39 resultados para Gradually Truncated Lèvy Flight
Resumo:
Objectives: Our objective was to test the performance of CA125 in classifying serum samples from a cohort of malignant and benign ovarian cancers and age-matched healthy controls and to assess whether combining information from matrix-assisted laser desorption/ionization (MALDI) time-of-flight profiling could improve diagnostic performance. Materials and Methods: Serum samples from women with ovarian neoplasms and healthy volunteers were subjected to CA125 assay and MALDI time-of-flight mass spectrometry (MS) profiling. Models were built from training data sets using discriminatory MALDI MS peaks in combination with CA125 values and tested their ability to classify blinded test samples. These were compared with models using CA125 threshold levels from 193 patients with ovarian cancer, 290 with benign neoplasm, and 2236 postmenopausal healthy controls. Results: Using a CA125 cutoff of 30 U/mL, an overall sensitivity of 94.8% (96.6% specificity) was obtained when comparing malignancies versus healthy postmenopausal controls, whereas a cutoff of 65 U/mL provided a sensitivity of 83.9% (99.6% specificity). High classification accuracies were obtained for early-stage cancers (93.5% sensitivity). Reasons for high accuracies include recruitment bias, restriction to postmenopausal women, and inclusion of only primary invasive epithelial ovarian cancer cases. The combination of MS profiling information with CA125 did not significantly improve the specificity/accuracy compared with classifications on the basis of CA125 alone. Conclusions: We report unexpectedly good performance of serum CA125 using threshold classification in discriminating healthy controls and women with benign masses from those with invasive ovarian cancer. This highlights the dependence of diagnostic tests on the characteristics of the study population and the crucial need for authors to provide sufficient relevant details to allow comparison. Our study also shows that MS profiling information adds little to diagnostic accuracy. This finding is in contrast with other reports and shows the limitations of serum MS profiling for biomarker discovery and as a diagnostic tool
Resumo:
This paper uses sales transaction data in order to examine whether flight from risk phenomena took place in the US office property investment market during the financial crisis of 2007-2009. The effect of the crisis on the pricing of property quality attributes, mainly summarized by the class category of each building, is investigated. In addition, the paper examines how turnover levels were affected by the market downturn and whether there were significant variations between different real estate quality types. The results of the hedonic regression models suggest that the price spread between Class, A, B and C grew significantly during the downturn. We also find that property attributes such as size, height and age are priced significantly different in ‘hot’ and ‘cold’ markets.
Resumo:
Scale functions play a central role in the fluctuation theory of spectrally negative Lévy processes and often appear in the context of martingale relations. These relations are often require excursion theory rather than Itô calculus. The reason for the latter is that standard Itô calculus is only applicable to functions with a sufficient degree of smoothness and knowledge of the precise degree of smoothness of scale functions is seemingly incomplete. The aim of this article is to offer new results concerning properties of scale functions in relation to the smoothness of the underlying Lévy measure. We place particular emphasis on spectrally negative Lévy processes with a Gaussian component and processes of bounded variation. An additional motivation is the very intimate relation of scale functions to renewal functions of subordinators. The results obtained for scale functions have direct implications offering new results concerning the smoothness of such renewal functions for which there seems to be very little existing literature on this topic.
Resumo:
We wish to characterize when a Lévy process X t crosses boundaries b(t), in a two-sided sense, for small times t, where b(t) satisfies very mild conditions. An integral test is furnished for computing the value of sup t→0|X t |/b(t) = c. In some cases, we also specify a function b(t) in terms of the Lévy triplet, such that sup t→0 |X t |/b(t) = 1.
Resumo:
Pardo, Patie, and Savov derived, under mild conditions, a Wiener-Hopf type factorization for the exponential functional of proper Lévy processes. In this paper, we extend this factorization by relaxing a finite moment assumption as well as by considering the exponential functional for killed Lévy processes. As a by-product, we derive some interesting fine distributional properties enjoyed by a large class of this random variable, such as the absolute continuity of its distribution and the smoothness, boundedness or complete monotonicity of its density. This type of results is then used to derive similar properties for the law of maxima and first passage time of some stable Lévy processes. Thus, for example, we show that for any stable process with $\rho\in(0,\frac{1}{\alpha}-1]$, where $\rho\in[0,1]$ is the positivity parameter and $\alpha$ is the stable index, then the first passage time has a bounded and non-increasing density on $\mathbb{R}_+$. We also generate many instances of integral or power series representations for the law of the exponential functional of Lévy processes with one or two-sided jumps. The proof of our main results requires different devices from the one developed by Pardo, Patie, Savov. It relies in particular on a generalization of a transform recently introduced by Chazal et al together with some extensions to killed Lévy process of Wiener-Hopf techniques. The factorizations developed here also allow for further applications which we only indicate here also allow for further applications which we only indicate here.
Resumo:
Enterohemorrhagic Escherichia coli (EHEC) strains comprise a broad group of bacteria, some of which cause attaching and effacing (AE) lesions and enteritis in humans and animals. Non-O157:H7 EHEC strains contain the gene efa-1 (referred to in previous publications as efa1), which influences adherence to cultured epithelial cells. An almost identical gene in enteropathogenic E. coli (lifA) mediates the inhibition of lymphocyte proliferation and proinflammatory cytokine synthesis. We have shown previously that significantly lower numbers of EHEC 05 and 0111 efa-1 mutants are shed in feces following experimental infection in calves and that these mutants exhibit reduced adherence to intestinal epithelia compared with isogenic wild-type strains. E. coli O157:H7 strains lack efa-1 but encode a homolog on the pO157 plasmid (toxB/l7095) and contain a truncated version of the efa-1 gene (efa-1'/z4332 in O island 122 of the EDL933 chromosome). Here we report that E. coli O157:H7 toxB and efa-1' single and double mutants exhibit reduced adherence to cultured epithelial cells and show reduced expression and secretion of proteins encoded by the locus of enterocyte effacement (LEE), which plays a key role in the host-cell interactions of EHEC. The activity of LEE1, LEE4, and LEE5 promoters was not significantly altered in E. coli O157:H7 strains harboring toxB or efa-1' mutations, indicating that the effect on the expression of LEE-encoded secreted proteins occurs at a posttranscriptional level. Despite affecting type III secretion, mutation of toxB and efa-1' did not significantly affect the course of fecal shedding of E. coli O157:H7 following experimental inoculation of 10- to 14-day-old calves or 6-week-old sheep. Mutation of tir caused a significant reduction in fecal shedding of E. coli O157:H7 in calves, indicating that the formation of AE lesions is important for colonization of the bovine intestine.