165 research outputs found
The Alexander-Orbach conjecture holds in high dimensions
We examine the incipient infinite cluster (IIC) of critical percolation in
regimes where mean-field behavior has been established, namely when the
dimension d is large enough or when d>6 and the lattice is sufficiently spread
out. We find that random walk on the IIC exhibits anomalous diffusion with the
spectral dimension d_s=4/3, that is, p_t(x,x)= t^{-2/3+o(1)}. This establishes
a conjecture of Alexander and Orbach. En route we calculate the one-arm
exponent with respect to the intrinsic distance.Comment: 25 pages, 2 figures. To appear in Inventiones Mathematica
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Risk measures for direct real estate investments with non-normal or unknown return distributions
The volatility of returns is probably the most widely used risk measure for real estate. This is rather surprising since a number of studies have cast doubts on the view that volatility can capture the manifold risks attached to properties and corresponds to the risk attitude of investors. A central issue in this discussion is the statistical properties of real estate returns—in contrast to neoclassical capital market theory they are mostly non-normal and often unknown, which render many statistical measures useless. Based on a literature review and an analysis of data from Germany we provide evidence that volatility alone is inappropriate for measuring the risk of direct real estate.
We use a unique data sample by IPD, which includes the total returns of 939 properties across different usage types (56% office, 20% retail, 8% others and 16% residential properties) from 1996 to 2009, the German IPD Index, and the German Property Index. The analysis of the distributional characteristics shows that German real estate returns in this period were not normally distributed and that a logistic distribution would have been a better fit. This is in line with most of the current literature on this subject and leads to the question which indicators are more appropriate to measure real estate risks. We suggest that a combination of quantitative and qualitative risk measures more adequately captures real estate risks and conforms better with investor attitudes to risk. Furthermore, we present criteria for the purpose of risk classification
Euclid preparation. XXVIII. Forecasts for ten different higher-order weak lensing statistics
Recent cosmic shear studies have shown that higher-order statistics (HOS) developed by independent teams now outperform standard two-point estimators in terms of statistical precision thanks to their sensitivity to the non-Gaussian features of large-scale structure. The aim of the Higher-Order Weak Lensing Statistics (HOWLS) project is to assess, compare, and combine the constraining power of ten different HOS on a common set of Euclid-like mocks, derived from N-body simulations. In this first paper of the HOWLS series, we computed the nontomographic (Ω, σ) Fisher information for the one-point probability distribution function, peak counts, Minkowski functionals, Betti numbers, persistent homology Betti numbers and heatmap, and scattering transform coefficients, and we compare them to the shear and convergence two-point correlation functions in the absence of any systematic bias. We also include forecasts for three implementations of higher-order moments, but these cannot be robustly interpreted as the Gaussian likelihood assumption breaks down for these statistics. Taken individually, we find that each HOS outperforms the two-point statistics by a factor of around two in the precision of the forecasts with some variations across statistics and cosmological parameters. When combining all the HOS, this increases to a 4.5 times improvement, highlighting the immense potential of HOS for cosmic shear cosmological analyses with Euclid. The data used in this analysis are publicly released with the paper
Mean-field behavior for long- and finite range Ising model, percolation and self-avoiding walk
We consider self-avoiding walk, percolation and the Ising model with long and
finite range. By means of the lace expansion we prove mean-field behavior for
these models if for self-avoiding walk and the Ising
model, and for percolation, where denotes the
dimension and the power-law decay exponent of the coupling function.
We provide a simplified analysis of the lace expansion based on the
trigonometric approach in Borgs et al. (2007)Comment: 43 pages, many figures. Version v2 with various (minor) changes (in
particular in Sections 1.4 and A.1), and Sect. 4 is shortened. Journal of
Statistical Physics (to appear
Euclid Preparation. XXVIII. Forecasts for ten different higher-order weak lensing statistics
Recent cosmic shear studies have shown that higher-order statistics (HOS) developed by independent teams now outperform standard two-point estimators in terms of statistical precision thanks to their sensitivity to the non-Gaussian features of large-scale structure. The aim of the Higher-Order Weak Lensing Statistics (HOWLS) project is to assess, compare, and combine the constraining power of ten different HOS on a common set of -like mocks, derived from N-body simulations. In this first paper of the HOWLS series, we computed the nontomographic (, ) Fisher information for the one-point probability distribution function, peak counts, Minkowski functionals, Betti numbers, persistent homology Betti numbers and heatmap, and scattering transform coefficients, and we compare them to the shear and convergence two-point correlation functions in the absence of any systematic bias. We also include forecasts for three implementations of higher-order moments, but these cannot be robustly interpreted as the Gaussian likelihood assumption breaks down for these statistics. Taken individually, we find that each HOS outperforms the two-point statistics by a factor of around two in the precision of the forecasts with some variations across statistics and cosmological parameters. When combining all the HOS, this increases to a times improvement, highlighting the immense potential of HOS for cosmic shear cosmological analyses with . The data used in this analysis are publicly released with the paper
Sleep deprivation increases oleoylethanolamide in human cerebrospinal fluid
This study investigated the role of two fatty acid ethanolamides, the endogenous cannabinoid anandamide and its structural analog oleoylethanolamide in sleep deprivation of human volunteers. Serum and cerebrospinal fluid (CSF) samples were obtained from 20 healthy volunteers before and after a night of sleep deprivation with an interval of about 12 months. We found increased levels of oleoylethanolamide in CSF (P = 0.011) but not in serum (P = 0.068) after 24 h of sleep deprivation. Oleoylethanolamide is an endogenous lipid messenger that is released after neural injury and activates peroxisome proliferator-activated receptor-α (PPAR-α) with nanomolar potency. Exogenous PPAR-α agonists, such as hypolipidemic fibrates and oleoylethanolamide, exert both neuroprotective and neurotrophic effects. Thus, our results suggest that oleoylethanolamide release may represent an endogenous neuroprotective signal during sleep deprivation
A new inhibitor of the β-arrestin/AP2 endocytic complex reveals interplay between GPCR internalization and signalling.
AbstractIn addition to G protein-coupled receptor (GPCR) desensitization and endocytosis, β-arrestin recruitment to ligand-stimulated GPCRs promotes non-canonical signalling cascades. Distinguishing the respective contributions of β-arrestin recruitment to the receptor and β-arrestin-promoted endocytosis in propagating receptor signalling has been limited by the lack of selective analytical tools. Here, using a combination of virtual screening and cell-based assays, we have identified a small molecule that selectively inhibits the interaction between β-arrestin and the β2-adaptin subunit of the clathrin adaptor protein AP2 without interfering with the formation of receptor/β-arrestin complexes. This selective β-arrestin/β2-adaptin inhibitor (Barbadin) blocks agonist-promoted endocytosis of the prototypical β2-adrenergic (β2AR), V2-vasopressin (V2R) and angiotensin-II type-1 (AT1R) receptors, but does not affect β-arrestin-independent (transferrin) or AP2-independent (endothelin-A) receptor internalization. Interestingly, Barbadin fully blocks V2R-stimulated ERK1/2 activation and blunts cAMP accumulation promoted by both V2R and β2AR, supporting the concept of β-arrestin/AP2-dependent signalling for both G protein-dependent and -independent pathways.</jats:p
Current challenges facing the assessment of the allergenic capacity of food allergens in animal models
Food allergy is a major health problem of increasing concern. The insufficiency of protein sources for human nutrition in a world with a growing population is also a significant problem. The introduction of new protein sources into the diet, such as newly developed innovative foods or foods produced using new technologies and production processes, insects, algae, duckweed, or agricultural products from third countries, creates the opportunity for development of new food allergies, and this in turn has driven the need to develop test methods capable of characterizing the allergenic potential of novel food proteins. There is no doubt that robust and reliable animal models for the identification and characterization of food allergens would be valuable tools for safety assessment. However, although various animal models have been proposed for this purpose, to date, none have been formally validated as predictive and none are currently suitable to test the allergenic potential of new foods. Here, the design of various animal models are reviewed, including among others considerations of species and strain, diet, route of administration, dose and formulation of the test protein, relevant controls and endpoints measured
Euclid Preparation. XXVIII. Forecasts for ten different higher-order weak lensing statistics
Recent cosmic shear studies have shown that higher-order statistics (HOS)
developed by independent teams now outperform standard two-point estimators in
terms of statistical precision thanks to their sensitivity to the non-Gaussian
features of large-scale structure. The aim of the Higher-Order Weak Lensing
Statistics (HOWLS) project is to assess, compare, and combine the constraining
power of ten different HOS on a common set of -like mocks, derived from
N-body simulations. In this first paper of the HOWLS series, we computed the
nontomographic (, ) Fisher information for the
one-point probability distribution function, peak counts, Minkowski
functionals, Betti numbers, persistent homology Betti numbers and heatmap, and
scattering transform coefficients, and we compare them to the shear and
convergence two-point correlation functions in the absence of any systematic
bias. We also include forecasts for three implementations of higher-order
moments, but these cannot be robustly interpreted as the Gaussian likelihood
assumption breaks down for these statistics. Taken individually, we find that
each HOS outperforms the two-point statistics by a factor of around two in the
precision of the forecasts with some variations across statistics and
cosmological parameters. When combining all the HOS, this increases to a
times improvement, highlighting the immense potential of HOS for cosmic shear
cosmological analyses with . The data used in this analysis are
publicly released with the paper.Comment: 33 pages, 24 figures, main results in Fig. 19 & Table 5, version
published in A&
Euclid preparation: XXVIII. Forecasts for ten different higher-order weak lensing statistics
Recent cosmic shear studies have shown that higher-order statistics (HOS) developed by independent teams now outperform standard two-point estimators in terms of statistical precision thanks to their sensitivity to the non-Gaussian features of large-scale structure. The aim of the Higher-Order Weak Lensing Statistics (HOWLS) project is to assess, compare, and combine the constraining power of ten different HOS on a common set of Euclid-like mocks, derived from N-body simulations. In this first paper of the HOWLS series, we computed the nontomographic (Ωm, σ 8) Fisher information for the one-point probability distribution function, peak counts, Minkowski functionals, Betti numbers, persistent homology Betti numbers and heatmap, and scattering transform coefficients, and we compare them to the shear and convergence two-point correlation functions in the absence of any systematic bias. We also include forecasts for three implementations of higher-order moments, but these cannot be robustly interpreted as the Gaussian likelihood assumption breaks down for these statistics. Taken individually, we find that each HOS outperforms the two-point statistics by a factor of around two in the precision of the forecasts with some variations across statistics and cosmological parameters. When combining all the HOS, this increases to a 4.5 times improvement, highlighting the immense potential of HOS for cosmic shear cosmological analyses with Euclid. The data used in this analysis are publicly released with the paper
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