A three-state model of the benzodiazepine receptor explains the interactions between the benzodiazepine antagonist Ro 15-1788, benzodiazepine tranquilizers, ?-carbolines, and phenobarbitone

1982 ◽  
Vol 321 (4) ◽  
pp. 260-264 ◽  
Author(s):  
Petar Polc ◽  
Erico Pietro Bonetti ◽  
Rudolf Schaffner ◽  
Willy Haefely
Keyword(s):  
Benzodiazepine Receptor ◽  
State Model ◽  
Benzodiazepine Antagonist ◽  
Benzodiazepine Tranquilizers ◽  
Three State Model

scholarly journals Three state model of actin-tropomyosin complex

2000 ◽  
Vol 40 (supplement) ◽  
pp. S139
Author(s):  
K-I. Sano ◽  
K. Maeda ◽  
Y. Maeda
Keyword(s):  
State Model ◽  
Three State Model

scholarly journals Blocker-related changes of channel density. Analysis of a three-state model for apical Na channels of frog skin.

1990 ◽  
Vol 95 (4) ◽  
pp. 647-678 ◽  
Author(s):  
S I Helman ◽  
L M Baxendale
Keyword(s):  
Frog Skin ◽  
Noise Analysis ◽  
Kinetic Scheme ◽  
State Model ◽  
Na Channel ◽  
Na Channels ◽  
Na Transport ◽  
Open Probability ◽  
Wide Range ◽  
Three State Model

Blocker-induced noise analysis of apical membrane Na channels of epithelia of frog skin was carried out with the electroneutral blocker (CDPC, 6-chloro-3,5-diamino-pyrazine-2-carboxamide) that permitted determination of the changes of single-channel Na currents and channel densities with minimal inhibition of the macroscopic rates of Na transport (Baxendale, L. M., and S. I. Helman. 1986. Biophys. J. 49:160a). Experiments were designed to resolve changes of channel densities due to mass law action (and hence the kinetic scheme of blocker interaction with the Na channel) and to autoregulation of Na channel densities that occur as a consequence of inhibition of Na transport. Mass law action changes of channel densities conformed to a kinetic scheme of closed, open, and blocked states where blocker interacts predominantly if not solely with open channels. Such behavior was best observed in "pulse" protocol experiments that minimized the time of exposure to blocker and thus minimized the contribution of much longer time constant autoregulatory influences on channel densities. Analysis of data derived from pulse, staircase, and other experimental protocols using both CDPC and amiloride as noise-inducing blockers and interpreted within the context of a three-state model revealed that Na channel open probability in the absence of blocker averaged near 0.5 with a wide range among tissues between 0.1 and 0.9.

Worklife and Unemployment: A New Consideration

2021 ◽  
Author(s):  
David I. Rosenbaum ◽  
Kalana Jayanetti
Keyword(s):  
Initial Data ◽  
State Model ◽  
Inactive State ◽  
Three State Model ◽  
Good Proxy ◽  
Two State Model

Abstract Do traditional two-state worklife estimates need adjustment for unemployment? To answer, an augmented three-state model classifies individuals as either 1) employed; 2) unemployed; or 3) inactive but not marginally attached. Periods of unemployment may reduce worklives; however, removal of those marginally attached or discouraged from the inactive state raises worklives. The three-state model results are compared to worklife estimates from the same initial data using the traditional two-state model. Results show that in many cases, the two-state model results are a good proxy for the three-state results that control for unemployment.

scholarly journals Forecasting the Long-Run Behavior of the Stock Price of Some Selected Companies in the Malaysian Construction Sector: A Markov Chain Approach

2020 ◽  
Vol 5 (2) ◽  
pp. 296-308
Author(s):  
Wajeeh Mustafa Sarsour ◽  
Shamsul Rijal Muhammad Sabri
Keyword(s):  
Markov Model ◽  
Stock Prices ◽  
Stock Price ◽  
Transition Probabilities ◽  
Return Time ◽  
Price Increase ◽  
State Model ◽  
Construction Sector ◽  
Long Run ◽  
Three State Model

The fluctuations in stock prices produce a high risk that makes investors uncertain about their investment decisions. The present paper provides a methodology to forecast the long-term behavior of five randomly selected equities operating in the Malaysian construction sector. The method used in this study involves Markov chains as a stochastic analysis, assuming that the price changes have the proparty of Markov dependency with their transition probabilities. We identified a three-state Markov model (i.e., increase, stable, fall) and a two-state Markov model (i.e., increase and fall). The findings suggested that the chains had limiting distributions. The mean return time was computed for respective equities as well as to determine the average duration to return to a stock price increase. The analysis might aid investors in improving their investment knowledge, and they will be able to make better decisions when an equity portfolio possesses higher transition probabilities, higher limiting distribution, and lowest mean return time in response to a price increase. Finally, our investigations suggest that investors are more likely to invest in the GKent based on the three-state model, while VIZIONE seems to be a better investment choice based on a two-state model.

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