998 resultados para compound extremal processes
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Radiotherapy has been a method of choice in cancer treatment for a number of years. Mathematical modeling is an important tool in studying the survival behavior of any cell as well as its radiosensitivity. One particular cell under investigation is the normal T-cell, the radiosensitivity of which may be indicative to the patient's tolerance to radiation doses.^ The model derived is a compound branching process with a random initial population of T-cells that is assumed to have compound distribution. T-cells in any generation are assumed to double or die at random lengths of time. This population is assumed to undergo a random number of generations within a period of time. The model is then used to obtain an estimate for the survival probability of T-cells for the data under investigation. This estimate is derived iteratively by applying the likelihood principle. Further assessment of the validity of the model is performed by simulating a number of subjects under this model.^ This study shows that there is a great deal of variation in T-cells survival from one individual to another. These variations can be observed under normal conditions as well as under radiotherapy. The findings are in agreement with a recent study and show that genetic diversity plays a role in determining the survival of T-cells. ^
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We study the limit behaviour of the sequence of extremal processes under a regularity condition on the norming sequence ζn and asymptotic negligibility of the max-increments of Yn.
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2000 Mathematics Subject Classification: 60G70, 60G18.
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In this note we discuss upper and lower bound for the ruin probability in an insurance model with very heavy-tailed claims and interarrival times.
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2000 Mathematics Subject Classification: 60G70, 60F12, 60G10.
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2000 Mathematics Subject Classification: Primary 60G51, secondary 60G70, 60F17.
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This paper provides a new and accessible approach to establishing certain results concerning the discounted penalty function. The direct approach consists of two steps. In the first step, closed-form expressions are obtained in the special case in which the claim amount distribution is a combination of exponential distributions. A rational function is useful in this context. For the second step, one observes that the family of combinations of exponential distributions is dense. Hence, it suffices to reformulate the results of the first step to obtain general results. The surplus process has downward and upward jumps, modeled by two independent compound Poisson processes. If the distribution of the upward jumps is exponential, a series of new results can be obtained with ease. Subsequently, certain results of Gerber and Shiu [H. U. Gerber and E. S. W. Shiu, North American Actuarial Journal 2(1): 48–78 (1998)] can be reproduced. The two-step approach is also applied when an independent Wiener process is added to the surplus process. Certain results are related to Zhang et al. [Z. Zhang, H. Yang, and S. Li, Journal of Computational and Applied Mathematics 233: 1773–1 784 (2010)], which uses different methods.
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This thesis is devoted to the study of some stochastic models in inventories. An inventory system is a facility at which items of materials are stocked. In order to promote smooth and efficient running of business, and to provide adequate service to the customers, an inventory materials is essential for any enterprise. When uncertainty is present, inventories are used as a protection against risk of stock out. It is advantageous to procure the item before it is needed at a lower marginal cost. Again, by bulk purchasing, the advantage of price discounts can be availed. All these contribute to the formation of inventory. Maintaining inventories is a major expenditure for any organization. For each inventory, the fundamental question is how much new stock should be ordered and when should the orders are replaced. In the present study, considered several models for single and two commodity stochastic inventory problems. The thesis discusses two models. In the first model, examined the case in which the time elapsed between two consecutive demand points are independent and identically distributed with common distribution function F(.) with mean (assumed finite) and in which demand magnitude depends only on the time elapsed since the previous demand epoch. The time between disasters has an exponential distribution with parameter . In Model II, the inter arrival time of disasters have general distribution (F.) with mean ( ) and the quantity destructed depends on the time elapsed between disasters. Demands form compound poison processes with inter arrival times of demands having mean 1/. It deals with linearly correlated bulk demand two
Commodity inventory problem, where each arrival demands a random number of items of each commodity C1 and C2, the maximum quantity demanded being a (< S1) and b(
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2000 Mathematics Subject Classification: 60G70, 60F05.
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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Effluents originated in cellulose pulp manufacturing processes are usually toxic and recalcitrant, specially the bleaching effluents, which exhibit high contents of aromatic compounds (e.g. residual lignin derivates). Although biological processes are normally used, their efficiency for the removal of toxic lignin derivates is low. The toxicity and recalcitrance of a bleached Kraft pulp mill were assessed through bioassays and ultraviolet absorption measurements, i.e. acid soluble lignin (ASL), UV(280), and specific ultraviolet absorption (SUVA), before and after treatment by an integrated system comprised of an anaerobic packed-bed bioreactor and oxidation step with ozone. Furthermore, adsorbable organic halides (AOX) were measured. The results demonstrated not only that the toxic recalcitrant compounds can be removed successfully using integrated system, but also the ultraviolet absorption measurements can be an interesting control-parameter in a wastewater treatment.
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In this work, we present the simulation, fabrication and characterization of a tunable Bragg filter employing amorphous dielectric films deposited by plasma enhanced chemical vapor deposition technique on a crystalline silicon substrate. The optical device was built using conventional microelectronic processes and consisted of fifteen periodic intervals of Si3N4 layers separated by air with appropriated thickness and lengths to produce transmittance attenuation peaks in the visible region. For this, previous simulations were realized based in the optical parameters of the dielectric film, which were extracted from ellipsometry and profilometry techniques. For the characterization of the optical interferential filter, a 633 nm monochromatic light was injected on the filter, and then the transmitted output light was collected and conducted to a detector through an optical waveguide made also of amorphous dielectric layers. Afterwards, the optical filter was mounted on a Peltier thermoelectric device in order to control the temperature of the optical device. When the temperature of filter changes, a refractive index variation is originated in the dielectric film due to the thermo-optic effect, producing a shift of attenuation peak, which can be well predicted by numerical simulations. This characteristic allows this device to be used as a thermo-optic sensor. (C) 2007 Elsevier B.V. All rights reserved.
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Aquaporins (AQPs) are membrane channels that conduct water and small solutes such as glycerol and are involved in many physiological functions. Aquaporin-based modulator drugs are predicted to be of broad potential utility in the treatment of several diseases. Until today few AQP inhibitors have been described as suitable candidates for clinical development. Here we report on the potent inhibition of AQP3 channels by gold(III) complexes screened on human red blood cells (hRBC) and AQP3-transfected PC12 cells by a stopped-flow method. Among the various metal compounds tested, Auphen is the most active on AQP3 (IC(50) = 0.8±0.08 µM in hRBC). Interestingly, the compound poorly affects the water permeability of AQP1. The mechanism of gold inhibition is related to the ability of Au(III) to interact with sulphydryls groups of proteins such as the thiolates of cysteine residues. Additional DFT and modeling studies on possible gold compound/AQP adducts provide a tentative description of the system at a molecular level. The mapping of the periplasmic surface of an homology model of human AQP3 evidenced the thiol group of Cys40 as a likely candidate for binding to gold(III) complexes. Moreover, the investigation of non-covalent binding of Au complexes by docking approaches revealed their preferential binding to AQP3 with respect to AQP1. The high selectivity and low concentration dependent inhibitory effect of Auphen (in the nanomolar range) together with its high water solubility makes the compound a suitable drug lead for future in vivo studies. These results may present novel metal-based scaffolds for AQP drug development.