Land reform in NE Brazil: a stochastic frontier production efficiency evaluation

O objetivo desse artigo é caracterizar as fontes da ineficiência técnica e alocativa em um conjunto de 308 beneficiários de um programa de reforma agrária de mercado, chamado Cédula da Terra;, distribuídos em cinco estados do Nordeste brasileiro. Estudos conduzidos por Buainain et al. (2002) mostraram existem poucas diferenças entre as características de beneficiários deste programa e dos programas tradicionais de reforma agrária por expropriação e que portanto, os resultados obtidos por este trabalho permitem visualizar as dificuldades enfrentadas pelos assentamentos no Brasil. Para medir eficiência, estimou-se uma função de produção potencial segundo a metodologia de Battese e Coelli (1995) e a partir disto, procurou-se explicar as razões da ineficiência (relativa) encontrada. Os resultados apontam para a existência de ineficiência técnica e alocativa que é identificada principalmente nas situações em que a presença de produção para consumo é elevada. Tratase de um resultado que revela a pouca maturidade da maioria dos lotes dos assentados do PCT e a dificuldade de superar as limitações impostas pela condição inicial de formação dos assentamentos de reforma agrária, principalmente na região nordeste do Brasil.

STOCHASTIC QUANTIZATION OF FERMIONIC THEORIES - RENORMALIZATION OF THE MASSIVE THIRRING MODEL

Using the Langevin approach for stochastic processes, we study the renormalizability of the massive Thirring model. At finite fictitious time, we prove the absence of induced quadrilinear counterterms by verifying the cancellation of the divergencies of graphs with four external lines. This implies that the vanishing of the renormalization group beta function already occurs at finite times.

STOCHASTIC QUANTIZATION AND 1/N EXPANSION

We study the 1/N expansion of field theories in the stochastic quantization method of Parisi and Wu using the supersymmetric functional approach. This formulation provides a systematic procedure to implement the 1/N expansion which resembles the ones used in the equilibrium. The 1/N perturbation theory for the nonlinear sigma-model in two dimensions is worked out as an example.

Stochastic scheduling - A flow shop no wait application and solutions

Minimizing the makespan of a flow-shop no-wait (FSNW) schedule where the processing times are randomly distributed is an important NP-Complete Combinatorial Optimization Problem. In spite of this, it can be found only in very few papers in the literature. By considering the Start Interval Concept, this problem can be formulated, in a practical way, in function of the probability of the success in preserve FSNW constraints for all tasks execution. With this formulation, for the particular case with 3 machines, this paper presents different heuristics solutions: by integrating local optimization steps with insertion procedures and by using genetic algorithms for search the solution space. Computational results and performance evaluations are commented. Copyright (C) 1998 IFAC.

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)

A stochastic shift model for economically designed charts constrained by the process stage configuration

An economic model including the labor resource and the process stage configuration is proposed to design g charts allowing for all the design parameters to be varied in an adaptive way. A random shift size is considered during the economic design selection. The results obtained for a benchmark of 64 process stage scenarios show that the activities configuration and some process operating parameters influence the selection of the best control chart strategy: to model the random shift size, its exact distribution can be approximately fitted by a discrete distribution obtained from a relatively small sample of historical data. However, an accurate estimation of the inspection costs associated to the SPC activities is far from being achieved. An illustrative example shows the implementation of the proposed economic model in a real industrial case. (C) 2011 Elsevier B.V. All rights reserved.

Stochastic field processes in the mathematical modelling of damped transmission line vibrations

Wind-excited vibrations in the frequency range of 10 to 50 Hz due to vortex shedding often cause fatigue failures in the cables of overhead transmission lines. Damping devices, such as the Stockbridge dampers, have been in use for a long time for supressing these vibrations. The dampers are conveniently modelled by means of their driving point impedance, measured in the lab over the frequency range under consideration. The cables can be modelled as strings with additional small bending stiffness. The main problem in modelling the vibrations does however lay in the aerodynamic forces, which usually are approximated by the forces acting on a rigid cylinder in planar flow. In the present paper, the wind forces are represented by stochastic processes with arbitrary crosscorrelation in space; the case of a Kármán vortex street on a rigid cylinder in planar flow is contained as a limit case in this approach. The authors believe that this new view of the problem may yield useful results, particularly also concerning the reliability of the lines and the probability of fatigue damages. © 1987.

Entropy, information and doubly stochastic transformations

I analyze two inequalities on entropy and information, one due to von Neumann and a recent one to Schiffer, and show that the relevant quantities in these inequalities are related by special doubly stochastic matrices (DSM). I then use generalization of the first inequality to prove algebraically a generalization of Schiffer's inequality to arbitrary DSM. I also give a second interpretation to the latter inequality, determine its domain of applicability, and illustrate it by using Zeeman splitting. This example shows that symmetric (degenerate) systems have less entropy than the corresponding split systems, if compared at the same average energy. This seemingly counter-intuitive result is explained thermodynamically. © 1991.

Níveis críticos de fósforo no solo e nas folhas para a implantação de Eucalyptus grandis Hill ex Maiden, em quatro tipos de solos

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

The gradually truncated Lévy flight: Stochastic process for complex systems

Power-law distributions, i.e. Levy flights have been observed in various economical, biological, and physical systems in high-frequency regime. These distributions can be successfully explained via gradually truncated Levy flight (GTLF). In general, these systems converge to a Gaussian distribution in the low-frequency regime. In the present work, we develop a model for the physical basis for the cut-off length in GTLF and its variation with respect to the time interval between successive observations. We observe that GTLF automatically approach a Gaussian distribution in the low-frequency regime. We applied the present method to analyze time series in some physical and financial systems. The agreement between the experimental results and theoretical curves is excellent. The present method can be applied to analyze time series in a variety of fields, which in turn provide a basis for the development of further microscopic models for the system. © 2000 Elsevier Science B.V. All rights reserved.

Economic viability and selection of irrigation systems using simulation and stochastic dominance

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

Envelhecimento acelerado em sementes de Eucalyptus grandis Hill ex Maiden classificadas por tamanho

Two experiments of seed ageing of Eucalyptus grandis Hill ex Maiden were carried out at laboratory conditions. In the first experiment, two seed lots were classified in two square mesh screens (< 0.84 to ≥ 0.71 mm and < 0.71 mm to ≥ 0.59 mm), submitted to 42 °C and 100% relative humidity, for 0, 8, 12, 24, and 32 hours of stress treatments. Seed germination tests were done with just aged seeds. The results showed that the stress period was not sufficient for ageing the seeds. In the second experiment, the best quality seed lot was separated in the same two sizes. The seeds were submitted under the same stress conditions of the first experiment but for 0, 48, 72, and 96 hours. The germination test was done right after the seeds were taken from the stress conditions, and with stored seeds at dry chamber (2 weeks and 26 months). It was concluded that both seed sizes reached 30% of moisture content under 72 hours of ageing conditions and showed significant germination losses when compared with seeds without ageing (control), as the moist seeds as the stored ones at dry chamber, for both 2 weeks and 26 months.

Efeito da densidade de plantas de Bracharia decumbens Stapf sobre o crescimento inicial de mudas de Eucalyptus grandis W. Hill ex Maiden

In order to verify the effect of Brachiaria decumbens plant density on the initial growth of Eucalyptus grandis plants, one assay was conducted under semi-controlled conditions of soil fertility and humidity. Dark red Latossol, collected from the arable layer, was used as substrate in 50 liters amianthus cement boxes. One seedling of Eucalyptus was planted in each box. Fifteen days later, seedlings of B. decumbens were transplanted on the same box. The treatments consisted of 0, 4, 8, 12, 16, 20, 24, 28, 32, 36, 40, 60, 80, 100, and 120 plants of B. decumbens. The experimental design was the complete randomized design, with 15 treatments and four replicates. The Eucalyptus plants that lived with B. decumbens were evaluated for stem diameter, plant high, leaf area, and dry weight of stem, branches and leaves. B. decumbens plants were evaluated for dry weight of aerial parts. B. decumbens, at the density level of four plants per m 2 and over, reduced of the initial growth of the Eucalyptus plants. B. decumbens reduced on average 27.78% stem diameter, 18.47% plant high, 70.56% leaf number, 63.26% leaf area, and 55.22%, 77.29% and 55.30% of stem, branch and leaf dry weight, respectively. Plant high was not a good parameter to evaluate the B. decumbens interference.