A Semi-Deterministic Random Walk with Resetting.

We consider a discrete-time random walk (xt) which, at random times, is reset to the starting position and performs a deterministic motion between them. We show that the quantity Prxt+1=n+1|xt=n,n→∞ determines if the system is averse, neutral or inclined towards resetting. It also classifies the stationary distribution.

[First isolation de Candida auris in Chile].

Candida auris is an emerging multi-drug-resistant fungus that is rapidly spreading worldwide. Since the first reports in 2009, many isolates across five continents have been identified as agents of hospital-associated infections. Independent and simultaneous outbreaks of C.

Directed random walk with random restarts: The Sisyphus random walk.

In this paper we consider a particular version of the random walk with restarts: random reset events which suddenly bring the system to the starting value. We analyze its relevant statistical properties, like the transition probability, and show how an equilibrium state appears. Formulas for the first-passage time, high-water marks, and other extreme statistics are also derived; we consider counting problems naturally associated with the system.

[Antigenemia and real time polymerase chain reaction for diagnosis of cytomegalovirus disease in HIV infected adults].

Background: Cytomegalovirus (CMV) infection is frequent in HIV adults. It is unknown usefulness of quantitative methods for diagnosing the CMV disease in Chilean patients.

Aim: To determine the performance of antigenemia and real time polymerase chain reaction (rtPCR) in the diagnosis of CMV disease in Chilean HIV adults.

Valuation of endowment-insurance equity-linked contracts for stocks with exotic dynamics.

We consider the fair martingale prize of insurance contracts with benefit received either at the insurer's demise or at maturity. We show how to modify the dynamics of the underlying so as to incorporate the possibility that the traded stock has a strong support at some level. The resulting dynamics is integrated and the fair prize of several natural endowment-insurance contracts is obtained.

Monotonic continuous-time random walks with drift and stochastic reset events.

In this paper we consider a stochastic process that may experience random reset events which suddenly bring the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonic continuous-time random walks with a constant drift: The process increases between the reset events, either by the effect of the random jumps, or by the action of the deterministic drift. As a result of all these combined factors interesting properties emerge, like the existence (for any drift strength) of a stationary transition probability density function, or the faculty of the model to reproduce power-law-like behavior.

Photovoltaic versus optical tweezers.

The operation of photovoltaic (PV) tweezers, using the evanescent light-induced PV fields to trap and pattern nano- and micro-meter particles on a LiNbO(3) crystal surface, is discussed. The case of a periodic light pattern is addressed in detail, including the role of particle shape and the modulation index of the light pattern. The use of a single Gaussian light beam is also considered.

Exit times in non-Markovian drifting continuous-time random-walk processes.

By appealing to renewal theory we determine the equations that the mean exit time of a continuous-time random walk with drift satisfies both when the present coincides with a jump instant or when it does not. Particular attention is paid to the corrections ensuing from the non-Markovian nature of the process. We show that when drift and jumps have the same sign the relevant integral equations can be solved in closed form.