970 resultados para Distributions phase-type


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It is well accepted that structural studies with model membranes are of considerable value in understanding the structure of biological membranes. Many studies with models of pure phospholipids have been done; but the effects of divalent cations and protein on these models would make these studies more applicable to intact membrane. The present study, performed with above view, is a structural analysis of divalent io~cardio1ipin complexes using the technique of x-ray diffraction. Cardiolipin, precipitated from dilute solution by divalent ionscalcium, magnesium and barium, contains little water and the structure formed is similar to the structure of pure cardiolipin with low water content. The calcium-cardiolipin complex forms a pure hexagonal type II phase that exists from 40 to 400 C. The molar ratio of calcium and cardiolipin in the complex is 1 : 1. Cardiolipin, precipitated with magnesium and barium forms two co-existing phases, lamellar and hexagonal, the relative quantity of the two phases being dependent on temperature. The hexagonal phase type II consisting of water filled channels formed by adding calcium to cardiolipin may have a remarkable permeability property in intact membrane. Pure cardiolipin and insulin at pH 3.0 and 4.0 precipitate but form no organised structure. Lecithin/cardiolipin and insulin precipitated at pH 3.0 give a pure lamellar phase. As the lecithin/cardiolipin molar ratio changes from 93/7 to SO/50, (a) the repeat distance of the lamellar changes from 72.8 X to 68.2 A; (b) the amount of protein bound increases in such a way that cardiolipin/insulin molar ratio in the complex reaches a maximum constant value at lecithin/cardiolipin molar ratio 70/30. A structural model based on these data shows that the molecular arrangement of lipid and protein is a lipid bilayer coated with protein molecules. The lipid-protein interaction is chiefly electrostatic and little, if any, hydrophobic bonding occurs in this particular system. So, the proposed model is essentially the same as Davson-Daniellifs model of biological membrane.

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Cette thèse est principalement constituée de trois articles traitant des processus markoviens additifs, des processus de Lévy et d'applications en finance et en assurance. Le premier chapitre est une introduction aux processus markoviens additifs (PMA), et une présentation du problème de ruine et de notions fondamentales des mathématiques financières. Le deuxième chapitre est essentiellement l'article "Lévy Systems and the Time Value of Ruin for Markov Additive Processes" écrit en collaboration avec Manuel Morales et publié dans la revue European Actuarial Journal. Cet article étudie le problème de ruine pour un processus de risque markovien additif. Une identification de systèmes de Lévy est obtenue et utilisée pour donner une expression de l'espérance de la fonction de pénalité actualisée lorsque le PMA est un processus de Lévy avec changement de régimes. Celle-ci est une généralisation des résultats existant dans la littérature pour les processus de risque de Lévy et les processus de risque markoviens additifs avec sauts "phase-type". Le troisième chapitre contient l'article "On a Generalization of the Expected Discounted Penalty Function to Include Deficits at and Beyond Ruin" qui est soumis pour publication. Cet article présente une extension de l'espérance de la fonction de pénalité actualisée pour un processus subordinateur de risque perturbé par un mouvement brownien. Cette extension contient une série de fonctions escomptée éspérée des minima successives dus aux sauts du processus de risque après la ruine. Celle-ci a des applications importantes en gestion de risque et est utilisée pour déterminer la valeur espérée du capital d'injection actualisé. Finallement, le quatrième chapitre contient l'article "The Minimal entropy martingale measure (MEMM) for a Markov-modulated exponential Lévy model" écrit en collaboration avec Romuald Hervé Momeya et publié dans la revue Asia-Pacific Financial Market. Cet article présente de nouveaux résultats en lien avec le problème de l'incomplétude dans un marché financier où le processus de prix de l'actif risqué est décrit par un modèle exponentiel markovien additif. Ces résultats consistent à charactériser la mesure martingale satisfaisant le critère de l'entropie. Cette mesure est utilisée pour calculer le prix d'une option, ainsi que des portefeuilles de couverture dans un modèle exponentiel de Lévy avec changement de régimes.

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Department of Statistics, Cochin University of Science and Technology

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This thesis entitled' On Queues with Interruptions and Repeat or Resumption of Service' introduces several new concepts into queues with service interruption. It is divided into Seven chapters including an introductory chapter. The following are keywords that we use in this thesis: Phase type (PH) distribution, Markovian Arrival Process (MAP), Geometric Distribution, Service Interruption, First in First out (FIFO), threshold random variable and Super threshold random variable. In the second chapter we introduce a new concept called the 'threshold random variable' which competes with interruption time to decide whether to repeat or resume the interrupted service after removal of interruptions. This notion generalizes the work reported so far in queues with service interruptions. In chapter 3 we introduce the concept of what is called 'Super threshold clock' (a random variable) which keeps track of the total interruption time of a customer during his service except when it is realized before completion of interruption in some cases to be discussed in this thesis and in other cases it exactly measures the duration of all interruptions put together. The Super threshold clock is OIl whenever the service is interrupted and is deactivated when service is rendered. Throughout this thesis the first in first out service discipline is followed except for priority queues.

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In this thesis we have introduced and studied the notion of self interruption of service by customers. Service interruption in queueing systems have been extensively discussed in literature (see, Krishnamoorthy, Pramod and Chakravarthy [38]) for the most recent survey. So far all work reported deal with cases in which service interruptions are generated by sources other than customers. However, there are situations where interruptions are due to the customers rather than the system. Such situations are especially arise at doctors clinic, banks, reservation counter etc. Our attempt is to quantify a few of such problems. Systematically we have proceed from single server queue (in Chapter 2) to multi-server queues (Chapter 3). In Chapte 4, we have studied a very general multiserver queueing model with service interruption and protection of service phases. We also introduced customer interruption in a retrial setup (in Chapter 5). All models (from Chapter 2 to Chapter 4) that were analyzed involve 'non-preemptive priority' for interrupted customers where as in the model discussed in Chapter 5 interruption of service by customers is not encouraged. So the interrupted customers cannot access the server as long as there are primary customers in the system. In Chapter 5 we have obtained an explicit expression for the stability condition of the system. In all models analyzed in this thesis, we have assumed that no more than one interruption is allowed for a customer while in service. Since the models are not analytically tractable, a large number of numerical illustrations were given in each chapter it illustrate the working of the systems. We can extend the models discussed in this thesis to several directions. For example some of the models can be analyzed with both server induced and customer induced interruptions the results for which are not available till date. Another possible extension of work is to the case where there is no bound on the number of interruptions a customer is permitted to have before service completion. More complex is the case where a customer is permitted to have a nite number (K ≥ 2) of We can extend the models discussed in this thesis to several directions.

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The thesis entitled Analysis of Some Stochastic Models in Inventories and Queues. This thesis is devoted to the study of some stochastic models in Inventories and Queues which are physically realizable, though complex. It contains a detailed analysis of the basic stochastic processes underlying these models. In this thesis, (s,S) inventory systems with nonidentically distributed interarrival demand times and random lead times, state dependent demands, varying ordering levels and perishable commodities with exponential life times have been studied. The queueing system of the type Ek/Ga,b/l with server vacations, service systems with single and batch services, queueing system with phase type arrival and service processes and finite capacity M/G/l queue when server going for vacation after serving a random number of customers are also analysed. The analogy between the queueing systems and inventory systems could be exploited in solving certain models. In vacation models, one important result is the stochastic decomposition property of the system size or waiting time. One can think of extending this to the transient case. In inventory theory, one can extend the present study to the case of multi-item, multi-echelon problems. The study of perishable inventory problem when the commodities have a general life time distribution would be a quite interesting problem. The analogy between the queueing systems and inventory systems could be exploited in solving certain models.

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Muitos métodos analíticos estão sendo desenvolvidos visando à determinação de contaminantes orgânicos, especialmente alteradores endócrinos. Tais métodos baseiam-se geralmente na extração em fase sólida (SPE) seguida por determinação cromatográfica (CG ou HPLC). No presente trabalho utilizou-se ferramentas quimiométricas no processo de SPE para avaliar os principais fatores que influenciam tal processo e as interações entre os mesmos. Foram analisadas matrizes de água subterrânea fortificada com hormônios (17 b estradiol, estrona e 17 b etinilestradiol) e a determinação analítica foi feita por HPLC/Fluorescência. Um planejamento fatorial completo foi utilizado. Os fatores escolhidos incluíram: condicionamento da fase sólida, concentração dos analitos, volume da amostra e solvente de eluição. As melhores condições obtidas foram: 500 mL da amostra, condicionamento da fase sólida (C18) com acetona (4mL), metanol (6 mL) e água pH 3(10 mL), e eluição dos analitos com 4 mL de acetona.

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This paper discusses the preparation and characterization of Zn 0.95Mn0.05O phase obtained by the polymeric precursor method for DMS applications. The as-obtained powders were calcined between 500 to 800°C and characterized by XRD, SEM and BET. The XRD analysis of the powder showed a crystalline material containing second phase. The crystallite sizes ranged from 20 to 51 nm. The micrographs showed that the powders consisted of soft and homogeneous agglomerations. The nitrogen adsorption/desorption curves of the Zn0.95Mn0.05O phases were type II curves, which is characteristic of mesoporous materials.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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The preparation of Tm3+/Yb3+/Ho3+ co-doped CeO2 prepared by the precipitation method using ammonium hydroxide as a precursor is presented. By X-ray diffraction the materials show the phase-type of fluorite structure and the crystallite sizes were calculated by the Scherrer's equation. No other phase was observed evincing that the rare earth ions were inserted into the fluorite phase as substitutional or interstitial dopants. The microstrain calculated by the Williamson-Hall method do not show significant changes in their values, indicating that the inclusion of rare earths does not causes structural changes in the CeO2 used as a host matrix. All material showed intense upconversion emission at red and green region under excitation with diode laser at 980 nm. The color of emission changes from green to red with increasing excitation power pump. The materials showed suitable photoluminescent properties for applications as a laser source, solar cells, and great emitter at 800 nm. (C) 2014 Elsevier B.V. All rights reserved.

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Previous analyses of the mitochondrial gene cytochrome c oxidase subunit 1 (COI) and γ-proteobacterial endosymbiont diversity have suggested that the marine bryozoan Bugula neritina is a complex of three cryptic species, namely Types S, D and N. Types D and N were previously reported to have restricted distributions along California (western USA) and Delaware and Connecticut (eastern USA), respectively, whereas Type S is considered widespread in tropical, subtropical and temperate regions due to anthropogenic transport. Here, Bayesian species delimitation analysis of a data set composed of two mitochondrial (COI and large ribosomal RNA subunit [16S]) and two nuclear genes (dynein light chain roadblock type-2 protein [DYN] and voltage-dependent anion-selective channel protein [VDAC]) demonstrated that Types S, D and N correspond to three biological species. This finding was significantly supported, in spite of the combinations of priors applied for ancestral population size and root age. Furthermore, COI sequences were used to assess the introduction patterns of the cosmopolitan Type S species. Two COI haplotypes of Type S (S1a and S1d) were found occurring at a global scale. Mantel tests showed correlation between these haplotypes and local sea surface temperature tolerance. Accordingly, the distributions of Type S haplotypes may reflect intraspecific temperature tolerance variation, in addition to the role of introduction vectors. Finally, we show that the Type N may also have been introduced widely, as this species was found for the first time in Central California and north-eastern Australia.

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We investigate protocols for generating a state t-design by using a fixed separable initial state and a diagonal-unitary t-design in the computational basis, which is a t-design of an ensemble of diagonal unitary matrices with random phases as their eigenvalues. We first show that a diagonal-unitary t-design generates a O (1/2(N))-approximate state t-design, where N is the number of qubits. We then discuss a way of improving the degree of approximation by exploiting non-diagonal gates after applying a diagonal-unitary t-design. We also show that it is necessary and sufficient to use O (log(2)(t)) -qubit gates with random phases to generate a diagonal-unitary t-design by diagonal quantum circuits, and that each multi-qubit diagonal gate can be replaced by a sequence of multi-qubit controlled-phase-type gates with discrete-valued random phases. Finally, we analyze the number of gates for implementing a diagonal-unitary t-design by non-diagonal two- and one-qubit gates. Our results provide a concrete application of diagonal quantum circuits in quantum informational tasks.

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The present study explores the statistical properties of a randomization test based on the random assignment of the intervention point in a two-phase (AB) single-case design. The focus is on randomization distributions constructed with the values of the test statistic for all possible random assignments and used to obtain p-values. The shape of those distributions is investigated for each specific data division defined by the moment in which the intervention is introduced. Another aim of the study consisted in testing the detection of inexistent effects (i.e., production of false alarms) in autocorrelated data series, in which the assumption of exchangeability between observations may be untenable. In this way, it was possible to compare nominal and empirical Type I error rates in order to obtain evidence on the statistical validity of the randomization test for each individual data division. The results suggest that when either of the two phases has considerably less measurement times, Type I errors may be too probable and, hence, the decision making process to be carried out by applied researchers may be jeopardized.

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Gas-phase SiCl3+ ions undergo sequential solvolysis type reactions with water, methanol, ammonia, methylamine and propylene. Studies carried out in a Fourier Transform mass spectrometer reveal that these reactions are facile at 10-8 Torr and give rise to substituted chlorosilyl cations. Ab initio and DFT calculations reveal that these reactions proceed by addition of the silyl cation to the oxygen or nitrogen lone pair followed by a 1,3-H migration in the transition state. These transition states are calculated to lie below the energy of the reactants. By comparison, hydrolysis of gaseous CCl3+ is calculated to involve a substantial positive energy barrier.

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The salt-induced precipitation of lysozyme from aqueous solutions was studied through precipitation assays in which the equilibrium compositions of the coexisting phases were determined. Lysozyme precipitation experiments were carried out at 5, 15 and 25 degrees C and pH 7.0 with ammonium sulfate, sodium sulfate and sodium chloride as precipitating agents. In these experiments a complete separation of the coexisting phases (liquid and solid) could not be achieved. Nevertheless it was possible to determine the composition of the precipitate. The enzymatic activity of lysozyme in the supernatant phase as well as in the precipitate phase was also determined. The activity balance suggests that there is a relationship between the composition of the true precipitate and the total activity recovery. (C) 2009 Elsevier B.V. All rights reserved.