On the statistical estimation of diffusion processes - a partial survey

Data available on continuous-time diffusions are always sampled discretely in time. In most cases, the likelihood function of the observations is not directly computable. This survey covers a sample of the statistical methods that have been developed to solve this problem. We concentrate on some recent contributions to the literature based on three di§erent approaches to the problem: an improvement of the Euler-Maruyama discretization scheme, the employment of Martingale Estimating Functions, and the application of Generalized Method of Moments (GMM).

Influência de parâmetros moleculares em funções de correlação temporal na dinâmica de solvatação mecânica

No presente trabalho descrevemos nossos resultados relativos à investigação da dinâmica de solvatação mecânica por meio de simulações por dinâmica molecular, respeitando o regime da resposta linear, em sistemas-modelo de argônio líquido com um soluto monoatômico ou diatômico dissolvido. Estudamos sistematicamente a influência dos parâmetros moleculares dos solutos (tamanho, polarizabilidade) e da densidade frente a vários modelos de solvatação. Funções de Correlação Temporal da Energia de Solvatação foram calculadas com relação à correlações de n-corpos (n = 2; 3) distinguindo interações repulsivas e atrativas para ambos os sistemas líquidos. Também obtivemos segundas derivadas temporais dessas funções referindo-se à parcelas translacionais, rotacionais e roto-translacionais na solução do diatômico. Encontramos que funções de correlação temporal coletivas podem ser razoavelmente bem aproximadas por correlações binárias a densidades baixas e, a densidades altas, correlações ternárias tornam-se mais importantes produzindo um descorrelacionamento mais rápido das funções coletivas devido a efeitos de cancelamento parciais. As funções de correlação para interações repulsivas e atrativas exibem comportamentos dinâmicos independentes do modelo de solvatação devido a fatores de escalonamento linear que afetam apenas as amplitudes das dessas funções de correlação temporal. Em geral, os sistemas com grau de liberdade rotacional apresentam tempos de correlação mais curtos para a dinâmica coletiva e tempos de correlação mais longos para as funções binárias e ternárias. Finalmente, esse estudo mostra que os sistemas contendo o diatômico relaxam-se predominantemente por mecanismos translacionais binários em modelos de solvatação envolvendo alterações apenas na polarizabilidade do soluto, e por mecanismos rotacionais atrativos binários em modelos envolvendo alterações no comprimento de ligação.

Partial economic reforrns and financial crises: an emerging markets perspective

The recent emerging market experiences have posed a challenge to the conventional wisdom that unsustainable fiscal deficits are the key to understanding financial crises in these countries. The health of the domestic banking system has emerged as the main driving force behind the perverse dynamics of partial reforms. The current paper shares this view and uses a model of contractual inefliciencies in the banking sector to understand the dynamics of these reforms. We find that the threat of a large exchange rate devaluation depends on the stock of international reserves relative to the stock of domestic credit that must be extended by the Central Bank in response to a large capital outflow. Moreover, if a country has a weak banking sector but high net reserve ratios, the capital flow reversal might only increase the vulnerability to a currency crisis without necessarily causing it. The results are in accordance with much of the empiricalliterature on the determinants of financiaI crises in emerging markets. Some aspectsof the recent policy debate on the introduction of capital controls are also analysed.

Índices de seleção para um rebanho Caracu de duplo propósito

Neste trabalho, objetivou-se determinar índices de seleção para um rebanho da raça Caracu de duplo propósito, cujo objetivo de seleção (H) incluiu a venda de bezerros desmamados e a produção de leite. As características que compuseram H foram: produção total de leite, idade ao primeiro parto, período de serviço, peso à desmama e duração da vida produtiva. Foram propostos dois índices de seleção para H. Os critérios de seleção adotados no índice 1 foram: produção de leite na primeira lactação, primeiro período de serviço, peso à desmama (PD) e perímetro escrotal. No índice 2, foram consideradas as mesmas características, sendo, entretanto, o ganho médio diário do nascimento à desmama empregado como critério de seleção para PD. As análises estatísticas para a obtenção dos componentes de (co)variâncias e das estimativas dos parâmetros genéticos e fenotípicos foram realizadas pelo método da máxima verossimilhança restrita livre de derivada, por um modelo animal (uni e bi-característica). As informações zootécnicas e genealógicas, os preços e as quantidades dos insumos e dos produtos foram obtidos no escritório da empresa estudada. Os custos de produção e as receitas da atividade pecuária foram determinados para o período de 1994 a 2000. A equação de lucro foi tomada em base anual, usando-se valores médios para número de animais por categoria, características biológicas e preços..¹ O valor econômico para cada característica foi obtido pela derivada parcial da função de lucro em relação à característica em questão. Os dois índices econômicos de seleção trariam considerável resposta para o objetivo proposto. Entretanto, o índice 1, que incluiu PD, seria um pouco mais eficiente em termos de resposta à seleção total.

Estimation of genetic parameters for partial egg production periods by means of random regression models

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Partial protection against tissue cysts formation in pigs vaccinated with crude rhoptry proteins of Toxoplasma gondii

A vaccine containing crude Toxoplasma gondii rhoptry proteins incorporated in the immunostimulating complexes (ISCOM) adjuvant was tested in pigs for protecting against tissue cyst formation. For this, 38 mixed breed pigs were divided into four groups, G1 (vaccinated challenged, n = 10) received two doses (100 mu g/dose) of the rhoptry vaccine at days 0 and 21, G2 (vaccinated challenged, n = 10) received viable tachyzoites (7 x 10(7)) of the RH strain at day 0, G3 (unvaccinated challenged, n = 10) and G4 (unvaccinated unchallenged, n = 8). Pigs were challenged with 4 x 10(4) VEG strain oocysts 57 days later. The G1 pigs produced high IgG antibody levels in the indirect enzyme-linked immunosorbent assay (ELISA) after the second dose of rhoptry vaccine, but were not clinically protected against a high dose oocyst challenge. Partial protection was observed in G1 at the chronic phase of infection, when compared with G3. Pigs in group 2 developed high antibody levels and were protected against clinic signs. T gondii was not detected in two (G1) and three (G2) pigs by mouse bioassay. The results indicate partial protection in pigs vaccinated with a rhoptry vaccine. (c) 2005 Elsevier B.V. All rights reserved.

Poultry feed metabolizable energy determination using total or partial excreta collection methods

The aim of this work was to compare the efficiency of total (TC) or partial (PC) collection excreta methods to determine metabolizable energy in poultry feeds. A number of 180 12- to 21-day-old broilers were distributed into two treatments of six replicates of 10 birds each. A reference-diet was formulated to supply broiler requirements, and the test-diets consisted of 60% of reference diets and 40% of corn or soybean meal. Celite was added at 1% to the diets as a marker. Excreta and diet samples were analyzed for dry matter, energy, nitrogen, and acid-insoluble ash (AIA). AME of corn determined by partial collection (PC) was higher (3544 kcal/kg) as compared to total collection (TC) (3133 kcal/kg). However, no difference were observed for soybean meal (1797 vs. 1821 kcal/kg) between both methods. Marker recovery rates in the excreta were 101, 111, and 96% for the basal-diet, and the test-diets with corn or soybean meal, respectively. This result indicates the importance of marker recovery rate in the excreta to evaluate feed AME and digestibility.

Modelagem e simulação de um separador bifásico com inversão de fases induzida

The present work has the main goal to study the modeling and simulation of a biphasic separator with induced phase inversion, the MDIF, with the utilization of the finite differences method for the resolution of the partial differencial equations which describe the transport of contaminant s mass fraction inside the equipment s settling chamber. With this aim, was developed the deterministic differential model AMADDA, wich was admensionalizated and then semidiscretizated with the method of lines. The integration of the resultant system of ordinary differential equations was realized by means of a modified algorithm of the Adam-Bashfort- Moulton method, and the sthocastic optimization routine of Basin-Hopping was used in the model s parameter estimation procedure . With the aim to establish a comparative referential for the results obtained with the model AMADDA, were used experimental data presented in previous works of the MDIF s research group. The experimental data and those obtained with the model was assessed regarding its normality by means of the Shapiro-Wilk s test, and validated against the experimental results with the Student s t test and the Kruskal-Wallis s test, depending on the result. The results showed satisfactory performance of the model AMADDA in the evaluation of the MDIF s separation efficiency, being possible to determinate that at 1% significance level the calculated results are equivalent to those determinated experimentally in the reference works

Comparison of Botryosphaeran production by the ascomyceteous fungus Botryosphaeria sp., grown on different carbohydrate carbon sources, and their partial structural features

The influence of glucose concentration and other carbohydrates (monosaccharides: fructose, galactose, mannose; polyols: mannitol and sorbitol; disaccharides: lactose, sucrose and commercial sucrose; and industrial sugarcane molasses) were compared as sole carbon sources for the production of Botryosphaeran, an exopolysaccharide (EPS) produced by Botryosphaeria sp. The optimum glucose concentration for EPS production was 50 g 1(-1). With the exception of mannitol, the fungus produced EPS on all carbon sources studied, with highest yields occurring with sucrose followed by glucose. All EPS showed exclusively glucose after acid hydrolysis and monosaccharide analysis. FTIR spectroscopy demonstrated the presence of beta-anomers indicating that all the EPS produced by Botryosphaeria sp. on the different carbon sources were essentially of the beta-D-glucan type.

O discurso humorístico nas charges da Tribuna do Norte

In this dissertation, we analyze the constitution and functioning of the humorous discourse in discursive genre cartoon from the recognition and analysis of the techniques of humor used to get the desired effects of meaning. We used the theoretical and methodological assumptions of French Discourse Analysis henceforth (AD) for the research. Specifically on the techniques of humor, we rely on authors like Possenti (1998) and Propp (1992) to see how these procedures are present in the cartoons and make the discourse of humor. To achieve this goal, ten (10) cartoons were analyzed dealing with episodes relating to the management of the mayor Micarla de Souza in the city of Natal, RN. These cartoons were published in the newspaper Tribuna do Norte during the year 2012. The research falls within the field of study of Applied Linguistics and is qualitative, interpretive nature. In the first part, we did a rescue of the foundations of discourse analysis, discussing the concept of interdiscourse, then we carry on about the notion of gender discourse from the perspective of AD, and the genre itself cartoon as we work with the cartoon as a discourse genre, and finally, we deal with this humor discourse in cartoons. We then developed some analyzes to illustrate the postulate that all text is founded upon certain conditions of enunciation; that the relationship between the cartoons and interdiscourse is a constitutive relationship that brings out certain cartoons/ discourses and not others, and especially what humor techniques are used strategically by the cartoonist, whose discursive decisions cause certain effects of meaning. The results of this paper find that discursive relations are relations of subjects and meanings, that the discourse of cartoon is built from other sayings and discourses, and that certain textual and discursive procedures/techniques, as parody, irony, lowering the other, the ambiguity and displacement are mobilized in the text to generate the possible effect of the comic, thus building the humor discourse of the cartoons analyzed

Partial characterization of proteins from baru (Dipteryx alata Vog) seeds

BACKGROUND: Baru (Dipteryx alata Vog.) is a fruit distributed throughout the Brazilian savanna and contains a seed with a high protein content, whose properties have been rarely explored. The purpose of this study was to characterize this protein, especially by isolation and quantifying its fractions and measuring some of its molecular properties.RESULTS: Baru seeds contain 244 g kg(-1) protein on a dry weight basis. Solubility profiles showed a preponderance of globulins. This fraction dominated the seed composition, with 61.7 wt% of the total soluble proteins. Albumins and glutelins accounted for 14 and 3.3 wt%, respectively. SDS-PAGE resolution of albumin and globulin showed main bands with molecular weights of 84 kDa and 64,66 and 73 kDa, respectively. The total protein of the flour and the globulin showed values of in vitro digestibility of 85.59% and 90.54%, relative to casein. Total globulin produced only one chromatographic peak, both on Sepharose CL-6B gel filtration and on DEAE-cellulose ion-exchange columns, eluted at a concentration of 0.12 mol L(-1) NaCl.CONCLUSION: The baru seed had high protein content with large quantities of storage proteins. The chromatographic and solubility profiles indicate the predominance of a fraction with characteristics of a legumin-type protein. (C) 2011 Society of Chemical Industry

Isolation and partial characterization of a 30 kDa adhesin from Paracoccidioides brasiliensis

The virulence of Paracoccidioides brasiliensis can be attenuated or lost after long periods of repeated subculturing and reestablished after animal inoculation. Only one adhesin (gp43) has been described until now, among the various identified components of P. brasiliensis, and gp43 shows adhesion to laminin. Thus, the present study was designed to isolate and characterize factors putatively related to the capacity of this fungus to adhere to the host by comparing P brasiliensis samples, taken before and after animal inoculation. The two samples differed in their pattern of adhesion and invasion. The sample recently isolated from animals (Pb18b) demonstrated a greater capacity to adhere and to invade the Vero cells than the one subcultured in vitro (Pb18a). Extract from Ph18b also showed higher levels of protein expression than that from Pb18a, when two-dimensional electrophoresis gels were compared. A protein species of 30 kDa, pI 4.9, was more evident in the Pb18b extract and had properties of adhesin. Laminin, but none of the other extracellular matrix (ECM) components, such as fibronectin, collagen I and IV, bound specifically to the P. brasiliensis 30 kDa protein. The roles of 30 kDa and gp43 in cellular interactions were investigated and the adhesion of P. brasiliensis yeast cells was intensively inhibited by pre-treatment of epithelial cells with 30 kDa protein and gp43. Thus, this study presents evidence that adhesion capacity could be related to virulence, and that a 30 kDa adhesin accumulated differentially in samples with different levels of pathogenicity. This protein and its adhesion characteristics are being published for the first time and may be related to the virulence of P brasiliensis. (c) 2005 Elsevier SAS. All rights reserved.

Kinetics of interface state-limited hole injection in alpha-naphthylphenylbiphenyl diamine (alpha-NPD) thin layers

Injection-limited operation is identified in thin-film, alpha-NPD-based diodes. A detailed model for the impedance of the injection process is provided which considers the kinetics of filling/releasing of interface states as the key factor behind the injection mechanism. The injection model is able to simultaneously account for the steady-state, current-voltage (J-V) characteristics and impedance response. and is based on the sequential injection of holes mediated by energetically distributed surface states at the metal-organic interface. The model takes into account the vacuum level offset caused by the interface dipole, along with the partial shift of the interface level distribution with bias voltage. This approach connects the low-frequency (similar to 1 Hz) capacitance spectra, which exhibits a transition between positive to negative values, to the change in the occupancy of interface states with voltage. Simulations based on the model allow to derive the density of interface states effectively intervening in the carrier injection (similar to 5 x 10(12) cm(-2)), which exhibit a Gaussian-like distribution. A kinetically determined hole barrier is calculated at levels located similar to 0.4 eV below the contact work function. (C) 2008 Elsevier B.V. All rights reserved.

Static potential in QED(3) with nonminimal coupling

Here we study the effect of the nonminimal coupling j(mu)epsilon(munualpha)partial derivative(nu)A(alpha) on the static potential in multiflavor QED(3). Both cases of four and two components fermions are studied separately at leading order in the 1/N expansion. Although a nonlocal Chern-Simons term appears, in the four components case the photon is still massless leading to a confining logarithmic potential similar to the classical one. In the two components case, as expected, the parity breaking fermion mass term generates a traditional Chern-Simons term which makes the photon massive and we have a screening potential which vanishes at large intercharge distance. The extra nonminimal couplings have no important influence on the static potential at large intercharge distances. However, interesting effects show up at finite distances. In particular, for strong enough nonminimal coupling we may have a new massive pole in the photon propagator, while in the opposite limit there may be no poles at all in the irreducible case. We also found that, in general, the nonminimal couplings lead to a finite range repulsive force between charges of opposite signs.