Improved algorithms for rare event simulation with heavy tails

The estimation of P(S-n > u) by simulation, where S, is the sum of independent. identically distributed random varibles Y-1,..., Y-n, is of importance in many applications. We propose two simulation estimators based upon the identity P(S-n > u) = nP(S, > u, M-n = Y-n), where M-n = max(Y-1,..., Y-n). One estimator uses importance sampling (for Y-n only), and the other uses conditional Monte Carlo conditioning upon Y1,..., Yn-1. Properties of the relative error of the estimators are derived and a numerical study given in terms of the M/G/1 queue in which n is replaced by an independent geometric random variable N. The conclusion is that the new estimators compare extremely favorably with previous ones. In particular, the conditional Monte Carlo estimator is the first heavy-tailed example of an estimator with bounded relative error. Further improvements are obtained in the random-N case, by incorporating control variates and stratification techniques into the new estimation procedures.

Heavy tails, importance sampling and cross-entropy

We consider the problem of estimating P(Yi + (...) + Y-n > x) by importance sampling when the Yi are i.i.d. and heavy-tailed. The idea is to exploit the cross-entropy method as a toot for choosing good parameters in the importance sampling distribution; in doing so, we use the asymptotic description that given P(Y-1 + (...) + Y-n > x), n - 1 of the Yi have distribution F and one the conditional distribution of Y given Y > x. We show in some specific parametric examples (Pareto and Weibull) how this leads to precise answers which, as demonstrated numerically, are close to being variance minimal within the parametric class under consideration. Related problems for M/G/l and GI/G/l queues are also discussed.

Brief note on the variation of constants formula for fuzzy differential equations

This note gives a theory of state transition matrices for linear systems of fuzzy differential equations. This is used to give a fuzzy version of the classical variation of constants formula. A simple example of a time-independent control system is used to illustrate the methods. While similar problems to the crisp case arise for time-dependent systems, in time-independent cases the calculations are elementary solutions of eigenvalue-eigenvector problems. In particular, for nonnegative or nonpositive matrices, the problems at each level set, can easily be solved in MATLAB to give the level sets of the fuzzy solution. (C) 2002 Elsevier Science B.V. All rights reserved.

A simple formula for the average gate fidelity of a quantum dynamical operation

This Letter presents a simple formula for the average fidelity between a unitary quantum gate and a general quantum operation on a qudit, generalizing the formula for qubits found by Bowdrey et al. [Phys. Lett. A 294 (2002) 258]. This formula may be useful for experimental determination of average gate fidelity. We also give a simplified proof of a formula due to Horodecki et al. [Phys. Rev. A 60 (1999) 1888], connecting average gate fidelity to entanglement fidelity. (C) 2002 Elsevier Science B.V. All rights reserved.

Novel foods across the lifespan: From infant formula to impact on ageing

The purpose of the present paper was to examine the scope of novel foods in improving and/or preventing the nutritional disorders in different stages of lifespan. First, attempts were made to review the current trend and magnitude of the nutritional problems in each of the stages starting from fetal development to old age. The paper then describes the possible potential role of novel foods in alleviating and/or preventing these nutritional/health problems. The conclusion made is that the novel foods have a great potential for improving the overall nutritional status throughout the lifespan, thereby reducing the risk of early death or disability due to chronic diseases. However, to achieve a noticeable impact of novel foods on public health, efforts are needed to ensure that these foods are available and affordable to the population most at risk.

Colet??nea de pol??ticas p??blicas: volume 1: algumas considera????es sobre a representa????o de interesses no processo de formula????o de pol??ticas p??blicas

O principal objetivo deste livro ?? constituir uma fonte de pesquisa para o estudo do processo de produ????o e implementa????o de pol??ticas p??blicas. Por meio de textos selecionados, analisa-se o pr??prio conceito de pol??ticas p??blicas, discute-se as defini????es utilizadas para distinguir suas diversas fases e apresenta-se algumas das principais correntes te??ricas de an??lise sobre o processo de pol??ticas p??blicas.

A Proposta de Acolhimento: sua formula????o e implementa????o nas unidades de aten????o prim??ria do Sistema ??nico de Sa??de no Munic??pio de Belo Horizonte

A proposta de acolhimento teve por objetivo garantir o acesso ??s Unidades de Aten????o Prim??ria do Sistema ??nico de Sa??de (SUS) em Belo Horizonte, Minas Gerais. Este trabalho analisa e tenta compreender a not??vel dist??ncia entre a proposi????o e a execu????o da proposta neste munic??pio. Usando contribui????es te??ricas do campo tem??tico das pol??ticas p??blicas na an??lise do contexto pol??tico-administrativo em que se desenvolveu a proposta, e utilizando as informa????es obtidas na pesquisa de campo com os principais idealizadores da proposta e alguns trabalhadores e usu??rios, foram identificadas, na sua formula????o e implanta????o, informa????es que ajudam a entender a dist??ncia observada.

Or??amento p??blico: an??lise da formula????o de estrat??gias sob a perspectiva do planejamento emancipat??rio e desenvolvimentista

Este artigo tem como finalidade analisar a formula????o de estrat??gia no or??amento p??blico sob a perspectiva do planejamento emancipat??rio e desenvolvimentista. Al??m disso, busca-se descrever a reforma gerencial da administra????o p??blica federal e identificar quais as respectivas contribui????es para o aprimoramento da gest??o estrat??gica do or??amento p??blico. Apresenta-se como referencial a teoria do planejamento, abordando temas relacionados com administra????o p??blica, formula????o estrat??gica, planejamento emancipat??rio, or??amento p??blico e desenvolvimentismo. A an??lise da teoria foca as rela????es entre os elementos do planejamento: or??amento e estrat??gia, com base emancipat??ria. Descreve-se a reforma gerencial da administra????o p??blica e suas consequ??ncias para a gest??o estrat??gica or??ament??ria. Emite-se considera????es sob a perspectiva emancipat??ria do or??amento p??blico, com rela????o ?? formula????o estrat??gica e ?? vis??o desenvolvimentista.

Aloe vera-based formula as emollient on horses' hooves

The present study aimed at developing an Aloe vera-based formula for topical use on horse hoof and evaluating whether the treatment affects hooves growth and balance. Six healthy male horses between the ages of 3 and 17 years (12±5.25) were used, all semi-confined animals for breeding purposes. Before beginning A. vera treatment, animals underwent two trimming procedures with a 45 days-interval. After the second trimming, one of the forelimbs and one of the hindlimbs of 4 horses was weekly treated by topical application of the glycolic extract of A. vera at 20%. The contralateral limb, randomly chosen, received the extract at 50%. The hooves of the other animals were treated with propylene glycol. Treatment was done for 225 days and, during this time, animals underwent periodic trimming. Variables related to growth and balance of the hooves were measured before and after trimming. Data were analyzed using chi-square test and regression analysis at 5% significance. Growth rate of the hooves was not related to treatment. On the other hand, the 50% extract was related to the majority of the hooves in balance (p<0.05). Results suggest that a weekly topical treatment with A. vera glycolic extract does not improve the growth rate of the hooves; however, when applied at a high concentration, it improves their balance.

Projecto suspensão formula student

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Mecânica

Projecto de um sistema de transmissão de um veículo de competição formula student

Dissertação apresentada na Faculdade de Ciência e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia Mecânica.

Concepção e projecto de um chassis para um veículo de tipo formula student

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia Mecânica