Search results for "curs"
showing 10 items of 1595 documents
The silicatein propeptide acts as inhibitor/modulator of self-organization during spicule axial filament formation.
2013
Silicateins are crucial enzymes that are involved in formation of the inorganic biosilica scaffold of the spicular skeleton of siliceous sponges. We show that silicatein acquires its structure-guiding and enzymatically active state by processing of silicatein from pro-silicatein to the mature enzyme. A recombinant propeptide (PROP) of silicatein from the siliceous demosponge Suberites domuncula was prepared, and antibodies were raised against the peptide. In sponge tissue, these antibodies reacted with both surface structures and the central region of the spicules. Using phage display expression, spicule-binding 12-mer peptides were identified that are rich in histidine residues. In the pre…
Los profesionales de la organización y gestión de actividad física y deporte en las instalaciones deportivas y entidades : características socio-demo…
2007
Este artículo pertenece al estudio realizado en la Comunidad Valenciana sobre la situación profesional de las personas que trabajan en funciones de actividad física y deporte. Primeramente se contextualiza las tareas de organización y gestión de la actividad física y deporte en el mercado laboral de la actividad física y el deporte y después se detalla aspectos específicos profesionales y técnicos de esta función laboral. Posteriormente se describe, reflexiona y concluye diversos aspectos sobre las características sociodemográficas de las personas que realizan las tareas de organización y gestión de la actividad física y deporte así como sus características formativas y las necesidad de que…
Time delay induced effects on control of linear systems under random excitation
2001
Recursive formulas in terms of statistics of the response of linear systems with time delay under normal white noise input are developed. Two alternative methods are presented, in order to capture the time delay effects. The first is given in an approximate solution obtained by expanding the control force in a Taylor series. The second, available for the stationary solution (if it exists) gets the variance of the controlled system, with time delay in an analytical form. The efficacy loss in terms of statistics of the response is discussed in detail.
A fast and recursive algorithm for clustering large datasets with k-medians
2012
Clustering with fast algorithms large samples of high dimensional data is an important challenge in computational statistics. Borrowing ideas from MacQueen (1967) who introduced a sequential version of the $k$-means algorithm, a new class of recursive stochastic gradient algorithms designed for the $k$-medians loss criterion is proposed. By their recursive nature, these algorithms are very fast and are well adapted to deal with large samples of data that are allowed to arrive sequentially. It is proved that the stochastic gradient algorithm converges almost surely to the set of stationary points of the underlying loss criterion. A particular attention is paid to the averaged versions, which…
Fast Estimation of the Median Covariation Matrix with Application to Online Robust Principal Components Analysis
2017
International audience; The geometric median covariation matrix is a robust multivariate indicator of dispersion which can be extended without any difficulty to functional data. We define estimators, based on recursive algorithms, that can be simply updated at each new observation and are able to deal rapidly with large samples of high dimensional data without being obliged to store all the data in memory. Asymptotic convergence properties of the recursive algorithms are studied under weak conditions. The computation of the principal components can also be performed online and this approach can be useful for online outlier detection. A simulation study clearly shows that this robust indicat…
Large deviations results for subexponential tails, with applications to insurance risk
1996
AbstractConsider a random walk or Lévy process {St} and let τ(u) = inf {t⩾0 : St > u}, P(u)(·) = P(· | τ(u) < ∞). Assuming that the upwards jumps are heavy-tailed, say subexponential (e.g. Pareto, Weibull or lognormal), the asymptotic form of the P(u)-distribution of the process {St} up to time τ(u) is described as u → ∞. Essentially, the results confirm the folklore that level crossing occurs as result of one big jump. Particular sharp conclusions are obtained for downwards skip-free processes like the classical compound Poisson insurance risk process where the formulation is in terms of total variation convergence. The ideas of the proof involve excursions and path decompositions for Mark…
Tridiagonality, supersymmetry and non self-adjoint Hamiltonians
2019
In this paper we consider some aspects of tridiagonal, non self-adjoint, Hamiltonians and of their supersymmetric counterparts. In particular, the problem of factorization is discussed, and it is shown how the analysis of the eigenstates of these Hamiltonians produce interesting recursion formulas giving rise to biorthogonal families of vectors. Some examples are proposed, and a connection with bi-squeezed states is analyzed.
Large systems of path-repellent Brownian motions in a trap at positive temperature
2006
We study a model of $ N $ mutually repellent Brownian motions under confinement to stay in some bounded region of space. Our model is defined in terms of a transformed path measure under a trap Hamiltonian, which prevents the motions from escaping to infinity, and a pair-interaction Hamiltonian, which imposes a repellency of the $N$ paths. In fact, this interaction is an $N$-dependent regularisation of the Brownian intersection local times, an object which is of independent interest in the theory of stochastic processes. The time horizon (interpreted as the inverse temperature) is kept fixed. We analyse the model for diverging number of Brownian motions in terms of a large deviation princip…
Fractional Brownian motion and Martingale-differences
2004
Abstract We generalize a result of Sottinen (Finance Stochastics 5 (2001) 343) by proving an approximation theorem for the fractional Brownian motion, with H> 1 2 , using martingale-differences.
Multivariate GARCH estimation via a Bregman-proximal trust-region method
2011
The estimation of multivariate GARCH time series models is a difficult task mainly due to the significant overparameterization exhibited by the problem and usually referred to as the "curse of dimensionality". For example, in the case of the VEC family, the number of parameters involved in the model grows as a polynomial of order four on the dimensionality of the problem. Moreover, these parameters are subjected to convoluted nonlinear constraints necessary to ensure, for instance, the existence of stationary solutions and the positive semidefinite character of the conditional covariance matrices used in the model design. So far, this problem has been addressed in the literature only in low…