On moments and tail behaviors of storage processes

We study the existence of moments and the tail behaviour of the densitiesof storage processes. We give sufficient conditions for existence andnon-existence of moments using the integrability conditions ofsubmultiplicative functions with respect to Lévy measures. Then, we studythe asymptotical behavior of the tails of these processes using the concaveor convex envelope of the release rate function.

Measuring intergenerational earnings mobility in Spain: a selection-bias-free approach

This paper analyses intergenerational earnings mobility in Spain correcting for different selection biases. We address the co-residence selection problem by combining information from two samples and using the two-sample two-stage least square estimator. We find a small decrease in elasticity when we move to younger cohorts. Furthermore, we find a higher correlation in the case of daughters than in the case of sons; however, when we consider the employment selection in the case of daughters, by adopting a Heckman-type correction method, the diference between sons and daughters disappears. By decomposing the sources of earnings elasticity across generations, we find that the correlation between child's and father's occupation is the most important component. Finally, quantile regressions estimates show that the influence of the father's earnings is greater when we move to the lower tail of the offspring's earnings distribution, especially in the case of daughters' earnings.

Firm dynamics support the importance of the embodied question

This paper contributes to the literature on both embodied technical progress and firm dynamics, by formulating an endogenous growth model where selection and imitation play a fundamental role in helping capital good producers to learn about the productivity of technologies embodied in new plants. By calibrating the model to some key aggregates particularly relevant for the embodied capital literature, among them the growth rate of the relative investment price, the model quantitatively replicates the main facts associated to firm dynamics, such as the entry rate and the tail index of the establishment size distribution. In line with the previous literature, it also predicts a contribution to productivity growth of embodied technical progress and selection of around 60%

An Introduction to parametric and non-parametric models for bivariate positive insurance claim severity distributions

We present a real data set of claims amounts where costs related to damage are recorded separately from those related to medical expenses. Only claims with positive costs are considered here. Two approaches to density estimation are presented: a classical parametric and a semi-parametric method, based on transformation kernel density estimation. We explore the data set with standard univariate methods. We also propose ways to select the bandwidth and transformation parameters in the univariate case based on Bayesian methods. We indicate how to compare the results of alternative methods both looking at the shape of the overall density domain and exploring the density estimates in the right tail.

Extended truncated Tweedie-Poisson model

It has been argued that by truncating the sample space of the negative binomial and of the inverse Gaussian-Poisson mixture models at zero, one is allowed to extend the parameter space of the model. Here that is proved to be the case for the more general three parameter Tweedie-Poisson mixture model. It is also proved that the distributions in the extended part of the parameter space are not the zero truncation of mixed poisson distributions and that, other than for the negative binomial, they are not mixtures of zero truncated Poisson distributions either. By extending the parameter space one can improve the fit when the frequency of one is larger and the right tail is heavier than is allowed by the unextended model. Considering the extended model also allows one to use the basic maximum likelihood based inference tools when parameter estimates fall in the extended part of the parameter space, and hence when the m.l.e. does not exist under the unextended model. This extended truncated Tweedie-Poisson model is proved to be useful in the analysis of words and species frequency count data.

Avaluació de la teratogènia in vitro mitjançant el cultiu d’embrions sencers (WEC)

Projecte de recerca elaborat a partir d’una estada a la Charité - Universitätsmedizin Berlin, Alemanya, entre novembre i desembre del 2007. En aquest treball es presenta el protocol a seguir per a dur a terme el cultiu d’embrions sencers in vitro (Whole Embryo Culture, WEC). Amb aquest protocol es pretén implementar la tècnica del WEC en el laboratori de la Unitat de Toxicologia de la Facultat de Farmàca (UB), seguint la metodologia apresa durant l’estada i deixant per escrit tots els passos seguits i el material i la metodologia concreta de cadascun d’ells. En el WEC es cultiven embrions de rata de 9.5 dies durant 48h en ampolles rotatòries en un medi líquid i amb una fase gasosa controlats. Durant el cultiu, tenen lloc dos processos principals: el plegament de l’embrió i l’organogènesi. Els embrions durant els dos dies que dura el cultiu es pleguen en els plans transversal i sagital, passant d’un embrió pla a un altre de cilíndric en forma de “C”. En aquest període, a més, es produeixen importants processos d’organogènesi com la neurulació, la formació de la cresta neural, dels somites, dels vasos sanguinis - el cor inclòs- i de la sang. Es comencen a formar la placoda nasal, la vesícula oftàlmica, la vesícula òtica, les extremitats superiors i inferiors i la cua. En la memòria adjunta es descriuen amb detall els processos d'aparellament dels animals, preparació del material i del medi de cultiu, el procés d'aïllament del embrions en el dia 9.5, les condicions de cultiu i l'avaluació dels embrions en el dia 11.5. Finalment es presenten resultats d'embrions en situació control amb un correcte desenvolupament i es mostra com, al final de l'estada, es va aconseguir el cultiu d’embrions control amb un desenvolupament correcte i estadísticament sense diferències respecte als diferents paràmetres mesurats en comparació amb els embrions control de la Charité-Universitätsmedizin de Berlin.

Variability of North Atlantic hurricanes: seasonal versus individual-event features

Tropical cyclones are affected by a large number of climatic factors, which translates into complex patterns of occurrence. The variability of annual metrics of tropical-cyclone activity has been intensively studied, in particular since the sudden activation of the North Atlantic in the mid 1990’s. We provide first a swift overview on previous work by diverse authors about these annual metrics for the North-Atlantic basin, where the natural variability of the phenomenon, the existence of trends, the drawbacks of the records, and the influence of global warming have been the subject of interesting debates. Next, we present an alternative approach that does not focus on seasonal features but on the characteristics of single events [Corral et al., Nature Phys. 6, 693 (2010)]. It is argued that the individual-storm power dissipation index (PDI) constitutes a natural way to describe each event, and further, that the PDI statistics yields a robust law for the occurrence of tropical cyclones in terms of a power law. In this context, methods of fitting these distributions are discussed. As an important extension to this work we introduce a distribution function that models the whole range of the PDI density (excluding incompleteness effects at the smallest values), the gamma distribution, consisting in a powerlaw with an exponential decay at the tail. The characteristic scale of this decay, represented by the cutoff parameter, provides very valuable information on the finiteness size of the basin, via the largest values of the PDIs that the basin can sustain. We use the gamma fit to evaluate the influence of sea surface temperature (SST) on the occurrence of extreme PDI values, for which we find an increase around 50 % in the values of these basin-wide events for a 0.49 C SST average difference. Similar findings are observed for the effects of the positive phase of the Atlantic multidecadal oscillation and the number of hurricanes in a season on the PDI distribution. In the case of the El Niño Southern oscillation (ENSO), positive and negative values of the multivariate ENSO index do not have a significant effect on the PDI distribution; however, when only extreme values of the index are used, it is found that the presence of El Niño decreases the PDI of the most extreme hurricanes.

Moduli of smoothness and growth properties of Fourier transforms: two-sided estimates

We prove two-sided inequalities between the integral moduli of smoothness of a function on R d[superscript] / T d[superscript] and the weighted tail-type integrals of its Fourier transform/series. Sharpness of obtained results in particular is given by the equivalence results for functions satisfying certain regular conditions. Applications include a quantitative form of the Riemann-Lebesgue lemma as well as several other questions in approximation theory and the theory of function spaces.

Driven fragmentation of granular gases

The dynamics of homogeneously heated granular gases which fragment due to particle collisions is analyzed. We introduce a kinetic model which accounts for correlations induced at the grain collisions and analyze both the kinetics and relevant distribution functions these systems develop. The work combines analytical and numerical studies based on direct simulation Monte Carlo calculations. A broad family of fragmentation probabilities is considered, and its implications for the system kinetics are discussed. We show that generically these driven materials evolve asymptotically into a dynamical scaling regime. If the fragmentation probability tends to a constant, the grain number diverges at a finite time, leading to a shattering singularity. If the fragmentation probability vanishes, then the number of grains grows monotonously as a power law. We consider different homogeneous thermostats and show that the kinetics of these systems depends weakly on both the grain inelasticity and driving. We observe that fragmentation plays a relevant role in the shape of the velocity distribution of the particles. When the fragmentation is driven by local stochastic events, the longvelocity tail is essentially exponential independently of the heating frequency and the breaking rule. However, for a Lowe-Andersen thermostat, numerical evidence strongly supports the conjecture that the scaled velocity distribution follows a generalized exponential behavior f (c)~exp (−cⁿ), with n ≈1.2, regarding less the fragmentation mechanisms

Avoiding transcription factor competition at promoter level increases the chances of obtaining oscillations

Background: The ultimate goal of synthetic biology is the conception and construction of genetic circuits that are reliable with respect to their designed function (e.g. oscillators, switches). This task remains still to be attained due to the inherent synergy of the biological building blocks and to an insufficient feedback between experiments and mathematical models. Nevertheless, the progress in these directions has been substantial. Results: It has been emphasized in the literature that the architecture of a genetic oscillator must include positive (activating) and negative (inhibiting) genetic interactions in order to yield robust oscillations. Our results point out that the oscillatory capacity is not only affected by the interaction polarity but by how it is implemented at promoter level. For a chosen oscillator architecture, we show by means of numerical simulations that the existence or lack of competition between activator and inhibitor at promoter level affects the probability of producing oscillations and also leaves characteristic fingerprints on the associated period/amplitude features. Conclusions: In comparison with non-competitive binding at promoters, competition drastically reduces the region of the parameters space characterized by oscillatory solutions. Moreover, while competition leads to pulse-like oscillations with long-tail distribution in period and amplitude for various parameters or noisy conditions, the non-competitive scenario shows a characteristic frequency and confined amplitude values. Our study also situates the competition mechanism in the context of existing genetic oscillators, with emphasis on the Atkinson oscillator.

CB1 knockout mice display impaired functionality of 5-HT1A and 5-HT2A/C receptors

Interaction between brain endocannabinoid (EC) and serotonin (5-HT) systems was investigated by examining 5-HT-dependent behavioural and biochemical responses in CB1 receptor knockout mice. CB1 knockout animals exhibited a significant reduction in the induction of head twitches and paw tremor by the 5-HT2A receptor selective agonist ()DOI, as well as a reduced hypothermic response following administration of the 5-HT1A receptor agonist (±)-8-OH-DPAT. Additionally, exposure to the tail suspension test induced enhanced despair responses in CB1 knockout mice. However, the tricyclic antidepressant imipramine and the 5-HT selective reuptake inhibitor fluoxetine induced similar decreases in the time of immobility in the tail suspension test in CB1 receptor knockout and wild-type mice. No differences were found between both genotypes with regard to 5-HT2A receptor and 5-HT1A receptors levels, measured by autoradiography in different brain areas. However, a significant decrease in the ability of the 5-HT1A receptor agonist (±)-8-OH-DPAT to stimulate 35SGTPS binding was detected in the hippocampal CA1 area of CB1 receptor knockout mice. This study provides evidence that CB1 receptors are involved in the regulation of serotonergic responses mediated by 5-HT2A and 5-HT1A receptors, and suggests that a reduced coupling of 5-HT1A receptors to Gi/o proteins in the hippocampus might be involved in these effects.

BDNF impairment in the hippocampus is related to enhanced despair behavior in CB1 knockout mice

Stress can cause damage and atrophy of neurons in the hippocampus by deregulating the expression of neurotrophic factors that promote neuronal plasticity. The endocannabinoid system represents a physiological substrate involved in neuroprotection at both cellular and emotional levels. The lack of CB1 receptor alters neuronal plasticity and originates an anxiety-like phenotype in mice. In the present study, CB1 knockout mice exhibited an augmented response to stress revealed by the increased despair behavior and corticosterone levels showed in the tail suspension test and decreased brain derived neurotrophic factor (BDNF) levels in the hippocampus. Interestingly, local administration of BDNF in the hippocampus reversed the increased despair behavior of CB1 knockout mice, confirming the crucial role played by BDNF on the emotional impairment of these mutants. The neurotrophic deficiency seems to be specific for BDNF since no differences were found in the levels of NGF and NT-3, two additional neurotrophic factors. Moreover, BDNF impairment is not related to the activity of its specific receptor TrkB or the activity of the transcription factor CREB. These results suggest that the lack of CB1 receptor originates an enhanced response to stress and neuronal plasticity by decreasing BDNF levels in the hippocampus that lead to impairment in the responses to emotional disturbances.

Attenuation of nicotine-induced antinociception, rewarding effects, and dependence in mu-opioid receptor knock-out mice

The involvement of μ-opioid receptors in different behavioral responses elicited by nicotine was explored by using μ-opioid receptor knock-out mice. The acute antinociceptive responses induced by nicotine in the tail-immersion and hot-plate tests were reduced in the mutant mice, whereas no difference between genotypes was observed in the locomotor responses. The rewarding effects induced by nicotine were then investigated using the conditioning place-preference paradigm. Nicotine produced rewarding responses in wild-type mice but failed to produce place preference in knock-out mice, indicating the inability of this drug to induce rewarding effects in the absence of μ-opioid receptors. Finally, the somatic expression of the nicotine withdrawal syndrome, precipitated in dependent mice by the injection of mecamylamine, was evaluated. Nicotine withdrawal was significantly attenuated in knock-out mutants when compared with wild-type mice. In summary, the present results show that μ-opioid receptors are involved in the rewarding responses induced by nicotine and participate in its antinociceptive responses and the expression of nicotine physical dependence.

Cannabinoid withdrawal syndrome is reduced in pre-proenkephalin knock-out mice

The functional interactions between the endogenous cannabinoid and opioid systems were evaluated in pre-proenkephalin-deficient mice. Antinociception induced in the tail-immersion test by acute Delta9-tetrahydrocannabinol was reduced in mutant mice, whereas no difference between genotypes was observed in the effects induced on body temperature, locomotion, or ring catalepsy. During a chronic treatment with Delta9-tetrahydrocannabinol, the development of tolerance to the analgesic responses induced by this compound was slower in mice lacking enkephalin. In addition, cannabinoid withdrawal syndrome, precipitated in Delta9-tetrahydrocannabinol-dependent mice by the injection of SR141716A, was significantly attenuated in mutant mice. These results indicate that the endogenous enkephalinergic system is involved in the antinociceptive responses of Delta9-tetrahydrocannabinol and participates in the expression of cannabinoid abstinence.

Activity of the δ-Opioid Receptor Is Partially Reduced, Whereas Activity of the κ-Receptor Is Maintained in Mice Lacking the μ-Receptor

Previous pharmacological studies have indicated the possible existence of functional interactions between μ-, δ- and κ-opioid receptors in the CNS. We have investigated this issue using a genetic approach. Here we describe in vitro and in vivo functional activity of δ- and κ-opioid receptors in mice lacking the μ-opioid receptor (MOR). Measurements of agonist-induced [35S]GTPγS binding and adenylyl cyclase inhibition showed that functional coupling of δ- and κ-receptors to G-proteins is preserved in the brain of mutant mice. In the mouse vas deferens bioassay, deltorphin II and cyclic[d-penicillamine2,d-penicillamine5] enkephalin exhibited similar potency to inhibit smooth muscle contraction in both wild-type and MOR −/− mice. δ-Analgesia induced by deltorphin II was slightly diminished in mutant mice, when the tail flick test was used. Deltorphin II strongly reduced the respiratory frequency in wild-type mice but not in MOR −/− mice. Analgesic and respiratory responses produced by the selective κ-agonist U-50,488H were unchanged in MOR-deficient mice. In conclusion, the preservation of δ- and κ-receptor signaling properties in mice lacking μ-receptors provides no evidence for opioid receptor cross-talk at the cellular level. Intact antinociceptive and respiratory responses to the κ-agonist further suggest that the κ-receptor mainly acts independently from the μ-receptor in vivo. Reduced δ-analgesia and the absence of δ-respiratory depression in MOR-deficient mice together indicate that functional interactions may take place between μ-receptors and central δ-receptors in specific neuronal pathways.