O paradoxo da superdifusão de uma caminhada aleatória com memória exponencial

The random walk models with temporal correlation (i.e. memory) are of interest in the study of anomalous diffusion phenomena. The random walk and its generalizations are of prominent place in the characterization of various physical, chemical and biological phenomena. The temporal correlation is an essential feature in anomalous diffusion models. These temporal long-range correlation models can be called non-Markovian models, otherwise, the short-range time correlation counterparts are Markovian ones. Within this context, we reviewed the existing models with temporal correlation, i.e. entire memory, the elephant walk model, or partial memory, alzheimer walk model and walk model with a gaussian memory with profile. It is noticed that these models shows superdiffusion with a Hurst exponent H > 1/2. We study in this work a superdiffusive random walk model with exponentially decaying memory. This seems to be a self-contradictory statement, since it is well known that random walks with exponentially decaying temporal correlations can be approximated arbitrarily well by Markov processes and that central limit theorems prohibit superdiffusion for Markovian walks with finite variance of step sizes. The solution to the apparent paradox is that the model is genuinely non-Markovian, due to a time-dependent decay constant associated with the exponential behavior. In the end, we discuss ideas for future investigations.

Statistical Analysis of Wind Power Generation in Europe

Studies have shown that large geographical spreading can reduce the wind power variability and smooth production. It is frequently assumed that storage and interconnection can manage wind power variability and are totally flexible. However, constraints do exist. In the future more and more electricity will be provided by renewable energy sources and more electricity interconnectors will be built between European Union (EU) countries, as outlines in many of the Projects of Common Interests. It is essential to understand the correlation of wind generation throughout Europe considering power system constraints. In this study the spatial and temporal correlation of wind power production across several countries is examined in order to understand how “the wind ‘travels’ across Europe”. Three years of historical hourly wind power generation from ten EU countries is analysed to investigate the geographic diversity and time scales influence on correlation of wind power variations. Results are then compared with two other studies and show similar general characteristics of correlation between EU country pairs to identify opportunities for storage optimisation, power system operations, and trading.

GPS inferred velocity and strain rate fields in eastern Canada

La vallée du fleuve Saint-Laurent, dans l’est du Canada, est l’une des régions sismiques les plus actives dans l’est de l’Amérique du Nord et est caractérisée par de nombreux tremblements de terre intraplaques. Après la rotation rigide de la plaque tectonique, l’ajustement isostatique glaciaire est de loin la plus grande source de signal géophysique dans l’est du Canada. Les déformations et les vitesses de déformation de la croûte terrestre de cette région ont été étudiées en utilisant plus de 14 ans d’observations (9 ans en moyenne) de 112 stations GPS fonctionnant en continu. Le champ de vitesse a été obtenu à partir de séries temporelles de coordonnées GPS quotidiennes nettoyées en appliquant un modèle combiné utilisant une pondération par moindres carrés. Les vitesses ont été estimées avec des modèles de bruit qui incluent les corrélations temporelles des séries temporelles des coordonnées tridimensionnelles. Le champ de vitesse horizontale montre la rotation antihoraire de la plaque nord-américaine avec une vitesse moyenne de 16,8±0,7 mm/an dans un modèle sans rotation nette (no-net-rotation) par rapport à l’ITRF2008. Le champ de vitesse verticale confirme un soulèvement dû à l’ajustement isostatique glaciaire partout dans l’est du Canada avec un taux maximal de 13,7±1,2 mm/an et un affaissement vers le sud, principalement au nord des États-Unis, avec un taux typique de −1 à −2 mm/an et un taux minimum de −2,7±1,4 mm/an. Le comportement du bruit des séries temporelles des coordonnées GPS tridimensionnelles a été analysé en utilisant une analyse spectrale et la méthode du maximum de vraisemblance pour tester cinq modèles de bruit: loi de puissance; bruit blanc; bruit blanc et bruit de scintillation; bruit blanc et marche aléatoire; bruit blanc, bruit de scintillation et marche aléatoire. Les résultats montrent que la combinaison bruit blanc et bruit de scintillation est le meilleur modèle pour décrire la partie stochastique des séries temporelles. Les amplitudes de tous les modèles de bruit sont plus faibles dans la direction nord et plus grandes dans la direction verticale. Les amplitudes du bruit blanc sont à peu près égales à travers la zone d’étude et sont donc surpassées, dans toutes les directions, par le bruit de scintillation et de marche aléatoire. Le modèle de bruit de scintillation augmente l’incertitude des vitesses estimées par un facteur de 5 à 38 par rapport au modèle de bruit blanc. Les vitesses estimées de tous les modèles de bruit sont statistiquement cohérentes. Les paramètres estimés du pôle eulérien de rotation pour cette région sont légèrement, mais significativement, différents de la rotation globale de la plaque nord-américaine. Cette différence reflète potentiellement les contraintes locales dans cette région sismique et les contraintes causées par la différence des vitesses intraplaques entre les deux rives du fleuve Saint-Laurent. La déformation de la croûte terrestre de la région a été étudiée en utilisant la méthode de collocation par moindres carrés. Les vitesses horizontales interpolées montrent un mouvement cohérent spatialement: soit un mouvement radial vers l’extérieur pour les centres de soulèvement maximal au nord et un mouvement radial vers l’intérieur pour les centres d’affaissement maximal au sud, avec une vitesse typique de 1 à 1,6±0,4 mm/an. Cependant, ce modèle devient plus complexe près des marges des anciennes zones glaciaires. Basées selon leurs directions, les vitesses horizontales intraplaques peuvent être divisées en trois zones distinctes. Cela confirme les conclusions d’autres chercheurs sur l’existence de trois dômes de glace dans la région d’étude avant le dernier maximum glaciaire. Une corrélation spatiale est observée entre les zones de vitesses horizontales intraplaques de magnitude plus élevée et les zones sismiques le long du fleuve Saint-Laurent. Les vitesses verticales ont ensuite été interpolées pour modéliser la déformation verticale. Le modèle montre un taux de soulèvement maximal de 15,6 mm/an au sud-est de la baie d’Hudson et un taux d’affaissement typique de 1 à 2 mm/an au sud, principalement dans le nord des États-Unis. Le long du fleuve Saint-Laurent, les mouvements horizontaux et verticaux sont cohérents spatialement. Il y a un déplacement vers le sud-est d’une magnitude d’environ 1,3 mm/an et un soulèvement moyen de 3,1 mm/an par rapport à la plaque l’Amérique du Nord. Le taux de déformation verticale est d’environ 2,4 fois plus grand que le taux de déformation horizontale intraplaque. Les résultats de l’analyse de déformation montrent l’état actuel de déformation dans l’est du Canada sous la forme d’une expansion dans la partie nord (la zone se soulève) et d’une compression dans la partie sud (la zone s’affaisse). Les taux de rotation sont en moyenne de 0,011°/Ma. Nous avons observé une compression NNO-SSE avec un taux de 3.6 à 8.1 nstrain/an dans la zone sismique du Bas-Saint-Laurent. Dans la zone sismique de Charlevoix, une expansion avec un taux de 3,0 à 7,1 nstrain/an est orientée ENE-OSO. Dans la zone sismique de l’Ouest du Québec, la déformation a un mécanisme de cisaillement avec un taux de compression de 1,0 à 5,1 nstrain/an et un taux d’expansion de 1.6 à 4.1 nstrain/an. Ces mesures sont conformes, au premier ordre, avec les modèles d’ajustement isostatique glaciaire et avec la contrainte de compression horizontale maximale du projet World Stress Map, obtenue à partir de la théorie des mécanismes focaux (focal mechanism method).

Indoor environment and the impact on the health of pre-exisiting asthmatics at work: the development of a risk management framework

This thesis examines the spatial and temporal variation in nitrogen dioxide (NO2) levels in Guernsey and the impacts on pre-existing asthmatics. Whilst air quality in Guernsey is generally good, the levels of NO2 exceed UK standards in several locations. The evidence indicates that people suffering from asthma have exacerbation of their symptoms if exposed to elevated levels of air pollutants including NO2, although this research has never been carried out in Guernsey before. In addition, exposure assessment of individuals is rarely carried out and research in this area is limited due to the complexity of undertaking such a study, which will include a combination of exposures in the home, the workplace and ambient exposures, which vary depending on the individual daily experience. For the first time in Guernsey, this research has examined NO2 levels in correlation with asthma patient admissions to hospital, assessment of NO2 exposures in typical homes and typical workplaces in Guernsey. The data showed a temporal correlation between NO2 levels and the number of hospital admissions and the trend from 2008-2012 was upwards. Statistical analysis of the data did not show a significant linear correlation due to the small size of the data sets. Exposure assessment of individuals showed a spatial variation in exposures in Guernsey and assessment in indoor environments showed that real-time analysis of NO2 levels needs to be undertaken if indoor micro environments for NO2 are the be assessed adequately. There was temporal and spatial variation in NO2 concentrations measured using diffusion tubes, which provide a monthly mean value, and analysers measuring NO2 concentrations in real time. The research shows that building layout and design are important factors for good air flow and ventilation and the dispersion of NO2 indoors. Environmental Health Officers have statutory responsibilities for ambient air quality, hygiene of buildings and workplace environments and this role needs to be co-ordinated with healthcare professionals to improve health outcomes for asthmatics. The outcome of the thesis was the development of a risk management framework for pre-existing asthmatics at work for use by regulators of workplaces and an information leaflet to assist in improving health outcomes for asthmatics in Guernsey.

The neurobiological substrates of behavioral manifestations during temporal lobe seizures: A neuroethological and ictal SPECT correlation study

Ictal behavior coupled with SPECT findings during 28 seizures in patients with temporal lobe epilepsy (TLE) with unilateral hippocampal sclerosis (13 left; 15 right) was displayed as flowcharts from right-sided (RTLE) plus left-sided (LTLE) seizures. Ictal SPECT was classified blind to neuroethology. Behaviors were categorized as ipsilateral to the epileptogenic zone (IL), contralateral to the epileptogenic zone (CL), or bilateral. SPECT intensity and region were categorized as IL or CL to the epileptogenic zone. All patients developed automatisms and had hyperperfusion in their temporal lobes. Patients` verbal responses to questions had statistical interactions in RTLE but not in LTLE sum. Most CL dystonic posturing was correlated to IL basal ganglia hyperperfusion. Basal ganglia activation occurred in seizures without dystonic posturing and CL manual automatisms, and lack of IL dystonic posturing and the presence of CL cerebellar hemispheric hyperperfusion were also observed. Coupling of neuroethology and SPECT findings reliably evaluates ictal behavior and functionality of associated brain areas. (C) 2010 Elsevier Inc. All rights reserved.

Epileptogenic zone, electrode location and clinical outcome in hippocampal electrical stimulation for mesial temporal lobe epilepsy : a correlation study

Objectif : Etudier les résultats cliniques du traitement de patients atteints pai- une épilepsie mésiale du lobe temporal (MTLE) réfractaire, par stimulation cérébrale profonde (DBS) de l'hippocampe, en fonction de l'emplacement de l'électrode. Méthodes : Huit patients atteints de MTLE implantés dans l'hippocampe et stimulés par DBS à haute fréquence ont été inclus dans cette étude. Cinq ont subi des enregistrements invasifs avec des électrodes profondes dans le but d'estimer la localisation du foyer ictal avant de procéder à une DBS chronique. La position des contacts actifs de l'électrode a été mesurée en utilisant une imagerie post-opératoire. Les distances par rapport au foyer ictal ont été calculées, et les structures hippocampiques influencées par la stimulation ont été identifiées au moyen d'un atlas neuro-anatomique. Ces deux paramètres ont été corrélés avec la réduction de la fréquence d'apparition des crises. Résultats : Les distances entre la localisation estimée des contacts actifs de l'électrode et le foyer ictal étaient respectivement 11.0 +/- 4.3 ou 9.1 +/- 2.3 mm pour les patients présentant une réduction de > 50% ou < 50% de la fréquence des crises. Chez les patients (N = 6) montrant une réduction de > 50% de la fréquence des crises, 100% avaient des contacts actifs situés à < 3 mm du subiculum (p < 0,05). Les 2 patients ne répondant pas au traitement étaient stimulés par des contacts situés à > 3mm du subiculum. Conclusion : La diminution de l'activité épileptogène induite par DBS sur l'hippocampe dans les cas de MTLE réfractaires : 1) ne semble pas directement liée à la proximité des contacts actifs de l'électrode au foyer ictal déterminé par les enregistrements invasifs ; 2) pourrait être obtenue par une neuro-modulation du subiculum.

Spatio-temporal image correlation (STIC): nova técnica para avaliação do coração fetal

As malformações cardíacas são as mais freqüentes anomalias congênitas ao nascimento, entretanto, a sua detecção pré-natal pela ultra-sonografia convencional permanece baixa. As ultra-sonografias de terceira e quarta dimensões surgiram no início da década de 90, apresentando grandes aplicações em obstetrícia, principalmente nos casos de diagnósticos duvidosos à ultra-sonografia bidimensional. O spatio-temporal image correlation (STIC) representa grande avanço na área de ultra-som de quarta dimensão; constitui-se em um software acoplado ao aparelho Voluson 730 Expert, que permite a aquisição volumétrica do coração fetal e suas conexões vasculares. As análises volumétricas são realizadas nos modos multiplanar e de renderização, podendo-se também utilizar o Doppler. Apresenta, como grandes vantagens, a aquisição rápida e a possibilidade de análise posterior por especialistas em ecocardiografia fetal. Pode ser aplicada para a pesquisa de quaisquer cardiopatias congênitas, pois permite a aquisição de qualquer plano, diferentemente do ultra-som bidimensional. Sua principal desvantagem está relacionada aos movimentos fetais. A maior difusão do método pode permitir um aumento na detecção de malformações cardíacas, pois possibilita ao ultra-sonografista geral encaminhar, via Internet, os volumes para a análise por especialistas em ecocardiografia fetal.

Débito cardíaco e fração de ejeção fetal por meio do spatio-temporal image correlation (STIC): comparação entre fetos masculinos e femininos

OBJETIVO: Comparar do débito cardíaco (DC) e a fração de ejeção (FE) do coração de fetos masculinos e femininos obtidos por meio da ultrassonografia tridimensional, utilizando o spatio-temporal image correlation (STIC). MÉTODOS: Realizou-se um estudo de corte transversal com 216 fetos normais, entre 20 a 34 semanas de gestação, sendo 108 masculinos e 108 femininos. Os volumes ventriculares no final da sístole e diástole foram obtidos por meio do STIC, sendo as avaliações volumétricas realizadas pelo virtual organ computer-aided analysis (VOCAL) com rotação de 30º. Para o cálculo do DC utilizou-se a fórmula: DC= volume sistólico/frequência cardíaca fetal, enquanto que para a FE utilizou-se a fórmula: FE= volume sistólico/volume diastólico final. O DC (combinado, feminino e masculino) e a FE (masculina e feminina) foram comparadas utilizando-se o teste t não pareado e ANCOVA. Foram criados gráficos de dispersão com os percentis 5, 50 e 95. RESULTADOS: A média do DC combinado, DC direito, DC esquerdo, FE direita e FE esquerda, para feminino e masculino, foram 240,07 mL/min; 122,67 mL/min; 123,40 mL/min; 72,84%; 67,22%; 270,56 mL/min; 139,22 mL/min; 131,34 mL/min; 70,73% e 64,76%, respectivamente; sem diferença estatística (P> 0,05). CONCLUSÕES: O DC e a FE fetal obtidos por meio da ultrassonografia tridimensional (STIC) não apresentaram diferença significativa em relação ao gênero.

Correlation between topographic N400 anomalies and reduced cerebral blood flow in the anterior temporal lobes of patients with dementia

In Alzheimer's disease (AD) patients, episodic memory impairments are apparent, yet semantic memory difficulties are also observed. While the episodic pathology has been thoroughly studied, the neurophysiological mechanisms of the semantic impairments remain obscure. Semantic dementia (SD) is characterized by isolated semantic memory deficits. The present study aimed to find an early marker of mild AD and SD by employing a semantic priming paradigm during electroencephalogram recordings. Event-related potentials (ERP) of early (P1, N1) and late (N400) word processing stages were obtained to measure semantic memory functions. Separately, baseline cerebral blood flow (CBF) was acquired with arterial spin labeling. Thus, the analysis focused on linear regressions of CBF with ERP topographical similarity indices in order to find the brain structures that showed altered baseline functionality associated with deviant ERPs. All participant groups showed semantic priming in their reaction times. Furthermore, decreased CBF in the temporal lobes was associated with abnormal N400 topography. No significant CBF clusters were found for the early ERPs. Taken together, the neurophysiological results suggested that the automatic spread of activation during semantic word processing was preserved in mild dementia, while controlled access to the words was impaired. These findings suggested that N400-topography alterations might be a potential marker for the detection of early dementia. Such a marker could be beneficial for differential diagnosis due to its low cost and non-invasive application as well as its relationship with semantic memory dysfunctions that are closely associated to the cortical deterioration in regions crucial for semantic word processing.

Empirical Analysis of Credit Risk Regime Switching and Temporal Conditional Default Correlation in Credit Default Swap Valuation: The Market liquidity effect

In this paper, we extend the debate concerning Credit Default Swap valuation to include time varying correlation and co-variances. Traditional multi-variate techniques treat the correlations between covariates as constant over time; however, this view is not supported by the data. Secondly, since financial data does not follow a normal distribution because of its heavy tails, modeling the data using a Generalized Linear model (GLM) incorporating copulas emerge as a more robust technique over traditional approaches. This paper also includes an empirical analysis of the regime switching dynamics of credit risk in the presence of liquidity by following the general practice of assuming that credit and market risk follow a Markov process. The study was based on Credit Default Swap data obtained from Bloomberg that spanned the period January 1st 2004 to August 08th 2006. The empirical examination of the regime switching tendencies provided quantitative support to the anecdotal view that liquidity decreases as credit quality deteriorates. The analysis also examined the joint probability distribution of the credit risk determinants across credit quality through the use of a copula function which disaggregates the behavior embedded in the marginal gamma distributions, so as to isolate the level of dependence which is captured in the copula function. The results suggest that the time varying joint correlation matrix performed far superior as compared to the constant correlation matrix; the centerpiece of linear regression models.

Temporal Auditory Processing And Phonological Awareness In Children With Benign Epilepsy With Centrotemporal Spikes.

The aim of this research was to analyze temporal auditory processing and phonological awareness in school-age children with benign childhood epilepsy with centrotemporal spikes (BECTS). Patient group (GI) consisted of 13 children diagnosed with BECTS. Control group (GII) consisted of 17 healthy children. After neurological and peripheral audiological assessment, children underwent a behavioral auditory evaluation and phonological awareness assessment. The procedures applied were: Gaps-in-Noise test (GIN), Duration Pattern test, and Phonological Awareness test (PCF). Results were compared between the groups and a correlation analysis was performed between temporal tasks and phonological awareness performance. GII performed significantly better than the children with BECTS (GI) in both GIN and Duration Pattern test (P < 0.001). GI performed significantly worse in all of the 4 categories of phonological awareness assessed: syllabic (P = 0.001), phonemic (P = 0.006), rhyme (P = 0.015) and alliteration (P = 0.010). Statistical analysis showed a significant positive correlation between the phonological awareness assessment and Duration Pattern test (P < 0.001). From the analysis of the results, it was concluded that children with BECTS may have difficulties in temporal resolution, temporal ordering, and phonological awareness skills. A correlation was observed between auditory temporal processing and phonological awareness in the suited sample.

Time correlation function in systems with two coexisting biological species

We study a stochastic lattice model describing the dynamics of coexistence of two interacting biological species. The model comprehends the local processes of birth, death, and diffusion of individuals of each species and is grounded on interaction of the predator-prey type. The species coexistence can be of two types: With self-sustained coupled time oscillations of population densities and without oscillations. We perform numerical simulations of the model on a square lattice and analyze the temporal behavior of each species by computing the time correlation functions as well as the spectral densities. This analysis provides an appropriate characterization of the different types of coexistence. It is also used to examine linked population cycles in nature and in experiment.

Spatio-temporal patterns of throughfall and solute deposition in an open tropical rain forest

The brief interaction of precipitation with a forest canopy can create a high spatial variability of both throughfall and solute deposition. We hypothesized that (i) the variability in natural forest systems is high but depends on system-inherent stability, (ii) the spatial variability of solute deposition shows seasonal dynamics depending on the increase in rainfall frequency, and (iii) spatial patterns persist only in the short-term. The study area in the north-western Brazilian state of Rondonia is subject to a climate with a distinct wet and dry season. We collected rain and throughfall on an event basis during the early wet season (n = 14) and peak of the wet season (n = 14) and analyzed the samples for pH and concentrations of NH4+, Na+, K+, Ca2+ Mg2+,, Cl-, NO3-, SO42- and DOC. The coefficient 3 4 cient of variation for throughfall based on both sampling intervals was 29%, which is at the lower end of values reported from other tropical forest sites, but which is higher than in most temperate forests. Coefficients of variation of solute deposition ranged from 29% to 52%. This heterogeneity of solute deposition is neither particularly high nor particularly tow compared with a range of tropical and temperate forest ecosystems. We observed an increase in solute deposition variability with the progressing wet season, which was explained by a negative correlation between heterogeneity of solute deposition and antecedent dry period. The temporal stability of throughfall. patterns was Low during the early wet season, but gained in stability as the wet season progressed. We suggest that rapid plant growth at the beginning of the rainy season is responsible for the lower stability, whereas less vegetative activity during the later rainy season might favor the higher persistence of ""hot"" and ""cold"" spots of throughfall. quantities. The relatively high stability of throughfall patterns during later stages of the wet season may influence processes at the forest floor and in the soil. Solute deposition patterns showed less clear trends but all patterns displayed a short-term stability only. The weak stability of those patterns is apt to impede the formation of solute deposition -induced biochemical microhabitats in the soil. (C) 2008 Elsevier B.V. All rights reserved.

Event-related FMRI analysis with maximum correlation modelling

Functional magnetic resonance imaging (FMRI) analysis methods can be quite generally divided into hypothesis-driven and data-driven approaches. The former are utilised in the majority of FMRI studies, where a specific haemodynamic response is modelled utilising knowledge of event timing during the scan, and is tested against the data using a t test or a correlation analysis. These approaches often lack the flexibility to account for variability in haemodynamic response across subjects and brain regions which is of specific interest in high-temporal resolution event-related studies. Current data-driven approaches attempt to identify components of interest in the data, but currently do not utilise any physiological information for the discrimination of these components. Here we present a hypothesis-driven approach that is an extension of Friman's maximum correlation modelling method (Neurolmage 16, 454-464, 2002) specifically focused on discriminating the temporal characteristics of event-related haemodynamic activity. Test analyses, on both simulated and real event-related FMRI data, will be presented.

Temporal and spatial distribution of anurans in the Pampa Region (Santa Maria, RS).

The present study aimed to determine the richness, occurrence constancy, reproductive modes. standard of abundance distribution, season of vocalization and to test correlation among climatic variables and activity of vocalization of anurans in a region of the Pampa Biome, Santa Maria, Rio Grande do Sul State. During the period of Novernber/2001 to October/2002 monthly collections were carried out utilizing the `survey at breeding site` method and examination of specimens kept in the Colecao Herpetologica do Setor de Zoologia da Universidade Federal de Santa Maria (ZUFSM). Tire Occurrence of 25 species of anurans was recorded. The anurofauna recorded represents 30% of the species known to Occur in Rio Grande do Sul, and comprises species generally associated with grasslands in this state and neighboring countries. Four reproductive modes were recorded: mode 1 (14 species: 58.3%) mode 11 and 30 (9 species` 37.5%) and mode 24 (1 species; 4.2%). The low diversification of reproductive modes is likely related to the homogeneity of the grassland habitat. Most species were constant or accessory in the Study area and the species abundance distribution patterns fit in the Broken Stick and Log-normal models. characterized by homogeneity of species abundance distribution. Most species showed great plasticity in habitat. but few were plastic in vocalization sites use. There was a weak positive correlation between species richness and precipitation. There was also a weak positive correlation between the abundance of species calling activity and maximum average temperatures. These correlations indicated that, in the study area. the abundance of calling males is more affected by the temperature, and species richness is more affected by precipitation, despite the fact that significantly higher species richness occurs during the hottest period of the year. These results showed that the climatological variables examined were not enough to explain the seasonal occurrence of species, thus the influence of other environmental variables merit to be tested in future studies.