The application of Fick's law to evaluate the period of stay of mega-olivines in alkaline lavas

The integration of the differential equation of the second law of Fick applied to the diffusion of chemical elements in a semi-infinite solid made it easier to estimate the time of stay of olivine mega-cristals in contact with the host lava The results of this research show the existence of two groups of olivine. The first remained in contact with the magmatic liquid during 19 to 22 days, while the second remained so during only 5 to 9 days. This distinction is correlative to that based on the qualitative observation.

Thermodynamic investigations in the Si-Ge-rich part of the ruthenium-silicon-germanium system

This paper reports molar heat capacities of Ru50SixGe(50-x) and Ru40SiyGe(60-y) ternary solid solutions determined by differential scanning calorimetry. A second order transition has been characterised for alloys ranging from Ru40Ge60 to Ru40Si10Ge50 at temperatures ranging from 850 to 1040 K, respectively. Tie lines have been established at 1000-900-800-700-600 degrees C by electron microprobe measurements on annealed alloys of the two phase domains: Ru50SixGe(50-x)-Ru40SiyGe(60-y) and Ru40SiyGe(60-y)-SizGe(100-z).

Theory of mind tasks and executive functions: A systematic review of group studies in neurology.

A growing number of studies have been addressing the relationship between theory of mind (TOM) and executive functions (EF) in patients with acquired neurological pathology. In order to provide a global overview on the main findings, we conducted a systematic review on group studies where we aimed to (1) evaluate the patterns of impaired and preserved abilities of both TOM and EF in groups of patients with acquired neurological pathology and (2) investigate the existence of particular relations between different EF domains and TOM tasks. The search was conducted in Pubmed/Medline. A total of 24 articles met the inclusion criteria. We considered for analysis classical clinically accepted TOM tasks (first- and second-order false belief stories, the Faux Pas test, Happe's stories, the Mind in the Eyes task, and Cartoon's tasks) and EF domains (updating, shifting, inhibition, and access). The review suggests that (1) EF and TOM appear tightly associated. However, the few dissociations observed suggest they cannot be reduced to a single function; (2) no executive subprocess could be specifically associated with TOM performances; (3) the first-order false belief task and the Happe's story task seem to be less sensitive to neurological pathologies and less associated to EF. Even though the analysis of the reviewed studies demonstrates a close relationship between TOM and EF in patients with acquired neurological pathology, the nature of this relationship must be further investigated. Studies investigating ecological consequences of TOM and EF deficits, and intervention researches may bring further contributions to this question.

Evolutionary and convergence stability for continuous phenotypes in finite populations derived from two-allele models.

The evolution of a quantitative phenotype is often envisioned as a trait substitution sequence where mutant alleles repeatedly replace resident ones. In infinite populations, the invasion fitness of a mutant in this two-allele representation of the evolutionary process is used to characterize features about long-term phenotypic evolution, such as singular points, convergence stability (established from first-order effects of selection), branching points, and evolutionary stability (established from second-order effects of selection). Here, we try to characterize long-term phenotypic evolution in finite populations from this two-allele representation of the evolutionary process. We construct a stochastic model describing evolutionary dynamics at non-rare mutant allele frequency. We then derive stability conditions based on stationary average mutant frequencies in the presence of vanishing mutation rates. We find that the second-order stability condition obtained from second-order effects of selection is identical to convergence stability. Thus, in two-allele systems in finite populations, convergence stability is enough to characterize long-term evolution under the trait substitution sequence assumption. We perform individual-based simulations to confirm our analytic results.

Extremal properties of certain risk models

Cette thèse s'intéresse à étudier les propriétés extrémales de certains modèles de risque d'intérêt dans diverses applications de l'assurance, de la finance et des statistiques. Cette thèse se développe selon deux axes principaux, à savoir: Dans la première partie, nous nous concentrons sur deux modèles de risques univariés, c'est-à- dire, un modèle de risque de déflation et un modèle de risque de réassurance. Nous étudions le développement des queues de distribution sous certaines conditions des risques commun¬s. Les principaux résultats sont ainsi illustrés par des exemples typiques et des simulations numériques. Enfin, les résultats sont appliqués aux domaines des assurances, par exemple, les approximations de Value-at-Risk, d'espérance conditionnelle unilatérale etc. La deuxième partie de cette thèse est consacrée à trois modèles à deux variables: Le premier modèle concerne la censure à deux variables des événements extrême. Pour ce modèle, nous proposons tout d'abord une classe d'estimateurs pour les coefficients de dépendance et la probabilité des queues de distributions. Ces estimateurs sont flexibles en raison d'un paramètre de réglage. Leurs distributions asymptotiques sont obtenues sous certaines condi¬tions lentes bivariées de second ordre. Ensuite, nous donnons quelques exemples et présentons une petite étude de simulations de Monte Carlo, suivie par une application sur un ensemble de données réelles d'assurance. L'objectif de notre deuxième modèle de risque à deux variables est l'étude de coefficients de dépendance des queues de distributions obliques et asymétriques à deux variables. Ces distri¬butions obliques et asymétriques sont largement utiles dans les applications statistiques. Elles sont générées principalement par le mélange moyenne-variance de lois normales et le mélange de lois normales asymétriques d'échelles, qui distinguent la structure de dépendance de queue comme indiqué par nos principaux résultats. Le troisième modèle de risque à deux variables concerne le rapprochement des maxima de séries triangulaires elliptiques obliques. Les résultats théoriques sont fondés sur certaines hypothèses concernant le périmètre aléatoire sous-jacent des queues de distributions. -- This thesis aims to investigate the extremal properties of certain risk models of interest in vari¬ous applications from insurance, finance and statistics. This thesis develops along two principal lines, namely: In the first part, we focus on two univariate risk models, i.e., deflated risk and reinsurance risk models. Therein we investigate their tail expansions under certain tail conditions of the common risks. Our main results are illustrated by some typical examples and numerical simu¬lations as well. Finally, the findings are formulated into some applications in insurance fields, for instance, the approximations of Value-at-Risk, conditional tail expectations etc. The second part of this thesis is devoted to the following three bivariate models: The first model is concerned with bivariate censoring of extreme events. For this model, we first propose a class of estimators for both tail dependence coefficient and tail probability. These estimators are flexible due to a tuning parameter and their asymptotic distributions are obtained under some second order bivariate slowly varying conditions of the model. Then, we give some examples and present a small Monte Carlo simulation study followed by an application on a real-data set from insurance. The objective of our second bivariate risk model is the investigation of tail dependence coefficient of bivariate skew slash distributions. Such skew slash distributions are extensively useful in statistical applications and they are generated mainly by normal mean-variance mixture and scaled skew-normal mixture, which distinguish the tail dependence structure as shown by our principle results. The third bivariate risk model is concerned with the approximation of the component-wise maxima of skew elliptical triangular arrays. The theoretical results are based on certain tail assumptions on the underlying random radius.

A hierarchical approach to model parameter optimization for developmental systems.

In the context of Systems Biology, computer simulations of gene regulatory networks provide a powerful tool to validate hypotheses and to explore possible system behaviors. Nevertheless, modeling a system poses some challenges of its own: especially the step of model calibration is often difficult due to insufficient data. For example when considering developmental systems, mostly qualitative data describing the developmental trajectory is available while common calibration techniques rely on high-resolution quantitative data. Focusing on the calibration of differential equation models for developmental systems, this study investigates different approaches to utilize the available data to overcome these difficulties. More specifically, the fact that developmental processes are hierarchically organized is exploited to increase convergence rates of the calibration process as well as to save computation time. Using a gene regulatory network model for stem cell homeostasis in Arabidopsis thaliana the performance of the different investigated approaches is evaluated, documenting considerable gains provided by the proposed hierarchical approach.

Asymmetry of Functional Connectivity in Schizophrenia at Different Spatial Scales

Introduction: The interhemispheric asymmetries that originate from connectivity-related structuring of the cerebral cortex are compromised in schizophrenia (SZ). Recently, we have revealed the whole-head topography of EEG synchronization in SZ (Jalili et al. 2007; Knyazeva et al. 2008). Here we extended the analysis to assess the abnormality in the asymmetry of synchronization, which is further motivated by the evidence that the interhemispheric asymmetries suspected to be abnormal in SZ originate from the connectivity-related structuring of the cortex. Methods: Thirteen right-handed SZ patients and thirteen matched controls, participated in this study and the multichannel (128) EEGs were recorded for 3-5 minutes at rest. Then, Laplacian EEG (LEEG) were calculated using a 2-D spline. The LEEGs were analysis through calculating the power spectral density using Welch's average periodogram method. Furthermore, using a state-space based multivariate synchronization measure, S-estimator, we analyzed the correlate of the functional cortico-cortical connectivity in SZ patients compared to the controls. The values of S-estimator were obtained at three different special scales: first-order neighbors for each sensor location, second-order neighbors, and the whole hemisphere. The synchronization measures based on LEEG of alpha and beta bands were applied and tuned to various spatial scales including local, intraregional, and long-distance levels. To assess the between-group differences, we used a permutation version of Hotelling's T2 test. For correlation analysis, Spearman Rank Correlation was calculated. Results: Compared to the controls, who had rightward asymmetry at a local level (LEEG power), rightward anterior and leftward posterior asymmetries at an intraregional level (first- and second-order S-estimator), and rightward global asymmetry (hemispheric S-estimator), SZ patients showed generally attenuated asymmetry, the effect being strongest for intraregional synchronization. This deviation in asymmetry across the anterior-to-posterior axis is consistent with the cerebral form of the so-called Yakovlevian or anticlockwise cerebral torque. Moreover, the negative occipital and positive frontal asymmetry values suggest higher regional synchronization among the left occipital and the right frontal locations relative to their symmetrical counterparts. Correlation analysis linked the posterior intraregional and hemispheric abnormalities to the negative SZ symptoms, whereas the asymmetry of LEEG power appeared to be weakly coupled to clinical ratings. The posterior intraregional abnormalities of asymmetry were shown to increase with the duration of the disease. The tentative links between these findings and gross anatomical asymmetries, including the cerebral torque and gyrification pattern in normal subjects and SZ patients, are discussed. Conclusions: Overall, our findings reveal the abnormalities in the synchronization asymmetry in SZ patients and heavy involvement of the right hemisphere in these abnormalities. These results indicate that anomalous asymmetry of cortico-cortical connections in schizophrenia is amenable to electrophysiological analysis.

Cis-configured aziridines are new pseudo-irreversible dual-mode inhibitors of Candida albicans secreted aspartic protease 2

A series of cis-configured epoxides and aziridines containing hydrophobic moieties and amino acid esters,were synthesized as new potential inhibitors of the secreted aspartic protease 2 (SAP2) of Candida albicans. Enzyme assays revealed the N- benzyl-3-phenyl-substituted aziridines 11 and 17 as the most potent inhibitors, with second-order inhibition, rate constants (k(2)) between 56000 and 12-1000 M-1 min(-1). The compounds were shown to be pseudo-irreversible dual-mode, inhibitors: the interm ediate esterified enzyme resulting from nucleophilic ring opening was hydrolyzed and yielded amino alcohols as transition state-mimetic reversible inhibitors. The results of docking studies with the ring-closed aziridine forms of the inhibitors suggest binding modes mainly dominated by hydrophobic interactions with the S1, S1' S2, and S2' subsites of the protease, and docking studies with the processed amino alcohol forms predict additional hydrogen bonds of the new hydroxy group to the active site Asp residues. C. albicans growth assays showed the compounds to decrease SAP2-dependent growth while not affecting SAP2-independent growth.

Snapshot gradient-recalled echo-planar images of rat brains at long echo time at 9.4 T.

With improved B 0 homogeneity along with satisfactory gradient performance at high magnetic fields, snapshot gradient-recalled echo-planar imaging (GRE-EPI) would perform at long echo times (TEs) on the order of T2*, which intrinsically allows obtaining strongly T2*-weighted images with embedded substantial anatomical details in ultrashort time. The aim of this study was to investigate the feasibility and quality of long TE snapshot GRE-EPI images of rat brain at 9.4 T. When compensating for B 0 inhomogeneities, especially second-order shim terms, a 200 x 200 microm2 in-plane resolution image was reproducibly obtained at long TE (>25 ms). The resulting coronal images at 30 ms had diminished geometric distortions and, thus, embedded substantial anatomical details. Concurrently with the very consistent stability, such GRE-EPI images should permit to resolve functional data not only with high specificity but also with substantial anatomical details, therefore allowing coregistration of the acquired functional data on the same image data set.

Comparison of the polynomial model against explicit measurements of noise components for different mammography systems.

Given the adverse impact of image noise on the perception of important clinical details in digital mammography, routine quality control measurements should include an evaluation of noise. The European Guidelines, for example, employ a second-order polynomial fit of pixel variance as a function of detector air kerma (DAK) to decompose noise into quantum, electronic and fixed pattern (FP) components and assess the DAK range where quantum noise dominates. This work examines the robustness of the polynomial method against an explicit noise decomposition method. The two methods were applied to variance and noise power spectrum (NPS) data from six digital mammography units. Twenty homogeneously exposed images were acquired with PMMA blocks for target DAKs ranging from 6.25 to 1600 µGy. Both methods were explored for the effects of data weighting and squared fit coefficients during the curve fitting, the influence of the additional filter material (2 mm Al versus 40 mm PMMA) and noise de-trending. Finally, spatial stationarity of noise was assessed.Data weighting improved noise model fitting over large DAK ranges, especially at low detector exposures. The polynomial and explicit decompositions generally agreed for quantum and electronic noise but FP noise fraction was consistently underestimated by the polynomial method. Noise decomposition as a function of position in the image showed limited noise stationarity, especially for FP noise; thus the position of the region of interest (ROI) used for noise decomposition may influence fractional noise composition. The ROI area and position used in the Guidelines offer an acceptable estimation of noise components. While there are limitations to the polynomial model, when used with care and with appropriate data weighting, the method offers a simple and robust means of examining the detector noise components as a function of detector exposure.

Ruin Theory with Excess of Loss Reinsurance and Reinstatements

The present paper studies the probability of ruin of an insurer, if excess of loss reinsurance with reinstatements is applied. In the setting of the classical Cramer-Lundberg risk model, piecewise deterministic Markov processes are used to describe the free surplus process in this more general situation. It is shown that the finite-time ruin probability is both the solution of a partial integro-differential equation and the fixed point of a contractive integral operator. We exploit the latter representation to develop and implement a recursive algorithm for numerical approximation of the ruin probability that involves high-dimensional integration. Furthermore we study the behavior of the finite-time ruin probability under various levels of initial surplus and security loadings and compare the efficiency of the numerical algorithm with the computational alternative of stochastic simulation of the risk process. (C) 2011 Elsevier Inc. All rights reserved.

Three essays in financial economics: asset pricing, optimal portfolio selection and financial integration

Executive Summary The unifying theme of this thesis is the pursuit of a satisfactory ways to quantify the riskureward trade-off in financial economics. First in the context of a general asset pricing model, then across models and finally across country borders. The guiding principle in that pursuit was to seek innovative solutions by combining ideas from different fields in economics and broad scientific research. For example, in the first part of this thesis we sought a fruitful application of strong existence results in utility theory to topics in asset pricing. In the second part we implement an idea from the field of fuzzy set theory to the optimal portfolio selection problem, while the third part of this thesis is to the best of our knowledge, the first empirical application of some general results in asset pricing in incomplete markets to the important topic of measurement of financial integration. While the first two parts of this thesis effectively combine well-known ways to quantify the risk-reward trade-offs the third one can be viewed as an empirical verification of the usefulness of the so-called "good deal bounds" theory in designing risk-sensitive pricing bounds. Chapter 1 develops a discrete-time asset pricing model, based on a novel ordinally equivalent representation of recursive utility. To the best of our knowledge, we are the first to use a member of a novel class of recursive utility generators to construct a representative agent model to address some long-lasting issues in asset pricing. Applying strong representation results allows us to show that the model features countercyclical risk premia, for both consumption and financial risk, together with low and procyclical risk free rate. As the recursive utility used nests as a special case the well-known time-state separable utility, all results nest the corresponding ones from the standard model and thus shed light on its well-known shortcomings. The empirical investigation to support these theoretical results, however, showed that as long as one resorts to econometric methods based on approximating conditional moments with unconditional ones, it is not possible to distinguish the model we propose from the standard one. Chapter 2 is a join work with Sergei Sontchik. There we provide theoretical and empirical motivation for aggregation of performance measures. The main idea is that as it makes sense to apply several performance measures ex-post, it also makes sense to base optimal portfolio selection on ex-ante maximization of as many possible performance measures as desired. We thus offer a concrete algorithm for optimal portfolio selection via ex-ante optimization over different horizons of several risk-return trade-offs simultaneously. An empirical application of that algorithm, using seven popular performance measures, suggests that realized returns feature better distributional characteristics relative to those of realized returns from portfolio strategies optimal with respect to single performance measures. When comparing the distributions of realized returns we used two partial risk-reward orderings first and second order stochastic dominance. We first used the Kolmogorov Smirnov test to determine if the two distributions are indeed different, which combined with a visual inspection allowed us to demonstrate that the way we propose to aggregate performance measures leads to portfolio realized returns that first order stochastically dominate the ones that result from optimization only with respect to, for example, Treynor ratio and Jensen's alpha. We checked for second order stochastic dominance via point wise comparison of the so-called absolute Lorenz curve, or the sequence of expected shortfalls for a range of quantiles. As soon as the plot of the absolute Lorenz curve for the aggregated performance measures was above the one corresponding to each individual measure, we were tempted to conclude that the algorithm we propose leads to portfolio returns distribution that second order stochastically dominates virtually all performance measures considered. Chapter 3 proposes a measure of financial integration, based on recent advances in asset pricing in incomplete markets. Given a base market (a set of traded assets) and an index of another market, we propose to measure financial integration through time by the size of the spread between the pricing bounds of the market index, relative to the base market. The bigger the spread around country index A, viewed from market B, the less integrated markets A and B are. We investigate the presence of structural breaks in the size of the spread for EMU member country indices before and after the introduction of the Euro. We find evidence that both the level and the volatility of our financial integration measure increased after the introduction of the Euro. That counterintuitive result suggests the presence of an inherent weakness in the attempt to measure financial integration independently of economic fundamentals. Nevertheless, the results about the bounds on the risk free rate appear plausible from the view point of existing economic theory about the impact of integration on interest rates.

Estimation of the correlation structure of crustal velocity heterogeneity from seismic reflection data

Numerous sources of evidence point to the fact that heterogeneity within the Earth's deep crystalline crust is complex and hence may be best described through stochastic rather than deterministic approaches. As seismic reflection imaging arguably offers the best means of sampling deep crustal rocks in situ, much interest has been expressed in using such data to characterize the stochastic nature of crustal heterogeneity. Previous work on this problem has shown that the spatial statistics of seismic reflection data are indeed related to those of the underlying heterogeneous seismic velocity distribution. As of yet, however, the nature of this relationship has remained elusive due to the fact that most of the work was either strictly empirical or based on incorrect methodological approaches. Here, we introduce a conceptual model, based on the assumption of weak scattering, that allows us to quantitatively link the second-order statistics of a 2-D seismic velocity distribution with those of the corresponding processed and depth-migrated seismic reflection image. We then perform a sensitivity study in order to investigate what information regarding the stochastic model parameters describing crustal velocity heterogeneity might potentially be recovered from the statistics of a seismic reflection image using this model. Finally, we present a Monte Carlo inversion strategy to estimate these parameters and we show examples of its application at two different source frequencies and using two different sets of prior information. Our results indicate that the inverse problem is inherently non-unique and that many different combinations of the vertical and lateral correlation lengths describing the velocity heterogeneity can yield seismic images with the same 2-D autocorrelation structure. The ratio of all of these possible combinations of vertical and lateral correlation lengths, however, remains roughly constant which indicates that, without additional prior information, the aspect ratio is the only parameter describing the stochastic seismic velocity structure that can be reliably recovered.