992 resultados para MOMENT GENERATING FUNCTION
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Estimation of soil load-bearing capacity from mathematical models that relate preconsolidation pressure (σp) to mechanical resistance to penetration (PR) and gravimetric soil water content (U) is important for defining strategies to prevent compaction of agricultural soils. Our objective was therefore to model the σp and compression index (CI) according to the PR (with an impact penetrometer in the field and a static penetrometer inserted at a constant rate in the laboratory) and U in a Rhodic Eutrudox. The experiment consisted of six treatments: no-tillage system (NT); NT with chiseling; and NT with additional compaction by combine traffic (passing 4, 8, 10, and 20 times). Soil bulk density, total porosity, PR (in field and laboratory measurements), U, σp, and CI values were determined in the 5.5-10.5 cm and 13.5-18.5 cm layers. Preconsolidation pressure (σp) and CI were modeled according to PR in different U. The σp increased and the CI decreased linearly with increases in the PR values. The correlations between σp and PR and PR and CI are influenced by U. From these correlations, the soil load-bearing capacity and compaction susceptibility can be estimated by PR readings evaluated in different U.
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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.
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The sense of touch relies on detection of mechanical stimuli by specialized mechanosensory neurons. The scarcity of molecular data has made it difficult to analyze development of mechanoreceptors and to define the basis of their diversity and function. We show that the transcription factor c-Maf/c-MAF is crucial for mechanosensory function in mice and humans. The development and function of several rapidly adapting mechanoreceptor types are disrupted in c-Maf mutant mice. In particular, Pacinian corpuscles, a type of mechanoreceptor specialized to detect high-frequency vibrations, are severely atrophied. In line with this, sensitivity to high-frequency vibration is reduced in humans carrying a dominant mutation in the c-MAF gene. Thus, our work identifies a key transcription factor specifying development and function of mechanoreceptors and their end organs.
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The brain requires a constant and substantial energy supply to maintain its main functions. For decades, it was assumed that glucose was the major if not the only significant source of energy for neurons. This view was supported by the expression of specific facilitative glucose transporters on cerebral blood vessels, as well as neurons. Despite the fact that glucose remains a key energetic substrate for the brain, growing evidence suggests a different scenario. Thus astrocytes, a major type of glial cells that express their own glucose transporter, play a critical role in coupling synaptic activity with glucose utilization. It was shown that glutamatergic activity triggers an enhancement of aerobic glycolysis in this cell type. As a result, lactate is provided to neurons as an additional energy substrate. Indeed, lactate has proven to be a preferential energy substrate for neurons under various conditions. A family of proton-linked carriers known as monocarboxylate transporters has been described and specific members have been found to be expressed by endothelial cells, astrocytes and neurons. Moreover, these transporters are subject to fine regulation of their expression levels and localization, notably in neurons, which suggests that lactate supply could be adjusted as a function of their level of activity. Considering the importance of energetics in the aetiology of several neurodegenerative diseases, a better understanding of its cellular and molecular underpinnings might have important implications for the future development of neuroprotective strategies.
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The objective of this study was to develop guidelines for use of the Iowa Vanes technique for sediment control in bridge waterways. Iowa Vanes are small flow-training structures (foils) designed to modify the near-bed flow pattern and redistribute flow and sediment transport within the channel cross section. The structures are installed at an angleof attack of 15 - 25' with the flow, and their initial height is 0.2 - 0.5 times water depth at design stage. The vanes function by generating secondary circulation in the flow. The circulation alters magnitude and direction of the bed shear stress and causes a reduction in velocity and sediment transport in the vane controlled area. As a result, the river bed aggrades in the vane controlled area and degrades outside. This report summarizes the basic theory, describes results of laboratory and field tests, and presents the resulting design procedure. Design graphs have been developed based on the theory. The graphs are entered with basic flow variables and desired bed topography. The output is vane layout and design. The procedure is illustrated with two numerical examples prepared with data that are typical for many rivers in Iowa and the midwest. The report also discusses vane material. In most applications, the vane height will be between 30% and 50% of bankfull flow depth and the vane length will be two to three times vane height. The vanes will be placed in arrays along the bank of the river. Each array will contain two or more vanes. The vanes in an array will be spaced laterally a distance of two to three times vane height. The streamwise spacing between the arrays will be 15 to 30 times vane height, and the vane-to-bank distance will be three to four times vane height. The study also show that the first (most upstream) array in the vane system must be located a distance of at least three array spacings upstream from the bridge, and there must be at least three arrays in the system for it to be effective at and downstream from the third array.
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The nuclear receptor PPAR alpha is a key regulatory transcription factor in lipid homeostasis, some liver detoxification processes and the control of inflammation. Recent findings suggest that many hypolipidemic drugs and anti-inflammatory agents can potentially act by binding to PPAR alpha and inducing its activity. Here, we identify some structure-function relationships in PPAR alpha, by using the species-specific responsiveness to the two hypolipidemic agents, Wy 14,643 and 5,8,11,14-eicosatetraynoic acid (ETYA). We first show that the species-specific differences are mediated primarily via the ligand binding domain of the receptor and that these two drugs are indeed ligands of PPAR alpha. By mutagenesis analyses we identify amino acid residues in the ligand binding domains of Xenopus, mouse and human PPAR alpha, that confer preferential responsiveness to ETYA and Wy 14,643. These findings will aid in the development of new synthetic PPAR alpha ligands as effective therapeutics for lipid-related diseases and inflammatory disorders.
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L'ectodysplasine Al (EDA1 ou EDA), un ligand de la famille du TNF, et son récepteur EDAR favorisent le développement des poils, des dents et de plusieurs types de glandes. Chez l'humain, une déficience en EDA cause une dysplasie ectodermique liée à l'X, caractérisée par la genèse défectueuse des phanères. Les souris Tabby, déficientes en Eda, présentent des symptômes similaires. Nous démontrons que les souris Tabby sont en moyenne 7% plus légères que les contrôles au moment du sevrage. Ce phénotype ne dépend pas du génotype des petits, mais exclusivement de celui de la mère, suggérant que l'absence d'EDA perturbe la fonction mammaire. La glande mammaire se développe en plusieurs étapes, principalement à la puberté et pendant la grossesse. Nous avons généré des anticorps pour activer ou inhiber la signalisation d'EDAR. Les anticorps agonistes corrigent le développement de souris ou de chiens déficients en EDA, alors que les antagonistes provoquent une dysplasie ectodermique chez les souris saines. L'exposition répétée de souris Tabby aux anticorps agonistes après le sevrage accroît la taille et la fonction des glandes sébacées, démonstration pharmacologique qu'EDA contrôle l'homéostasie de la glande sébacée adulte. Ces outils seront utiles pour étudier la fonction d'EDA aux diverses étapes du développement de la glande mammaire. Fc-EDAl, un stimulateur d'EDAR, est en phase d'évaluation clinique. Nous avons montré que les structures dépendantes d'EDA qui se forment à différentes étapes du développement répondent à l'action du Fc-EDAl dans des fenêtres temporelles étroites ou larges. De plus, certaines structures peuvent être induites plusieurs jours après le début naturel de leur formation. Alors que la plupart des structures se forment suite à un seul jour d'activation d'EDAR, d'autre demandent un temps de stimulation plus long. La formation des dents est régulée par des signaux activateurs et inhibiteurs. Une forte stimulation d'EDAR spécifiquement appliquée aux deux premières molaires induit des signaux négatifs qui avortent la formation de la troisième molaire, alors qu'une forte stimulation donnée à la troisième molaire la rend hypertrophique tout en induisant parfois une quatrième molaire jamais observée chez les souris de type sauvage ou Tabby. EDA est donc un activateur important de la formation dentaire. Pris dans leur ensemble, ces résultats ont des implications pour la thérapie des dysplasies ectodermiques. - The TNF family ligand Ectodysplasin Al (EDA1 or EDA) and its receptor ED AR regulate embryonic development of hair, teeth and several types of glands. In humans, EDA mutations cause X-linked hypohidrotic ectodermal dysplasia (XLHED), a condition characterized by defective development of skin appendages. £da-deficient (Tabby) mice suffer from similar defects. We observed that Tabby pups at weaning were on average 7% smaller than WT controls, a phenotype that was curiously not linked to the genotype of pups, but to that of mothers, suggesting decreased mammary gland function in the absence of EDA. Mammary glands develop in several steps, most of which are post-natal. We generated monoclonal antibodies to block or activate EDAR signaling. Agonist antibodies rescued developmental defects when administered timely in £cfo-deficient mice and dogs, whereas blocking antibodies induced ectodermal dysplasia in WT mice. Agonist antibodies administered after weaning in £da-deficient mice for several months markedly increased both size and function of sebaceous glands, providing the first demonstration that pharmacological activation of the EDAR pathway in adults can correct important aspects of the dry skin phenotype. This also highlights a role for EDA1 in the homeostasis of adult sebaceous glands. These tools will be useful to study the function of EDA 1 at different stages of mammary gland development. Another EDAR agonist, Fc-EDAl, is currently evaluated in clinical trials. We found that EDA 1-dependent structures forming at different time points during development can respond to Fc-EDAl during time response windows that are narrow or wide. Also, some structures can be triggered up to several days after their normal time of induction. While most structures could be rescued by a single day of EDAR signaling, others required longer exposure times to form. Tooth formation is regulated by activating and inhibitory signals that impact one on the other. When strong EDAR signals were specifically given to the first two molars, overwhelming inhibitory signals completely inhibited formation of the third molar. In contrast, strong signals specifically given to the third molar induced hypertrophy of the later with occasional appearance of a fourth molar never observed in WT or £da-deficient mice. This clearly positions EDA as an important activating signal in tooth formation. Taken together, these results have implications for the therapy of ectodermal dysplasias.
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Protein S (ProS) is an important negative regulator of blood coagulation. Its physiological importance is evident in purpura fulminans and other life-threatening thrombotic disorders typical of ProS deficient patients. Our previous characterization of ProS deficiency in mouse models has shown similarities with the human phenotypes: heterozygous ProS-deficient mice (Pros+/-) had increased thrombotic risk whereas homozygous deficiency in ProS (Pros-/-) was incompatible with life (Blood 2009; 114:2307-2314). In tissues, ProS exerts cellular functions by binding to and activating tyrosine kinase receptors of the Tyro3 family (TAM) on the cell surface.To extend the analysis of coagulation defects beyond the Pros-/- phenotype and add new insights into the sites of synthesis ProS and its action, we generated mice with inactivated ProS in hepatocytes (Proslox/loxAlbCre+) as well as in endothelial and hematopoietic cells (Proslox/loxTie2Cre+). Both models resulted in significant reduction of circulating ProS levels and in a remarkable increased thrombotic risk in vivo. In a model of tissue factor (TF)-induced venous thromboembolism (VTE), only 17% of Proslox/loxAlbCre+ mice (n=12) and only 13% of Proslox/loxTie2Cre+ mice (n=14) survived, compared with 86% of Proslox/lox mice (n=14; P<0.001).To mimic a severe acquired ProS deficiency, ProS gene was inactivated at the adult stage using the polyI:C-inducible Mx1-Cre system (Proslox/loxMx1Cre+). Ten days after polyI:C treatment, Proslox/loxMx1Cre+ mice developed disseminated intravascular coagulation with extensive lung and liver thrombosis.It is worth noting that no skin lesions compatible with purpura fulminans were observed in any of the above-described models of partial ProS deficiency. In order to shed light on the pathogenesis of purpura fulminans, we exposed the different ProS-deficient mice to warfarin (0.2 mg/day). We observed that Pros+/-, Proslox/loxAlbCre+ and Proslox/loxTie2Cre+ mice developed retiform purpura (characterized by erythematous and necrotic lesions of the genital region and extremities) and died after 3 to 5 days after the first warfarin administration.In human, ProS is also synthesized by megakaryocytes and hence stored at high concentrations in circulating platelets (pProS). The role of pProS has been investigated by generating megakaryocyte ProS-deficient model using the PF4 promoter as Cre driver (Proslox/loxPf4Cre+). In the TF-induced VTE model, Proslox/loxPf4Cre+ (n=15) mice showed a significant increased risk of thrombosis compared to Proslox/lox controls (n=14; survival rate 47% and 86%, respectively; P<0.05). Furthermore, preliminary results suggest survival to be associated with higher circulating ProS levels. In order to evaluate the potential role of pProS in thrombus formation, we investigated the thrombotic response to intravenous injection of collagen-epinephrine in vivo and platelet function in vitro. Both in vivo and in vitro experiments showed similar results between Proslox/loxPf4Cre+ and Proslox/lox, indicating that platelet reactivity was not influenced by the absence of pProS. These data suggest that pProS is delivered at the site of thrombosis to inhibit thrombin generation.We further investigated the ability of ProS to function as a ligand of TAM receptors, by using homozygous and heterozygous deficient mice for both the TAM ligands ProS and Gas6. Gas6-/-Pros-/- mice died in utero and showed comparable dramatic bleeding and thrombotic phenotype as described for Pros-/- embryos.In conclusion, like complete ProS deficiency, double deficiency in ProS and Gas6 was lethal, whereas partial ProS deficiency was not. Mice partially deficient in ProS displayed a prothrombotic phenotype, including those with only deficiency in pProS. Purpura fulminans did not occur spontaneously in mice with partial Pros deficiency but developed upon warfarin administration.Thus, the use of different mice models of ProS deficiency can be instrumental in the study of its highly variable thrombotic phenotype and in the investigation of additional roles of ProS in inflammation and autoimmunity through TAM signaling.
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We revisit the analytical properties of the static quasi-photon polarizability function for an electron gas at finite temperature, in connection with the existence of Friedel oscillations in the potential created by an impurity. In contrast with the zero temperature case, where the polarizability is an analytical function, except for the two branch cuts which are responsible for Friedel oscillations, at finite temperature the corresponding function is non analytical, in spite of becoming continuous everywhere on the complex plane. This effect produces, as a result, the survival of the oscillatory behavior of the potential. We calculate the potential at large distances, and relate the calculation to the non-analytical properties of the polarizability.
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[cat] En aquest treball s'analitza un model estocàstic en temps continu en el que l'agent decisor descompta les utilitats instantànies i la funció final amb taxes de preferència temporal constants però diferents. En aquest context es poden modelitzar problemes en els quals, quan el temps s'acosta al moment final, la valoració de la funció final incrementa en comparació amb les utilitats instantànies. Aquest tipus d'asimetria no es pot descriure ni amb un descompte estàndard ni amb un variable. Per tal d'obtenir solucions consistents temporalment es deriva l'equació de programació dinàmica estocàstica, les solucions de la qual són equilibris Markovians. Per a aquest tipus de preferències temporals, s'estudia el model clàssic de consum i inversió (Merton, 1971) per a les funcions d'utilitat del tipus CRRA i CARA, comparant els equilibris Markovians amb les solucions inconsistents temporalment. Finalment es discuteix la introducció del temps final aleatori.
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[cat] En aquest article, es presenta un model econòmic que permet determinar la venda o no d'una pòlissa de vida (total o en part) per part d'un assegurat malalt terminal en el mercat dels viatical settlements. Aquest mercat va aparèixer a finals de la dècada dels 80 a conseqüència de l'epidèmia de la SIDA. Actualment, representa una part del mercat dels life settlements. Les pòlisses que es comercialitzen en el mercat dels viaticals són aquelles on l'assegurat és malalt terminal amb una esperança de vida de dos anys o menys. El model és discret i considera només dos períodes (anys), ja que aquesta és la vida residual màxima que contempla el mercat. L'agent posseix una riquesa inicial que ha de repartir entre consum i herència. S'introdueix en primer lloc la funció d'utilitat esperada del decisor i, utilitzant programació dinàmica, es dedueix l'estratègia que reporta una utilitat més gran (no vendre/vendre (en part) la pòlissa en el moment zero/vendre (en part) la pòlissa en el moment ú). L'òptim depèn del preu de la pòlissa venuda i de paràmetres personals de l'individu. Es troba una expressió analítica per l'estratègia òptima i es realitza un anàlisi de sensibilitat.
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MicroRNAs (miRNAs) are small, noncoding RNAs that regulate target mRNAs by binding to their 3' untranslated regions. There is growing evidence that microRNA-155 (miR155) modulates gene expression in various cell types of the immune system and is a prominent player in the regulation of innate and adaptive immune responses. To define the role of miR155 in dendritic cells (DCs) we performed a detailed analysis of its expression and function in human and mouse DCs. A strong increase in miR155 expression was found to be a general and evolutionarily conserved feature associated with the activation of DCs by diverse maturation stimuli in all DC subtypes tested. Analysis of miR155-deficient DCs demonstrated that miR155 induction is required for efficient DC maturation and is critical for the ability of DCs to promote antigen-specific T-cell activation. Expression-profiling studies performed with miR155(-/-) DCs and DCs overexpressing miR155, combined with functional assays, revealed that the mRNA encoding the transcription factor c-Fos is a direct target of miR155. Finally, all of the phenotypic and functional defects exhibited by miR155(-/-) DCs could be reproduced by deregulated c-Fos expression. These results indicate that silencing of c-Fos expression by miR155 is a conserved process that is required for DC maturation and function.
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Why mating types exist at all is subject to much debate. Among hypotheses, mating types evolved to control organelle transmission during sexual reproduction, or to prevent inbreeding or same-clone mating. Here I review data from a diversity of taxa (including ciliates, algae, slime molds, ascomycetes, and basidiomycetes) to show that the structure and function of mating types run counter the above hypotheses. I argue instead for a key role in triggering developmental switches. Genomes must fulfill a diversity of alternative programs along the sexual cycle. As a haploid gametophyte, an individual may grow vegetatively (through haploid mitoses), or initiate gametogenesis and mating. As a diploid sporophyte, similarly, it may grow vegetatively (through diploid mitoses) or initiate meiosis and sporulation. Only diploid sporophytes (and not haploid gametophytes) should switch on the meiotic program. Similarly, only haploid gametophytes (not sporophytes) should switch on gametogenesis and mating. And they should only do so when other gametophytes are ready to do the same in the neighborhood. As argued here, mating types have evolved primarily to switch on the right program at the right moment.
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We investigated the physiological consequences of the most challenging mountain ultra-marathon (MUM) in the world: a 330-km trail run with 24000 m of positive and negative elevation change. Neuromuscular fatigue (NMF) was assessed before (Pre-), during (Mid-) and after (Post-) the MUM in experienced ultra-marathon runners (n = 15; finish time = 122.43 hours +/-17.21 hours) and in Pre- and Post- in a control group with a similar level of sleep deprivation (n = 8). Blood markers of muscle inflammation and damage were analyzed at Pre- and Post-. Mean +/- SD maximal voluntary contraction force declined significantly at Mid- (-13+/-17% and -10+/-16%, P<0.05 for knee extensor, KE, and plantar flexor muscles, PF, respectively), and further decreased at Post- (-24+/-13% and -26+/-19%, P<0.01) with alteration of the central activation ratio (-24+/-24% and -28+/-34% between Pre- and Post-, P<0.05) in runners whereas these parameters did not change in the control group. Peripheral NMF markers such as 100 Hz doublet (KE: -18+/-18% and PF: -20+/-15%, P<0.01) and peak twitch (KE: -33+/-12%, P<0.001 and PF: -19+/-14%, P<0.01) were also altered in runners but not in controls. Post-MUM blood concentrations of creatine kinase (3719+/-3045 Ul.1), lactate dehydrogenase (1145+/-511 UI.L-1), C-Reactive Protein (13.1+/-7.5 mg.L-1) and myoglobin (449.3+/-338.2 microg.L-1) were higher (P<0.001) than at Pre- in runners but not in controls. Our findings revealed less neuromuscular fatigue, muscle damage and inflammation than in shorter MUMs. In conclusion, paradoxically, such extreme exercise seems to induce a relative muscle preservation process due likely to a protective anticipatory pacing strategy during the first half of MUM and sleep deprivation in the second half.