Free inertial processes driven by Gaussian noise: Probability distributions, anomalous diffusion and fractal behavior

We study the motion of an unbound particle under the influence of a random force modeled as Gaussian colored noise with an arbitrary correlation function. We derive exact equations for the joint and marginal probability density functions and find the associated solutions. We analyze in detail anomalous diffusion behaviors along with the fractal structure of the trajectories of the particle and explore possible connections between dynamical exponents of the variance and the fractal dimension of the trajectories.

SYMBIOTIC EFFECTIVENESS AND COMPETITIVENESS OF CALOPO RHIZOBIAL ISOLATES IN AN ARGISSOLO VERMELHO-AMARELO UNDER THREE VEGETATION COVERS IN THE DRY FOREST ZONE OF PERNAMBUCO

Biological N fixation in forage legumes is an important alternative to reduce pasture degradation, and is strongly influenced by the inoculant symbiotic capability. This paper evaluates the effectiveness of Calopo (Calopogonium mucunoides) rhizobial isolated from soil under three vegetation covers of an Argissolo Vermelho-Amarelo of the Dry Forest Zone of Pernambuco. An experiment was conducted evaluating 25 isolates, aside from 5 uninoculated controls with 0; 309; 60; 90 and 120 kg ha-1 N, and a treatment inoculated with the SEMIA 6152 strain. The first cut was performed 45 days after inoculation and a second and third cut after 45-day-intervals. Shoot N content was quantified at all cuts. Shoot dry mass was affected by N rates at all cuts. Shoot dry mass increased from the first to the second cut in inoculated plants. There was no difference between rhizobial isolates from the different plant covers for any of the variables. Most variables were significantly and positively correlated.

ASPECTS OF THE SILVOPASTORAL SYSTEM CORRELATED WITH PROPERTIES OF A TYPIC QUARTZIPSAMMENT (ENTISOL) IN MATO GROSSO DO SUL, BRAZIL

In Brazil, grazing mismanagement may lead to soil and pasture degradation. To impede this process, integrated cropping systems such as silvopasture have been an effective alternative, allied with precision agriculture based on soil mapping for site-specific management. In this study, we aimed to define the soil property that best sheds light on the variability of eucalyptus and forage yield. The experiment was conducted in the 2011/12 crop year in Ribas do Rio Pardo, Mato Grosso do Sul State, Brazil. We analyzed linear and spatial correlations between eucalyptus traits and physical properties of a Typic Quartzipsamment at two depths (0.00-0.10 and 0.10-0.20 m). For that purpose, we set up a geostatistical grid for collection at 72 points. Gravimetric moisture in the 0.00-0.10 m layer is an important index of soil physical quality, showing correlation to eucalyptus circumference at breast height (CBH) in a Typic Quartzipsamment. With an increase in resistance to penetration in the soil surface layer, there is an increase in eucalyptus height and in neutral detergent fiber content in the forage crop. From a spatial point of view, the height of eucalyptus and the neutral detergent fiber of forage can be estimated by co-kriging analysis with soil resistance to penetration. Resistance to penetration values above 2.3 MPa indicated higher yielding sites.

Generalized Langevin equations: Anomalous diffusion and probability distributions

We study the motion of a particle governed by a generalized Langevin equation. We show that, when no fluctuation-dissipation relation holds, the long-time behavior of the particle may be from stationary to superdiffusive, along with subdiffusive and diffusive. When the random force is Gaussian, we derive the exact equations for the joint and marginal probability density functions for the position and velocity of the particle and find their solutions.

Estimation of jump-diffusion processes via empirical characteristic functions

Preface The starting point for this work and eventually the subject of the whole thesis was the question: how to estimate parameters of the affine stochastic volatility jump-diffusion models. These models are very important for contingent claim pricing. Their major advantage, availability T of analytical solutions for characteristic functions, made them the models of choice for many theoretical constructions and practical applications. At the same time, estimation of parameters of stochastic volatility jump-diffusion models is not a straightforward task. The problem is coming from the variance process, which is non-observable. There are several estimation methodologies that deal with estimation problems of latent variables. One appeared to be particularly interesting. It proposes the estimator that in contrast to the other methods requires neither discretization nor simulation of the process: the Continuous Empirical Characteristic function estimator (EGF) based on the unconditional characteristic function. However, the procedure was derived only for the stochastic volatility models without jumps. Thus, it has become the subject of my research. This thesis consists of three parts. Each one is written as independent and self contained article. At the same time, questions that are answered by the second and third parts of this Work arise naturally from the issues investigated and results obtained in the first one. The first chapter is the theoretical foundation of the thesis. It proposes an estimation procedure for the stochastic volatility models with jumps both in the asset price and variance processes. The estimation procedure is based on the joint unconditional characteristic function for the stochastic process. The major analytical result of this part as well as of the whole thesis is the closed form expression for the joint unconditional characteristic function for the stochastic volatility jump-diffusion models. The empirical part of the chapter suggests that besides a stochastic volatility, jumps both in the mean and the volatility equation are relevant for modelling returns of the S&P500 index, which has been chosen as a general representative of the stock asset class. Hence, the next question is: what jump process to use to model returns of the S&P500. The decision about the jump process in the framework of the affine jump- diffusion models boils down to defining the intensity of the compound Poisson process, a constant or some function of state variables, and to choosing the distribution of the jump size. While the jump in the variance process is usually assumed to be exponential, there are at least three distributions of the jump size which are currently used for the asset log-prices: normal, exponential and double exponential. The second part of this thesis shows that normal jumps in the asset log-returns should be used if we are to model S&P500 index by a stochastic volatility jump-diffusion model. This is a surprising result. Exponential distribution has fatter tails and for this reason either exponential or double exponential jump size was expected to provide the best it of the stochastic volatility jump-diffusion models to the data. The idea of testing the efficiency of the Continuous ECF estimator on the simulated data has already appeared when the first estimation results of the first chapter were obtained. In the absence of a benchmark or any ground for comparison it is unreasonable to be sure that our parameter estimates and the true parameters of the models coincide. The conclusion of the second chapter provides one more reason to do that kind of test. Thus, the third part of this thesis concentrates on the estimation of parameters of stochastic volatility jump- diffusion models on the basis of the asset price time-series simulated from various "true" parameter sets. The goal is to show that the Continuous ECF estimator based on the joint unconditional characteristic function is capable of finding the true parameters. And, the third chapter proves that our estimator indeed has the ability to do so. Once it is clear that the Continuous ECF estimator based on the unconditional characteristic function is working, the next question does not wait to appear. The question is whether the computation effort can be reduced without affecting the efficiency of the estimator, or whether the efficiency of the estimator can be improved without dramatically increasing the computational burden. The efficiency of the Continuous ECF estimator depends on the number of dimensions of the joint unconditional characteristic function which is used for its construction. Theoretically, the more dimensions there are, the more efficient is the estimation procedure. In practice, however, this relationship is not so straightforward due to the increasing computational difficulties. The second chapter, for example, in addition to the choice of the jump process, discusses the possibility of using the marginal, i.e. one-dimensional, unconditional characteristic function in the estimation instead of the joint, bi-dimensional, unconditional characteristic function. As result, the preference for one or the other depends on the model to be estimated. Thus, the computational effort can be reduced in some cases without affecting the efficiency of the estimator. The improvement of the estimator s efficiency by increasing its dimensionality faces more difficulties. The third chapter of this thesis, in addition to what was discussed above, compares the performance of the estimators with bi- and three-dimensional unconditional characteristic functions on the simulated data. It shows that the theoretical efficiency of the Continuous ECF estimator based on the three-dimensional unconditional characteristic function is not attainable in practice, at least for the moment, due to the limitations on the computer power and optimization toolboxes available to the general public. Thus, the Continuous ECF estimator based on the joint, bi-dimensional, unconditional characteristic function has all the reasons to exist and to be used for the estimation of parameters of the stochastic volatility jump-diffusion models.

Plasma lipoprotein-associated phospholipase A2 activity in Alzheimer's disease, amnestic mild cognitive impairment, and cognitively healthy elderly subjects: a cross-sectional study.

ABSTRACT: INTRODUCTION: Lipoprotein-associated phospholipase A2 (Lp-PLA2) is a circulating enzyme with pro-inflammatory and oxidative activities associated with cardiovascular disease and ischemic stroke. While high plasma Lp-PLA2 activity was reported as a risk factor for dementia in the Rotterdam study, no association between Lp-PLA2 mass and dementia or Alzheimer's disease (AD) was detected in the Framingham study. The objectives of the current study were to explore the relationship of plasma Lp-PLA2 activity with cognitive diagnoses (AD, amnestic mild cognitive impairment (aMCI), and cognitively healthy subjects), cardiovascular markers, cerebrospinal fluid (CSF) markers of AD, and apolipoprotein E (APOE) genotype. METHODS: Subjects with mild AD (n = 78) and aMCI (n = 59) were recruited from the Memory Clinic, University Hospital, Basel, Switzerland; cognitively healthy subjects (n = 66) were recruited from the community. Subjects underwent standardised medical, neurological, neuropsychological, imaging, genetic, blood and CSF evaluation. Differences in Lp-PLA2 activity between the cognitive diagnosis groups were tested with ANOVA and in multiple linear regression models with adjustment for covariates. Associations between Lp-PLA2 and markers of cardiovascular disease and AD were explored with Spearman's correlation coefficients. RESULTS: There was no significant difference in plasma Lp-PLA2 activity between AD (197.1 (standard deviation, SD 38.4) nmol/min/ml) and controls (195.4 (SD 41.9)). Gender, statin use and low-density lipoprotein cholesterol (LDL) were independently associated with Lp-PLA2 activity in multiple regression models. Lp-PLA2 activity was correlated with LDL and inversely correlated with high-density lipoprotein (HDL). AD subjects with APOE-ε4 had higher Lp-PLA2 activity (207.9 (SD 41.2)) than AD subjects lacking APOE-ε4 (181.6 (SD 26.0), P = 0.003) although this was attenuated by adjustment for LDL (P = 0.09). No strong correlations were detected for Lp-PLA2 activity and CSF markers of AD. CONCLUSION: Plasma Lp-PLA2 was not associated with a diagnosis of AD or aMCI in this cross-sectional study. The main clinical correlates of Lp-PLA2 activity in AD, aMCI and cognitively healthy subjects were variables associated with lipid metabolism.

Modelling plant species distribution in alpine grasslands using airborne imaging spectroscopy.

Remote sensing using airborne imaging spectroscopy (AIS) is known to retrieve fundamental optical properties of ecosystems. However, the value of these properties for predicting plant species distribution remains unclear. Here, we assess whether such data can add value to topographic variables for predicting plant distributions in French and Swiss alpine grasslands. We fitted statistical models with high spectral and spatial resolution reflectance data and tested four optical indices sensitive to leaf chlorophyll content, leaf water content and leaf area index. We found moderate added-value of AIS data for predicting alpine plant species distribution. Contrary to expectations, differences between species distribution models (SDMs) were not linked to their local abundance or phylogenetic/functional similarity. Moreover, spectral signatures of species were found to be partly site-specific. We discuss current limits of AIS-based SDMs, highlighting issues of scale and informational content of AIS data.

Pericardial fat volume correlates with coronary vasomotion

Purpose: Recent studies showed that pericardial fat was independently correlated with the development of coronary artery disease (CAD). The mechanism remains unclear. We aimed at assessing a possible relationship between pericardial fat volume and endothelium-dependent coronary vasomotion, a surrogate of future cardiovascular events.Methods: Fifty healthy volunteers without known CAD or cardiovascular risk factors (CRF) were enrolled. They all underwent a dynamic Rb- 82 cardiac PET/CT to quantify myocardial blood flow (MBF) at rest, during MBF response to cold pressure test (CPT-MBF) and adenosine stress. Pericardial fat volume (PFV) was measured using a 3D volumetric CT method and common biological CRF (glucose and insulin levels, HOMA-IR, cholesterol, triglyceride, hs-CRP). Relationships between MBF response to CPT, PFV and other CRF were assessed using non-parametric Spearman correlation and multivariate regression analysis of variables with significant correlation on univariate analysis (Stata 11.0).Results: All of the 50 participants had normal MBF response to adenosine (2.7±0.6 mL/min/g; 95%CI: 2.6−2.9) and myocardial flow reserve (2.8±0.8; 95%CI: 2.6−3.0) excluding underlying CAD. Simple regression analysis revealed a significant correlation between absolute CPTMBF and triglyceride level (rho = −0.32, p = 0.024) fasting blood insulin (rho = −0.43, p = 0.0024), HOMA-IR (rho = −0.39, p = 0.007) and PFV (rho = −0.52, p = 0.0001). MBF response to adenosine was only correlated with PFV (rho = −0.32, p = 0.026). On multivariate regression analysis PFV emerged as the only significant predictor of MBF response to CPT (p = 0.002).Conclusion: PFV is significantly correlated with endothelium-dependent coronary vasomotion. High PF burden might negatively influence MBF response to CPT, as well as to adenosine stress, even in persons with normal hyperemic myocardial perfusion imaging, suggesting a link between PF and future cardiovascular events. While outside-to-inside adipokines secretion through the arterial wall has been described, our results might suggest an effect upon NO-dependent and -independent vasodilatation. Further studies are needed to elucidate this mechanism.

Differences in glucose transporter gene expression between rat pancreatic alpha- and beta-cells are correlated to differences in glucose transport but not in glucose utilization.

Glucose exerts inverse effects upon the secretory function of islet alpha- and beta-cells, suppressing glucagon release and increasing insulin release. This diverse action may result from differences in glucose transport and metabolism between the two cell types. The present study compares glucose transport in rat alpha- and beta-cells. beta-Cells transcribed GLUT2 and, to a lesser extent, GLUT 1; alpha-cells contained GLUT1 but no GLUT2 mRNA. No other GLUT-like sequences were found among cDNAs from alpha- or beta-cells. Both cell types expressed 43-kDa GLUT1 protein which was enhanced by culture. The 62-kDa beta-cell GLUT2 protein was converted to a 58-kDa protein after trypsin treatment of the cells without detectable consequences upon glucose transport kinetics. In beta-cells, the rates of glucose transport were 10-fold higher than in alpha-cells. In both cell types, glucose uptake exceeded the rates of glucose utilization by a factor of 10 or more. Glycolytic flux, measured as D-[5(3)H]glucose utilization, was comparable in alpha- and beta-cells between 1 and 10 mmol/liter substrate. In conclusion, differences in glucose transporter gene expression between alpha- and beta-cells can be correlated with differences in glucose transport kinetics but not with different glucose utilization rates.