Tsallis statistics and gradually truncated Levy flight - distribution of an economical index

Tsallis postulated a generalized form for entropy and give rise to a new statistics now known as Tsallis statistics. In the present work, we compare the Tsallis statistics with the gradually truncated Levy flight, and discuss the distribution of an economical index-the Standard and Poor's 500-using the values of standard deviation as calculated by our model. We find that both statistics give almost the same distribution. Thus we feel that gradual truncation of Levy distribution, after certain critical step size for describing complex systems, is a requirement of generalized thermodynamics or similar. The gradually truncated Levy flight is based on physical considerations and bring a better physical picture of the dynamics of the whole system. Tsallis statistics gives a theoretical support. Both statistics together can be utilized for the development of a more exact portfolio theory or to understand better the complexities in human and financial behaviors. A comparison of both statistics is made. (C) 2002 Published by Elsevier B.V. B.V.

Squeezed K+K- correlations in high energy heavy ion collisions

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Solution of Space-Time Fractional Schrödinger Equation Occurring in Quantum Mechanics

Dedicated to Professor A.M. Mathai on the occasion of his 75-th birthday. Mathematics Subject Classi¯cation 2010: 26A33, 44A10, 33C60, 35J10.

Stress distribution in orthodontic mini-implants

The objective of this study was to evaluate the stress distribution in the resin in contact with the spirals of cylindrical and conical mini-implants, when submitted to lateral load and insertion torsion. A photoelastic model was fabricated using transparent gelatin to simulate the alveolar bone. The model was observed with a plane polariscope and photographically recorded before and after activation of the two screws with a lateral force and torsion. The lateral force application caused bending moments on both mini-implants, with the uprising of fringes or isochromatics, characteristics of stresses, along the threads of the mini-implants and in the apex. When the torsion was exerted in the mini-implants, a great concentration of stress upraised close to the apex. The conclusion was that, comparing conical with cylindrical mini-implants under lateral load, the stresses were similar on the traction sides. The differences appear (1) on the apex, where the cylindrical mini-implant showed a greater concentration of stress, and (2) along the spirals, in the compression side, where the conical mini-implant showed a greater concentration of stress. The greater part of the stress produced by both mini-implants, after torsion load in insertion, were concentrated on the apex. With the cylindrical mini-implant, the greater concentration of tension was close to the apex, while with the conical one, the stresses were distributed along a greater amount of apical threads.

The gradually truncated Levy flight for systems with power-law distributions

Power-law distributions have been observed in various economical and physical systems. Levy flights have infinite variance which discourage a physical approach. We introduce a class of stochastic processes, the gradually truncated Levy flight in which large steps of a Levy flight are gradually eliminated. It has finite variance and the system can be analyzed in a closed form. We applied the present method to explain the distribution of a particular economical index. The present method can be applied to describe time series in a variety of fields, i.e. turbulent flow, anomalous diffusion, polymers, etc. (C) 1999 Elsevier B.V. B.V. All rights reserved.

Two-dimensional nonlinear map characterized by tunable Levy flights

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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.

Regional and socioeconomic distribution of household food availability in Brazil, in 2008-2009

OBJECTIVE: To describe the regional and socioeconomic distribution of household food availability in Brazil. METHODS: Data from the 2008-2009 Household Budget Survey on food and beverage acquisition for household consumption, conducted by the Instituto Brasileiro de Geografia e Estatistica (Brazilian Institute of Geography and Statistics), were analyzed. The amounts of foods, recorded during seven consecutive days in the 55,970 sample households, were converted into calories and nutrients. Food quality indicators were constructed and analyzed according to the regional and socioeconomic strata of the Brazilian population. RESULTS: The amount of energy from protein was adequate in all regional and socioeconomic strata. On the other hand, an excess of free sugars and fats was observed in all regions of the country, especially in the Southern and Southeastern regions. The proportion of saturated fats was high in urban areas and consistent with the greater contribution of animal-derived products. Limited availability of fruits and vegetables was found in all regions. An increase in the fat content and reduction in carbohydrate content of the diet were observed with the increase in income. CONCLUSIONS: The negative characteristics of the Brazilian diet observed at the end of the first decade of the 21(st) century indicate the need to prioritize public policies for the promotion of healthy eating.

Levy stable distributions via associated integral transform

We present a method of generation of exact and explicit forms of one-sided, heavy-tailed Levy stable probability distributions g(alpha)(x), 0 <= x < infinity, 0 < alpha < 1. We demonstrate that the knowledge of one such a distribution g a ( x) suffices to obtain exactly g(alpha)p ( x), p = 2, 3, .... Similarly, from known g(alpha)(x) and g(beta)(x), 0 < alpha, beta < 1, we obtain g(alpha beta)( x). The method is based on the construction of the integral operator, called Levy transform, which implements the above operations. For a rational, alpha = l/k with l < k, we reproduce in this manner many of the recently obtained exact results for g(l/k)(x). This approach can be also recast as an application of the Efros theorem for generalized Laplace convolutions. It relies solely on efficient definite integration. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4709443]

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.