Estimador do Tipo Núcleo para Densidades Limites de Cadeias de Markov com Espaço de Estados Geral

In this work we studied the consistency for a class of kernel estimates of f f (.) in the Markov chains with general state space E C Rd case. This study is divided into two parts: In the first one f (.) is a stationary density of the chain, and in the second one f (x) v (dx) is the limit distribution of a geometrically ergodic chain

Modelagem dos algorítmos simples e Simulated Annealing por cadeias de Markov

Os Algoritmos Genético (AG) e o Simulated Annealing (SA) são algoritmos construídos para encontrar máximo ou mínimo de uma função que representa alguma característica do processo que está sendo modelado. Esses algoritmos possuem mecanismos que os fazem escapar de ótimos locais, entretanto, a evolução desses algoritmos no tempo se dá de forma completamente diferente. O SA no seu processo de busca trabalha com apenas um ponto, gerando a partir deste sempre um nova solução que é testada e que pode ser aceita ou não, já o AG trabalha com um conjunto de pontos, chamado população, da qual gera outra população que sempre é aceita. Em comum com esses dois algoritmos temos que a forma como o próximo ponto ou a próxima população é gerada obedece propriedades estocásticas. Nesse trabalho mostramos que a teoria matemática que descreve a evolução destes algoritmos é a teoria das cadeias de Markov. O AG é descrito por uma cadeia de Markov homogênea enquanto que o SA é descrito por uma cadeia de Markov não-homogênea, por fim serão feitos alguns exemplos computacionais comparando o desempenho desses dois algoritmos

Teoria da Ruína em um Modelo de Markov com dois Estados

In this work, we present a risk theory application in the following scenario: In each period of time we have a change in the capital of the ensurance company and the outcome of a two-state Markov chain stabilishs if the company pays a benece it heat to one of its policyholders or it receives a Hightimes c > 0 paid by someone buying a new policy. At the end we will determine once again by the recursive equation for expectation the time ruin for this company

Estimadores do tipo núcleo para a densidade de transição de uma cadeia de markov com espaço de estados geral

In this work, we studied the strong consistency for a class of estimates for a transition density of a Markov chain with general state space E ⊂ Rd. The strong ergodicity of the estimates for the density transition is obtained from the strong consistency of the kernel estimates for both the marginal density p(:) of the chain and the joint density q(., .). In this work the Markov chain is supposed to be homogeneous, uniformly ergodic and possessing a stationary density p(.,.)

Ergodicidade em cadeias de Markov não-homogêneas e cadeias de Markov com transições raras

The central objective of a study Non-Homogeneous Markov Chains is the concept of weak and strong ergodicity. A chain is weak ergodic if the dependence on the initial distribution vanishes with time, and it is strong ergodic if it is weak ergodic and converges in distribution. Most theoretical results on strong ergodicity assume some knowledge of the limit behavior of the stationary distributions. In this work, we collect some general results on weak and strong ergodicity for chains with space enumerable states, and also study the asymptotic behavior of the stationary distributions of a particular type of Markov Chains with finite state space, called Markov Chains with Rare Transitions

Fibrosis-related gene expression in the prostate is modulated by doxazosin treatment

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

Tetrachlorocarbonyliridates: Water-Soluble Carbon Monoxide Releasing Molecules Rate-Modulated by the Sixth Ligand

A new family of compounds is presented as potential carbon monoxide releasing molecules (CORMs). These compounds, based on tetrachlorocarbonyliridate(III) derivatives, were synthesized and fully characterized by X-ray diffraction, electrospray mass spectrometry, IR. NMR, and density functional theory calculations. The rate of CO release was studied via the myoglobin assay. The results showed that the rate depends on the nature of the sixth ligand, trans to CO, and that a significant modulation on the release rate can be produced by changing the ligand. The reported compounds are soluble in aqueous media, and the rates of CO release are comparable with those for known CORMs, releasing CO at a rate of 0.03-0.58 mu M min(-1) in a 10 mu M solution of myoglobin and 10 mu M of the complexes.

Effective potential of two coupled binary matter wave bright solitons with spatially modulated nonlinearity

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

Evolutions of matter-wave bright soliton with spatially modulated nonlinearity

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

Phase-Locked loops lock-in range in Frequency Modulated-Atomic Force Microscope nonlinear control system

Since the mid 1980s the Atomic Force Microscope is one the most powerful tools to perform surface investigation, and since 1995 Non-Contact AFM achieved true atomic resolution. The Frequency-Modulated Atomic Force Microscope (FM-AFM) operates in the dynamic mode, which means that the control system of the FM-AFM must force the micro-cantilever to oscillate with constant amplitude and frequency. However, tip-sample interaction forces cause modulations in the microcantilever motion. A Phase-Locked loop (PLL) is used to demodulate the tip-sample interaction forces from the microcantilever motion. The demodulated signal is used as the feedback signal to the control system, and to generate both topographic and dissipation images. As a consequence, a proper design of the PLL is vital to the FM-AFM performance. In this work, using bifurcation analysis, the lock-in range of the PLL is determined as a function of the frequency shift (Q) of the microcantilever and of the other design parameters, providing a technique to properly design the PLL in the FM-AFM system. (C) 2011 Elsevier B.V. All rights reserved.

Phase-Locked Loop design applied to frequency-modulated atomic force microscope

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

The membranotropic activity of N-terminal peptides from the pore-forming proteins sticholysin I and II is modulated by hydrophobic and electrostatic interactions as well as lipid composition

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)