984 resultados para Markov Transition Matrix
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We use ellipsometry to investigate a transition in the morphology of a sphere-forming diblock copolymer thin-film system. At an interface the diblock morphology may differ from the bulk when the interfacial tension favours wetting of the minority domain, thereby inducing a sphere-to-lamella transition. In a small, favourable window in energetics, one may observe this transition simply by adjusting the temperature. Ellipsometry is ideally suited to the study of the transition because the additional interface created by the wetting layer affects the polarisation of light reflected from the sample. Here we study thin films of poly(butadiene-ethylene oxide) (PB-PEO), which order to form PEO minority spheres in a PB matrix. As temperature is varied, the reversible transition from a partially wetting layer of PEO spheres to a full wetting layer at the substrate is investigated.
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The molecular structure of trans-[PtCl(CCPh)(PEt2Ph)2] has been determined by X-ray diffraction methods. The crystals are monoclinic, space group P21, with a= 12.359(3), b= 13.015(3), c= 9.031(2)Å, β= 101.65(2)°, and Z= 2. The structure has been solved by the heavy-atom method and refined by full-matrix least squares to R 0.046 for 1 877 diffractometric intensity data. The crystals contain discrete molecules in which the platinum coordination is square planar. The phenylethynyl group is non-linear, with a Pt–CC angle of 163(2)°. Selected bond lengths are Pt–Cl 2.407(5) and Pt–C 1.98(2)Å. The structural trans influences of CCPh, CHCH2, and CH2SiMe3 ligands in platinum(II) complexes are compared; there is only a small dependence on hybridization at the ligating carbon atom.
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The molecular structure of trans-[PtCl(CHCH2)(PEt2Ph)2] has been determined by X-ray diffraction methods. The crystals are orthorhombic, space group Pbcn, with a= 10.686(2), b= 13.832(4), c= 16.129(4)Å, and Z= 4. The structure has been solved by the heavy-atom method and refined by full-matrix least squares to R 0.044 for 1 420 diffractometric intensity data. The crystals contain discrete molecules in which the platinum co-ordination is square planar. The Pt–Cl bond vector coincides with a crystallographic diad axis about which the atoms of the vinyl group are disordered. Selected bond lengths (Å) are Pt–Cl 2.398(4), Pt–P 2.295(3), and Pt–C 2.03(2). The Pt–CC angle is 127(2)°. From a survey of the available structural data it is concluded that there is little, if any, back donation from platinum to carbon in platinum–alkenyl linkages.
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Existing methods of dive analysis, developed for fully aquatic animals, tend to focus on frequency of behaviors rather than transitions between them. They, therefore, do not account for the variability of behavior of semiaquatic animals, and the switching between terrestrial and aquatic environments. This is the first study to use hidden Markov models (HMM) to divide dives of a semiaquatic animal into clusters and thus identify the environmental predictors of transition between behavioral modes. We used 18 existing data sets of the dives of 14 American mink (Neovison vison) fitted with time-depth recorders in lowland England. Using HMM, we identified 3 behavioral states (1, temporal cluster of dives; 2, more loosely aggregated diving within aquatic activity; and 3, terminal dive of a cluster or a single, isolated dive). Based on the higher than expected proportion of dives in State 1, we conclude that mink tend to dive in clusters. We found no relationship between temperature and the proportion of dives in each state or between temperature and the rate of transition between states, meaning that in our study area, mink are apparently not adopting different diving strategies at different temperatures. Transition analysis between states has shown that there is no correlation between ambient temperature and the likelihood of mink switching from one state to another, that is, changing foraging modes. The variables provided good discrimination and grouped into consistent states well, indicating promise for further application of HMM and other state transition analyses in studies of semiaquatic animals.
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Nonsyndromic cleft lip and palate (NSCL/P) is a complex disease resulting from failure of fusion of facial primordia, a complex developmental process that includes the epithelial-mesenchymal transition (EMT). Detection of differential gene transcription between NSCL/P patients and control individuals offers an interesting alternative for investigating pathways involved in disease manifestation. Here we compared the transcriptome of 6 dental pulp stem cell (DPSC) cultures from NSCL/P patients and 6 controls. Eighty-seven differentially expressed genes (DEGs) were identified. The most significant putative gene network comprised 13 out of 87 DEGs of which 8 encode extracellular proteins: ACAN, COL4A1, COL4A2, GDF15, IGF2, MMP1, MMP3 and PDGFa. Through clustering analyses we also observed that MMP3, ACAN, COL4A1 and COL4A2 exhibit co-regulated expression. Interestingly, it is known that MMP3 cleavages a wide range of extracellular proteins, including the collagens IV, V, IX, X, proteoglycans, fibronectin and laminin. It is also capable of activating other MMPs. Moreover, MMP3 had previously been associated with NSCL/P. The same general pattern was observed in a further sample, confirming involvement of synchronized gene expression patterns which differed between NSCL/P patients and controls. These results show the robustness of our methodology for the detection of differentially expressed genes using the RankProd method. In conclusion, DPSCs from NSCL/P patients exhibit gene expression signatures involving genes associated with mechanisms of extracellular matrix modeling and palate EMT processes which differ from those observed in controls. This comparative approach should lead to a more rapid identification of gene networks predisposing to this complex malformation syndrome than conventional gene mapping technologies.
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We propose a method to compute the entanglement degree E of bipartite systems having dimension 2 x 2 and demonstrate that the partial transposition of density matrix, the Peres criterion, arise as a consequence Of Our method. Differently from other existing measures of entanglement, the one presented here makes possible the derivation of a criterion to verify if an arbitrary bipartite entanglement will suffers sudden death (SD) based only on the initial-state parameters. Our method also makes possible to characterize the SD as a dynamical quantum phase transition, with order parameter epsilon. having a universal critical exponent -1/2. (C) 2009 Elsevier Inc. All rights reserved.
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Vitreous samples containing high concentrations of WO3 (above 40% M) have been used as a target to prepare thin films. Such films were deposited using the electron beam evaporation method onto soda-lime glass substrates. These films were characterized by X-ray diffraction (XRD), perfilometry, X-ray energy dispersion spectroscopy (EDS), M-Lines and UV-vis absorption spectroscopy. In this work, experimental parameters were established to obtain stable thin films showing a chemical composition close to the glass precursor composition and with a high concentration of WO3. These amorphous thin films of about 4 mu m in thickness exhibit a deep blue coloration but they can be bleached by thermal treatment near the glass transition temperature. Such bleached films show several guided modes in the visible region and have a high refractive index. Controlled crystallization was realized and thus it was possible to obtain WO3 microcrystals in the amorphous phase. (C) 2007 Elsevier B.V. All rights reserved.
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When modeling real-world decision-theoretic planning problems in the Markov Decision Process (MDP) framework, it is often impossible to obtain a completely accurate estimate of transition probabilities. For example, natural uncertainty arises in the transition specification due to elicitation of MOP transition models from an expert or estimation from data, or non-stationary transition distributions arising from insufficient state knowledge. In the interest of obtaining the most robust policy under transition uncertainty, the Markov Decision Process with Imprecise Transition Probabilities (MDP-IPs) has been introduced to model such scenarios. Unfortunately, while various solution algorithms exist for MDP-IPs, they often require external calls to optimization routines and thus can be extremely time-consuming in practice. To address this deficiency, we introduce the factored MDP-IP and propose efficient dynamic programming methods to exploit its structure. Noting that the key computational bottleneck in the solution of factored MDP-IPs is the need to repeatedly solve nonlinear constrained optimization problems, we show how to target approximation techniques to drastically reduce the computational overhead of the nonlinear solver while producing bounded, approximately optimal solutions. Our results show up to two orders of magnitude speedup in comparison to traditional ""flat"" dynamic programming approaches and up to an order of magnitude speedup over the extension of factored MDP approximate value iteration techniques to MDP-IPs while producing the lowest error of any approximation algorithm evaluated. (C) 2011 Elsevier B.V. All rights reserved.
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Consider a continuous-time Markov process with transition rates matrix Q in the state space Lambda boolean OR {0}. In In the associated Fleming-Viot process N particles evolve independently in A with transition rates matrix Q until one of them attempts to jump to state 0. At this moment the particle jumps to one of the positions of the other particles, chosen uniformly at random. When Lambda is finite, we show that the empirical distribution of the particles at a fixed time converges as N -> infinity to the distribution of a single particle at the same time conditioned on not touching {0}. Furthermore, the empirical profile of the unique invariant measure for the Fleming-Viot process with N particles converges as N -> infinity to the unique quasistationary distribution of the one-particle motion. A key element of the approach is to show that the two-particle correlations are of order 1/N.
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O presente trabalho busca identificar a ocorrência, duração e probabilidades de transição de diferentes regimes na condução da política monetária no Brasil a partir da implantação do sistema de metas de inflação em 1999. A estimação da função de reação do Banco Central do Brasil é realizada a partir de uma Regra de Taylor forward looking para uma economia aberta, onde utilizamos a metodologia Markov Regime Switching para caracterizar de forma endógena os diferentes regimes de política monetária. Os resultados obtidos indicam a ocorrência de três regimes distintos de política monetária a partir da implantação do sistema de metas de inflação no Brasil. O primeiro regime ocorre durante 21% do período estudado e se caracteriza pela não aderência ao princípio de Taylor e discricionariedade da autoridade monetária, que reage demonstrando maior sensibilidade ao hiato do produto. O segundo regime é o de maior duração, ocorre durante 67% do período estudado, e se caracteriza pela aderência ao princípio de Taylor e equilíbrio nos pesos atribuídos pelo Banco Central tanto ao hiato do produto como ao desvio das expectativas de inflação com relação à meta. Já o terceiro regime ocorre durante 12% do período estudado e se caracteriza não somente pela aderência ao princípio de Taylor, como também por uma maior aversão ao desvio das expectativas de inflação com relação à meta.
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This dissertation presents two papers on how to deal with simple systemic risk measures to assess portfolio risk characteristics. The first paper deals with the Granger-causation of systemic risk indicators based in correlation matrices in stock returns. Special focus is devoted to the Eigenvalue Entropy as some previous literature indicated strong re- sults, but not considering different macroeconomic scenarios; the Index Cohesion Force and the Absorption Ratio are also considered. Considering the S&P500, there is not ev- idence of Granger-causation from Eigenvalue Entropies and the Index Cohesion Force. The Absorption Ratio Granger-caused both the S&P500 and the VIX index, being the only simple measure that passed this test. The second paper develops this measure to capture the regimes underlying the American stock market. New indicators are built using filtering and random matrix theory. The returns of the S&P500 is modelled as a mixture of normal distributions. The activation of each normal distribution is governed by a Markov chain with the transition probabilities being a function of the indicators. The model shows that using a Herfindahl-Hirschman Index of the normalized eigenval- ues exhibits best fit to the returns from 1998-2013.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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In this work, we studied the strong consistency for a class of estimates for a transition density of a Markov chain with general state space E ⊂ Rd. The strong ergodicity of the estimates for the density transition is obtained from the strong consistency of the kernel estimates for both the marginal density p(:) of the chain and the joint density q(., .). In this work the Markov chain is supposed to be homogeneous, uniformly ergodic and possessing a stationary density p(.,.)