Multi-dimensional parameter estimation of heavy-tailed moving averages

In this paper we present a parametric estimation method for certain multi-parameter heavy-tailed L\'evy-driven moving averages. The theory relies on recent multivariate central limit theorems obtained in [3] via Malliavin calculus on Poisson spaces. Our minimal contrast approach is related to the papers [14, 15], which propose to use the marginal empirical characteristic function to estimate the one-dimensional parameter of the kernel function and the stability index of the driving L\'evy motion. We extend their work to allow for a multi-parametric framework that in particular includes the important examples of the linear fractional stable motion, the stable Ornstein-Uhlenbeck process, certain CARMA(2, 1) models and Ornstein-Uhlenbeck processes with a periodic component among other models. We present both the consistency and the associated central limit theorem of the minimal contrast estimator. Furthermore, we demonstrate numerical analysis to uncover the finite sample performance of our method

Modelling radiation-induced cell cycle delays

Ionizing radiation is known to delay the cell cycle progression. In particular after particle exposure significant delays have been observed and it has been shown that the extent of delay affects the expression of damage such as chromosome aberrations. Thus, to predict how cells respond to ionizing radiation and to derive reliable estimates of radiation risks, information about radiation-induced cell cycle perturbations is required. In the present study we describe and apply a method for retrieval of information about the time-course of all cell cycle phases from experimental data on the mitotic index only. We study the progression of mammalian cells through the cell cycle after exposure. The analysis reveals a prolonged block of damaged cells in the G2 phase. Furthermore, by performing an error analysis on simulated data valuable information for the design of experimental studies has been obtained. The analysis showed that the number of cells analyzed in an experimental sample should be at least 100 to obtain a relative error less than 20%.Comment: 19 pages, 11 figures, accepted for publication in Radiation and Environmental Biophysic

Stable lepton mass matrices

Abstract: We study natural lepton mass matrices, obtained assuming the stability of physical flavour observables with respect to the variations of individual matrix elements. We identify all four possible stable neutrino textures from algebraic conditions on their entries. Two of them turn out to be uniquely associated to specific neutrino mass patterns. We then concentrate on the semi-degenerate pattern, corresponding to an overall neutrino mass scale within the reach of future experiments. In this context we show that i) the neutrino and charged lepton mixings and mass matrices are largely constrained by the requirement of stability, ii) naturalness considerations give a mild preference for the Majorana phase most relevant for neutrinoless double-\u3b2 decay, \u3b1 3c \u3c0/2, and iii) SU(5) unification allows to extend the implications of stability to the down quark sector. The above considerations would benefit from an experimental determination of the PMNS ratio 1aU32/U31 1a, i.e. of the Dirac phase \u3b4. \ua9 2016, The Author(s)

Ohmic energy confinement saturation and core toroidal rotation reversal in Alcator C-Mod plasmas

Ohmic energy confinement saturation is found to be closely related to core toroidal rotation reversals in Alcator C-Mod tokamak plasmas. Rotation reversals occur at a critical density, depending on the plasma current and toroidal magnetic field, which coincides with the density separating the linear Ohmic confinement regime from the saturated Ohmic confinement regime. The rotation is directed co-current at low density and abruptly changes direction to counter-current when the energy confinement saturates as the density is increased. Since there is a bifurcation in the direction of the rotation at this critical density, toroidal rotation reversal is a very sensitive indicator in the determination of the regime change. The reversal and confinement saturation results can be unified, since these processes occur in a particular range of the collisionality.United States. Dept. of Energy (Contract DE-FC02-99ER54512

Co-movements of REIT indices with structural changes before and during the subprime mortgage crisis: evidence from Euro-Med markets

This paper examines the long-run relationships between the REIT indices of the UK, Turkey and Israel in the Euro-Med zone with that of MSCI US REIT Index by using weekly data over the period 2003Q3 through 2009Q3, which includes the latest US subprime mortgage crisis and its effects on global stock markets. Although our EG test results do not indicate a long-run relationship, after taking account of the structural changes by applying the GH test, we find a long-run interaction between the REIT indices of UK and Israel with that of the US. However, our results indicate the lack of co-movement between REIT index of Turkey with the US. In addition, our dynamic OLS test results indicate a perfect relationship between the UK and the US indices. Our findings show that international investors who make long-term investments can only gain from diversifying into the real estate market of Turkey among the involved markets in the Euro-Med zone

Feasibility study for a correlation electron cyclotron emission turbulence diagnostic based on nonlinear gyrokinetic simulations

This paper describes the use of nonlinear gyrokinetic simulations to assess the feasibility of a new correlation electron cyclotron emission (CECE) diagnostic that has been proposed for the Alcator C-Mod tokamak (Marmar et al 2009 Nucl. Fusion 49 104014). This work is based on a series of simulations performed with the GYRO code (Candy and Waltz 2003 J. Comput. Phys. 186 545). The simulations are used to predict ranges of fluctuation level, peak poloidal wavenumber and radial correlation length of electron temperature fluctuations in the core of the plasma. The impact of antenna pattern and poloidal viewing location on measurable turbulence characteristics is addressed using synthetic diagnostics. An upper limit on the CECE sample volume size is determined. The modeling results show that a CECE diagnostic capable of measuring transport-relevant, long-wavelength (k[subscript θ]ρ[subscript s] < 0.5) electron temperature fluctuations is feasible at Alcator C-Mod.United States. Dept. of Energy (DE-FC02-C99ER54512-CMOD

Cowpox Virus Outbreak in Banded Mongooses (Mungos mungo) and Jaguarundis (Herpailurus yagouaroundi) with a Time-Delayed Infection to Humans

BACKGROUND:Often described as an extremely rare zoonosis, cowpox virus (CPXV) infections are on the increase in Germany. CPXV is rodent-borne with a broad host range and contains the largest and most complete genome of all poxviruses, including parts with high homology to variola virus (smallpox). So far, most CPXV cases have occurred individually in unvaccinated animals and humans and were caused by genetically distinguishable virus strains. METHODOLOGY/PRINCIPAL FINDINGS:Generalized CPXV infections in banded mongooses (Mungos mungo) and jaguarundis (Herpailurus yagouaroundi) at a Zoological Garden were observed with a prevalence of the affected animal group of 100% and a mortality of 30%. A subsequent serological investigation of other exotic animal species provided evidence of subclinical cases before the onset of the outbreak. Moreover, a time-delayed human cowpox virus infection caused by the identical virus strain occurred in a different geographical area indicating that handling/feeding food rats might be the common source of infection. CONCLUSIONS/SIGNIFICANCE:Reports on the increased zoonotic transmission of orthopoxviruses have renewed interest in understanding interactions between these viruses and their hosts. The list of animals known to be susceptible to CPXV is still growing. Thus, the likely existence of unknown CPXV hosts and their distribution may present a risk for other exotic animals but also for the general public, as was shown in this outbreak. Animal breeders and suppliers of food rats represent potential multipliers and distributors of CPXV, in the context of increasingly pan-European trading. Taking the cessation of vaccination against smallpox into account, this situation contributes to the increased incidence of CPXV infections in man, particularly in younger age groups, with more complicated courses of clinical infections