Some two-dimensional extensions of Bougerol's identity in law for the exponential functional of linear Brownian motion

We present a two-dimensional extension of an identity in distribution due to Bougerol \cite{Bou} that involves the exponential functional of a linear Brownian motion. Even though this identity does not extend at the level of processes, we point at further striking relations in this direction

Cobweb Theorems with Production Lags and Price Forecasting

The classical cobweb theorem is extended to include production lags and price forecasts. Price forecasting based on a longer period has a stabilizing effect on prices. Longer production lags do not necessarily lead to unstable prices; very long lags lead to cycles of constant amplitude. The classical cobweb requires elasticity of demand to be greater than that of supply; this is not necessarily the case in a more general setting. Random shocks are also considered

Gram-Charlier Processes and Applications to Option Pricing

A Gram-Charlier distribution has a density that is a polynomial times a normal density. For option pricing this retains the tractability of the normal distribution while allowing nonzero skewness and excess kurtosis. Properties of the Gram-Charlier distributions are derived, leading to the definition of a process with independent Gram-Charlier increments, as well as formulas for option prices and their sensitivities. A procedure for simulating Gram-Charlier distributions and processes is given. Numerical illustrations show the effect of skewness and kurtosis on option prices

Processing carbon nanotubes with holographic optical tweezers

We report the first demonstration that carbon nanotubes can be trapped and manipulated by optical tweezers. This observation is surprising because individual nanotubes are substantially smaller than the wavelength of light, and thus should not be amenable to optical trapping. Even so, nanotube bundles, and perhaps even individual nanotubes, can be transported at high speeds, deposited onto substrates, untangled, and selectively ablated, all with visible light. The use of holographic optical tweezers, capable of creating hundreds of independent traps simultaneously, suggests opportunities for highly parallel nanotube processing with light.Comment: 3 pages, 1 figur

Spatial epidemiology and adaptive targeted sampling to manage the Chagas disease vector Triatoma dimidiata

Widespread application of insecticide remains the primary form of control for Chagas disease in Central America, despite only temporarily reducing domestic levels of the endemic vector Triatoma dimidiata and having little long-term impact. Recently, an approach emphasizing community feedback and housing improvements has been shown to yield lasting results. However, the additional resources and personnel required by such an intervention likely hinders its widespread adoption. One solution to this problem would be to target only a subset of houses in a community while still eliminating enough infestations to interrupt disease transfer. Here we develop a sequential sampling framework that adapts to information specific to a community as more houses are visited, thereby allowing us to efficiently find homes with domiciliary vectors while minimizing sampling bias. The method fits Bayesian geostatistical models to make spatially informed predictions, while gradually transitioning from prioritizing houses based on prediction uncertainty to targeting houses with a high risk of infestation. A key feature of the method is the use of a single exploration parameter, $\alpha$, to control the rate of transition between these two design targets. In a simulation study using empirical data from five villages in southeastern Guatemala, we test our method using a range of values for $\alpha$, and find it can consistently select fewer homes than random sampling, while still bringing the village infestation rate below a given threshold. We further find that when additional socioeconomic information is available, much larger savings are possible, but that meeting the target infestation rate is less consistent, particularly among the less exploratory strategies. Our results suggest new options for implementing long-term T. dimidiata control

Biomedical Open Source Software: Crucial Packages and Hidden Heroes

Despite the importance of scientific software for research, it is often not formally recognized and rewarded. This is especially true for foundation libraries, which are used by the software packages visible to the users, being ``hidden'' themselves. The funders and other organizations need to understand the complex network of computer programs that the modern research relies upon. In this work we used CZ Software Mentions Dataset to map the dependencies of the software used in biomedical papers and find the packages critical to the software ecosystems. We propose the centrality metrics for the network of software dependencies, analyze three ecosystems (PyPi, CRAN, Bioconductor) and determine the packages with the highest centrality

Les terres cuites architecturales comme sources d'information chronologique et technique des édifices avant l'an mil

A partir de l'étude d'un édifice phare de l'Ouest de la France (Église Notre-Dame sous Terre au Mont-Saint-Michel) mous montrons comment le couplage des études de bâti permettant l'identification d'ensembles maçonnés et leur chronologie relative, avec les méthodes de datation des terres cuites par thermoluminescence et archéomagnétisme, et des charbons de mortier par radiocarbone, aboutit à des informations particulièrement novatrices sur la chronologie de la production des briques, leur éventuel remploi ou sur leur production ad nove, mais aussi, plus inattendu, sur des éléments technologiques de leur production. Les orientations actuelles des recherches méthodologiques pour la datation physique des structures bâties sont également mises en perspectiv