Probability distribution of the four-phase structure invariants of isomorphously related structure factors and its applications

The probability distribution of the four-phase structure invariants (4PSIs) involving four pairs of structure factors is derived by integrating the direct methods with isomorphous replacement (IR). A simple expression of the reliability parameter for 16 types of invariant is given in the case of a native protein and a heavy-atom derivative. Test calculations on a protein and its heavy-atom derivative using experimental diffraction data show that the reliability for 4PSI estimates is comparable with that for the three-phase structure invariants (3PSIs), and that a large-modulus invariants method can be used to improve the accuracy.

Probability distribution of random wave-current forces

Based on the second-order solutions obtained for the three-dimensional weakly nonlinear random waves propagating over a steady uniform current in finite water depth, the joint statistical distribution of the velocity and acceleration of the fluid particle in the current direction is derived using the characteristic function expansion method. From the joint distribution and the Morison equation, the theoretical distributions of drag forces, inertia forces and total random forces caused by waves propagating over a steady uniform current are determined. The distribution of inertia forces is Gaussian as that derived using the linear wave model, whereas the distributions of drag forces and total random forces deviate slightly from those derived utilizing the linear wave model. The distributions presented can be determined by the wave number spectrum of ocean waves, current speed and the second order wave-wave and wave-current interactions. As an illustrative example, for fully developed deep ocean waves, the parameters appeared in the distributions near still water level are calculated for various wind speeds and current speeds by using Donelan-Pierson-Banner spectrum and the effects of the current and the nonlinearity of ocean waves on the distribution are studied. (c) 2006 Elsevier Ltd. All rights reserved.

Fuzzy ARTMAP, Slow Learning and Probability Estimation

A nonparametric probability estimation procedure using the fuzzy ARTMAP neural network is here described. Because the procedure does not make a priori assumptions about underlying probability distributions, it yields accurate estimates on a wide variety of prediction tasks. Fuzzy ARTMAP is used to perform probability estimation in two different modes. In a 'slow-learning' mode, input-output associations change slowly, with the strength of each association computing a conditional probability estimate. In 'max-nodes' mode, a fixed number of categories are coded during an initial fast learning interval, and weights are then tuned by slow learning. Simulations illustrate system performance on tasks in which various numbers of clusters in the set of input vectors mapped to a given class.

A Fuzzy ARTMAP Nonparametric Probability Estimator For Nonstationary Pattern Recognition Problem

An incremental, nonparametric probability estimation procedure using the fuzzy ARTMAP neural network is introduced. In slow-learning mode, fuzzy ARTMAP searches for patterns of data on which to build ever more accurate estimates. In max-nodes mode, the network initially learns a fixed number of categories, and weights are then adjusted gradually.

An Integrated Neural Network-Event-Related Potentials Model of Temporal and Probability Context Effects on Event Categorization

We present a neural network that adapts and integrates several preexisting or new modules to categorize events in short term memory (STM), encode temporal order in working memory, evaluate timing and probability context in medium and long term memory. The model shows how processed contextual information modulates event recognition and categorization, focal attention and incentive motivation. The model is based on a compendium of Event Related Potentials (ERPs) and behavioral results either collected by the authors or compiled from the classical ERP literature. Its hallmark is, at the functional level, the interplay of memory registers endowed with widely different dynamical ranges, and at the structural level, the attempt to relate the different modules to known anatomical structures.

Financial modelling with 2-EPT probability density functions

The class of all Exponential-Polynomial-Trigonometric (EPT) functions is classical and equal to the Euler-d’Alembert class of solutions of linear differential equations with constant coefficients. The class of non-negative EPT functions defined on [0;1) was discussed in Hanzon and Holland (2010) of which EPT probability density functions are an important subclass. EPT functions can be represented as ceAxb, where A is a square matrix, b a column vector and c a row vector where the triple (A; b; c) is the minimal realization of the EPT function. The minimal triple is only unique up to a basis transformation. Here the class of 2-EPT probability density functions on R is defined and shown to be closed under a variety of operations. The class is also generalised to include mixtures with the pointmass at zero. This class coincides with the class of probability density functions with rational characteristic functions. It is illustrated that the Variance Gamma density is a 2-EPT density under a parameter restriction. A discrete 2-EPT process is a process which has stochastically independent 2-EPT random variables as increments. It is shown that the distribution of the minimum and maximum of such a process is an EPT density mixed with a pointmass at zero. The Laplace Transform of these distributions correspond to the discrete time Wiener-Hopf factors of the discrete time 2-EPT process. A distribution of daily log-returns, observed over the period 1931-2011 from a prominent US index, is approximated with a 2-EPT density function. Without the non-negativity condition, it is illustrated how this problem is transformed into a discrete time rational approximation problem. The rational approximation software RARL2 is used to carry out this approximation. The non-negativity constraint is then imposed via a convex optimisation procedure after the unconstrained approximation. Sufficient and necessary conditions are derived to characterise infinitely divisible EPT and 2-EPT functions. Infinitely divisible 2-EPT density functions generate 2-EPT Lévy processes. An assets log returns can be modelled as a 2-EPT Lévy process. Closed form pricing formulae are then derived for European Options with specific times to maturity. Formulae for discretely monitored Lookback Options and 2-Period Bermudan Options are also provided. Certain Greeks, including Delta and Gamma, of these options are also computed analytically. MATLAB scripts are provided for calculations involving 2-EPT functions. Numerical option pricing examples illustrate the effectiveness of the 2-EPT approach to financial modelling.

Scale-wise evolution of rainfall probability density functions fingerprints the rainfall generation mechanism

© 2010 by the American Geophysical Union.The cross-scale probabilistic structure of rainfall intensity records collected over time scales ranging from hours to decades at sites dominated by both convective and frontal systems is investigated. Across these sites, intermittency build-up from slow to fast time-scales is analyzed in terms of heavy tailed and asymmetric signatures in the scale-wise evolution of rainfall probability density functions (pdfs). The analysis demonstrates that rainfall records dominated by convective storms develop heavier-Tailed power law pdfs toward finer scales when compared with their frontal systems counterpart. Also, a concomitant marked asymmetry build-up emerges at such finer time scales. A scale-dependent probabilistic description of such fat tails and asymmetry appearance is proposed based on a modified q-Gaussian model, able to describe the cross-scale rainfall pdfs in terms of the nonextensivity parameter q, a lacunarity (intermittency) correction and a tail asymmetry coefficient, linked to the rainfall generation mechanism.

Impact of simian immunodeficiency virus infection on chimpanzee population dynamics.

Like human immunodeficiency virus type 1 (HIV-1), simian immunodeficiency virus of chimpanzees (SIVcpz) can cause CD4+ T cell loss and premature death. Here, we used molecular surveillance tools and mathematical modeling to estimate the impact of SIVcpz infection on chimpanzee population dynamics. Habituated (Mitumba and Kasekela) and non-habituated (Kalande) chimpanzees were studied in Gombe National Park, Tanzania. Ape population sizes were determined from demographic records (Mitumba and Kasekela) or individual sightings and genotyping (Kalande), while SIVcpz prevalence rates were monitored using non-invasive methods. Between 2002-2009, the Mitumba and Kasekela communities experienced mean annual growth rates of 1.9% and 2.4%, respectively, while Kalande chimpanzees suffered a significant decline, with a mean growth rate of -6.5% to -7.4%, depending on population estimates. A rapid decline in Kalande was first noted in the 1990s and originally attributed to poaching and reduced food sources. However, between 2002-2009, we found a mean SIVcpz prevalence in Kalande of 46.1%, which was almost four times higher than the prevalence in Mitumba (12.7%) and Kasekela (12.1%). To explore whether SIVcpz contributed to the Kalande decline, we used empirically determined SIVcpz transmission probabilities as well as chimpanzee mortality, mating and migration data to model the effect of viral pathogenicity on chimpanzee population growth. Deterministic calculations indicated that a prevalence of greater than 3.4% would result in negative growth and eventual population extinction, even using conservative mortality estimates. However, stochastic models revealed that in representative populations, SIVcpz, and not its host species, frequently went extinct. High SIVcpz transmission probability and excess mortality reduced population persistence, while intercommunity migration often rescued infected communities, even when immigrating females had a chance of being SIVcpz infected. Together, these results suggest that the decline of the Kalande community was caused, at least in part, by high levels of SIVcpz infection. However, population extinction is not an inevitable consequence of SIVcpz infection, but depends on additional variables, such as migration, that promote survival. These findings are consistent with the uneven distribution of SIVcpz throughout central Africa and explain how chimpanzees in Gombe and elsewhere can be at equipoise with this pathogen.

Distribution, ecology, life history, genetic variation, and risk of extinction of nonhuman primates from Costa Rica

We examined the association between geographic distribution, ecological traits, life history, genetic diversity, and risk of extinction in nonhuman primate species from Costa Rica. All of the current nonhuman primate species from Costa Rica are included in the study; spider monkeys (Ateles geoffroyi), howling monkeys (Alouatta palliata), capuchins (Cebus capucinus), and squirrel monkeys (Saimiri oerstedii). Geographic distribution was characterized accessing existing databases. Data on ecology and life history traits were obtained through a literature review. Genetic diversity was characterized using isozyme electrophoresis. Risk of extinction was assessed from the literature. We found that species differed in all these traits. Using these data, we conducted a Pearson correlation between risk of extinction and ecological and life history traits, and genetic variation, for widely distributed species. We found a negative association between risk of extinction and population birth and growth rates; indicating that slower reproducing species had a greater risk of extinction. We found a positive association between genetic variation and risk of extinction; i.e., species showing higher genetic variation had a greater risk of extinction. The relevance of these traits for conservation efforts is discussed.

Particle sizing by inversion of extinction data

info:eu-repo/semantics/published

Generalized Markov branching processes

A generalized Markov Brnching Process (GMBP) is a Markov branching model where the infinitesimal branching rates are modified with an interaction index. It is proved that there always exists only one GMBP. An associated differential-integral equation is derived. The extinction probalility and the mean and conditional mean extinction times are obtained. Ergodicity and stability of GMBP with resurrection are also considered. Easy checking criteria are established for ordinary and strong ergodicty. The equilibrium distribution is given in an elegant closed form. The probability meaning of our results is clear and thus explained.

The collision branching process

We consider a branching model, which we call the collision branching process (CBP), that accounts for the effect of collisions, or interactions, between particles or individuals. We establish that there is a unique CBP, and derive necessary and sufficient conditions for it to be nonexplosive. We review results on extinction probabilities, and obtain explicit expressions for the probability of explosion and the expected hitting times. The upwardly skip-free case is studied in some detail.

Probabilistic approach in weighted Markov branching processes

This note provides a new probabilistic approach in discussing the weighted Markov branching process (WMBP) which is a natural generalisation of the ordinary Markov branching process. Using this approach, some important characteristics regarding the hitting times of such processes can be easily obtained. In particular, the closed forms for the mean extinction time and conditional mean extinction time are presented. The explosion behaviour of the process is investigated and the mean explosion time is derived. The mean global holding time and the mean total survival time are also obtained. The close link between these newly developed processes and the well-known compound Poisson processes is investigated. It is revealed that any weighted Markov branching process (WMBP) is a random time change of a compound Poisson process.