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.

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.

The generalized inverse Weibull distribution

The inverse Weibull distribution has the ability to model failure rates which are quite common in reliability and biological studies. A three-parameter generalized inverse Weibull distribution with decreasing and unimodal failure rate is introduced and studied. We provide a comprehensive treatment of the mathematical properties of the new distribution including expressions for the moment generating function and the rth generalized moment. The mixture model of two generalized inverse Weibull distributions is investigated. The identifiability property of the mixture model is demonstrated. For the first time, we propose a location-scale regression model based on the log-generalized inverse Weibull distribution for modeling lifetime data. In addition, we develop some diagnostic tools for sensitivity analysis. Two applications of real data are given to illustrate the potentiality of the proposed regression model.

The generalized log-gamma mixture model with covariates: local influence and residual analysis

In a sample of censored survival times, the presence of an immune proportion of individuals who are not subject to death, failure or relapse, may be indicated by a relatively high number of individuals with large censored survival times. In this paper the generalized log-gamma model is modified for the possibility that long-term survivors may be present in the data. The model attempts to separately estimate the effects of covariates on the surviving fraction, that is, the proportion of the population for which the event never occurs. The logistic function is used for the regression model of the surviving fraction. Inference for the model parameters is considered via maximum likelihood. Some influence methods, such as the local influence and total local influence of an individual are derived, analyzed and discussed. Finally, a data set from the medical area is analyzed under the log-gamma generalized mixture model. A residual analysis is performed in order to select an appropriate model.

A generalized modified Weibull distribution for lifetime modeling

A four parameter generalization of the Weibull distribution capable of modeling a bathtub-shaped hazard rate function is defined and studied. The beauty and importance of this distribution lies in its ability to model monotone as well as non-monotone failure rates, which are quite common in lifetime problems and reliability. The new distribution has a number of well-known lifetime special sub-models, such as the Weibull, extreme value, exponentiated Weibull, generalized Rayleigh and modified Weibull distributions, among others. We derive two infinite sum representations for its moments. The density of the order statistics is obtained. The method of maximum likelihood is used for estimating the model parameters. Also, the observed information matrix is obtained. Two applications are presented to illustrate the proposed distribution. (C) 2008 Elsevier B.V. All rights reserved.

The exponentiated generalized gamma distribution with application to lifetime data

A four-parameter extension of the generalized gamma distribution capable of modelling a bathtub-shaped hazard rate function is defined and studied. The beauty and importance of this distribution lies in its ability to model monotone and non-monotone failure rate functions, which are quite common in lifetime data analysis and reliability. The new distribution has a number of well-known lifetime special sub-models, such as the exponentiated Weibull, exponentiated generalized half-normal, exponentiated gamma and generalized Rayleigh, among others. We derive two infinite sum representations for its moments. We calculate the density of the order statistics and two expansions for their moments. The method of maximum likelihood is used for estimating the model parameters and the observed information matrix is obtained. Finally, a real data set from the medical area is analysed.

Double generalized linear model for tissue culture proportion data: a Bayesian perspective

Joint generalized linear models and double generalized linear models (DGLMs) were designed to model outcomes for which the variability can be explained using factors and/or covariates. When such factors operate, the usual normal regression models, which inherently exhibit constant variance, will under-represent variation in the data and hence may lead to erroneous inferences. For count and proportion data, such noise factors can generate a so-called overdispersion effect, and the use of binomial and Poisson models underestimates the variability and, consequently, incorrectly indicate significant effects. In this manuscript, we propose a DGLM from a Bayesian perspective, focusing on the case of proportion data, where the overdispersion can be modeled using a random effect that depends on some noise factors. The posterior joint density function was sampled using Monte Carlo Markov Chain algorithms, allowing inferences over the model parameters. An application to a data set on apple tissue culture is presented, for which it is shown that the Bayesian approach is quite feasible, even when limited prior information is available, thereby generating valuable insight for the researcher about its experimental results.

Genetic transformation of Citrus sinensis cv. Hamlin with hrpN gene from Erwinia amylovora and evaluation of the transgenic lines for resistance to citrus canker

Transgenic Citrus sinensis (L.) Osb. cv. Hamlin plants expressing the hrpN gene were obtained by Agrobacterium tumefaciens (Smith and Towns) Conn-mediated transformation. hrpN encodes a harpin protein, which elicits the hypersensitive response and systemic acquired resistance in plants. The gene construct consisted of gst1, a pathogen-inducible promoter, a signal peptide for protein secretion to the apoplast, the selection genes nptI1 or aacC1 and the Nos terminator. The function of gst1 in citrus was evaluated in transgenic C. sinensis cv. Valencia harboring the reporter gene uidA (gus) driven by this promoter. Histochemical analysis for gus revealed that gst1 is activated in citrus leaves by both wounding and inoculation with Xanthomonas axonopodis Starr and Garces pv. citri (Hasse) Vauterin et al. Genetic transformation was confirmed by Southern blot hybridization in eight cv. Hamlin acclimatized plants. RT-PCR confirmed hrpN gene expression in seven cv. Hamlin transgenic lines before pathogen inoculation. Some hrpN transgenic lines showed severe leaf curling and abnormal growth. Six hrpN transgenic lines were propagated and evaluated for susceptibility to X axonopodis pv. citri. RT-PCR confirmed gene expression in all six hrpN transgenic lines after pathogen inoculation. Several of the hrpN transgenic lines showed reduction in susceptibility to citrus canker as compared with non-transgenic plants. One hrpN transgenic line exhibited normal vegetative development and displayed very high resistance to the pathogen, estimated as up to 79% reduction in disease severity. This is the first report of genetic transformation of citrus using a pathogen-inducible promoter and the hrpN gene. Further evaluations of the transgenic plants under field conditions are planned. Nevertheless, the evidence to date suggests that the hrpN gene reduces the susceptibility of citrus plants to the canker disease. (C) 2009 Elsevier B.V. All rights reserved.

Genetic Transformation of Passionflower and Evaluation of R(1) and R(2) Generations for Resistance to Cowpea aphid borne mosaic virus

We report on the production and evaluation of passionflower transgenic lines for resistance to Cowpea aphid borne mosaic virus (CABMV). Genetic transformation was done using Agrobacterium tumefaciens and transgene integration was confirmed by Southern blot analyses, resulting in nine transgenic lines for `IAC 275` and three for `IAC 277`. Transgenic lines were clonally propagated and evaluated for resistance to CABMV After the third inoculation, under higher inoculum pressure, only propagated plants of the transgenic line T16 remained asymptomatic, indicating a high resistance to infection with CABMV. This transgenic line was self-pollinated and the RI generation was evaluated together with the RI generation of another resistant transgenic line (T2) identified previously. Plants were inoculated with CABMV by means of viruliferous Myzus nicotianae. All 524 T2R(1) plants became infected, whereas 13 of 279 T16R(1) remained asymptomatic after four successive inoculations. A TI6R(2) generation was obtained and plants were inoculated with CABMV mechanically or by aphids. After successive inoculations, 118 of 258 plants were symptomless, suggesting that the resistance to CABMV was maintained in the plant genome as the homozygous condition was achieved. Five selected resistant TI6R(2) plants which contained the capsid protein gene are being crossed for further analyses.

Sampling phylogenetic tree space with the generalized Gibbs sampler

The generalized Gibbs sampler (GGS) is a recently developed Markov chain Monte Carlo (MCMC) technique that enables Gibbs-like sampling of state spaces that lack a convenient representation in terms of a fixed coordinate system. This paper describes a new sampler, called the tree sampler, which uses the GGS to sample from a state space consisting of phylogenetic trees. The tree sampler is useful for a wide range of phylogenetic applications, including Bayesian, maximum likelihood, and maximum parsimony methods. A fast new algorithm to search for a maximum parsimony phylogeny is presented, using the tree sampler in the context of simulated annealing. The mathematics underlying the algorithm is explained and its time complexity is analyzed. The method is tested on two large data sets consisting of 123 sequences and 500 sequences, respectively. The new algorithm is shown to compare very favorably in terms of speed and accuracy to the program DNAPARS from the PHYLIP package.

Transformation of external sensilla to chordotonal sensilla in the cut mutant of Drosophila assessed by single-cell marking in the embryo and larva

The cut gene of Drosophila melanogaster is an identity selector gene that establishes the program of development and differentiation of external sense organs. Mutations in the cut gene cause a transformation of the external sense organs into chordotonal organs, originally assessed by the use of immunostaining methods [Bodmer et al. (1987): Cell, 51:293-307]. Because of evidence that axonal projections of the transformed neurons within the central nervous system are not completely switched in cut mutants, the transformation of the four cells making up a sense organ was reassessed using single-cell staining with fluorescent dye and differential interface contrast (DIC) microscopy of the embryo and larva. The results provide strong evidence that all cells of the sense organs are completely transformed, exhibiting the morphologies and organelles characteristic of chordotonal sense organs. A comparison of the structures of external sense organs and chordotonal organs indicates that a number of the differences could be due to the degree of development of common structures, and that cut or downstream genes modulate effector genes that are normally utilized in both receptor types. The possible derivation of insect chordotonal and external sense organs from a receptor type found in crustaceans is discussed in the light of arthropod phylogenetics and the molecular genetics of sense organ development. (C) 1997 Wiley-Liss, Inc.

Acid-mediated conversion of methylene-interrupted bisepoxides to tetrahydrofurans: A biomimetic transformation

The acid-mediated transformation of syn and anti methylene interrupted cis,cis and cis,trans bisepoxides to tetrahydrofurans is high yielding, and demonstrates both regioselectivity and stereoselectivity. Trans,trans methylene interrupted bisepoxides do not yield tetrahydrofurans under the same conditions.