A moment symbolic representation of Lévy processes with applications

By using a symbolic method, known in the literature as the classical umbral calculus, a symbolic representation of Lévy processes is given and a new family of time-space harmonic polynomials with respect to such processes, which includes and generalizes the exponential complete Bell polynomials, is introduced. The usefulness of time-space harmonic polynomials with respect to Lévy processes is that it is a martingale the stochastic process obtained by replacing the indeterminate x of the polynomials with a Lévy process, whereas the Lévy process does not necessarily have this property. Therefore to find such polynomials could be particularly meaningful for applications. This new family includes Hermite polynomials, time-space harmonic with respect to Brownian motion, Poisson-Charlier polynomials with respect to Poisson processes, Laguerre and actuarial polynomials with respect to Gamma processes , Meixner polynomials of the first kind with respect to Pascal processes, Euler, Bernoulli, Krawtchuk, and pseudo-Narumi polynomials with respect to suitable random walks. The role played by cumulants is stressed and brought to the light, either in the symbolic representation of Lévy processes and their infinite divisibility property, either in the generalization, via umbral Kailath-Segall formula, of the well-known formulae giving elementary symmetric polynomials in terms of power sum symmetric polynomials. The expression of the family of time-space harmonic polynomials here introduced has some connections with the so-called moment representation of various families of multivariate polynomials. Such moment representation has been studied here for the first time in connection with the time-space harmonic property with respect to suitable symbolic multivariate Lévy processes. In particular, multivariate Hermite polynomials and their properties have been studied in connection with a symbolic version of the multivariate Brownian motion, while multivariate Bernoulli and Euler polynomials are represented as powers of multivariate polynomials which are time-space harmonic with respect to suitable multivariate Lévy processes.

Reliability and consistency affect the integration of visual depth cues

Abstract Originalsprache (englisch) Visual perception relies on a two-dimensional projection of the viewed scene on the retinas of both eyes. Thus, visual depth has to be reconstructed from a number of different cues that are subsequently integrated to obtain robust depth percepts. Existing models of sensory integration are mainly based on the reliabilities of individual cues and disregard potential cue interactions. In the current study, an extended Bayesian model is proposed that takes into account both cue reliability and consistency. Four experiments were carried out to test this model's predictions. Observers had to judge visual displays of hemi-cylinders with an elliptical cross section, which were constructed to allow for an orthogonal variation of several competing depth cues. In Experiment 1 and 2, observers estimated the cylinder's depth as defined by shading, texture, and motion gradients. The degree of consistency among these cues was systematically varied. It turned out that the extended Bayesian model provided a better fit to the empirical data compared to the traditional model which disregards covariations among cues. To circumvent the potentially problematic assessment of single-cue reliabilities, Experiment 3 used a multiple-observation task, which allowed for estimating perceptual weights from multiple-cue stimuli. Using the same multiple-observation task, the integration of stereoscopic disparity, shading, and texture gradients was examined in Experiment 4. It turned out that less reliable cues were downweighted in the combined percept. Moreover, a specific influence of cue consistency was revealed. Shading and disparity seemed to be processed interactively while other cue combinations could be well described by additive integration rules. These results suggest that cue combination in visual depth perception is highly flexible and depends on single-cue properties as well as on interrelations among cues. The extension of the traditional cue combination model is defended in terms of the necessity for robust perception in ecologically valid environments and the current findings are discussed in the light of emerging computational theories and neuroscientific approaches.

Modeling the spatial dynamics of economic models

The advances that have been characterizing spatial econometrics in recent years are mostly theoretical and have not found an extensive empirical application yet. In this work we aim at supplying a review of the main tools of spatial econometrics and to show an empirical application for one of the most recently introduced estimators. Despite the numerous alternatives that the econometric theory provides for the treatment of spatial (and spatiotemporal) data, empirical analyses are still limited by the lack of availability of the correspondent routines in statistical and econometric software. Spatiotemporal modeling represents one of the most recent developments in spatial econometric theory and the finite sample properties of the estimators that have been proposed are currently being tested in the literature. We provide a comparison between some estimators (a quasi-maximum likelihood, QML, estimator and some GMM-type estimators) for a fixed effects dynamic panel data model under certain conditions, by means of a Monte Carlo simulation analysis. We focus on different settings, which are characterized either by fully stable or quasi-unit root series. We also investigate the extent of the bias that is caused by a non-spatial estimation of a model when the data are characterized by different degrees of spatial dependence. Finally, we provide an empirical application of a QML estimator for a time-space dynamic model which includes a temporal, a spatial and a spatiotemporal lag of the dependent variable. This is done by choosing a relevant and prolific field of analysis, in which spatial econometrics has only found limited space so far, in order to explore the value-added of considering the spatial dimension of the data. In particular, we study the determinants of cropland value in Midwestern U.S.A. in the years 1971-2009, by taking the present value model (PVM) as the theoretical framework of analysis.

Alpha, Omega end group functionalization of RAFT polymers based on pentafluorophenyl esters and methane thiosulfonates

While polymers with different functional groups along the backbone have intensively been investigated, there is still a challenge in orthogonal functionalization of the end groups. Such well-defined systems are interesting for the preparation of multiblock (co) polymers or polymer networks, for bio-conjugation or as model systems for examining the end group separation of isolated polymer chains. rnHere, Reversible Addition Fragmentation Chain Transfer (RAFT) polymerization was employed as method to investigate improved techniques for an a, w end group functionalization. RAFT produces polymers terminated in an R group and a dithioester-Z group, where R and Z stem from a suitable chain transfer agent (CTA). rnFor alpha end group functionalization, a CTA with an activated pentafluorophenyl (PFP) ester R group was designed and used for the polymerization of various methacrylate monomers, N-isopropylacrylamide and styrene yielding polymers with a PFP ester as a end group. This allowed the introduction of inert propyl amides, of light responsive diazo compounds, of the dyes NBD, Texas Red, or Oregon Green, of the hormone thyroxin and allowed the formation of multiblocks or peptide conjugates. rnFor w end group functionalization, problems of other techniques were overcome through an aminolysis of the dithioester in the presence of a functional methane thiosulfonate (MTS), yielding functional disulfides. These disulfides were stable under ambient conditions and could be cleaved on demand. Using MTS chemistry, terminal methyl disulfides (enabling self-assembly on planar gold surfaces and ligand substitution on gold and semiconductor nanoparticles), butynyl disulfide end groups (allowing the “clicking” of the polymers onto azide functionalized surfaces and the selective removal through reduction), the bio-target biotin, and the fluorescent dye Texas Red were introduced into polymers. rnThe alpha PFP amidation could be performed under mild conditions, without substantial loss of DTE. This way, a step-wise synthesis produced polymers with two functional end groups in very high yields. rnAs examples, polymers with an anchor group for both gold nanoparticles (AuNP) and CdSe / ZnS semi-conductor nanoparticles (QD) and with a fluorescent dye end group were synthesized. They allowed a NP decoration and enabled an energy transfer from QD to dye or from dye to AuNP. Water-soluble polymers were prepared with two different bio-target end groups, each capable of selectively recognizing and binding a certain protein. The immobilization of protein-polymer-protein layers on planar gold surfaces was monitored by surface plasmon resonance.Introducing two different fluorescent dye end groups enabled an energy transfer between the end groups of isolated polymer chains and created the possibility to monitor the behavior of single polymer chains during a chain collapse. rnThe versatility of the synthetic technique is very promising for applications beyond this work.

A factor-analytic reinterpretation of the Clark-Trow "educational philosophies"

Each of four principal components analyses (n = 3,944) incorporated student self-ratings (Most accurate to Least accurate) on one of the four Clark-Trow educational philosophies: Vocational, Academic, Collegiate, Nonconformist. The analyses of these 25-variable correlation matrices yielded 2 factors differentially associated with educational philosophy: Sociability versus Independence (replacing Clark-Trow's "Identification with the College") and Liberalism versus Conservatism (replacing Clark-Trow's "Involvement with Ideas"). The Vocational philosophy was associated primarily with Conservatism, the Collegiate with Sociability, and the Nonconformist with Liberalism; the Academic was moderately associated with both Independence and Liberalism.

The Supportive Role of the Family in Solving Real and Projected Problems of Everyday Life

In this research the supportive role of the family in coping with everyday problems was studied using two large data sets. The results show the importance of the structural aspect of social support. Mapping individual preferences to support referents showed the crucial role of spouse and parents in solving everyday problems. The individual choices of particular support referents could be fairly accurately predicted from knowledge of the composition of the family, in both categorical regression and logit models. The far lower predictability of the criterion variable was shown using a wide range of socioeconomic, social and demographic indicators. Residence in small cities and indicators of extreme occupational strata were particularly predictive of the choice of support referent. The supportive role of the family was also traced in the personal projects of young adults, which were seen as ecological, natural and dynamic middle-level units of analysis of personality. Different aspects of personal projects, including reliance on social support referents, turned out to be highly interrelated. One the one hand, expectations of support were determined by the content of the project, and on the other, expected social support also influences the content of the project. Sivuha sees this as one of the ways others can enter self-structures.

Phylogenetic analysis of the gag region encoding the matrix protein of small ruminant lentiviruses: comparative analysis and molecular epidemiological applications

Little sequence information exists on the matrix-protein (MA) encoding region of small ruminant lentiviruses (SRLV). Fifty-two novel sequences were established and permitted a first phylogenetic analysis of this region of the SRLV genome. The variability of the MA encoding region is higher compared to the gag region encoding the capsid protein and surprisingly close to that reported for the env gene. In contrast to primate lentiviruses, the deduced amino acid sequences of the N- and C-terminal domains of MA are variable. This permitted to pinpoint a basic domain in the N-terminal domain that is conserved in all lentiviruses and likely to play an important functional role. Additionally, a seven amino acid insertion was detected in all MVV strains, which may be used to differentiate CAEV and MVV isolates. A molecular epidemiology analysis based on these sequences indicates that the Italian lentivirus strains are closely related to each other and to the CAEV-CO strain, a prototypic strain isolated three decades ago in the US. This suggests a common origin of the SRLV circulating in the monitored flocks, possibly related to the introduction of infected goats in a negative population. Finally, this study shows that the MA region is suitable for phylogenetic studies and may be applied to monitor SRLV eradication programs.

Radiographic technique and anatomy of the equine sacroiliac region

Radiography is part of evaluating horses with poor performance and pelvic limb lameness; however, the radiographic appearance of the sacroiliac region is poorly described. The goal of the present study was to describe the use of a simple technique to obtain radiographs of the sacroiliac region in the anesthetized horse and to describe the radiographic appearance of this region. Seventy-nine horses underwent radiography of the pelvis under general anesthesia in dorsal recumbency. During a 5s exposure time the horse was actively ventilated to blur the abdominal viscera, which allowed assessment of individual bone structures in 77 horses. A large variation in the shape of the sacral wings, their articulation with the transverse processes of L6, and the relation of the sacrum to the ilium were observed. Females had significantly narrower width of the sacral wings. Broad sacral wings and bony proliferations at the caudal aspect were commonly observed features and their size was highly correlated with gender. In males, caudal osteophytes were significantly larger than in females. Five horses had transitional or hemitransitional vertebrae. Radiography with the ventilation-induced blurring technique is a simple approach that results in diagnostic quality radiographs and delineation of the highly variable bone structures of the sacroiliac region.

Vibro-acoustical analysis and design of a multiple-layer constrained viscoelastic damping structure

The goal of this research is to provide a framework for vibro-acoustical analysis and design of a multiple-layer constrained damping structure. The existing research on damping and viscoelastic damping mechanism is limited to the following four mainstream approaches: modeling techniques of damping treatments/materials; control through the electrical-mechanical effect using the piezoelectric layer; optimization by adjusting the parameters of the structure to meet the design requirements; and identification of the damping material’s properties through the response of the structure. This research proposes a systematic design methodology for the multiple-layer constrained damping beam giving consideration to vibro-acoustics. A modeling technique to study the vibro-acoustics of multiple-layered viscoelastic laminated beams using the Biot damping model is presented using a hybrid numerical model. The boundary element method (BEM) is used to model the acoustical cavity whereas the Finite Element Method (FEM) is the basis for vibration analysis of the multiple-layered beam structure. Through the proposed procedure, the analysis can easily be extended to other complex geometry with arbitrary boundary conditions. The nonlinear behavior of viscoelastic damping materials is represented by the Biot damping model taking into account the effects of frequency, temperature and different damping materials for individual layers. A curve-fitting procedure used to obtain the Biot constants for different damping materials for each temperature is explained. The results from structural vibration analysis for selected beams agree with published closed-form results and results for the radiated noise for a sample beam structure obtained using a commercial BEM software is compared with the acoustical results of the same beam with using the Biot damping model. The extension of the Biot damping model is demonstrated to study MDOF (Multiple Degrees of Freedom) dynamics equations of a discrete system in order to introduce different types of viscoelastic damping materials. The mechanical properties of viscoelastic damping materials such as shear modulus and loss factor change with respect to different ambient temperatures and frequencies. The application of multiple-layer treatment increases the damping characteristic of the structure significantly and thus helps to attenuate the vibration and noise for a broad range of frequency and temperature. The main contributions of this dissertation include the following three major tasks: 1) Study of the viscoelastic damping mechanism and the dynamics equation of a multilayer damped system incorporating the Biot damping model. 2) Building the Finite Element Method (FEM) model of the multiple-layer constrained viscoelastic damping beam and conducting the vibration analysis. 3) Extending the vibration problem to the Boundary Element Method (BEM) based acoustical problem and comparing the results with commercial simulation software.

Modeling and classifying variable width riparian zones utilizing digital elevation models, flood height data, digital soil data and national wetlands inventory : a new approach for riparian zone delineation

Riparian zones are dynamic, transitional ecosystems between aquatic and terrestrial ecosystems with well defined vegetation and soil characteristics. Development of an all-encompassing definition for riparian ecotones, because of their high variability, is challenging. However, there are two primary factors that all riparian ecotones are dependent on: the watercourse and its associated floodplain. Previous approaches to riparian boundary delineation have utilized fixed width buffers, but this methodology has proven to be inadequate as it only takes the watercourse into consideration and ignores critical geomorphology, associated vegetation and soil characteristics. Our approach offers advantages over other previously used methods by utilizing: the geospatial modeling capabilities of ArcMap GIS; a better sampling technique along the water course that can distinguish the 50-year flood plain, which is the optimal hydrologic descriptor of riparian ecotones; the Soil Survey Database (SSURGO) and National Wetland Inventory (NWI) databases to distinguish contiguous areas beyond the 50-year plain; and land use/cover characteristics associated with the delineated riparian zones. The model utilizes spatial data readily available from Federal and State agencies and geospatial clearinghouses. An accuracy assessment was performed to assess the impact of varying the 50-year flood height, changing the DEM spatial resolution (1, 3, 5 and 10m), and positional inaccuracies with the National Hydrography Dataset (NHD) streams layer on the boundary placement of the delineated variable width riparian ecotones area. The result of this study is a robust and automated GIS based model attached to ESRI ArcMap software to delineate and classify variable-width riparian ecotones.

Computational study of internal and external condensing flows and experimental synthesis to investigate their attainability and stability in ground-based and space-based environments

This doctoral thesis presents the computational work and synthesis with experiments for internal (tube and channel geometries) as well as external (flow of a pure vapor over a horizontal plate) condensing flows. The computational work obtains accurate numerical simulations of the full two dimensional governing equations for steady and unsteady condensing flows in gravity/0g environments. This doctoral work investigates flow features, flow regimes, attainability issues, stability issues, and responses to boundary fluctuations for condensing flows in different flow situations. This research finds new features of unsteady solutions of condensing flows; reveals interesting differences in gravity and shear driven situations; and discovers novel boundary condition sensitivities of shear driven internal condensing flows. Synthesis of computational and experimental results presented here for gravity driven in-tube flows lays framework for the future two-phase component analysis in any thermal system. It is shown for both gravity and shear driven internal condensing flows that steady governing equations have unique solutions for given inlet pressure, given inlet vapor mass flow rate, and fixed cooling method for condensing surface. But unsteady equations of shear driven internal condensing flows can yield different “quasi-steady” solutions based on different specifications of exit pressure (equivalently exit mass flow rate) concurrent to the inlet pressure specification. This thesis presents a novel categorization of internal condensing flows based on their sensitivity to concurrently applied boundary (inlet and exit) conditions. The computational investigations of an external shear driven flow of vapor condensing over a horizontal plate show limits of applicability of the analytical solution. Simulations for this external condensing flow discuss its stability issues and throw light on flow regime transitions because of ever-present bottom wall vibrations. It is identified that laminar to turbulent transition for these flows can get affected by ever present bottom wall vibrations. Detailed investigations of dynamic stability analysis of this shear driven external condensing flow result in the introduction of a new variable, which characterizes the ratio of strength of the underlying stabilizing attractor to that of destabilizing vibrations. Besides development of CFD tools and computational algorithms, direct application of research done for this thesis is in effective prediction and design of two-phase components in thermal systems used in different applications. Some of the important internal condensing flow results about sensitivities to boundary fluctuations are also expected to be applicable to flow boiling phenomenon. Novel flow sensitivities discovered through this research, if employed effectively after system level analysis, will result in the development of better control strategies in ground and space based two-phase thermal systems.

Loss of astrocyte polarity marks blood-brain barrier impairment during experimental autoimmune encephalomyelitis

In multiple sclerosis (MS), and its animal model experimental autoimmune encephalomyelitis (EAE), dysfunction of the blood-brain barrier (BBB) leads to edema formation within the central nervous system. The molecular mechanisms of edema formation in EAE/MS are poorly understood. We hypothesized that edema formation is due to imbalanced water transport across the BBB caused by a disturbed crosstalk between BBB endothelium and astrocytes. Here, we demonstrate at the light microscopic and ultrastructural level, the loss of polarized localization of the water channel protein aquaporin-4 (AQP4) in astrocytic endfeet surrounding microvessels during EAE. AQP4 was found to be redistributed over the entire astrocytic cell surface and lost its arrangement in orthogonal arrays of intramembranous particles as seen in the freeze-fracture replica. In addition, immunostaining for the astrocytic extracellular matrix receptor beta-dystroglycan disappeared from astroglial membranes in the vicinity of inflammatory cuffs, whereas immunostaining for the dystroglycan ligands agrin and laminin in the perivascular basement membrane remained unchanged. Our data suggest that during EAE, loss of beta-dystroglycan-mediated astrocyte foot process anchoring to the basement membrane leads to loss of polarized AQP4 localization in astrocytic endfeet, and thus to edema formation in EAE.

Analytical form of the Probability Density Function of travel times in rectangular zone with Tchebyshev’s metric

Geometrical dependencies are being researched for analytical representation of the probability density function (pdf) for the travel time between a random, and a known or another random point in Tchebyshev’s metric. In the most popular case - a rectangular area of service - the pdf of this random variable depends directly on the position of the server. Two approaches have been introduced for the exact analytical calculation of the pdf: Ad-hoc approach – useful for a ‘manual’ solving of a specific case; by superposition – an algorithmic approach for the general case. The main concept of each approach is explained, and a short comparison is done to prove the faithfulness.

Bone Volume Fraction and Fabric Anisotropy Are Better Determinants of Trabecular Bone Stiffness than Other Morphological Variables

As our population ages, more individuals suffer from osteoporosis. This disease leads to impaired trabecular architecture and increased fracture risk. It is essential to understand how morphological and mechanical properties of the cancellous bone are related. Morphologyelasticity relationships based on bone volume fraction (BV/TV) and fabric anisotropy explain up to 98% of the variation in elastic properties. Yet, other morphological variables such as individual trabeculae segmentation (ITS) and trabecular bone score (TBS) could improve the stiffness predictions. A total of 743 micro-computed tomography reconstructions of cubic trabecular bone samples extracted from femur, radius, vertebrae and iliac crest were analysed. Their morphology was assessed via 25 variables and their stiffness tensor (inline image) was computed from six independent load cases using micro finite element analyses. Variance inflation factors were calculated to evaluate collinearity between morphological variables and decide upon their inclusion in morphology-elasticity relationships. The statistically admissible morphological variables were included in a multi-linear regression modelling the dependent variable inline image. The contribution of each independent variable was evaluated (ANOVA). Our results show that BV/TV is the best determinant of inline image (inline image=0.889), especially in combination with fabric (inline image=0.968). Including the other independent predictors hardly affected the amount of variance explained by the model (inline image=0.975). Across all anatomical sites, BV/TV explained 87% of the variance of the bone elastic properties. Fabric further described 10% of the bone stiffness, but the improvement in variance explanation by adding other independent factors was marginal (<1%). These findings confirm that BV/TV and fabric are the best determinants of trabecular bone stiffness and show, against common belief, that other morphological variables do not bring any further contribution. These overall conclusions remain to be confirmed for specific bone diseases and post-elastic properties.

Social Salience and the Sociolinguistic Monitor: a Case Study of ING and TH-fronting in Britain

This article examines the role of social salience, or the relative ability of a linguistic variable to evoke social meaning, in structuring listeners’ perceptions of quantitative sociolinguistic distributions. Building on the foundational work of Labov et al. (2006, 2011) on the “sociolinguistic monitor” (a proposed cognitive mechanism responsible for sociolinguistic perception), we examine whether listeners’ evaluative judgments of speech change as a function of the type of variable presented. We consider two variables in British English, ING and TH-fronting, which we argue differ in their relative social salience. Replicating the design of Labov et al.’s studies, we test 149 British listeners’ reactions to different quantitative distributions of these variables. Our experiments elicit a very different pattern of perceptual responses than those reported previously. In particular, our results suggest that a variable’s social salience determines both whether and how it is perceptually evaluated. We argue that this finding is crucial for understanding how sociolinguistic information is cognitively processed.