Killed Brownian motion with a prescribed lifetime distribution and models of default

The inverse first passage time problem asks whether, for a Brownian motion $B$ and a nonnegative random variable $\zeta$, there exists a time-varying barrier $b$ such that $\mathbb{P}\{B_s>b(s),0\leq s\leq t\}=\mathbb{P}\{\zeta>t\}$. We study a "smoothed" version of this problem and ask whether there is a "barrier" $b$ such that $\mathbb{E}[\exp(-\lambda\int_0^t\psi(B_s-b(s))\,ds)]=\mathbb{P}\{\zeta >t\}$, where $\lambda$ is a killing rate parameter, and $\psi:\mathbb{R}\to[0,1]$ is a nonincreasing function. We prove that if $\psi$ is suitably smooth, the function $t\mapsto \mathbb{P}\{\zeta>t\}$ is twice continuously differentiable, and the condition 0t\}}{dt}<\lambda holds for the hazard rate of $\zeta$, then there exists a unique continuously differentiable function $b$ solving the smoothed problem. We show how this result leads to flexible models of default for which it is possible to compute expected values of contingent claims.Comment: Published in at http://dx.doi.org/10.1214/12-AAP902 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Management of incidentally detected heart murmurs in dogs and cats

A dog or a cat has an incidentally detected heart murmur if the murmur is an unexpected discovery during a veterinary consultation that was not initially focused on the cardiovascular system. This document presents approaches for managing dogs and cats that have incidentally-detected heart murmurs, with an emphasis on murmur characteristics, signalment profiling, and multifactorial decision-making to choose an optimal course for a given patient

Beyond "the Relationship between the Individual and Society": broadening and deepening relational thinking in group analysis

The question of ‘the relationship between the individual and society’ has troubled group analysis since its inception. This paper offers a reading of Foulkes that highlights the emergent, yet evanescent, psychosocial ontology in his writings, and argues for the development of a truly psychosocial group analysis, which moves beyond the individual/society dualism. It argues for a shift towards a language of relationality, and proposes new theoretical resources for such a move from relational sociology, relational psychoanalysis and the ‘matrixial thinking’ of Bracha Ettinger which would broaden and deepen group analytic understandings of relationality

A comparison between different propagative schemes for the simulation of tapered step index slab waveguides

The performance and accuracy of a number of propagative algorithms are compared for the simulation of tapered high contrast step index slab waveguides. The considered methods include paraxial as well as nonparaxial formulations of optical field propagation. In particular attention is paid to the validity of the paraxial approximation. To test the internal consistency of the various methods the property of reciprocity is verified and it is shown that for the paraxial algorithms the reciprocity can only be fulfilled if the paraxial approximation of the power flux expression using the Poynting vector is considered. Finally, modeling results are compared with measured fiber coupling losses for an experimentally realized taper structure

Assessment of cleaning to control lead dust in homes of children with moderate lead poisoning: treatment of lead-exposed children trial

In this article we describe the assessment and control of lead dust exposure in the Treatment of Lead-exposed Children (TLC) Trial, a clinical trial of the effects of oral chelation on developmental end points in urban children with moderately elevated blood lead levels. To reduce potential lead exposure from settled dust or deteriorated paint during the drug treatment phase of the trial, the homes of 765 (98%) of the randomized children (both active and placebo drug treatment groups) were professionally cleaned. Lead dust measurements were made in a sample of 213 homes before and after cleaning. Geometric mean dust lead loadings before cleaning were 43, 29, 308, and 707 micro g/ft2 in the kitchen floor, playroom floor, playroom windowsill, and playroom window well samples respectively. Following cleaning, floor dust lead loadings were reduced on average 32% for paired floor samples (p < 0.0001), 66% for windowsills (p < 0.0001), and 93% for window wells (p < 0.0001). Cleaning was most effective for 146 homes with precleaning dust lead levels above the recommended clearance levels, with average reductions of 44%, 74%, and 93% for floors (p < 0.0001), windowsills (p < 0.0001), and window wells (p < 0.0001), respectively. Despite these substantial reductions in dust lead loadings, a single professional cleaning did not reduce the lead loadings of all dust samples to levels below current federal standards for lead in residential dust. Attainment of dust levels below current standards will require more intensive cleaning and lead hazard reduction strategies

The antisaccade task as an index of sustained goal activation in working memory: modulation by nicotine

The antisaccade task provides a laboratory analogue of situations in which execution of the correct behavioural response requires the suppression of a more prepotent or habitual response. Errors (failures to inhibit a reflexive prosaccade towards a sudden onset target) are significantly increased in patients with damage to the dorsolateral prefrontal cortex and patients with schizophrenia. Recent models of antisaccade performance suggest that errors are more likely to occur when the intention to initiate an antisaccade is insufficiently activated within working memory. Nicotine has been shown to enhance specific working memory processes in healthy adults. MATERIALS AND METHODS: We explored the effect of nicotine on antisaccade performance in a large sample (N = 44) of young adult smokers. Minimally abstinent participants attended two test sessions and were asked to smoke one of their own cigarettes between baseline and retest during one session only. RESULTS AND CONCLUSION: Nicotine reduced antisaccade errors and correct antisaccade latencies if delivered before optimum performance levels are achieved, suggesting that nicotine supports the activation of intentions in working memory during task performance. The implications of this research for current theoretical accounts of antisaccade performance, and for interpreting the increased rate of antisaccade errors found in some psychiatric patient groups are discussed