Branching Processes with Immigration and Integer-valued Time Series

In this paper, we indicate how integer-valued autoregressive time series Ginar(d) of ordre d, d ≥ 1, are simple functionals of multitype branching processes with immigration. This allows the derivation of a simple criteria for the existence of a stationary distribution of the time series, thus proving and extending some results by Al-Osh and Alzaid [1], Du and Li [9] and Gauthier and Latour [11]. One can then transfer results on estimation in subcritical multitype branching processes to stationary Ginar(d) and get consistency and asymptotic normality for the corresponding estimators. The technique covers autoregressive moving average time series as well.

Double-Wavelet Neuron Based on Analytical Activation Functions

In this paper a new double-wavelet neuron architecture obtained by modification of standard wavelet neuron, and its learning algorithm are proposed. The offered architecture allows to improve the approximation properties of wavelet neuron. Double-wavelet neuron and its learning algorithm are examined for forecasting non-stationary chaotic time series.

Limit Theorems for Non-Critical Branching Processes with Continuous State Space

2000 Mathematics Subject Classification: Primary 60J80, Secondary 60G99.

A pénzügyi eszközök árazásának alaptétele, lokálisan korlátos szemimartingál árfolyamok esetén (The fundamental theorem of asset pricing for locally bounded semimartingales)

A pénzügyi eszközök árazásának alaptétele - kissé pongyolán megfogalmazva - azt állítja, hogy egy értékpapírpiacon akkor nincs arbitrázs, ha létezik egy az eredetivel ekvivalens valószínűségi mérték, amelyre vonatkozóan az értékpapírok árait leíró folyamat egy bizonyos értelemben "martingál". Az első ilyen jellegű állítást M. Harrison és S. R. Pliska bizonyították arra esetre, amikor a valószínűségi mező végesen generált. Azóta a tételnek számos általánosítása született. Ezek közül az egyik legismertebb a Dalang{Morton{ Willinger-tétel, ami már teljesen általános valószínűségi mezőből indul ki, de felteszi, hogy az időparaméter diszkrét, és az időhorizont véges. Időközben a tételnek számos folytonos időparaméterű folyamatokra vonatkozó változata is született. Az alaptételt általános esetben, vagyis amikor valószínűségi mező teljesen általános, és az értékpapírok piaci árait leíró folyamat lokálisan korlátos szemimartingál, Delbaen és W. Schachermayer bizonyították be. A Delbaen{Schachermayer-féle alaptétel a maga nemében egy igen általános áll ítás. A tétel bizonyítása igen hosszadalmas, és a funkcionálanalízis valamint a sztochasztikus folyamatok általános elméletének mély eredményeit használja. Utóbbi tudományterület nagy részét P. A. Meyer és a francia strassbourgi iskola matematikusai dolgozták ki a 60-as évek végétől kezdve. A terület megértését tehát alaposan megnehezíti, hogy a felhasznált matematikai apparátus viszonylag friss, egy része pedig csak francia nyelven érhető el. Meggyőződésünk szerint az eredeti, 1994-es Delbaen és Schachermayer-féle bizonyítás csak kevesek által hozzáférhető. A tételnek tudomásunk szerint azóta sem született tankönyvi feldolgozása, annak ellenére, hogy maga az állítás közgazdász körökben is széles körben ismerté vált, és az eredeti cikket számos szerző idézi. Az itt bemutatott bizonyítás Delbaen és Schachermayer 1992 és 2006 közötti írásain alapul. ______ The Delbaen and Schachermayer's theorem is one of the deepest results of mathematical finance. In this article we tried to rethink and slightly simplify the original proof of the theorem to make understandable for nonspecialists who are familiar with general theory of stochastic processes. We give a detailed proof of the theorem and we give new proofs for some of the used statements.

Coastal geomorphology, processes and erosion at the tourist destination of Ferryland, Newfoundland and Labrador

The community of Ferryland is located on the southeastern coast of the Avalon Peninsula. The town traditionally relied on a fishing-based economy until the collapse of the fishery in the early 1990s. The present economy emphasizes sustainable development in the tourism sector with focus on archaeology, geotourism and other recreational uses. This paper discusses coastal erosion and impacts on sites and infrastructure using methods including: local knowledge, Real Time Kinematic (RTK) surveying and other survey techniques, seawater level measurement, meteorological data from a locally-installed station, custom-made drifter tube buoys, photography, HD video, and investigation using various modes of transport including inflatable boat. The major findings of the study include that the residents and stakeholders are genuinely interested in and knowledgeable of coastal erosion. The causes of coastal erosion include: large waves, surge, longshore currents, harbour oscillations, mass wasting, and location of infrastructure causing alterations of these processes. Freeze-thaw Cycles (FTC), rainfall, and gravity loosen and transport rock, till, and fill materials downslope. Large waves and currents transport the materials alongshore or into the nearshore. Harbour oscillations causing high velocity currents (> 2 m/s) are responsible for shoreline erosion and damage to property in The Pool. Historical resources such as gun batteries and ordnance pieces which date to the 1700s are being lost or threatened through coastal erosion of till and rock cliffs. Improper drainage and maintenance is responsible for erosion of roads and supporting shoulders, necessitating mitigation measures. Sediment transport and deposition during and after large wave and surge events lead to undercutting of infrastructure and increased risk of washover of existing infrastructure. Erosion is ongoing at Bois Island and Ferryland Head Isthmus through slope processes and undercutting; The Pool and the lower Colony of Avalon site through harbour oscillations and related undermining; the tombolo and the main breakwater through wave attack; and Meade’s Cove including the East Coast Trail through wave attack and undercutting. The floor of the latrine in the lower Colony of Avalon site indicates that sea level was approximately 1.25m below present in the 1620s, a relative sea level rise rate of 3.2 mm/y. The recommendations include suggested mitigation to reduce impacts specific to each site.

A study of brain functional connectivity and cognitive processes in long COVID-19 patients

In this work, a prospective study conducted at the IRCCS Istituto delle Scienze Neurologiche di Bologna is presented. The aim was to investigate the brain functional connectivity of a cohort of patients (N=23) suffering from persistent olfactory dysfunction after SARS-CoV-2 infection (Post-COVID-19 syndrome), as compared to a matching group of healthy controls (N=26). In particular, starting from individual resting state functional-MRI data, different analytical approaches were adopted in order to find potential alterations in the connectivity patterns of patients’ brains. Analyses were conducted both at a whole-brain level and with a special focus on brain regions involved in the processing of olfactory stimuli (Olfactory Network). Statistical correlations between functional connectivity alterations and the results of olfactory and neuropsychological tests were investigated, to explore the associations with cognitive processes. The three approaches implemented for the analysis were the seed-based correlation analysis, the group-level Independent Component analysis and a graph-theoretical analysis of brain connectivity. Due to the relative novelty of such approaches, many implementation details and methodologies are not standardized yet and represent active research fields. Seed-based and group-ICA analyses’ results showed no statistically significant differences between groups, while relevant alterations emerged from those of the graph-based analysis. In particular, patients’ olfactory sub-graph appeared to have a less pronounced modular structure compared to the control group; locally, a hyper-connectivity of the right thalamus was observed in patients, with significant involvement of the right insula and hippocampus. Results of an exploratory correlation analysis showed a positive correlation between the graphs global modularity and the scores obtained in olfactory tests and negative correlations between the thalamus hyper-connectivity and memory tests scores.

Construction Of A Manual Of Work Processes And Techniques From Centro De Dispensação De Medicamentos De Alto Custo (cedmac), Hospital De Clínicas, Unicamp.

The Centers for High Cost Medication (Centros de Medicação de Alto Custo, CEDMAC), Health Department, São Paulo were instituted by project in partnership with the Clinical Hospital of the Faculty of Medicine, USP, sponsored by the Foundation for Research Support of the State of São Paulo (Fundação de Amparo à Pesquisa do Estado de São Paulo, FAPESP) aimed at the formation of a statewide network for comprehensive care of patients referred for use of immunobiological agents in rheumatological diseases. The CEDMAC of Hospital de Clínicas, Universidade Estadual de Campinas (HC-Unicamp), implemented by the Division of Rheumatology, Faculty of Medical Sciences, identified the need for standardization of the multidisciplinary team conducts, in face of the specificity of care conducts, verifying the importance of describing, in manual format, their operational and technical processes. The aim of this study is to present the methodology applied to the elaboration of the CEDMAC/HC-Unicamp Manual as an institutional tool, with the aim of offering the best assistance and administrative quality. In the methodology for preparing the manuals at HC-Unicamp since 2008, the premise was to obtain a document that is participatory, multidisciplinary, focused on work processes integrated with institutional rules, with objective and didactic descriptions, in a standardized format and with electronic dissemination. The CEDMAC/HC-Unicamp Manual was elaborated in 10 months, with involvement of the entire multidisciplinary team, with 19 chapters on work processes and techniques, in addition to those concerning the organizational structure and its annexes. Published in the electronic portal of HC Manuals in July 2012 as an e-Book (ISBN 978-85-63274-17-5), the manual has been a valuable instrument in guiding professionals in healthcare, teaching and research activities.

An Integrated Framework To Improve The Concept Of Resource Specialisation.

Resource specialisation, although a fundamental component of ecological theory, is employed in disparate ways. Most definitions derive from simple counts of resource species. We build on recent advances in ecophylogenetics and null model analysis to propose a concept of specialisation that comprises affinities among resources as well as their co-occurrence with consumers. In the distance-based specialisation index (DSI), specialisation is measured as relatedness (phylogenetic or otherwise) of resources, scaled by the null expectation of random use of locally available resources. Thus, specialists use significantly clustered sets of resources, whereas generalists use over-dispersed resources. Intermediate species are classed as indiscriminate consumers. The effectiveness of this approach was assessed with differentially restricted null models, applied to a data set of 168 herbivorous insect species and their hosts. Incorporation of plant relatedness and relative abundance greatly improved specialisation measures compared to taxon counts or simpler null models, which overestimate the fraction of specialists, a problem compounded by insufficient sampling effort. This framework disambiguates the concept of specialisation with an explicit measure applicable to any mode of affinity among resource classes, and is also linked to ecological and evolutionary processes. This will enable a more rigorous deployment of ecological specialisation in empirical and theoretical studies.

Agrin And Perlecan Mediate Tumorigenic Processes In Oral Squamous Cell Carcinoma.

Oral squamous cell carcinoma is the most common type of cancer in the oral cavity, representing more than 90% of all oral cancers. The characterization of altered molecules in oral cancer is essential to understand molecular mechanisms underlying tumor progression as well as to contribute to cancer biomarker and therapeutic target discovery. Proteoglycans are key molecular effectors of cell surface and pericellular microenvironments, performing multiple functions in cancer. Two of the major basement membrane proteoglycans, agrin and perlecan, were investigated in this study regarding their role in oral cancer. Using real time quantitative PCR (qRT-PCR), we showed that agrin and perlecan are highly expressed in oral squamous cell carcinoma. Interestingly, cell lines originated from distinct sites showed different expression of agrin and perlecan. Enzymatically targeting chondroitin sulfate modification by chondroitinase, oral squamous carcinoma cell line had a reduced ability to adhere to extracellular matrix proteins and increased sensibility to cisplatin. Additionally, knockdown of agrin and perlecan promoted a decrease on cell migration and adhesion, and on resistance of cells to cisplatin. Our study showed, for the first time, a negative regulation on oral cancer-associated events by either targeting chondroitin sulfate content or agrin and perlecan levels.

In vitro Microfluidic Model For The Study Of Vaso-occlusive Processes.

Vaso-occlusion, responsible for much of the morbidity of sickle-cell disease, is a complex multicellular process, apparently triggered by leukocyte adhesion to the vessel wall. The microcirculation represents a major site of leukocyte-endothelial interactions and vaso-occlusive processes. We have developed a biochip with subdividing interconnecting microchannels that decrease in size (40 μm to 10 μm in width), for use in conjunction with a precise microfluidic device, to mimic cell flow and adhesion through channels of sizes that approach those of the microcirculation. The biochips were utilized to observe the dynamics of the passage of neutrophils and red blood cells, isolated from healthy and sickle-cell anemia (SCA) individuals, through laminin or endothelial adhesion molecule-coated microchannels at physiologically relevant rates of flow and shear stress. Obstruction of E-selectin/intercellular adhesion molecule 1-coated biochip microchannels by SCA neutrophils was significantly greater than that observed for healthy neutrophils, particularly in the microchannels of 40-15 μm in width. Whereas SCA red blood cells alone did not significantly adhere to, or obstruct, microchannels, mixed suspensions of SCA neutrophils and red blood cells significantly adhered to and obstructed laminin-coated channels. Results from this in vitro microfluidic model support a primary role for leukocytes in the initiation of SCA occlusive processes in the microcirculation. This assay represents an easy-to-use and reproducible in vitro technique for understanding molecular mechanisms and cellular interactions occurring in subdividing microchannels of widths approaching those observed in the microvasculature. The assay could hold potential for testing drugs developed to inhibit occlusive mechanisms such as those observed in SCA and thrombotic diseases.

Behaviour of oligodendrocytes and Schwann cells in an experimental model of toxic demyelination of the central nervous system

Oligodendrocytes and Schwann cells are engaged in myelin production, maintenance and repairing respectively in the central nervous system (CNS) and the peripheral nervous system (PNS). Whereas oligodendrocytes act only within the CNS, Schwann cells are able to invade the CNS in order to make new myelin sheaths around demyelinated axons. Both cells have some limitations in their activities, i.e. oligodendrocytes are post-mitotic cells and Schwann cells only get into the CNS in the absence of astrocytes. Ethidium bromide (EB) is a gliotoxic chemical that when injected locally within the CNS, induce demyelination. In the EB model of demyelination, glial cells are destroyed early after intoxication and Schwann cells are free to approach the naked central axons. In normal Wistar rats, regeneration of lost myelin sheaths can be achieved as early as thirteen days after intoxication; in Wistar rats immunosuppressed with cyclophosphamide the process is delayed and in rats administered cyclosporine it may be accelerated. Aiming the enlightening of those complex processes, all events concerning the myelinating cells in an experimental model are herein presented and discussed.

Análise de um ciclone semi-estacionário na costa sul do Brasil associado a bloqueio atmosférico

Na primeira semana de maio de 2008, durante quatro dias, um ciclone em superfície permaneceu semi-estacionário na costa da região sul do Brasil. Este sistema foi responsável por chuvas e ventos fortes no Rio Grande do Sul e Santa Catarina, os quais causaram muitos danos (queda de árvores, enchentes e desabamentos). O objetivo deste trabalho é avaliar o processo de formação e entender os mecanismos responsáveis pelo lento deslocamento do ciclone, já que a maioria dos ciclones nesta região possui deslocamento mais rápido. A equação de desenvolvimento de Sutcliffe mostrou que a advecção de vorticidade absoluta ciclônica na média troposfera e a advecção de ar quente na camada entre 1000-500 hPa foram mecanismos importantes para a ciclogênese. Neste período, o intenso aquecimento diabático também contribuiu para a ciclogênese, à medida que se contrapôs ao intenso resfriamento adiabático devido aos movimentos verticais ascendentes. A advecção de vorticidade absoluta ciclônica que favoreceu a ciclogênese esteve associada a um Vórtice Ciclônico em Altos Níveis (VCAN), que se formou numa região de anomalia de vorticidade potencial. O VCAN se manteve semi-estacionário e compôs o setor norte de um bloqueio do tipo dipolo. Tal bloqueio intensificou um anticiclone em superfície, situado a sul/leste do ciclone, o que contribuiu para o ciclone se manter semi-estacionário. O movimento atípico e lento do ciclone para sul, e em alguns períodos para sudoeste, esteve associado com advecções de vorticidade absoluta ciclônica na média troposfera e de ar quente no seu setor sul. Somente quando o bloqueio em níveis médios e a anomalia de vorticidade potencial em níveis médios/altos se enfraqueceram, o ciclone em superfície se afastou da costa sul do Brasil.

Scavenging processes of atmospheric particulate matter: a numerical modeling of case studies

Below cloud scavenging processes have been investigated considering a numerical simulation, local atmospheric conditions and particulate matter (PM) concentrations, at different sites in Germany. The below cloud scavenging model has been coupled with bulk particulate matter counter TSI (Trust Portacounter dataset, consisting of the variability prediction of the particulate air concentrations during chosen rain events. The TSI samples and meteorological parameters were obtained during three winter Campaigns: at Deuselbach, March 1994, consisting in three different events; Sylt, April 1994 and; Freiburg, March 1995. The results show a good agreement between modeled and observed air concentrations, emphasizing the quality of the conceptual model used in the below cloud scavenging numerical modeling. The results between modeled and observed data have also presented high square Pearson coefficient correlations over 0.7 and significant, except the Freiburg Campaign event. The differences between numerical simulations and observed dataset are explained by the wind direction changes and, perhaps, the absence of advection mass terms inside the modeling. These results validate previous works based on the same conceptual model.

An Eulerian Immersed Boundary Method for flow simulations over stationary and moving rigid bodies

The fluid flow over bodies with complex geometry has been the subject of research of many scientists and widely explored experimentally and numerically. The present study proposes an Eulerian Immersed Boundary Method for flows simulations over stationary or moving rigid bodies. The proposed method allows the use of Cartesians Meshes. Here, two-dimensional simulations of fluid flow over stationary and oscillating circular cylinders were used for verification and validation. Four different cases were explored: the flow over a stationary cylinder, the flow over a cylinder oscillating in the flow direction, the flow over a cylinder oscillating in the normal flow direction, and a cylinder with angular oscillation. The time integration was carried out by a classical 4th order Runge-Kutta scheme, with a time step of the same order of distance between two consecutive points in x direction. High-order compact finite difference schemes were used to calculate spatial derivatives. The drag and lift coefficients, the lock-in phenomenon and vorticity contour plots were used for the verification and validation of the proposed method. The extension of the current method allowing the study of a body with different geometry and three-dimensional simulations is straightforward. The results obtained show a good agreement with both numerical and experimental results, encouraging the use of the proposed method.

Nonexistence of regular stationary solution in a metric nonsymmetric theory of gravitation

It is proven that the field equations of a previously studied metric nonsymmetric theory of gravitation do not admit any non-singular stationary solution which represents a field of non-vanishing total mass and non-vanishing total fermionic charge.