916 resultados para Long memory stochastic process


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Cancer is one of the world's leading causes of death with a rising trend in incidence. These epidemiologic observations underline the need for novel treatment strategies. In this regard, a promising approach takes advantage of the adaptive effector mechanisms of the immune system, using T lymphocytes to specifically target and destroy tumour cells. However, whereas current approaches mainly depend on short-lived, terminally differentiated effector T cells, increasing evidence suggests that long lasting and maximum efficient immune responses are mediated by low differentiated memory T cells. These memory T cells should display characteristics of stem cells, such as longevity, self-renewal capacity and the ability to continuously give rise to further differentiated effectors. These stem celllike memory T (TSCM) cells are thought to be of key therapeutic value as they might not only attack differentiated tumour cells, but also eradicate the root cause of cancer, the cancer stem cells themselves. Thus, efforts are made to characterize TSCM cells and to identify the signalling pathways which mediate their induction. Recently, a human TSCM cell subset was described and the activation of the Wnt-ß-catenin signalling pathway by the drug TWS119 during naive CD8+ T (TN) cell priming was suggested to mediate their induction. However, a precise deciphering of the signalling pathways leading to TSCM cell induction and an in-depth characterization of in vitro induced and in vivo occurring TSCM cells remain to be performed. Here, evidence is presented that the induction of human and mouse CD8+ and CD4+ TSCM cells may be triggered by inhibition of mechanistic/mammalian target of rapamycin (mTOR) complex 1 with simultaneously active mTOR complex 2. This molecular mechanism arrests a fraction of activated TN cells in a stem cell-like differentiation state independently of the Wnt-ß-catenin signalling pathway. Of note, TWS119 was found to also inhibit mTORCl, thereby mediating the induction of TSCM cells. Suggesting an immunostimulatory effect, the acquired data broaden the therapeutic range of mTORCl inhibitors like rapamycin, which are, at present, exclusively used due to their immunosuppressive function. Furthermore, by performing broad metabolic analyses, a well-orchestrated interplay between intracellular signalling pathways and the T cells' metabolic programmes could be identified as important regulator of the T cells' differentiation fate. Moreover, in vitro induced CD4+ TSCM cells possess superior functional capacities and share fate-determining key factors with their naturally occurring counterparts, assessed by a first-time full transcriptome analysis of in vivo occurring CD4+ TN cell, TSCM cells and central memory (TCM) cells and in vitro induced CD4+ TSCM cells. Of interest, a group of 56 genes, with a unique expression profile in TSCM cells could be identified. Thus, a pharmacological mechanism allowing to confer sternness to activated TN cells has been found which might be highly relevant for the design of novel T cell-based cancer immunotherapies.

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We develop a method to obtain first-passage-time statistics for non-Markovian processes driven by dichotomous fluctuations. The fluctuations themselves need not be Markovian. We calculate analytic first-passage-time distributions and mean first-passage times for exponential, rectangular, and long-tail temporal distributions of the fluctuations.

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We study the process of vacuum decay in quantum field theory focusing on the stochastic aspects of the interaction between long- and short-wavelength modes. This interaction results in a diffusive behavior of the reduced Wigner function describing the state of long-wavelength modes, and thereby to a finite activation rate even at zero temperature. This effect can make a substantial contribution to the total decay rate.

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Abstract Traditionally, the common reserving methods used by the non-life actuaries are based on the assumption that future claims are going to behave in the same way as they did in the past. There are two main sources of variability in the processus of development of the claims: the variability of the speed with which the claims are settled and the variability between the severity of the claims from different accident years. High changes in these processes will generate distortions in the estimation of the claims reserves. The main objective of this thesis is to provide an indicator which firstly identifies and quantifies these two influences and secondly to determine which model is adequate for a specific situation. Two stochastic models were analysed and the predictive distributions of the future claims were obtained. The main advantage of the stochastic models is that they provide measures of variability of the reserves estimates. The first model (PDM) combines one conjugate family Dirichlet - Multinomial with the Poisson distribution. The second model (NBDM) improves the first one by combining two conjugate families Poisson -Gamma (for distribution of the ultimate amounts) and Dirichlet Multinomial (for distribution of the incremental claims payments). It was found that the second model allows to find the speed variability in the reporting process and development of the claims severity as function of two above mentioned distributions' parameters. These are the shape parameter of the Gamma distribution and the Dirichlet parameter. Depending on the relation between them we can decide on the adequacy of the claims reserve estimation method. The parameters have been estimated by the Methods of Moments and Maximum Likelihood. The results were tested using chosen simulation data and then using real data originating from the three lines of business: Property/Casualty, General Liability, and Accident Insurance. These data include different developments and specificities. The outcome of the thesis shows that when the Dirichlet parameter is greater than the shape parameter of the Gamma, resulting in a model with positive correlation between the past and future claims payments, suggests the Chain-Ladder method as appropriate for the claims reserve estimation. In terms of claims reserves, if the cumulated payments are high the positive correlation will imply high expectations for the future payments resulting in high claims reserves estimates. The negative correlation appears when the Dirichlet parameter is lower than the shape parameter of the Gamma, meaning low expected future payments for the same high observed cumulated payments. This corresponds to the situation when claims are reported rapidly and fewer claims remain expected subsequently. The extreme case appears in the situation when all claims are reported at the same time leading to expectations for the future payments of zero or equal to the aggregated amount of the ultimate paid claims. For this latter case, the Chain-Ladder is not recommended.

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Abstract This paper shows how to calculate recursively the moments of the accumulated and discounted value of cash flows when the instantaneous rates of return follow a conditional ARMA process with normally distributed innovations. We investigate various moment based approaches to approximate the distribution of the accumulated value of cash flows and we assess their performance through stochastic Monte-Carlo simulations. We discuss the potential use in insurance and especially in the context of Asset-Liability Management of pension funds.

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This paper analyzes the relationship between spatial density of economic activity and interregional differences in the productivity of industrial labour in Spain during the period 1860-1999. In the spirit of Ciccone and Hall (1996) and Ciccone (2002), we analyze the evolution of this relationship over the long term in Spain. Using data on the period 1860-1999 we show the existence of an agglomeration effect linking the density of economic activity with labour productivity in the industry. This effect was present since the beginning of the industrialization process in the middle of the 19th century but has been decreasing over time. The estimated elasticity of labour productivity with respect to employment density was close to 8% in the subperiod 1860-1900, reduces to a value of around 7% in the subperiod 1914-1930, to 4% in the subperiod 1965-1979 and becomes insignificant in the final subperiod 1985-1999. At the end of the period analyzed there is no evidence of the existence of net agglomeration effects in the industry. This result could be explained by an important increase in the congestion effects in large industrial metropolitan areas that would have compensated the centripetal or agglomeration forces at work. Furthermore, this result is also consistent with the evidence of a dispersion of industrial activity in Spain during the last decades.

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This paper analyzes the relationship between spatial density of economic activity and interregional differences in the productivity of industrial labour in Spain during the period 1860-1999. In the spirit of Ciccone and Hall (1996) and Ciccone (2002), we analyze the evolution of this relationship over the long term in Spain. Using data on the period 1860-1999 we show the existence of an agglomeration effect linking the density of economic activity with labour productivity in the industry. This effect was present since the beginning of the industrialization process in the middle of the 19th century but has been decreasing over time. The estimated elasticity of labour productivity with respect to employment density was close to 8% in the subperiod 1860-1900, reduces to a value of around 7% in the subperiod 1914-1930, to 4% in the subperiod 1965-1979 and becomes insignificant in the final subperiod 1985-1999. At the end of the period analyzed there is no evidence of the existence of net agglomeration effects in the industry. This result could be explained by an important increase in the congestion effects in large industrial metropolitan areas that would have compensated the centripetal or agglomeration forces at work. Furthermore, this result is also consistent with the evidence of a dispersion of industrial activity in Spain during the last decades.

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We characterize the value function of maximizing the total discounted utility of dividend payments for a compound Poisson insurance risk model when strictly positive transaction costs are included, leading to an impulse control problem. We illustrate that well known simple strategies can be optimal in the case of exponential claim amounts. Finally we develop a numerical procedure to deal with general claim amount distributions.

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Cold in-place recycling (CIR) has become an attractive method for rehabilitating asphalt roads that have good subgrade support and are suffering distress related to non-structural aging and cracking of the pavement layer. Although CIR is widely used, its use could be expanded if its performance were more predictable. Transportation officials have observed roads that were recycled under similar circumstances perform very differently for no clear reason. Moreover, a rational mix design has not yet been developed, design assumptions regarding the structural support of the CIR layer remain empirical and conservative, and there is no clear understanding of the cause-effect relationships between the choices made during the design/construction process and the resulting performance. The objective of this project is to investigate these relationships, especially concerning the age of the recycled pavement, cumulative traffic volume, support conditions, aged engineering properties of the CIR materials, and road performance. Twenty-four CIR asphalt roads constructed in Iowa from 1986 to 2004 were studied: 18 were selected from a sample of roads studied in a previous research project (HR-392), and 6 were selected from newer CIR projects constructed after 1999. This report summarizes the results of a comprehensive program of field distress surveys, field testing, and laboratory testing for these CIR asphalt roads. The results of this research can help identify changes that should be made with regard to design, material selection, and construction in order to lengthen the time between rehabilitation cycles and improve the performance and cost-effectiveness of future recycled roads.

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The survey "Datenerhebung zur Depression in der Allgemeinbevölkerung" was conducted from fall 2010 to spring 2011 on several online platforms. The results show that there is a considerable timespan between the appearance of initial symptoms of depression and the first diagnosis of a patient. Intervention at early stages of the disease can reduce a potentially long time of suffering and can lead to the successful treatment of depression. General practitioners play an important role as the link between patient and psychiatrist.

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Creating long-term memory requires a cellular program in neurons involving gene expression, protein synthesis, and formation of new synaptic connections. Suzuki et al. (2011) show that astrocytes, glial cells of the brain, play a necessary role in this program by converting glycogen to lactate and transporting it to neurons.

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The adaptive immune system plays a critical role in protection at the time of secondary infection. It does so through the rapid and robust reactivation of memory T cells which are maintained long-term, in a phenotypically heterogeneous state, following their primary encounter with Ag. Although most HLA-A*0201/influenza matrix protein(58-66)-specific CD8 T cells from healthy donors display characteristics typical of memory T cells, through our extensive phenotypic analysis we have further shown that up to 20% of these cells express neither the IL-7 receptor CD127 nor the costimulatory molecule CD28. In contrast to the majority of CD28(pos) cells, granzyme B and perforin were frequently expressed by the CD28(neg) cells, suggesting that they are effector cells. Indeed, these cells were able to kill target cells, in an Ag-specific manner, directly ex vivo. Thus, our findings demonstrate the remarkable long-term persistence in healthy humans of not only influenza-specific memory cells, but also of effector T cells. We further observed that granzyme B expression in influenza-specific CD8 T cells paralleled levels in the total CD8 T cell population, suggestive of Ag-nonspecific bystander activation. Sequencing of TCR alpha- and beta-chains showed that the TCR repertoire specific for this epitope was dominated by one, or a few, T cell clonotype per healthy donor. Moreover, our sequencing analysis revealed, for the first time in humans, that identical clonotypes can coexist as both memory and effector T cells, thereby supporting the principle of multipotent clonotypic differentiation.

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Due to important alteration caused by long time decomposition, the gases in human bodies buried for more than a year have not been investigated. For the first time, the results of gas analysis sampled from bodies recently exhumed after 30 years are presented. Adipocere formation has prevented the bodies from too important alteration, and gaseous areas were identified. The sampling was performed with airtight syringes assisted by multi-detector computed tomography (MDCT) in those specific areas. The important amount of methane (CH4), coupled to weak amounts of hydrogen (H2) and carbon dioxide (CO2), usual gaseous alteration indicators, have permitted to confirm methanogenesis mechanism for long period of alteration. H2 and CO2 produced during the first stages of the alteration process were consumed through anaerobic oxidation by methanogenic bacteria, generating CH4.

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Cold in-place recycling (CIR) has become an attractive method for rehabilitating asphalt roads that have good subgrade support and are suffering distress related to non-structural aging and cracking of the pavement layer. Although CIR is widely used, its use could be expanded if its performance were more predictable. Transportation officials have observed roads that were recycled under similar circumstances perform very differently for no clear reason. Moreover, a rational mix design has not yet been developed, design assumptions regarding the structural support of the CIR layer remain empirical and conservative, and there is no clear understanding of the cause-effect relationships between the choices made during the design/construction process and the resulting performance. The objective of this project is to investigate these relationships, especially concerning the age of the recycled pavement, cumulative traffic volume, support conditions, aged engineering properties of the CIR materials, and road performance. Twenty-four CIR asphalt roads constructed in Iowa from 1986 to 2004 were studied: 18 were selected from a sample of roads studied in a previous research project (HR-392), and 6 were selected from newer CIR projects constructed after 1999. This report describes the results of comprehensive field and laboratory testing for these CIR asphalt roads. The results indicate that the modulus of the CIR layer and the air voids of the CIR asphalt binder were the most important factors affecting CIR pavement performance for high-traffic roads. For low-traffic roads, the wet indirect tensile strength significantly affected pavement performance. The results of this research can help identify changes that should be made with regard to design, material selection, and construction in order to improve the performance and cost-effectiveness of future recycled roads.

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Cold in-place recycling (CIR) has become an attractive method for rehabilitating asphalt roads that have good subgrade support and are suffering distress related to non-structural aging and cracking of the pavement layer. Although CIR is widely used, its use could be expanded if its performance were more predictable. Transportation officials have observed roads that were recycled under similar circumstances perform very differently for no clear reason. Moreover, a rational mix design has not yet been developed, design assumptions regarding the structural support of the CIR layer remain empirical and conservative, and there is no clear understanding of the cause-effect relationships between the choices made during the design/construction process and the resulting performance. The objective of this project is to investigate these relationships, especially concerning the age of the recycled pavement, cumulative traffic volume, support conditions, aged engineering properties of the CIR materials, and road performance. Twenty-four CIR asphalt roads constructed in Iowa from 1986 to 2004 were studied: 18 were selected from a sample of roads studied in a previous research project (HR-392), and 6 were selected from newer CIR projects constructed after 1999. This report summarizes the results of a comprehensive program of field distress surveys, field testing, and laboratory testing for these CIR asphalt roads. The results of this research can help identify changes that should be made with regard to design, material selection, and construction in order to lengthen the time between rehabilitation cycles and improve the performance and cost-effectiveness of future recycled roads.