The dynamics of cargo driven by molecular motors in the context of asymmetric simple exclusion processes

We consider the dynamics of cargo driven by a collection of interacting molecular motors in the context of ail asymmetric simple exclusion process (ASEP). The model is formulated to account for (i) excluded-volume interactions, (ii) the observed asymmetry of the stochastic movement of individual motors and (iii) interactions between motors and cargo. Items (i) and (ii) form the basis of ASEP models and have already been considered to study the behavior of motor density profile [A. Parmeggiani. T. Franosch, E. Frey, Phase Coexistence in driven one-dimensional transport, Phys. Rev. Lett. 90 (2003) 086601-1-086601-4]. Item (iii) is new. It is introduced here as an attempt to describe explicitly the dependence of cargo movement on the dynamics of motors in this context. The steady-state Solutions Of the model indicate that the system undergoes a phase transition of condensation type as the motor density varies. We study the consequences of this transition to the behavior of the average cargo velocity. (C) 2009 Elsevier B.V. All rights reserved.

SZNAJD MODEL AND PROPORTIONAL ELECTIONS: THE ROLE OF THE TOPOLOGY OF THE NETWORK

The Sznajd model (SM) has been employed with success in the last years to describe opinion propagation in a community. In particular, it has been claimed that its transient is able to reproduce some scale properties observed in data of proportional elections, in different countries, if the community structure (the network) is scale-free. In this work, we investigate the properties of the transient of a particular version of the SM, introduced by Bernardes and co-authors in 2002. We studied the behavior of the model in networks of different topologies through the time evolution of an order parameter known as interface density, and concluded that regular lattices with high dimensionality also leads to a power-law distribution of the number of candidates with v votes. Also, we show that the particular absorbing state achieved in the stationary state (or else, the winner candidate), is related to a particular feature of the model, that may not be realistic in all situations.

Antiferromagnetic spherical spin-glass model

We study the thermodynamic properties and the phase diagrams of a multi-spin antiferromagnetic spherical spin-glass model using the replica method. It is a two-sublattice version of the ferromagnetic spherical p-spin glass model. We consider both the replica-symmetric and the one-step replica-symmetry-breaking solutions, the latter being the most general solution for this model. We find paramagnetic, spin-glass, antiferromagnetic and mixed or glassy antiferromagnetic phases. The phase transitions are always of second order in the thermodynamic sense, but the spin-glass order parameter may undergo a discontinuous change.

Renormalization of the S parameter in holographic models of electroweak symmetry breaking

We show that the S parameter is not finite in theories of electroweak symmetry breaking in a slice of anti-de Sitter five-dimensional space, with the light fermions localized in the ultraviolet. We compute the one-loop contributions to S from the Higgs sector and show that they are logarithmically dependent on the cutoff of the theory. We discuss the renormalization of S, as well as the implications for bounds from electroweak precision measurements on these models. We argue that, although in principle the choice of renormalization condition could eliminate the S parameter constraint, a more consistent condition would still result in a large and positive S. On the other hand, we show that the dependence on the Higgs mass in S can be entirely eliminated by the renormalization procedure, making it impossible in these theories to extract a Higgs mass bound from electroweak precision constraints.

Spacetime noncommutativity with a bifermionic parameter

We consider a Moyal plane and propose to make the noncommutativity parameter Theta(mu nu) bifermionic, i.e. composed of two fermionic (Grassmann odd) parameters. The Moyal product then contains a finite number of derivatives, which avoid the difficulties of the standard approach. As an example, we construct a two-dimensional noncommutative field theory model based on the Moyal product with a bifermionic parameter and show that it has a locally conserved energy-momentum tensor. The model has no problem with the canonical quantization and appears to be renormalizable.

The spectrum of an open vertex model based on the U(q)[SU(2)] algebra at roots of unity

We study the exact solution of an N-state vertex model based on the representation of the U(q)[SU(2)] algebra at roots of unity with diagonal open boundaries. We find that the respective reflection equation provides us one general class of diagonal K-matrices having one free-parameter. We determine the eigenvalues of the double-row transfer matrix and the respective Bethe ansatz equation within the algebraic Bethe ansatz framework. The structure of the Bethe ansatz equation combine a pseudomomenta function depending on a free-parameter with scattering phase-shifts that are fixed by the roots of unity and boundary variables. (C) 2010 Elsevier B.V. All rights reserved.

Electroweak precision constraints on the Lee-Wick standard model

We perform an analysis of the electroweak precision observables in the Lee-Wick Standard Model. The most stringent restrictions come from the S and T parameters that receive important tree level and one loop contributions. In general the model predicts a large positive S and a negative T. To reproduce the electroweak data, if all the Lee-Wick masses are of the same order, the Lee-Wick scale is of order 5 TeV. We show that it is possible to find some regions in the parameter space with a fermionic state as light as 2.4-3.5 TeV, at the price of rising all the other masses to be larger than 5-8 TeV. To obtain a light Higgs with such heavy resonances a fine-tuning of order a few per cent, at least, is needed. We also propose a simple extension of the model including a fourth generation of Standard Model fermions with their Lee-Wick partners. We show that in this case it is possible to pass the electroweak constraints with Lee-Wick fermionic masses of order 0.4-1.5 TeV and Lee-Wick gauge masses of order 3 TeV.

A conformal invariant growth model

We present a one-parameter extension of the raise and peel one-dimensional growth model. The model is defined in the configuration space of Dyck (RSOS) paths. Tiles from a rarefied gas hit the interface and change its shape. The adsorption rates are local but the desorption rates are non-local; they depend not only on the cluster hit by the tile but also on the total number of peaks (local maxima) belonging to all the clusters of the configuration. The domain of the parameter is determined by the condition that the rates are non-negative. In the finite-size scaling limit, the model is conformal invariant in the whole open domain. The parameter appears in the sound velocity only. At the boundary of the domain, the stationary state is an adsorbing state and conformal invariance is lost. The model allows us to check the universality of non-local observables in the raise and peel model. An example is given.

Orbitally driven east-west antiphasing of South American precipitation

The variations of tropical precipitation are antiphased between the hemispheres on orbital timescales. This antiphasing arises through the alternating strength of incoming solar radiation in the two hemispheres, which affects monsoon intensity and hence the position of the meridional atmospheric circulation of the Hadley cells(1-4). Here we compare an oxygen isotopic record recovered from a speleothem from northeast Brazil for the past 26,000 years with existing reconstructions of precipitation in tropical South America(5-8). During the Holocene, we identify a similar, but zonally oriented, antiphasing of precipitation within the same hemisphere: northeast Brazil experiences humid conditions during low summer insolation and aridity when summer insolation is high, whereas the rest of southern tropical South America shows opposite characteristics. Simulations with a general circulation model that incorporates isotopic variations support this pattern as well as the link to insolation-driven monsoon activity. Our results suggest that convective heating over tropical South America and associated adjustments in large-scale subsidence over northeast Brazil lead to a remote forcing of the South American monsoon, which determines most of the precipitation changes in the region on orbital timescales.

Improved likelihood inference for the shape parameter in Weibull regression

We obtain adjustments to the profile likelihood function in Weibull regression models with and without censoring. Specifically, we consider two different modified profile likelihoods: (i) the one proposed by Cox and Reid [Cox, D.R. and Reid, N., 1987, Parameter orthogonality and approximate conditional inference. Journal of the Royal Statistical Society B, 49, 1-39.], and (ii) an approximation to the one proposed by Barndorff-Nielsen [Barndorff-Nielsen, O.E., 1983, On a formula for the distribution of the maximum likelihood estimator. Biometrika, 70, 343-365.], the approximation having been obtained using the results by Fraser and Reid [Fraser, D.A.S. and Reid, N., 1995, Ancillaries and third-order significance. Utilitas Mathematica, 47, 33-53.] and by Fraser et al. [Fraser, D.A.S., Reid, N. and Wu, J., 1999, A simple formula for tail probabilities for frequentist and Bayesian inference. Biometrika, 86, 655-661.]. We focus on point estimation and likelihood ratio tests on the shape parameter in the class of Weibull regression models. We derive some distributional properties of the different maximum likelihood estimators and likelihood ratio tests. The numerical evidence presented in the paper favors the approximation to Barndorff-Nielsen`s adjustment.

Inference and local influence assessment in skew-normal null intercept measurement error model

In this article, we discuss inferential aspects of the measurement error regression models with null intercepts when the unknown quantity x (latent variable) follows a skew normal distribution. We examine first the maximum-likelihood approach to estimation via the EM algorithm by exploring statistical properties of the model considered. Then, the marginal likelihood, the score function and the observed information matrix of the observed quantities are presented allowing direct inference implementation. In order to discuss some diagnostics techniques in this type of models, we derive the appropriate matrices to assessing the local influence on the parameter estimates under different perturbation schemes. The results and methods developed in this paper are illustrated considering part of a real data set used by Hadgu and Koch [1999, Application of generalized estimating equations to a dental randomized clinical trial. Journal of Biopharmaceutical Statistics, 9, 161-178].

Size and power properties of some tests in the Birnbaum-Saunders regression model

The Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this paper we obtain asymptotic expansions, up to order n(-1/2) and under a sequence of Pitman alternatives, for the non-null distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the Birnbaum-Saunders regression model. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the shape parameter. Monte Carlo simulation is presented in order to compare the finite-sample performance of these tests. We also present two empirical applications. (C) 2010 Elsevier B.V. All rights reserved.

Signed likelihood ratio tests in the Birnbaum-Saunders regression model

The Birnbaum-Saunders regression model is becoming increasingly popular in lifetime analyses and reliability studies. In this model, the signed likelihood ratio statistic provides the basis for testing inference and construction of confidence limits for a single parameter of interest. We focus on the small sample case, where the standard normal distribution gives a poor approximation to the true distribution of the statistic. We derive three adjusted signed likelihood ratio statistics that lead to very accurate inference even for very small samples. Two empirical applications are presented. (C) 2010 Elsevier B.V. All rights reserved.

Bayesian inference for a skew-normal IRT model under the centred parameterization

Item response theory (IRT) comprises a set of statistical models which are useful in many fields, especially when there is interest in studying latent variables. These latent variables are directly considered in the Item Response Models (IRM) and they are usually called latent traits. A usual assumption for parameter estimation of the IRM, considering one group of examinees, is to assume that the latent traits are random variables which follow a standard normal distribution. However, many works suggest that this assumption does not apply in many cases. Furthermore, when this assumption does not hold, the parameter estimates tend to be biased and misleading inference can be obtained. Therefore, it is important to model the distribution of the latent traits properly. In this paper we present an alternative latent traits modeling based on the so-called skew-normal distribution; see Genton (2004). We used the centred parameterization, which was proposed by Azzalini (1985). This approach ensures the model identifiability as pointed out by Azevedo et al. (2009b). Also, a Metropolis Hastings within Gibbs sampling (MHWGS) algorithm was built for parameter estimation by using an augmented data approach. A simulation study was performed in order to assess the parameter recovery in the proposed model and the estimation method, and the effect of the asymmetry level of the latent traits distribution on the parameter estimation. Also, a comparison of our approach with other estimation methods (which consider the assumption of symmetric normality for the latent traits distribution) was considered. The results indicated that our proposed algorithm recovers properly all parameters. Specifically, the greater the asymmetry level, the better the performance of our approach compared with other approaches, mainly in the presence of small sample sizes (number of examinees). Furthermore, we analyzed a real data set which presents indication of asymmetry concerning the latent traits distribution. The results obtained by using our approach confirmed the presence of strong negative asymmetry of the latent traits distribution. (C) 2010 Elsevier B.V. All rights reserved.

Inference for a skew extension of the Grubbs model

In this paper, we discuss inferential aspects for the Grubbs model when the unknown quantity x (latent response) follows a skew-normal distribution, extending early results given in Arellano-Valle et al. (J Multivar Anal 96:265-281, 2005b). Maximum likelihood parameter estimates are computed via the EM-algorithm. Wald and likelihood ratio type statistics are used for hypothesis testing and we explain the apparent failure of the Wald statistics in detecting skewness via the profile likelihood function. The results and methods developed in this paper are illustrated with a numerical example.