Correlation of Parameters used to Estimate Monomer Conversion in a Light-cured Composite

The sensitivities of Fourier transform infrared spectroscopy, Knoop hardness, water sorption, and resin leaching were compared for their ability to distinguish differences between composite samples cured through different thicknesses of overlying resin. The method developed allowed samples of light-cured composite to be made with controlled conversion for parameter testing, and eliminated effects of resin lost to slurry during polishing or an increase in conversion as a result of heat generated during grinding. Sensitivity to differences was greatest and equal for FTIR spectroscopy and Knoop hardness, while resin leaching proved to have moderate sensitivity, and water sorption none. The ability of these parameters to predict monomer conversion as measured by FTIR spectroscopy was also determined. Knoop hardness proved the best conversion predictor, resin leaching the next best, and water sorption the worst. Water sorption values did not vary with changes in specimen conversion.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/67029/2/10.1177_00220345880670060801.pd

Implied volatility of basket options at extreme strikes

In the paper, we characterize the asymptotic behavior of the implied volatility of a basket call option at large and small strikes in a variety of settings with increasing generality. First, we obtain an asymptotic formula with an error bound for the left wing of the implied volatility, under the assumption that the dynamics of asset prices are described by the multidimensional Black-Scholes model. Next, we find the leading term of asymptotics of the implied volatility in the case where the asset prices follow the multidimensional Black-Scholes model with time change by an independent increasing stochastic process. Finally, we deal with a general situation in which the dependence between the assets is described by a given copula function. In this setting, we obtain a model-free tail-wing formula that links the implied volatility to a special characteristic of the copula called the weak lower tail dependence function

Single-crossover dynamics: finite versus infinite populations

Populations evolving under the joint influence of recombination and resampling (traditionally known as genetic drift) are investigated. First, we summarise and adapt a deterministic approach, as valid for infinite populations, which assumes continuous time and single crossover events. The corresponding nonlinear system of differential equations permits a closed solution, both in terms of the type frequencies and via linkage disequilibria of all orders. To include stochastic effects, we then consider the corresponding finite-population model, the Moran model with single crossovers, and examine it both analytically and by means of simulations. Particular emphasis is on the connection with the deterministic solution. If there is only recombination and every pair of recombined offspring replaces their pair of parents (i.e., there is no resampling), then the {\em expected} type frequencies in the finite population, of arbitrary size, equal the type frequencies in the infinite population. If resampling is included, the stochastic process converges, in the infinite-population limit, to the deterministic dynamics, which turns out to be a good approximation already for populations of moderate size.Comment: 21 pages, 4 figure

Tail asymptotics of light-tailed Weibull-like sums

Abstract: We consider sums of n i.i.d. random variables with tails close to exp{−x^β} for some β > 1. Asymptotics developed by Rootzén (1987) and Balkema, Klüppelberg, and Resnick (1993) are discussed from the point of view of tails rather than of densities, using a somewhat different angle, and supplemented with bounds, results on a random number N of terms, and simulation algorithms

Stability of Synchrony against Local Intermittent Fluctuations in Tree-like Power Grids

ACKNOWLEDGMENTS S.A. wants to thank her fellow colleagues Paul Schultz and Jobst Heitzig for helpful discussion and comments. The authors gratefully acknowledge the support of BMBF, CoNDyNet, FK. 03SF0472A and the European Regional Development Fund (ERDF), the German Federal Ministry of Education and Research and the Land Brandenburg for supporting this project by providing resources on the high performance computer system at the Potsdam Institute for Climate Impact Research.Peer reviewedPublisher PD

Large deviations for a damped telegraph process

In this paper we consider a slight generalization of the damped telegraph process in Di Crescenzo and Martinucci (2010). We prove a large deviation principle for this process and an asymptotic result for its level crossing probabilities (as the level goes to infinity). Finally we compare our results with the analogous well-known results for the standard telegraph process

A Markovian event-based framework for stochastic spiking neural networks

In spiking neural networks, the information is conveyed by the spike times, that depend on the intrinsic dynamics of each neuron, the input they receive and on the connections between neurons. In this article we study the Markovian nature of the sequence of spike times in stochastic neural networks, and in particular the ability to deduce from a spike train the next spike time, and therefore produce a description of the network activity only based on the spike times regardless of the membrane potential process. To study this question in a rigorous manner, we introduce and study an event-based description of networks of noisy integrate-and-fire neurons, i.e. that is based on the computation of the spike times. We show that the firing times of the neurons in the networks constitute a Markov chain, whose transition probability is related to the probability distribution of the interspike interval of the neurons in the network. In the cases where the Markovian model can be developed, the transition probability is explicitly derived in such classical cases of neural networks as the linear integrate-and-fire neuron models with excitatory and inhibitory interactions, for different types of synapses, possibly featuring noisy synaptic integration, transmission delays and absolute and relative refractory period. This covers most of the cases that have been investigated in the event-based description of spiking deterministic neural networks

Risk of serious adverse effects of biological and targeted drugs in patients with rheumatoid arthritis: a systematic review meta-analysis

OBJECTIVES: To determine possible differences in serious adverse effects among the 10 currently approved biological and targeted synthetic DMARDs (b/ts-DMARDs) for RA.METHODS: Systematic review in bibliographic databases, trial registries and websites of regulatory agencies identified randomized trials of approved b/ts-DMARDs for RA. Network meta-analyses using mixed-effects Poisson regression models were conducted to calculate rate ratios for serious adverse events (SAEs) and deaths between each of the 10 drugs and control (i.e. no b/ts-DMARD treatment), based on subjects experiencing an event in relation to person-years. Confidence in the estimates was assessed by applying the Grading of Recommendations Assessment, Development and Evaluation approach (GRADE).RESULTS: A total of 117 trials (47 615 patients) were included. SAEs were more common with certolizumab compared with abatacept (rate ratio = 1.58, 95% CI: 1.18, 2.14), adalimumab (1.36, 95% CI: 1.02, 1.81), etanercept (1.60, 95% CI: 1.18, 2.17), golimumab (1.45, 95% CI: 1.00, 2.08), rituximab (1.63, 95% CI: 1.16, 2.30), tofacitinib (1.44, 95% CI: 1.03, 2.02) and control (1.45, 95% CI: 1.13, 1.87); and tocilizumab compared with abatacept (1.30, 95% CI: 1.03, 1.65), etanercept (1.31, 95% CI: 1.04, 1.67) and rituximab (1.34, 95% CI: 1.01, 1.78). No other comparisons were statistically significant. Accounting for study duration confirmed our findings for up to 6 months' treatment but not for longer-term treatment (6-24 months). No differences in mortality between b/ts-DMARDs and control were found. Based on the GRADE approach, confidence in the estimates was low due to lack of head-to-head comparison trials and imprecision in indirect estimates.CONCLUSION: Despite low confidence in the estimates, our analysis found potential differences in rates of SAEs. Our data suggest caution should be taken when deciding among available drugs. OBJECTIVES: To determine possible differences in serious adverse effects among the 10 currently approved biological and targeted synthetic DMARDs (b/ts-DMARDs) for RA.METHODS: Systematic review in bibliographic databases, trial registries and websites of regulatory agencies identified randomized trials of approved b/ts-DMARDs for RA. Network meta-analyses using mixed-effects Poisson regression models were conducted to calculate rate ratios for serious adverse events (SAEs) and deaths between each of the 10 drugs and control (i.e. no b/ts-DMARD treatment), based on subjects experiencing an event in relation to person-years. Confidence in the estimates was assessed by applying the Grading of Recommendations Assessment, Development and Evaluation approach (GRADE).RESULTS: A total of 117 trials (47 615 patients) were included. SAEs were more common with certolizumab compared with abatacept (rate ratio = 1.58, 95% CI: 1.18, 2.14), adalimumab (1.36, 95% CI: 1.02, 1.81), etanercept (1.60, 95% CI: 1.18, 2.17), golimumab (1.45, 95% CI: 1.00, 2.08), rituximab (1.63, 95% CI: 1.16, 2.30), tofacitinib (1.44, 95% CI: 1.03, 2.02) and control (1.45, 95% CI: 1.13, 1.87); and tocilizumab compared with abatacept (1.30, 95% CI: 1.03, 1.65), etanercept (1.31, 95% CI: 1.04, 1.67) and rituximab (1.34, 95% CI: 1.01, 1.78). No other comparisons were statistically significant. Accounting for study duration confirmed our findings for up to 6 months' treatment but not for longer-term treatment (6-24 months). No differences in mortality between b/ts-DMARDs and control were found. Based on the GRADE approach, confidence in the estimates was low due to lack of head-to-head comparison trials and imprecision in indirect estimates.CONCLUSION: Despite low confidence in the estimates, our analysis found potential differences in rates of SAEs. Our data suggest caution should be taken when deciding among available drugs.SYSTEMATIC REVIEW REGISTRATION NUMBER: PROSPERO CRD42014014842