A simple randomized algorithm for consistent sequential prediction of ergodic time series

We present a simple randomized procedure for the prediction of a binary sequence. The algorithm uses ideas from recent developments of the theory of the prediction of individual sequences. We show that if thesequence is a realization of a stationary and ergodic random process then the average number of mistakes converges, almost surely, to that of the optimum, given by the Bayes predictor.

Can future systemic financial risks be quantified?: ergodic vs nonergodic stochastic processes

Different axioms underlie efficient market theory and Keynes's liquidity preference theory. Efficient market theory assumes the ergodic axiom. Consequently, today's decision makers can calculate with actuarial precision the future value of all possible outcomes resulting from today's decisions. Since in an efficient market world decision makers "know" their intertemporal budget constraints, decision makers never default on a loan, i.e., systemic defaults, insolvencies, and bankruptcies are impossible. Keynes liquidity preference theory rejects the ergodic axiom. The future is ontologically uncertain. Accordingly systemic defaults and insolvencies can occur but can never be predicted in advance.

Parameter Estimation in Minification Processes

In this article it is proved that the stationary Markov sequences generated by minification models are ergodic and uniformly mixing. These results are used to establish the optimal properties of estimators for the parameters in the model. The problem of estimating the parameters in the exponential minification model is discussed in detail.

Birth-death processes with disaster and instantaneous resurrection

A new structure with the special property that instantaneous resurrection and mass disaster are imposed on an ordinary birth-death process is considered. Under the condition that the underlying birth-death process is exit or bilateral, we are able to give easily checked existence criteria for such Markov processes. A very simple uniqueness criterion is also established. All honest processes are explicitly constructed. Ergodicity properties for these processes are investigated. Surprisingly, it can be proved that all the honest processes are not only recurrent but also ergodic without imposing any extra conditions. Equilibrium distributions are then established. Symmetry and reversibility of such processes are also investigated. Several examples are provided to illustrate our results.

Existence and uniqueness of Q-processes with a given finite μ-invariant measure

Let Q be a stable and conservative Q-matrix over a countable state space S consisting of an irreducible class C and a single absorbing state 0 that is accessible from C. Suppose that Q admits a finite mu-subinvariant measure in on C. We derive necessary and sufficient conditions for there to exist a Q-process for which m is mu-invariant on C, as well as a necessary condition for the uniqueness of such a process.

On the existence of uni-instantaneous Q-processes with a given finite mu-invariant measure

Let S be a countable set and let Q = (q(ij), i, j is an element of S) be a conservative q-matrix over S with a single instantaneous state b. Suppose that we are given a real number mu >= 0 and a strictly positive probability measure m = (m(j), j is an element of S) such that Sigma(i is an element of S) m(i)q(ij) = -mu m(j), j 0 b. We prove that there exists a Q-process P(t) = (p(ij) (t), i, j E S) for which m is a mu-invariant measure, that is Sigma(i is an element of s) m(i)p(ij)(t) = e(-mu t)m(j), j is an element of S. We illustrate our results with reference to the Kolmogorov 'K 1' chain and a birth-death process with catastrophes and instantaneous resurrection.

Geochemistry Of Acid Mine Drainage From A Coal Mining Area And Processes Controlling Metal Attenuation In Stream Waters, Southern Brazil.

Acid drainage influence on the water and sediment quality was investigated in a coal mining area (southern Brazil). Mine drainage showed pH between 3.2 and 4.6 and elevated concentrations of sulfate, As and metals, of which, Fe, Mn and Zn exceeded the limits for the emission of effluents stated in the Brazilian legislation. Arsenic also exceeded the limit, but only slightly. Groundwater monitoring wells from active mines and tailings piles showed pH interval and chemical concentrations similar to those of mine drainage. However, the river and ground water samples of municipal public water supplies revealed a pH range from 7.2 to 7.5 and low chemical concentrations, although Cd concentration slightly exceeded the limit adopted by Brazilian legislation for groundwater. In general, surface waters showed large pH range (6 to 10.8), and changes caused by acid drainage in the chemical composition of these waters were not very significant. Locally, acid drainage seemed to have dissolved carbonate rocks present in the local stratigraphic sequence, attenuating the dispersion of metals and As. Stream sediments presented anomalies of these elements, which were strongly dependent on the proximity of tailings piles and abandoned mines. We found that precipitation processes in sediments and the dilution of dissolved phases were responsible for the attenuation of the concentrations of the metals and As in the acid drainage and river water mixing zone. In general, a larger influence of mining activities on the chemical composition of the surface waters and sediments was observed when enrichment factors in relation to regional background levels were used.

Construction Of A Manual Of Work Processes And Techniques From Centro De Dispensação De Medicamentos De Alto Custo (cedmac), Hospital De Clínicas, Unicamp.

The Centers for High Cost Medication (Centros de Medicação de Alto Custo, CEDMAC), Health Department, São Paulo were instituted by project in partnership with the Clinical Hospital of the Faculty of Medicine, USP, sponsored by the Foundation for Research Support of the State of São Paulo (Fundação de Amparo à Pesquisa do Estado de São Paulo, FAPESP) aimed at the formation of a statewide network for comprehensive care of patients referred for use of immunobiological agents in rheumatological diseases. The CEDMAC of Hospital de Clínicas, Universidade Estadual de Campinas (HC-Unicamp), implemented by the Division of Rheumatology, Faculty of Medical Sciences, identified the need for standardization of the multidisciplinary team conducts, in face of the specificity of care conducts, verifying the importance of describing, in manual format, their operational and technical processes. The aim of this study is to present the methodology applied to the elaboration of the CEDMAC/HC-Unicamp Manual as an institutional tool, with the aim of offering the best assistance and administrative quality. In the methodology for preparing the manuals at HC-Unicamp since 2008, the premise was to obtain a document that is participatory, multidisciplinary, focused on work processes integrated with institutional rules, with objective and didactic descriptions, in a standardized format and with electronic dissemination. The CEDMAC/HC-Unicamp Manual was elaborated in 10 months, with involvement of the entire multidisciplinary team, with 19 chapters on work processes and techniques, in addition to those concerning the organizational structure and its annexes. Published in the electronic portal of HC Manuals in July 2012 as an e-Book (ISBN 978-85-63274-17-5), the manual has been a valuable instrument in guiding professionals in healthcare, teaching and research activities.

Agrin And Perlecan Mediate Tumorigenic Processes In Oral Squamous Cell Carcinoma.

Oral squamous cell carcinoma is the most common type of cancer in the oral cavity, representing more than 90% of all oral cancers. The characterization of altered molecules in oral cancer is essential to understand molecular mechanisms underlying tumor progression as well as to contribute to cancer biomarker and therapeutic target discovery. Proteoglycans are key molecular effectors of cell surface and pericellular microenvironments, performing multiple functions in cancer. Two of the major basement membrane proteoglycans, agrin and perlecan, were investigated in this study regarding their role in oral cancer. Using real time quantitative PCR (qRT-PCR), we showed that agrin and perlecan are highly expressed in oral squamous cell carcinoma. Interestingly, cell lines originated from distinct sites showed different expression of agrin and perlecan. Enzymatically targeting chondroitin sulfate modification by chondroitinase, oral squamous carcinoma cell line had a reduced ability to adhere to extracellular matrix proteins and increased sensibility to cisplatin. Additionally, knockdown of agrin and perlecan promoted a decrease on cell migration and adhesion, and on resistance of cells to cisplatin. Our study showed, for the first time, a negative regulation on oral cancer-associated events by either targeting chondroitin sulfate content or agrin and perlecan levels.

In vitro Microfluidic Model For The Study Of Vaso-occlusive Processes.

Vaso-occlusion, responsible for much of the morbidity of sickle-cell disease, is a complex multicellular process, apparently triggered by leukocyte adhesion to the vessel wall. The microcirculation represents a major site of leukocyte-endothelial interactions and vaso-occlusive processes. We have developed a biochip with subdividing interconnecting microchannels that decrease in size (40 μm to 10 μm in width), for use in conjunction with a precise microfluidic device, to mimic cell flow and adhesion through channels of sizes that approach those of the microcirculation. The biochips were utilized to observe the dynamics of the passage of neutrophils and red blood cells, isolated from healthy and sickle-cell anemia (SCA) individuals, through laminin or endothelial adhesion molecule-coated microchannels at physiologically relevant rates of flow and shear stress. Obstruction of E-selectin/intercellular adhesion molecule 1-coated biochip microchannels by SCA neutrophils was significantly greater than that observed for healthy neutrophils, particularly in the microchannels of 40-15 μm in width. Whereas SCA red blood cells alone did not significantly adhere to, or obstruct, microchannels, mixed suspensions of SCA neutrophils and red blood cells significantly adhered to and obstructed laminin-coated channels. Results from this in vitro microfluidic model support a primary role for leukocytes in the initiation of SCA occlusive processes in the microcirculation. This assay represents an easy-to-use and reproducible in vitro technique for understanding molecular mechanisms and cellular interactions occurring in subdividing microchannels of widths approaching those observed in the microvasculature. The assay could hold potential for testing drugs developed to inhibit occlusive mechanisms such as those observed in SCA and thrombotic diseases.

Scavenging processes of atmospheric particulate matter: a numerical modeling of case studies

Below cloud scavenging processes have been investigated considering a numerical simulation, local atmospheric conditions and particulate matter (PM) concentrations, at different sites in Germany. The below cloud scavenging model has been coupled with bulk particulate matter counter TSI (Trust Portacounter dataset, consisting of the variability prediction of the particulate air concentrations during chosen rain events. The TSI samples and meteorological parameters were obtained during three winter Campaigns: at Deuselbach, March 1994, consisting in three different events; Sylt, April 1994 and; Freiburg, March 1995. The results show a good agreement between modeled and observed air concentrations, emphasizing the quality of the conceptual model used in the below cloud scavenging numerical modeling. The results between modeled and observed data have also presented high square Pearson coefficient correlations over 0.7 and significant, except the Freiburg Campaign event. The differences between numerical simulations and observed dataset are explained by the wind direction changes and, perhaps, the absence of advection mass terms inside the modeling. These results validate previous works based on the same conceptual model.

Biogeochemical processes and the diversity of Nhecolândia lakes, Brazil

The Pantanal of Nhecolândia, the world's largest and most diversified field of tropical lakes, comprises approximately 10,000 lakes, which cover an area of 24,000 km² and vary greatly in salinity, pH, alkalinity, colour, physiography and biological activity. The hyposaline lakes have variable pHs, low alkalinity, macrophytes and low phytoplankton densities. The saline lakes have pHs above 9 or 10, high alkalinity, a high density of phytoplankton and sand beaches. The cause of the diversity of these lakes has been an open question, which we have addressed in our research. Here we propose a hybrid process, both geochemical and biological, as the main cause, including (1) a climate with an important water deficit and poverty in Ca2+ in both superficial and phreatic waters; and (2) an elevation of pH during cyanobacteria blooms. These two aspects destabilise the general tendency of Earth's surface waters towards a neutral pH. This imbalance results in an increase in the pH and dissolution of previously precipitated amorphous silica and quartzose sand. During extreme droughts, amorphous silica precipitates in the inter-granular spaces of the lake bottom sediment, increasing the isolation of the lake from the phreatic level. This paper discusses this biogeochemical problem in the light of physicochemical, chemical, altimetric and phytoplankton data.

Learning processes and the neural analysis of conditioning

Classical and operant conditioning principles, such as the behavioral discrepancy-derived assumption that reinforcement always selects antecedent stimulus and response relations, have been studied at the neural level, mainly by observing the strengthening of neuronal responses or synaptic connections. A review of the literature on the neural basis of behavior provided extensive scientific data that indicate a synthesis between the two conditioning processes based mainly on stimulus control in learning tasks. The resulting analysis revealed the following aspects. Dopamine acts as a behavioral discrepancy signal in the midbrain pathway of positive reinforcement, leading toward the nucleus accumbens. Dopamine modulates both types of conditioning in the Aplysia mollusk and in mammals. In vivo and in vitro mollusk preparations show convergence of both types of conditioning in the same motor neuron. Frontal cortical neurons are involved in behavioral discrimination in reversal and extinction procedures, and these neurons preferentially deliver glutamate through conditioned stimulus or discriminative stimulus pathways. Discriminative neural responses can reliably precede operant movements and can also be common to stimuli that share complex symbolic relations. The present article discusses convergent and divergent points between conditioning paradigms at the neural level of analysis to advance our knowledge on reinforcement.

Stability and ergodicity of piecewise deterministic Markov processes

The main goal of this paper is to establish some equivalence results on stability, recurrence, and ergodicity between a piecewise deterministic Markov process ( PDMP) {X( t)} and an embedded discrete-time Markov chain {Theta(n)} generated by a Markov kernel G that can be explicitly characterized in terms of the three local characteristics of the PDMP, leading to tractable criterion results. First we establish some important results characterizing {Theta(n)} as a sampling of the PDMP {X( t)} and deriving a connection between the probability of the first return time to a set for the discrete-time Markov chains generated by G and the resolvent kernel R of the PDMP. From these results we obtain equivalence results regarding irreducibility, existence of sigma-finite invariant measures, and ( positive) recurrence and ( positive) Harris recurrence between {X( t)} and {Theta(n)}, generalizing the results of [ F. Dufour and O. L. V. Costa, SIAM J. Control Optim., 37 ( 1999), pp. 1483-1502] in several directions. Sufficient conditions in terms of a modified Foster-Lyapunov criterion are also presented to ensure positive Harris recurrence and ergodicity of the PDMP. We illustrate the use of these conditions by showing the ergodicity of a capacity expansion model.

AVERAGE CONTINUOUS CONTROL OF PIECEWISE DETERMINISTIC MARKOV PROCESSES

This paper deals with the long run average continuous control problem of piecewise deterministic Markov processes (PDMPs) taking values in a general Borel space and with compact action space depending on the state variable. The control variable acts on the jump rate and transition measure of the PDMP, and the running and boundary costs are assumed to be positive but not necessarily bounded. Our first main result is to obtain an optimality equation for the long run average cost in terms of a discrete-time optimality equation related to the embedded Markov chain given by the postjump location of the PDMP. Our second main result guarantees the existence of a feedback measurable selector for the discrete-time optimality equation by establishing a connection between this equation and an integro-differential equation. Our final main result is to obtain some sufficient conditions for the existence of a solution for a discrete-time optimality inequality and an ordinary optimal feedback control for the long run average cost using the so-called vanishing discount approach. Two examples are presented illustrating the possible applications of the results developed in the paper.