933 resultados para Stochastic Dominance
Resumo:
Diminished balance ability poses a serious health risk due to the increased likelihood of falling, and impaired postural stability is significantly associated with blindness and poor vision. Noise stimulation (by improving the detection of sub-threshold somatosensory information) and tactile supplementation (i.e. additional haptic information provided by an external contact surface) have been shown to improve the performance of the postural control system. Moreover, vibratory noise added to the source of tactile supplementation (e.g. applied to a surface that the fingertip touches) has been shown to enhance balance stability more effectively than tactile supplementation alone. In view of the above findings, in addition to the well established consensus that blind subjects show superior abilities in the use of tactile information, we hypothesized that blind subjects may take extra benefits from the vibratory noise added to the tactile supplementation and hence show greater improvements in postural stability than those observed for sighted subjects. If confirmed, this hypothesis may lay the foundation for the development of noise-based assistive devices (e.g. canes, walking sticks) for improving somatosensation and hence prevent falls in blind individuals. (C) 2011 Elsevier Ltd. All rights reserved.
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In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.
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In this paper we consider the existence of the maximal and mean square stabilizing solutions for a set of generalized coupled algebraic Riccati equations (GCARE for short) associated to the infinite-horizon stochastic optimal control problem of discrete-time Markov jump with multiplicative noise linear systems. The weighting matrices of the state and control for the quadratic part are allowed to be indefinite. We present a sufficient condition, based only on some positive semi-definite and kernel restrictions on some matrices, under which there exists the maximal solution and a necessary and sufficient condition under which there exists the mean square stabilizing solution fir the GCARE. We also present a solution for the discounted and long run average cost problems when the performance criterion is assumed be composed by a linear combination of an indefinite quadratic part and a linear part in the state and control variables. The paper is concluded with a numerical example for pension fund with regime switching.
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Accurate price forecasting for agricultural commodities can have significant decision-making implications for suppliers, especially those of biofuels, where the agriculture and energy sectors intersect. Environmental pressures and high oil prices affect demand for biofuels and have reignited the discussion about effects on food prices. Suppliers in the sugar-alcohol sector need to decide the ideal proportion of ethanol and sugar to optimise their financial strategy. Prices can be affected by exogenous factors, such as exchange rates and interest rates, as well as non-observable variables like the convenience yield, which is related to supply shortages. The literature generally uses two approaches: artificial neural networks (ANNs), which are recognised as being in the forefront of exogenous-variable analysis, and stochastic models such as the Kalman filter, which is able to account for non-observable variables. This article proposes a hybrid model for forecasting the prices of agricultural commodities that is built upon both approaches and is applied to forecast the price of sugar. The Kalman filter considers the structure of the stochastic process that describes the evolution of prices. Neural networks allow variables that can impact asset prices in an indirect, nonlinear way, what cannot be incorporated easily into traditional econometric models.
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In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the system and ergodicity of the associated Markov chain is obtained. It is shown that there exists a unique positive semi-definite solution for the stationary Riccati-like filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed offline. (c) 2011 Elsevier Ltd. All rights reserved.
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A deterministic mathematical model for steady-state unidirectional solidification is proposed to predict the columnar-to-equiaxed transition. In the model, which is an extension to the classic model proposed by Hunt [Hunt JD. Mater Sci Eng 1984;65:75], equiaxed grains nucleate according to either a normal or a log-normal distribution of nucleation undercoolings. Growth maps are constructed, indicating either columnar or equiaxed solidification as a function of the velocity of isotherms and temperature gradient. The fields A columnar and equiaxed growth change significantly with the spread of the nucleation undercooling distribution. Increasing the spread Favors columnar solidification if the dimensionless velocity of the isotherms is larger than 1. For a velocity less than 1, however, equiaxed solidification is initially favored, but columnar solidification is enhanced for a larger increase in the spread. This behavior was confirmed by a stochastic model, which showed that an increase in the distribution spread Could change the grain structure from completely columnar to 50% columnar grains. (c) 2008 Acta Materialia Inc. Published by Elsevier Ltd. All rights reserved.
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In this paper, we deal with a generalized multi-period mean-variance portfolio selection problem with market parameters Subject to Markov random regime switchings. Problems of this kind have been recently considered in the literature for control over bankruptcy, for cases in which there are no jumps in market parameters (see [Zhu, S. S., Li, D., & Wang, S. Y. (2004). Risk control over bankruptcy in dynamic portfolio selection: A generalized mean variance formulation. IEEE Transactions on Automatic Control, 49, 447-457]). We present necessary and Sufficient conditions for obtaining an optimal control policy for this Markovian generalized multi-period meal-variance problem, based on a set of interconnected Riccati difference equations, and oil a set of other recursive equations. Some closed formulas are also derived for two special cases, extending some previous results in the literature. We apply the results to a numerical example with real data for Fisk control over bankruptcy Ill a dynamic portfolio selection problem with Markov jumps selection problem. (C) 2008 Elsevier Ltd. All rights reserved.
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Fruit-set in tomato (Solanum lycopersicum) depends on gibberellins and auxins (GAs). Here, we show, using the cv MicroTom, that application of N-1-naphthylphthalamic acid (NPA; an inhibitor of auxin transport) to unpollinated ovaries induced parthenocarpic fruit-set, associated with an increase of indole-3-acetic acid (IAA) content, and that this effect was negated by paclobutrazol (an inhibitor of GA biosynthesis). NPA-induced ovaries contained higher content of GA(1) (an active GA) and transcripts of GA biosynthetic genes (SlCPS, SlGA20ox1, and -2). Interestingly, application of NPA to pollinated ovaries prevented their growth, potentially due to supraoptimal IAA accumulation. Plant decapitation and inhibition of auxin transport by NPA from the apical shoot also induced parthenocarpic fruit growth of unpollinated ovaries. Application of IAA to the severed stump negated the plant decapitation effect, indicating that the apical shoot prevents unpollinated ovary growth through IAA transport. Parthenocarpic fruit growth induced by plant decapitation was associated with high levels of GA(1) and was counteracted by paclobutrazol treatment. Plant decapitation also produced changes in transcript levels of genes encoding enzymes of GA biosynthesis (SlCPS and SlGA20ox1) in the ovary, quite similar to those found in NPA-induced fruits. All these results suggest that auxin can have opposing effects on fruit-set, either inducing (when accumulated in the ovary) or repressing (when transported from the apical shoot) that process, and that GAs act as mediators in both cases. The effect of NPA application and decapitation on fruit-set induction was also observed in MicroTom lines bearing introgressed DWARF and SELF-PRUNING wild-type alleles.
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Bamboos often negatively affect tree recruitment, survival, and growth, leading to arrested tree regeneration in forested habitats. Studies so far have focused on the effects of bamboos on the performance of seedlings and saplings, but the influence of bamboos on forest dynamics may start very early in the forest regeneration process by altering seed rain patterns. We tested the prediction that the density and composition of the seed rain are altered and seed limitation is higher in stands of Guadua tagoara (B or bamboo stands), a large-sized woody bamboo native from the Brazilian Atlantic Forest, compared to forest patches without bamboos (NB or non-bamboo stands). Forty 1 m(2) seed traps were set in B and NB stands, and the seed rain was monitored monthly for 1 year. The seed rain was not greatly altered by the presence of bamboos: rarefied seed species richness was higher for B stands, patterns of dominance and density of seeds were similar between stands, and differences in overall composition were slight. Seed limitation, however, was greater at B stands, likely as a resulted of reduced tree density. Despite Such reduced density, the presence of trees growing amidst and over the bamboos seems to play a key role in keeping the seeds falling in B stands because they serve as food sources for frugivores or simply as perches for them. The loss of such trees may lead to enhanced seed limitation, contributing ultimately to the self-perpetuating bamboo disturbance cycle. (C) 2008 Elsevier B,V. All rights reserved.
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We give reasons why demographic parameters such as survival and reproduction rates are often modelled well in stochastic population simulation using beta distributions. In practice, it is frequently expected that these parameters will be correlated, for example with survival rates for all age classes tending to be high or low in the same year. We therefore discuss a method for producing correlated beta random variables by transforming correlated normal random variables, and show how it can be applied in practice by means of a simple example. We also note how the same approach can be used to produce correlated uniform triangular, and exponential random variables. (C) 2008 Elsevier B.V. All rights reserved.
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In Rondonia State, Brazil, settlement processes have cleared 68,000 km 2 of tropical forests since the 1970s. The intensity of deforestation has differed by region depending on driving factors like roads and economic activities. Different histories of land-use activities and rates of change have resulted in mosaics of forest patches embedded in an agricultural matrix. Yet, most assessments of deforestation and its effects on vegetation, soil and water typically focus on landscape patterns of current conditions, yet historical deforestation dynamics can influence current conditions strongly. Here, we develop and describe the use of four land-use dynamic indicators to capture historical land-use changes of catchments and to measure the rate of deforestation (annual deforestation rate), forest regeneration level (secondary forest mean proportion), time since disturbance (mean time since deforestation) and deforestation profile (deforestation profile curvature). We used the proposed indices to analyze a watershed located in central Rondonia. Landsat TM and ETM+ images were used to produce historical land-use maps of the last 18 years, each even year from 1984 to 2002 for 20 catchments. We found that the land-use dynamics indicators are able to distinguish catchments with different land-use change profiles. Four categories of historical land-use were identified: old and dominant pasture cover on small properties, recent deforestation and dominance of secondary growth, old extensive pastures and large forest remnants and, recent deforestation, pasture and large forest remnants. Knowing historical deforestation processes is important to develop appropriate conservation strategies and define priorities and actions for conserving forests currently under deforestation. (C) 2009 Elsevier B.V. All rights reserved.
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The growth of Eucalyptus stands varies several fold across sites, under the influence of resource availability, stand age and stand structure. We describe a series of related studies that aim to understand the mechanisms that drive this great range in stand growth rates. In a seven-year study in Hawaii of Eucalyptus saligna at a site that was not water limited, we showed that nutrient availability differences led to a two-fold difference in stand wood production. Increasing nutrient supply in mid-rotation raised productivity to the level attained in continuously fertilised plots. Fertility affected the age-related decline in wood and foliage production; production in the intensive fertility treatments declined more slowly than in the minimal fertility treatments. The decline in stem production was driven largely by a decline in canopy photosynthesis. Over time, the fraction of canopy photosynthesis partitioned to below-ground allocation increased, as did foliar respiration, further reducing wood production. The reason for the decline in photosynthesis was uncertain, but it was not caused by nutrient limitation, a decline in leaf area or in photosynthetic capacity, or by hydraulic limitation. Most of the increase in carbon stored from conversion of the sugarcane plantation to Eucalyptus plantation was in the above-ground woody biomass. Soil carbon showed no net change. This study and other studies on carbon allocation showed that resource availability changes the fraction of annual photosynthesis used below-ground and for wood production. High resources (nutrition or water) decrease the partitioning below-ground and increase partitioning to wood production. Annual foliage and wood respiration and foliage production as a fraction of annual photosynthesis was remarkably constant across a wide range of fertility treatments and forest age. In the Brazil Eucalyptus Productivity Project, stand structure was manipulated by planting clonal Eucalyptus all at once or in three groups at three-monthly intervals, producing a stand where trees did not segregate into dominants and one that had strong dominance. The uneven stand structure reduced production 10-15% throughout the rotation.
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Phaeosphaeria leaf spot (PLS) is an important disease in tropical and subtropical maize (Zea mays, L.) growing areas, but there is limited information on its inheritance. Thus, this research was conducted to study the inheritance of the PLS disease in tropical maize by using QTL mapping and to assess the feasibility of using marker-assisted selection aimed to develop genotypes resistance to this disease. Highly susceptible L14-04B and highly resistant L08-05F inbred lines were crossed to develop an F(2) population. Two-hundred and fifty six F(2) plants were genotyped with 143 microsatellite markers and their F(2:3) progenies were evaluated at seven environments. Ten plants per plot were evaluated 30 days after silk emergence following a rating scale, and the plot means were used for analyses. The heritability coefficient on a progeny mean basis was high (91.37%), and six QTL were mapped, with one QTL on chromosomes 1, 3, 4, and 6, and two QTL on chromosome 8. The gene action of the QTL ranged from additive to partial dominance, and the average level of dominance was partial dominance; also a dominance x dominance epistatic effect was detected between the QTL mapped on chromosome 8. The phenotypic variance explained by each QTL ranged from 2.91 to 11.86%, and the joint QTL effects explained 41.62% of the phenotypic variance. The alleles conditioning resistance to PLS disease of all mapped QTL were in the resistant parental inbred L08-05F. Thus, these alleles could be transferred to other elite maize inbreds by marker-assisted backcross selection to develop hybrids resistant to PLS disease.
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Despite its importance to agriculture, the genetic basis of heterosis is still not well understood. The main competing hypotheses include dominance, overdominance, and epistasis. NC design III is an experimental design that. has been used for estimating the average degree of dominance of quantitative trait 106 (QTL) and also for studying heterosis. In this study, we first develop a multiple-interval mapping (MIM) model for design III that provides a platform to estimate the number, genomic positions, augmented additive and dominance effects, and epistatic interactions of QTL. The model can be used for parents with any generation of selling. We apply the method to two data sets, one for maize and one for rice. Our results show that heterosis in maize is mainly due to dominant gene action, although overdominance of individual QTL could not completely be ruled out due to the mapping resolution and limitations of NC design III. For rice, the estimated QTL dominant effects could not explain the observed heterosis. There is evidence that additive X additive epistatic effects of QTL could be the main cause for the heterosis in rice. The difference in the genetic basis of heterosis seems to be related to open or self pollination of the two species. The MIM model for NC design III is implemented in Windows QTL Cartographer, a freely distributed software.
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The soil organic matter (SOM) extracted under different vegetation types from a Brazilian mangrove (Pai Matos Island, Sao Paulo State) and from three Spanish salt marshes (Betanzos Ria and Corrubedo Natural Parks, Galicia, and the Albufera Natural Park, Valencia) was investigated by pyrolysis-gas chromatography/mass spectrometry (Py-GC/MS). The chemical variation was larger in SOM from the Spanish marshes than in the SOM of the Brazilian mangroves, possibly because the marshes included sites with both tidal and nontidal variation, whereas the mangrove forest underwent just tidal variation. Thus, plant-derived organic matter was better preserved under permanently anoxic environments. Moreover, given the low number of studied profiles and sedimentary-vegetation sequences in both areas, depth trends remain unclear. The chemical data also allow distinction between the contributions of woody and nonwoody vegetation inputs. Soil organic matter decomposition was found to cause: (i) a decrease in lignin contents and a relative increase in aliphatics; (ii) an increase in short-chain aliphatics at the expense of longer ones; (iii) a loss of odd-over-even dominance in alkanes and alkenes; and (iv) an increase in microbial products, including proteins, sterols, short-chain fatty acids, and alkanes. Pyrolysis-gas chromatography/mass spectrometry is a useful tool to study the behavior and composition of SOM in wetland environments such as mangroves and salt marshes. Additional profiles need to be studied for each vegetation type, however, to improve the interpretability of the chemical data.