On linear combinations of L-orthogonal polynomials associated with distributions belonging to symmetric classes

This paper deals with the classes S-3(omega, beta, b) of strong distribution functions defined on the interval [beta(2)/b, b], 0 < beta < b <= infinity, where 2 omega epsilon Z. The classification is such that the distribution function psi epsilon S-3(omega, beta, b) has a (reciprocal) symmetry, depending on omega, about the point beta. We consider properties of the L-orthogonal polynomials associated with psi epsilon S-3(omega, beta, b). Through linear combination of these polynomials we relate them to the L-orthogonal polynomials associated with some omega epsilon S-3(1/2, beta, b). (c) 2004 Elsevier B.V. All rights reserved.

Analytical and Monte Carlo approaches to evaluate probability distributions of interruption duration

Regulatory authorities in many countries, in order to maintain an acceptable balance between appropriate customer service qualities and costs, are introducing a performance-based regulation. These regulations impose penalties-and, in some cases, rewards-that introduce a component of financial risk to an electric power utility due to the uncertainty associated with preserving a specific level of system reliability. In Brazil, for instance, one of the reliability indices receiving special attention by the utilities is the maximum continuous interruption duration (MCID) per customer.This parameter is responsible for the majority of penalties in many electric distribution utilities. This paper describes analytical and Monte Carlo simulation approaches to evaluate probability distributions of interruption duration indices. More emphasis will be given to the development of an analytical method to assess the probability distribution associated with the parameter MCID and the correspond ng penalties. Case studies on a simple distribution network and on a real Brazilian distribution system are presented and discussed.

NONADIABATIC NEUTRINO OSCILLATIONS REEXAMINED

Employing the Feynman procedure of ordered exponential operators and the stationary phase method to evaluate the multiple integrals involved, we calculate the level-crossing probability and analyze the role of a resonance in the evolution of a two-level neutrino system. We compare this procedure with more conventional ones, such as Landau's method and the ansatz of Kuo and Pantaleone and Petcov. We verify that our results reproduce the correct extreme nonadiabatic limit and give the standard solutions in the adiabatic regime for any arbitrary matter density distributions. We discuss in particular the case of solar neutrino propagation using the standard solar model predictions for the matter distribution in the Sun.

Modelling frequency distributions of 5 minute-averaged solar radiation indexes using Beta probability functions

Five minute-averaged values of sky clearness, direct and diffuse indices, were used to model the frequency distributions of these variables in terms of optical air mass. From more than four years of solar radiation observations it was found that variations in the frequency distributions of the three indices of optical air mass for Botucatu, Brazil, are similar to those in other places, as published in the literature. The proposed models were obtained by linear combination of normalized Beta probability functions, using the observed distributions derived from three years of data. The versatility of these functions allows modelling of all three irradiance indexes to similar levels of accuracy. A comparison with the observed distributions obtained from one year of observations indicate that the models are able to reproduce the observed frequency distributions of all three indices at the 95% confidence level.

A new species and expanded distributions of freshwater Audouinella (Acrochaetiaceae, Rhodophyta) from Central Mexico and south-eastern Brazil

Eighteen collections of red-coloured Audouinella from Central Mexico and southeastern Brazil detected three species. The most common species, A. eugenea, is characterized by macroscopic thalli, the erect system consisting of filaments with cylindrical cells, undifferentiated into proximal and distal parts, and relatively large monosporangia (greater than or equal to 12.0 mum long). Spermatangia. and possible propagules were observed in some Mexican populations. This is the third Audouinella species observed to have gametangia and the first member of the Acrochaetiales with putative propagules. The second species, from Central Mexico, was characterized by the following features: macroscopic thalli, the erect system differentiated into proximal parts with cylindrical cells, unbranched or rarely branched, and distal parts with barrel-shaped cells, abundantly branched to form dense fascicles, with alternate or dichotomous branching, some at right-angles to the axis, and relatively large monosporangia (greater than or equal to 12.0 mum long). The morphologically distinct proximal and distal portions of the erect system, the latter forming dense fascicles, was a consistent character so far unknown in Audouinella; thus, we propose a new species, A. huastecana sp. nov. The third species is a microscopic epiphyte, A. meiospora, with a well-developed prostrate system composed of creeping and loosely aggregated filaments, and a short homogeneous erect system (less than or equal to 15 cells) of filaments with cylindrical or barrel-shaped cells and small monosporangia (less than or equal to 13.0 mum long). A. eugenea and A. meiospora are characterized for the first time from the Southern and Northern Hemispheres, respectively, both occurring mostly in areas of tropical or subtropical rainforests. A. meiospora is reported from new macroalgal hosts. A. eugenea and A. huastecana tended to occur in warm, alkaline waters with a high ion content that were moderate to fast flowing, whereas A. meiospora was not associated with particular habitats.

The gradually truncated Levy flight for systems with power-law distributions

Power-law distributions have been observed in various economical and physical systems. Levy flights have infinite variance which discourage a physical approach. We introduce a class of stochastic processes, the gradually truncated Levy flight in which large steps of a Levy flight are gradually eliminated. It has finite variance and the system can be analyzed in a closed form. We applied the present method to explain the distribution of a particular economical index. The present method can be applied to describe time series in a variety of fields, i.e. turbulent flow, anomalous diffusion, polymers, etc. (C) 1999 Elsevier B.V. B.V. All rights reserved.

Bayesian longitudinal data analysis with mixed models and thick-tailed distributions using MCMC

Linear mixed effects models are frequently used to analyse longitudinal data, due to their flexibility in modelling the covariance structure between and within observations. Further, it is easy to deal with unbalanced data, either with respect to the number of observations per subject or per time period, and with varying time intervals between observations. In most applications of mixed models to biological sciences, a normal distribution is assumed both for the random effects and for the residuals. This, however, makes inferences vulnerable to the presence of outliers. Here, linear mixed models employing thick-tailed distributions for robust inferences in longitudinal data analysis are described. Specific distributions discussed include the Student-t, the slash and the contaminated normal. A Bayesian framework is adopted, and the Gibbs sampler and the Metropolis-Hastings algorithms are used to carry out the posterior analyses. An example with data on orthodontic distance growth in children is discussed to illustrate the methodology. Analyses based on either the Student-t distribution or on the usual Gaussian assumption are contrasted. The thick-tailed distributions provide an appealing robust alternative to the Gaussian process for modelling distributions of the random effects and of residuals in linear mixed models, and the MCMC implementation allows the computations to be performed in a flexible manner.

Discrete coherent states and probability distributions in finite-dimensional spaces

Operator bases are discussed in connection with the construction of phase space representatives of operators in finite-dimensional spaces, and their properties are presented. It is also shown how these operator bases allow for the construction of a finite harmonic oscillator-like coherent state. Creation and annihilation operators for the Fock finite-dimensional space are discussed and their expressions in terms of the operator bases are explicitly written. The relevant finite-dimensional probability distributions are obtained and their limiting behavior for an infinite-dimensional space are calculated which agree with the well known results. (C) 1996 Academic Press, Inc.

SOME CONSEQUENCES OF A SYMMETRY IN STRONG DISTRIBUTIONS

Some polynomials and interpolatory quadrature rules associated with strong Stieltjes distributions are considered, especially when the distributions satisfy a Certain symmetric property. (C) 1995 Academic Press, Inc.

Multifractal characterization of saprolite particle-size distributions after topsoil removal

Multifractal analysis is now increasingly used to characterize soil properties as it may provide more information than a single fractal model. During the building of a large reservoir on the Parana River (Brazil), a highly weathered soil profile was excavated to a depth between 5 and 8 m. Excavation resulted in an abandoned area with saprolite materials and, in this area, an experimental field was established to assess the effectiveness of different soil rehabilitation treatments. The experimental design consisted of randomized blocks. The aim of this work was to characterize particle-size distributions of the saprolite material and use the information obtained to assess between-block variability. Particle-size distributions of the experimental plots were characterized by multifractal techniques. Ninety-six soil samples were analyzed routinely for particle-size distribution by laser diffractometry in a range of scales, varying from 0.390 to 2000 mu m. Six different textural classes (USDA) were identified with a clay content ranging from 16.9% to 58.4%. Multifractal models described reasonably well the scaling properties of particle-size distributions of the saprolite material. This material exhibits a high entropy dimension, D-1. Parameters derived from the left side (q > 0) of the f(alpha) spectra, D-1, the correlation dimension (D-2) and the range (alpha(0)-alpha(q+)), as well as the total width of the spectra (alpha(max) - alpha(min)) all showed dependence on the clay content. Sand, silt and clay contents were significantly different among treatments as a consequence of soil intrinsic variability. The D, and the Holder exponent of order zero, alpha(0), were not significantly different between treatments; in contrast, D-2 and several fractal attributes describing the width of the f(alpha) spectra were significantly different between treatments. The only parameter showing significant differences between sampling depths was (alpha(0) - alpha(q+)). Scale independent fractal attributes may be useful for characterizing intrinsic particle-size distribution variability. (c) 2006 Elsevier B.V. All rights reserved.

Thermal annealing-induced electric dipole relaxation in natural alexandrite

Electrical properties of natural alexandrite (BeAl2O4:Cr3+) are investigated by the thermally stimulated depolarization current (TSDC) technique. Samples are submitted to consecutive annealing processes and TSDC is carried out after each annealing, yielding bands with different parameters. These bands are fitted by a continuous distribution of relaxation parameters: activation energy and pre-exponential factor of the Arrhenius equation. It has been observed that annealing influences the dipole relaxation behavior, since it promotes a modification of Fe3+ and C3+ impurity distributions on sites of distinct symmetry: Al-1 and Al-2. In order to have a reference for comparison, TSDC is also carried out on a synthetic alexandrite sample, where the only impurity present is Cr3+ ion.

Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

The complementary exponential power lifetime model

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

The Poisson-exponential distribution: a Bayesian approach

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)