Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size

This paper analyzes whether standard covariance matrix tests work whendimensionality is large, and in particular larger than sample size. Inthe latter case, the singularity of the sample covariance matrix makeslikelihood ratio tests degenerate, but other tests based on quadraticforms of sample covariance matrix eigenvalues remain well-defined. Westudy the consistency property and limiting distribution of these testsas dimensionality and sample size go to infinity together, with theirratio converging to a finite non-zero limit. We find that the existingtest for sphericity is robust against high dimensionality, but not thetest for equality of the covariance matrix to a given matrix. For thelatter test, we develop a new correction to the existing test statisticthat makes it robust against high dimensionality.

Ruin Theory with Excess of Loss Reinsurance and Reinstatements

The present paper studies the probability of ruin of an insurer, if excess of loss reinsurance with reinstatements is applied. In the setting of the classical Cramer-Lundberg risk model, piecewise deterministic Markov processes are used to describe the free surplus process in this more general situation. It is shown that the finite-time ruin probability is both the solution of a partial integro-differential equation and the fixed point of a contractive integral operator. We exploit the latter representation to develop and implement a recursive algorithm for numerical approximation of the ruin probability that involves high-dimensional integration. Furthermore we study the behavior of the finite-time ruin probability under various levels of initial surplus and security loadings and compare the efficiency of the numerical algorithm with the computational alternative of stochastic simulation of the risk process. (C) 2011 Elsevier Inc. All rights reserved.

Regional and cellular gene expression changes in human Huntington's disease brain.

Huntington's disease (HD) pathology is well understood at a histological level but a comprehensive molecular analysis of the effect of the disease in the human brain has not previously been available. To elucidate the molecular phenotype of HD on a genome-wide scale, we compared mRNA profiles from 44 human HD brains with those from 36 unaffected controls using microarray analysis. Four brain regions were analyzed: caudate nucleus, cerebellum, prefrontal association cortex [Brodmann's area 9 (BA9)] and motor cortex [Brodmann's area 4 (BA4)]. The greatest number and magnitude of differentially expressed mRNAs were detected in the caudate nucleus, followed by motor cortex, then cerebellum. Thus, the molecular phenotype of HD generally parallels established neuropathology. Surprisingly, no mRNA changes were detected in prefrontal association cortex, thereby revealing subtleties of pathology not previously disclosed by histological methods. To establish that the observed changes were not simply the result of cell loss, we examined mRNA levels in laser-capture microdissected neurons from Grade 1 HD caudate compared to control. These analyses confirmed changes in expression seen in tissue homogenates; we thus conclude that mRNA changes are not attributable to cell loss alone. These data from bona fide HD brains comprise an important reference for hypotheses related to HD and other neurodegenerative diseases.

Some game-theoretic grounds for meeting people half-way

It is well known that, in distributions problems, fairness rarely leads to a single viewpoint (see, for instance, Young (1994)). In this context, this paper provides interesting bases that support the simple and commonly observed behavior of reaching intermediate agreements when two prominent distribution proposals highlight a discrepancy in sharing resources. Specifi cally, we formalize such a conflicting situation by associating it with a `natural' cooperative game, called bifocal distribution game, to show that both the Nucleolus (Schmeidler (1969)) and the Shapley value (Shapley (1953a)) agree on recommending the average of the two focal proposals. Furthermore, we analyze the interpretation of the previous result by means of axiomatic arguments. Keywords: Distribution problems, Cooperative games, Axiomatic analysis, Nucleolus, Shapley value. JEL Classi fication Numbers: C71, D63, D71.

Temporal changes of an alfalfa succession and related soil physical properties on the Loess Plateau, China

The objective of this work was to investigate the relationship between changes in the plant community and changes in soil physical properties and water availability, during a succession from alfalfa (Medicago sativa L.) to natural vegetation on the Loess Plateau, China. Data from a succession sere spanning 32 years were collated, and vegetative indexes were compared to changes related to soil bulk density and soil water storage. The alfalfa yield increased for approximately 7 years, then it declined and the alfalfa was replaced by a natural community dominated by Stipa bungeana that began to thrive about 10 years after alfalfa seeding. Soil bulk density increased over time, but the deterioration of the alfalfa was mainly ascribed to a severe reduction in soil water storage, which was lowest around the time when degradation commenced. The results indicated that water consumption by alfalfa could be reduced by reducing plant density. The analysis of the data also suggested that soil water recharge could be facilitated by rotating the alfalfa with other crops, natural vegetation, or bare soil.

Ruin and related quantities in some advanced insurance risk models

Risk theory has been a very active research area over the last decades. The main objectives of the theory are to find adequate stochastic processes which can model the surplus of a (non-life) insurance company and to analyze the risk related quantities such as ruin time, ruin probability, expected discounted penalty function and expected discounted dividend/tax payments. The study of these ruin related quantities provides crucial information for actuaries and decision makers. This thesis consists of the study of four different insurance risk models which are essentially related. The ruin and related quantities are investigated by using different techniques, resulting in explicit or asymptotic expressions for the ruin time, the ruin probability, the expected discounted penalty function and the expected discounted tax payments. - La recherche en théorie du risque a été très dynamique au cours des dernières décennies. D'un point de vue théorique, les principaux objectifs sont de trouver des processus stochastiques adéquats permettant de modéliser le surplus d'une compagnie d'assurance non vie et d'analyser les mesures de risque, notamment le temps de ruine, la probabilité de ruine, l'espérance de la valeur actuelle de la fonction de pénalité et l'espérance de la valeur actuelle des dividendes et taxes. L'étude de ces mesures associées à la ruine fournit des informations cruciales pour les actuaires et les décideurs. Cette thèse consiste en l'étude des quatre différents modèles de risque d'assurance qui sont essentiellement liés. La ruine et les mesures qui y sont associées sont examinées à l'aide de différentes techniques, ce qui permet d'induire des expressions explicites ou asymptotiques du temps de ruine, de la probabilité de ruine, de l'espérance de la valeur actuelle de la fonction de pénalité et l'espérance de la valeur actuelle des dividendes et taxes.

The connection between distortion risk measures and ordered weighted averaging operators

Distortion risk measures summarize the risk of a loss distribution by means of a single value. In fuzzy systems, the Ordered Weighted Averaging (OWA) and Weighted Ordered Weighted Averaging (WOWA) operators are used to aggregate a large number of fuzzy rules into a single value. We show that these concepts can be derived from the Choquet integral, and then the mathematical relationship between distortion risk measures and the OWA and WOWA operators for discrete and finite random variables is presented. This connection offers a new interpretation of distortion risk measures and, in particular, Value-at-Risk and Tail Value-at-Risk can be understood from an aggregation operator perspective. The theoretical results are illustrated in an example and the degree of orness concept is discussed.

Suomalaisen osakeindeksiportvolion hajauttaminen asuinkiinteistöihin

Tässä tutkielmassa tarkastellaan suomalaisen sijoitusportfolion hajauttamista asuinkiinteistöihin. Tutkielman tavoitteena on selvittää, pystyykö hajauttamisella tehostamaan portfoliota sekä tutkia kaupungin ja kokoluokan merkitystä kiinteistöihin hajauttamisessa. Tutkimusaineisto koostuu Suomen osakemarkkinoita kuvaavista toimialaindeksistä sekä asuinkiinteistöindekseistä. Asuinkiinteistöt ovat jaoteltu sekä kaupungeittain että kokoluokittain. Tutkimusaineisto on aikaperiodilta 1988Q3-2008Q3. Tutkimustulosten mukaan kiinteistöihin hajauttamisella voidaan tehostaa portfoliota. Varsinkin pienemmillä tuottotasoilla kiinteistöihin sijoitetaan merkittävästi. Korkeammilla tuottovaatimuksilla kiinteistösijoitus ei tuonut lisäarvoa portfolion hajautukseen.

Induction Motor Drive Energy Efficiency - Simulation and Analysis

A coupled system simulator, based on analytical circuit equations and a finite element method (FEM) model of the motor has been developed and it is used to analyse a frequency-converterfed industrial squirrel-cage induction motor. Two control systems that emulate the behaviour of commercial direct-torque-controlled (DTC) and vector-controlled industrial frequency converters have been studied, implemented in the simulation software and verified by extensive laboratory tests. Numerous factors that affect the operation of a variable speed drive (VSD) and its energy efficiency have been investigated, and their significance in the simulation of the VSD results has been studied. The dependency of the frequency converter, induction motor and system losses on the switching frequency is investigated by simulations and measurements at different speeds for both the vector control and the DTC. Intensive laboratory measurements have been carried out to verify the simulation results.

Wind Turbine Direct-Drive Permanent-Magnet Generator with Direct Liquid Cooling for Mass Reduction

Today’s electrical machine technology allows increasing the wind turbine output power by an order of magnitude from the technology that existed only ten years ago. However, it is sometimes argued that high-power direct-drive wind turbine generators will prove to be of limited practical importance because of their relatively large size and weight. The limited space for the generator in a wind turbine application together with the growing use of wind energy pose a challenge for the design engineers who are trying to increase torque without making the generator larger. When it comes to high torque density, the limiting factor in every electrical machine is heat, and if the electrical machine parts exceed their maximum allowable continuous operating temperature, even for a short time, they can suffer permanent damage. Therefore, highly efficient thermal design or cooling methods is needed. One of the promising solutions to enhance heat transfer performances of high-power, low-speed electrical machines is the direct cooling of the windings. This doctoral dissertation proposes a rotor-surface-magnet synchronous generator with a fractional slot nonoverlapping stator winding made of hollow conductors, through which liquid coolant can be passed directly during the application of current in order to increase the convective heat transfer capabilities and reduce the generator mass. This doctoral dissertation focuses on the electromagnetic design of a liquid-cooled direct-drive permanent-magnet synchronous generator (LC DD-PMSG) for a directdrive wind turbine application. The analytical calculation of the magnetic field distribution is carried out with the ambition of fast and accurate predicting of the main dimensions of the machine and especially the thickness of the permanent magnets; the generator electromagnetic parameters as well as the design optimization. The focus is on the generator design with a fractional slot non-overlapping winding placed into open stator slots. This is an a priori selection to guarantee easy manufacturing of the LC winding. A thermal analysis of the LC DD-PMSG based on a lumped parameter thermal model takes place with the ambition of evaluating the generator thermal performance. The thermal model was adapted to take into account the uneven copper loss distribution resulting from the skin effect as well as the effect of temperature on the copper winding resistance and the thermophysical properties of the coolant. The developed lumpedparameter thermal model and the analytical calculation of the magnetic field distribution can both be integrated with the presented algorithm to optimize an LC DD-PMSG design. Based on an instrumented small prototype with liquid-cooled tooth-coils, the following targets have been achieved: experimental determination of the performance of the direct liquid cooling of the stator winding and validating the temperatures predicted by an analytical thermal model; proving the feasibility of manufacturing the liquid-cooled tooth-coil winding; moreover, demonstration of the objectives of the project to potential customers.

Anatomical and developmental aspects of leaf galls induced by Schizomyia macrocapillata Maia (Diptera: Cecidomyiidae) on Bauhinia brevipes Vogel (Fabaceae)

Samples of healthy leaves and galls induced by Schizomyia macrocapillata Maia on Bauhinia brevipes Vogel were submitted to routine techniques to investigate gall anatomy and development. Pouch galls are induced on the abaxial surface of unfolded immature leaves, and become spheroid with long reddish hairs covering their external surface. Galls occur isolated or coalesce when in larger numbers. Gall development was divided into six phases: 1) initiation; 2) tissue re-arrangement; 3) tissue differentiation; 4) maturation; 5) growth phase; and 6) dehiscence. This last phase corresponds to gall senescence, which takes place just after the larva exits the chamber to pupate. An important developmental phase of tissue reorientation was recorded after the initiation phase. The presence of hyphae close to the covering layer characterizes this gall as an ambrosia gall and the feeding mode of the gall migde is discussed. Few hyphae were found during the first developmental phases and fungi may play an important role during gall morphogenesis. Neoformed trichomes may provide not only photoprotection but also protection against natural enemies and water loss. The neoformation of phloematic bundles suggests host manipulation and indicates the establishment of a deviating sink.

Kustannusten mallintaminen eristettyjen putkien suunnittelussa

Tämän työn tavoitteena oli rakentaa investointi- ja kustannusmalli yritykselle, jonka avulla voidaan arvioida uusien tuotteiden kustannuksia sekä niihin liittyvien laiteinvestointien kustannuksia. Kustannusmalli on rakennettu Microsoft Excel – ohjelman avulla. Mallin tavoitteena oli saada tarkempaa kustannustietoa uusista suunnitelluista putkista sekä niiden lämmöneristävyydestä. Aiemmin tällaista mallia ei ole ollut käytössä yrityksen tuotekehityksessä vaan siellä on laskettu kustannuksia aina tapauskohtaisesti, jolloin laskentoihin on kulutettu enemmän aikaa. Työssä hyödynnetään kustannuslaskennan ja investoinnin teorioita kustannusmallin rakentamiseen. Työn empiirisessä osiossa käydään läpi, kuinka kustannusmalli on rakennettu ja minkälaisia ominaisuuksia kustannusmalli sisältää. Empiirisessä osiossa myös testataan kyseisen mallin toimivuutta, jossa lasketaan kustannukset yhdelle suunnitellulle tuoteryhmälle. Tuloksena tässä työssä saatiin rakennettua toimiva kustannusmalli, jonka ominaisuutena on yksinkertaisuus ja datan helppo muokattavuus. Kustannusmallia voidaan käyttää aina uudelleen ja se voidaan myös laajentaa koskemaan useampia tuoteryhmiä.

Protein tyrosine kinase inhibitors modify kainic acid-induced epileptiform activity and mossy fiber sprouting but do not protect against limbic cell death

Intrahippocampal administration of kainic acid (KA) induces synaptic release of neurotrophins, mainly brain-derived neurotrophic factor, which contributes to the acute neuronal excitation produced by the toxin. Two protein tyrosine kinase inhibitors, herbimycin A and K252a, were administered intracerebroventricularly, in a single dose, to attenuate neurotrophin signaling during the acute effects of KA, and their role in epileptogenesis was evaluated in adult, male Wistar rats weighing 250-300 g. The latency for the first Racine stage V seizure was 90 ± 8 min in saline controls (N = 4) which increased to 369 ± 71 and 322 ± 63 min in animals receiving herbimycin A (1.74 nmol, N = 4) and K252a (10 pmol, N = 4), respectively. Behavioral alterations were accompanied by diminished duration of EEG paroxysms in herbimycin A- and K252a-treated animals. Notwithstanding the reduction in seizure severity, cell death (60-90% of cell loss in KA-treated animals) in limbic regions was unchanged by herbimycin A and K252a. However, aberrant mossy fiber sprouting was significantly reduced in the ipsilateral dorsal hippocampus of K252a-treated animals. In this model of temporal lobe epilepsy, both protein kinase inhibitors diminished the acute epileptic activity triggered by KA and the ensuing morphological alterations in the dentate gyrus without diminishing cell loss. Our current data indicating that K252a, but not herbimycin, has an influence over KA-induced mossy fiber sprouting further suggest that protein tyrosine kinase receptors are not the only factors which control this plasticity. Further experiments are necessary to elucidate the exact signaling systems associated with this K252a effect.

Permanent magnet synchronous generator design solution for large directdrive wind turbines: Thermal behavior of the LC DD-PMSG

Wind is one of the most compelling forms of indirect solar energy. Available now, the conversion of wind power into electricity is and will continue to be an important element of energy self-sufficiency planning. This paper is one in a series intended to report on the development of a new type of generator for wind energy; a compact, high-power, direct-drive permanent magnet synchronous generator (DD-PMSG) that uses direct liquid cooling (LC) of the stator windings to manage Joule heating losses. The main param-eters of the subject LC DD-PMSG are 8 MW, 3.3 kV, and 11 Hz. The stator winding is cooled directly by deionized water, which flows through the continuous hollow conductor of each stator tooth-coil winding. The design of the machine is to a large degree subordinate to the use of these solid-copper tooth-coils. Both steady-state and timedependent temperature distributions for LC DD-PMSG were examined with calculations based on a lumpedparameter thermal model, which makes it possible to account for uneven heat loss distribution in the stator conductors and the conductor cooling system. Transient calculations reveal the copper winding temperature distribution for an example duty cycle during variable-speed wind turbine operation. The cooling performance of the liquid cooled tooth-coil design was predicted via finite element analysis. An instrumented cooling loop featuring a pair of LC tooth-coils embedded in a lamination stack was built and laboratory tested to verify the analytical model. Predicted and measured results were in agreement, confirming the predicted satisfactory operation of the LC DD-PMSG cooling technology approach as a whole.

Couplage du récepteur à sept domaines transmembranaires GABA-B1 aux voies intracellulaires de signalisation en absence de GABA-B2

Le GABA est le principal neurotransmetteur inhibiteur du SNC et est impliqué dans le développement du cerveau, la plasticité synaptique et la pathogénèse de maladies telles que l’épilepsie, les troubles de l’anxiété et la douleur chronique. Le modèle actuel de fonctionnement du récepteur GABA-B implique l’hétérodimérisation GABA-B1/B2, laquelle est requise au ciblage à la surface membranaire et au couplage des effecteurs. Il y est cependant des régions du cerveau, des types cellulaires et des périodes du développement cérébral où la sous-unité GABA-B1 est exprimée en plus grande quantité que GABA-B2, ce qui suggère qu’elle puisse être fonctionnelle seule ou en association avec des partenaires inconnus, à la surface cellulaire ou sur la membrane réticulaire. Dans le cadre de cette thèse, nous montrons la capacité des récepteurs GABA-B1 endogènes à activer la voie MAPK-ERK1/2 dans la lignée dérivée de la glie DI-TNC1, qui n’exprime pas GABA-B2. Les mécanismes qui sous-tendent ce couplage demeurent mal définis mais dépendent de Gi/o et PKC. L’immunohistochimie de récepteurs endogènes montre par ailleurs que des anticorps GABA-B1 dirigés contre la partie N-terminale reconnaissent des protéines localisées au RE tandis des anticorps C-terminaux (CT) marquent une protéine intranucléaire. Ces données suggèrent que le domaine CT de GABA-B1 pourrait être relâché par protéolyse. L’intensité des fragments potentiels est affectée par le traitement agoniste tant en immunohistochimie qu’en immunobuvardage de type western. Nous avons ensuite examiné la régulation du clivage par le protéasome en traitant les cellules avec l’inhibiteur epoxomicine pendant 12 h. Cela a résulté en l’augmentation du marquage intranucléaire de GABA-B1-CT et d’un interacteur connu, le facteur de transcription pro-survie ATF-4. Dans des cellules surexprimant GABA-B1-CT, l’induction et la translocation nucléaire d’ATF-4, qui suit le traitement epoxomicine, a complètement été abolie. Cette observation est associée à une forte diminution du décompte cellulaire. Étant donné que les trois derniers résidus de GABA-B1-CT (LYK) codent un ligand pseudo-PDZ et que les protéines à domaines PDZ sont impliquées dans la régulation du ciblage nucléaire et de la stabilité de protéines, en complément de leur rôle d’échaffaud à la surface cellulaire, nous avons muté les trois derniers résidus de GABA-B1-CT en alanines. Cette mutation a complètement annulé les effets de GABA-B1-CT sur l’induction d’ATF-4 et le décompte cellulaire. Cette deuxième série d’expériences suggère l’existence possible de fragments GABA-B1 intranucléaires régulés par le traitement agoniste et le protéasome dans les cellules DI-TNC1. Cette régulation d’ATF-4 dépend des résidus LYK de GABA-B1-CT, qui modulent la stabilité de GABA-B1-CT et favorisent peut-être la formation d’un complexe multiprotéique incluant GABA-B1-CT, ATF-4, de même qu’une protéine d’échaffaudage inconnue. En somme, nous démontrons que les sous-unités GABA-B1 localisées au RE, lorsque non-hétérodimérisées avec GABA-B2, demeurent capables de moduler les voies de signalisation de la prolifération, la différentiation et de la survie cellulaire, via le couplage de protéines G et possiblement la protéolyse régulée. Les mécanismes de signalisation proposés pourraient servir de nouvelle plate-forme dans la compréhension des actions retardées résultant de l’activation des récepteurs 7-TMs.