Transformation kernel density estimation of actuarial loss functions

[cat] Es presenta un estimador nucli transformat que és adequat per a distribucions de cua pesada. Utilitzant una transformació basada en la distribució de probabilitat Beta l’elecció del paràmetre de finestra és molt directa. Es presenta una aplicació a dades d’assegurances i es mostra com calcular el Valor en Risc.

Pedotransfer functions related to spatial variability of water retention attributes for lowland soils

The estimation of non available soil variables through the knowledge of other related measured variables can be achieved through pedotransfer functions (PTF) mainly saving time and reducing cost. Great differences among soils, however, can yield non desirable results when applying this method. This study discusses the application of developed PTFs by several authors using a variety of soils of different characteristics, to evaluate soil water contents of two Brazilian lowland soils. Comparisons are made between PTF evaluated data and field measured data, using statistical and geostatistical tools, like mean error, root mean square error, semivariogram, cross-validation, and regression coefficient. The eight tested PTFs to evaluate gravimetric soil water contents (Ug) at the tensions of 33 kPa and 1,500 kPa presented a tendency to overestimate Ug 33 kPa and underestimate Ug1,500 kPa. The PTFs were ranked according to their performance and also with respect to their potential in describing the structure of the spatial variability of the set of measured values. Although none of the PTFs have changed the distribution pattern of the data, all resulted in mean and variance statistically different from those observed for all measured values. The PTFs that presented the best predictive values of Ug33 kPa and Ug1,500 kPa were not the same that had the best performance to reproduce the structure of spatial variability of these variables.

Pedotransfer functions to estimate proctor test parameters under different tillage systems

The Proctor test is time-consuming and requires sampling of several kilograms of soil. Proctor test parameters were predicted in Mollisols, Entisols and Vertisols of the Pampean region of Argentina under different management systems. They were estimated from a minimum number of readily available soil properties (soil texture, total organic C) and management (training data set; n = 73). The results were used to generate a soil compaction susceptibility model, which was subsequently validated using a second group of independent data (test data set; n = 24). Soil maximum bulk density was estimated as follows: Maximum bulk density (Mg m-3) = 1.4756 - 0.00599 total organic C (g kg-1) + 0.0000275 sand (g kg-1) + 0.0539 management. Management was equal to 0 for uncropped and untilled soils and 1 for conventionally tilled soils. The established models predicted the Proctor test parameters reasonably well, based on readily available soil properties. Tillage systems induced changes in the maximum bulk density regardless of total organic matter content or soil texture. The lower maximum apparent bulk density values under no-tillage require a revision of the relative compaction thresholds for different no-tillage crops.

The SOS screen in Arabidopsis: a search for functions involved in DNA metabolism.

The SOS screen, as originally described by Perkins et al. (1999) [7], was setup with the aim of identifying Arabidopsis functions that might potentially be involved in the DNA metabolism. Such functions, when expressed in bacteria, are prone to disturb replication and thus trigger the SOS response. Consistently, expression of AtRAD51 and AtDMC1 induced the SOS response in bacteria, even affecting E. coli viability. 100 SOS-inducing cDNAs were isolated from a cDNA library constructed from an Arabidopsis cell suspension that was found to highly express meiotic genes. A large proportion of these SOS(+) candidates are clearly related to the DNA metabolism, others could be involved in the RNA metabolism, while the remaining cDNAs encode either totally unknown proteins or proteins that were considered as irrelevant. Seven SOS(+) candidate genes are induced following gamma irradiation. The in planta function of several of the SOS-inducing clones was investigated using T-DNA insertional mutants or RNA interference. Only one SOS(+) candidate, among those examined, exhibited a defined phenotype: silenced plants for DUT1 were sensitive to 5-fluoro-uracil (5FU), as is the case of the leaky dut-1 mutant in E. coli that are affected in dUTPase activity. dUTPase is essential to prevent uracil incorporation in the course of DNA replication.

The functions of DNA methylation by CcrM in Caulobacter crescentus: a global approach.

DNA methylation is involved in a diversity of processes in bacteria, including maintenance of genome integrity and regulation of gene expression. Here, using Caulobacter crescentus as a model, we exploit genome-wide experimental methods to uncover the functions of CcrM, a DNA methyltransferase conserved in most Alphaproteobacteria. Using single molecule sequencing, we provide evidence that most CcrM target motifs (GANTC) switch from a fully methylated to a hemi-methylated state when they are replicated, and back to a fully methylated state at the onset of cell division. We show that DNA methylation by CcrM is not required for the control of the initiation of chromosome replication or for DNA mismatch repair. By contrast, our transcriptome analysis shows that >10% of the genes are misexpressed in cells lacking or constitutively over-expressing CcrM. Strikingly, GANTC methylation is needed for the efficient transcription of dozens of genes that are essential for cell cycle progression, in particular for DNA metabolism and cell division. Many of them are controlled by promoters methylated by CcrM and co-regulated by other global cell cycle regulators, demonstrating an extensive cross talk between DNA methylation and the complex regulatory network that controls the cell cycle of C. crescentus and, presumably, of many other Alphaproteobacteria.

Wave-vector dependence of spin and density multipole excitations in quantum dots

We have employed time-dependent local-spin density-functional theory to analyze the multipole spin and charge density excitations in GaAs-AlxGa1-xAs quantum dots. The on-plane transferred momentum degree of freedom has been taken into account, and the wave-vector dependence of the excitations is discussed. In agreement with previous experiments, we have found that the energies of these modes do not depend on the transferred wave vector, although their intensities do. Comparison with a recent resonant Raman scattering experiment [C. Schüller et al., Phys. Rev. Lett. 80, 2673 (1998)] is made. This allows us to identify the angular momentum of several of the observed modes as well as to reproduce their energies

Delta(1232) isobar excitations in nuclear many-body systems from varios NN interactions.

Delta isobar components in the nuclear many-body wave function are investigated for the deuteron, light nuclei (16O), and infinite nuclear matter within the framework of the coupled-cluster theory. The predictions derived for various realistic models of the baryon-baryon interaction are compared to each other. These include local (V28) and nonlocal meson exchange potentials (Bonn2000) but also a model recently derived by the Salamanca group accounting for quark degrees of freedom. The characteristic differences which are obtained for the NDelta and Delta Delta correlation functions are related to the approximation made in deriving the matrix elements for the baryon-baryon interaction.

Binding energy and momentum distribution of nuclear matter using Green's functions methods

The influence of hole-hole (h-h) propagation in addition to the conventional particle-particle (p-p) propagation, on the energy per particle and the momentum distribution is investigated for the v2 central interaction which is derived from Reid¿s soft-core potential. The results are compared to Brueckner-Hartree-Fock calculations with a continuous choice for the single-particle (SP) spectrum. Calculation of the energy from a self-consistently determined SP spectrum leads to a lower saturation density. This result is not corroborated by calculating the energy from the hole spectral function, which is, however, not self-consistent. A generalization of previous calculations of the momentum distribution, based on a Goldstone diagram expansion, is introduced that allows the inclusion of h-h contributions to all orders. From this result an alternative calculation of the kinetic energy is obtained. In addition, a direct calculation of the potential energy is presented which is obtained from a solution of the ladder equation containing p-p and h-h propagation to all orders. These results can be considered as the contributions of selected Goldstone diagrams (including p-p and h-h terms on the same footing) to the kinetic and potential energy in which the SP energy is given by the quasiparticle energy. The results for the summation of Goldstone diagrams leads to a different momentum distribution than the one obtained from integrating the hole spectral function which in general gives less depletion of the Fermi sea. Various arguments, based partly on the results that are obtained, are put forward that a self-consistent determination of the spectral functions including the p-p and h-h ladder contributions (using a realistic interaction) will shed light on the question of nuclear saturation at a nonrelativistic level that is consistent with the observed depletion of SP orbitals in finite nuclei.

Gravitational wave pulse and soliton wave collision

We study the collision of a gravitational wave pulse and a soliton wave on a spatially homogeneous background. This collision is described by an exact solution of Einsteins equations in a vacuum which is generated from a nondiagonal seed by means of a soliton transformation. The effect produced by the soliton on the amplitude and polarization of the wave is considered.

From Galilean-invariant to relativistic wave equations

Through an imaginary change of coordinates in the Galilei algebra in 4 space dimensions and making use of an original idea of Dirac and Lvy-Leblond, we are able to obtain the relativistic equations of Dirac and of Bargmann and Wigner starting with the (Galilean-invariant) Schrdinger equation.

Wave propagation in a medium with disordered excitability

The effect of quenched disorder on the propagation of autowaves in excitable media is studied both experimentally and numerically in relation to the light-sensitive Belousov-Zhabotinsky reaction. The spatial disorder is introduced through a random distribution with two different levels of transmittance. In one dimension the (time-averaged) wave speed is smaller than the corresponding to a homogeneous medium with the mean excitability. Contrarily, in two dimensions the velocity increases due to the roughening of the front. Results are interpreted using kinematic and scaling arguments. In particular, for d = 2 we verify a theoretical prediction of a power-law dependence for the relative change of the propagation speed on the disorder amplitude.

Regular wave propagation out of noise in chemical active media

A pacemaker, regularly emitting chemical waves, is created out of noise when an excitable photosensitive Belousov-Zhabotinsky medium, strictly unable to autonomously initiate autowaves, is forced with a spatiotemporal patterned random illumination. These experimental observations are also reproduced numerically by using a set of reaction-diffusion equations for an activator-inhibitor model, and further analytically interpreted in terms of genuine coupling effects arising from parametric fluctuations. Within the same framework we also address situations of noise-sustained propagation in subexcitable media.