The Prospective and Retrospective Memory Questionnaire: A population-based random sampling study

The Prospective and Retrospective Memory Questionnaire (PRMQ) has been shown to have acceptable reliability and factorial, predictive, and concurrent validity. However, the PRMQ has never been administered to a probability sample survey representative of all ages in adulthood, nor have previous studies controlled for factors that are known to influence metamemory, such as affective status. Here, the PRMQ was applied in a survey adopting a probabilistic three-stage cluster sample representative of the population of Sao Paulo, Brazil, according to gender, age (20-80 years), and economic status (n=1042). After excluding participants who had conditions that impair memory (depression, anxiety, used psychotropics, and/or had neurological/psychiatric disorders), in the remaining 664 individuals we (a) used confirmatory factor analyses to test competing models of the latent structure of the PRMQ, and (b) studied effects of gender, age, schooling, and economic status on prospective and retrospective memory complaints. The model with the best fit confirmed the same tripartite structure (general memory factor and two orthogonal prospective and retrospective memory factors) previously reported. Women complained more of general memory slips, especially those in the first 5 years after menopause, and there were more complaints of prospective than retrospective memory, except in participants with lower family income.

Conformal deformation of equilibrium measures in normal random ensembles

We investigate the eigenvalue statistics of ensembles of normal random matrices when their order N tends to infinite. In the model, the eigenvalues have uniform density within a region determined by a simple analytic polynomial curve. We study the conformal deformations of equilibrium measures of normal random ensembles to the real line and give sufficient conditions for it to weakly converge to a Wigner measure.

Nonlinear Schrodinger equation with chaotic, random, and nonperiodic nonlinearity

In this Letter we deal with a nonlinear Schrodinger equation with chaotic, random, and nonperiodic cubic nonlinearity. Our goal is to study the soliton evolution, with the strength of the nonlinearity perturbed in the space and time coordinates and to check its robustness under these conditions. Here we show that the chaotic perturbation is more effective in destroying the soliton behavior, when compared with random or nonperiodic perturbation. For a real system, the perturbation can be related to, e.g., impurities in crystalline structures, or coupling to a thermal reservoir which, on the average, enhances the nonlinearity. We also discuss the relevance of such random perturbations to the dynamics of Bose-Einstein condensates and their collective excitations and transport. (C) 2010 Elsevier B.V. All rights reserved.

Approach to Equilibrium for a Class of Random Quantum Models of Infinite Range

We consider random generalizations of a quantum model of infinite range introduced by Emch and Radin. The generalizations allow a neat extension from the class l (1) of absolutely summable lattice potentials to the optimal class l (2) of square summable potentials first considered by Khanin and Sinai and generalised by van Enter and van Hemmen. The approach to equilibrium in the case of a Gaussian distribution is proved to be faster than for a Bernoulli distribution for both short-range and long-range lattice potentials. While exponential decay to equilibrium is excluded in the nonrandom l (1) case, it is proved to occur for both short and long range potentials for Gaussian distributions, and for potentials of class l (2) in the Bernoulli case. Open problems are discussed.

Perturbation treatment of symmetry breaking within random matrix theory

We discuss the applicability, within the random matrix theory, of perturbative treatment of symmetry breaking to the experimental data on the flip symmetry breaking in quartz crystal. We found that the values of the parameter that measures this breaking are different for the spacing distribution as compared to those for the spectral rigidity. We consider both two-fold and three-fold symmetries. The latter was found to account better for the spectral rigidity than the former. Both cases, however, underestimate the experimental spectral rigidity at large L. This discrepancy can be resolved if an appropriate number of eigenfrequencies is considered to be missing in the sample. Our findings are relevant for symmetry violation studies in general. (C) 2008 Elsevier B.V. All rights reserved.

Bose systems in spatially random or time-varying potentials

Bose systems, subject to the action of external random potentials, are considered. For describing the system properties, under the action of spatially random potentials of arbitrary strength, the stochastic mean-field approximation is employed. When the strength of disorder increases, the extended Bose-Einstein condensate fragments into spatially disconnected regions, forming a granular condensate. Increasing the strength of disorder even more transforms the granular condensate into the normal glass. The influence of time-dependent external potentials is also discussed. Fastly varying temporal potentials, to some extent, imitate the action of spatially random potentials. In particular, strong time-alternating potential can induce the appearance of a nonequilibrium granular condensate.

Global minimization using an Augmented Lagrangian method with variable lower-level constraints

A novel global optimization method based on an Augmented Lagrangian framework is introduced for continuous constrained nonlinear optimization problems. At each outer iteration k the method requires the epsilon(k)-global minimization of the Augmented Lagrangian with simple constraints, where epsilon(k) -> epsilon. Global convergence to an epsilon-global minimizer of the original problem is proved. The subproblems are solved using the alpha BB method. Numerical experiments are presented.

Random sums of exchangeable variables and actuarial applications

In this paper we study the accumulated claim in some fixed time period, skipping the classical assumption of mutual independence between the variables involved. Two basic models are considered: Model I assumes that any pair of claims are equally correlated which means that the corresponding square-integrable sequence is exchangeable one. Model 2 states that the correlations between the adjacent claims are the same. Recurrence and explicit expressions for the joint probability generating function are derived and the impact of the dependence parameter (correlation coefficient) in both models is examined. The Markov binomial distribution is obtained as a particular case under assumptions of Model 2. (C) 2007 Elsevier B.V. All rights reserved.

Random walks systems with killing on Z

We study random walks systems on Z whose general description follows. At time zero, there is a number N >= 1 of particles at each vertex of N, all being inactive, except for those placed at the vertex one. Each active particle performs a simple random walk on Z and, up to the time it dies, it activates all inactive particles that it meets along its way. An active particle dies at the instant it reaches a certain fixed total of jumps (L >= 1) without activating any particle, so that its lifetime depends strongly on the past of the process. We investigate how the probability of survival of the process depends on L and on the jumping probabilities of the active particles.

Random number generators for the generalized Birnbaum-Saunders distribution

The generalized Birnbaum-Saunders distribution pertains to a class of lifetime models including both lighter and heavier tailed distributions. This model adapts well to lifetime data, even when outliers exist, and has other good theoretical properties and application perspectives. However, statistical inference tools may not exist in closed form for this model. Hence, simulation and numerical studies are needed, which require a random number generator. Three different ways to generate observations from this model are considered here. These generators are compared by utilizing a goodness-of-fit procedure as well as their effectiveness in predicting the true parameter values by using Monte Carlo simulations. This goodness-of-fit procedure may also be used as an estimation method. The quality of this estimation method is studied here. Finally, through a real data set, the generalized and classical Birnbaum-Saunders models are compared by using this estimation method.

NONHOMOGENEOUS RANDOM WALKS SYSTEMS ON Z

We consider a random walks system on Z in which each active particle performs a nearest-neighbor random walk and activates all inactive particles it encounters. The movement of an active particle stops when it reaches a certain number of jumps without activating any particle. We prove that if the process relies on efficient particles (i.e. those particles with a small probability of jumping to the left) being placed strategically on Z, then it might survive, having active particles at any time with positive probability. On the other hand, we may construct a process that dies out eventually almost surely, even if it relies on efficient particles. That is, we discuss what happens if particles are initially placed very far away from each other or if their probability of jumping to the right tends to I but not fast enough.

On slowdown and speedup of transient random walks in random environment

We consider one-dimensional random walks in random environment which are transient to the right. Our main interest is in the study of the sub-ballistic regime, where at time n the particle is typically at a distance of order O(n (kappa) ) from the origin, kappa is an element of (0, 1). We investigate the probabilities of moderate deviations from this behaviour. Specifically, we are interested in quenched and annealed probabilities of slowdown (at time n, the particle is at a distance of order O (n (nu 0)) from the origin, nu(0) is an element of (0, kappa)), and speedup (at time n, the particle is at a distance of order n (nu 1) from the origin , nu(1) is an element of (kappa, 1)), for the current location of the particle and for the hitting times. Also, we study probabilities of backtracking: at time n, the particle is located around (-n (nu) ), thus making an unusual excursion to the left. For the slowdown, our results are valid in the ballistic case as well.

Limit theorems for sequences of random trees

We consider a random tree and introduce a metric in the space of trees to define the ""mean tree"" as the tree minimizing the average distance to the random tree. When the resulting metric space is compact we have laws of large numbers and central limit theorems for sequence of independent identically distributed random trees. As application we propose tests to check if two samples of random trees have the same law.

Billiards in a General Domain with Random Reflections

We study stochastic billiards on general tables: a particle moves according to its constant velocity inside some domain D R(d) until it hits the boundary and bounces randomly inside, according to some reflection law. We assume that the boundary of the domain is locally Lipschitz and almost everywhere continuously differentiable. The angle of the outgoing velocity with the inner normal vector has a specified, absolutely continuous density. We construct the discrete time and the continuous time processes recording the sequence of hitting points on the boundary and the pair location/velocity. We mainly focus on the case of bounded domains. Then, we prove exponential ergodicity of these two Markov processes, we study their invariant distribution and their normal (Gaussian) fluctuations. Of particular interest is the case of the cosine reflection law: the stationary distributions for the two processes are uniform in this case, the discrete time chain is reversible though the continuous time process is quasi-reversible. Also in this case, we give a natural construction of a chord ""picked at random"" in D, and we study the angle of intersection of the process with a (d - 1) -dimensional manifold contained in D.

Predicting random effects with an expanded finite population mixed model

Prediction of random effects is an important problem with expanding applications. In the simplest context, the problem corresponds to prediction of the latent value (the mean) of a realized cluster selected via two-stage sampling. Recently, Stanek and Singer [Predicting random effects from finite population clustered samples with response error. J. Amer. Statist. Assoc. 99, 119-130] developed best linear unbiased predictors (BLUP) under a finite population mixed model that outperform BLUPs from mixed models and superpopulation models. Their setup, however, does not allow for unequally sized clusters. To overcome this drawback, we consider an expanded finite population mixed model based on a larger set of random variables that span a higher dimensional space than those typically applied to such problems. We show that BLUPs for linear combinations of the realized cluster means derived under such a model have considerably smaller mean squared error (MSE) than those obtained from mixed models, superpopulation models, and finite population mixed models. We motivate our general approach by an example developed for two-stage cluster sampling and show that it faithfully captures the stochastic aspects of sampling in the problem. We also consider simulation studies to illustrate the increased accuracy of the BLUP obtained under the expanded finite population mixed model. (C) 2007 Elsevier B.V. All rights reserved.