Bootstrapping the Local Periodogram of Locally Stationary Processes

Abstract. Locally stationary processes are non‐stationary stochastic processes the second‐order structure of which varies smoothly over time. In this paper, we develop a method to bootstrap the local periodogram of a locally stationary process. Our method generates pseudo local periodogram ordinates by combining a parametric time and non‐parametric frequency domain bootstrap approach. We first fit locally a time varying autoregressive model so as to capture the essential characteristics of the underlying process. A locally calculated non‐parametric correction in the frequency domain is then used so as to improve upon the locally parametric autoregressive fit. As an application, we investigate theoretically the asymptotic properties of the bootstrap method proposed applied to the class of local spectral means, local ratio statistics and local spectral density estimators. Some simulations demonstrate the ability of our method to give accurate estimates of the quantities of interest in finite sample situations and an application to a real‐life data‐set is presented.     

Relay pursuit of a maneuvering target using dynamic Voronoi diagrams

This paper addresses the problem of the pursuit of a maneuvering target by a group of pursuers distributed in the plane. This pursuit problem is solved by associating it with a Voronoi-like partitioning problem that characterizes the set of initial positions from which the target can be intercepted by a given pursuer faster than any other pursuer from the same group. In the formulation of this partitioning problem, the target does not necessarily travel along prescribed trajectories, as it is typically assumed in the literature, but, instead, it can apply an “evading” strategy in an effort to delay or, if possible, escape capture. We characterize an approximate solution to this problem by associating it with a standard Voronoi partitioning problem. Subsequently, we propose a relay pursuit strategy, that is, a special group pursuit scheme such that, at each instant of time, only one pursuer is assigned the task of capturing the maneuvering target. During the course of the relay pursuit, the pursuer–target assignment changes dynamically with time based on the (time varying) proximity relations between the pursuers and the target. This proximity information is encoded in the solution of the Voronoi-like partitioning problem. Simulation results are presented to highlight the theoretical developments.     

Effects of Near-Fault Ground Shaking on Sliding Systems

A numerical study is presented for a rigid block supported through a frictional contact surface on a horizontal or an inclined plane, and subjected to horizontal or slope-parallel excitation. The latter is described with idealized pulses and near-fault seismic records strongly influenced by forward-directivity or fling-step effects (from Northridge, Kobe, Kocaeli, Chi-Chi, Aegion). In addition to the well known dependence of the resulting block slippage on variables such as the peak base velocity, the peak base acceleration, and the critical acceleration ratio, our study has consistently and repeatedly revealed a profound sensitivity of both maximum and residual slippage: (1) on the sequence and even the details of the pulses contained in the excitation and (2) on the direction (+ or ?) in which the shaking of the inclined plane is imposed. By contrast, the slippage is not affected to any measurable degree by even the strongest vertical components of the accelerograms. Moreover, the slippage from a specific record may often be poorly correlated with its Arias intensity. These findings may contradict some of the prevailing beliefs that emanate from statistical correlation studies. The upper-bound sliding displacements from near-fault excitations may substantially exceed the values obtained from some of the currently available design charts.     

Differential regulation of beta3-adrenoceptors in gut and adipose tissue of genetically obese (ob/ob) C57BL/6J-mice

Stimulation of alpha-adrenoceptors on ventricular cardiomyocytes isolated from adult rat hearts leads to cellular alkalization, increases of creatine phosphate concentration, RNA mass, and protein synthesis. This study investigated whether the increase of creatine phosphate concentrations is causally linked to the hypertrophic response of cardiomyocytes under alpha-adrenoceptor stimulation. Cellular alkalization achieved with phenylephrine (10 microM), an alpha-adrenoceptor agonist, was abolished in the presence of the sodium-proton-exchange (NHE)-inhibitor HOE 694 (1 microM). HOE 694 inhibited also the alpha-adrenoceptor-mediated increase in cellular creatine phosphate and the increase in cellular RNA mass. The phenylephrine-induced stimulation of protein synthesis (determined by incorporation of 14C-phenylalanine) was reduced by one-third when HOE 694 was present. beta-Guanidinopropionic acid was added to cardiomyocytes to reduce cellular creatine phosphate concentrations. In these cultures, alpha-adrenoceptor stimulation activated NHE, but creatine phosphate concentrations were not increased. Protein synthesis was augmented to the same extent as in control cultures, but total RNA mass did not increase. From these results we conclude that alpha-adrenoceptor stimulation causes the increase in protein synthesis via activation of NHE, but independent of the concomitant increase in creatine phosphate contents. The effect of alpha-adrenoceptor stimulation on total RNA mass (translational capacity) is also caused by NHE activation, but depends on the changes in creatine phosphate contents as well.     

Optimal Joint Detection/Estimation in Fading Channels With Polynomial Complexity

The problem of sequence detection in frequency-nonselective/time-selective fading channels, when channel state information (CSI) is not available at the transmitter and receiver, is considered in this paper. The traditional belief is that exact maximum-likelihood sequence detection (MLSD) of an uncoded sequence over this channel has exponential complexity in the channel coherence time. Thus, for slowly varying channels, i.e., channels having coherence time on the order of the sequence length, the complexity appears to be exponential in the sequence length. In the first part of this work, it is shown that exact MLSD can be computed with only polynomial worst case complexity in the sequence length regardless of the operating signal-to-noise ratio (SNR) for equal-energy signal constellations. By establishing a relationship between the aforementioned complexity and the rank of the correlation matrix of the fading process, an understanding of how complexity of the optimal MLSD receiver varies as the channel dynamics change is provided. In the second part of this paper, the problem of decoding turbo-like codes in frequency-nonselective/time-selective fading channels without receiver CSI is examined. Using arguments similar to the ones used for the MLSD case, it is shown that the exact symbol-by-symbol soft-decision metrics (SbSSDMs) implied by the min-sum algorithm can be evaluated with polynomial worst case complexity in the sequence length regardless of SNR for equal-energy signal constellations. Finally, by simplifying some key steps in the polynomial-complexity algorithm, a family of fast, approximate algorithms is derived, which yield near-optimal performance     

Call Admission Control in Satellite Networks under Rain Fading

A new call admission control scheme for satellite networks operating at frequencies above 10 GHz is proposed. The major factor impairing the link performance at these frequencies is rain attenuation, a physical phenomenon exhibiting both spatial and temporal variation. Exploiting the predictability of the satellite channel, a new call is accepted provided that there are sufficient resources for existing and new users to guarantee QoS. The performance of the proposed scheme is investigated using Markov chain analysis. Finally, the upper bound of the call blocking probability is determined.     

Identification of peptides in traditional and probiotic sheep milk yoghurt with angiotensin I-converting enzyme (ACE)-inhibitory activity

Two sets of traditional Greek sheep milk yoghurt were produced: the first one (YC) using normal yoghurt culture (Lactobacillus delbrueckii subsp. bulgaricus ?10.13 and Streptococcus thermophilus ?10.7) and the second (PR) with the same normal culture mixed with Lactobacillus paracasei subsp. paracasei DC412. YC and PR had similar physicochemical properties and proteolysis patterns throughout storage. Both products showed similar peptide profiles by RP-HPLC but quantitative differences were observed in respect to storage time. Single-strain cultures of the microorganisms used showed similar peptide profiles for both lactobacilli, yet L. delbrueckii subsp. bulgaricus was the most proteolytic of all three microorganisms. The peptide content and the ACE-inhibitory activity of the water-soluble extracts of yoghurts, YC and PR, increased throughout storage. Major peptides were identified from yoghurt PR and from the separate cultures of L. delbrueckii subsp. bulgaricus and L. paracasei subsp. paracasei. Most of these peptides were derived from β-casein. A peptide, β-CN f114-121, with well-established ACE-inhibitory and opiate-like activity was identified in yoghurt PR. Further identified peptides were regarded as potential ACE-inhibitors according to their sequence.     

RANS modeling of a particulate turbulent round jet

A complete and accurate model for the symmetric gas–solid turbulent round jet is accomplished using the Reynolds Averaged Navier–Stokes (RANS) equations. The two-fluid model was used to describe the averaged characteristics of the two phases, including the particle mass concentration, the turbulent kinetic energy and its dissipation in the mixture. Particle–turbulence interaction (turbulence modulation) is described by a two-way coupling model. The drag, lift and gravitation forces are incorporated into the system of equations using appropriate closure equations. A finite difference numerical scheme was used for the solution of the set of the governing equations and the results of the model were validated by comparison with data from several experiments. The influence of two types of particles, namely glass and electrocorundum, of different sizes and different loadings on the velocity and turbulence structure of the jet is examined. The computational results show the influence of the particulate phase on the velocity and turbulence structure of the jet.The significance of this study is that for the first time it presents explicitly the full RANS equations for a fluid jet with particles in an unabridged way and specifies the entire set of closure relations that are used for fluid–particle interactions including the equations for the extended k–ε model, the two-way particle–turbulence interactions and turbulence modulation as well as the inclusion of a lateral Saffman force.