Properties of Equilibrium Distributions of Order n

The present work is intended to discuss various properties and reliability aspects of higher order equilibrium distributions in continuous, discrete and multivariate cases, which contribute to the study on equilibrium distributions. At first, we have to study and consolidate the existing literature on equilibrium distributions. For this we need some basic concepts in reliability. These are being discussed in the 2nd chapter, In Chapter 3, some identities connecting the failure rate functions and moments of residual life of the univariate, non-negative continuous equilibrium distributions of higher order and that of the baseline distribution are derived. These identities are then used to characterize the generalized Pareto model, mixture of exponentials and gamma distribution. An approach using the characteristic functions is also discussed with illustrations. Moreover, characterizations of ageing classes using stochastic orders has been discussed. Part of the results of this chapter has been reported in Nair and Preeth (2009). Various properties of equilibrium distributions of non-negative discrete univariate random variables are discussed in Chapter 4. Then some characterizations of the geo- metric, Waring and negative hyper-geometric distributions are presented. Moreover, the ageing properties of the original distribution and nth order equilibrium distribu- tions are compared. Part of the results of this chapter have been reported in Nair, Sankaran and Preeth (2012). Chapter 5 is a continuation of Chapter 4. Here, several conditions, in terms of stochastic orders connecting the baseline and its equilibrium distributions are derived. These conditions can be used to rede_ne certain ageing notions. Then equilibrium distributions of two random variables are compared in terms of various stochastic orders that have implications in reliability applications. In Chapter 6, we make two approaches to de_ne multivariate equilibrium distribu- tions of order n. Then various properties including characterizations of higher order equilibrium distributions are presented. Part of the results of this chapter have been reported in Nair and Preeth (2008). The Thesis is concluded in Chapter 7. A discussion on further studies on equilib- rium distributions is also made in this chapter.

Heterotic and seed rate effects on nitrogen efficiencies in wheat

Four field experiments over 2 years investigated whether wheat hybrids had higher nitrogen-use efficiency (NUE) than their parents over a range of seed rates and different N regimes. There was little heterosis for total N in the above-ground biomass (NYt), but there was high-parent heterosis for grain N yields (NYg) in two of the hybrids, Hyno Esta and Hyno Rista, associated with greater nitrogen harvest index (NHI). Overall, the hybrids did not significantly increase the total dry matter produced per unit N in the above-ground crop (NUtE(t)), but did increase the grain dry matter per unit N in the above ground crop (NUtE(g)). The improvement in NUtE(g) was at the partial detriment of grain N concentration. Heterosis for grain NYg in Hyno Esta was lower at zero-N, suggesting that it did not achieve higher yields through more efficient capture or utilization of N. The greater NHI in Hyno Esta appeared to be facilitated by both greater N uptake, and remobilization of N from vegetative tissues, after anthesis. The response of N efficiency and uptake to seed rate was dependent on N supply and season. Where N fertilizer was applied, N uptake over time was slower at the lower seed rates, but where N was withheld N capture at the lowest seed rate soon approached the N capture of the higher seed rates. During grain filling, the rate of accumulation of N into the grain increased with seed rate and the duration of N accumulation decreased with seed rate. With N applied, N yields increased to all asymptote with seed rate, when N was withheld there was little response of N yields to seed rate. In 2002, N utilization efficiency (NUtE(t) and NUtE(g)) also increased asymptotically with seed rate, but in 2003 seed rate had little effect on N utilization efficiency. When nitrogen fertilizer had not been applied, NHI consistently decreased with increasing seed rate. The timing of N application made little difference to NUE, NY, or NUtE.

CO intake fraction and city ventilation rate in Hong Kong

Given the background of serious urban pollution in Hong Kong, the intake fraction (iF) of carbon monoxide due to mobile vehicles in urban area of Hong Kong is investigated and estimated to be 600 per million, much higher than those in US urban areas, Helsinki and even Beijing, indicating the high exposure level to urban pollutants in Hong Kong. The dependence of iF to the metrological factors is also discussed. Easterly and northerly winds contribute most to the total iF value. A new method of predicting ventilation rate for a city based on iF concept is proposed. City ventilation rates for different cities are calculated and compared. It is found that Hong Kong has to face the fact that it has the lowest ventilation rate and ACH.

GSHMC: an efficient method for molecular simulation

The hybrid Monte Carlo (HMC) method is a popular and rigorous method for sampling from a canonical ensemble. The HMC method is based on classical molecular dynamics simulations combined with a Metropolis acceptance criterion and a momentum resampling step. While the HMC method completely resamples the momentum after each Monte Carlo step, the generalized hybrid Monte Carlo (GHMC) method can be implemented with a partial momentum refreshment step. This property seems desirable for keeping some of the dynamic information throughout the sampling process similar to stochastic Langevin and Brownian dynamics simulations. It is, however, ultimate to the success of the GHMC method that the rejection rate in the molecular dynamics part is kept at a minimum. Otherwise an undesirable Zitterbewegung in the Monte Carlo samples is observed. In this paper, we describe a method to achieve very low rejection rates by using a modified energy, which is preserved to high-order along molecular dynamics trajectories. The modified energy is based on backward error results for symplectic time-stepping methods. The proposed generalized shadow hybrid Monte Carlo (GSHMC) method is applicable to NVT as well as NPT ensemble simulations.

Pozzolanic behavior of bamboo leaf ash: Characterization and determination of the kinetic parameters

The paper presents a characterization and study of the pozzolanic behavior between calcium hydroxide (CH) and bamboo leaf ash (BLAsh), which was obtained by calcining bamboo leaves at 600 degrees C for 2 h in a laboratory electric furnace. To evaluate the pozzolanic behavior the conductometric method was used, which is based on the measurement of the electrical conductivity in a BLAsh/CH solution with the reaction time. Later, the kinetic parameters are quantified by applying a kinetic-diffusive model. The kinetic parameters that characterize the process (in particular, the reaction rate constant and free energy of activation) were determined with relative accuracy in the fitting process of the model. The pozzolanic activity is quantitatively evaluated according to the values obtained of the kinetic parameters. Other experimental techniques, such as X-ray diffraction (XRD) and scanning electron microscopy (SEM), were also employed. The results show that this kind of ash is formed by silica with a completely amorphous nature and a high pozzolanic activity. The correlation between the values of free energy of activation (Delta G(#)) and the reaction rate constants (K) are in correspondence with the theoretical studies about the rate processes reported in the literature. (C) 2010 Elsevier Ltd. All rights reserved.

Central limit theorem for asymmetric kernel functionals

Asymmetric kernels are quite useful for the estimation of density functions with bounded support. Gamma kernels are designed to handle density functions whose supports are bounded from one end only, whereas beta kernels are particularly convenient for the estimation of density functions with compact support. These asymmetric kernels are nonnegative and free of boundary bias. Moreover, their shape varies according to the location of the data point, thus also changing the amount of smoothing. This paper applies the central limit theorem for degenerate U-statistics to compute the limiting distribution of a class of asymmetric kernel functionals.

Os determinantes da duração do desemprego em São Paulo

This paper examines the determinants of unemployment duration in the metropolitan region of São Paulo in 1997. The descriptive statistics show that around 52% of the unemployment lived with their parents, that their average age was 27 and that 80% had between 4 and 11 years of schooling. Moreover, 85% of the 1997 unemployed left this status in the following three months, although on1y half of them effectively found a new job. The econometric results show that unemployment duration if lower for heads and for those that worked before. Moreover, duration is higher for the more educated, for those that lost their previous job, for the older and for those with longer tenure in the previous work. Finally, the hazard rate is increasing with the duration of unemployment up to the sixth month, dec1ining afterwards.

Implied Hazard Rates Analysis Through Brazilian Corporate Debt

No Brasil, o mercado de crédito corporativo ainda é sub-aproveitado. A maioria dos participantes não exploram e não operam no mercado secundário, especialmente no caso de debêntures. Apesar disso, há inúmeras ferramentas que poderiam ajudar os participantes do mercado a analisar o risco de crédito e encorajá-los a operar esses riscos no mercado secundário. Essa dissertação introduz um modelo livre de arbitragem que extrai a Perda Esperada Neutra ao Risco Implícita nos preços de mercado. É uma forma reduzida do modelo proposto por Duffie and Singleton (1999) e modela a estrutura a termo das taxas de juros através de uma Função Constante por Partes. Através do modelo, foi possível analisar a Curva de Perda Esperada Neutra ao Risco Implícita através dos diferentes instrumentos de emissores corporativos brasileiros, utilizando Títulos de Dívida, Swaps de Crédito e Debêntures. Foi possível comparar as diferentes curvas e decidir, em cada caso analisado, qual a melhor alternativa para se tomar o risco de crédito da empresa, via Títulos de Dívida, Debêntures ou Swaps de Crédito.

Thermoeconomic analysis method for optimization of combined heat and power systems - part II

In this paper, a thermoeconomic functional analysis method based on the Second Law of Thermodynamics and applied to analyze four cogeneration systems is presented. The objective of the developed technique is to minimize the operating costs of the cogeneration plant, namely exergetic production cost (EPC), assuming fixed rates of electricity production and process steam in exergy base. In this study a comparison is made between the same four configurations of part I. The cogeneration system consisting of a gas turbine with a heat recovery steam generator, without supplementary firing, has the lowest EPC. (C) 2004 Published by Elsevier Ltd.

Measurement of the pp(-)-> W gamma plus X cross section at root s=1.96 TeV and WW gamma anomalous coupling limits

The WW gamma triple gauge boson coupling parameters are studied using p (p) over bar -> l nu gamma + X(l = e, mu) events at root s = 1.96 TeV. The data were collected with the D0 detector from an integrated luminosity of 162 pb(-1) delivered by the Fermilab Tevatron Collider. The cross section times branching fraction for p (p) over bar -> W(gamma) + X -> l nu gamma + X with E-T(gamma) > 8 GeV and Delta R-l gamma > 0.7 is 14.8 +/- 1.6(stat) +/- 1.0(syst) +/- 1.0(lum) pb. The one-dimensional 95% confidence level limits on anomalous couplings are -0.88 < Delta kappa(gamma) < 0.96 and -0.20 < lambda(gamma) < 0.20.

W gamma Production and Limits on Anomalous WW gamma Couplings in p(p)over-bar Collisions at root s=1.96 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Structural Insights into Human Peroxisome Proliferator Activated Receptor Delta (PPAR-Delta) Selective Ligand Binding

Peroxisome proliferator activated receptors (PPARs delta, alpha and gamma) are closely related transcription factors that exert distinct effects on fatty acid and glucose metabolism, cardiac disease, inflammatory response and other processes. Several groups developed PPAR subtype specific modulators to trigger desirable effects of particular PPARs without harmful side effects associated with activation of other subtypes. Presently, however, many compounds that bind to one of the PPARs cross-react with others and rational strategies to obtain highly selective PPAR modulators are far from clear. GW0742 is a synthetic ligand that binds PPAR delta more than 300-fold more tightly than PPAR alpha or PPAR gamma but the structural basis of PPAR delta: GW0742 interactions and reasons for strong selectivity are not clear. Here we report the crystal structure of the PPAR delta:GW0742 complex. Comparisons of the PPAR delta:GW0742 complex with published structures of PPARs in complex with alpha and gamma selective agonists and pan agonists suggests that two residues (Val312 and Ile328) in the buried hormone binding pocket play special roles in PPAR delta selective binding and experimental and computational analysis of effects of mutations in these residues confirms this and suggests that bulky substituents that line the PPAR alpha and gamma ligand binding pockets as structural barriers for GW0742 binding. This analysis suggests general strategies for selective PPAR delta ligand design.

Untersuchung von organischen Spurengasen und sekundärem organischem Aerosol in der Atmosphäre mittels PTR-MS

In dieser Arbeit wurden die OH-Radikalausbeuten beider Doppelbindungen von alpha-Phellandren, alpha-Terpinen, Limonen und Terpinolen bei der Ozonolyse getrennt voneinander bestimmt. Dabei wurde sich die hohe zeitliche Auflösung des PTR-MS zunutze gemacht. Es wurden die OH-Radikale mittels Cyclohexan abgefangen und aus dem daraus gebildeten Cyclohexanon die OH-Radikalausbeute berechnet. Dadurch konnten zum ersten Mal die OH-Radikalausbeuten der langsamer reagierenden Doppelbindung bestimmt werden. Es ergaben sich für alpha-Phellandren 8%11% (±3%), alpha-Terpinen 12%14% (±4%), Limonen 7%10% (±3%) und für Terpinolen 39%48% (±14%). Desweiteren wurde eine theoretische Diskussion über den Reaktionsmechanismus der Ozonolyse und dem daraus gebildetem Criegee-Intermediat durchgeführt. Dadurch konnten die OH-Radikalausbeuten erklärt werden und eine Voraussage über die OH-Radikalausbeute bei anderen Verbindungen ist mit diesen Überlegungen möglich. In einer Messkampagne in Paris konnten verschiedene VOCs und andere atmosphärisch relevante Komponenten wie Ozon, CO, NO2 und NO gemessen werden. Aus diesen Daten wurde zum einen ein Datenpaket in Igor gefertigt, welches die Interpretation der Daten erleichtern sollte. Zum anderen wurden die Daten mit einem PMF-Model analysiert.Durch die Analyse verschiedener Komponenten konnte die Frage beantwortet werden, ob die Lösungsmittelindustrie in und um Paris einen großen Einfluss auf die Konzentrationen gewisser Komponenten in der Luft hat. Über die Korrelation von Benzol und Toluol mit schwarzem Kohlenstoff und den typischen Tagesverlauf mit zwei Konzentrationsmaxima dieser Komponenten konnte gezeigt werden, dass als Hauptquelle diese beiden Stoffe nur der Straßenverkehr infrage kommt. Desweiteren konnte gezeigt werden, dass die Luftmassen die Paris erreichen einen großen Einfluss auf die Konzentration gewisser Komponenten in der Luft haben. Dadurch konnte gut zwischen lokalen Quellen und weit transportierten VOCs unterschieden werden. Schließlich konnten über das PFM-Model ein Großteil der in Paris gemessenen Substanzen in sieben unterschiedliche Quellen eingeteilt werden und deren prozentualer Einfluss während ozeanischer Luftmassen und kontinentalen Luftmassen bestimmt werden. Um Bestandteile von organischem Aerosol mithilfe eines PTR-MS und dessen schonender Ionisationstechnik detektieren zu können, wurde erfolgreich ein Einlass für das PTR-MS entwickelt der es ermöglicht neben den Messungen von VOCs in der Gasphase auch organisches Aerosol zu sammeln, desorbieren und zu detektieren. Zu Testen des neuen Einlasses wurden verschiedene Laborexperimente durchgeführt und es wurde eine Messkampagne in Cabauw (nahe Utrecht, NL) durchgeführt. Die Labortests des neuen Einlasses zeigen, dass es möglich ist organisches Aerosol und VOCs (Aerosol Precurser) in der Gasphase mit einem einzelnen Instrument zu messen. Dazu wurden in einer Smog Chamber Isopren, alpha-Pinen, Limonen und beta-Caryophyllen jeweils mit Ozon zur Reaktion gebracht. Die Messungen in der Gasphase zeigten, dass verschiedene Komponenten wie gewohnt mit hoher Zeitauflösung durch das PTR-MS detektiert werden konnten. Die Messungen des Aerosols zeigten, dass es möglich ist, viele der aus den Reaktionen bekannten Produkte direkt oder mit geringer Fragmentation zu detektieren. Die Messkampagne in Cabauw zeigte, dass es mit diesem Einlass möglich ist über einen langen Zeitraum Aerosol und VOCs mit nur einem Instrument zu messen. Die Gasphasenmessungen sind unbeeinflusst von den Modifikationen, die an dem PTR-MS und der Driftröhre vorgenommen werden mussten um Aerosol detektieren zu können. Desweiteren konnte gezeigt werden, dass sich natürliches organisches Aerosol von Aerosol aus einer Smog Chamber im Dampfdruck unterscheidet. Deswegen muss man vorsichtig sein, falls man diese zwei Aerosolarten miteinander vergleichen will.

Orthogonal gamma-based expansions for volatility option prices under jump-diffusion dynamics

In my work I derive closed-form pricing formulas for volatility based options by suitably approximating the volatility process risk-neutral density function. I exploit and adapt the idea, which stands behind popular techniques already employed in the context of equity options such as Edgeworth and Gram-Charlier expansions, of approximating the underlying process as a sum of some particular polynomials weighted by a kernel, which is typically a Gaussian distribution. I propose instead a Gamma kernel to adapt the methodology to the context of volatility options. VIX vanilla options closed-form pricing formulas are derived and their accuracy is tested for the Heston model (1993) as well as for the jump-diffusion SVJJ model proposed by Duffie et al. (2000).

Alternative derivative expansion in Functional RG and application

We give a brief review of the Functional Renormalization method in quantum field theory, which is intrinsically non perturbative, in terms of both the Polchinski equation for the Wilsonian action and the Wetterich equation for the generator of the proper verteces. For the latter case we show a simple application for a theory with one real scalar field within the LPA and LPA' approximations. For the first case, instead, we give a covariant "Hamiltonian" version of the Polchinski equation which consists in doing a Legendre transform of the flow for the corresponding effective Lagrangian replacing arbitrary high order derivative of fields with momenta fields. This approach is suitable for studying new truncations in the derivative expansion. We apply this formulation for a theory with one real scalar field and, as a novel result, derive the flow equations for a theory with N real scalar fields with the O(N) internal symmetry. Within this new approach we analyze numerically the scaling solutions for N=1 in d=3 (critical Ising model), at the leading order in the derivative expansion with an infinite number of couplings, encoded in two functions V(phi) and Z(phi), obtaining an estimate for the quantum anomalous dimension with a 10% accuracy (confronting with Monte Carlo results).