Taylor rule with hidden states

This work evaluates empirically the Taylor rule for the US and Brazil using Kalman Filter and Markov-Switching Regimes. We show that the parameters of the rule change significantly with variations in both output and output gap proxies, considering hidden variables and states. Such conclusions call naturally for robust optimal monetary rules. We also show that Brazil and US have very contrasting parameters, first because Brazil presents time-varying intercept, second because of the rigidity in the parameters of the Brazilian Taylor rule, regardless the output gap proxy, data frequency or sample data. Finally, we show that the long-run inflation parameter of the US Taylor rule is less than one in many periods, contrasting strongly with Orphanides (forthcoming) and Clarida, Gal´i and Gertler (2000), and the same happens with Brazilian monthly data.

SINGULARLY PERTURBED DISCOUNTED MARKOV CONTROL PROCESSES IN A GENERAL STATE SPACE

This paper studies the asymptotic optimality of discrete-time Markov decision processes (MDPs) with general state space and action space and having weak and strong interactions. By using a similar approach as developed by Liu, Zhang, and Yin [Appl. Math. Optim., 44 (2001), pp. 105-129], the idea in this paper is to consider an MDP with general state and action spaces and to reduce the dimension of the state space by considering an averaged model. This formulation is often described by introducing a small parameter epsilon > 0 in the definition of the transition kernel, leading to a singularly perturbed Markov model with two time scales. Our objective is twofold. First it is shown that the value function of the control problem for the perturbed system converges to the value function of a limit averaged control problem as epsilon goes to zero. In the second part of the paper, it is proved that a feedback control policy for the original control problem defined by using an optimal feedback policy for the limit problem is asymptotically optimal. Our work extends existing results of the literature in the following two directions: the underlying MDP is defined on general state and action spaces and we do not impose strong conditions on the recurrence structure of the MDP such as Doeblin's condition.

Chains of Infinite Order, Chains with Memory of Variable Length, and Maps of the Interval

We show how to construct a topological Markov map of the interval whose invariant probability measure is the stationary law of a given stochastic chain of infinite order. In particular we characterize the maps corresponding to stochastic chains with memory of variable length. The problem treated here is the converse of the classical construction of the Gibbs formalism for Markov expanding maps of the interval.

Subgeometric rates of convergence for a class of continuous-time Markov process

Let (Phi(t))(t is an element of R+) be a Harris ergodic continuous-time Markov process on a general state space, with invariant probability measure pi. We investigate the rates of convergence of the transition function P-t(x, (.)) to pi; specifically, we find conditions under which r(t) vertical bar vertical bar P-t (x, (.)) - pi vertical bar vertical bar -> 0 as t -> infinity, for suitable subgeometric rate functions r(t), where vertical bar vertical bar - vertical bar vertical bar denotes the usual total variation norm for a signed measure. We derive sufficient conditions for the convergence to hold, in terms of the existence of suitable points on which the first hitting time moments are bounded. In particular, for stochastically ordered Markov processes, explicit bounds on subgeometric rates of convergence are obtained. These results are illustrated in several examples.

Emergent Antiferromagnetism Out Of The Hidden-order" State In Uru2si2: High Magnetic Field Nuclear Magnetic Resonance To 40 T."

Very high field (29)Si-NMR measurements using a fully (29)Si-enriched URu(2)Si(2) single crystal were carried out in order to microscopically investigate the hidden order (HO) state and adjacent magnetic phases in the high field limit. At the lowest measured temperature of 0.4 K, a clear anomaly reflecting a Fermi surface instability near 22 T inside the HO state is detected by the (29)Si shift, (29)K(c). Moreover, a strong enhancement of (29)K(c) develops near a critical field H(c) ≃ 35.6 T, and the ^{29}Si-NMR signal disappears suddenly at H(c), indicating the total suppression of the HO state. Nevertheless, a weak and shifted (29)Si-NMR signal reappears for fields higher than H(c) at 4.2 K, providing evidence for a magnetic structure within the magnetic phase caused by the Ising-type anisotropy of the uranium ordered moments.

Species Fractionation In Atomic Chains From Mechanically Stretched Alloys.

Bettini et al (2006 Nat. Nanotechnol. 1 182-5) reported the first experimental realization of linear atomic chains (LACs) composed of different atoms (Au and Ag). The different contents of Au and Ag were observed in the chains from what was found in the bulk alloys, which raises the question of what the wire composition is, if it is in equilibrium with a bulk alloy. In this work we address the thermodynamic driving force for species fractionation in LACs under tension, and we present the density-functional theory results for Ag-Au chain alloys. A pronounced stabilization of the wires with an alternating Ag-Au sequence is observed, which could be behind the experimentally observed Au enrichment in LACs from alloys with high Ag content.

Linearization of Chains and Sideward Movement

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The use of fluorescence in situ hybridization in the diagnosis of hidden mosaicism: apropos of three cases of sex chromosome anomalies

FISH has been used as a complement to classical cytogenetics in the detection of mosaicism in sex chromosome anomalies. The aim of this study is to describe three cases in which the final diagnosis could only be achieved by FISH. Case 1 was an 8-year-old 46,XY girl with normal female genitalia referred to our service because of short stature. FISH analysis of lymphocytes with probes for the X and Y centromeres identified a 45,X/46,X,idic(Y) constitution, and established the diagnosis of Turner syndrome. Case 2 was a 21-month-old 46,XY boy with genital ambiguity (penile hypospadias, right testis, and left streak gonad). FISH analysis of lymphocytes and buccal smear identified a 45,X/46,XY karyotype, leading to diagnosis of mixed gonadal dysgenesis. Case 3 was a 47,XYY 19-year-old boy with delayed neuromotor development, learning disabilities, psychological problems, tall stature, small testes, elevated gonadotropins, and azoospermia. FISH analysis of lymphocytes and buccal smear identified a 47,XYY/48,XXYY constitution. Cases 1 and 2 illustrate the phenotypic variability of the 45,X/46,XY mosaicism, and the importance of detection of the 45,X cell line for proper management and follow-up. In case 3, abnormal gonadal function could be explained by the 48,XXYY cell line. The use of FISH in clinical practice is particularly relevant when classical cytogenetic analysis yields normal or uncertain results in patients with features of sex chromosome aneuploidy. Arq Bras Endocrinol Metab. 2012;56(8):545-51

Interleukin-22 forms dimers that are recognized by two interleukin-22R1 receptor chains

Interleukin-22 (IL-22) is a class 2 cytokine whose primary structure is similar to that of interleukin 10 (IL-10) and interferon-gamma (IFN-gamma). IL-22 induction during acute phase immune response indicates its involvement in mechanisms of inflammation. Structurally different from IL-10 and a number of other members of IL-10 family, which form intertwined inseparable V-shaped dimers of two identical polypeptide chains, a single polypeptide chain of IL-22 folds on itself in a relatively globular structure. Here we present evidence, based on native gel electrophoresis, glutaraldehyde cross-linking, dynamic light scattering, and small angle x-ray scattering experiments, that human IL-22 forms dimers and tetramers in solution under protein concentrations assessable by these experiments. Unexpectedly, low-resolution molecular shape of IL-22 dimers is strikingly similar to that of IL-10 and other intertwined cytokine dimeric forms. Furthermore, we determine an ab initio molecular shape of the IL-22/IL-22R1 complex which reveals the V-shaped IL-22 dimer interacting with two cognate IL-22R1 molecules. Based on this collective evidence, we argue that dimerization might be a common mechanism of all class 2 cytokines for the molecular recognition with their respective membrane receptor. We also speculate that the IL-22 tetramer formation could represent a way to store the cytokine in nonactive form at high concentrations that could be readily converted into functionally active monomers and dimers upon interaction with the cognate cellular receptors.

Hidden vorticity in binary Bose-Einstein condensates

We consider a binary Bose-Einstein condensate (BEC) described by a system of two-dimensional (2D) Gross-Pitaevskii equations with the harmonic-oscillator trapping potential. The intraspecies interactions are attractive, while the interaction between the species may have either sign. The same model applies to the copropagation of bimodal beams in photonic-crystal fibers. We consider a family of trapped hidden-vorticity (HV) modes in the form of bound states of two components with opposite vorticities S(1,2) = +/- 1, the total angular momentum being zero. A challenging problem is the stability of the HV modes. By means of a linear-stability analysis and direct simulations, stability domains are identified in a relevant parameter plane. In direct simulations, stable HV modes feature robustness against large perturbations, while unstable ones split into fragments whose number is identical to the azimuthal index of the fastest growing perturbation eigenmode. Conditions allowing for the creation of the HV modes in the experiment are discussed too. For comparison, a similar but simpler problem is studied in an analytical form, viz., the modulational instability of an HV state in a one-dimensional (1D) system with periodic boundary conditions (this system models a counterflow in a binary BEC mixture loaded into a toroidal trap or a bimodal optical beam coupled into a cylindrical shell). We demonstrate that the stabilization of the 1D HV modes is impossible, which stresses the significance of the stabilization of the HV modes in the 2D setting.

Formation of atomic carbon chains from graphene nanoribbons

The formation of one-dimensional carbon chains from graphene nanoribbons is investigated using ab initio molecular dynamics. We show under what conditions it is possible to obtain a linear atomic chain via pulling of the graphene nanoribbons. The presence of dimers composed of two-coordinated carbon atoms at the edge of the ribbons is necessary for the formation of the linear chains, otherwise there is simply the full rupture of the structure. The presence of Stone-Wales defects close to these dimers may lead to the formation of longer chains. The local atomic configuration of the suspended atoms indicates the formation of single and triple bonds, which is a characteristic of polyynes.

Defect-induced effects on carrier migration through one-dimensional poly(para-phenylenevinylene) chains

Defects in one-dimensional (1D) systems can be intrinsically distinct from its three-dimensional counterparts, and polymer films are good candidates for showing both extremes that are difficult to individuate in the experimental data. We study theoretically the impact of simple hydrogen and oxygen defects on the electron transport properties of one-dimensional poly(para-phenylenevinylene) chains through a multiscale technique, starting from classical structural simulations for crystalline films to extensive ab initio calculations within density functional theory for the defects in single crystalline-constrained chains. The most disruptive effect on carrier transport comes from conjugation breaking imposed by the overcoordination of a carbon atom in the vinyl group independently from the chemical nature of the defect. The particular case of the [C=O] (keto-defect) shows in addition unexpected electron-hole separation, suggesting that the experimentally detected photoluminescence bleaching and photoconductivity enhancement could be due to exciton dissociation caused by the 1D characteristics of the defect.

Renyi entropy and parity oscillations of anisotropic spin-s Heisenberg chains in a magnetic field

Using the density matrix renormalization group, we investigate the Renyi entropy of the anisotropic spin-s Heisenberg chains in a z-magnetic field. We considered the half-odd-integer spin-s chains, with s = 1/2, 3/2, and 5/2, and periodic and open boundary conditions. In the case of the spin-1/2 chain we were able to obtain accurate estimates of the new parity exponents p(alpha)((p)) and p(alpha)((o)) that gives the power-law decay of the oscillations of the alpha-Renyi entropy for periodic and open boundary conditions, respectively. We confirm the relations of these exponents with the Luttinger parameter K, as proposed by Calabrese et al. [Phys. Rev. Lett. 104, 095701 (2010)]. Moreover, the predicted periodicity of the oscillating term was also observed for some nonzero values of the magnetization m. We show that for s > 1/2 the amplitudes of the oscillations are quite small and get accurate estimates of p(alpha)((p)) and p(alpha)((o)) become a challenge. Although our estimates of the new universal exponents p(alpha)((p)) and p(alpha)((o)) for the spin-3/2 chain are not so accurate, they are consistent with the theoretical predictions.

Ground-state functional for quantum spin chains with bond defects

We have developed a nonlocal functional of the exchange interaction for the ground-state energy of quantum spin chains described by the Heisenberg Hamiltonian. An alternating chain is used to obtain the correlation energy and a local unit-cell approximation is defined in the context of the density-functional theory. The agreement with our exact numerical data, for small chains, is significantly better than a previous formulation, even for chains with several ferromagnetic or antiferromagnetic bond defects. The results can be particularly relevant in the study of finite spin-1/2 Heisenberg chains, with exchange couplings changing, magnitude, or even sign, from bond-to-bond.

Knowledge and information flows in supply chains: A study on pharmaceutical companies

A great deal of attention in the supply chain management literature is devoted to study material and demand information flows and their coordination. But in many situations, supply chains may convey information from different nature, they may be an important channel companies have to deliver knowledge, or specifically, technical information to the market. This paper studies the technical flow and highlights its particular requirements. Drawing upon a qualitative field research, it studies pharmaceutical companies, since those companies face a very specific challenge: consumers do not have discretion over their choices, ethical drugs must be prescribed by physicians to be bought and used by final consumers. Technical information flow is rich, and must be redundant and early delivered at multiple points. Thus, apart from the regular material channel where products and order information flow, those companies build a specialized information channel, developed to communicate to those who need it to create demand. Conclusions can be extended to supply chains where products and services are complex and decision makers must be clearly informed about technology-related information. (C) 2009 Elsevier B.V. All rights reserved.