HSU-Robbins and Spitzer's theorems for the variations of fractional Brownian motion

Using recent results on the behavior of multiple Wiener-Itô integrals based on Stein's method, we prove Hsu-Robbins and Spitzer's theorems for sequences of correlated random variables related to the increments of the fractional Brownian motion.

Fractional Integration of the Price-Dividend Ratio in a Present-Value Model of Stock Prices

We re-examine the dynamics of returns and dividend growth within the present-value framework of stock prices. We find that the finite sample order of integration of returns is approximately equal to the order of integration of the first-differenced price-dividend ratio. As such, the traditional return forecasting regressions based on the price-dividend ratio are invalid. Moreover, the nonstationary long memory behaviour of the price-dividend ratio induces antipersistence in returns. This suggests that expected returns should be modelled as an AFIRMA process and we show this improves the forecast ability of the present-value model in-sample and out-of-sample.

Sharp weighted bounds for fractional integral operators

The relationship between the operator norms of fractional integral operators acting on weighted Lebesgue spaces and the constant of the weights is investigated. Sharp bounds are obtained for both the fractional integral operators and the associated fractional maximal functions. As an application improved Sobolev inequalities are obtained. Some of the techniques used include a sharp off-diagonal version of the extrapolation theorem of Rubio de Francia and characterizations of two-weight norm inequalities.

Fractional hepatic de novo lipogenesis in healthy subjects during near-continuous oral nutrition and bed rest: a comparison with published data in artificially fed, critically ill patients.

BACKGROUND AND AIMS: In critically ill patients, fractional hepatic de novo lipogenesis increases in proportion to carbohydrate administration during isoenergetic nutrition. In this study, we sought to determine whether this increase may be the consequence of continuous enteral nutrition and bed rest. We, therefore, measured fractional hepatic de novo lipogenesis in a group of 12 healthy subjects during near-continuous oral feeding (hourly isoenergetic meals with a liquid formula containing 55% carbohydrate). In eight subjects, near-continuous enteral nutrition and bed rest were applied over a 10 h period. In the other four subjects, it was extended to 34 h. Fractional hepatic de novo lipogenesis was measured by infusing(13) C-labeled acetate and monitoring VLDL-(13)C palmitate enrichment with mass isotopomer distribution analysis. Fractional hepatic de novo lipogenesis was 3.2% (range 1.5-7.5%) in the eight subjects after 10 h of near continuous nutrition and 1.6% (range 1.3-2.0%) in the four subjects after 34 h of near-continuous nutrition and bed rest. This indicates that continuous nutrition and physical inactivity do not increase hepatic de novo lipogenesis. Fractional hepatic de novo lipogenesis previously reported in critically ill patients under similar nutritional conditions (9.3%) (range 5.3-15.8%) was markedly higher than in healthy subjects (P<0.001). These data from healthy subjects indicate that fractional hepatic de novo lipogenesis is increased in critically ill patients.

Selection bias and unobservable heterogeneity applied at the wage equation of European married women

This paper utilizes a panel data sample selection model to correct the selection in the analysis of longitudinal labor market data for married women in European countries. We estimate the female wage equation in a framework of unbalanced panel data models with sample selection. The wage equations of females have several potential sources of.

Aging and motor programming: differential effects according to the selection of action

There are controversial reports about the effect of aging on movement preparation, and it is unclear to which extent cognitive and/or motor related cerebral processes may be affected. This study examines the age effects on electro-cortical oscillatory patterns during various motor programming tasks, in order to assess potential differences according to the mode of action selection. Twenty elderly (EP, 60-84 years) and 20 young (YP, 20-29 years) participants with normal cognition underwent 3 pre-cued response tasks (S1-S2 paradigm). S1 carried either complete information on response side (Full; stimulus-driven motor preparation), no information (None; general motor alertness), or required free response side selection (Free; internally-driven motor preparation). Electroencephalogram (EEG) was recorded using 64 surface electrodes. Alpha (8-12 Hz) desynchronization (ERD)/synchronization (ERS) and motor-related amplitude asymmetries (MRAA) were analyzed during the S1-S2 interval. Reaction times (RTs) to S2 were slower in EP than YP, and in None than in the other 2 tasks. There was an Age x Task interaction due to increased RTs in Free compared to Full in EP only. Central bilateral and midline activation (alpha ERD) was smaller in EP than YP in None. In Full just before S2, readiness to move was reflected by posterior midline inhibition (alpha ERS) in both groups. In Free, such inhibition was present only in YP. Moreover, MRAA showed motor activity lateralization in both groups in Full, but only in YP in Free. The results indicate reduced recruitment of motor regions for motor alertness in the elderly. They further show less efficient cerebral processes subtending free selection of movement in elders, suggesting reduced capacity for internally-driven action with age.

Differential contribution of mitochondria, NADPH oxidases, and glycolysis to region-specific oxidant stress in the anoxic-reoxygenated embryonic heart.

The ability of the developing myocardium to tolerate oxidative stress during early gestation is an important issue with regard to possible detrimental consequences for the fetus. In the embryonic heart, antioxidant defences are low, whereas glycolytic flux is high. The pro- and antioxidant mechanisms and their dependency on glucose metabolism remain to be explored. Isolated hearts of 4-day-old chick embryos were exposed to normoxia (30 min), anoxia (30 min), and hyperoxic reoxygenation (60 min). The time course of ROS production in the whole heart and in the atria, ventricle, and outflow tract was established using lucigenin-enhanced chemiluminescence. Cardiac rhythm, conduction, and arrhythmias were determined. The activity of superoxide dismutase, catalase, gutathione reductase, and glutathione peroxidase as well as the content of reduced and oxidized glutathione were measured. The relative contribution of the ROS-generating systems was assessed by inhibition of mitochondrial complexes I and III (rotenone and myxothiazol), NADPH oxidases (diphenylene iodonium and apocynine), and nitric oxide synthases (N-monomethyl-l-arginine and N-iminoethyl-l-ornithine). The effects of glycolysis inhibition (iodoacetate), glucose deprivation, glycogen depletion, and lactate accumulation were also investigated. In untreated hearts, ROS production peaked at 10.8 ± 3.3, 9 ± 0.8, and 4.8 ± 0.4 min (means ± SD; n = 4) of reoxygenation in the atria, ventricle, and outflow tract, respectively, and was associated with arrhythmias. Functional recovery was complete after 30-40 min. At reoxygenation, 1) the respiratory chain and NADPH oxidases were the main sources of ROS in the atria and outflow tract, respectively; 2) glucose deprivation decreased, whereas glycogen depletion increased, oxidative stress; 3) lactate worsened oxidant stress via NADPH oxidase activation; 4) glycolysis blockade enhanced ROS production; 5) no nitrosative stress was detectable; and 6) the glutathione redox cycle appeared to be a major antioxidant system. Thus, the glycolytic pathway plays a predominant role in reoxygenation-induced oxidative stress during early cardiogenesis. The relative contribution of mitochondria and extramitochondrial systems to ROS generation varies from one region to another and throughout reoxygenation.

Differential expression of peroxisome proliferator-activated receptors (PPARs): tissue distribution of PPAR-alpha, -beta, and -gamma in the adult rat.

Peroxisome proliferator-activated receptors (PPARs) are members of the nuclear hormone receptor superfamily that can be activated by various xenobiotics and natural fatty acids. These transcription factors primarily regulate genes involved in lipid metabolism and also play a role in adipocyte differentiation. We present the expression patterns of the PPAR subtypes in the adult rat, determined by in situ hybridization using specific probes for PPAR-alpha, -beta and -gamma, and by immunohistochemistry using a polyclonal antibody that recognizes the three rat PPAR subtypes. In numerous cell types from either ectodermal, mesodermal, or endodermal origin, PPARs are coexpressed, with relative levels varying between them from one cell type to the other. PPAR-alpha is highly expressed in hepatocytes, cardiomyocytes, enterocytes, and the proximal tubule cells of kidney. PPAR-beta is expressed ubiquitously and often at higher levels than PPAR-alpha and -gamma. PPAR-gamma is expressed predominantly in adipose tissue and the immune system. Our results suggest new potential directions to investigate the functions of the different PPAR subtypes.

Rigorous derivation of a nonlinear diffusion equation as fast-reaction limit of a continuous coagulation-fragmentation model with diffusion

Weak solutions of the spatially inhomogeneous (diffusive) Aizenmann-Bak model of coagulation-breakup within a bounded domain with homogeneous Neumann boundary conditions are shown to converge, in the fast reaction limit, towards local equilibria determined by their mass. Moreover, this mass is the solution of a nonlinear diffusion equation whose nonlinearity depends on the (size-dependent) diffusion coefficient. Initial data are assumed to have integrable zero order moment and square integrable first order moment in size, and finite entropy. In contrast to our previous result [CDF2], we are able to show the convergence without assuming uniform bounds from above and below on the number density of clusters.

Lp theory for the multidimensional aggregation equation

"Vegeu el resum a l'inici del document del fitxer adjunt."

Comparative cost-effectiveness analyses of cardiovascular magnetic resonance and coronary angiography combined with fractional flow reserve for the diagnosis of coronary artery disease.

BACKGROUND: According to recent guidelines, patients with coronary artery disease (CAD) should undergo revascularization if significant myocardial ischemia is present. Both, cardiovascular magnetic resonance (CMR) and fractional flow reserve (FFR) allow for a reliable ischemia assessment and in combination with anatomical information provided by invasive coronary angiography (CXA), such a work-up sets the basis for a decision to revascularize or not. The cost-effectiveness ratio of these two strategies is compared. METHODS: Strategy 1) CMR to assess ischemia followed by CXA in ischemia-positive patients (CMR + CXA), Strategy 2) CXA followed by FFR in angiographically positive stenoses (CXA + FFR). The costs, evaluated from the third party payer perspective in Switzerland, Germany, the United Kingdom (UK), and the United States (US), included public prices of the different outpatient procedures and costs induced by procedural complications and by diagnostic errors. The effectiveness criterion was the correct identification of hemodynamically significant coronary lesion(s) (= significant CAD) complemented by full anatomical information. Test performances were derived from the published literature. Cost-effectiveness ratios for both strategies were compared for hypothetical cohorts with different pretest likelihood of significant CAD. RESULTS: CMR + CXA and CXA + FFR were equally cost-effective at a pretest likelihood of CAD of 62% in Switzerland, 65% in Germany, 83% in the UK, and 82% in the US with costs of CHF 5'794, euro 1'517, £ 2'680, and $ 2'179 per patient correctly diagnosed. Below these thresholds, CMR + CXA showed lower costs per patient correctly diagnosed than CXA + FFR. CONCLUSIONS: The CMR + CXA strategy is more cost-effective than CXA + FFR below a CAD prevalence of 62%, 65%, 83%, and 82% for the Swiss, the German, the UK, and the US health care systems, respectively. These findings may help to optimize resource utilization in the diagnosis of CAD.

Differential distribution of tau proteins in developing cat cerebellum.

The differential distribution and phosphorylation of tau proteins in cat cerebellum was studied with two well characterized antibodies, TAU-1 and TAU-2. TAU-1 detects tau proteins in axons, and the epitope in perikarya and dendrites is masked by phosphorylation. TAU-2 detects a phosphorylation-independent epitope on tau proteins. The molecular composition of tau proteins in the range of 45 kD to 64 kD at birth changed after the first postnatal month to a set of several adult variants of higher molecular weights in the range of 59 kD to 95 kD. The appearance of tau proteins in subsets of axons corresponds to the axonal maturation of cerebellar local-circuit neurons in granular and molecular layers and confirms previous studies. Tau proteins were also identified in synapses by immunofluorescent double-staining with synapsin I, located in the pinceau around the Purkinje cells, and in glomeruli. Dephosphorylation of juvenile cerebellar tissue by alkaline phosphatase indicated indirectly the presence of differentially phosphorylated tau forms mainly in juvenile ages. Additional TAU-1 immunoreactivity was unmasked in numerous perikarya and dendrites of stellate cells, and in cell bodies of granule cells. Purkinje cell bodies were stained transiently at juvenile ages. During postnatal development, the intensity of the phosphate-dependent staining decreased, suggesting that phosphorylation of tau proteins in perikarya and dendrites may be essential for early steps in neuronal morphogenesis during cat cerebellum development.

A numerical solver for a nonlinear Fokker-Planck equation representation of neuronal network dynamics

To describe the collective behavior of large ensembles of neurons in neuronal network, a kinetic theory description was developed in [13, 12], where a macroscopic representation of the network dynamics was directly derived from the microscopic dynamics of individual neurons, which are modeled by conductance-based, linear, integrate-and-fire point neurons. A diffusion approximation then led to a nonlinear Fokker-Planck equation for the probability density function of neuronal membrane potentials and synaptic conductances. In this work, we propose a deterministic numerical scheme for a Fokker-Planck model of an excitatory-only network. Our numerical solver allows us to obtain the time evolution of probability distribution functions, and thus, the evolution of all possible macroscopic quantities that are given by suitable moments of the probability density function. We show that this deterministic scheme is capable of capturing the bistability of stationary states observed in Monte Carlo simulations. Moreover, the transient behavior of the firing rates computed from the Fokker-Planck equation is analyzed in this bistable situation, where a bifurcation scenario, of asynchronous convergence towards stationary states, periodic synchronous solutions or damped oscillatory convergence towards stationary states, can be uncovered by increasing the strength of the excitatory coupling. Finally, the computation of moments of the probability distribution allows us to validate the applicability of a moment closure assumption used in [13] to further simplify the kinetic theory.

A one-dimensional Keller-Segel equation with a drift issued from the boundary

We investigate in this note the dynamics of a one-dimensional Keller-Segel type model on the half-line. On the contrary to the classical configuration, the chemical production term is located on the boundary. We prove, under suitable assumptions, the following dichotomy which is reminiscent of the two-dimensional Keller-Segel system. Solutions are global if the mass is below the critical mass, they blow-up in finite time above the critical mass, and they converge to some equilibrium at the critical mass. Entropy techniques are presented which aim at providing quantitative convergence results for the subcritical case. This note is completed with a brief introduction to a more realistic model (still one-dimensional).