918 resultados para Conditional Dependence
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Conditional oncogene expression in transgenic mice is of interest for studying the oncoprotein requirements during tumorigenesis and for deriving cell lines that can be induced to undergo growth arrest and enhance their differentiated functions. We utilized the bacterial tetracycline (Tet)-resistance operon regulatory system (tet) from Tn10 of Escherichia coli to control simian virus 40 (SV40) large tumor (T) antigen (TAg) gene expression and to generate conditionally transformed pancreatic beta cells in transgenic mice. A fusion protein containing the tet repressor (tetR) and the activating domain of the herpes simplex virus protein VP16, which converts the repressor into a transcription activator, was produced in beta cells of transgenic mice under control of the insulin promoter. In a separate lineage of transgenic mice, the TAg gene was introduced under control of a tandem array of tet operator sequences and a minimal promoter, which by itself is not sufficient for gene expression. Mice from the two lineages were then crossed to generate double-transgenic mice. Expression of the tetR fusion protein in beta cells activated TAg transcription, resulting in the development of beta-cell tumors. Tumors arising in the absence of Tet were cultured to derive a stable beta-cell line. Cell incubation in the presence of Tet led to inhibition of proliferation, as shown by decreased BrdUrd and [3H]thymidine incorporation. The Tet derivative anhydrotetracycline showed a 100-fold stronger inhibition compared with Tet. When administered in vivo, Tet efficiently inhibited beta-cell proliferation. These findings indicate that transformed beta cells selected for growth during a tumorigenesis process in vivo maintain a dependence on the continuous presence of the TAg oncoprotein for their proliferation. This system provides an approach for generation of beta-cell lines for cell therapy of diabetes as well as conditionally transformed cell lines from other cell types of interest.
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Models for the conditional joint distribution of the U.S. Dollar/Japanese Yen and Euro/Japanese Yen exchange rates, from November 2001 until June 2007, are evaluated and compared. The conditional dependency is allowed to vary across time, as a function of either historical returns or a combination of past return data and option-implied dependence estimates. Using prices of currency options that are available in the public domain, risk-neutral dependency expectations are extracted through a copula repre- sentation of the bivariate risk-neutral density. For this purpose, we employ either the one-parameter \Normal" or a two-parameter \Gumbel Mixture" specification. The latter provides forward-looking information regarding the overall degree of covariation, as well as, the level and direction of asymmetric dependence. Specifications that include option-based measures in their information set are found to outperform, in-sample and out-of-sample, models that rely solely on historical returns.
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In this PhD thesis a new firm level conditional risk measure is developed. It is named Joint Value at Risk (JVaR) and is defined as a quantile of a conditional distribution of interest, where the conditioning event is a latent upper tail event. It addresses the problem of how risk changes under extreme volatility scenarios. The properties of JVaR are studied based on a stochastic volatility representation of the underlying process. We prove that JVaR is leverage consistent, i.e. it is an increasing function of the dependence parameter in the stochastic representation. A feasible class of nonparametric M-estimators is introduced by exploiting the elicitability of quantiles and the stochastic ordering theory. Consistency and asymptotic normality of the two stage M-estimator are derived, and a simulation study is reported to illustrate its finite-sample properties. Parametric estimation methods are also discussed. The relation with the VaR is exploited to introduce a volatility contribution measure, and a tail risk measure is also proposed. The analysis of the dynamic JVaR is presented based on asymmetric stochastic volatility models. Empirical results with S&P500 data show that accounting for extreme volatility levels is relevant to better characterize the evolution of risk. The work is complemented by a review of the literature, where we provide an overview on quantile risk measures, elicitable functionals and several stochastic orderings.
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Rapidity-odd directed flow (v1) measurements for charged pions, protons, and antiprotons near midrapidity (y=0) are reported in sNN=7.7, 11.5, 19.6, 27, 39, 62.4, and 200 GeV Au+Au collisions as recorded by the STAR detector at the Relativistic Heavy Ion Collider. At intermediate impact parameters, the proton and net-proton slope parameter dv1/dy|y=0 shows a minimum between 11.5 and 19.6 GeV. In addition, the net-proton dv1/dy|y=0 changes sign twice between 7.7 and 39 GeV. The proton and net-proton results qualitatively resemble predictions of a hydrodynamic model with a first-order phase transition from hadronic matter to deconfined matter, and differ from hadronic transport calculations.
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Local parity-odd domains are theorized to form inside a quark-gluon plasma which has been produced in high-energy heavy-ion collisions. The local parity-odd domains manifest themselves as charge separation along the magnetic field axis via the chiral magnetic effect. The experimental observation of charge separation has previously been reported for heavy-ion collisions at the top RHIC energies. In this Letter, we present the results of the beam-energy dependence of the charge correlations in Au+Au collisions at midrapidity for center-of-mass energies of 7.7, 11.5, 19.6, 27, 39, and 62.4 GeV from the STAR experiment. After background subtraction, the signal gradually reduces with decreased beam energy and tends to vanish by 7.7 GeV. This implies the dominance of hadronic interactions over partonic ones at lower collision energies.
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We report the first measurements of the moments--mean (M), variance (σ(2)), skewness (S), and kurtosis (κ)--of the net-charge multiplicity distributions at midrapidity in Au+Au collisions at seven energies, ranging from sqrt[sNN]=7.7 to 200 GeV, as a part of the Beam Energy Scan program at RHIC. The moments are related to the thermodynamic susceptibilities of net charge, and are sensitive to the location of the QCD critical point. We compare the products of the moments, σ(2)/M, Sσ, and κσ(2), with the expectations from Poisson and negative binomial distributions (NBDs). The Sσ values deviate from the Poisson baseline and are close to the NBD baseline, while the κσ(2) values tend to lie between the two. Within the present uncertainties, our data do not show nonmonotonic behavior as a function of collision energy. These measurements provide a valuable tool to extract the freeze-out parameters in heavy-ion collisions by comparing with theoretical models.
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We study how the crossover exponent, phi, between the directed percolation (DP) and compact directed percolation (CDP) behaves as a function of the diffusion rate in a model that generalizes the contact process. Our conclusions are based in results pointed by perturbative series expansions and numerical simulations, and are consistent with a value phi = 2 for finite diffusion rates and phi = 1 in the limit of infinite diffusion rate.
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In this work we report on a comparison of some theoretical models usually used to fit the dependence on temperature of the fundamental energy gap of semiconductor materials. We used in our investigations the theoretical models of Viña, Pässler-p and Pässler-ρ to fit several sets of experimental data, available in the literature for the energy gap of GaAs in the temperature range from 12 to 974 K. Performing several fittings for different values of the upper limit of the analyzed temperature range (Tmax), we were able to follow in a systematic way the evolution of the fitting parameters up to the limit of high temperatures and make a comparison between the zero-point values obtained from the different models by extrapolating the linear dependence of the gaps at high T to T = 0 K and that determined by the dependence of the gap on isotope mass. Using experimental data measured by absorption spectroscopy, we observed the non-linear behavior of Eg(T) of GaAs for T > ΘD.
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We present measurements of net charge fluctuations in Au+Au collisions at s(NN)=19.6, 62.4, 130, and 200 GeV, Cu+Cu collisions at s(NN)=62.4 and 200 GeV, and p+p collisions at s=200 GeV using the dynamical net charge fluctuations measure nu(+-,dyn). We observe that the dynamical fluctuations are nonzero at all energies and exhibit a modest dependence on beam energy. A weak system size dependence is also observed. We examine the collision centrality dependence of the net charge fluctuations and find that dynamical net charge fluctuations violate 1/N(ch) scaling but display approximate 1/N(part) scaling. We also study the azimuthal and rapidity dependence of the net charge correlation strength and observe strong dependence on the azimuthal angular range and pseudorapidity widths integrated to measure the correlation.
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We present STAR results on the elliptic flow upsilon(2) Of charged hadrons, strange and multistrange particles from,root s(NN) = 200 GeV Au+Au collisions at the BNL Relativistic Heavy Ion Collider (RHIC). The detailed study of the centrality dependence of upsilon(2) over a broad transverse momentum range is presented. Comparisons of different analysis methods are made in order to estimate systematic uncertainties. To discuss the nonflow effect, we have performed the first analysis Of upsilon(2) with the Lee-Yang zero method for K(S)(0) and A. In the relatively low PT region, P(T) <= 2 GeV/c, a scaling with m(T) - m is observed for identified hadrons in each centrality bin studied. However, we do not observe nu 2(p(T))) scaled by the participant eccentricity to be independent of centrality. At higher PT, 2 1 <= PT <= 6 GeV/c, V2 scales with quark number for all hadrons studied. For the multistrange hadron Omega, which does not suffer appreciable hadronic interactions, the values of upsilon(2) are consistent with both m(T) - m scaling at low p(T) and number-of-quark scaling at intermediate p(T). As a function ofcollision centrality, an increase of p(T)-integrated upsilon(2) scaled by the participant eccentricity has been observed, indicating a stronger collective flow in more central Au+Au collisions.
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It is shown that, for accretion disks, the height scale is a constant whenever hydrostatic equilibrium and the subsonic turbulence regime hold in the disk. In order to have a variable height scale, processes are needed that contribute an extra term to the continuity equation. This contribution makes the viscosity parameter much greater in the outer region and much smaller in the inner region. Under these circumstances, turbulence is the presumable source of viscosity in the disk.
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In this study, we examine the spectral dependence of aerosol absorption at different sites and seasons in the Amazon Basin. The analysis is based on measurements performed during three intensive field experiments at a pasture site (Fazenda Nossa Senhora, Rondonia) and at a primary forest site (Cuieiras Reserve, Amazonas), from 1999 to 2004. Aerosol absorption spectra were measured using two Aethalometers: a 7-wavelength Aethalometer (AE30) that covers the visible (VIS) to near-infrared (NIR) spectral range, and a 2-wavelength Aethalometer (AE20) that measures absorption in the UV and in the NIR. As a consequence of biomass burning emissions, about 10 times greater absorption values were observed in the dry season in comparison to the wet season. Power law expressions were fitted to the measurements in order to derive the absorption Angstrom exponent, defined as the negative slope of absorption versus wavelength in a log-log plot. At the pasture site, about 70% of the absorption Angstrom exponents fell between 1.5 and 2.5 during the dry season, indicating that biomass burning aerosols have a stronger spectral dependence than soot carbon particles. Angstrom exponents decreased from the dry to the wet season, in agreement with the shift from biomass burning aerosols, predominant in the fine mode, to biogenic and dust aerosols, predominant in the coarse mode. The lowest absorption Angstrom exponents (90% of data below 1.5) were observed at the forest site during the dry season. Also, results indicate that low absorption coefficients were associated with low Angstrom exponents. This finding suggests that biogenic aerosols from Amazonia have a weaker spectral dependence for absorption than biomass burning aerosols, contradicting our expectations of biogenic particles behaving as brown carbon. In a first order assessment, results indicate a small (<1 %) effect of variations in absorption Angstrom exponents on 24-h aerosol forcings, at least in the spectral range of 450-880 nm. Further studies should be taken to assess the corresponding impact in the UV spectral range. The assumption that soot spectral properties represent all ambient light absorbing particles may cause a misjudgment of absorption towards the UV, especially in remote areas. Therefore, it is recommended to measure aerosol absorption at several wavelengths to accurately assess the impact of non-soot aerosols on climate and on photochemical atmospheric processes.
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We have measured the azimuthal anisotropy of pi(0) production for 1 < p(T) < 18 GeV/c for Au + Au collisions at root s(NN) = 200 GeV. The observed anisotropy shows a gradual decrease for 3 less than or similar to p(T) less than or similar to 7-10 GeV/c, but remains positive beyond 10 GeV/c. The magnitude of this anisotropy is underpredicted, up to at least similar to 10 GeV/c, by current perturbative QCD (PQCD) energy-loss model calculations. An estimate of the increase in anisotropy expected from initial-geometry modification due to gluon saturation effects and fluctuations is insufficient to account for this discrepancy. Calculations that implement a path-length dependence steeper than what is implied by current PQCD energy-loss models show reasonable agreement with the data.
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New measurements by the PHENIX experiment at the Relativistic Heavy Ion Collider for. production at midrapidity as a function of transverse momentum ((PT)) and collision centrality in root s(NN) = 200 GeV Au + Au and p + p collisions are presented. They indicate nuclear modification factors (R(AA)) which are similar in both magnitude and trend to those found in earlier pi(0) measurements. Linear fits to R(AA) as a function of (PT) in 5-20 GeV/c show that the slope is consistent with zero within two standard deviations at all centralities, although a slow rise cannot be excluded. Having different statistical and systematic uncertainties, the pi(0) and eta measurements are complementary at high (PT); thus, along with the extended (PT) range of these data they can provide additional constraints for theoretical modeling and the extraction of transport properties.