromosomes 1, 3, 4, and 6, and two QTL on chromosome 8. The gene action of the QTL ranged from additive to partial dominance, and the average level of dominance was partial dominance; also a dominance x dominance epistatic effect was detected between the QTL mapped on chromosome 8. The phenotypic variance explained by each QTL ranged from 2.91 to 11.86%, and the joint QTL effects explained 41.62% of the phenotypic variance. The alleles conditioning resistance to PLS disease of all mapped QTL were in the resistant parental inbred L08-05F. Thus, these alleles could be transferred to other elite maize inbreds by marker-assisted backcross selection to develop hybrids resistant to PLS disease.

Genetic variability in S(1) families from different maize populations.

Genetic variability in S(1) families from different maize populations. The objectives of the present work were directed towards the study of genetic: variablilty In seven maize populations with a broad genetic base, as a guide for population improvement. The field evaluation was conducted in completely randomized blocks, at one location (Anhembi, Sao Paulo state) with different groups, of S(1) families Obtained from seven populations (GO-D: dent type, GO-F: flint type, GO-L: long car, GO-G: thick Car; and composites G3, G4 and GO-S). Estimates were obtained for genetic variance (progeny mean basis), phenotypic variance of families means, and coefficient of heritability (broad sense) for progeny means. Estimates of heritability were high for Car weight (0,89 to 0.94), car length (0.77 to 0.88) and car diameter (0.77 to 0.92); and lower for plant height (0.58 to 0.80) and Car height (0.54 to 0.84), thus showing the high Potential of the populations for recurrent selection based oil S, families. Ear yield in the base populations used as controls varied front 11,200 kg ha(-1) (GO-D) to 12,800 kg ha(-1) (G3). The means of S(1) families varied from 6,070 kg ha(-1) (GO-F) to 7,380 kg ha(-1) (G4); the Inbreeding depression in S(1) Families varied front 37.5% (G4) to 48.0% (G3) relative to the non-inbred population.

Quantitative Trait Loci Mapping and The Genetic Basis of Heterosis in Maize and Rice

Despite its importance to agriculture, the genetic basis of heterosis is still not well understood. The main competing hypotheses include dominance, overdominance, and epistasis. NC design III is an experimental design that. has been used for estimating the average degree of dominance of quantitative trait 106 (QTL) and also for studying heterosis. In this study, we first develop a multiple-interval mapping (MIM) model for design III that provides a platform to estimate the number, genomic positions, augmented additive and dominance effects, and epistatic interactions of QTL. The model can be used for parents with any generation of selling. We apply the method to two data sets, one for maize and one for rice. Our results show that heterosis in maize is mainly due to dominant gene action, although overdominance of individual QTL could not completely be ruled out due to the mapping resolution and limitations of NC design III. For rice, the estimated QTL dominant effects could not explain the observed heterosis. There is evidence that additive X additive epistatic effects of QTL could be the main cause for the heterosis in rice. The difference in the genetic basis of heterosis seems to be related to open or self pollination of the two species. The MIM model for NC design III is implemented in Windows QTL Cartographer, a freely distributed software.

Genetic Diversity and a PCR-Based Method for Xanthomonas axonopodis Detection in Passion Fruit

Xanthomonas axonopodis pv. passiflorae causes bacterial spot in passion fruit. It attacks the purple and yellow passion fruit as well as the sweet passion fruit. The diversity of 87 isolates of pv. passiflorae collected from across 22 fruit orchards in Brazil was evaluated using molecular profiles and statistical procedures, including an unweighted pair-group method with arithmetical averages-based dendrogram, analysis of molecular variance (AMOVA), and an assigning test that provides information on genetic structure at the population level. Isolates from another eight pathovars were included in the molecular analyses and all were shown to have a distinct repetitive sequence-based polymerase chain reaction profile. Amplified fragment length polymorphism technique revealed considerable diversity among isolates of pv. passiflorae, and AMOVA showed that most of the variance (49.4%) was due to differences between localities. Cluster analysis revealed that most genotypic clusters were homogeneous and that variance was associated primarily with geographic origin. The disease adversely affects fruit production and may kill infected plants. A method for rapid diagnosis of the pathogen, even before the disease symptoms become evident, has value for producers. Here, a set of primers (Xapas) was designed by exploiting a single-nucleotide polymorphism between the sequences of the intergenic 16S-23S rRNA spacer region of the pathovars. Xapas was shown to effectively detect all pv. passiflorae isolates and is recommended for disease diagnosis in passion fruit orchards.

Parametric correlation functions to model the structure of permanent environmental (co)variances in milk yield random regression models

The objective of the present study was to estimate milk yield genetic parameters applying random regression models and parametric correlation functions combined with a variance function to model animal permanent environmental effects. A total of 152,145 test-day milk yields from 7,317 first lactations of Holstein cows belonging to herds located in the southeastern region of Brazil were analyzed. Test-day milk yields were divided into 44 weekly classes of days in milk. Contemporary groups were defined by herd-test-day comprising a total of 2,539 classes. The model included direct additive genetic, permanent environmental, and residual random effects. The following fixed effects were considered: contemporary group, age of cow at calving (linear and quadratic regressions), and the population average lactation curve modeled by fourth-order orthogonal Legendre polynomial. Additive genetic effects were modeled by random regression on orthogonal Legendre polynomials of days in milk, whereas permanent environmental effects were estimated using a stationary or nonstationary parametric correlation function combined with a variance function of different orders. The structure of residual variances was modeled using a step function containing 6 variance classes. The genetic parameter estimates obtained with the model using a stationary correlation function associated with a variance function to model permanent environmental effects were similar to those obtained with models employing orthogonal Legendre polynomials for the same effect. A model using a sixth-order polynomial for additive effects and a stationary parametric correlation function associated with a seventh-order variance function to model permanent environmental effects would be sufficient for data fitting.

Random regression models to estimate test-day milk yield genetic parameters Holstein cows in Southeastern Brazil

A total of 152,145 weekly test-day milk yield records from 7317 first lactations of Holstein cows distributed in 93 herds in southeastern Brazil were analyzed. Test-day milk yields were classified into 44 weekly classes of DIM. The contemporary groups were defined as herd-year-week of test-day. The model included direct additive genetic, permanent environmental and residual effects as random and fixed effects of contemporary group and age of cow at calving as covariable, linear and quadratic effects. Mean trends were modeled by a cubic regression on orthogonal polynomials of DIM. Additive genetic and permanent environmental random effects were estimated by random regression on orthogonal Legendre polynomials. Residual variances were modeled using third to seventh-order variance functions or a step function with 1, 6,13,17 and 44 variance classes. Results from Akaike`s and Schwarz`s Bayesian information criterion suggested that a model considering a 7th-order Legendre polynomial for additive effect, a 12th-order polynomial for permanent environment effect and a step function with 6 classes for residual variances, fitted best. However, a parsimonious model, with a 6th-order Legendre polynomial for additive effects and a 7th-order polynomial for permanent environmental effects, yielded very similar genetic parameter estimates. (C) 2008 Elsevier B.V. All rights reserved.

THE MONTHLY RAINFALL IN THE RIO DE JANEIRO STATE, BRAZIL: SEASONALITY AND TREND

The objective of this work was to carry a descriptive analysis in the monthly precipitation of rainfall stations from Rio de Janeiro State, Brazil, using data of position and dispersion and graphical analyses, and to verify the presence of seasonality and trend in these data, with a study about the application of models of time series. The descriptive statistics was to characterize the general behavior of the series in three stations selected which present consistent historical series. The methodology of analysis of variance in randomized blocks and the determination of models of multiple linear regression, considering years and months as predictors variables, disclosed the presence of seasonality, what allowed to infer on the occurrence of repetitive natural phenomena throughout the time and absence of trend in the data. It was applied the methodology of multiple linear regression to removal the seasonality of these time series. The original data had been deducted from the estimates made by the adjusted model and the analysis of variance in randomized blocks for the residues of regression was preceded again. With the results obtained it was possible to conclude that the monthly rainfall present seasonality and they don`t present trend, the analysis of multiple regression was efficient in the removal of the seasonality, and the rainfall can be studied by means of time series.

Effects of margarines and butter consumption on lipid profiles, inflammation markers and lipid transfer to HDL particles in free-living subjects with the metabolic syndrome

Objective: Our purpose was to examine the effects of daily servings of butter, no-trans-fat margarine and plant sterol margarine, within recommended amounts, on plasma lipids, apolipoproteins (Apos), biomarkers of inflammation and endothelial dysfunction, and on the transfer of lipids to HDL particles in free-living subjects with the metabolic syndrome. Methods: This was a randomized, single-blind study where 53 metabolic syndrome subjects (62% women, mean age 54 years) received isocaloric servings of butter, no-trans-fat margarine or plant sterol margarine in addition to their usual diets for 5 weeks. The main outcome measures were plasma lipids, Apo, inflammatory and endothelial dysfunction markers (CRP, IL-6, CD40L or E-selectin), small dense LDL cholesterol concentrations and in vitro radioactive lipid transfer from cholesterol-rich emulsions to HDL. Difference among groups was evaluated by analysis of variance. Results: There was a significant reduction in Apo-B (-10.4 %, P = 0.043) and in the Apo-B/Apo-A-1 ratio (-11.1%, P = 0.034) with plant sterol margarine. No changes in plasma lipids were noticed with butter and no-trans-fat margarine. Transfer rates of lipids to HDL were reduced in the no-trans-fat margarine group: triglycerides -42.0%, (P<0.001 vs butter and sterol margarine) and free cholesterol -16.2% (P = 0.006 vs sterol margarine). No significant effects were noted on the concentrations of inflammatory and endothelial dysfunction markers among the groups. Conclusions: In free-living subjects with the metabolic syndrome consumption of plant sterol and no-trans-fat margarines within recommended amounts reduced, respectively, Apo-B concentrations and the ability of HDL to accept lipids. European Journal of Clinical Nutrition (2010) 64, 1141-1149; doi:10.1038/ejcn.2010.122; published online 21 July 2010

Bioequivalence Evaluation of Two Different Tablet Formulations of Tinidazole in Healthy Volunteers

The bioequivalence of two different tablet formulations of tirtidazole (CAS 19387-91-8) was determined in healthy volunteers after a single dose in a randomized crossover study, with a 1-week washout period between the doses. Reference and test products were administered to 24 volunteers with 240 mL water after overnight fasting. Plasma concentrations of tinidazole were monitored by a high-performance liquid chromatographic method (HPLC) over a period of 72 h after the administration. The pharmacokinetic parameters AUC(0-t), AUC(0-infinity), C(max), T(max), T((1/2)el) and beta were determined from plasma concentration time profile of both formulations and found to be in good agreement with previously reported values. The calculated pharmacokinetic parameters were compared statistically to evaluate bioequivalence between the two brands. The analysis of variance (ANOVA) did not show any significant difference between the two formulations and 90% confidence intervals for the ratio of C(max) (93.9 - 102.6%), AUC(0-t), (94.9-101.1%) and AUC(0-infinity) (94.6-100.8%) values for the test and reference products were within the 80 - 125% interval, satisfying bioequivalence criteria of the European Committee for Proprietary Medicinal Products and the US Food and Drug Administration Guidelines. These results indicate that the test and the reference products of tinidazole are bioequivalent and, thus, may be prescribed interchangeably.

A New Approach to Ammonium Sulphate Feeding for Fed-Batch Arthrospira (Spirulina) platensis Cultivation in Tubular Photobioreactor

Arthrospira platensis was cultivated in tubular photobioreactor using different photosynthetic photon flux densities (PPFD) and protocols of (NH(4))(2)SO(4) fed-hatch supply. Results were evaluated by variance analysis selecting maximum cell concentration (X(m)), cell productivity (P(x)), nitrogen-to-cell conversion factor (Y(X/N)) and biomass, protein and lipid contents as responses. At PPFD of 120 and 240 mu mol-photons/m(2) s, a parabolic profile of (NH(4))(2)SO(4) addition aiming at producing biomass with 7% nitrogen content ensured X(m) values (14.1 and 12.2 g/L, respectively) comparable to those obtained with NaNO(3). At PPFD of 240 mu mol-photons/m(2) s, P(x) (1.69 g/Ld) was 36% higher, although the photosynthetic efficiency (3.0%) was less than one-half that at PPFD of 120 mu mol-photons/m(2) s. Biomass was shown to be constituted by about 35% proteins and 10% lipids, without any dependence on PPFD or kind of nitrogen source. These results highlight the possible use of (NH(4))(2)SO(4) as alternative, cheap nitrogen source for A. platensis cultivation in tubular photobioreactors. (C) 2010 American Institute of Chemical Engineers Biotechnol. Prog., 26: 1271-1277, 2010

Paste Residence Time in a Spouted Bed Dryer. IV: Effect of the Inert Particle Size Distribution

The residence time distribution and mean residence time of a 10% sodium bicarbonate solution that is dried in a conventional spouted bed with inert bodies were measured with the stimulus-response method. Methylene blue was used as a chemical tracer, and the effects of the paste feed mode, size distribution of the inert bodies, and mean particle size on the residence times and dried powder properties were investigated. The results showed that the residence time distributions could be best reproduced with the perfect mixing cell model or N = 1 for the continuous stirred tank reactor in a series model. The mean residence times ranged from 6.04 to 12.90 min and were significantly affected by the factors studied. Analysis of variance on the experimental data showed that mean residence times were affected by the mean diameter of the inert bodies at a significance level of 1% and by the size distribution at a level of 5%. Moreover, altering the paste feed from dripping to pneumatic atomization affected mean residence time at a 5% significance level. The dried powder characteristics proved to be adequate for further industrial manipulation, as demonstrated by the low moisture content, narrow range of particle size, and good flow properties. The results of this research are significant in the study of the drying of heat-sensitive materials because it shows that by simultaneously changing the size distribution and average size of the inert bodies, the mean residence times of a paste can be reduced by half, thus decreasing losses due to degradation.