Search results for " Statistical"
showing 10 items of 1649 documents
Surrogate Data Analysis for Assessing the Significance of the Coherence Function
2004
In cardiovascular variability analysis, the significance of the coupling between two time series is commonly assessed by setting a threshold level in the coherence function. While traditionally used statistical tests consider only the parameters of the adopted estimator, the required zero-coherence level may be affected by some features of the observed series. In this study, three procedures, based on the generation of surrogate series sharing given properties with the original but being structurally uncoupled, were considered: independent identically distributed (IID), Fourier transform (FT), and autoregressive (AR). IID surrogates maintained the distribution of the original series, while …
Evolution of worldwide stock markets, correlation structure and correlation based graphs
2011
We investigate the daily correlation present among market indices of stock exchanges located all over the world in the time period Jan 1996 - Jul 2009. We discover that the correlation among market indices presents both a fast and a slow dynamics. The slow dynamics reflects the development and consolidation of globalization. The fast dynamics is associated with critical events that originate in a specific country or region of the world and rapidly affect the global system. We provide evidence that the short term timescale of correlation among market indices is less than 3 trading months (about 60 trading days). The average values of the non diagonal elements of the correlation matrix, corre…
Diffusion of naltrexone across reconstituted human oral epithelium and histomorphological features
2006
Abstract In transbuccal absorption a major limitation could be the low permeability of the mucosa which implies low drug bioavailability. The ability of naltrexone hydrochloride (NLX) to penetrate a resembling histologically human buccal mucosa was assessed and the occurrence of any histomorphological changes observed. We used reconstituted human oral (RHO) non-keratinised epithelium as mucosal section and a Transwell diffusion cells system as bicompartmental model. Buccal permeation was expressed in terms of drug flux ( J s ) and permeability coefficients ( K p ). Data were collected using both artificial and natural human saliva. The main finding was that RHO does not restrain NLX permeat…
Comparison of HapMap and 1000 genomes reference panels in a large-scale genome-wide association study
2017
An increasing number of genome-wide association (GWA) studies are now using the higher resolution 1000 Genomes Project reference panel (1000G) for imputation, with the expectation that 1000G imputation will lead to the discovery of additional associated loci when compared to HapMap imputation. In order to assess the improvement of 1000G over HapMap imputation in identifying associated loci, we compared the results of GWA studies of circulating fibrinogen based on the two reference panels. Using both HapMap and 1000G imputation we performed a meta-analysis of 22 studies comprising the same 91,953 individuals. We identified six additional signals using 1000G imputation, while 29 loci were ass…
La valutazione neuropsicologica tra significatività statistica e clinica
2008
Aspetti statistici e clinici pervadono tutte le fasi della valutazione neuropsicologica, dalla scelta dei test alla loro restituzione. Il presente articolo, utilizzando i dati di due ricerche come esempio, mette in evidenza l’importanza di ognuno dei due aspetti e di come questi influenzino le diverse fasi del processo di valutazione neuropsicologica e soprattutto la decisione finale e l’eventuale intervento.
Mapping field-scale spatial patterns of size and activity of the denitrifier community
2009
International audience; There is ample evidence that microbial processes can exhibit large variations in activity on a field scale. However, very little is known about the spatial distribution of the microbial communities mediating these processes. Here we used geostatistical modelling to explore spatial patterns of size and activity of the denitrifying community, a functional guild involved in N-cycling, in a grassland field subjected to different cattle grazing regimes. We observed a non-random distribution pattern of the size of the denitrifier community estimated by quantification of the denitrification genes copy numbers with a macro-scale spatial dependence (6–16 m) and mapped the dis…
Role of noise in a market model with stochastic volatility
2006
We study a generalization of the Heston model, which consists of two coupled stochastic differential equations, one for the stock price and the other one for the volatility. We consider a cubic nonlinearity in the first equation and a correlation between the two Wiener processes, which model the two white noise sources. This model can be useful to describe the market dynamics characterized by different regimes corresponding to normal and extreme days. We analyze the effect of the noise on the statistical properties of the escape time with reference to the noise enhanced stability (NES) phenomenon, that is the noise induced enhancement of the lifetime of a metastable state. We observe NES ef…
Langevin Approach to Understand the Noise of Microwave Transistors
2004
A Langevin approach to understand the noise of microwave devices is presented. The device is represented by its equivalent circuit with the internal noise sources included as stochastic processes. From the circuit network analysis, a stochastic integral equation for the output voltage is derived and from its power spectrum the noise figure as a function of the operating frequency is obtained. The theoretical results have been compared with experimental data obtained by the characterization of an HEMT transistor series (NE20283A, by NEC) from 6 to 18 GHz at a low noise bias point. The reported procedure exhibits good accuracy, within the typical uncertainty range of any experimental determin…
Instability of Equilibrium States for Coupled Heat Reservoirs at Different Temperatures
2007
Abstract We consider quantum systems consisting of a “small” system coupled to two reservoirs (called open systems). We show that such systems have no equilibrium states normal with respect to any state of the decoupled system in which the reservoirs are at different temperatures, provided that either the temperatures or the temperature difference divided by the product of the temperatures are not too small. Our proof involves an elaborate spectral analysis of a general class of generators of the dynamics of open quantum systems, including quantum Liouville operators (“positive temperature Hamiltonians”) which generate the dynamics of the systems under consideration.
Quantum and Classical Statistical Mechanics of the Integrable Models in 1 + 1 Dimensions
1990
In a short but remarkable paper Yang and Yang [1] showed that the free energy of a model system consisting of N bosons on a line with repulsive δ-function interactions was given by a set of coupled integral equations. The Yangs’ chosen model is in fact the repulsive version of the quantum Nonlinear Schrodinger (NLS) model. We have shown that with appropriate extensions and different dispersion relations and phase shifts similar formulae apply to ‘all’ of the integrable models quantum or classical. These models include the sine-Gordon (s-G) and sinh-Gordon (sinh-G) models, the two NLS models (attractive and repulsive), the Landau-Lifshitz (L-L’) model which includes all four previous models,…