Comment on "Indispensable Finite Time Correlations for Fokker-Planck Equations from Time Series Data"

Comment on "Indispensable Finite Time Correlations for Fokker-Planck Equations from Time Series Data"Comment: 2 pages, 1 figur

Markov properties of high frequency exchange rate data

We present a stochastic analysis of a data set consisiting of 10^6 quotes of the US Doller - German Mark exchange rate. Evidence is given that the price changes x(tau) upon different delay times tau can be described as a Markov process evolving in tau. Thus, the tau-dependence of the probability density function (pdf) p(x) on the delay time tau can be described by a Fokker-Planck equation, a gerneralized diffusion equation for p(x,tau). This equation is completely determined by two coefficients D_{1}(x,tau) and D_{2}(x,tau) (drift- and diffusion coefficient, respectively). We demonstrate how these coefficients can be estimated directly from the data without using any assumptions or models for the underlying stochastic process. Furthermore, it is shown that the solutions of the resulting Fokker-Planck equation describe the empirical pdfs correctly, including the pronounced tails.Comment: 29 pages, 19 eps figures, misprints corrected, under consideration for publication in Physica

Improvement of lung preservation - From experiment to clinical practice

Background. Reperfusion injury represents a severe early complication following lung transplantation. Among the pathogenetic factors, the high potassium content of Euro-Collins(R) solution is discussed. Material and Methods: In a pig model of orthotopic left-sided lung transplantation we investigated the effect of Euro-Collins solution (EC: n=6) versus low potassium dextran (LPD: Perfadex(R): n = 6). Sham-operated (n = 6) animals served as control. Transplant function, cellular energy metabolism and endothelial morphology served as parameters. In a clinical investigation, 124 patients were evaluated following single (EC: n = 31; LPD n = 37) or double (EC: n = 17; LPD n = 39) lung transplantation, whose organs where preserved with EC (n = 48) or LPD (n = 76). Duration of ischemia, duration of ventilation and stay on ICU were registered. Primary transplant function was evaluated according to AaDO(2) values. Cause of early death (30 days) was declared. Results: Experimental results: After flush with EC and 18 h ischemia, a reduction of tissue ATP content (p < 0.01 vs inital value and LPD) was noted. Endothelial damage after ischemia was severe (p < 0.05 vs control), paO(2) was significantly decreased. Clinical results: In the LPD group, duration of ischemia was longer for the grafts transplanted first (SLTx and DLTx: p = 0.0009) as well as second (2. organ DLTx: p = 0.045). Primary transplant function was improved (day 0: SLTx: p = 0.0015; DLTx: p = 0.0095, both vs EC). Duration of ventilation and stay on ICU were shorter (n.s.). Reperfusion injury-associated death was reduced from 8% (EC) to 0 (LPD). Conclusion: In experimental lung preservation, LPD lead to an improved graft function. These results were confirmed in clinical lung transplantation. Clinical lung preservation, therefore, should be carried out by use of LPD. Copyright (C) 2002 S. Karger AG, Basel

On the universality of small scale turbulence

The proposed universality of small scale turbulence is investigated for a set of measurements in a cryogenic free jet with a variation of the Reynolds number (Re) from 8500 to 10^6. The traditional analysis of the statistics of velocity increments by means of structure functions or probability density functions is replaced by a new method which is based on the theory of stochastic Markovian processes. It gives access to a more complete characterization by means of joint probabilities of finding velocity increments at several scales. Based on this more precise method our results call in question the concept of universality.Comment: 4 pages, 4 figure

How to quantify deterministic and random influences on the statistics of the foreign exchange market

It is shown that prize changes of the US dollar - German Mark exchange rates upon different delay times can be regarded as a stochastic Marcovian process. Furthermore we show that from the empirical data the Kramers-Moyal coefficients can be estimated. Finally, we present an explicite Fokker-Planck equation which models very precisely the empirical probabilitiy distributions.Comment: 3 figure

The propensity of molecules to spatially align in intense light fields

The propensity of molecules to spatially align along the polarization vector of intense, pulsed light fields is related to readily-accessible parameters (molecular polarizabilities, moment of inertia, peak intensity of the light and its pulse duration). Predictions can now be made of which molecules can be spatially aligned, and under what circumstances, upon irradiation by intense light. Accounting for both enhanced ionization and hyperpolarizability, it is shown that {\it all} molecules can be aligned, even those with the smallest static polarizability, when subjected to the shortest available laser pulses (of sufficient intensity).Comment: 8 pages, 4 figures, to be submitted to PR