Contribution of matrix vesicles and alkaline phosphatase to ectopic bone formation

Endochondral calcification involves the participation of matrix vesicles (MVs), but it remains unclear whether calcification ectopically induced by implants of demineralized bone matrix also proceeds via MVs. Ectopic bone formation was induced by implanting rat demineralized diaphyseal bone matrix into the dorsal subcutaneous tissue of Wistar rats and was examined histologically and biochemically. Budding of MVs from chondrocytes was observed to serve as nucleation sites for mineralization during induced ectopic osteogenesis, presenting a diameter with Gaussian distribution with a median of 306 ± 103 nm. While the role of tissue-nonspecific alkaline phosphatase (TNAP) during mineralization involves hydrolysis of inorganic pyrophosphate (PPi), it is unclear how the microenvironment of MV may affect the ability of TNAP to hydrolyze the variety of substrates present at sites of mineralization. We show that the implants contain high levels of TNAP capable of hydrolyzing p-nitrophenylphosphate (pNPP), ATP and PPi. The catalytic properties of glycosyl phosphatidylinositol-anchored, polidocanol-solubilized and phosphatidylinositol-specific phospholipase C-released TNAP were compared using pNPP, ATP and PPi as substrates. While the enzymatic efficiency (k cat/Km) remained comparable between polidocanol-solubilized and membrane-bound TNAP for all three substrates, the k cat/Km for the phosphatidylinositol-specific phospholipase C-solubilized enzyme increased approximately 108-, 56-, and 556-fold for pNPP, ATP and PPi, respectively, compared to the membrane-bound enzyme. Our data are consistent with the involvement of MVs during ectopic calcification and also suggest that the location of TNAP on the membrane of MVs may play a role in determining substrate selectivity in this micro-compartment.

Testing option pricing with the Edgeworth expansion

There is a well-developed framework, the Black-Scholes theory, for the pricing of contracts based on the future prices of certain assets, called options. This theory assumes that the probability distribution of the returns of the underlying asset is a Gaussian distribution. However, it is observed in the market that this hypothesis is flawed, leading to the introduction of a fudge factor, the so-called volatility smile. Therefore, it would be interesting to explore extensions of the Black-Scholes theory to non-Gaussian distributions. In this paper, we provide an explicit formula for the price of an option when the distributions of the returns of the underlying asset is parametrized by an Edgeworth expansion, which allows for the introduction of higher independent moments of the probability distribution, namely skewness and kurtosis. We test our formula with options in the Brazilian and American markets, showing that the volatility smile can be reduced. We also check whether our approach leads to more efficient hedging strategies of these instruments. (C) 2004 Elsevier B.V. All rights reserved.

Collisional semiclassical approximations in phase-space representation

The Gaussian wave-packet phase-space representation is used to show that the expansion in powers of a of the quantum Liouville propagator leads, in the zeroth-order term, to results close to those obtained in the statistical quasiclassical method of Lee and Scully in the Weyl-Wigner picture. It is also verified that, propagating the Wigner distribution along the classical trajectories, the amount of error is less than that coming from propagating the Gaussian distribution along classical trajectories.

The gradually truncated Lévy flight: Stochastic process for complex systems

Power-law distributions, i.e. Levy flights have been observed in various economical, biological, and physical systems in high-frequency regime. These distributions can be successfully explained via gradually truncated Levy flight (GTLF). In general, these systems converge to a Gaussian distribution in the low-frequency regime. In the present work, we develop a model for the physical basis for the cut-off length in GTLF and its variation with respect to the time interval between successive observations. We observe that GTLF automatically approach a Gaussian distribution in the low-frequency regime. We applied the present method to analyze time series in some physical and financial systems. The agreement between the experimental results and theoretical curves is excellent. The present method can be applied to analyze time series in a variety of fields, which in turn provide a basis for the development of further microscopic models for the system. © 2000 Elsevier Science B.V. All rights reserved.

On the determination of epsilon during discriminative GMM training

Discriminative training of Gaussian Mixture Models (GMMs) for speech or speaker recognition purposes is usually based on the gradient descent method, in which the iteration step-size, ε, uses to be defined experimentally. In this letter, we derive an equation to adaptively determine ε, by showing that the second-order Newton-Raphson iterative method to find roots of equations is equivalent to the gradient descent algorithm. © 2010 IEEE.

Estudo de Lei de Potência em distribuições estatísticas de consumo de água

Pós-graduação em Física - IGCE

A distribuição estatística das notas do exame nacional do ensino médio (ENEM): um sistema complexo educacional

Pós-graduação em Física - IGCE

Law of large numbers for certain cylinder flows

We construct new examples of cylinder flows, given by skew product extensions of irrational rotations on the circle, that are ergodic and rationally ergodic along a subsequence of iterates. In particular, they exhibit a law of large numbers. This is accomplished by explicitly calculating, for a subsequence of iterates, the number of visits to zero, and it is shown that such number has a Gaussian distribution.

Comparação da composição bioquímica do líquido amniótico equino colhido em diferentes estágios gestacionais e no momento do parto

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Zero sets of bivariate Hermite polynomials

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Generalised single-equation load flow method for unbalanced distribution systems

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Microscopic origin of non-Gaussian distributions of financial returns

In this paper we study the possible microscopic origin of heavy-tailed probability density distributions for the price variation of financial instruments. We extend the standard log-normal process to include another random component in the so-called stochastic volatility models. We study these models under an assumption, akin to the Born-Oppenheimer approximation, in which the volatility has already relaxed to its equilibrium distribution and acts as a background to the evolution of the price process. In this approximation, we show that all models of stochastic volatility should exhibit a scaling relation in the time lag of zero-drift modified log-returns. We verify that the Dow-Jones Industrial Average index indeed follows this scaling. We then focus on two popular stochastic volatility models, the Heston and Hull-White models. In particular, we show that in the Hull-White model the resulting probability distribution of log-returns in this approximation corresponds to the Tsallis (t-Student) distribution. The Tsallis parameters are given in terms of the microscopic stochastic volatility model. Finally, we show that the log-returns for 30 years Dow Jones index data is well fitted by a Tsallis distribution, obtaining the relevant parameters. (c) 2007 Elsevier B.V. All rights reserved.

Fault analysis in four-wire distribution networks

The neutral wire in most existing power flow and fault analysis software is usually merged into phase wires using Kron's reduction method. In some applications, such as fault analysis, fault location, power quality studies, safety analysis, loss analysis etc., knowledge of the neutral wire and ground currents and voltages could be of particular interest. A general short-circuit analysis algorithm for three-phase four-wire distribution networks, based on the hybrid compensation method, is presented. In this novel use of the technique, the neutral wire and assumed ground conductor are explicitly represented. A generalised fault analysis method is applied to the distribution network for conditions with and without embedded generation. Results obtained from several case studies on medium- and low-voltage test networks with unbalanced loads, for isolated and multi-grounded neutral scenarios, are presented and discussed. Simulation results show the effects of neutrals and system grounding on the operation of the distribution feeders.

Spatial distribution of runoff depth from a watershed located in a cuesta relief area of São Paulo State, Brazil

This study was undertaken in a 1566 ha drainage basin situated in an area with cuesta relief in the state of São Paulo, Brazil. The objectives were: 1) to map the maximum potential soil water retention capacity, and 2) to simulate the depth of surface runoff in each geographical position of the area based on a typical rainfall event. The database required for the development of this research was generated in the environment of the geographical information system ArcInfo v.10.1. Undeformed soil samples were collected at 69 points. The ordinary kriging method was used in the interpolation of the values of soil density and maximum potential soil water retention capacity. The spherical model allowed for better adjustment of the semivariograms corresponding to the two soil attributes for the depth of 0 to 20 cm, while the Gaussian model enabled a better fit of the spatial behavior of the two variables for the depth of 20 to 40 cm. The simulation of the spatial distribution revealed a gradual increase in the depth of surface runoff for the rainfall event taken as example (25 mm) from the reverse to the peripheral depression of the cuesta (from west to east). There is a positive aspect observed in the gradient, since the sites of highest declivity, especially those at the front of the cuesta, are closer to the western boundary of the watershed where the lowest depths of runoff occur. This behavior, in conjunction with certain values of erodibility and depending on the land use and cover, can help mitigate the soil erosion processes in these areas.