Meaning of the λ parameter of skew–normal and log–skew normal distributions in fluid geochemistry

The literature related to skew–normal distributions has grown rapidly in recent years but at the moment few applications concern the description of natural phenomena with this type of probability models, as well as the interpretation of their parameters. The skew–normal distributions family represents an extension of the normal family to which a parameter (λ) has been added to regulate the skewness. The development of this theoretical field has followed the general tendency in Statistics towards more flexible methods to represent features of the data, as adequately as possible, and to reduce unrealistic assumptions as the normality that underlies most methods of univariate and multivariate analysis. In this paper an investigation on the shape of the frequency distribution of the logratio ln(Cl−/Na+) whose components are related to waters composition for 26 wells, has been performed. Samples have been collected around the active center of Vulcano island (Aeolian archipelago, southern Italy) from 1977 up to now at time intervals of about six months. Data of the logratio have been tentatively modeled by evaluating the performance of the skew–normal model for each well. Values of the λ parameter have been compared by considering temperature and spatial position of the sampling points. Preliminary results indicate that changes in λ values can be related to the nature of environmental processes affecting the data

Option pricing in market models driven by telegraph processes with jumps

Esta tesis está dividida en dos partes: en la primera parte se presentan y estudian los procesos telegráficos, los procesos de Poisson con compensador telegráfico y los procesos telegráficos con saltos. El estudio presentado en esta primera parte incluye el cálculo de las distribuciones de cada proceso, las medias y varianzas, así como las funciones generadoras de momentos entre otras propiedades. Utilizando estas propiedades en la segunda parte se estudian los modelos de valoración de opciones basados en procesos telegráficos con saltos. En esta parte se da una descripción de cómo calcular las medidas neutrales al riesgo, se encuentra la condición de no arbitraje en este tipo de modelos y por último se calcula el precio de las opciones Europeas de compra y venta.

Granger causality of coupled climate processes: Ocean feedback on the North Atlantic oscillation

This study uses a Granger causality time series modeling approach to quantitatively diagnose the feedback of daily sea surface temperatures (SSTs) on daily values of the North Atlantic Oscillation (NAO) as simulated by a realistic coupled general circulation model (GCM). Bivariate vector autoregressive time series models are carefully fitted to daily wintertime SST and NAO time series produced by a 50-yr simulation of the Third Hadley Centre Coupled Ocean-Atmosphere GCM (HadCM3). The approach demonstrates that there is a small yet statistically significant feedback of SSTs oil the NAO. The SST tripole index is found to provide additional predictive information for the NAO than that available by using only past values of NAO-the SST tripole is Granger causal for the NAO. Careful examination of local SSTs reveals that much of this effect is due to the effect of SSTs in the region of the Gulf Steam, especially south of Cape Hatteras. The effect of SSTs on NAO is responsible for the slower-than-exponential decay in lag-autocorrelations of NAO notable at lags longer than 10 days. The persistence induced in daily NAO by SSTs causes long-term means of NAO to have more variance than expected from averaging NAO noise if there is no feedback of the ocean on the atmosphere. There are greater long-term trends in NAO than can be expected from aggregating just short-term atmospheric noise, and NAO is potentially predictable provided that future SSTs are known. For example, there is about 10%-30% more variance in seasonal wintertime means of NAO and almost 70% more variance in annual means of NAO due to SST effects than one would expect if NAO were a purely atmospheric process.

Processes governing the predictability of the Atlantic meridional overturning circulation in a coupled GCM

The processes that govern the predictability of decadal variations in the North Atlantic meridional overturning circulation (MOC) are investigated in a long control simulation of the ECHO-G coupled atmosphere–ocean model. We elucidate the roles of local stochastic forcing by the atmosphere, and other potential ocean processes, and use our results to build a predictive regression model. The primary influence on MOC variability is found to come from air–sea heat fluxes over the Eastern Labrador Sea. The maximum correlation between such anomalies and the variations in the MOC occurs at a lead time of 2 years, but we demonstrate that the MOC integrates the heat flux variations over a period of 10 years. The corresponding univariate regression model accounts for 74.5% of the interannual variability in the MOC (after the Ekman component has been removed). Dense anomalies to the south of the Greenland-Scotland ridge are also shown to precede the overturning variations by 4–6 years, and provide a second predictor. With the inclusion of this second predictor the resulting regression model explains 82.8% of the total variance of the MOC. This final bivariate model is also tested during large rapid decadal overturning events. The sign of the rapid change is always well represented by the bivariate model, but the magnitude is usually underestimated, suggesting that other processes are also important for these large rapid decadal changes in the MOC.

Forecasting VaR using analytic higher moments for GARCH processes

It is widely accepted that some of the most accurate Value-at-Risk (VaR) estimates are based on an appropriately specified GARCH process. But when the forecast horizon is greater than the frequency of the GARCH model, such predictions have typically required time-consuming simulations of the aggregated returns distributions. This paper shows that fast, quasi-analytic GARCH VaR calculations can be based on new formulae for the first four moments of aggregated GARCH returns. Our extensive empirical study compares the Cornish–Fisher expansion with the Johnson SU distribution for fitting distributions to analytic moments of normal and Student t, symmetric and asymmetric (GJR) GARCH processes to returns data on different financial assets, for the purpose of deriving accurate GARCH VaR forecasts over multiple horizons and significance levels.

Temperature effects on a network of dissipative quantum harmonic oscillators: collective damping and dispersion processes

In this paper we extend the results presented in (de Ponte, Mizrahi and Moussa 2007 Phys. Rev. A 76 032101) to treat quantitatively the effects of reservoirs at finite temperature in a bosonic dissipative network: a chain of coupled harmonic oscillators whatever its topology, i.e., whichever the way the oscillators are coupled together, the strength of their couplings and their natural frequencies. Starting with the case where distinct reservoirs are considered, each one coupled to a corresponding oscillator, we also analyze the case where a common reservoir is assigned to the whole network. Master equations are derived for both situations and both regimes of weak and strong coupling strengths between the network oscillators. Solutions of these master equations are presented through the normal ordered characteristic function. These solutions are shown to be significantly involved when temperature effects are considered, making difficult the analysis of collective decoherence and dispersion in dissipative bosonic networks. To circumvent these difficulties, we turn to the Wigner distribution function which enables us to present a technique to estimate the decoherence time of network states. Our technique proceeds by computing separately the effects of dispersion and the attenuation of the interference terms of the Wigner function. A detailed analysis of the dispersion mechanism is also presented through the evolution of the Wigner function. The interesting collective dispersion effects are discussed and applied to the analysis of decoherence of a class of network states. Finally, the entropy and the entanglement of a pure bipartite system are discussed.

Processes and variations in language economisation

This article analyses the processes of reducing language in textchats produced by non-native speakers of English. We propose that forms are reduced because of their high frequency and because of the discourse context. A wide variety of processes are attested in the literature, and we find different forms of clippings in our data, including mixtures of different clippings, homophone respellings, phonetic respellings including informal oral forms, initialisms (but no acronyms), and mixtures of clipping together with homophone and phonetic respellings. Clippings were the most frequent process (especially back-clippings and initialisms), followed by homophone respellings. There were different ways of metalinguistically marking reduction, but capitalisation was by far the most frequent. There is much individual variation in the frequencies of the different processes, although most were within normal distribution. The fact that nonnative speakers seem to generally follow reduction patterns of native speakers suggests that reduction is a universal process.

O Curso Normal de 1º Ciclo em Assu/RN (1951-1971)

The aim of this research is the analysis of the history of the Normal Course in the 1st period in Assu, Rio Grande do Norte, since its foundation by the state law no. 621, de 06 December 1951 until its demise, with the implementation of the Course of the Magisterium, by Federal Law 5692 from August 11, 1971. The goal is to answer how it was constituted the operation and the educational practices of this institution, teacher trainers, throughout its existence. For this, we analyze the institution's documents in focus interviews, legislation, of the education, newspapers and books of the season, guiding itself by the studies of Chartier (1991), Elias (2001), Certeau (2001), Frago (1995), Magalhães (2005) and Julia (2001). When dealing with an educational institution, the central category of analysis is the school culture, in which supported the cutting of specific categories of study: the entrance into the Normal Course, the conferring of a degree, the "Normalista Week‖ in Assu and formative elements. The Normal Course from 1st cycle formed teachers in a basic level, differing themselves from schools of teacher education of 2nd Cycle. It was founded in Assu as Regional Training Course and called Ginásio Normal in 1961.In the temporal cut studied, 279 women and 07 men were graduated as Regents of Elementary School, demonstrating a school attended virtually by women. In the narrative, it is restored to the inclusion of female students in the Normal Course, focusing on the processes of registration and the admission exams, graduation events, imbued with discourses on the social role of the teacher and the Party Normalista Week, which valued the sense of belonging with of students to the profession. Through theater plays in the school, of practices forming behaviors and stages of female students in elementary school, training elements are reassembled, demonstrating the discourse of modern education intermingled with the Christian Catholic values of the culture for female education. The reconstruction of the historical identity of this institution sometimes close, sometimes unique, when confronted with other schools of teacher training brings a contribution to the setting of the history of schooling in the state of Rio Grande do Norte

Bivariate control charts with double sampling

In this article, we consider the T(2) chart with double sampling to control bivariate processes (BDS chart). During the first stage of the sampling, n(1) items of the sample are inspected and two quality characteristics (x; y) are measured. If the Hotelling statistic T(1)(2) for the mean vector of (x; y) is less than w, the sampling is interrupted. If the Hotelling statistic T(1)(2) is greater than CL(1), where CL(1) > w, the control chart signals an out-of-control condition. If w < T(1)(2) <= CL(1), the sampling goes on to the second stage, where the remaining n(2) items of the sample are inspected and T(2)(2) for the mean vector of the whole sample is computed. During the second stage of the sampling, the control chart signals an out-of-control condition when the statistic T(2)(2) is larger than CL(2). A comparative study shows that the BDS chart detects process disturbances faster than the standard bivariate T(2) chart and the adaptive bivariate T(2) charts with variable sample size and/or variable sampling interval.

S-100 dendritic cells in normal and Dermatobia hominis infested cattle skin

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Univariate and bivariate distribution of growth traits in beef buffaloes from Brazil

The aim of this study was to analyze the weight at birth (BW) and adjusted at 205 (W205), 365 (W365) and 550 (W55O) days in beef buffaloes from Brazil, using two approaches: parametric, by normal distribution, and non-parametric, by kernel function, and thus estimating the genetic, environmental and phenotypic correlation among traits. Information of 5,169 animals at birth (BW), 3,792 at 205 days (W205), 3.883 at 365 days (W365) and 1,524 at 550 days of age (W550) were used. The birth weight distribution presented an evident discrepancy in relation to the normal distribution. However, W205, W365 and W550 presented normal distributions. The birth weight presented weak genetic, environmental, and phenotypic associations with the other weight measurements. on the other hand, the weight traits at 205, 365, 550 days of age showed a high genetic correlation.

Simultaneous observation of collagen and elastin in normal and pathological tissues: analysis of Sirius-red-stained sections by fluorescence microscopy

In order to observe collagen and elastic fibers simultaneously, sections of human aorta, skin, lung, liver, and bladder were stained by Sirius red and analyzed by fluorescence microscopy. In all cases, the fibers of collagen presented the characteristic fluorescent red-orange color that results from the interaction of this extracellular protein with the dye, whereas elastic fibers showed strong green fluorescence (intrinsic fluorescence). This method efficiently detects collagen and elastic fibers when these two structures are present and could have valuable applications in processes that involves both fibers.

Diamondiferous deposits in the Jequitai area (Minas Gerais, Brazil): a consequence of neotectonic processes

Diamonds obtained from small scale mining near Jequitai and surrounding villages are extracted from Tertiary conglomerates and Quaternary gravels of the Rio Jequitai. Eocretaceous conglomerates, which are locally poorly diamondiferous, cover parts of the Serra da Agua Fria and Serra do Cabral. They are of no economic importance. Analyses of neotectonic, post-Miocene features support a transpressive regime that gave rise to N-S to N25&DEG; E transcurrent faults, and WNW normal faults. The main evidence for neotectonic processes are inclined Tertiary sediments, drainage captures, striated laterites of Miocene age, and tilting of blocks that form the Rio Jequitai graben. Diamonds in the Tertiary terraces derived from the Eocretaceous conglomerates, which were affected by neotectonic processes, followed by erosion and concentration during redeposition of sediments.

uPAR expression in canine normal prostate and with proliferative disorders

Prostatic lesions such as prostatic intraepithelial neoplasia (PIN) and proliferative inflammatory atrophy (PIA) are studied in human and canine species due to their malignance potential. The plasminogen activator (PA) system has been suggested to play a central role in cell adhesion, angiogenesis, inflammation, and tumor invasion. The urokinase-type plasminogen activator receptor (uPAR) is a component of the PA, with a range of expression in tumor and stromal cells. In this study, uPAR expression in both canine normal prostates and with proliferative disorders (benign prostatic hyperplasia-BPH, proliferative inflammatory atrophy-PIA, prostatic intraepithelial neoplasia-PIN, and carcinoma-PC) was evaluated by immunohistochemistry in a tissue microarray (TMA) slide to establish the role of this enzyme in extracellular matrix (ECM) remodeling and in the processes of tissue invasion. A total of 298 cores and 355 diagnoses were obtained, with 36 (10.1%) normal prostates, 46 (13.0%) with BPH, 128 (36.1%) with PIA, 74 (20.8%) with PIN and 71 (20.0%) with PC. There is variation in the expression of uPAR in canine prostate according to the lesion, with lower expression in normal tissue and with BPH, and higher expression in tissue with PIA, PIN and PC. The high expression of uPAR in inflammatory and neoplastic microenvironment indicates increased proteolytic activity in canine prostates with PIA, PIN, and PC.

A história da disciplina de didática no Curso Normal do Instituto Superior de Educação da cidade de Garça-SP (2003-2006)

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)