Search results for "Calculus"
showing 10 items of 617 documents
Dental calculus evidence of Taï Forest Chimpanzee plant consumption and life history transitions
2015
AbstractDental calculus (calcified dental plaque) is a source of multiple types of data on life history. Recent research has targeted the plant microremains preserved in this mineralised deposit as a source of dietary and health information for recent and past populations. However, it is unclear to what extent we can interpret behaviour from microremains. Few studies to date have directly compared the microremain record from dental calculus to dietary records and none with long-term observation dietary records, thus limiting how we can interpret diet, food acquisition and behaviour. Here we present a high-resolution analysis of calculus microremains from wild chimpanzees (Pan troglodytes ve…
The Bronze Age burials from Cova Dels Blaus (Vall d′Uixó, Castelló, Spain): An approach to palaeodietary reconstruction through dental pathology, occ…
2005
This paper reports a palaeodietary investigation of the human remains found in the collective Bronze Age burial cave from Vall d'Uixó (Castelló, Spain). Dental pathology, tooth wear as well as buccal dental microwear were analysed. Percentages of dental pathologies were compared with Chalcolithic and Bronze Age sites from the same territory. Dental caries, ante-mortem tooth loss, periodontal disease and abscess frequencies indicate a diet rich in carbohydrate foods. However, dental calculus percentages and macroscopic wear patterns suggest a diet not exclusively relying on agricultural resources. In addition, buccal dental microwear density and length by orientation recorded on micrographs …
Empirical study of the dependence of the results of multivariable flexible survival analyses on model selection strategy
2008
Flexible survival models, which avoid assumptions about hazards proportionality (PH) or linearity of continuous covariates effects, bring the issues of model selection to a new level of complexity. Each ‘candidate covariate’ requires inter-dependent decisions regarding (i) its inclusion in the model, and representation of its effects on the log hazard as (ii) either constant over time or time-dependent (TD) and, for continuous covariates, (iii) either loglinear or non-loglinear (NL). Moreover, ‘optimal’ decisions for one covariate depend on the decisions regarding others. Thus, some efficient model-building strategy is necessary. We carried out an empirical study of the impact of the model …
Some approximation properties of ( p , q ) $(p,q)$ -Bernstein operators
2016
This paper is concerned with the $(p,q)$ -analog of Bernstein operators. It is proved that, when the function is convex, the $(p,q)$ -Bernstein operators are monotonic decreasing, as in the classical case. Also, some numerical examples based on Maple algorithms that verify these properties are considered. A global approximation theorem by means of the Ditzian-Totik modulus of smoothness and a Voronovskaja type theorem are proved.
Stationary and non-stationary stochastic response of linear fractional viscoelastic systems
2012
Abstract A method is presented to compute the stochastic response of single-degree-of-freedom (SDOF) structural systems with fractional derivative damping, subjected to stationary and non-stationary inputs. Based on a few manipulations involving an appropriate change of variable and a discretization of the fractional derivative operator, the equation of motion is reverted to a set of coupled linear equations involving additional degrees of freedom, the number of which depends on the discretization of the fractional derivative operator. As a result of the proposed variable transformation and discretization, the stochastic analysis becomes very straightforward and simple since, based on stand…
Le martingale: aspetti teorici ed applicativi
2001
This paper offers an overview on the characteristics of martingales. These latter are markovian processes without underlying trend, in which the stochastic variable depends on its ultimate realisation. Some application fields are in studies relative to financial markets, and especially the derivative securities. Drawing from the theoretical and empirical literature, the main mathematical characteristics are presented. In order to transform processes with increasing or decreasing trends into martingales, the Doob-Meyer decomposition and the change of probability measure approaches can be adopted. Finally, four applications are considered with regard to the pricing of futures, call options an…