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.

On the Chern classes and the Euler characteristic for nonsingular complete intersections

It is shown that Hirzebruch's result on the Chern classes of a complete intersection of nonsingular hypersurfaces in general position in PN(C), is also valid for any nonsingular complete intersection. Then rela- tions between Euler characteristic, class and Milnor number are pointed out.

Kinematically complete analysis of the CLAS data on the proton structure Function F2 in a Regge-Dual model

The recently measured inclusive electron-proton cross section in the nucleon resonance region, performed with the CLAS detector at the Thomas Jefferson Laboratory, has provided new data for the nucleon structure function F2 with previously unavailable precision. In this paper we propose a description of these experimental data based on a Regge-dual model for F2. The basic inputs in the model are nonlinear complex Regge trajectories producing both isobar resonances and a smooth background. The model is tested against the experimental data, and the Q2 dependence of the moments is calculated. The fitted model for the structure function (inclusive cross section) is a limiting case of the more general scattering amplitude equally applicable to deeply virtual Compton scattering. The connection between the two is discussed.

A total order in [0,1] defined through a 'next' operator

A `next' operator, s, is built on the set R1=(0,1]-{ 1-1/e} defining a partial order that, with the help of the axiom of choice, can be extended to a total order in R1. Besides, the orbits {sn(a)}nare all dense in R1 and are constituted by elements of the samearithmetical character: if a is an algebraic irrational of degreek all the elements in a's orbit are algebraic of degree k; if a istranscendental, all are transcendental. Moreover, the asymptoticdistribution function of the sequence formed by the elements in anyof the half-orbits is a continuous, strictly increasing, singularfunction very similar to the well-known Minkowski's ?(×) function.

The induced 2-tuple linguistic generalized OWA operator and its application in linguistic decision making

[spa] Se presenta el operador de media ponderada ordenada generalizada lingüística de 2 tuplas inducida (2-TILGOWA). Es un nuevo operador de agregación que extiende los anteriores modelos a través de utilizar medias generalizadas, variables de ordenación inducidas e información lingüística representada mediante el modelo de las 2 tuplas lingüísticas. Su principal ventaja se encuentra en la posibilidad de incluir a un gran número de operadores de agregación lingüísticos como casos particulares. Por eso, el análisis puede ser visto desde diferentes perspectivas de forma que se obtiene una visión más completa del problema considerado y seleccionar la alternativa que parece estar en mayor concordancia con nuestros intereses o creencias. A continuación se desarrolla una generalización mayor a través de utilizar medias cuasi-aritméticas, obteniéndose el operador Quasi-2-TILOWA. El trabajo finaliza analizando la aplicabilidad del nuevo modelo en un problema de toma de decisiones sobre gestión de la producción.

The complete Raman spectrum of nanometric SnO2 particles

The complete Raman spectrum of SnO2 nanoparticles in presented and analyzed. In addition to the "classical" modes observed in the rutile structure, two other regions shown Raman activity for nanoparticles. The Raman bands in the low-frequency region are attributed to acoustic modes associated with the vibration of the individual nanoparticle as a whole. The high-frequency region is activated by surface disorder. A detailed analysis of these regions and the changes in the normal modes of SnO2 are presented as a function nanoparticle size.

The induced 2-tuple linguistic generalized OWA operator and its application in linguistic decision making

[spa] Se presenta el operador de media ponderada ordenada generalizada lingüística de 2 tuplas inducida (2-TILGOWA). Es un nuevo operador de agregación que extiende los anteriores modelos a través de utilizar medias generalizadas, variables de ordenación inducidas e información lingüística representada mediante el modelo de las 2 tuplas lingüísticas. Su principal ventaja se encuentra en la posibilidad de incluir a un gran número de operadores de agregación lingüísticos como casos particulares. Por eso, el análisis puede ser visto desde diferentes perspectivas de forma que se obtiene una visión más completa del problema considerado y seleccionar la alternativa que parece estar en mayor concordancia con nuestros intereses o creencias. A continuación se desarrolla una generalización mayor a través de utilizar medias cuasi-aritméticas, obteniéndose el operador Quasi-2-TILOWA. El trabajo finaliza analizando la aplicabilidad del nuevo modelo en un problema de toma de decisiones sobre gestión de la producción.

Intensity correlation function of dye lasers: Short-time behavior

We propose an equation to calculate the intensity correlation function of a dye-laser model with a pump parameter subject to finite-bandwidth fluctuations. The equation is valid, in the weak-noise limit, for all times. It incorporates novel non-Markovian features. Results are given for the short-time behavior of the correlation function. It exhibits a characteristic initial plateau. Our findings are supported by a numerical simulation of the model.

Some spectral properties of the canonical solution operator to $\bar\partial$ on weighted Fock spaces

We characterize the Schatten class membership of the canonical solution operator to $\overline{\partial}$ acting on $L^2(e^{-2\phi})$, where $\phi$ is a subharmonic function with $\Delta\phi$ a doubling measure. The obtained characterization is in terms of $\Delta\phi$. As part of our approach, we study Hankel operators with anti-analytic symbols acting on the corresponding Fock space of entire functions in $L^2(e^{-2\phi})$

High Prevalence of Signs of Renal Damage Despite Normal Renal Function in a Cohort of HIV-Infected Patients: Evaluation of Associated Factors

Renal disorders are an emerging problem in HIV-infected patients. We performed a cross-sectional study of the first 1000 HIV-infected patients attended at our HIV unit who agreed to participate. We determined the frequency of renal alterations and its related risk factors. Summary statistics and logistic regression were applied. The study sample comprised 970 patients with complete data. Most were white (94%) and men (76%). Median (IQR) age was 48 (42–53) years. Hypertension was diagnosed in 19%, dyslipidemia in 27%, and diabetes mellitus in 3%. According to the Chronic Kidney Disease Epidemiology Collaboration (CKD EPI) equation, 29 patients (3%) had an eGFR < 60 ml/min/1.73m2; 18 of them (62%) presented altered albumin/creatinine and protein/creatinine (UPC or UAC) ratios. Of the patients with eGFR> 60mL/min, it was present in 293 (30%), 38 of whom (7.1%) had UPC> 300mg/g. Increased risk of renal abnormalities was correlated with hypertension (OR, 1.821 [95%CI, 1.292;2.564]; p = 0.001), age (OR, 1.015 [95%CI, 1.001;1.030], per one year; p = 0.040), and use of tenofovir disoproxil fumarate (TDF) plus protease inhibitor (PI), (OR, 1.401 [95%CI, 1.078;1.821]; p = 0.012). Current CD4 cell count was a protective factor (OR, 0.9995 [95%CI, 0.9991;0.9999], per one cell; p = 0.035). A considerable proportion of patients presented altered UPC or UAC ratios, despite having an eGFR > 60mL/min. CD4 cell count was a protective factor; age, hypertension, and use of TDF plus PIs were risk factors for renal abnormalities. Based on our results, screen of renal abnormalities should be considered in all HIV-infected patients to detect these alterations early.