Time-Varying Quantiles

A time-varying quantile can be fitted to a sequence of observations by formulating a time series model for the corresponding population quantile and iteratively applying a suitably modified state space signal extraction algorithm. Quantiles estimated in this way provide information on various aspects of a time series, including dispersion, asymmetry and, for financial applications, value at risk. Tests for the constancy of quantiles, and associated contrasts, are constructed using indicator variables; these tests have a similar form to stationarity tests and, under the null hypothesis, their asymptotic distributions belong to the Cramér von Mises family. Estimates of the quantiles at the end of the series provide the basis for forecasting. As such they offer an alternative to conditional quantile autoregressions and, at the same time, give some insight into their structure and potential drawbacks

Quantiles, Expectiles and Splines

A time-varying quantile can be fitted to a sequence of observations by formulating a time series model for the corresponding population quantile and iteratively applying a suitably modified state space signal extraction algorithm. It is shown that such time-varying quantiles satisfy the defining property of fixed quantiles in having the appropriate number of observations above and below. Expectiles are similar to quantiles except that they are defined by tail expectations. Like quantiles, time varying expectiles can be estimated by a state space signal extraction algorithm and they satisfy properties that generalize the moment conditions associated with fixed expectiles. Time-varying quantiles and expectiles provide information on various aspects of a time series, such as dispersion and asymmetry, while estimates at the end of the series provide the basis for forecasting. Because the state space form can handle irregularly spaced observations, the proposed algorithms can be easily adapted to provide a viable means of computing spline-based non-parametric quantile and expectile regressions

Fingerprints of the Hierarchical Building up of the Structure on the Mass-Metallicity Relation

We study the mass-metallicity relation of galactic systems with stellar masses larger than 10^9 Mo in Lambda-CDM scenarios by using chemical hydrodynamical simulations. We find that this relation arises naturally as a consequence of the formation of the structure in a hierarchical scenario. The hierarchical building up of the structure determines a characteristic stellar mass at M_c ~10^10.2 Moh^-1 which exhibits approximately solar metallicities from z ~ 3 to z=0. This characteristic mass separates galactic systems in two groups with massive ones forming most of their stars and metals at high redshift. We find evolution in the zero point and slope of the mass-metallicity relation driven mainly by the low mass systems which exhibit the larger variations in the chemical properties. Although stellar mass and circular velocity are directly related, the correlation between circular velocity and metallicity shows a larger evolution with redshift making this relation more appropriate to confront models and observations. The dispersion found in both relations is a function of the stellar mass and reflects the different dynamical history of evolution of the systems.Comment: 4 pages, 4 figures. Accepted MNRAS Letter

Atomic detection in microwave cavity experiments: a dynamical model

We construct a model for the detection of one atom maser in the context of cavity Quantum Electrodynamics (QED) used to study coherence properties of superpositions of electromagnetic modes. Analytic expressions for the atomic ionization are obtained, considering the imperfections of the measurement process due to the probabilistic nature of the interactions between the ionization field and the atoms. Limited efficiency and false counting rates are considered in a dynamical context, and consequent results on the information about the state of the cavity modes are obtained.Comment: 12 pages, 1 figur

Strong coupling expansion of chiral models

A general precedure is outlined for an algorithmic implementation of the strong coupling expansion of lattice chiral models on arbitrary lattices. A symbolic character expansion in terms of connected values of group integrals on skeleton diagrams may be obtained by a fully computerized approach.Comment: 2 pages, PostScript file, contribution to conference LATTICE '9

MiR-205-5p inhibition by locked nucleic acids impairs metastatic potential of breast cancer cells

Mir-205 plays an important role in epithelial biogenesis and in mammary gland development but its role in cancer still remains controversial depending on the specific cellular context and target genes. We have previously reported that miR-205-5p is upregulated in breast cancer stem cells targeting ERBB pathway and leading to targeted therapy resistance. Here we show that miR-205-5p regulates tumorigenic properties of breast cancer cells, as well as epithelial to mesenchymal transition. Silencing this miRNA in breast cancer results in reduced tumor growth and metastatic spreading in mouse models. Moreover, we show that miR-205-5p knock-down can be obtained with the use of specific locked nucleic acids oligonucleotides in vivo suggesting a future potential use of this approach in therapy

Control of state and state entanglement with a single auxiliary subsystem

We present a strategy to control the evolution of a quantum system. The novel aspect of this protocol is the use of a \emph{single auxiliary subsystem}. Two applications are given, one which allows for state preservation and another which controls the degree of entanglement of a given initial state

Elastic Form Factors of 3,4^{3,4}He up to Large Q2Q^2

Elastic electron scattering off $^3$He and $^4$He has recently been studied at forward and backward scattering angles in Hall A at JLab. The results will provide accurate data on the elastic form factors, charge and magnetic for $^3$He and charge only for $^4$He, up to squared momentum transfer $Q^2$-values of 3.2 GeV$^2$.Comment: 3 pages, Proceedings of EFB2