Dynamical model and nonextensive statistical mechanics of a market index on large time windows

The shape and tails of partial distribution functions (PDF) for a financial signal, i.e. the S&P500 and the turbulent nature of the markets are linked through a model encompassing Tsallis nonextensive statistics and leading to evolution equations of the Langevin and Fokker-Planck type. A model originally proposed to describe the intermittent behavior of turbulent flows describes the behavior of normalized log-returns for such a financial market index, for small and large time windows, both for small and large log-returns. These turbulent market volatility (of normalized log-returns) distributions can be sufficiently well fitted with a $\chi^2$-distribution. The transition between the small time scale model of nonextensive, intermittent process and the large scale Gaussian extensive homogeneous fluctuation picture is found to be at $ca.$ a 200 day time lag. The intermittency exponent ($\kappa$) in the framework of the Kolmogorov log-normal model is found to be related to the scaling exponent of the PDF moments, -thereby giving weight to the model. The large value of $\kappa$ points to a large number of cascades in the turbulent process. The first Kramers-Moyal coefficient in the Fokker-Planck equation is almost equal to zero, indicating ''no restoring force''. A comparison is made between normalized log-returns and mere price increments.Comment: 40 pages, 14 figures; accepted for publication in Phys Rev

Nonextensivity and Galaxy Clustering in the Universe

We investigate two important questions about the use of the nonextensive thermostatistics (NETS) formalism in the context of nonlinear galaxy clustering in the Universe. Firstly, we define a quantitative criterion for justifying nonextensivity at different physical scales. Then, we discuss the physics behind the ansatz of the entropic parameter $q(r)$. Our results suggest the approximate range where nonextensivity can be justified and, hence, give some support to the applicability of NETS to the study of large scale structures.Comment: 8 pages, written version of a talk presented in the International Workshop on Trends and Perspectives on Extensive and Non-Extensive Statistical Mechanics. Accepted for publication in Physica

Screening for GNAS genetic and epigenetic alterations in progressive osseous heteroplasia : first Italian series

Progressive osseous heteroplasia (POH) is a rare autosomal dominant disorder of mesenchymal differentiation characterized by progressive heterotopic ossification (HO) of dermis, deep connective tissues and skeletal muscle. Usually, initial bone formation occurs during infancy as primary osteoma cutis (OC) then progressively extending into deep connective tissues and skeletal muscle over childhood. Most cases of POH are caused by paternally inherited inactivating mutations of GNAS gene. Maternally inherited mutations as well as epigenetic defects of the same gene lead to pseudohypoparathyroidism (PHP) and Albright's hereditary osteodystrophy (AHO). During the last decade, some reports documented the existence of patients with POH showing additional features characteristic of AHO such as short stature and brachydactyly, previously thought to occur only in other GNAS-associated disorders. Thus, POH can now be considered as part of a wide spectrum of ectopic bone formation disorders caused by inactivating GNAS mutations. Here, we report genetic and epigenetic analyses of GNAS locus in 10 patients affected with POH or primary OC, further expanding the spectrum of mutations associated with this rare disease and indicating that, unlike PHP, methylation alterations at the same locus are absent or uncommon in this disorder

Pseudohypoparathyroidism and GNAS epigenetic defects : clinical evaluation of Albright hereditary osteodystrophy and molecular analysis in 40 patients

Context: The two main subtypes of pseudohypoparathyroidism (PHP), PHP-Ia and -Ib, are caused by mutations in GNAS exons 1-13 and methylation defects in the imprinted GNAS cluster, respectively. PHP-Ia patients show Albright hereditary osteodystrophy (AHO) and resistance toward PTH and additional hormones, whereas PHP-Ib patients do not have AHO, and hormone resistance appears to be limited to PTH and TSH. Recently, methylation defects have been detected in few patients with PHP and mild AHO, indicating a molecular overlap between the two forms. Objectives: The aim of the study was to screen patients with clinically diagnosed PHP-Ia for methylation defects and to investigate the presence of correlations between the molecular findings and AHO severity. Patients and Methods: We investigated differential methylation of GNAS regions and STX16 microdeletions in genomicDNAfrom 40 patients with sporadicAHOand multihormone resistance, with no mutations in Gs -coding GNAS exons. Results: Molecular analysis showed GNAS cluster imprinting defects in 24 of the 40 patients analyzed. NoSTX16 deletion was detected. The presence of imprinting defects was not associated with the severity of AHO or with specific AHO signs. Conclusions: We report the largest series of the literature of patients with clinical AHO and multihormone resistance and no mutation in the Gs gene. Our findings of frequent GNAS imprinting defects further confirm the existence of an overlap between molecular and clinical features of PHP-Ia and PHP-Ib and highlight the necessity of a new clinical classification of the disease that takes into account the recent knowledge on the molecular basis underlying these defects

Observational diagnostics of gas in protoplanetary disks

Protoplanetary disks are composed primarily of gas (99% of the mass). Nevertheless, relatively few observational constraints exist for the gas in disks. In this review, I discuss several observational diagnostics in the UV, optical, near-IR, mid-IR, and (sub)-mm wavelengths that have been employed to study the gas in the disks of young stellar objects. I concentrate in diagnostics that probe the inner 20 AU of the disk, the region where planets are expected to form. I discuss the potential and limitations of each gas tracer and present prospects for future research.Comment: Review written for the proceedings of the conference "Origin and Evolution of Planets 2008", Ascona, Switzerland, June 29 - July 4, 2008. Date manuscript: October 2008. 17 Pages, 6 graphics, 134 reference

Anisotropic flow of charged hadrons, pions and (anti-)protons measured at high transverse momentum in Pb-Pb collisions at sNN=2.76\sqrt{s_{\rm NN}}=2.76 TeV

The elliptic, $v_2$, triangular, $v_3$, and quadrangular, $v_4$, azimuthal anisotropic flow coefficients are measured for unidentified charged particles, pions and (anti-)protons in Pb-Pb collisions at $\sqrt{s_{\rm NN}} = 2.76$ TeV with the ALICE detector at the Large Hadron Collider. Results obtained with the event plane and four-particle cumulant methods are reported for the pseudo-rapidity range $|\eta|<0.8$ at different collision centralities and as a function of transverse momentum, $p_{\rm T}$, out to $p_{\rm T}=20$ GeV/$c$. The observed non-zero elliptic and triangular flow depends only weakly on transverse momentum for $p_{\rm T}>8$ GeV/$c$. The small $p_{\rm T}$ dependence of the difference between elliptic flow results obtained from the event plane and four-particle cumulant methods suggests a common origin of flow fluctuations up to $p_{\rm T}=8$ GeV/$c$. The magnitude of the (anti-)proton elliptic and triangular flow is larger than that of pions out to at least $p_{\rm T}=8$ GeV/$c$ indicating that the particle type dependence persists out to high $p_{\rm T}$.Comment: 16 pages, 5 captioned figures, authors from page 11, published version, figures at http://aliceinfo.cern.ch/ArtSubmission/node/186

Centrality dependence of charged particle production at large transverse momentum in Pb-Pb collisions at sNN=2.76\sqrt{s_{\rm{NN}}} = 2.76 TeV

The inclusive transverse momentum ($p_{\rm T}$) distributions of primary charged particles are measured in the pseudo-rapidity range $|\eta|<0.8$ as a function of event centrality in Pb-Pb collisions at $\sqrt{s_{\rm{NN}}}=2.76$ TeV with ALICE at the LHC. The data are presented in the $p_{\rm T}$ range $0.15<p_{\rm T}<50$ GeV/$c$ for nine centrality intervals from 70-80% to 0-5%. The Pb-Pb spectra are presented in terms of the nuclear modification factor $R_{\rm{AA}}$ using a pp reference spectrum measured at the same collision energy. We observe that the suppression of high-$p_{\rm T}$ particles strongly depends on event centrality. In central collisions (0-5%) the yield is most suppressed with $R_{\rm{AA}}\approx0.13$ at $p_{\rm T}=6$-7 GeV/$c$. Above $p_{\rm T}=7$ GeV/$c$, there is a significant rise in the nuclear modification factor, which reaches $R_{\rm{AA}} \approx0.4$ for $p_{\rm T}>30$ GeV/$c$. In peripheral collisions (70-80%), the suppression is weaker with $R_{\rm{AA}} \approx 0.7$ almost independently of $p_{\rm T}$. The measured nuclear modification factors are compared to other measurements and model calculations.Comment: 17 pages, 4 captioned figures, 2 tables, authors from page 12, published version, figures at http://aliceinfo.cern.ch/ArtSubmission/node/284

Observation of a new chi_b state in radiative transitions to Upsilon(1S) and Upsilon(2S) at ATLAS

The chi_b(nP) quarkonium states are produced in proton-proton collisions at the Large Hadron Collider (LHC) at sqrt(s) = 7 TeV and recorded by the ATLAS detector. Using a data sample corresponding to an integrated luminosity of 4.4 fb^-1, these states are reconstructed through their radiative decays to Upsilon(1S,2S) with Upsilon->mu+mu-. In addition to the mass peaks corresponding to the decay modes chi_b(1P,2P)->Upsilon(1S)gamma, a new structure centered at a mass of 10.530+/-0.005 (stat.)+/-0.009 (syst.) GeV is also observed, in both the Upsilon(1S)gamma and Upsilon(2S)gamma decay modes. This is interpreted as the chi_b(3P) system.Comment: 5 pages plus author list (18 pages total), 2 figures, 1 table, corrected author list, matches final version in Physical Review Letter

Search for displaced vertices arising from decays of new heavy particles in 7 TeV pp collisions at ATLAS

We present the results of a search for new, heavy particles that decay at a significant distance from their production point into a final state containing charged hadrons in association with a high-momentum muon. The search is conducted in a pp-collision data sample with a center-of-mass energy of 7 TeV and an integrated luminosity of 33 pb^-1 collected in 2010 by the ATLAS detector operating at the Large Hadron Collider. Production of such particles is expected in various scenarios of physics beyond the standard model. We observe no signal and place limits on the production cross-section of supersymmetric particles in an R-parity-violating scenario as a function of the neutralino lifetime. Limits are presented for different squark and neutralino masses, enabling extension of the limits to a variety of other models.Comment: 8 pages plus author list (20 pages total), 8 figures, 1 table, final version to appear in Physics Letters