Monte Carlo study of a kinetic lattice model with random diffusion of disorder

We report Monte Carlo results for a nonequilibrium Ising-like model in two and three dimensions. Nearest-neighbor interactions J change sign randomly with time due to competing kinetics. There follows a fast and random, i.e., spin-configuration-independent diffusion of Js, of the kind that takes place in dilute metallic alloys when magnetic ions diffuse. The system exhibits steady states of the ferromagnetic (antiferromagnetic) type when the probability p that J>0 is large (small) enough. No counterpart to the freezing phenomena found in quenched spin glasses occurs. We compare our results with existing mean-field and exact ones, and obtain information about critical behavior.

A random linear functional approach to efficiency bounds

This paper suggests a method for obtaining efficiency bounds in models containing either only infinite-dimensional parameters or both finite- and infinite-dimensional parameters (semiparametric models). The method is based on a theory of random linear functionals applied to the gradient of the log-likelihood functional and is illustrated by computing the lower bound for Cox's regression model

A cophenetic correlation coefficient for Tocher's method

The objective of this work was to propose a way of using the Tocher's method of clustering to obtain a matrix similar to the cophenetic one obtained for hierarchical methods, which would allow the calculation of a cophenetic correlation. To illustrate the obtention of the proposed cophenetic matrix, we used two dissimilarity matrices - one obtained with the generalized squared Mahalanobis distance and the other with the Euclidean distance - between 17 garlic cultivars, based on six morphological characters. Basically, the proposal for obtaining the cophenetic matrix was to use the average distances within and between clusters, after performing the clustering. A function in R language was proposed to compute the cophenetic matrix for Tocher's method. The empirical distribution of this correlation coefficient was briefly studied. For both dissimilarity measures, the values of cophenetic correlation obtained for the Tocher's method were higher than those obtained with the hierarchical methods (Ward's algorithm and average linkage - UPGMA). Comparisons between the clustering made with the agglomerative hierarchical methods and with the Tocher's method can be performed using a criterion in common: the correlation between matrices of original and cophenetic distances.

Random regression models to estimate genetic parameters for milk production of Guzerat cows using orthogonal Legendre polynomials

The objective of this work was to compare random regression models for the estimation of genetic parameters for Guzerat milk production, using orthogonal Legendre polynomials. Records (20,524) of test-day milk yield (TDMY) from 2,816 first-lactation Guzerat cows were used. TDMY grouped into 10-monthly classes were analyzed for additive genetic effect and for environmental and residual permanent effects (random effects), whereas the contemporary group, calving age (linear and quadratic effects) and mean lactation curve were analized as fixed effects. Trajectories for the additive genetic and permanent environmental effects were modeled by means of a covariance function employing orthogonal Legendre polynomials ranging from the second to the fifth order. Residual variances were considered in one, four, six, or ten variance classes. The best model had six residual variance classes. The heritability estimates for the TDMY records varied from 0.19 to 0.32. The random regression model that used a second-order Legendre polynomial for the additive genetic effect, and a fifth-order polynomial for the permanent environmental effect is adequate for comparison by the main employed criteria. The model with a second-order Legendre polynomial for the additive genetic effect, and that with a fourth-order for the permanent environmental effect could also be employed in these analyses.

Methicillin-resistant Staphylococcus aureus: phylogenetic relatedness between European epidemic clones and Swiss sporadic strains.

We have compared the phylogenetic diversity of methicillin-resistant Staphylococcus aureus (MRSA) strains from Switzerland and their phylogenetic relationships with European epidemic clones, using multiprimer random amplification polymorphic DNA (RAPD). Strains included 24 European epidemic clones (59 strains), 66 sporadic strains isolated in Switzerland in 1996-1997, and 15 reference strains of five other Staphylococcus species. Similarity and clustering analysis with the Jaccard's coefficient showed that the maximum genetic distance between MRSA strains was 0.43, whereas the minimum genetic distance between the six Staphylococcus species was 0.97, indicating that the method permits phylogenetic hierarchization. The 24 MRSA clones reported to be epidemic in European countries during the 1990s were distributed into seven different genetic clusters with a maximum distance of 0.29 among them. This clustering pattern was confirmed by the analysis of a subset of MRSA strains by multilocus enzyme electrophoresis at 12 loci. Most of the sporadic Swiss strains were distributed into these seven different genetic clusters, together with the epidemic MRSA clones. This suggests that there is no phylogenetic cluster specific to epidemic clones of MRSA.

Self-avoiding random walks and Olbers' paradox

In this paper, we prove that a self-avoiding walk of infinite length provides a structure that would resolve Olbers' paradox. That is, if the stars of a universe were distributed like the vertices of an infinite random walk with each segment length of about a parsec, then the night sky could be as dark as actually observed on the Earth. Self-avoiding random walk structure can therefore resolve the Olbers' paradox even in a static universe.

Guidelines for irrigation scheduling of banana crop in São Francisco Valley, Brazil. II - Water consumption, crop coefficient, and physiologycal behavior

The water consumption and the crop coefficient of the banana cv. Pacovan were estimated in Petrolina County, northeastern Brazil, in order to establish guidelines to irrigation water management. Evaluations were carried out since planting in January 1999 to the 3rd harvest in September 2001 on a microsprinkler irrigated orchard, with plants spaced in a 3 x 3 m grid. Average daily water consumption was 3.9, 4.0, and 3.3 mm in the 1st, 2nd and 3rd growing seasons, respectively. Crop coefficient values increased from 0.7 (vegetative growth) to 1.1 (flowering). Even with high soil water availability, transpiration was reduced due to high evaporative demand.

Scaling behavior of random knots.

Using numerical simulations we investigate how overall dimensions of random knots scale with their length. We demonstrate that when closed non-self-avoiding random trajectories are divided into groups consisting of individual knot types, then each such group shows the scaling exponent of approximately 0.588 that is typical for self-avoiding walks. However, when all generated knots are grouped together, their scaling exponent becomes equal to 0.5 (as in non-self-avoiding random walks). We explain here this apparent paradox. We introduce the notion of the equilibrium length of individual types of knots and show its correlation with the length of ideal geometric representations of knots. We also demonstrate that overall dimensions of random knots with a given chain length follow the same order as dimensions of ideal geometric representations of knots.

Geometric stopping of a random walk and its applications to valuing equity-linked death benefits

We study discrete-time models in which death benefits can depend on a stock price index, the logarithm of which is modeled as a random walk. Examples of such benefit payments include put and call options, barrier options, and lookback options. Because the distribution of the curtate-future-lifetime can be approximated by a linear combination of geometric distributions, it suffices to consider curtate-future-lifetimes with a geometric distribution. In binomial and trinomial tree models, closed-form expressions for the expectations of the discounted benefit payment are obtained for a series of options. They are based on results concerning geometric stopping of a random walk, in particular also on a version of the Wiener-Hopf factorization.

Priming psychic and conjuring abilities of a magic demonstration influences event interpretation and random number generation biases

Magical ideation and belief in the paranormal is considered to represent a trait-like character; people either believe in it or not. Yet, anecdotes indicate that exposure to an anomalous event can turn skeptics into believers. This transformation is likely to be accompanied by altered cognitive functioning such as impaired judgments of event likelihood. Here, we investigated whether the exposure to an anomalous event changes individuals' explicit traditional (religious) and non-traditional (e.g., paranormal) beliefs as well as cognitive biases that have previously been associated with non-traditional beliefs, e.g., repetition avoidance when producing random numbers in a mental dice task. In a classroom, 91 students saw a magic demonstration after their psychology lecture. Before the demonstration, half of the students were told that the performance was done respectively by a conjuror (magician group) or a psychic (psychic group). The instruction influenced participants' explanations of the anomalous event. Participants in the magician, as compared to the psychic group, were more likely to explain the event through conjuring abilities while the reverse was true for psychic abilities. Moreover, these explanations correlated positively with their prior traditional and non-traditional beliefs. Finally, we observed that the psychic group showed more repetition avoidance than the magician group, and this effect remained the same regardless of whether assessed before or after the magic demonstration. We conclude that pre-existing beliefs and contextual suggestions both influence people's interpretations of anomalous events and associated cognitive biases. Beliefs and associated cognitive biases are likely flexible well into adulthood and change with actual life events.

Exit times in non-Markovian drifting continuous-time random-walk processes

By appealing to renewal theory we determine the equations that the mean exit time of a continuous-time random walk with drift satisfies both when the present coincides with a jump instant or when it does not. Particular attention is paid to the corrections ensuing from the non-Markovian nature of the process. We show that when drift and jumps have the same sign the relevant integral equations can be solved in closed form. The case when holding times have the classical Erlang distribution is considered in detail.

Monotonic continuous-time random walks with drift and stochastic reset events

In this paper we consider a stochastic process that may experience random reset events which suddenly bring the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonic continuous-time random walks with a constant drift: The process increases between the reset events, either by the effect of the random jumps, or by the action of the deterministic drift. As a result of all these combined factors interesting properties emerge, like the existence (for any drift strength) of a stationary transition probability density function, or the faculty of the model to reproduce power-law-like behavior. General formulas for two extreme statistics, the survival probability, and the mean exit time, are also derived. To corroborate in an independent way the results of the paper, Monte Carlo methods were used. These numerical estimations are in full agreement with the analytical predictions.

Poly(butylene terephthalate-co-5-tert-butyl isophthalate) Copolyesters: Synthesis, Characterization and Properties

A series of poly(butylene terephthalate) copolyesters containing 5-tert-butyl isophthalate units up to 50%-mole, as well as the homopolyester entirely made of these units, were prepared by polycondensation from the melt. The microstructure of the copolymers was determined by NMR to be at random for the whole range of compositions. The effect exerted by the 5-tert-butyl isophthalate units on thermal, tensile and gas transport properties was evaluated. Both Tm and crystallinity as well as the mechanical moduli were found to decrease steadily with copolymerization whereas Tg increased and the polyesters became more brittle. Permeability and solubility sligthly increased also with the content in substituted units whereas the diffusion coefficient remained practically constant. For the homopolyester poly(5-tert-butyl isophthalate), all these properties were found to deviate significantly from the general trend displayed by copolyesters suggesting that a different chain mode of packing in the amorphous phase is likely adopted in this case.

Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey

Sobriety checkpoints are not usually randomly located by traffic authorities. As such, information provided by non-random alcohol tests cannot be used to infer the characteristics of the general driving population. In this paper a case study is presented in which the prevalence of alcohol-impaired driving is estimated for the general population of drivers. A stratified probabilistic sample was designed to represent vehicles circulating in non-urban areas of Catalonia (Spain), a region characterized by its complex transportation network and dense traffic around the metropolis of Barcelona. Random breath alcohol concentration tests were performed during spring 2012 on 7,596 drivers. The estimated prevalence of alcohol-impaired drivers was 1.29 PER CENT, which is roughly a third of the rate obtained in non-random tests. Higher rates were found on weekends (1.90 PER CENT on Saturdays, 4.29 PER CENT on Sundays) and especially at night. The rate is higher for men (1.45 PER CENT) than for women (0.64 PER CENT) and the percentage of positive outcomes shows an increasing pattern with age. In vehicles with two occupants, the proportion of alcohol-impaired drivers is estimated at 2.62 PER CENT, but when the driver was alone the rate drops to 0.84 PER CENT, which might reflect the socialization of drinking habits. The results are compared with outcomes in previous surveys, showing a decreasing trend in the prevalence of alcohol-impaired drivers over time.