957 resultados para Conditional moments
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N-vinylcarbazole was polymerised using the free radical catalyst (azo-bisisobutyronitrile) and cationic catalysts (boron-trifluoride etherate and aluminium chloride). The polymers produced were characterised by molecular weight measurements and powder x-ray diffraction. The tacticity of the polymer samples was determined using proton and carbon-13 nuclear magnetic resonance spectroscopy. Measurements of their static dielectric permittivity and electro-optical birefringence (Kerr effect) in solution in 1,4-dioxane were carried out over a range of temperatures. The magnitudes of the dipole moments and Kerr constants were found to vary with changes in the tacticity of poly(N-vinylcarbazole). The results of these measurements support the view that the stereostructure of poly(N-vinylcarbazole) is sensitive to the mechanism of polymerisation. These results, together with proton and carbon-13 N.M.R. data, are discussed in terms of the possible conformations of the polymer chains and the relative orientation of the bulky carbazole side groups. The dielectric and molecular Kerr effect studies have also been carried out on complexes formed between 2,4,7-trinitro-9-fluorenone (TNF) and different stereoregular forms of poly(N-vinylcarbazole) in solution in 1,4-dioxane. The differences in the molar Kerr constants between pure (uncomplexed) and complexed poly(N-vinylcarbazole) samples were attributed to changes in optical anisotropy and dipole moments. A molecular modelling computer program Desktop Molecular Modeller was used to examine the 3/1 helical isotactic and 2/1 helical syndiotactic forms of poly(N-vinylcarbazole). These models were used to calculate the pitch distances of helices and the results were interpreted in terms of van der Waal's radii on TNF. This study indicated that the pitch distance in 3/1 isotactic helices was large enough to accommodate the bulky TNF molecules to form sandwich type charge transfer complexes whereas the pitch distance in syndiotactic poly(N-vinylcarbazole) was smaller and would not allow a similar type of complex formation.
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The accumulation and transport of solutes are hallmarks of osmoadaptation. In this study we have employed the inability of the Saccharomyces cerevisiae gpd1Δ gpd2Δ mutant both to produce glycerol and to adapt to high osmolarity to study solute transport through aquaglyceroporins and the control of osmostress-induced signaling. High levels of different polyols, including glycerol, inhibited growth of the gpd1Δ gpd2Δ mutant. This growth inhibition was suppressed by expression of the hyperactive allele Fps1-AΔ of the osmogated yeast aquaglyceroporin, Fps1. The degree of suppression correlated with the relative rate of transport of the different polyols tested. Transport studies in secretory vesicles confirmed that Fps1-Δ1 transports polyols at increased rates compared with wild type Fps1. Importantly, wild type Fps1 and Fps1-Δ1 showed similarly low permeability for water. The growth defect on polyols in the gpd1Δ gpd2Δ mutant was also suppressed by expression of a heterologous aquaglyceroporin, rat AQP9. We surmised that this suppression was due to polyol influx, causing the cells to passively adapt to the stress. Indeed, when aquaglyceroporin-expressing gpd1Δ gpd2Δ mutants were treated with glycerol, xylitol, or sorbitol, the osmosensing HOG pathway was activated, and the period of activation correlated with the apparent rate of polyol uptake. This observation supports the notion that deactivation of the HOG pathway is closely coupled to osmotic adaptation. Taken together, our "conditional" osmotic stress system facilitates studies on aquaglyceroporin function and reveals features of the osmosensing and signaling system. © 2005 by The American Society for Biochemistry and Molecular Biology, Inc.
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We solve the functional equation f(x^m + y) = f(x)^m + f(y) in the realm of polynomials with integer coefficients.
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* This investigation was supported by the Bulgarian Ministry of Science and Education under Grant MM-7.
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The method for the computation of the conditional probability density function for the nonlinear Schrödinger equation with additive noise is developed. We present in a constructive form the conditional probability density function in the limit of small noise and analytically derive it in a weakly nonlinear case. The general theory results are illustrated using fiber-optic communications as a particular, albeit practically very important, example.
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The inverse controller is traditionally assumed to be a deterministic function. This paper presents a pedagogical methodology for estimating the stochastic model of the inverse controller. The proposed method is based on Bayes' theorem. Using Bayes' rule to obtain the stochastic model of the inverse controller allows the use of knowledge of uncertainty from both the inverse and the forward model in estimating the optimal control signal. The paper presents the methodology for general nonlinear systems. For illustration purposes, the proposed methodology is applied to linear Gaussian systems. © 2004 IEEE.
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2000 Mathematics Subject Classification: 62F25, 62F03.
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2000 Mathematics Subject Classification: 60J80, 62P05.
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2000 Mathematics Subject Classification: 62G30, 62E10.
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Research indicates associative and strategic deficits mediate age related deficits in memory, whereas simple associative processes are independent of strategic processing and strategic processes mediate resistance to interference. The present study showed age-related deficits in a contingency learning task, although older participants' resistance to interference was not disproportionately affected. Recognition memory predicted discrimination, whereas general cognitive ability predicted resistance to interference, suggesting differentiation between associative and strategic processes in learning and memory, and age declines in associative processes. Older participants' generalisation of associative strength from existing to novel stimulus-response associations was consistent with elemental learning theories, whereas configural models predicted younger participants' responses. This is consistent with associative deficits and reliance on item-level representations in memory during later life. © 2011 Psychology Press Ltd.
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Conditional Value-at-Risk (equivalent to the Expected Shortfall, Tail Value-at-Risk and Tail Conditional Expectation in the case of continuous probability distributions) is an increasingly popular risk measure in the fields of actuarial science, banking and finance, and arguably a more suitable alternative to the currently widespread Value-at-Risk. In my paper, I present a brief literature survey, and propose a statistical test of the location of the CVaR, which may be applied by practising actuaries to test whether CVaR-based capital levels are in line with observed data. Finally, I conclude with numerical experiments and some questions for future research.
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Since the seminal works of Markowitz (1952), Sharpe (1964), and Lintner (1965), numerous studies on portfolio selection and performance measure have been based upon the mean-variance framework. However, several researchers (e.g., Arditti (1967, and 1971), Samuelson (1970), and Rubinstein (1973)) argue that the higher moments cannot be neglected unless there is reason to believe that: (i) the asset returns are normally distributed and the investor's utility function is quadratic, or (ii) the empirical evidence demonstrates that higher moments are irrelevant to the investor's decision. Based on the same argument, this dissertation investigates the impact of higher moments of return distributions on three issues concerning the 14 international stock markets.^ First, the portfolio selection with skewness is determined using: the Polynomial Goal Programming in which investor preferences for skewness can be incorporated. The empirical findings suggest that the return distributions of international stock markets are not normally distributed, and that the incorporation of skewness into an investor's portfolio decision causes a major change in the construction of his optimal portfolio. The evidence also indicates that an investor will trade expected return of the portfolio for skewness. Moreover, when short sales are allowed, investors are better off as they attain higher expected return and skewness simultaneously.^ Second, the performance of international stock markets are evaluated using two types of performance measures: (i) the two-moment performance measures of Sharpe (1966), and Treynor (1965), and (ii) the higher-moment performance measures of Prakash and Bear (1986), and Stephens and Proffitt (1991). The empirical evidence indicates that higher moments of return distributions are significant and relevant to the investor's decision. Thus, the higher moment performance measures should be more appropriate to evaluate the performances of international stock markets. The evidence also indicates that various measures provide a vastly different performance ranking of the markets, albeit in the same direction.^ Finally, the inter-temporal stability of the international stock markets is investigated using the Parhizgari and Prakash (1989) algorithm for the Sen and Puri (1968) test which accounts for non-normality of return distributions. The empirical finding indicates that there is strong evidence to support the stability in international stock market movements. However, when the Anderson test which assumes normality of return distributions is employed, the stability in the correlation structure is rejected. This suggests that the non-normality of the return distribution is an important factor that cannot be ignored in the investigation of inter-temporal stability of international stock markets. ^
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We develop a new autoregressive conditional process to capture both the changes and the persistency of the intraday seasonal (U-shape) pattern of volatility in essay 1. Unlike other procedures, this approach allows for the intraday volatility pattern to change over time without the filtering process injecting a spurious pattern of noise into the filtered series. We show that prior deterministic filtering procedures are special cases of the autoregressive conditional filtering process presented here. Lagrange multiplier tests prove that the stochastic seasonal variance component is statistically significant. Specification tests using the correlogram and cross-spectral analyses prove the reliability of the autoregressive conditional filtering process. In essay 2 we develop a new methodology to decompose return variance in order to examine the informativeness embedded in the return series. The variance is decomposed into the information arrival component and the noise factor component. This decomposition methodology differs from previous studies in that both the informational variance and the noise variance are time-varying. Furthermore, the covariance of the informational component and the noisy component is no longer restricted to be zero. The resultant measure of price informativeness is defined as the informational variance divided by the total variance of the returns. The noisy rational expectations model predicts that uninformed traders react to price changes more than informed traders, since uninformed traders cannot distinguish between price changes caused by information arrivals and price changes caused by noise. This hypothesis is tested in essay 3 using intraday data with the intraday seasonal volatility component removed, as based on the procedure in the first essay. The resultant seasonally adjusted variance series is decomposed into components caused by unexpected information arrivals and by noise in order to examine informativeness.
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This flyer promotes the event "Defining Moments: A Cuban Exile's Story about Discovery and the Search for a Better Future, Lecture by José I. Ramírez",sponsored by the FlU Libraries and the Cuban Research Institute.