Limiting conditional distributions for birth-death processes

In a recent paper [16], one of us identified all of the quasi-stationary distributions for a non-explosive, evanescent birth-death process for which absorption is certain, and established conditions for the existence of the corresponding limiting conditional distributions. Our purpose is to extend these results in a number of directions. We shall consider separately two cases depending on whether or not the process is evanescent. In the former case we shall relax the condition that absorption is certain. Furthermore, we shall allow for the possibility that the minimal process might be explosive, so that the transition rates alone will not necessarily determine the birth-death process uniquely. Although we shall be concerned mainly with the minimal process, our most general results hold for any birth-death process whose transition probabilities satisfy both the backward and the forward Kolmogorov differential equations.

Two estimates concerning asymptotics of the minimizations of a Ginzburg-Landau functional

We prove two asymptotical estimates for minimizers of a Ginzburg-Landau functional of the form integral(Omega) [1/2 \del u\(2) + 1/4 epsilon(2) (1 - \u\(2))(2) W (x)] dx.

Modelling the distribution of stamp paper thickness via finite normal mixtures: The 1872 Hidalgo stamp issue of Mexico revisited

Izenman and Sommer (1988) used a non-parametric Kernel density estimation technique to fit a seven-component model to the paper thickness of the 1872 Hidalgo stamp issue of Mexico. They observed an apparent conflict when fitting a normal mixture model with three components with unequal variances. This conflict is examined further by investigating the most appropriate number of components when fitting a normal mixture of components with equal variances.

The quality of life of patients on the lung transplantation waiting list

Introduction. Lung transplantation (LTx) candidates present incapacitating symptoms related to their mobility and activities of daily living, thereby affecting their work, social and emotional relations, and quality of life (QoL). Objective. To study the QoL of LTx candidates, seeking to identify domains that suffer the greatest impact and verify if there are differences among these impairments according to the original lung disease. Methods. We applied the Short Form-36 questionnaires and St George`s Respiratory Questionnaire (SGRQ). All data were analyzed by one-way analysis of variance and the Kruskal Wallis test for the probability with significance at P < 0.05. Results. Fifty patients were divided into groups of emphysema (n = 16), bronchiectasis (n = 12), idiopathic pulmonary fibrosis (n = 7), and cystic fibrosis (n = 15). The functional capacity, physical aspects, general status, and vitality domains showed average values below 50 points. The cystic fibrosis group showed higher functional capacity scores (46 +/- 23) than the emphysema (12 +/- 13) or idiopathic pulmonary fibrosis cohort (7 5). The limitation caused by pain affected the bronchiectasis more than the cystic fibrosis group (52 +/- 28 vs 81 +/- 25, respectively). The SGRQ scores showed impairment among all groups in all domains with average values over 50. The activities domain shows the highest score value; the emphysema (92 +/- 10) and idiopathic pulmonary fibrosis cohorts (91 +/- 9) were extremely affected compared with the cystic fibrosis (69 +/- 21) and bronchiectasis subjects (79 +/- 16). The impact domain show that subjects with cystic fibrosis were less emotionally affected by the disease. Conclusion. LTx candidates showed great impairment of their QoL due to their health problems, above all in the physical-functional aspects; the cystic fibrosis patients were the least affected by their health status.

Validation of a strategy to diagnose coronary artery disease and predict cardiac events in high-risk renal transplant candidates

Background We validated a strategy for diagnosis of coronary artery disease ( CAD) and prediction of cardiac events in high-risk renal transplant candidates ( at least one of the following: age >= 50 years, diabetes, cardiovascular disease). Methods A diagnosis and risk assessment strategy was used in 228 renal transplant candidates to validate an algorithm. Patients underwent dipyridamole myocardial stress testing and coronary angiography and were followed up until death, renal transplantation, or cardiac events. Results The prevalence of CAD was 47%. Stress testing did not detect significant CAD in 1/3 of patients. The sensitivity, specificity, and positive and negative predictive values of the stress test for detecting CAD were 70, 74, 69, and 71%, respectively. CAD, defined by angiography, was associated with increased probability of cardiac events [log-rank: 0.001; hazard ratio: 1.90, 95% confidence interval (CI): 1.29-2.92]. Diabetes (P=0.03; hazard ratio: 1.58, 95% CI: 1.06-2.45) and angiographically defined CAD (P=0.03; hazard ratio: 1.69, 95% CI: 1.08-2.78) were the independent predictors of events. Conclusion The results validate our observations in a smaller number of high-risk transplant candidates and indicate that stress testing is not appropriate for the diagnosis of CAD or prediction of cardiac events in this group of patients. Coronary angiography was correlated with events but, because less than 50% of patients had significant disease, it seems premature to recommend the test to all high-risk renal transplant candidates. The results suggest that angiography is necessary in many high-risk renal transplant candidates and that better noninvasive methods are still lacking to identify with precision patients who will benefit from invasive procedures. Coron Artery Dis 21: 164-167 (C) 2010 Wolters Kluwer Health vertical bar Lippincott Williams & Wilkins.

Monte Carlo evidence on cointegration and causation

The small sample performance of Granger causality tests under different model dimensions, degree of cointegration, direction of causality, and system stability are presented. Two tests based on maximum likelihood estimation of error-correction models (LR and WALD) are compared to a Wald test based on multivariate least squares estimation of a modified VAR (MWALD). In large samples all test statistics perform well in terms of size and power. For smaller samples, the LR and WALD tests perform better than the MWALD test. Overall, the LR test outperforms the other two in terms of size and power in small samples.

Behavior Profile of Family Members of Donors and Nondonors of Organs

Organ transplant shortage is a global problem caused by several factors, most of which are related to members of the family, who play it major role in the donation process. Objective. We sought to determine the most determinant features in the donor profile that relate to positive decisions versus refusal of donation. Material and Methods. Fifty-six families who were approached by the Organ Procurement Organization (OPO) from November 2004 to April 2006 agreed to participate in this work. To assess donor profiles, we used it structured interview. Results. Parental involvement directly in decisions about donation lead to significantly less frequent consent (P = .005), young donor age was associated with a reduced probability of donation (P = .002), violent death negatively influenced donation consent, excluding suicide (P = .004). Conclusion. The present study showed violent death, young patient age, and parental donation consent to be the most important factors that make it harder to obtain consent organ donation. When a collateral relative (sibling/uncle) or children were responsible for the donation decision, there was more success of consent.

Endostatin- and interleukin-2-expressing retroviral bicistronic vector for gene therapy of metastatic renal cell carcinoma

Background Metastatic renal cell carcinoma (mRCC) is one of the most treatment-resistant malignancies. Despite all new therapeutic advances, almost all patients develop resistance to treatment and cure is rarely seen. In the present study, we evaluated the antitumor effect of a bicistronic retrovirus vector encoding both endostatin (ES) and interleukin (IL)-2 using an orthotopic metastatic RCC mouse model. Methods Balb/C-bearing Renca cells were treated with NIH/3T3-LendIRES-IL-2-SN cells. In the survival studies, mice were monitored daily until they died. At the end of the in vivo experiment, serum levels of IL-2 and ES were measured, the lung was weighed, and the number of metastatic nodules, nodule area, tumor vessels and proliferation of tumor-infiltrating Renca cells were determined. Results Inoculation of NIH/3T3-LendIRES-IL-2-SN cells resulted in an increase in ES and IL-2 levels in the treated group (p < 0.05). There was a significant decrease in lung wet weight, lung nodule area and tumor vessels in the treated group compared to the control group (p < 0.001). The proliferation of Renca cells in the bicistronic-treated group was significantly reduced compared to the control group (p < 0.05). Kaplan-Meier survival curves showed that the probability of survival was significantly higher for mice submitted to bicistronic therapy (log-rank test, p = 0.0016). Bicistronic therapy caused an increase in the infiltration of CD4, CD4 interferon (IFN)gamma-producing, CD8, CD8 IFN gamma-producing and natural killer (CD49b) cells. Conclusions Retroviral bicistronic gene transfer led to the secretion of functional ES and IL-2 that was sufficiently active to: (i) inhibit tumor angiogenesis and tumor cell proliferation and (ii) increase the infiltration of immune cells (C) Copyright. 2011 John Wiley & Sons, Ltd.

Endostatin gene therapy enhances the efficacy of IL-2 in suppressing metastatic renal cell carcinoma in mice

We investigated whether the administration of IL-2 combined with endostatin gene therapy was able to produce additive or even synergistic immunomodulatory activity in a mouse model of metastatic renal carcinoma. Renca cells were injected into the tail vein of BALB/c mice. After 24 h, the animals were randomly divided into four groups (5 mice/group). One group of mice was the control, the second group received treatment with 100,000 UI of Recombinant IL-2 (Proleukin, Chiron) twice a day, 1 day per week during 2 weeks (IL-2), the third group received treatment with a subcutaneous inoculation of 3.6 x 10(6) endostatin-producing cells, and the fourth group received both therapies (IL-2 + ES). Mice were treated for 2 weeks. In the survival studies, 10 mice/group daily, mice were monitored daily until they died. The presence of metastases led to a twofold increase in endostatin levels. Subcutaneous inoculation of NIH/3T3-LendSN cells resulted in a 2.75 and 2.78-fold increase in endostatin levels in the ES and IL-2 + ES group, respectively. At the end of the study, there was a significant decrease in lung wet weight, lung nodules area, and microvascular area (MVA) in all treated groups compared with the control group (P < 0.001). The significant difference in lung wet weight and lung nodules area between groups IL-2 and IL-2 + ES revealed a synergistic antitumor effect of the combined treatment (P < 0.05). The IL-2 + ES therapy Kaplan-Meier survival curves showed that the probability of survival was significantly higher for mice treated with the combined therapy (log-rank test, P = 0.0028). Conjugated therapy caused an increase in the infiltration of CD4, CD8 and CD49b lymphocytes. An increase in the amount of CD8 cells (P < 0.01) was observed when animals received both ES and IL-2, suggesting an additive effect of ES over IL-2 treatment. A synergistic effect of ES on the infiltration of CD4 (P < 0.001) and CD49b cells (P < 0.01) was also observed over the effect of IL-2. Here, we show that ES led to an increase in CD4 T helper cells as well as cytotoxic lymphocytes, such as NK cells and CD8 cells, within tumors of IL-2 treated mice. This means that ES plays a role in supporting the actions of T cells.

Forecasting regional crop production using SOI phases: an example for the Australian peanut industry

Using peanuts as an example, a generic methodology is presented to forward-estimate regional crop production and associated climatic risks based on phases of the Southern Oscillation Index (SOI). Yield fluctuations caused by a highly variable rainfall environment are of concern to peanut processing and marketing bodies. The industry could profitably use forecasts of likely production to adjust their operations strategically. Significant, physically based lag-relationships exist between an index of ocean/atmosphere El Nino/Southern Oscillation phenomenon and future rainfall in Australia and elsewhere. Combining knowledge of SOI phases in November and December with output from a dynamic simulation model allows the derivation of yield probability distributions based on historic rainfall data. This information is available shortly after planting a crop and at least 3-5 months prior to harvest. The study shows that in years when the November-December SOI phase is positive there is an 80% chance of exceeding average district yields. Conversely, in years when the November-December SOI phase is either negative or rapidly falling there is only a 5% chance of exceeding average district yields, but a 95% chance of below average yields. This information allows the industry to adjust strategically for the expected volume of production. The study shows that simulation models can enhance SOI signals contained in rainfall distributions by discriminating between useful and damaging rainfall events. The methodology can be applied to other industries and regions.

Midterm and long-term results of percutaneous endovascular treatment of venous outflow obstruction after pediatric liver transplantation

PURPOSE: To evaluate retrospectively the midterm and long-term results of percutaneous endovascular treatment of venous outflow obstruction after pediatric liver transplantation. MATERIALS AND METHODS: During a 9-year period, 18 children with obstruction of a hepatic vein (HV) or inferior vena cava (IVC) anastomosis underwent percutaneous transluminal angioplasty (PTA) with balloon dilation or stent placement in case of PTA failure after liver transplantation. Patients` body weights ranged from 7.7 kg to 42.6 kg (mean, 18.8 kg +/- 9). Potential predictors of patency were compared between balloon dilation and stent placement groups. RESULTS: Forty-two procedures were performed (range, 1-11 per patient; mean, 2). Technical and initial clinical success were achieved in all cases. Major complications included one case of pulmonary artery stent embolization and one case of hemothorax. Three children (25%) with HV obstruction were treated with PTA and nine (75%) were treated with stent placement. Three children with IVC obstruction (75%) were treated with PTA and one (25%) was treated with a stent. There were two children with simultaneous obstruction at the HV and IVC; one was treated with PTA and the other with a stent. Cases of isolated HV stenosis have a higher probability of patency with balloon-expandable stent treatment compared with balloon dilation (P < .05). Follow-up time ranged from 7 days to 9 years (mean, 42 months +/- 31), and the primary assisted patency rate was 100% when stent placement was performed among the first three procedures. CONCLUSIONS: In cases of venous outflow obstruction resulting from HV and/or IVC lesions after pediatric liver transplantation, percutaneous endovascular treatment with balloon dilation or stent placement is a safe and effective alternative treatment that results in long-term patency.

Sequential asymmetric auctions with endogenous participation

In this paper we suggest a model of sequential auctions with endogenous participation where each bidder conjectures about the number of participants at each round. Then, after learning his value, each bidder decides whether or not to participate in the auction. In the calculation of his expected value, each bidder uses his conjectures about the number of participants for each possible subgroup. In equilibrium, the conjectured probability is compatible with the probability of staying in the auction. In our model, players face participation costs, bidders may buy as many objects as they wish and they are allowed to drop out at any round. Bidders can drop out at any time, but they cannot come back to the auction. In particular we can determine the number of participants and expected prices in equilibrium. We show that for any bidding strategy, there exists such a probability of staying in the auction. For the case of stochastically independent objects, we show that in equilibrium every bidder who decides to continue submits a bid that is equal to his value at each round. When objects are stochastically identical, we are able to show that expected prices are decreasing.

Testing market efficiency: Evidence from the NFL sports betting market

This article examines the efficiency of the National Football League (NFL) betting market. The standard ordinary least squares (OLS) regression methodology is replaced by a probit model. This circumvents potential econometric problems, and allows us to implement more sophisticated betting strategies where bets are placed only when there is a relatively high probability of success. In-sample tests indicate that probit-based betting strategies generate statistically significant profits. Whereas the profitability of a number of these betting strategies is confirmed by out-of-sample testing, there is some inconsistency among the remaining out-of-sample predictions. Our results also suggest that widely documented inefficiencies in this market tend to dissipate over time.

Estimating correlations from epidemiological data in the presence of measurement error

Analysis of a major multi-site epidemiologic study of heart disease has required estimation of the pairwise correlation of several measurements across sub-populations. Because the measurements from each sub-population were subject to sampling variability, the Pearson product moment estimator of these correlations produces biased estimates. This paper proposes a model that takes into account within and between sub-population variation, provides algorithms for obtaining maximum likelihood estimates of these correlations and discusses several approaches for obtaining interval estimates. (C) 1997 by John Wiley & Sons, Ltd.

Genetic heterogeneity in familial acute myelogenous leukemia: Evidence for a second locus at chromosome 16q21-23.2

The identification of genes responsible for the rare cases of familial leukemia may afford insight into the mechanism underlying the more common sporadic occurrences. Here we test a single family with 11 relevant meioses transmitting autosomal dominant acute myelogenous leukemia (AML) and myelodysplasia for linkage to three potential candidate loci. In a different family with inherited AML, linkage to chromosome 21q22.1-22.2 was recently reported; we exclude linkage to 21q22.1-22.2, demonstrating that familial AML is a heterogeneous disease. After reviewing familial leukemia and observing anticipation in the form of a declining age of onset with each generation, we had proposed 9p21-22 and 16q22 as additional candidate loci. Whereas linkage to 9p21-22 can be excluded, the finding of a maximum two-point LOD score of 2.82 with the microsatellite marker D16S522 at a recombination fraction theta = 0 provides evidence supporting linkage to 16q22. Haplotype analysis reveals a 23.5-cM (17.9-Mb) commonly inherited region among all affected family members extending from D16S451 to D1GS289, In order to extract maximum linkage information with missing individuals, incomplete informativeness with individual markers in this interval, and possible deviance from strict autosomal dominant inheritance, we performed nonparametric linkage analysis (NPL) and found a maximum NPL statistic corresponding to a P-value of .00098, close to the maximum conditional probability of linkage expected for a pedigree with this structure. Mutational analysis in this region specifically excludes expansion of the AT-rich minisatellite repeat FRA16B fragile site and the CAG trinucleotide repeat in the E2F-4 transcription factor. The ''repeat expansion detection'' method, capable of detecting dynamic mutation associated with anticipation, more generally excludes large CAG repeat expansion as a cause of leukemia in this family.