Sums of a Random Number of Random Variables and their Approximations with ν- Accompanying Infinitely Divisible Laws

* Research supported by NATO GRANT CRG 900 798 and by Humboldt Award for U.S. Scientists.

Bivariate gamma-geometric law and its induced Levy process

In this article we introduce a three-parameter extension of the bivariate exponential-geometric (BEG) law (Kozubowski and Panorska, 2005) [4]. We refer to this new distribution as the bivariate gamma-geometric (BGG) law. A bivariate random vector (X, N) follows the BGG law if N has geometric distribution and X may be represented (in law) as a sum of N independent and identically distributed gamma variables, where these variables are independent of N. Statistical properties such as moment generation and characteristic functions, moments and a variance-covariance matrix are provided. The marginal and conditional laws are also studied. We show that BBG distribution is infinitely divisible, just as the BEG model is. Further, we provide alternative representations for the BGG distribution and show that it enjoys a geometric stability property. Maximum likelihood estimation and inference are discussed and a reparametrization is proposed in order to obtain orthogonality of the parameters. We present an application to a real data set where our model provides a better fit than the BEG model. Our bivariate distribution induces a bivariate Levy process with correlated gamma and negative binomial processes, which extends the bivariate Levy motion proposed by Kozubowski et al. (2008) [6]. The marginals of our Levy motion are a mixture of gamma and negative binomial processes and we named it BMixGNB motion. Basic properties such as stochastic self-similarity and the covariance matrix of the process are presented. The bivariate distribution at fixed time of our BMixGNB process is also studied and some results are derived, including a discussion about maximum likelihood estimation and inference. (C) 2012 Elsevier Inc. All rights reserved.

Charakterisierung und Konvergenz mehrdimensionaler kontinuierlicher Verzweigungsprozesse

In dieser Arbeit wird eine Klasse von stochastischen Prozessen untersucht, die eine abstrakte Verzweigungseigenschaft besitzen. Die betrachteten Prozesse sind homogene Markov-Prozesse in stetiger Zeit mit Zuständen im mehrdimensionalen reellen Raum und dessen Ein-Punkt-Kompaktifizierung. Ausgehend von Minimalforderungen an die zugehörige Übergangsfunktion wird eine vollständige Charakterisierung der endlichdimensionalen Verteilungen mehrdimensionaler kontinuierlicher Verzweigungsprozesse vorgenommen. Mit Hilfe eines erweiterten Laplace-Kalküls wird gezeigt, dass jeder solche Prozess durch eine bestimmte spektral positive unendlich teilbare Verteilung eindeutig bestimmt ist. Umgekehrt wird nachgewiesen, dass zu jeder solchen unendlich teilbaren Verteilung ein zugehöriger Verzweigungsprozess konstruiert werden kann. Mit Hilfe der allgemeinen Theorie Markovscher Operatorhalbgruppen wird sichergestellt, dass jeder mehrdimensionale kontinuierliche Verzweigungsprozess eine Version mit Pfaden im Raum der cadlag-Funktionen besitzt. Ferner kann die (funktionale) schwache Konvergenz der Prozesse auf die vage Konvergenz der zugehörigen Charakterisierungen zurückgeführt werden. Hieraus folgen allgemeine Approximations- und Konvergenzsätze für die betrachtete Klasse von Prozessen. Diese allgemeinen Resultate werden auf die Unterklasse der sich verzweigenden Diffusionen angewendet. Es wird gezeigt, dass für diese Prozesse stets eine Version mit stetigen Pfaden existiert. Schließlich wird die allgemeinste Form der Fellerschen Diffusionsapproximation für mehrtypige Galton-Watson-Prozesse bewiesen.

Alguns teoremas limites para sequências de variáveis aleatórias

O Teorema Central do Limite e a Lei dos Grandes Números estão entre os mais importantes resultados da teoria da probabilidade. O primeiro deles busca condições sob as quais [fórmula] converge em distribuição para a distribuição normal com parâmetros 0 e 1, quando n tende ao infinito, onde Sn é a soma de n variáveis aleatórias independentes. Ao mesmo tempo, o segundo estabelece condições para que [fórmula] convirja a zero, ou equivalentemente, para que [fórmula] convirja para a esperança das variáveis aleatórias, caso elas sejam identicamente distribuídas. Em ambos os casos as sequências abordadas são do tipo [fórmula], onde [fórmula] e [fórmula] são constantes reais. Caracterizar os possíveis limites de tais sequências é um dos objetivos dessa dissertação, já que elas não convergem exclusivamente para uma variável aleatória degenerada ou com distribuição normal como na Lei dos Grandes Números e no Teorema Central do Limite, respectivamente. Assim, somos levados naturalmente ao estudo das distribuições infinitamente divisíveis e estáveis, e os respectivos teoremas limites, e este vem a ser o objetivo principal desta dissertação. Para as demonstrações dos teoremas utiliza-se como estratégia principal a aplicação do método de Lyapunov, o qual consiste na análise da convergência da sequência de funções características correspondentes às variáveis aleatórias. Nesse sentido, faremos também uma abordagem detalhada de tais funções neste trabalho.

Allocation rules on networks

When allocating a resource, geographical and infrastructural constraints have to be taken into account. We study the problem of distributing a resource through a network from sources endowed with the resource to citizens with claims. A link between a source and an agent depicts the possibility of a transfer from the source to the agent. Given the supplies at each source, the claims of citizens, and the network, the question is how to allocate the available resources among the citizens. We consider a simple allocation problem that is free of network constraints, where the total amount can be freely distributed. The simple allocation problem is a claims problem where the total amount of claims is greater than what is available. We focus on consistent and resource monotonic rules in claims problems that satisfy equal treatment of equals. We call these rules fairness principles and we extend fairness principles to allocation rules on networks. We require that for each pair of citizens in the network, the extension is robust with respect to the fairness principle. We call this condition pairwise robustness with respect to the fairness principle. We provide an algorithm and show that each fairness principle has a unique extension which is pairwise robust with respect to the fairness principle. We give applications of the algorithm for three fairness principles: egalitarianism, proportionality and equal sacrifice.

A note on the separability principle in economies with single-peaked

We consider the problem of allocating an infinitely divisible commodity among a group of agents with single-peaked preferences. A rule that has played a central role in the analysis of the problem is the so-called uniform rule. Chun (2001) proves that the uniform rule is the only rule satisfying Pareto optimality, no-envy, separability, and continuity (with respect to the social endowment). We obtain an alternative characterization by using a weak replication-invariance condition, called duplication-invariance, instead of continuity. Furthermore, we prove that Pareto optimality, equal division lower bound, and separability imply no-envy. Using this result, we strengthen one of Chun's (2001) characterizations of the uniform rule by showing that the uniform rule is the only rule satisfying Pareto optimality, equal división lower bound, separability, and either continuity or duplication-invariance.

Probabilistic Assignments of Identical Indivisible Objects and Uniform Probabilistic Rules.

We consider a probabilistic approach to the problem of assigning k indivisible identical objects to a set of agents with single-peaked preferences. Using the ordinal extension of preferences, we characterize the class of uniform probabilistic rules by Pareto efficiency, strategy-proofness, and no-envy. We also show that in this characterization no-envy cannot be replaced by anonymity. When agents are strictly risk averse von-Neumann-Morgenstern utility maximizers, then we reduce the problem of assigning k identical objects to a problem of allocating the amount k of an infinitely divisible commodity.

Effect Of Platform Connection And Abutment Material On Stress Distribution In Single Anterior Implant-supported Restorations: A Nonlinear 3-dimensional Finite Element Analysis.

Although various abutment connections and materials have recently been introduced, insufficient data exist regarding the effect of stress distribution on their mechanical performance. The purpose of this study was to investigate the effect of different abutment materials and platform connections on stress distribution in single anterior implant-supported restorations with the finite element method. Nine experimental groups were modeled from the combination of 3 platform connections (external hexagon, internal hexagon, and Morse tapered) and 3 abutment materials (titanium, zirconia, and hybrid) as follows: external hexagon-titanium, external hexagon-zirconia, external hexagon-hybrid, internal hexagon-titanium, internal hexagon-zirconia, internal hexagon-hybrid, Morse tapered-titanium, Morse tapered-zirconia, and Morse tapered-hybrid. Finite element models consisted of a 4×13-mm implant, anatomic abutment, and lithium disilicate central incisor crown cemented over the abutment. The 49 N occlusal loading was applied in 6 steps to simulate the incisal guidance. Equivalent von Mises stress (σvM) was used for both the qualitative and quantitative evaluation of the implant and abutment in all the groups and the maximum (σmax) and minimum (σmin) principal stresses for the numerical comparison of the zirconia parts. The highest abutment σvM occurred in the Morse-tapered groups and the lowest in the external hexagon-hybrid, internal hexagon-titanium, and internal hexagon-hybrid groups. The σmax and σmin values were lower in the hybrid groups than in the zirconia groups. The stress distribution concentrated in the abutment-implant interface in all the groups, regardless of the platform connection or abutment material. The platform connection influenced the stress on abutments more than the abutment material. The stress values for implants were similar among different platform connections, but greater stress concentrations were observed in internal connections.

Censored Linear Regression Models For Irregularly Observed Longitudinal Data Using The Multivariate-t Distribution.

In acquired immunodeficiency syndrome (AIDS) studies it is quite common to observe viral load measurements collected irregularly over time. Moreover, these measurements can be subjected to some upper and/or lower detection limits depending on the quantification assays. A complication arises when these continuous repeated measures have a heavy-tailed behavior. For such data structures, we propose a robust structure for a censored linear model based on the multivariate Student's t-distribution. To compensate for the autocorrelation existing among irregularly observed measures, a damped exponential correlation structure is employed. An efficient expectation maximization type algorithm is developed for computing the maximum likelihood estimates, obtaining as a by-product the standard errors of the fixed effects and the log-likelihood function. The proposed algorithm uses closed-form expressions at the E-step that rely on formulas for the mean and variance of a truncated multivariate Student's t-distribution. The methodology is illustrated through an application to an Human Immunodeficiency Virus-AIDS (HIV-AIDS) study and several simulation studies.

Photoelastic Analysis Of Fixed Partial Prosthesis Crown Height And Implant Length On Distribution Of Stress In Two Dental Implant Systems.

The aim of this study was to evaluate by photoelastic analysis stress distribution on short and long implants of two dental implant systems with 2-unit implant-supported fixed partial prostheses of 8 mm and 13 mm heights. Sixteen photoelastic models were divided into 4 groups: I: long implant (5 × 11 mm) (Neodent), II: long implant (5 × 11 mm) (Bicon), III: short implant (5 × 6 mm) (Neodent), and IV: short implants (5 × 6 mm) (Bicon). The models were positioned in a circular polariscope associated with a cell load and static axial (0.5 Kgf) and nonaxial load (15°, 0.5 Kgf) were applied to each group for both prosthetic crown heights. Three-way ANOVA was used to compare the factors implant length, crown height, and implant system (α = 0.05). The results showed that implant length was a statistically significant factor for both axial and nonaxial loading. The 13 mm prosthetic crown did not result in statistically significant differences in stress distribution between the implant systems and implant lengths studied, regardless of load type (P > 0.05). It can be concluded that short implants showed higher stress levels than long implants. Implant system and length was not relevant factors when prosthetic crown height were increased.

Geographical Distribution Of The Association Between El Niño South Oscillation And Dengue Fever In The Americas: A Continental Analysis Using Geographical Information System-based Techniques.

El Niño South Oscillation (ENSO) is one climatic phenomenon related to the inter-annual variability of global meteorological patterns influencing sea surface temperature and rainfall variability. It influences human health indirectly through extreme temperature and moisture conditions that may accelerate the spread of some vector-borne viral diseases, like dengue fever (DF). This work examines the spatial distribution of association between ENSO and DF in the countries of the Americas during 1995-2004, which includes the 1997-1998 El Niño, one of the most important climatic events of 20(th) century. Data regarding the South Oscillation index (SOI), indicating El Niño-La Niña activity, were obtained from Australian Bureau of Meteorology. The annual DF incidence (AIy) by country was computed using Pan-American Health Association data. SOI and AIy values were standardised as deviations from the mean and plotted in bars-line graphics. The regression coefficient values between SOI and AIy (rSOI,AI) were calculated and spatially interpolated by an inverse distance weighted algorithm. The results indicate that among the five years registering high number of cases (1998, 2002, 2001, 2003 and 1997), four had El Niño activity. In the southern hemisphere, the annual spatial weighted mean centre of epidemics moved southward, from 6° 31' S in 1995 to 21° 12' S in 1999 and the rSOI,AI values were negative in Cuba, Belize, Guyana and Costa Rica, indicating a synchrony between higher DF incidence rates and a higher El Niño activity. The rSOI,AI map allows visualisation of a graded surface with higher values of ENSO-DF associations for Mexico, Central America, northern Caribbean islands and the extreme north-northwest of South America.

Distribution Of Lutzomyia Longipalpis Chemotype Populations In São Paulo State, Brazil.

American visceral leishmaniasis (AVL) is an emerging disease in the state of São Paulo, Brazil. Its geographical expansion and the increase in the number of human cases has been linked to dispersion of Lutzomyia longipalpis into urban areas. To produce more accurate risk maps we investigated the geographic distribution and routes of expansion of the disease as well as chemotype populations of the vector. A database, containing the annual records of municipalities which had notified human and canine AVL cases as well as the presence of the vector, was compiled. The chemotypes of L. longipalpis populations from municipalities in different regions of São Paulo State were determined by Coupled Gas Chromatography - Mass Spectrometry. From 1997 to June 2014, L. longipalpis has been reported in 166 municipalities, 148 of them in the Western region. A total of 106 municipalities were identified with transmission and 99 were located in the Western region, where all 2,204 autochthonous human cases occurred. Both the vector and the occurrence of human cases have expanded in a South-easterly direction, from the Western to central region, and from there, a further expansion to the North and the South. The (S)-9-methylgermacrene-B population of L. longipalpis is widely distributed in the Western region and the cembrene-1 population is restricted to the Eastern region. The maps in the present study show that there are two distinct epidemiological patterns of AVL in São Paulo State and that the expansion of human and canine AVL cases through the Western region has followed the same dispersion route of only one of the two species of the L. longipalpis complex, (S)-9-methylgermacrene-B. Entomological vigilance based on the routes of dispersion and identification of the chemotype population could be used to identify at-risk areas and consequently define the priorities for control measures.

Microbial distribution in the root canal system after periapical lesion induction using different methods

The aim of this study was to evaluate the microbial distribution in the root canal system after periapical lesion induction in dogs' teeth using different methods. Fifty-two root canals were assigned to 4 groups (n=13). Groups I and II: root canals were exposed to the oral cavity for 180 days; groups III and IV: root canals were exposed for 7 days and then the coronal openings were sealed for 53 days. The root apices of groups I and III were perforated, while those of groups II and IV remained intact. After the experimental periods, the animals were euthanized and the anatomic pieces containing the roots were processed and stained with the Brown & Brenn method to assess the presence and distribution of microorganisms. The incidence of microorganisms at different sites of the roots and periapical lesions was analyzed statistically by the chi-square test at 5% significance level. All groups presented microorganisms in the entire root canal system. A larger number of microorganisms was observed on the root canal walls, apical delta and dentinal tubules (p<0.05), followed by cementum and cemental resorption areas. In spite of the different periods of exposure to the oral environment, the methods used for induction of periapical periodontitis yielded similar distribution of microorganisms in the root canal system.

Distribution of biotypes and leukotoxic activity of Aggregatibacter actinomycetemcomitans isolated from Brazilian patients with chronic periodontitis

Aggregatibacter actinomycetemcomitans is an important etiologic agent of the periodontitis and is associated with extra-oral infections. In this study, the detection of the ltxA gene as well as the ltx promoter region from leukotoxic A. actinomycetemcomitans isolated from 50 Brazilian patients with periodontitis and 50 healthy subjects was performed. The leukotoxic activity on HL-60 cells was also evaluated. Leukotoxic activity was determined using a trypan blue exclusion method. The 530 bp deletion in the promoter region was evaluated by PCR using a PRO primer pair. A. actinomycetemcomitans was detected by culture and directly from crude subgingival biofilm by PCR using specific primers. By culture, A. actinomycetemcomitans was detected in nine (18%) of the periodontal patients and one (2%) healthy subject. However, by PCR, this organism was detected in 44% of the periodontal patients and in 16% of the healthy subjects. It was verified a great discrepancy between PCR detection of the ltx operon promoter directly from crude subgingival biofilm and from bacterial DNA. Only one periodontal sample harbored highly leukotoxic A. actinomycetemcomitans. Moreover, biotype II was the most prevalent and no correlation between biotypes and leukotoxic activity was observed. The diversity of leukotoxin expression by A. actinomycetemcomitans suggests a role of this toxin in the pathogenesis of periodontal disease and other infectious diseases.