Use of Bichat"s buccal fat pad for the sealing of orosinusal communications. A presentation of 8 cases

Objectives: To determine the efficacy of the pediculate flap with the buccal fat pad in the sealing of orosinusal communications, describe the surgical technique used, and report the main complications. Patients and method: A retrospective study was made of 8 patients seen in the Service of Oral Surgery of the University of Barcelona Dental Clinic (Spain) for the treatment of orosinusal communications between the years 2007 and 2009. In all cases a pediculate flap with the buccal fat pad was used to solve the problem. Results: All of the orosinusal communications were successfully resolved with this technique. The immediate postoperative complications were pain (37.5%), inflammation (37.5%), edema (32.5%), trismus (37.5%), halitosis (14.3%), suppuration (12.5%) and rhinorrhea (12.5%). Conclusions: The use of Bichat"s buccal fat pad is not regarded as the technique of choice for sealing small to medium sized orosinusal communications. However, in the case of large communications, it is a good option, and the results obtained are optimum.

Model for interevent times with long tails and multifractality in human communications: An application to financial trading

Social, technological, and economic time series are divided by events which are usually assumed to be random, albeit with some hierarchical structure. It is well known that the interevent statistics observed in these contexts differs from the Poissonian profile by being long-tailed distributed with resting and active periods interwoven. Understanding mechanisms generating consistent statistics has therefore become a central issue. The approach we present is taken from the continuous-time random-walk formalism and represents an analytical alternative to models of nontrivial priority that have been recently proposed. Our analysis also goes one step further by looking at the multifractal structure of the interevent times of human decisions. We here analyze the intertransaction time intervals of several financial markets. We observe that empirical data describe a subtle multifractal behavior. Our model explains this structure by taking the pausing-time density in the form of a superstatistics where the integral kernel quantifies the heterogeneous nature of the executed tasks. A stretched exponential kernel provides a multifractal profile valid for a certain limited range. A suggested heuristic analytical profile is capable of covering a broader region.