958 resultados para Gaussian derivatives


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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.

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In this work, we analyze systems described by Lagrangians with higher order derivatives in the context of the Hamilton-Jacobi formalism for first order actions. Two different approaches are studied here: the first one is analogous to the description of theories with higher derivatives in the hamiltonian formalism according to [D.M. Gitman, S.L. Lyakhovich, I.V. Tyutin, Soviet Phys. J. 26 (1983) 730; D.M. Gitman, I.V. Tyutin, Quantization of Fields with Constraints, Springer-Verlag, New York, Berlin, 1990] the second treats the case where degenerate coordinate are present, in an analogy to reference [D.M. Gitman, I.V. Tyutin, Nucl. Phys. B 630 (2002) 509]. Several examples are analyzed where a comparison between both approaches is made. (C) 2007 Elsevier B.V. All rights reserved.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Reliable spectral analysis is only achieved if the spectrum is thoroughly investigated in regard to all hidden and overlapped peaks. This paper describes the steps undertaken to find and separate such peaks in the range of 3000 to 4000 cm(-1) in the case of three different infrared absorption spectra of the glass surface of hydrolyzed silica optical fibers. Peak finding was done by the analysis of the second and fourth derivatives of the digital data, coupled with the available knowledge of infrared spectroscopy of silica-water interaction in the investigated range. Peak separation was accomplished by curve fitting with four different models. The model with the best fit was described by a sum of pure Gaussian peaks. Shoulder limit and detection limit maps were used to validate the revealed spectral features.

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In early studies, we have reported the antinociceptive profile of (-)-spectaline, a piperidine alkaloid from Cassia spectabilis. The present study describes the synthesis, the antinociceptive and anti-inflammatory activities of a series of 2,3,6-trialkyl-piperidine alkaloids: the natural (-)-3-O-acetyl-spectaline (LASSBio-755) and ten semi-synthetic spectaline derivatives. Structure-activity relationship (SARs) studies were performed. The structures of all synthesized derivatives were confirmed by means of nuclear magnetic resonance. Compounds were evaluated for their analgesic (acetic acid-induced mouse abdominal constrictions, hot-plate test, formalin-induced pain test) and some of them for the anti-inflammatory activities (carrageenan-induced rat paw edema test). The pharmacological results showed that several of the new compounds given orally at a dose of 100 mu mol/kg significantly inhibited the acetic acid-induced abdominal constrictions, but they were less active than (-)-spectaline. LASSBio-755 and LASSBio-776 were the most actives with 37% and 31.7% of inhibition. In the formalin-induced pain only LASSBio-776 was able to inhibit by 34.4% the paw licking response of the inflammatory phase, (-)-spectaline and LASSBio-755 did show any activity. In the carrageenan-induced rat paw edema, only (-)-spectaline exhibited an anti-inflammatory profile, showing an ED(50) value of 56.6 mu mol/kg. Our results suggest different mechanisms of action for the analgesic activity observed for LASSBio-776 (3-O-Bocspectaline), LASSBio-755 (3-O-acetyl-spectaline) and (-)-spectaline (LASSBio-754). The antinociceptive profile of some of the semi-synthetic spectaline derivatives extends our research concerning the chemical and pharmacological optimization of isolated natural products in the search of new drug candidates from brazilian biodiversity.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)