Generalized Coupled Algebraic Riccati Equations for Discrete-time Markov Jump with Multiplicative Noise Systems

In this paper we consider the existence of the maximal and mean square stabilizing solutions for a set of generalized coupled algebraic Riccati equations (GCARE for short) associated to the infinite-horizon stochastic optimal control problem of discrete-time Markov jump with multiplicative noise linear systems. The weighting matrices of the state and control for the quadratic part are allowed to be indefinite. We present a sufficient condition, based only on some positive semi-definite and kernel restrictions on some matrices, under which there exists the maximal solution and a necessary and sufficient condition under which there exists the mean square stabilizing solution fir the GCARE. We also present a solution for the discounted and long run average cost problems when the performance criterion is assumed be composed by a linear combination of an indefinite quadratic part and a linear part in the state and control variables. The paper is concluded with a numerical example for pension fund with regime switching.

Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises

In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the system and ergodicity of the associated Markov chain is obtained. It is shown that there exists a unique positive semi-definite solution for the stationary Riccati-like filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed offline. (c) 2011 Elsevier Ltd. All rights reserved.

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.

Dosage-dependent shift in the spore community of arbuscular mycorrhizal fungi following application of tannery sludge

The controlled disposal of tannery sludge in agricultural soils is a viable alternative for recycling such waste; however, the impact of this practice on the arbuscular mycorrhizal fungi (AMF) communities is not well understood. We studied the effects of low-chromium tannery sludge amendment in soils on AMF spore density, species richness and diversity, and root colonization levels. Sludge was applied at four doses to an agricultural field in Rolandia, Parana state, Brazil. The sludge was left undisturbed on the soil surface and then the area was harrowed and planted with corn. The soil was sampled at four intervals and corn roots once within a year (2007/2008). AMF spore density was low (1 to 49 spores per 50 cm(3) of soil) and decreased as doses of tannery sludge increased. AMF root colonization was high (64%) and unaffected by tannery sludge. Eighteen AMF species belonging to six genera (Acaulospora, Glomus, Gigaspora, Scutellospora, Paraglomus, and Ambispora) were recorded. At the sludge doses of 9.0 and 22.6 Mg ha(-1), we observed a decrease in AMF species richness and diversity, and changes in their relative frequencies. Hierarchical grouping analysis showed that adding tannery waste to the soil altered AMF spore community in relation to the control, modifying the mycorrhizal status of soil and selectively favoring the sporulation of certain species.

A shift from passive teaching at medical conferences to more interactive methods improves physician learning

Conferences that deliver interactive sessions designed to enhance physician participation, such as role play, small discussion groups, workshops, hands-on training, problem- or case-based learning and individualised training sessions, are effective for physician education.

Matrix elements of U(2n) generators in a multishell spin-orbit basis. II. The two-shell nonzero shift ACCs and U(2n) generator MEs

This is the second in a series of articles whose ultimate goal is the evaluation of the matrix elements (MEs) of the U(2n) generators in a multishell spin-orbit basis. This extends the existing unitary group approach to spin-dependent configuration interaction (CI) and many-body perturbation theory calculations on molecules to systems where there is a natural partitioning of the electronic orbital space. As a necessary preliminary to obtaining the U(2n) generator MEs in a multishell spin-orbit basis, we must obtain a complete set of adjoint coupling coefficients for the two-shell composite Gelfand-Paldus basis. The zero-shift coefficients were obtained in the first article of the series. in this article, we evaluate the nonzero shift adjoint coupling coefficients for the two-shell composite Gelfand-Paldus basis. We then demonstrate that the one-shell versions of these coefficients may be obtained by taking the Gelfand-Tsetlin limit of the two-shell formulas. These coefficients,together with the zero-shift types, then enable us to write down formulas for the U(2n) generator matrix elements in a two-shell spin-orbit basis. Ultimately, the results of the series may be used to determine the many-electron density matrices for a partitioned system. (C) 1998 John Wiley & Sons, Inc.

Shift of the subharmonic resonances and suppression of fluorescence in a two-level atom driven by a bichromatic field

We study the behavior of a two-level atom that is driven by a bichromatic field consisting of a strong resonant component and a weaker tunable component. In addition to the splitting of the energy levels (the multiphoton AC Stark effect), we find that the weaker component also shifts the subharmonic resonances, an effect we attribute to a dynamic Stark shift. When the weaker component is tuned to a shifted resonance, no fluorescence occurs at either the frequency of the strong component or the three-photon mixing frequency. Results are obtained with numerical techniques and explained in terms of the dressed-atom model of the system. (C) 1998 Optical Society of America [S0740-3224(98)01508-2] OCIS codes: 270.4180, 270.6620, 270.0270.

Effects of coping strategies, social support and work-nonwork conflict on shift worker's health

Objectives This study examines the direct and mediated effects of shift workers' coping strategies and social support on structural work-nonwork conflict and subjective health. Methods The participants were 172 registered female nurses, aged 21 to 40 years. They all worked full-time, on rapidly rotating, 8-hour shifts in metropolitan general hospitals. All the respondents completed a self-administered questionnaire requesting demographic information and data on sources of social support, work-nonwork conflict, and coping strategies. Results A path model with good fit (chi(2)=28.88, df=23, P>.23, CFI=0.97) demonstrated complex effects of social support and coping on structural work-nonwork conflict and health. Conclusions Structural work-nonwork conflict mediated the effects of social support from supervisors and emotionally expressive coping on psychological symptoms. Control of shifts mediated the effect of social support from supervisors on structural work-nonwork conflict. Disengagement coping had direct and mediated effects on psychological and physical health. However, it also had mediated effects, with the effect on psychological health being mediated by support from co-workers and the effect on physical symptoms being mediated by family support. Go-worker support mediated the effect of social support from supervisors on psychological symptoms. Overall, these findings support previous research and clarify the process by which coping strategies and social support affect structural work-nonwork conflict and health in shift work.

A numerical study of large sparse matrix exponentials arising in Markov chains

Krylov subspace techniques have been shown to yield robust methods for the numerical computation of large sparse matrix exponentials and especially the transient solutions of Markov Chains. The attractiveness of these methods results from the fact that they allow us to compute the action of a matrix exponential operator on an operand vector without having to compute, explicitly, the matrix exponential in isolation. In this paper we compare a Krylov-based method with some of the current approaches used for computing transient solutions of Markov chains. After a brief synthesis of the features of the methods used, wide-ranging numerical comparisons are performed on a power challenge array supercomputer on three different models. (C) 1999 Elsevier Science B.V. All rights reserved.AMS Classification: 65F99; 65L05; 65U05.

Single amino acid substitutions in alpha-conotoxin PnIA shift selectivity for subtypes of the mammalian neuronal nicotinic acetylcholine receptor

The alpha-conotoxins, a class of nicotinic acetylcholine receptor (nAChR) antagonists, are emerging as important probes of the role played by different nAChR subtypes in cell function and communication, In this study, the native alpha-conotoxins PnIA and PnIB were found to cause concentration-dependent inhibition of the ACh-induced current in all rat parasympathetic neurons examined, with IC50 values of 14 and 33 nM, and a maximal reduction in current amplitude of 87% and 71%, respectively. The modified alpha-conotoxin [N11S]PnIA reduced the ACh-induced current with an IC50 value of 375 nM and a maximally effective concentration caused 91% block, [A10L]PnIA was the most potent inhibitor, reducing the ACh-induced current in similar to 80% of neurons, with an IC50 value of 1.4 nM and 46% maximal block of the total current, The residual current was not inhibited further by alpha-bungarotoxin, but was further reduced by the cu-conotoxins PnIA or PnIB, and by mecamylamine. H-1 NMR studies indicate that PnIA, PnIB, and the analogues, [A10L]PnIA and [N11S]PnIA, have identical backbone structures. We propose that positions 10 and II of PnIA and PnIB influence potency and determine selectivity among alpha 7 and other nAChR subtypes, including alpha 3 beta 2 and alpha 3 beta 4, Four distinct components of the nicotinic ACh-induced current in mammalian parasympathetic neurons have been dissected with these conopeptides.

Quasistationarity of continuous-time Markov chains with positive drift

We shall study continuous-time Markov chains on the nonnegative integers which are both irreducible and transient, and which exhibit discernible stationarity before drift to infinity sets in. We will show how this 'quasi' stationary behaviour can be modelled using a limiting conditional distribution: specifically, the limiting state probabilities conditional on not having left 0 for the last time. By way of a dual chain, obtained by killing the original process on last exit from 0, we invoke the theory of quasistationarity for absorbing Markov chains. We prove that the conditioned state probabilities of the original chain are equal to the state probabilities of its dual conditioned on non-absorption, thus allowing us to establish the simultaneous existence and then equivalence, of their limiting conditional distributions. Although a limiting conditional distribution for the dual chain is always a quasistationary distribution in the usual sense, a similar statement is not possible for the original chain.

Further results on the relationship between mu-invariant measures and quasi-stationary distributions for absorbing continuous-time Markov chains

This note considers continuous-time Markov chains whose state space consists of an irreducible class, C, and an absorbing state which is accessible from C. The purpose is to provide results on mu-invariant and mu-subinvariant measures where absorption occurs with probability less than one. In particular, the well-known premise that the mu-invariant measure, m, for the transition rates be finite is replaced by the more natural premise that m be finite with respect to the absorption probabilities. The relationship between mu-invariant measures and quasi-stationary distributions is discussed. (C) 2000 Elsevier Science Ltd. All rights reserved.

New methods for determining quasi-stationary distributions for Markov chains

We shall be concerned with the problem of determining quasi-stationary distributions for Markovian models directly from their transition rates Q. We shall present simple conditions for a mu-invariant measure m for Q to be mu-invariant for the transition function, so that if m is finite, it can be normalized to produce a quasi-stationary distribution. (C) 2000 Elsevier Science Ltd. All rights reserved.

A medial to lateral shift in pre-movement cortical activity in hemi-Parkinson's disease

Objective: Recent evidence suggests that cortical activity associated with voluntary movement is relatively shifted from medial to lateral premotor areas in Parkinson's disease. This shift occurs bilaterally even for unilateral responses. It is not clear whether the shift in processing reflects an overall change in movement strategy, thereby involving alternate cortical areas, or reflects a compensatory change whereby, given the appropriate conditions, less impaired cortical areas are able to provide a similar function in compensation for those areas which are more impaired. This issue was examined in patients with hemi-Parkinson's disease, in whom basal ganglia impairment is most pronounced in one hemisphere. Methods: Fourteen patients with hemi-Parkinson's disease and 15 age-matched control subjects performed a Go/NoGo finger movement task and the contingent negative variation (CNV) was recorded from 21 scalp positions. Results and conclusions: Maximal CNV amplitudes were found over central medial regions for control subjects, but were shifted more frontally for Parkinson's disease patients, reduced in amplitude over the midline and lateralized towards the side ipsilateral to the greatest basal ganglia impairment. This shift in cortical activity from medial to lateral areas in Parkinson's disease patients appears to reflect a compensatory mechanism operating predominantly on the side of greatest basal ganglia impairment. (C) 2001 Elsevier Science Ireland Ltd. All rights reserved.

A medial to lateral shift in premovement cortical activity in hemi-Parkinson's disease: Studies of event-related potentials and whole-scalp magneto encephalography

Cortical activity associated with voluntary movement is shifted from medial to lateral premotor areas in Parkinson's disease. This occurs bilaterally, even for unilateral movements. We have used both EEG and MEG to further investigate medial and lateral premotor activity in patients with hemi-Parkinson's disease, in whom basal ganglia impairment is most pronounced in one hemisphere. The CNV, recorded from 21 scalp positions in a Go/NoGo task, was maximal over central medial regions in control subjects. For hemi-Parkinson's disease subjects, activity was shifted more frontally, reduced in the midline and lateralised towards the side of greatest basal ganglia impairment. With 143 channel whole-scalp magneto encephalography (MEG) we are further examining asymmetries in supplementary motor/premotor cortical activity prior to self-paced voluntary movement. In preliminary results, one hemi-Parkinson's disease patient with predominantly left-side symptoms showed strong medial activity consistent with a dominant source in the left supplementary motor area (SMA). Three patients showed little medial activity, but early bilateral sources within lateral premotor cortex. Results suggest greater involvement of lateral premotor rather than the SMA prior to movement in Parkinson's disease and provide evidence for asymmetric function of the SMA in hemi- Parkinson's disease, with reduced activity on the side of greatest basal ganglia deficit.