Coherent Stranski-Krastanov growth in 1+1 dimensions with anharmonic interactions: An equilibrium study

The formation of coherently strained three-dimensional (3D) islands on top of the wetting layer in the Stranski-Krastanov mode of growth is considered in a model in 1 + 1 dimensions accounting for the anharmonicity and nonconvexity of the real interatomic forces. It is shown that coherent 3D islands can be expected to form in compressed rather than expanded overlayers beyond a critical lattice misfit. In expanded overlayers the classical Stranski-Krastanov growth is expected to occur because the misfit dislocations can become energetically favored at smaller island sizes. The thermodynamic reason for coherent 3D islanding is incomplete wetting owing to the weaker adhesion of the edge atoms. Monolayer height islands with a critical size appear as necessary precursors of the 3D islands. This explains the experimentally observed narrow size distribution of the 3D islands. The 2D-3D transformation takes place by consecutive rearrangements of mono- to bilayer, bi- to trilayer islands, etc., after the corresponding critical sizes have been exceeded. The rearrangements are initiated by nucleation events, each one needing to overcome a lower energetic barrier than the one before. The model is in good qualitative agreement with available experimental observations.

Bystander-Activated Memory CD8 T Cells Control Early Pathogen Load in an Innate-like, NKG2D-Dependent Manner.

During an infection the antigen-nonspecific memory CD8 T cell compartment is not simply an inert pool of cells, but becomes activated and cytotoxic. It is unknown how these cells contribute to the clearance of an infection. We measured the strength of T cell receptor (TCR) signals that bystander-activated, cytotoxic CD8 T cells (BA-CTLs) receive in vivo and found evidence of limited TCR signaling. Given this marginal contribution of the TCR, we asked how BA-CTLs identify infected target cells. We show that target cells express NKG2D ligands following bacterial infection and demonstrate that BA-CTLs directly eliminate these target cells in an innate-like, NKG2D-dependent manner. Selective inhibition of BA-CTL-mediated killing led to a significant defect in pathogen clearance. Together, these data suggest an innate role for memory CD8 T cells in the early immune response before the onset of a de novo generated, antigen-specific CD8 T cell response.

Self-selection and risk selection on the Swiss health insurance market

Abstract This thesis presents three empirical studies in the field of health insurance in Switzerland. First we investigate the link between health insurance coverage and health care expenditures. We use claims data for over 60 000 adult individuals covered by a major Swiss Health Insurance Fund, followed for four years; the data show a strong positive correlation between coverage and expenditures. Two methods are developed and estimated in order to separate selection effects (due to individual choice of coverage) and incentive effects ("ex post moral hazard"). The first method uses the comparison between inpatient and outpatient expenditures to identify both effects and we conclude that both selection and incentive effects are significantly present in our data. The second method is based on a structural model of joint demand of health care and health insurance and makes the most of the change in the marginal cost of health care to identify selection and incentive effects. We conclude that the correlation between insurance coverage and health care expenditures may be decomposed into the two effects: 75% may be attributed to selection, and 25 % to incentive effects. Moreover, we estimate that a decrease in the coinsurance rate from 100% to 10% increases the marginal demand for health care by about 90% and from 100% to 0% by about 150%. Secondly, having shown that selection and incentive effects exist in the Swiss health insurance market, we present the consequence of this result in the context of risk adjustment. We show that if individuals choose their insurance coverage in function of their health status (selection effect), the optimal compensations should be function of the se- lection and incentive effects. Therefore, a risk adjustment mechanism which ignores these effects, as it is the case presently in Switzerland, will miss his main goal to eliminate incentives for sickness funds to select risks. Using a simplified model, we show that the optimal compensations have to take into account the distribution of risks through the insurance plans in case of self-selection in order to avoid incentives to select risks.Then, we apply our propositions to Swiss data and propose a simple econometric procedure to control for self-selection in the estimation of the risk adjustment formula in order to compute the optimal compensations.

Second-order processes driven by dichotomous noise

We study free second-order processes driven by dichotomous noise. We obtain an exact differential equation for the marginal density p(x,t) of the position. It is also found that both the velocity ¿(t) and the position X(t) are Gaussian random variables for large t.

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.

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.

Pediatric CT: how to compare the Present DRL Values? : 12.10

Purpose: To determine dose thresholds, in term of CTDIvol, where subtle anatomical structures of pediatric CT images becomes no more detectable and compare them to the most recent Reference Dose Levels (DRL) proposed in the UK, Germany and Switzerland. Materials and methods: A GE LightSpeed-Ultra scanner (MSCT 8 slices) was used to perform chest and abdomen acquisitions on 8 patients (age range 2 to 16 years old) to provide a set of gold standard images. Dose reductions were then simulated by introducing image noise on raw data to provide simulated CT images with CTDIvol ranging from 2 to 22 mGy. All images were reviewed and scored independently by four experienced radiologists using the VGA methodology (Visual Grading Analysis) to determine the dose threshold where a significant loss of normal anatomy conspicuity appeared. Data were analyzed with ANOVA and Tukey HSD tests, a p >0.05 was considered to be significant. Results: No significant difference in VGA scoring appeared for CTDIvol leading to image noise levels lower than 10 and 25 HU for respectively abdominal and chest acquisitions. These data can thus be used to set the AEC (automatic exposure control) system of units having similar noise properties than the GE LightSpeed-Ultra used in this study. The present DRLs proposed for pediatric CT acquisitions are compatible with an excellent image quality level. Conclusion: The differences of DRL values proposed in Europe for pediatric acquisitions are marginal and assure a very good image quality level. The results of this study allow to further optimize the acquisition protocol by giving Noise Index value to set the AEC device.

Optimization of Soil Stabilization with Class C Fly Ash, January 1987

Previous Iowa DOT sponsored research has shown that some Class C fly ashes are ementitious (because calcium is combined as calcium aluminates) while other Class C ashes containing similar amounts of elemental calcium are not (1). Fly ashes from modern power plants in Iowa contain significant amounts of calcium in their glassy phases, regardless of their cementitious properties. The present research was based on these findings and on the hyphothesis that: attack of the amorphous phase of high calcium fly ash could be initiated with trace additives, thus making calcium available for formation of useful calcium-silicate cements. Phase I research was devoted to finding potential additives through a screening process; the likely chemicals were tested with fly ashes representative of the cementitious and non-cementitious ashes available in the state. Ammonium phosphate, a fertilizer, was found to produce 3,600 psi cement with cementitious Neal #4 fly ash; this strength is roughly equivalent to that of portland cement, but at about one-third the cost. Neal #2 fly ash, a slightly cementitious Class C, was found to respond best with ammonium nitrate; through the additive, a near-zero strength material was transformed into a 1,200 psi cement. The second research phase was directed to optimimizing trace additive concentrations, defining the behavior of the resulting cements, evaluating more comprehensively the fly ashes available in Iowa, and explaining the cement formation mechanisms of the most promising trace additives. X-ray diffraction data demonstrate that both amorphous and crystalline hydrates of chemically enhanced fly ash differ from those of unaltered fly ash hydrates. Calciumaluminum- silicate hydrates were formed, rather than the expected (and hypothesized) calcium-silicate hydrates. These new reaction products explain the observed strength enhancement. The final phase concentrated on laboratory application of the chemically-enhanced fly ash cements to road base stabilization. Emphasis was placed on use of marginal aggregates, such as limestone crusher fines and unprocessed blow sand. The nature of the chemically modified fly ash cements led to an evaluation of fine grained soil stabilization where a wide range of materials, defined by plasticity index, could be stabilized. Parameters used for evaluation included strength, compaction requirements, set time, and frost resistance.

Upper Triassic to Cretaceous radiolaria from Nicaragua and northern Costa Rica - The Mesquito composite oceanic terrane

We propose a new terrane subdivision of Nicaragua and Northern Costa Rica, based on Upper Triassic to Upper Cretaceous radiolarian biochronology of ribbon radiolarites, the newly studied Siuna Serpentinite Mélange, and published 40Ar/39Ar dating and geochemistry of mafic and ultramafic igneous rock units of the area. The new Mesquito Composite Oceanic Terrane (MCOT) comprises the southern half of the Chortis Block, that was assumed to be a continental fragment of N-America. The MCOT is defined by 4 corner localities characterized by ultramafic and mafic oceanic rocks and radiolarites of Late Triassic, Jurassic and Early Cretaceous age: 1. The Siuna Serpentinite Mélange (NE-Nicaragua), 2. The El Castillo Mélange (Nicaragua/Costa Rica border), 3.The Santa Elena Ultramafics (N-Costa Rica) and, 4. DSDP Legs 67/84. 1. The Siuna Serpentinite Mélange contains, high pressure metamorphic mafics and Middle Jurassic (Bajocian-Bathonian) radiolarites in original, sedimentary contact with arc-metandesites. The Siuna Mélange also contains Upper Jurassic black detrital chert formed in a marginal (fore-arc?) basin shortly before subduction. A phengite 40Ar/39Ar -cooling age dates the exhumation of the high pressure rocks as 139 Ma (earliest Cretaceous). 2. The El Castillo Mélange comprises a radiolarite block tectonically embedded in serpentinite that yielded a diverse Rhaetian (latest Triassic) radiolarian assemblage, the oldest fossils recovered so far from S-Central America. 3. The Santa Elena Ultramafics of N-Costa Rica together with the serpentinite outcrops near El Castillo (2) in Southern Nicaragua, are the southernmost outcrops of the MCOT. The Santa Elena Unit (3) itself is still undated, but it is thrust onto the middle Cretaceous Santa Rosa Accretionary Complex (SRAC), that contains Lower to Upper Jurassic, highly deformed radiolarite blocks, probably reworked from the MCOT, which was the upper plate with respect to the SRAC. 4. Serpentinites, metagabbros and basalts have long been known from DSDP Leg 67/84 (3), drilled off Guatemala in the Nicaragua-Guatemala forearc basement. They have been restudied and reveal 40Ar/39Ar dated Upper Triassic to middle Cretaceous enriched Ocean Island Basalts and Jurassic to Lower Cretaceous depleted Island arc rocks of probable Pacific origin. The area between localities 1-4 is largely covered by Tertiary to Recent arcs, but we suspect that its basement is made of oceanic/accreted terranes. Earthquake seismic studies indicate an ill-defined, shallow Moho in this area. The MCOT covers most of Nicaragua and could extend to Guatemala to the W and form the Lower (southern) Nicaragua Rise to the NE. Some basement complexes of Jamaica, Hispaniola and Puerto Rico may also belong to the MCOT. The Nicoya Complex s. str. has been regarded as an example of Caribbean crust and the Caribbean Large Igneous Province (CLIP). However, 40Ar/39Ar - dates on basalts and intrusives indicate ages as old as Early Cretaceous. Highly deformed Jurassic and Lower Cretaceous radiolarites occur as blocks within younger intrusives and basalts. Our interpretation is that radiolarites became first accreted to the MCOT, then became reworked into the Nicoya Plateau in Late Cretaceous times. This implies that the Nicoya Plateau formed along the Pacific edge of the MCOT, independent form the CLIP and most probably unrelated with he Galapagos hotspot. No Jurassic radiolarite, no older sediment age than Coniacian-Santonian, and no older 40Ar/39Ar age than 95 Ma is known from S-Central America between SE of Nicoya and Colombia. For us this area represents the trailing edge of the CLIP s. str.

Temporal and spatial dynamics of benthic invertebrate communities in an alpine glacier-fed alluvial system

Summary The present thesis work focused on the ecology of benthic invertebrates in the proglacial floodplain of the Rhone in the Swiss Alps. The main glacial Rhone River and a smaller glacial tributary, the Mutt River, joined and entered a braiding multi-thread area. A first part concentrated on the disruption of the longitudinal patterns of environmental conditions and benthic invertebrate fauna in the Rhone by its tributary the Mutt. The Mutt had less harsh environmental conditions, higher taxonomic richness and more abundant zoobenthos compared to the Rhone upstream of the confluence. Although the habitat conditions in the main stream were little modified by the tributary, the fauna was richer and more diverse below the confluence. Colonisation from the Mutt induced the occurrence of faunal elements uncommon of glacial streams in the upper Rhone, where water temperature remains below 4°C. Although the glacial Rhone dominated the system with regard to hydrology and certain environmental conditions, the Mutt tributary has to be seen as the faunal driver of the system. The second part of the study concerned the spatio-temporal differentiation of the habitats and the benthic communities along and across the flood plain. No longitudinal differentiation was found. The spatial transversal differentiation of three habitat types with different environmental characteristics was successfully reflected in the spatial variability of benthic assemblages. This typology separated marginal sites of the flood plain, left bank sites under the influence of the Mutt, and the right bank sites under the influence of the Rh6ne. Faunistic spatial differences were emphasized by the quantitative structure of the fauna, richness, abundances and Simpson index of diversity. Seasonal environmental variability was positively related with Simpson index of diversity and the total richness per site. Low flow conditions were the most favourable season for the fauna and November was characterized by low spatial environmental heterogeneity, high spatial heterogeneity of faunal assemblage, maximum taxonomic richness, a particular taxonomic composition, highest abundances, as well as the highest primary food resources. The third part studied the egg development of three species of Ephemeroptera in the laboratory at 1.5 to 7°C and the ecological implications in the field. Species revealed very contrasting development strategies. Baetis alpinus has a synchronous and efficient egg development, which is faster in warmer habitats, enabling it to exploit short periods of favourable conditions in the floodplain. Ecdyonurus picteti has a very long development time slightly decreasing in warmer conditions. The high degree of individual variation suggests a genetic determination of the degree-days demand. Combined with the glacial local conditions, this strategy leads to an extreme delay of hatching and allows it to develop in very unpredictable habitats. Rhithrogena nivata is the second cold adapted species in Ephemeroptera. The incubation duration is long and success largely depends on the timing of hatching and the discharge conditions. This species is able to exploit extremely unstable and cold habitats where other species are limited by low water temperatures. The fourth part dealt with larval development in different habitats of the floodplain. Addition of data on egg development allowed the description of the life histories of the species from oviposition until emergence. Rhithrogena nivata and loyolaea generally have a two-year development, with the first winter passed as eggs and the second one as larvae. Development of Ecdyonurus picteti is difficult to document but appears to be efficient in a harsh and unpredictable environment. Baetis alpinus was studied separately in four habitats of the floodplain system with contrasting thermal regimes. Differences in success and duration of larval development and in growth rates are emphasised. Subvention mechanisms between habitats by migration of young or grown larvae were demonstrated. Development success and persistence of the populations in the system were thus increased. Emergence was synchronised to the detriment of the optimisation of the adult's size and fecundity. These very different development strategies induce a spatial and temporal distribution in the use of food resources and ecological niches. The last part of this work aimed at the synthesis of the characteristics and the ecological features of three distinct compartments of the system that are the upper Rhone, the Mutt and the floodplain. Their particular role as well as their inter-dependence concerning the structure and the dynamics of the benthic communities was emphasised. Résumé Ce travail de thèse est consacré à l'écologie des invertébrés benthiques dans la zone alluviale proglaciaire du Rhône dans les Alpes suisses. Le Rhône, torrent glaciaire principal, reçoit les eaux de la Mutt, affluent glaciaire secondaire, puis pénètre dans une zone de tressage formée de plusieurs bras. La première partie de l'étude se concentre sur la disruption par la Mutt des processus longitudinaux, tant environnementaux que faunistiques, existants dans le Rhône. Les conditions environnementales régnant dans la Mutt sont moins rudes, la richesse taxonomique plus élevée et le zoobenthos plus abondant que dans le Rhône en amont de la confluence. Bien que les conditions environnementales dans le torrent principal soient peu modifiées par l'affluent, la faune s'avère être plus riche et plus diversifiée en aval de la confluence. La colonisation depuis la Mutt permet l'occurrence de taxons inhabituels dans le Rhône en amont de la confluence, où la température de l'eau se maintient en dessous de 4°C. Bien que le Rhône, torrent glaciaire principal, domine le système du point de vu de l'hydrologie et de certains paramètres environnementaux, l'affluent Mutt doit être considéré comme l'élément structurant la faune dans le système. La deuxième partie concerne la différentiation spatiale et temporelle des habitats et des communautés benthiques à travers la plaine alluviale. Aucune différentiation longitudinale n'a été mise en évidence. La différentiation transversale de trois types d'habitats sur la base des caractéristiques environnementales a été confirmée par la variabilité spatiale de la faune. Cette typologie sépare les sites marginaux de la plaine alluviale, ceux sous l'influence de la Mutt (en rive gauche) et ceux sous l'influence du Rhône amont (en rive droite). Les différences spatiales de la faune sont mises en évidence par la structure quantitative de la faune, la richesse, les abondances et l'indice de diversité de Simpson. La variabilité saisonnière du milieu est positivement liée avec l'indice de diversité de Simpson et la richesse totale par site. L'étiage correspond à la période la plus favorable pour la faune et novembre réunit des conditions de faible hétérogénéité spatiale du milieu, de forte hétérogénéité spatiale de la faune, une richesse taxonomique maximale, une composition faunistique particulière, les abondances ainsi que les ressources primaires les plus élevées. La troisième partie est consacrée à l'étude du développement des oeufs de trois espèces d'Ephémères au laboratoire à des températures de 1.5 à 7°C, ainsi qu'aux implications écologiques sur le terrain. Ces espèces présentent des stratégies de développement très contrastées. Baetis alpinus a un développement synchrone et efficace, plus rapide en milieu plus chaud et lui permettant d'exploiter les courtes périodes de conditions favorables. Ecdyonurus picteti présente une durée de développement très longue, diminuant légèrement dans des conditions plus chaudes. L'importante variation interindividuelle suggère un déterminisme génétique de la durée de développement. Cette stratégie, associée aux conditions locales, conduit à un décalage extrême des éclosions et permet à l'espèce de se développer dans des habitats imprévisibles. Rhithrogena nivata est la seconde espèce d'Ephémères présentant une adaptation au froid. L'incubation des oeufs est longue et son succès dépend de la période des éclosions et des conditions hydrologiques. Cette espèce est capable d'exploiter des habitats extrêmement instables et froids, où la température est facteur limitant pour d'autres espèces. La quatrième partie traite du développement larvaire dans différents habitats de la plaine alluviale. Le développement complet est décrit pour les espèces étudiées de la ponte jusqu'à l'émergence. Rhithrogena nivata et loyolaea atteignent généralement le stade adulte en deux ans, le premier hiver étant passé sous forme d'oeuf et le second sous forme de larve. Le développement de Ecdyonurus picteti est difficile à documenter, mais s'avère cependant efficace dans un environnement rude et imprévisible. Baetis alpinus a été étudié séparément dans quatre habitats de la plaine ayant des régimes thermiques contrastés. La réussite et la durée du développement embryonnaire ainsi que les taux de croissance y sont variables. Des mécanismes de subvention entre habitats sont possibles par la migration de larves juvéniles ou plus développées, augmentant ainsi la réussite du développement et le maintien des populations dans le système. L'émergence devient synchrone, au détriment de l'optimisation de la taille et de la fécondité des adultes. Ces stratégies très différentes induisent une distribution spatiale et temporelle dans l'usage des ressources et des niches écologiques. La dernière partie synthétise les caractéristiques écologiques des trois compartiments du système que sont le Rhône amont, la Mutt et la zone alluviale. Leurs rôles particuliers et leurs interdépendances du point de vue de la structure et de la dynamique des communautés benthiques sont mis en avant.

Comparison of Strategies to Detect Epistasis from eQTL Data.

Genome-wide association studies have been instrumental in identifying genetic variants associated with complex traits such as human disease or gene expression phenotypes. It has been proposed that extending existing analysis methods by considering interactions between pairs of loci may uncover additional genetic effects. However, the large number of possible two-marker tests presents significant computational and statistical challenges. Although several strategies to detect epistasis effects have been proposed and tested for specific phenotypes, so far there has been no systematic attempt to compare their performance using real data. We made use of thousands of gene expression traits from linkage and eQTL studies, to compare the performance of different strategies. We found that using information from marginal associations between markers and phenotypes to detect epistatic effects yielded a lower false discovery rate (FDR) than a strategy solely using biological annotation in yeast, whereas results from human data were inconclusive. For future studies whose aim is to discover epistatic effects, we recommend incorporating information about marginal associations between SNPs and phenotypes instead of relying solely on biological annotation. Improved methods to discover epistatic effects will result in a more complete understanding of complex genetic effects.

Circum-Alpine marine circulation and paleoenvironmental conditions during the Miocene

Trace element and isotopic compositions of marine fossils and sediment were analyzed from several Miocene deposits in the circum-Alpine region in order to reconstruct the paleoceanographic and paleoclimatic changes related to sea level changes, basin evolution and Alpine orogeny. To the north and the east the Alps were border by an epicontinental sea, the Paratethys, while to the south the Mediterranean surrounded the uplifting mountains during the Miocene. The thesis mainly focused on sediments and fossils sampled from Miocene beds of these two oceanic provinces. The north Alpine Molasse, the Vienna and Pannonian Basins were located in the Western and Central Paratethys. O-isotope compositions of well-preserved phosphatic fossils in these sediments support deposition under sub-tropical to warm-temperate climate with water temperatures between 14 to 28 °C for the Miocene. δ18O values of fossil shark teeth from different horizons vary similarly to those of the global trend until the end of the Badenian, however the δ18O values show wider range, which indicates local effects iii the sub-basins. The trend of 87Sr/86Sr in the samples roughly agrees with an open ocean environment for the Miocene. Yet a number of samples deviate from typical open ocean compositions with higher ratios suggesting modification of seawater by local and old terrestrial sources. In contrast, two exceptional teeth from the locality of La Moliere have extremely low δ18O values and low 87Sr/86Sr. However, the REE patterns of their enameloid are similar to those of teeth having O and Sr isotopic compositions typical of a marine setting at this site. Collectively, this suggests that the two teeth formed while the sharks frequented a freshwater environment with very low 18O-content and 87Sr/86Sr controlled by Mesozoic calcareous rocks. This is consistent with a paleogeography of high-elevation (~2300m) Miocene Alps adjacent to a marginal sea. The local effects are also reflected in the εNd values of the Paratethyan fossils, which is compatible with input from ancient crystalline rocks and Mesozoic sediments, while other samples with elevated εNd values indicate an influence of Neogene volcanism on the water budget. Excluding samples whose isotopic compositions reflect a local influence on the water column, an average εNd value of -7.9 ± 0.5 may be inferred for the Paratethys seawater. This value is indistinguishable from the Miocene value of the Indian Ocean, supporting a dominant role of ludo-Pacific water masses in the Paratethys. Regarding the Mediterranean, stable C-and O-isotope compositions of benthic and planktonic foraminifera from the Umbria-Marche region (UMC) have an offset typical for their habitats and the changes in composition mimic global changes, suggesting that the regional conditions of climate and the carbon cycle were controlled by global changes. The radiogenic isotope compositions of the fossil assemblages allow for distinction of periods. From 25 to 19 Ma, high εNd values and low 87Sr/86Sr of sediments and fossils support intense tectonism and volcanism, related to the opening of the western Mediterranean. Between 19 and 13 Ma the Mediterranean has εNd values that are largely controlled by incursion of Indian Ocean water. Brief periods of local hinterland control on seawater compositions are indicated by spikes in the εNd record, coinciding with volcanic events and a short sea-level decrease at about 15.2 Ma. Lower 87Sr/86Sr compared to the open ocean is compatible with rapid uplift of the hinterland and intense influx of Sr from Mesozoic carbonates of the western Apennines, while higher 87Sr/86Sr for other sites indicates erosion of old crustal silicate rocks. Finally, from 13 to 7 Ma the fossils have 87Sr/86Sr similar to those of Miocene seawater and their εNd values indicates fluctuating influence of Atlantic, and Indian Ocean or Paratethys sources of seawater entering the Mediterranean, driven by global sealevel changes and local tectonism. RÉSUMÉ DE LA THÈSE Les compositions en éléments traces et isotopiques de fossiles marins et de sédiments on été analysées à partir de nombreux dépôts marins dans la région circum Alpine dans le but de reconstruire les changements paléocéanographiques et paléoclimatiques liés aux changements du niveau marin, à l'évolution en bassins et à l'orogénie alpine. Au nord et à l'est des Alpes, une mer épicontinentale appelée Paratéthys s'est ouverte, alors que plus au sud la mer Méditerranée bordait au Miocène les Alpes naissantes. Le but de cette recherche est de se concentrer sur les sédiments et les fossiles provenant des couches du Miocènes de ces deux provinces marines. Les bassins de la Molasse Alpine du nord, de Vienne et Pannonien étaient situés au niveau de la Paratéthys Occidentale et Centrale. Les compositions isotopiques de l'oxygène de fossiles phosphatés bien préservés dans ces sédiments étayent la théorie d'un dépôt sous un climat subtropical à tempéré chaud avec des températures entre 14 et 28°C pendant le Miocène. Les valeurs δ18O des fossiles sont similaires à la tendance globale jusqu'à la fin du Badénien. Cependant les larges fluctuations en δ18O indiquent des effets locaux au niveau des sous bassins. En outre, deux dents de requin exceptionnelles présentent des valeurs extrêmement basses de δ18O. Ces données suggèrent que ces deux dents se sont formées alors que les requins fréquentaient un environnement d'eau douce avec de faibles valeurs de 18O. Le calcul de la composition isotopique de l'oxygène de cette eau douce permet d'obtenir une estimation de la paléoélévatian moyenne des Alpes du Miocène (~2300m). La tendance 87Sr/86Sr pour ces échantillons concorde approximativement avec un environnement d'océan ouvert au cours du Miocène. Toutefois un nombre d'échantillons dévie des compositions d'océan ouvert typiques, avec des rapports élevés suggérant des modifications de l'eau de mer par des sources locales et terrestres. Les effets locaux sont aussi reflétés au niveau des valeurs en εNd des fossiles paratéthysiens. Ceci est cohérent avec un apport d'anciennes roches cristallines et de sédiments mésozoïques, tandis que d'autres échantillons avec des valeurs hautes de εNd indiquent une influence d'un volcanisme néogène dans le budget marin. En excluant les échantillons dont les compositions isotopiques confirment une influence locale, une valeur moyenne de εNd de 7.9 t 0.5 peut être déduite pour l'eau de la Parathétys. Cette valeur est semblable à la valeur correspondant à l'Océan Indien durant le Miocène, confirmant un rôle dominant de cet océan dans la Paratéthys. Au niveau de la Méditerranée, les compositions en isotopes stables du Carbone et de l'Oxygène de foraminifères planctoniques et benthique de la région Umbria-Marche présentent un offset typique à leurs habitats. De plus les changements dans leurs compositions suivent les changements globaux, suggérant ainsi que les conditions climatiques régionales et le cycle du carbone étaient contrôlés par des phénomènes globaux. La composition en isotopes radiogéniques d'assemblages fossiles permet une reconnaissance sur trois périodes distinctes. De 25 à 19 millions d'années (Ma), des valeurs élevées de εNd et un faible rapport 87Sr/86Sr dans les sédiments soutiennent l'idée d'une activité tectonique et volcanique intense, liée à l'ouverture de la Méditerranée occidentale. Entre 19 et 13 Ma, la Méditerranée montre des valeurs de εNd qui sont largement contrôlées par une incursion d'eau provenant de l'Océan Indien. En effet, aux alentours de 15,2 Ma, des pics dans l'enregistrement des valeurs de εNd, coïncidant avec des événements volcaniques et de brèves diminutions du niveau marin. Enfin, de 13 à 7 Ma, les fossiles ont des rapports ß7Sr/8fiSr similaires à ceux de l'eau de mer au Miocène. Leurs valeurs de εNd indiquent une influence changeante de l'océan Atlantique, et de l'océan Indien ou des sources d'eau de merde la Parathétys qui entrent dans les bassins méditerranéens. Ce changement est guidé par des modifications globales du niveau marin et par la tectonique locale. RÉSUMÉ DE LA THÈSE (POUR LE GRAND PUBLIC) Les analyses des compositions en éléments traces et isotopiques des fossiles marins sont un outil très utile pour reconstruire les conditions océaniques et climatiques anciennes. Ce travail de thèse se concentre sur les sédiments déposés dans un environnement marin proches des Alpes au cours du Miocène, entre 23 et 7 millions d'années (Ma). Cette période est caractérisée par une tectonique alpine active, ainsi que par des changements climatiques et océanographiques globaux importants. Dans le but de tracer ces changements, les compositions isotopiques du Strontium, du Néodyme, de l'Oxygène et du Carbone ont été analysées dans des fossiles bien préservés ainsi que les sédiments contemporains. Les échantillons proviennent de deux provinces océaniques distinctes, la première est la Mer Méditerranée, et l'autre est une mer épicontinentale appelée Parathétys, qui existait au nord et à l'est des Alpes durant le Miocène. Au niveau de la Parathétys Occidentale et Orientale, les compositions isotopiques d'oxygène de dents de requins confirment un dépôt sous un climat subtropical à tempéré chaud avec des températures d'eau entre 14 et 28°C au Miocène. En outre, deux dents de requins exceptionnelles ont enregistré des compositions isotopiques d'oxygène extrêmement basses. Cela suggère que ces deux dents se sont formées alors que les requins entraient dans un système d'eau douce. Le calcul de la composition isotopique de l'oxygène de cette eau douce permet d'obtenir une estimation de la paléoélévation des Alpes au Miocène qui est aussi élevée que celle d'aujourd'hui. La tendance isotopique du Strontium pour ces échantillons concorde approximativement avec un environnement d'océan ouvert. Cependant un certain nombre d'échantillons indique des modifications de l'eau de mer par des sources terrestres locales. Les effets locaux sont aussi visibles au niveau des compositions isotopiques du Néodyme, qui sont en accord avec un apport provenant de roches cristallines anciennes et de sédiments du Mésozoïque, alors que d'autres échantillons indiquent une influence volcanique néogène dans le budget marin. A l'exclusion des échantillons dont les compositions correspondent à une influence locale, les compositions isotopiques du Néodyme de la Parathétys sont très similaires aux valeurs de l'Océan Indien, montrant ainsi un rôle important des masses d'eau IndoPacifiques dans cette région. Au niveau de la Méditerranée, les compositions en isotopes stables du Carbone et de l'Oxygène de foraminifères planctoniques et benthique de la région Umbria-Marche présentent un offset typique à leurs habitats. De plus, les changements dans leurs compositions suivent les changements globaux, suggérant ainsi que les conditions climatiques régionales et le cycle du carbone étaient contrôlés par des phénomènes globaux. La composition en isotopes radiogéniques d'assemblages fossiles permet une reconnaissance sur trois périodes distinctes. De 25 à 19 Ma, des rapport isotopiques élevés pour le Néodyme et faibles pour le Strontium dans les sédiments et les fossiles soutiennent l'idée d'une activité tectonique et volcanique intense, liée à l'ouverture de la Méditerranée occidentale. Entre 19 et 13 Ma, la Méditerranée présente des rapports isotopiques du Néodyme qui sont largement contrôlés par une incursion d'eau provenant de l'Océan Indien. En effet, aux alentours de 15,2 Ma, des pics dans l'enregistrement des valeurs des isotopes du Néodyme coïncident avec des événements volcaniques et de brèves diminutions du niveau marin. Finalement, de 13 à 7 Ma, les fossiles ont des rapports isotope Strontium similaires à ceux de l'eau de mer au Miocène. Les rapports isotopiques du Néodyme indiquent une influence changeante de l'océan Atlantique, et de l'océan Indien ou des sources d'eau de mer de la Parathétys qui entrent dans les bassins méditerranéens. Ce changement est guidé par des modifications globales du niveau marin et par la tectonique locale.

Testing the bivariate distribution of daily equity returns using copulas: an application to the Spanish stock market

In this paper we deal with the identification of dependencies between time series of equity returns. Marginal distribution functions are assumed to be known, and a bivariate chi-square test of fit is applied in a fully parametric copula approach. Several families of copulas are fitted and compared with Spanish stock market data. The results show that the t-copula generally outperforms other dependence structures, and highlight the difficulty in adjusting a significant number of bivariate data series

The extreme core allocations of the assignment game

Although assignment games are hardly ever convex, in this paper a characterization of their set or extreme points of the core is provided, which is also valid for the class of convex games. For each ordering in the player set, a payoff vector is defined where each player receives his marginal contribution to a certain reduced game played by his predecessors. We prove that the whole set of reduced marginal worth vectors, which for convex games coincide with the usual marginal worth vectors, is the set of extreme points of the core of the assignment game