Three-dimensional integrable models and associated tangle invariants

In this paper we show that the Boltzmann weights of the three-dimensional Baxter-Bazhanov model give representations of the braid group if some suitable spectral limits are taken. In the trigonometric case we classify all possible spectral limits which produce braid group representations. Furthermore, we prove that for some of them we get cyclotomic invariants of links and for others we obtain tangle invariants generalizing the cyclotomic ones.     

一个强极限定理

设是可列非齐次马氏链，本文通过利用［１］中提出的在Ｗｉｅｎｅｒ概率空间的一种实现，而给出了一个对任意可列非齐次马氏链普遍成立的强极限定理。     

OU型Markov过程的不变测度及弱对偶性

本文研究ＯＵ型Ｍａｒｋｏｖ过程的不变测度、参考测度和弱对偶半群的存在性问题，并得出了不变测度的唯一性。     

Single chain force spectroscopy - Reading the sequence of HP protein models

We study the elastic properties of single A/B random copolymer chains, with a specific sequence and use them as theoretical model for so called HP proteins. HP proteins carry hydrophilic (P) and hydrophobic (H) monomers. We predict a rich structure in the force-extension relations which can be attributed to the information in the sequence. The variational method is used to probe local minima on the path of stretching and releasing for the chain molecules. At a given force, we find multiple configurations which are separated by energy barriers. A collapsed globular configuration consists of several domains which unravel cooperatively. Upon stretching, the unfolding path shows a stepwise pattern corresponding to the unfolding of each domain. While releasing, several cores can be created simultaneously in the middle of the chain, resulting in a different path of collapse. The long-range interactions and stiffness of the chain simplify the potential landscape given by the disorder in sequence. Received 5 March 2002 / Received in final form 16 May 2002 Published online 13 August 2002     

Parametric and Non Homogeneous Semi-Markov Process for HIV Control

In AIDS control, physicians have a growing need to use pragmatically useful and interpretable tools in their daily medical taking care of patients. Semi-Markov process seems to be well adapted to model the evolution of HIV-1 infected patients. In this study, we introduce and define a non homogeneous semi-Markov (NHSM) model in continuous time. Then the problem of finding the equations that describe the biological evolution of patient is studied and the interval transition probabilities are computed. A parametric approach is used and the maximum likelihood estimators of the process are given. A Monte Carlo algorithm is presented for realizing non homogeneous semi-Markov trajectories. As results, interval transition probabilities are computed for distinct times and follow-up has an impact on the evolution of patients.      

Time Consistent Dynamic Risk Measures

We introduce the time-consistency concept that is inspired by the so-called “principle of optimality” of dynamic programming and demonstrate – via an example – that the conditional value-at-risk (CVaR) need not be time-consistent in a multi-stage case. Then, we give the formulation of the target-percentile risk measure which is time-consistent and hence more suitable in the multi-stage investment context. Finally, we also generalize the value-at-risk and CVaR to multi-stage risk measures based on the theory and structure of the target-percentile risk measure.     

Convergence rates for Markov chain order estimates using EDC criterion

The Efficient Determination Criterion (EDC) generalizes the AIC and BIC criteria and provides a class of consistent estimators for the order of a Markov chain with finite state space. In this note, we derive rates of convergence for the EDC estimates. *Partially supported by CNPq, CAPES/PROCAD, FAPDF/PRONEX, FINATEC and FUNPE/UnB. **Partially supported by CAPES.