bluuebunny/crossref_metadata_2025 huggingface dataset:
Nutritional depletion in relation to respiratory and peripheral skeletal muscle function in out-patients with COPD
Authors: Engelen MP , Schols AM , Baken WC , Wesseling GJ , Wouters EF
Published: October 2003

Although increasing attention has been paid to nutritional aspects in chronic obstructive pulmonary disease (COPD), limited information is available regarding the prevalence and consequences of nutritional depletion in a random out-patient COPD population. We studied body composition in relation to respiratory and peripheral skeletal muscle function in 72 COPD patients (mean (SD) forced expiratory volume in one second (FEV1) 53 (15) % predicted), who came to the lung function laboratory for routine lung function measurements. Patients were characterized by the degree of body weight loss and fat-free mass depletion. According to this definition, 14% of the group suffered from both loss of body weight and depletion of fat-free mass, whereas 7% had one of these conditions. We found that tissue depletion was concomitant with lower values for respiratory and peripheral skeletal muscle strength (46.0 (27.2) vs 77.1 (29.8) kg), and a significantly lower transfer coefficient for carbon monoxide (KCO 64.9 (16.2) vs 81.9 (24.5) % pred). Stratification by KCO (< 60% vs > 80%) also revealed significantly lower values for fat-free mass and higher values for intrathoracic gas volumes, total lung capacity (TLC) and residual volume (RV) in the group with a KCO < 60% pred. Analysis of covariance, taking fat-free mass as covariate, indicated an independent contribution of KCO on maximal inspiratory mouth pressure (PImax) but not on peripheral skeletal muscle strength. It is concluded that a substantial number of COPD out-patients suffer from nutritional depletion, preferentially affecting peripheral skeletal muscle function.
Comparison of two epidemiological protocols for measuring airway responsiveness and allergic sensitivity in adults
Authors: Toelle BG , Peat JK , Salome CM , Crane J , McMillan D , Dermand J , D'Souza W , Woolcock AJ
Published: October 2003

In recent years, airway responsiveness has commonly been measured in epidemiological studies using one of two methods. In one method, histamine is administered via a handheld DeVilbiss nebulizer and in the other, methacholine is administered via a dosimeter. Allergic sensitivity has commonly been measured by either the allergen droplet method or by Phazet. We wanted to assess the comparability of airway responsiveness and of allergic sensitivity measured by both methods. A total of 48 volunteers, including normal and asthmatic subjects, participated in the study. Subjects first underwent one of the two tests of airway responsiveness and allergic sensitivity, and then returned within 10 days to undergo tests using the second protocol. Commencement protocol was allocated in random order. There was good agreement between both methods for assessing airway responsiveness and for assessing allergic sensitivity. The difference for dose response ratio (DRR) between histamine and methacholine was a 1.19 (95% (CI) 0.78, 1.82) fold changes, which was not statistically significant. Agreement between allergic sensitivity methods was perfect for Alternaria tenuis, good for rye-grass (kappa = 0.71) and moderate for cat and Dermatophagoides pteronyssinus (kappa approximately 0.5). It is possible to compare data from epidemiological studies which use these methods.
Differences in airway responsiveness between children and adults living in the same environment: an epidemiological study in two regions of New South Wales
Authors: Peat JK , Gray EJ , Mellis CM , Leeder SR , Woolcock AJ
Published: October 2003

The aim of the present study was to compare the severity of asthma in children and adults living in the same home environments. In winter 1991 and 1992, we studied two large random samples of children living in two different regions; and, three months later, we conducted a study of adults who lived with enrolled children. A total of 805 children and 814 adults attended in Lismore, and 850 children and 711 adults in Wagga Wagga. Questionnaires were used to measure symptom history, histamine inhalation challenge to measure airway hyperresponsiveness (AHR) and skin-prick tests to measure allergy. There was a higher prevalence of asthma in children than in adults: recent wheeze was 1.5 times higher; asthma medication use was 1.5 times higher; diagnosed asthma was 1.6 times higher; and AHR was two times higher. Current asthma (AHR and recent wheeze) was 9.5-11.3% in children and 5.4-5.6% in adults. These differences were statistically significant. In both regions, airway responsiveness was more severe in children who were sensitized to common allergens than in similarly sensitized adults. These results suggests that airways can develop protective mechanisms with age, or that recent environmental changes in factors such as allergen levels, diet or treatment practices have led to immunological changes and to increased airway responsiveness in this generation of children.
Distribution of peak expiratory flow variability by age, gender and smoking habits in a random population sample aged 20-70 yrs
Authors: Boezen HM , Schouten JP , Postma DS , Rijcken B
Published: October 2003

Peak expiratory flow (PEF) variability can be considered as an index of bronchial lability. Population studies on PEF variability are few. The purpose of the current paper is to describe the distribution of PEF variability in a random population sample of adults with a wide age range (20-70 yrs), and to assess relationships to age, gender and smoking habits. PEF data were collected in 511 participants of the Dutch part of the European Community Respiratory Health Survey. A training effect was found, absolute PEF values on the first measurement day being significantly lower. Females had greater PEF variability (adjusted for age, height and pack-years) and lower absolute PEFs than males. The mean within-day variation (amplitude % mean) was 3.66% (SD 2.03%), whereas the mean day-to-day variation was relatively small: 0.08% (SD 1.53%). Absolute PEFs were lower and amplitude % mean were significantly higher in older age groups. Smoking was significantly associated with lower mean PEFs and greater amplitude % mean. We observed lower mean values of the amplitude % mean than other investigators, possibly related to lower frequency of PEF recording (twice daily). We conclude that PEF and PEF variability have a normal or log-normal distribution. When studying PEF variability, age, gender and smoking habits should be taken into account.
The relationship of dietary fish intake to level of pulmonary function in the first National Health and Nutrition Survey (NHANES I)
Authors: Schwartz J , Weiss ST
Published: October 2003

Eicosapentaenoic acid (EPA), which predominates in marine fish, tends to counteract and inhibit the uptake and incorporation of arachidonic acid and membrane phospholipids and dilute arachidonic acid as a potential substrate for oxidation. Thus, fish intake may be protective for the occurrence of asthma and other pulmonary diseases. We wanted to examine the relationship between the effect of chronic dietary intake to fish and its relationship to level of pulmonary function. We performed this analysis using data from the First National Health and Nutritional Examination Survey (NHANES I). A detailed subsample of 2,526 adults had a medical history questionnaire, that included a 24-hour dietary recall, and performed spirometric examination. Log of forced expiratory volume in one second (FEV1) served as a dependent variable in regression analysis which included an adjustment for height, age, cigarette smoking and gender. When added to the regression model including the above variables dietary fish intake showed a protective association with FEV1 (beta = 0.008 +/- 0.004, p = 0.028). When smokers were excluded from the analysis, the effect of fish intake on pulmonary function appeared to increase slightly (beta = 0.0108 +/- 0.006, p = 0.61). These data suggest that chronic dietary intake of fish is associated with higher levels of pulmonary function and is consistent with the hypothesis of an effect of fish oil on arachidonic acid metabolism.
Time-limited protective effect of inhaled frusemide against aspirin-induced bronchoconstriction in aspirin-sensitive asthmatics
Authors: Sestini P , Pieroni MG , Refini RM , Robuschi M , Gambaro G , Spagnotto S , Vaghi A , Bianco S
Published: October 2003

Inhaled frusemide effectively prevents the bronchial obstructive response to allergens and to a number of nonallergic stimuli. In most of the experimental models in which it has been tested, the protective effect of frusemide has been evaluated for only a short time after administration. In aspirin-sensitive patients, acetylsalicylic acid causes an asthmatic reaction which typically lasts for 2 h or more after exposure. We investigated the presence and duration of the protective effect of inhaled frusemide against the bronchial response to aspirin in sensitive patients, using a specific inhalation challenge with lysine acetylsalicylate (LASA). In the first study, eight subjects with aspirin-asthma underwent two bronchial challenges with a single dose of lysine acetylsalicylate administered through a jet nebulizer, after treatment with 40 mg inhaled frusemide or placebo, according to a randomized, double-blind protocol. Forced expiratory volume in one second (FEV1) was monitored for 120 min after challenge. In the second study in eight patients, the protocol was modified by the use of a dosimeter for delivery of lysine acetylsalicylate, by reducing the dose of lysine acetylsalicylate to avoid intense reactions, and by extending the follow-up to 4 h. In the first study, after placebo, FEV1 gradually decreased, reaching a maximum decrement of 39 +/- 3% at 120min. Inhaled frusemide exerted a significant protection at all time-points, although this activity appeared to decrease with time. In the second study, after placebo, inhaled lysine acetylsalicylate caused a gradual decrease in FEV1, which reached a maximum decrement at 180 min.(ABSTRACT TRUNCATED AT 250 WORDS)
Detection of early lung impairment with aerosol bolus dispersion
Authors: Brand P , Tuch T , Manuwald O , Bischof W , Heinrich J , Wichmann HE , Beinert T , Heyder J
Published: October 2003

The broadening of inhaled aerosol boluses (aerosol bolus dispersion) during respiration provides a noninvasive measure of convective gas mixing in the lungs. In this study, the sensitivity and specificity of this technique for the diagnosis of early lung impairment due to cigarette smoking was evaluated. Two hundred and sixteen randomly selected subjects (126 smokers and 90 nonsmokers) were investigated with aerosol dispersion in comparison to conventional lung function tests. The cumulative cigarette consumption of the subjects was quantified by "pack-years" (PY). Smokers were classified into the following groups: 0 < PY < or = 10; 10 < PY < or = 20; 20 < PY < or = 30; and PY > 30. Forced expiratory volume in one second (FEV1), maximal expiratory flow at 25, 50 and 75% vital capacity (MEF25, MEF50 and MEF75) decreased significantly with increasing cigarette consumption. In comparison to nonsmokers, FEV1 was significantly reduced in smokers of 10 < PY < or = 30, and MEF75 was significantly reduced in smokers of PY > 20. Aerosol bolus dispersion increased with increasing PY. For all groups of smokers, even those with PY < 10, bolus dispersion was significantly increased in comparison to lifelong nonsmokers, indicating alterations in convective gas mixing in the lungs. Calculation of receiver operating characteristics for the lung function parameters under consideration showed that bolus dispersion has a higher sensitivity and specificity than conventional lung function parameters. Hence, the aerosol bolus dispersion test could be a promising epidemiological tool to study early abnormalities in intrapulmonary gas mixing due to environmental factors.
Lung deposition of budesonide from Turbuhaler is twice that from a pressurized metered-dose inhaler P-MDI
Authors: Thorsson L , Edsbacker S , Conradson TB
Published: October 2003

The pulmonary and systemic availability of budesonide after inhalation from a dry powder inhaler, Turbuhaler, and from a pressurized metered-dose inhaler (P-MDI) were compared in healthy volunteers. Two different methods were used to assess pulmonary availability: 1) calculated from the systemic availability corrected for an oral availability of 13% (n = 24); and 2) after blocking of gastrointestinal absorption by administration of a charcoal suspension (n = 13). An intravenous infusion of budesonide was used as a reference. The systemic availability of budesonide, calculated as a geometric mean and expressed as percentage of the metered dose, was 38% for Turbuhaler and 26% for P-MDI. The pulmonary availability, calculated using the first method, was 32% and 15% for Turbuhaler and P-MDI, respectively; and, using the second method, 32% and 18%, respectively. The results of the present study indicate that administration of budesonide via Turbuhaler gives rise to a lung deposition which is approximately twice that of a P-MDI, with less variability, but that systemic availability is only increased by approximately 50%. Thus, the present data suggest that by administrating budesonide via Turbuhaler, instead of a P-MDI, the same degree of asthma control can be achieved with a lower dose, which, in turn, reduces the risk of undesired systemic effects.
Effect of inhaled budesonide on seasonal changes in sensitivity and maximal response to methacholine in pollen-sensitive asthmatic subjects
Authors: Prieto L , Berto JM , Gutierrez V , Tornero C
Published: October 2003

The aim of this study was to investigate the effect of inhaled budesonide on modifications of the provocative concentration of agonist causing a 20% fall in forced expiratory volume in one second (FEV1) (PC20) and maximal response plateau to inhaled methacholine during the pollen season in pollen-sensitive subjects with mild asthma. The effects of inhaled budesonide (800 micrograms.day-1) on the threshold value (PC20) and maximal response plateau to inhaled methacholine were studied in 28 pollen-sensitive subjects with mild asthma during a pollen season in a randomized, double-blind, placebo-controlled parallel fashion. They were challenged with methacholine (up to 200 mg.ml-1) in February (preseasonal assessment) and during the middle of the pollen season (in May and again in June). Subjects treated with budesonide (n = 13) were protected from the decrease in PC20 seen in the placebo (n = 15) group (geometric mean PC20 placebo group: preseasonal = 8.51, May = 2.19 and June = 1.78 mg.ml-1; budesonide group: preseasonal = 3.71, May = 3.23 and June = 2.40 mg.ml-1; intergroup differences in doubling concentrations, p < 0.05). Among 10 subjects in the placebo group who reached plateau during the preseasonal assessment, seven lost the plateau in May and six in June. In the budesonide group, among seven subjects who reached plateau during the preseasonal assessment, three lost the plateau in May and four in June. Between-group differences were not significant. We conclude that in pollen-sensitive subjects with mild asthma, inhaled budesonide blocks the effects of natural allergen exposure on the methacholine threshold value.(ABSTRACT TRUNCATED AT 250 WORDS)
Endobronchial presentation of Hodgkin's disease: a report of nine cases and review of the literature
Authors: Tredaniel J , Peillon I , Ferme C , Brice P , Gisselbrecht C , Hirsch A
Published: October 2003

Although mediastinal involvement by Hodgkin's disease is frequent, the initial presentation of the lymphoma by an endobronchial lesion is rare. Therefore, the question of whether patients with Hodgkin's disease should undergo fibreoptic bronchoscopy as a staging procedure remains unresolved. In a series of 469 patients with newly diagnosed Hodgkin's disease during a 10 year period, we reviewed the clinical features of nine patients who presented with an endobronchial tumour. They were compared to 34 previously published cases. The major presenting symptoms were cough, wheezing and haemoptysis. Bulky mediastinum was seen in six cases. The three other patients presented respiratory symptoms evocative of endoluminal invasion. All but one of the patients received combined modality therapy, as currently accepted for patients with poor prognostic factors. The overall actuarial survival was 74% after 4 yrs of follow-up. A selective subgroup of patients with stage I-II supradiaphragmatic and endobronchial Hodgkin's disease may, thus, present without poor prognostic factors (but generally with respiratory symptoms), and might be undertreated if this localization is not recognized. We propose that these patients should undergo fibreoptic bronchoscopy.
Differential cytology of bronchoalveolar lavage fluid in normal children
Authors: Ratjen F , Bredendiek M , Brendel M , Meltzer J , Costabel U
Published: October 2003

Bronchoalveolar lavage (BAL) is increasingly used in the assessment of pulmonary diseases in children. However, reference values for cellular and non-cellular constituents of BAL fluid in children are lacking. We have studied the differential cytology of BAL fluid in 48 children aged 3-16 years (mean age +/- SD 7.9 +/- 3.5 yrs) undergoing elective surgery for nonpulmonary illnesses. A flexible bronchoscope (Pentax 3.5 or 4.9 mm) was wedged in the middle lobe or one of its segments. BAL was performed with 3x1 ml-kg-1 body weight of normal saline warmed to body temperature. The first sample was studied separately; subsequent samples were pooled for analysis. The mean recovery was 58 +/- 15%. Significantly more granulocytes and less lymphocytes were found in the first, as compared to the pooled, sample. Total cell counts were highly variable and ranged from 0.5-57.1 x 10(4) ml-1. Macrophages were the predominant cell type, with a mean percentage of 81.2 +/- 12.7%. The relative proportion of lymphocytes was higher than that reported in most studies of adult volunteers (16.1 +/- 2.4%). No age dependency was observed for either cell type. The mean percentage of granulocytes was 2.5 +/- 3.3%. Absolute granulocyte counts were significantly higher in children under 8 yrs of age. This study provides the first reference data on BAL differential cytology in children without pulmonary disease and will be the basis for future investigations of BAL in paediatric lung diseases.
Inspiratory muscle testing in stable COPD patients
Authors: Similowski T , Derenne JP
Published: October 2003

Exploration of inspiratory muscles in stable chronic pulmonary disease patients can be important in the investigation of a respiratory handicap unsatisfactorily explained by alterations of the passive respiratory system, or in the follow-up of patients undergoing treatments that can interfere with muscle function. Compensatory mechanisms tend to counterbalance the deleterious effects of hyperinflation in these patients, and precise clinical data are needed in order to avoid mistakes due to underverified hypotheses. Investigation of inspiratory muscle function requires the study of output data under various states of activity of the system. As outputs, volume displacement lacks specificity, pressure measurements can be more specific but are at times invasive and should be associated with lung volume measurements, electromyography is methodologically complex, nonquantitative and of poor reproducibility. Voluntary manoeuvres depend upon subject co-operation, and do not allow partitioning of output between the action of different muscle groups. Transcutaneous electrical phrenic nerve stimulation is devoid of these inconveniences, but it explores only one muscle (the diaphragm) under conditions that are not "natural" (relaxed rib cage). Recently, perspectives for easier clinical assessment of inspiratory muscle function in chronic obstructive pulmonary disease patients have been opened by cervical magnetic stimulation, better understanding of the meaning of mouth pressure in relationship to phrenic stimulation, and development of noninvasive tests, such as nostril pressure during sniff or phonomyography. If validated, such tests should provide a reasonably limited panel of clinical tools to better appreciate muscle function in this setting.
Exposure to environmental tobacco smoke and risk of lung cancer: the epidemiological evidence
Authors: Tredaniel J , Boffetta P , Saracci R , Hirsch A
Published: October 2003

Exposure of nonsmokers to environmental tobacco smoke (ETS) is widespread in European countries, the most serious exposures occurring at home and in the workplace. Epidemiological studies available up to 1986 have been reviewed by several international and national authorities, which agreed in concluding that ETS exposure is causally related to lung cancer. A number of epidemiological studies have been published since then, and have confirmed this association. The possibility of positive results due to bias has been envisaged; it seems, however, that such bias could not explain the whole excess of lung cancer. Few data are available on confounders, such as diet and previous history of lung disease, that might be responsible for the association; however, there is no evidence that they play an important role. Moreover, the biological plausibility of a causal association is supported by the similarity of the composition of ETS and active smoke. The causal association between ETS exposure and lung cancer now seems well-established; however, its public health impact is still debated. Estimates are available from the United States, Canada, Australia, New Zealand and England.
Implantable access system for prolonged intrapleural immunotherapy
Authors: Driesen P , Boutin C , Viallat  , Astoul PH , Vialette JP , Pasquier J
Published: October 2003

We describe our experience using an implantable Port-A-Cath access system for intrapleural administration of gamma-interferon (gamma-IFN) in malignant mesothelioma patients. Twenty nine patients, with histologically proven malignant mesotheliomas were included in this study. To avoid complications the device was implanted in a subcutaneous pocket, and the catheter was connected via a tunnel. Also, a suction drain was installed in the pocket after placement. This procedure greatly reduced the high infection rate (64%) encountered with conventional open chest tubes. Patients' tolerance was excellent and maintenance minimal. In our opinion, the Port-A-Cath system is the most suitable device for intra-cavitary long-term therapy of malignant pleural effusions.
Bronchocentric granulomatosis and central diabetes insipidus successfully treated with corticosteroids
Authors: Rossi GP , Pavan E , Chiesura-Corona M , Rea F , Poletti A , Pessina AC
Published: October 2003

Bronchocentric granulomatosis (BCG) is a rare chronic granulomatous lung disease that leads to destruction of the airway walls. It has been observed in association with various conditions, but never, so far, been reported to involve the central nervous system. We report a case of histologically confirmed pulmonary bronchocentric granulomatosis temporally associated with a partial central diabetes insipidus (CDI). Although the pathological basis of the posterior pituitary gland involvement was not ascertained, the temporal association of bronchocentric granulomatosis and central diabetes insipidus, as well as the fact that corticosteroid treatment provided stable remission of both conditions after a 10 month follow-up, strongly suggest that central diabetes insipidus was aetiologically related to bronchocentric granulomatosis in this patient.
Severe inflammatory upper airway stenosis in ulcerative colitis
Authors: Rickli H , Fretz C , Hoffman M , Walser A , Knoblauch A
Published: October 2003

Severe upper airway stenosis was diagnosed in a 23 year old woman who presented with hoarseness, cough and dyspnoea 8 yrs after initial diagnosis of ulcerative colitis. The respiratory symptoms worsened over the next few months, the patient eventually developing dysphagia and ultimately severe upper airway obstruction. The narrowest site was the glottis, which was severely stenosed by inflammatory swellings. Systemic corticosteroids led to rapid clinical improvement and restoration of normal airway patency within a few months. Ulcerative colitis is frequently associated with extraintestinal inflammatory manifestations. In the respiratory tract these usually take the form of chronic bronchitis, which occasionally develops into bronchiectasis. This case confirms that the inflammation can also involve the larynx and large airways.
Endobronchial nocardiosis
Authors: Casty FE , Wencel M
Published: October 2003

The presentation of a Nocardia infection is quite variable. We report a case of nocardiosis presenting as endobronchial obstruction with postobstructive pneumonia and atelectasis, in a patient with a low index of suspicion for bronchogenic carcinoma. Our report emphasizes the importance of considering the diagnosis of endobronchial nocardiosis in patients with endobronchial obstruction and a low index of suspicion for carcinoma, as well as those with a high index of suspicion, but with repeatedly negative biopsies.
Approximate decomposition of some modulated-Poisson Voronoi tessellations
Authors: Błaszczyszyn Bartłomiej , Schott René
Published: October 2003

We consider the Voronoi tessellation of Euclidean space that is generated by an inhomogeneous Poisson point process whose intensity takes different constant values on sets of some finite partition of the space. Considering the Voronoi cells as marks associated with points of the point process, we prove that the intensity measure (mean measure) of the marked Poisson point process admits an approximate decomposition formula. The true value is approximated by a mixture of respective intensity measures for homogeneous models, while the explicit upper bound for the remainder term can be computed numerically for a large class of practical examples. By the Campbell formula, analogous approximate decompositions are deduced for the Palm distributions of individual cells. This approach makes possible the analysis of a wide class of inhomogeneous-Poisson Voronoi tessellations, by means of formulae and estimates already established for homogeneous cases. Our analysis applies also to the Poisson process modulated by an independent stationary random partition, in which case the error of the approximation of the double-stochastic-Poisson Voronoi tessellation depends on some integrated linear contact distribution functions of the boundaries of the partition elements.
An explicit expression for the distribution of the number of sides of the typical Poisson-Voronoi cell
Authors: Calka Pierre
Published: October 2003

In this paper, we give an explicit expression for the distribution of the number of sides (or equivalently vertices) of the typical cell of a two-dimensional Poisson-Voronoi tessellation. We use this formula to give a table of numerical values of the distribution function.
Zonoids, linear dependence, and size-biased distributions on the simplex
Authors: Dall'Aglio Marco , Scarsini Marco
Published: October 2003

The zonoid of ad-dimensional random vector is used as a tool for measuring linear dependence among its components. A preorder of linear dependence is defined through inclusion of the zonoids. The zonoid of a random vector does not characterize its distribution, but it does characterize the size-biased distribution of its compositional variables. This fact will allow a characterization of our linear dependence order in terms of a linear-convex order for the size-biased compositional variables. In dimension 2 the linear dependence preorder will be shown to be weaker than the concordance order. Some examples related to the Marshall-Olkin distribution and to a copula model will be presented, and a class of measures of linear dependence will be proposed.
On Fréchet means in simplex shape spaces
Authors: Kume Alfred , Le Huiling
Published: October 2003

By making use of the geometric properties of simplex shape spaces, this paper investigates the problems relating to the estimation of the Fréchet means of the random shapes of simplices in Euclidean spaces and also, for the random shapes induced by certain normally distributed simplices, the problems relating to the location of these Fréchet means. In particular, we obtain an algorithm for computing sample mean shapes in simplex shape spaces which converges reasonably fast.
Coverage of the whole space
Authors: Molchanov Ilya , Scherbakov Vadim
Published: October 2003

Consider an inhomogeneous germ-grain model with spherical grains whose radii depend on their positions through a rate function, possibly perturbed by a random noise. We find the critical rate function that separates the cases when the germ-grain model covers the whole space with a positive probability and when the total coverage occurs with probability zero.
Asymptotic geometry of high-density smooth-grained Boolean models in bounded domains
Authors: Schreiber Tomasz
Published: October 2003

The purpose of the paper is to study the asymptotic geometry of a smooth-grained Boolean model (X[t])t≥0 restricted to a bounded domain as the intensity parameter t goes to ∞. Our approach is based on investigating the asymptotic properties as t → ∞ of the random sets X[t;β], β≥0, defined as the Gibbsian modifications of X[t] with the Hamiltonian given by βtμ(·), where μ is a certain normalized measure on the setting space. We show that our model exhibits a phase transition at a certain critical value of the inverse temperature β and we prove that at higher temperatures the behaviour of X[t;β] is qualitatively very similar to that of X[t] but it becomes essentially different in the low-temperature region. From these facts we derive information about the asymptotic properties of the original process X[t]. The results obtained include large- and moderate-deviation principles. We conclude the paper with an example application of our methods to analyse the asymptotic moderate-deviation properties of convex hulls of large uniform samples on a multidimensional ball. To translate the above problem to the Boolean model setting considered we use an appropriate representation of convex sets in terms of their support functions.
A note on stochastic domination and conditional thinning
Authors: Shah Sandeep R.
Published: October 2003

This note investigates the simulation algorithm proposed by van Lieshout and van Zwet (2001). It is seen that this algorithm generally produces biased samples; the nature of this bias is further explored in a technical report by the author.
Between the expert and majority rules
Authors: Berend Daniel , Sapir Luba
Published: October 2003

Sapir (1998) calculated the probabilities of the expert rule and of the simple majority rule being optimal under the assumption of exponentially distributed logarithmic expertise levels. Here we find the analogous probabilities for the family of restricted majority rules, including the above two extreme rules as special cases, and the family of balanced expert rules. We compare the two families, the rules within each family, and all rules of the two families with the extreme rules.
Stability of linear stochastic difference equations in strategically controlled random environments
Authors: Horst Ulrich
Published: October 2003

We consider the stochastic sequence {Yt}t∈ℕ defined recursively by the linear relation Yt+1=AtYt+Bt in a random environment. The environment is described by the stochastic process {(At,Bt)}t∈ℕ and is under the simultaneous control of several agents playing a discounted stochastic game. We formulate sufficient conditions on the game which ensure the existence of Nash equilibria in Markov strategies which have the additional property that, in equilibrium, the process {Yt}t∈ℕ converges in distribution to a stationary regime.
Infinitely divisible approximations for discrete nonlattice variables
Authors: Čekanavičius V.
Published: October 2003

Sums of independent random variables concentrated on discrete, not necessarily lattice, set of points are approximated by infinitely divisible distributions and signed compound Poisson measures. A version of Kolmogorov's first uniform theorem is proved. Second-order asymptotic expansions are constructed for distributions with pseudo-lattice supports.
Taylor series expansions for stationary Markov chains
Authors: Heidergott Bernd , Hordijk Arie
Published: October 2003

We study Taylor series expansions of stationary characteristics of general-state-space Markov chains. The elements of the Taylor series are explicitly calculated and a lower bound for the radius of convergence of the Taylor series is established. The analysis provided in this paper applies to the case where the stationary characteristic is given through an unbounded sample performance function such as the second moment of the stationary waiting time in a queueing system.
Coalescence times for the branching process
Authors: Lambert Amaury
Published: October 2003

We investigate the distribution of the coalescence time (most recent common ancestor) for two individuals picked at random (uniformly) in the current generation of a branching process foundedtunits of time ago, in both the discrete and continuous (time and state-space) settings. We obtain limiting distributions ast→∞ in the subcritical case. In the continuous setting, these distributions are specified for quadratic branching mechanisms (corresponding to Brownian motion and Brownian motion with positive drift), and we also extend our results for two individuals to the joint distribution of coalescence times for any finite number of individuals sampled in the current generation.
Supercritical multitype branching processes: the ancestral types of typical individuals
Authors: Georgii Hans-Otto , Baake Ellen
Published: October 2003

For supercritical multitype Markov branching processes in continuous time, we investigate the evolution of types along those lineages that survive up to some time t. We establish almost-sure convergence theorems for both time and population averages of ancestral types (conditioned on nonextinction), and identify the mutation process describing the type evolution along typical lineages. An important tool is a representation of the family tree in terms of a suitable size-biased tree with trunk. As a by-product, this representation allows a ‘conceptual proof’ (in the sense of Kurtz et al.) of the continuous-time version of the Kesten-Stigum theorem.
The λ-classification of continuous-time birth-and-death processes
Authors: Hart Andrew G. , Martínez Servet , San Martín Jaime
Published: October 2003

We study the λ-classification of absorbing birth-and-death processes, giving necessary and sufficient conditions for such processes to be λ-transient, λ-null recurrent and λ-positive recurrent.
Algorithmic analysis of the BMAP/D/k system in discrete time
Authors: Alfa Attahiru Sule
Published: October 2003

We exploit the structural properties of the BMAP/D/k system to carry out its algorithmic analysis. Specifically, we use these properties to develop algorithms for studying the distributions of waiting times in discrete time and the busy period. One of the structural properties used results from considering the system as having customers assigned in a cyclic order—which does not change the waiting-time distribution—and then studying only one arbitrary server. The busy period is defined as the busy period of an arbitrary single server based on this cyclic assignment of customers to servers. Finally, we study the marginal distribution of the joint queue length and phase of customer arrival. The structural property used for studying the queue length is based on the observation of the system every interval that is the length of one customer service time.
Convergence to the coalescent with simultaneous multiple mergers
Authors: Sagitov Serik
Published: October 2003

The general coalescent process with simultaneous multiple mergers of ancestral lines was initially characterized by Möhle and Sagitov (2001) in terms of a sequence of measures defined on the finite-dimensional simplices. A more compact characterization of the general coalescent requiring a single probability measure Ξ defined on the infinite simplex Δ was suggested by Schweinsberg (2000). This paper presents a simple criterion of weak convergence to the Ξ-coalescent. In contrast to the earlier criterion of Möhle and Sagitov (2001) based on the moment conditions, the key condition here is expressed in terms of the joint distribution of the ranked offspring sizes. This criterion interprets a vector in Δ as the ranked fractions of the total population size assigned to sibling groups constituting a (rare) generation, where a merger might occur. An example of the general coalescent is developed on the basis of the Poisson–Dirichlet distribution. It suggests a simple algorithm of simulating the Kingman coalescent with occasional (simultaneous) multiple mergers.
Convergence of lower records and infinite divisibility
Authors: Bose Arup , Gangopadhyay Sreela , Sarkar Anish , Sengupta Arindam
Published: October 2003

We study the properties of sums of lower records from a distribution on [0,∞) which is either continuous, except possibly at the origin, or has support contained in the set of nonnegative integers. We find a necessary and sufficient condition for the partial sums of lower records to converge almost surely to a proper random variable. An explicit formula for the Laplace transform of the limit is derived. This limit is infinitely divisible and we show that all infinitely divisible random variables with continuous Lévy measure on [0,∞) originate as infinite sums of lower records.
The intersite distances between pattern occurrences in strings generated by general discrete- and continuous-time models: an algorithmic approach
Authors: Stefanov Valeri T.
Published: October 2003

The formation of patterns from letters of a finite alphabet is considered. The strings of letters are generated by general discrete- and continuous-time models which embrace as particular cases all models considered in the literature. The letters of the alphabet are identified by the states of either discrete- or continuous-time semi-Markov processes. A new and unifying method is introduced for evaluation of the generating functions of both the intersite distance between occurrences of an arbitrary, but fixed, pattern and the waiting time until the first occurrence of that pattern. Our method also covers in a unified way relevant and important joint generating functions. Furthermore, our results lead to an easy and efficient implementation of the relevant evaluations.
Generalized Lorenz curves and convexifications of stochastic processes
Authors: Davydov Youri , Zitikis Ričardas
Published: October 2003

We investigate convex rearrangements, called convexifications for brevity, of stochastic processes over fixed time intervals and develop the corresponding asymptotic theory when the time intervals indefinitely expand. In particular, we obtain strong and weak limit theorems for these convexifications when the processes are Gaussian with stationary increments and then illustrate the results using fractional Brownian motion. As a theoretical basis for these investigations, we extend some known, and also obtain new, results concerning the large sample asymptotic theory for the empirical generalized Lorenz curves and the Vervaat process when observations are stationary and either short-range or long-range dependent.
Large and small deviations of a string driven by a two-parameter Gaussian noise white in time
Authors: Caithamer Peter
Published: October 2003

Upper as well as lower bounds for both the large deviations and small deviations of several sup-norms associated with the displacements of a one-dimensional string driven by a Gaussian noise which is white in time and has general spatial covariance are developed.
Improved bounds for the large-time behaviour of simulated annealing
Authors: Fontenas Eric , François Olivier
Published: October 2003

We improve on previous finite time estimates for the simulated annealing algorithm which were obtained from a Cheeger-like approach. Our approach is based on a Poincaré inequality.
Stability and exponential convergence of continuous-time Markov chains
Authors: Mitrophanov A. Yu.
Published: October 2003

For finite, homogeneous, continuous-time Markov chains having a unique stationary distribution, we derive perturbation bounds which demonstrate the connection between the sensitivity to perturbations and the rate of exponential convergence to stationarity. Our perturbation bounds substantially improve upon the known results. We also discuss convergence bounds for chains with diagonalizable generators and investigate the relationship between the rate of convergence and the sensitivity of the eigenvalues of the generator; special attention is given to reversible chains.
Family trees of continuous-time birth-and-death processes
Authors: Müller Johannes , Möhle Martin
Published: October 2003

We consider a stochastic graph generated by a continuous-time birth-and-death process with exponentially distributed waiting times. The vertices are the living particles, directed edges go from mothers to daughters. The size and the structure of the connected components are investigated. Furthermore, the number of connected components is determined.
Transient behaviour of a Galton–Watson process with a large number of types
Authors: Reder Christine
Published: October 2003

Modelling the distribution of mutations of mitochondrial DNA in exponentially growing cell cultures leads to the study of a multitype Galton–Watson process during its transient phase. The number of types corresponds to the number of mtDNA per cell and may be considered as large. By taking advantage of this fact we prove that the stochastic process is deterministic-like on the set of nonextinction. On this set almost all trajectories are well approximated by the unique solution of a partial differential problem. This result allows also the comparison of trajectories corresponding to different modelling assumptions, for instance different values of the number of types.
An inspection–repair–replacement model for a deteriorating system with unobservable state
Authors: Yeh Lam
Published: October 2003

In this paper, an inspection–repair–replacement (IRR) model for a deteriorating system with unobservable state is studied. Assume that the system state can only be diagnosed by inspection and an inspection is imperfect. After inspection, if the system is diagnosed as being in a down state, a minimal repair will be undertaken, otherwise we do nothing. Assume further that the system lifetime is a random variable having increasing failure rate. A feasible IRR policy is studied. An algorithm is then suggested for determining an optimal feasible IRR policy for minimizing the long-run average cost per unit time after a finite-step search.
On the entropy for semi-Markov processes
Authors: Girardin Valerie , Limnios Nikolaos
Published: October 2003

The aim of this paper is to define the entropy of a finite semi-Markov process. We define the entropy of the finite distributions of the process, and obtain explicitly its entropy rate by extending the Shannon–McMillan–Breiman theorem to this class of nonstationary continuous-time processes. The particular cases of pure jump Markov processes and renewal processes are considered. The relative entropy rate between two semi-Markov processes is also defined.
On moments and tail behaviors of storage processes
Authors: Kohatsu-Higa Arturo , Yamazato Makoto
Published: October 2003

We study the existence of moments and the tail behavior of the densities of storage processes. We give sufficient conditions for existence and nonexistence of moments using the integrability conditions of submultiplicative functions with respect to Lévy measures. We then study the asymptotical behavior of the tails of these processes using the concave or convex envelope of the release rate function.
The classification of matrix GI/M/1-type Markov chains with a tree structure and its applications to queueing
Authors: He Qi-Ming
Published: October 2003

In this paper, we study the classification of matrix GI/M/1-type Markov chains with a tree structure. We show that the Perron–Frobenius eigenvalue of a Jacobian matrix provides information for classifying these Markov chains. A fixed-point approach is utilized. A queueing application is presented to show the usefulness of the classification method developed in this paper.
On the stochastic domination for batch-arrival, batch-service and assemble-transfer queueing networks
Authors: Economou Antonis
Published: October 2003

Stochastic monotonicity properties for various classes of queueing networks have been established in the literature mainly with the use of coupling constructions. Miyazawa and Taylor (1997) introduced a class of batch-arrival, batch-service and assemble-transfer queueing networks which can be thought of as generalized Jackson networks with batch movements. We study conditions for stochastic domination within this class of networks. The proofs are based on a certain characterization of the stochastic order for continuous-time Markov chains, written in terms of their associated intensity matrices.
Long-memory continuous-time correlation models
Authors: Ma Chunsheng
Published: October 2003

This paper introduces a rather general class of stationary continuous-time processes with long memory by randomizing the time-scale of short-memory processes. In particular, by randomizing the time-scale of continuous-time autoregressive and moving-average processes, many power-law decay and slow decay correlation functions are obtained.
A note on the full-information Poisson arrival selection problem
Authors: Kurushima Aiko , Ano Katsunori
Published: October 2003

This note studies a Poisson arrival selection problem for the full-information case with an unknown intensity λ which has a Gamma prior density G(r, 1/a), where a>0 and r is a natural number. For the no-information case with the same setting, the problem is monotone and the one-step look-ahead rule is an optimal stopping rule; in contrast, this note proves that the full-information case is not a monotone stopping problem.
Stochastic order for invariant measures of the contact process
Authors: Andjel E. D.
Published: October 2003

We show that the second lowest invariant measure of the contact process, introduced by Salzano and Schonmann (1997), is stochastically lower that any invariant measure which puts no mass on the empty configuration.
Internal quality control: planning and implementation strategies
Authors: Westgard James O
Published: October 2003

The first essential in setting up internal quality control (IQC) of a test procedure in the clinical laboratory is to select the proper IQC procedure to implement, i.e. choosing the statistical criteria or control rules, and the number of control measurements, according to the quality required for the test and the observed performance of the method. Then the right IQC procedure must be properly implemented. This review focuses on strategies for planning and implementing IQC procedures in order to improve the quality of the IQC. A quantitative planning process is described that can be implemented with graphical tools such as power function or critical-error graphs and charts of operating specifications. Finally, a total QC strategy is formulated to minimize cost and maximize quality.

A general strategy for IQC implementation is recommended that employs a three-stage design in which the first stage provides high error detection, the second stage low false rejection and the third stage prescribes the length of the analytical run, making use of an algorithm involving the average of normal patients' data.