923 resultados para uniform strong law of large numbers for martingales


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Index remade and enlarged by James M. Henderson. cf. Foreword.

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Includes index.

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Includes bibliography.

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"Text-writers and periodicals cited": p. x

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Mode of access: Internet.

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A specific type of natural log jam in the upper alluvial reach of the Carbon River was found to influence secondary channel avulsion, causing flooding hazards to the adjacent Carbon River Road in the northwest quadrant of Mount Rainier National Park, Washington. The fence-like natural log jam was characterized by large woody debris buttressed horizontally against standing riparian trees (i.e. ìfence railsî and ìfence postî). The objectives of this report are two-fold. First, physical characteristics and spatial distribution were documented to determine the geomorphic controls on the fence-like log jams. Second, the function and timing of the natural log jam in relation to channel avulsion was determined to provide insight into flooding hazards along the Carbon River Road. The fence-like log jams are most abundant in the upper reaches of the Carbon River between 3.0 and 5.5 kilometers from the Carbon Glacier terminus, where longitudinal gradient significantly decreases from about 0.06 to 0.03. Sediment impoundment can occur directly upstream of the fence-like log jam, creating vertical bed elevation difference as high as 1.32 meters, and can form during low magnitude, high frequency flood event (3.5-year recurrence interval). In some locations, headcuts and widening of secondary channel were observed directly to the side of the log jams, suggesting its role in facilitating secondary channel avulsions. Areas along the Carbon River Road more prone to damages from avulsion hazards were identified by coupling locations of the log jams and Relative Water Surface Elevation map created using the 1-meter 2012 Light Detection and Ranging Digital Elevation Map. Ultimately, the results of this report may provide insight to flooding hazards along the Carbon River Road from log jam-facilitated channel avulsion.

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A simple, rapid method is described for the extraction of large numbers of free-living nematodes from estuarine sediments. This method does not physically or chemically alter or damage the nematodes, but instead relies on their downward movement through a filtering layer of double ply tissue paper and into aerated water-filled trays. Seven trials each with 10 trays kept at 25degreesC for an initial period of 24 h yielded 3985 live nematodes l(-1) (+/-511.5 standard deviation) of estuarine sediment, free of sediment and with minimal debris. Time effects were statistically significantly different, with the same 10 trays yielding another 1259 nematodes l(-1) (+/-413.4) when kept for a second period of 24 h at the same temperature. Temperature effects were also significant, and 7 trials each with 10 trays kept for 24 h at 20-21degreesC, produced a lower yield of 2160 nematodes l(-1) (+/-532.7) of sediment. The method is expected to be of use in nematode extractions from both estuarine and marine sediments.

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The use of granulocyte colony-stimulating factor (G-CSF)-mobilized peripheral blood as a source of stem cells has resulted in a high incidence of severe chronic graft-versus-host disease (cGVHD), which compromises the outcome of clinical allogeneic stem cell transplantation. We have studied the effect of G-CSF on both immune complex and fibrotic cGVHD directed to major (DBA/2 --> B6D2F1) or minor (B10.D2 --> BALB/c) histocompatibility antigens. In both models, donor pretreatment with G-CSF reduced cGVHD mortality in association with type 2 differentiation. However, after escalation of the donor T-cell dose, scleroderma occurred in 90% of the recipients of grafts from G-CSF-treated donors. In contrast, only 11% of the recipients of control grafts developed scleroderma, and the severity of hepatic cGVHD was also reduced. Mixing studies confirmed that in the presence of high donor T-cell doses, the severity of scleroderma was determined by the non-T-cell fraction of grafts from G-CSF-treated donors. These data confirm that the induction of cGVHD after donor treatment with G-CSF is dependent on the transfer of large numbers of donor T cells in conjunction with a putatively expanded myeloid lineage, providing a further rationale for the limitation of cell dose in allogeneic stem cell transplantation. (C) 2004 American Society for Blood and Marrow Transplantation.

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This paper gives a review of recent progress in the design of numerical methods for computing the trajectories (sample paths) of solutions to stochastic differential equations. We give a brief survey of the area focusing on a number of application areas where approximations to strong solutions are important, with a particular focus on computational biology applications, and give the necessary analytical tools for understanding some of the important concepts associated with stochastic processes. We present the stochastic Taylor series expansion as the fundamental mechanism for constructing effective numerical methods, give general results that relate local and global order of convergence and mention the Magnus expansion as a mechanism for designing methods that preserve the underlying structure of the problem. We also present various classes of explicit and implicit methods for strong solutions, based on the underlying structure of the problem. Finally, we discuss implementation issues relating to maintaining the Brownian path, efficient simulation of stochastic integrals and variable-step-size implementations based on various types of control.

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Purpose - In many scientific and engineering fields, large-scale heat transfer problems with temperature-dependent pore-fluid densities are commonly encountered. For example, heat transfer from the mantle into the upper crust of the Earth is a typical problem of them. The main purpose of this paper is to develop and present a new combined methodology to solve large-scale heat transfer problems with temperature-dependent pore-fluid densities in the lithosphere and crust scales. Design/methodology/approach - The theoretical approach is used to determine the thickness and the related thermal boundary conditions of the continental crust on the lithospheric scale, so that some important information can be provided accurately for establishing a numerical model of the crustal scale. The numerical approach is then used to simulate the detailed structures and complicated geometries of the continental crust on the crustal scale. The main advantage in using the proposed combination method of the theoretical and numerical approaches is that if the thermal distribution in the crust is of the primary interest, the use of a reasonable numerical model on the crustal scale can result in a significant reduction in computer efforts. Findings - From the ore body formation and mineralization points of view, the present analytical and numerical solutions have demonstrated that the conductive-and-advective lithosphere with variable pore-fluid density is the most favorite lithosphere because it may result in the thinnest lithosphere so that the temperature at the near surface of the crust can be hot enough to generate the shallow ore deposits there. The upward throughflow (i.e. mantle mass flux) can have a significant effect on the thermal structure within the lithosphere. In addition, the emplacement of hot materials from the mantle may further reduce the thickness of the lithosphere. Originality/value - The present analytical solutions can be used to: validate numerical methods for solving large-scale heat transfer problems; provide correct thermal boundary conditions for numerically solving ore body formation and mineralization problems on the crustal scale; and investigate the fundamental issues related to thermal distributions within the lithosphere. The proposed finite element analysis can be effectively used to consider the geometrical and material complexities of large-scale heat transfer problems with temperature-dependent fluid densities.

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A systematic study on the structural properties and external morphologies of large-pore mesoporous organosilicas synthesized using triblock copolymer EO20PO70EO20 as a template under low-acid conditions was carried out. By employing the characterization techniques of SAXS, FE-SEM, and physical adsorption of N-2 in combination with alpha(s)-plot method, the structural properties and external morphologies of large-pore mesoporous organosilicas were critically examined and compared with that of their pure-silica counterparts synthesized under similar conditions. It has been observed that unlike mesoporous pure silicas, the structural and morphological properties of mesoporous organosilicas are highly acid-sensitive. High-quality mesoporous organosilicas can only be obtained from synthesis gels with the molar ratios of HCl/H2O between 7.08 x 10(-4) and 6.33 x 10(-3), whereas mesoporous pure silicas with well-ordered structure can be obtained in a wider range of acid concentration. Simply by adjusting the HCl/H2O molar ratios, the micro-, meso-, and macroporosities of the organosilica materials can be finely tuned without obvious effect on their structural order. Such a behavior is closely related to their acid-controlled morphological evolution: from necklacelike fibers to cobweb-supported pearl-like particles and to nanosized particulates.