A new look at the Heston characteristic function

A new expression for the characteristic function of log-spot in Heston model is presented. This expression more clearly exhibits its properties as an analytic characteristic function and allows us to compute the exact domain of the moment generating function. This result is then applied to the volatility smile at extreme strikes and to the control of the moments of spot. We also give a factorization of the moment generating function as product of Bessel type factors, and an approximating sequence to the law of log-spot is deduced.

Aspects of Iwasawa theory over function fields

"Vegeu el resum a l'inici del document del fitxer adjunt."

La millor comprensió del desenvolupament cardíac i el dany cel•lular en els miòcits ajudarà a definir dianes terapèutiques

En el cor embrional, la senyalització de mort cel•lular apoptòtica iniciada per receptors de mort i les caspases executores 3 i 7 exerceixen un paper important durant el desenvolupament cardíac no relacionat amb la mort cel•lular, i posteriorment són silenciats en l’adult, on les vies independents de caspases estan implicades en la mort cel•lular patològica. Resultats previs del nostre grup han contribuït a entendre com es regula i silencia en el cor l’expressió dels gens de la via apoptòtica depenent de caspases durant el desenvolupament; a més, resultats no publicats demostren que les caspases regulen el procés d’expressió de gens en el cor i, contràriament a la maquinària depenent de caspases, TatD, una nucleasa, ’expressa abundantment al cor postnatal. Es desconeixen les funcions de la senyalització apoptòtica durant el desenvolupament cardíac, tot i que són essencials per al desenvolupament, a més, la senyalització independent de caspases implicada al dany cel•lular en els miòcits només es coneix parcialment, el nostre objectiu és contribuir al coneixement d’ambdós fenòmens. Creiem que les caspases podrien processar proteïnes reguladores de l’expressió de gens musculars alterant la seva activitat, mentre que TatD té un paper rellevant en el dany cel•lular però també en la funció cardíaca normal. Volem caracteritzar la contribució de les caspases 3 i 7 en el desenvolupament cardíac, utilitzant models in vivo (estem finalitzant els creuaments necessaris per a disposar dels animals amb el genotip desitjat) i in vitro (pràcticament hem preparat tot el material i hem optimitzat els protocols per a tirar-ho endavant). També volem caracteritzar la funció de TatD durant el desenvolupament i fisiologia del cor i conèixer-ne la seva funció utilitzant models in vitro i in vivo.

Estudi de la relació estructura-funció de les proteïnes CPT1

En aquest treball s’ha analitzat la relació estructura-funció dels enzims CPT1, o Carnitina palmitoïltransferasa 1, que catalitza la reacció de transesterificació dels àcids grassos de cadena llarga a acil-carnitines, per tal que puguin accedir a la matriu mitocondrial i ser oxidats. Aquest enzim es troba estrictament regulat per malonil-CoA, primer intermediari de la síntesi d’àcids grassos, establint-se així una regulació coordinada entre la formació i la degradació de grasses. S’han estudiat els tres isotips de CPT1 descrits fins al moment: CPT1A, CPT1B i CPT1C. Mitjançant l’expressió heteròloga de mutants de CPT1A de rata i CPT1B de porc en el llevat P. pastoris, s’ha estudiat l’efecte sobre la inhibició per malonil-CoA de petits canvis en la seva estructura, per tal de trobar una relació entre la seva funció enzimàtica i la disposició conformacional de la proteïna. Segons els resultats obtinguts, el residu Glu590 de CPT1A de rata estaria impedint la unió de l’inhibidor, mentre que el residu Met593 estaria afavorint aquesta unió. Els estudis amb l’enzim CPT1B de porc demostraren l’existència d’un determinant positiu per la sensibilitat al malonil-CoA en els primers 18 residus de la proteïna, i definiren la posició Glu17 com la responsable de l’alta afinitat a la carnitina i la baixa sensibilitat a la inhibició per malonil-CoA (8). Es clonà i caracteritzà la regió promotora del gen de CPT1C humana, amb la intenció d’analitzar la funcionalitat de putatius elements de resposta identificats in silico. Cap dels elements estudiats resultà ser funcional in vivo. A més, es demostrà que la manca d’activitat catalítica de la proteïna no és deguda a l’extensió C-terminal que presenta respecte els isotips A i B, tot i presentar un alt percentatge d’identitat de seqüència. S’ha amplificat una isoforma humana de CPT1C (Pubmed Acc. Num. AK299866), corresponent a la regió carboxiterminal de la proteïna, que es pretén utilitzar per obtenir el primer cristall de la part soluble d’una proteïna CPT1.     

Fast calculation of the CAC convolution algorithm using the multinomial distribution function

The authors focus on one of the methods for connection acceptance control (CAC) in an ATM network: the convolution approach. With the aim of reducing the cost in terms of calculation and storage requirements, they propose the use of the multinomial distribution function. This permits direct computation of the associated probabilities of the instantaneous bandwidth requirements. This in turn makes possible a simple deconvolution process. Moreover, under certain conditions additional improvements may be achieved

Application of discriminant function analysis and change-point problem in dating volcanic ashes

The application of Discriminant function analysis (DFA) is not a new idea in the studyof tephrochrology. In this paper, DFA is applied to compositional datasets of twodifferent types of tephras from Mountain Ruapehu in New Zealand and MountainRainier in USA. The canonical variables from the analysis are further investigated witha statistical methodology of change-point problems in order to gain a betterunderstanding of the change in compositional pattern over time. Finally, a special caseof segmented regression has been proposed to model both the time of change and thechange in pattern. This model can be used to estimate the age for the unknown tephrasusing Bayesian statistical calibration

Seasonal changes of whole root system conductance by a drought-tolerant grape root system

The role of root systems in drought tolerance is a subject of very limited information compared with above-ground responses. Adjustments to the ability of roots to supply water relative to shoot transpiration demand is proposed as a major means for woody perennial plants to tolerate drought, and is often expressed as changes in the ratios of leaf to root area (AL:AR). Seasonal root proliferation in a directed manner could increase the water supply function of roots independent of total root area (AR) and represents a mechanism whereby water supply to demand could be increased. To address this issue, seasonal root proliferation, stomatal conductance (gs) and whole root system hydraulic conductance (kr) were investigated for a drought-tolerant grape root system (Vitis berlandieri×V. rupestris cv. 1103P) and a non-drought-tolerant root system (Vitis riparia×V. rupestris cv. 101-14Mgt), upon which had been grafted the same drought-sensitive clone of Vitis vinifera cv. Merlot. Leaf water potentials (ψL) for Merlot grafted onto the 1103P root system (–0.91±0.02 MPa) were +0.15 MPa higher than Merlot on 101-14Mgt (–1.06±0.03 MPa) during spring, but dropped by approximately –0.4 MPa from spring to autumn, and were significantly lower by –0.15 MPa (–1.43±0.02 MPa) than for Merlot on 101-14Mgt (at –1.28±0.02 MPa). Surprisingly, gs of Merlot on the drought-tolerant root system (1103P) was less down-regulated and canopies maintained evaporative fluxes ranging from 35–20 mmol vine−1 s−1 during the diurnal peak from spring to autumn, respectively, three times greater than those measured for Merlot on the drought-sensitive rootstock 101-14Mgt. The drought-tolerant root system grew more roots at depth during the warm summer dry period, and the whole root system conductance (kr) increased from 0.004 to 0.009 kg MPa−1 s−1 during that same time period. The changes in kr could not be explained by xylem anatomy or conductivity changes of individual root segments. Thus, the manner in which drought tolerance was conveyed to the drought-sensitive clone appeared to arise from deep root proliferation during the hottest and driest part of the season, rather than through changes in xylem structure, xylem density or stomatal regulation. This information can be useful to growers on a site-specific basis in selecting rootstocks for grape clonal material (scions) grafted to them.

Electron localization function at the correlated level

The electron localization function (ELF) has been proven so far a valuable tool to determine the location of electron pairs. Because of that, the ELF has been widely used to understand the nature of the chemical bonding and to discuss the mechanism of chemical reactions. Up to now, most applications of the ELF have been performed with monodeterminantal methods and only few attempts to calculate this function for correlated wave functions have been carried out. Here, a formulation of ELF valid for mono- and multiconfigurational wave functions is given and compared with previous recently reported approaches. The method described does not require the use of the homogeneous electron gas to define the ELF, at variance with the ELF definition given by Becke. The effect of the electron correlation in the ELF, introduced by means of configuration interaction with singles and doubles calculations, is discussed in the light of the results derived from a set of atomic and molecular systems

Involvement of the extracellular signal-regulated kinase cascade for cocaine-rewarding properties

A central feature of drugs of abuse is to induce gene expression in discrete brain structures that are critically involved in behavioral responses related to addictive processes. Although extracellular signal-regulated kinase (ERK) has been implicated in several neurobiological processes, including neuronal plasticity, its role in drug addiction remains poorly understood. This study was designed to analyze the activation of ERK by cocaine, its involvement in cocaine-induced early and long-term behavioral effects, as well as in gene expression. We show, by immunocytochemistry, that acute cocaine administration activates ERK throughout the striatum, rapidly but transiently. This activation was blocked when SCH 23390 [a specific dopamine (DA)-D1 antagonist] but not raclopride (a DA-D2 antagonist) was injected before cocaine. Glutamate receptors of NMDA subtypes also participated in ERK activation, as shown after injection of the NMDA receptor antagonist MK 801. The systemic injection of SL327, a selective inhibitor of the ERK kinase MEK, before cocaine, abolished the cocaine-induced ERK activation and decreased cocaine-induced hyperlocomotion, indicating a role of this pathway in events underlying early behavioral responses. Moreover, the rewarding effects of cocaine were abolished by SL327 in the place-conditioning paradigm. Because SL327 antagonized cocaine-induced c-fos expression and Elk-1 hyperphosphorylation, we suggest that the ERK intracellular signaling cascade is also involved in the prime burst of gene expression underlying long-term behavioral changes induced by cocaine. Altogether, these results reveal a new mechanism to explain behavioral responses of cocaine related to its addictive properties.

Differentiated evolutionary rates in alternative exons and the implications for splicing regulation

Background: Alternatively spliced exons play an important role in the diversification of gene function in most metazoans and are highly regulated by conserved motifs in exons and introns. Two contradicting properties have been associated to evolutionary conserved alternative exons: higher sequence conservation and higher rate of non-synonymous substitutions, relative to constitutive exons. In order to clarify this issue, we have performed an analysis of the evolution of alternative and constitutive exons, using a large set of protein coding exons conserved between human and mouse and taking into account the conservation of the transcript exonic structure. Further, we have also defined a measure of the variation of the arrangement of exonic splicing enhancers (ESE-conservation score) to study the evolution of splicing regulatory sequences. We have used this measure to correlate the changes in the arrangement of ESEs with the divergence of exon and intron sequences. Results: We find evidence for a relation between the lack of conservation of the exonic structure and the weakening of the sequence evolutionary constraints in alternative and constitutive exons. Exons in transcripts with non-conserved exonic structures have higher synonymous (dS) and non-synonymous (dN) substitution rates than exons in conserved structures. Moreover, alternative exons in transcripts with non-conserved exonic structure are the least constrained in sequence evolution, and at high EST-inclusion levels they are found to be very similar to constitutive exons, whereas alternative exons in transcripts with conserved exonic structure have a dS significantly lower than average at all EST-inclusion levels. We also find higher conservation in the arrangement of ESEs in constitutive exons compared to alternative ones. Additionally, the sequence conservation at flanking introns remains constant for constitutive exons at all ESE-conservation values, but increases for alternative exons at high ESE-conservation values. Conclusion: We conclude that most of the differences in dN observed between alternative and constitutive exons can be explained by the conservation of the transcript exonic structure. Low dS values are more characteristic of alternative exons with conserved exonic structure, but not of those with non-conserved exonic structure. Additionally, constitutive exons are characterized by a higher conservation in the arrangement of ESEs, and alternative exons with an ESE-conservation similar to that of constitutive exons are characterized by a conservation of the flanking intron sequences higher than average, indicating the presence of more intronic regulatory signals.

Prediction of enzyme function by combining sequence similarity and protein interactions

Background: A number of studies have used protein interaction data alone for protein function prediction. Here, we introduce a computational approach for annotation of enzymes, based on the observation that similar protein sequences are more likely to perform the same function if they share similar interacting partners. Results: The method has been tested against the PSI-BLAST program using a set of 3,890 protein sequences from which interaction data was available. For protein sequences that align with at least 40% sequence identity to a known enzyme, the specificity of our method in predicting the first three EC digits increased from 80% to 90% at 80% coverage when compared to PSI-BLAST. Conclusion: Our method can also be used in proteins for which homologous sequences with known interacting partners can be detected. Thus, our method could increase 10% the specificity of genome-wide enzyme predictions based on sequence matching by PSI-BLAST alone.

Capacity-approaching rate function for layered multiantenna architectures

The simultaneous use of multiple transmit and receive antennas can unleash very large capacity increases in rich multipath environments. Although such capacities can be approached by layered multi-antenna architectures with per-antenna rate control, the need for short-term feedback arises as a potential impediment, in particular as the number of antennas—and thus the number of rates to be controlled—increases. What we show, however, is that the need for short-term feedback in fact vanishes as the number of antennas and/or the diversity order increases. Specifically, the rate supported by each transmit antenna becomes deterministic and a sole function of the signal-to-noise, the ratio of transmit and receive antennas, and the decoding order, all of which are either fixed or slowly varying. More generally, we illustrate -through this specific derivation— the relevance of some established random CDMA results to the single-user multi-antenna problem.

The externalisation of the asylum function in the European Union

This paper aims to identify and assess the main items in the strategy followed by the EU and its member states on the externalisation of their asylum function. First, it analyses the European harmonisation of the return to safe third countries and to countries of first asylum, which is carried out by means of readmission agreements. Second, it refers to the strategies defined by the Hague and the Stockholm programs concerning the External Aspects of the European Union Asylum Policy, on the detention centres for illegal immigrants abroad, and on the proposals for delocalisation of asylum applications processing centres beyond the EU borders. Finally, this paper considers whether the strategy of externalisation of the function of asylum sometimes lacks legitimacy, and to what extent there is a fair balance between the interests of the states and the protection of the human rights of refugees and asylum seekers.