Microscopic origin of non-Gaussian distributions of financial returns

In this paper we study the possible microscopic origin of heavy-tailed probability density distributions for the price variation of financial instruments. We extend the standard log-normal process to include another random component in the so-called stochastic volatility models. We study these models under an assumption, akin to the Born-Oppenheimer approximation, in which the volatility has already relaxed to its equilibrium distribution and acts as a background to the evolution of the price process. In this approximation, we show that all models of stochastic volatility should exhibit a scaling relation in the time lag of zero-drift modified log-returns. We verify that the Dow-Jones Industrial Average index indeed follows this scaling. We then focus on two popular stochastic volatility models, the Heston and Hull-White models. In particular, we show that in the Hull-White model the resulting probability distribution of log-returns in this approximation corresponds to the Tsallis (t-Student) distribution. The Tsallis parameters are given in terms of the microscopic stochastic volatility model. Finally, we show that the log-returns for 30 years Dow Jones index data is well fitted by a Tsallis distribution, obtaining the relevant parameters. (c) 2007 Elsevier B.V. All rights reserved.

Analysis of marine bivalve shellfish from the fish market in Santos city, Sao Paulo state, Brazil, for Toxoplasma gondii

The aim of this study was to determine if Toxoplasma gondii are present in oysters (Crassostrea rhizophorae) and mussels (Mytella guyanensis) under natural conditions using a bioassay in mice and molecular detection methods. We first compared two standard protocols for DNA extraction, phenol-chloroform (PC) and guanidine-thiocyanate (GT), for both molluscs. A total of 300 oysters and 300 mussels were then acquired from the fish market in Santos city, Sao Paulo state, Brazil, between March and August of 2008 and divided into 60 groups of 5 oysters and 20 groups of 15 mussels. To isolate the parasite, five mice were orally inoculated with sieved tissue homogenates from each group of oysters or mussels. For molecular detection of T. gondii, DNA from mussels was extracted using the PC method and DNA from oysters was extracted using the GT method. A nested-PCR (Polymerase Chain Reaction) based on the amplification of a 155 bp fragment from the B1 gene of T. gondii was then performed. Eleven PCR-RFLP (Restriction Fragment Length Polymorphism) markers, SAG1, SAG2, SAG3, BTUB, GRA6, c22-8, c29-2, L358, PK1, CS3 and Apico, were used to genotype positive samples. There was no isolation of the parasite by bioassay in mice. T. gondii was not detected in any of the groups of mussels by nested-PCR. DNA of T. gondii was apparently detected by nested-PCR in 2 groups of oysters (3.3%). Genotyping of these two positive samples was not successful. The results suggest that oysters of the species C. rhizophorae, the most common species from the coast of Sao Paulo, can filter and retain T. gondii oocysts from the marine environment. Ingestion of raw oysters as a potential transmission source of T. gondii to humans and marine mammals should be further investigated. (C) 2010 Elsevier B.V. All rights reserved.

Cyclic Fatigue Resistance of Rotary Nickel-Titanium Instruments Submitted to Nitrogen Ion Implantation

Introduction: The aim of this study was to assess cyclic fatigue resistance in rotary nickel-titanium instruments submitted to nitrogen ion implantation by using a custom-made cyclic fatigue testing apparatus. Methods: Thirty K3 files, size #25, taper 0.04, were divided into 3 experimental groups as follows: group A, 12 files exposed to nitrogen ion implantation at a dose of 2.5 x 10(17) ions/cm(2), accelerating voltage of 200 kV, currents of 1 mu A/cm(2), 130 degrees C temperature, and vacuum conditions of 10 x 10(-6) torr for 6 hours; group B, 12 nonimplanted files; and group C, 6 files submitted to thermal annealing for 6 hours at 130 degrees C. One extra file was used for process control. All files were submitted to a cyclic fatigue test that was performed with an apparatus that allowed the instruments to rotate freely, simulating rotary instrumentation of a curved canal (40-degree, 5-mm radius curve). An electric motor handpiece was used with a contra-angle of 16:1 at an operating speed of 300 rpm and a torque of 2 N-cm. Time to failure was recorded with a stopwatch in seconds and subsequently converted to number of cycles to fracture. Data were analyzed with the Student t test (P < .05). Results: Ion-implanted instruments reached significantly higher cycle numbers before fracture (mean, 510 cycles) when compared with annealed (mean, 428 cycles) and nonimplanted files (mean, 381 cycles). Conclusions: Our results showed that nitrogen ion implantation improves cyclic fatigue resistance in rotary nickel-titanium instruments. Industrial implementation. of this surface modification technique would produce rotary nickel-titanium instruments with a longer working life. (J Endod 2010;36:1183-1186)

Analysis of Apical Root Transportation Associated with Protaper Universal F3 and F4 Instruments by Using Digital Subtraction Radiography

Introduction: The aim of this study was to assess the occurrence of apical root transportation after the use of Pro Taper Universal rotary files sizes 3 (F3) and 4 (F4). Methods: Instruments were worked to the apex of the original canal, always by the same operator. Digital subtraction radiography images were produced in buccolingual and mesiodistal projections. A total of 25 radiographs were taken from root canals of human maxillary first molars with curvatures varying from 23-31 degrees. Quantitative data were analyzed by intraclass correlation coefficient and Wilcoxon nonparametric test (P = .05). Results: Buccolingual images revealed a significantly higher degree of apical transportation associated with F4 instruments when compared with F3 instruments in relation to the original canal (Wilcoxon test, P = .007). No significant difference was observed in mesiodistal images (P = .492). Conclusions: F3 instruments should be used with care in curved canals, and F4 instruments should be avoided in apical third preparation of curved canals. (J Endod 2010;36:1052-1055)

Bacterial Adhesion on Smooth and Rough Titanium Surfaces After Treatment With Different Instruments

Background: Newly formed biofilm after implant debridement may challenge the long-term stability of peri-implant therapy. This in vitro study aimed to assess the roughness and adherence of Streptococcus sanguinis after treatment of smooth and rough titanium surfaces with an erbium-doped: yttrium, aluminum, and garnet (Er:YAG) laser, metal and plastic curets, and an air-powder abrasive system. Methods: Forty titanium disks with smooth-machined surfaces and 40 with sand-blasted and acid-etched surfaces were divided into the following treatment groups: Er:YAG laser; plastic curet; metal curet, and air-powder abrasive system. The surface roughness (roughness average [Raj) before and after treatments was determined using a profilometer. S. sanguinis (American Type Culture Collection 10556) was grown on treated and untreated specimens, and the amounts of retained bacteria on the surfaces were measured by the culture method. Rough and smooth surfaces with and without a suspension of S. sanguinis were also analyzed using scanning electron microscopy (SEM). Results: For smooth surfaces, the roughest surfaces were produced by metal curets (repeated - measures analysis of variance [ANOVA] and Tukey test; P<0.05). The rough-surface profile was not altered by any of the treatments (repeated-measures ANOVA; P>0.05). Rough surfaces treated with metal curets and air-powder abrasion showed the lowest level of bacteria] adhesion (two-way ANOVA and Tukey test; P<0.05). SEM analysis revealed distinct surface profiles produced by all devices. Conclusions: Metal curets are not recommended for smooth titanium surface debridement due to severe texture alteration. Rough surfaces treated with a metal curet and the air-powder abrasive system were less susceptible to bacterial adhesion, probably due to texture modification and the presence of abrasive deposits. J Periodontol 2009;80: 1824-1832.

Mast cell concentration in the wound healing process of incisions made by different instruments

The aim of this study was to compare the concentration of mast cells (MCs) in the healing process of incisions. Thirty rats were submitted to six linear incisions each, performed in the dorsal skin by carbon dioxide (CO(2)) and diode lasers, electrocautery and conventional scalpel. The animals were euthanized at intervals of 0 h, 24 h, 48 h, 72 h, 7 days and 14 days after the incisions had been made. Histological sections were obtained and stained with toluidine blue for identification of MCs, which were manually counted by conventional microscopy in 20 microscopic fields in the border of the incision, near the granulation tissue, or in the area of new collagen formation, depending on intervals. The concentration of MCs was significantly higher in the wounds made by scalpel than in those made by other techniques at 48 h and 72 h. After 72 h the number of MCs was also significantly higher after electrocautery than after incisions made by 4 W CO(2) laser. On days 7 and 14, there was no significant difference in the MC count among the different types of incisions. In summary, the MC concentration varied after different surgical incisions at early phases of wound healing. At the end of the healing process, however, there were similar MC concentrations around the incisions, suggesting that, in standard incisions in the surgical techniques studied, the wound healing process ultimately occurred in a similar pattern.

Canal transportation and centring ability of RaCe rotary instruments

Evaluate, through computerized tomography, canal transportation and centring ability of RaCe rotary instruments after preparation of mesiobuccal root canals in maxillary molar teeth. Twenty-seven teeth were submitted to three cone beam tomographic analyses, one preoperatively, and two after preparation with file size 35, .02 taper and size 50, .02 taper. Canal transportation and centring ability were measured with reference to the distance between the noninstrumented portion of the root canals and the mesial and distal periphery of the root, compared with images obtained after the preparation with size 35 and 50 instruments. Canal transportation after preparation with the size 35 file was 0.030 +/- 0.253 mm and after the size 50 file was 0.057 +/- 0.317 mm. The centring ratio values after preparation with the size 35 file was 0.42 +/- 0.32 and after the size 50 file was 0.54 +/- 0.29, with no significant statistical difference between the groups. RaCe instruments allowed the preparation of curved root canals with preparation diameters larger than those normally used with minimal canal transportation and adequate centring ability.