Convolutions of heavy-tailed random variables and applications to portfolio diversification and MA(1) time series

The paper characterizes first and second order tail behavior of convolutions of i.i.d. heavy tailed random variables with support on the real line. The result is applied to the problem of risk diversification in portfolio analysis and to the estimation of the parameter in a MA(1) model

Poisson homology of r-matrix type orbits I: example of computation

In this paper we consider the Poisson algebraic structure associated with a classical $r$-matrix, i.e. with a solution of the modified classical Yang--Baxter equation. In Section 1 we recall the concept and basic facts of the $r$-matrix type Poisson orbits. Then we describe the $r$-matrix Poisson pencil (i.e the pair of compatible Poisson structures) of rank 1 or $CP^n$-type orbits of $SL(n,C)$. Here we calculate symplectic leaves and the integrable foliation associated with the pencil. We also describe the algebra of functions on $CP^n$-type orbits. In Section 2 we calculate the Poisson homology of Drinfeld--Sklyanin Poisson brackets which belong to the $r$-matrix Poisson family

Analytical and experimental bearing capacities of system scaffolds

We investigated the structural behavior and bearing capacity of system scaffolds. The research showed that the critical load of a system scaffold structure without diagonal braces is similar to that of a door-shaped steel scaffold structure. Joint stiffness between vertical props in system scaffolds can be defined based on a comparison between analytical and experimental results. When the number of scaffold stories increases, the critical loads of system scaffolds decrease. Diagonal braces markedly enhance the critical load of system scaffolds. The coupling joint position between vertical props should be kept away from story-to-story joints to prevent a reduction in critical loads. The critical load of a system scaffold decreases as the quantity of extended vertical props at the bottom of the structure increases. A large Christmas tree set up by system scaffolds under various loads was used as an example for analysis and to check the design of system scaffolds

Enhancement of the magnetic anisotropy of nanometer-sized Co clusters: influence of the surface and of the inter-particle interactions

We study the magnetic properties of spherical Co clusters with diameters between 0.8 nm and 5.4 nm (25 to 7500$ atoms) prepared by sequential sputtering of Co and Al2O3. The particle size distribution has been determined from the equilibrium susceptibility and magnetization data and it is compared to previous structural characterizations. The distribution of activation energies was independently obtained from a scaling plot of the ac susceptibility. Combining these two distributions we have accurately determined the effective anisotropy constant Keff. We find that Keff is enhanced with respect to the bulk value and that it is dominated by a strong anisotropy induced at the surface of the clusters. Interactions between the magnetic moments of adjacent layers are shown to increase the effective activation energy barrier for the reversal of the magnetic moments. Finally, this reversal is shown to proceed classically down to the lowest temperature investigated (1.8 K).Comment: 13 figures submitted to Phys. Rev.

Metropolis simulations of Met-Enkephalin with solvent-accessible area parameterizations

We investigate the solvent-accessible area method by means of Metropolis simulations of the brain peptide Met-Enkephalin at 300$K$. For the energy function ECEPP/2 nine atomic solvation parameter (ASP) sets are studied. The simulations are compared with one another, with simulations with a distance dependent electrostatic permittivity $\epsilon (r)$, and with vacuum simulations ($\epsilon =2$). Parallel tempering and the biased Metropolis techniques RM$_1$ are employed and their performance is evaluated. The measured observables include energy and dihedral probability densities (pds), integrated autocorrelation times, and acceptance rates. Two of the ASP sets turn out to be unsuitable for these simulations. For all other systems selected configurations are minimized in search of the global energy minima, which are found for the vacuum and the $\epsilon(r)$ system, but for none of the ASP models. Other observables show a remarkable dependence on the ASPs. In particular, we find three ASP sets for which the autocorrelations at 300$$K are considerably smaller than for vacuum simulations.Comment: 10 pages and 8 figure

Detecting metal-rich intermediate-age globular clusters in NGC4570 using K-band photometry

“The original publication is available at www.springerlink.com”. Copyright Springer. DOI: 10.1007/s10509-009-0093-8Globular cluster systems (GCSs) of most early-type galaxies feature two peaks in their optical colour distributions. Blue-peak globular clusters (GCs) are believed to be old and metal-poor, whereas the ages, metallicities, and the origin of the red-peak GCs are still being debated. We obtained deep K-band photometry and combined it with Hubble Space Telescope observations in g and z to yield a full spectral energy distribution from the optical to the near-infrared. This now allows us to break the age–metallicity degeneracy. We used our evolutionary synthesis models galev for star clusters to compute a large grid of models with different metallicities and a wide range of ages. Comparing these models to our observations revealed a large population of intermediate-age (1–3 Gyr) and metal-rich (≈solar-metallicity) GCs, that will give us further insights into the formation history of this galaxy.Peer reviewe

Targeting the Stress-Induced Protein NUPR1 to Treat Pancreatic Adenocarcinoma

Cancer cells activate stress-response mechanisms to adapt themselves to a variety of stressful conditions. Among these protective mechanisms, those controlled by the stress-induced nuclear protein 1 (NUPR1 ) belong to the most conserved ones. NUPR1 is an 82-residue-long, monomeric, basic and intrinsically disordered protein (IDP), which was found to be invariably overexpressed in some, if not all, cancer tissues. Remarkably, we and others have previously showed that genetic inactivation of the Nupr1 gene antagonizes the growth of pancreatic cancer as well as several other tumors. With the use of a multidisciplinary strategy by combining biophysical, biochemical, bioinformatic, and biological approaches, a trifluoperazine-derived compound, named ZZW-115, has been identified as an inhibitor of the NUPR1 functions. The anticancer activity of the ZZW-115 was first validated on a large panel of cancer cells. Furthermore, ZZW-115 produced a dose-dependent tumor regression of the tumor size in xenografted mice. Mechanistically, we have demonstrated that NUPR1 binds to several importins. Because ZZW-115 binds NUPR1 through the region around the amino acid Thr68, which is located into the nuclear location signal (NLS) region of the protein, we demonstrated that treatment with ZZW-115 inhibits completely the translocation of NUPR1 from the cytoplasm to the nucleus by competing with importins

Theory for Electron-Doped Cuprate Superconductors: d-wave symmetry order parameter

Using as a model the Hubbard Hamiltonian we determine various basic properties of electron-doped cuprate superconductors like ${Nd}_{2-x}{Ce}_{x}{CuO}_{4}$ and ${Pr}_{2-x}{Ce}_{x}{CuO}_{4}$ for a spin-fluctuation-induced pairing mechanism. Most importantly we find a narrow range of superconductivity and like for hole-doped cuprates $d_{x^{2}-y^{2}}$ - symmetry for the superconducting order parameter. The superconducting transition temperatures $T_{c}(x)$ for various electron doping concentrations $x$ are calculated to be much smaller than for hole-doped cuprates due to the different Fermi surface and a flat band well below the Fermi level. Lattice disorder may sensitively distort the symmetry $d_{x^{2}-y^{2}}$ via electron-phonon interaction

Assessment of numerical methods for fully resolved simulations of particle-laden turbulent flows

This work was granted access to the HPC resources of CALMIP and the National Center for Atmospheric Researchs (NCAR) supercomputing centers. P. Costa acknowledges the funding from the Portuguese Foundation for Science and Technology under grant no. SFRH/BD/85501/2012. L.-P. Wang acknowledges the funding from the U.S. National Science Foundation (NSF) under grants CBET-1706130.Peer reviewedPostprin

Using a Threading-Followed-by-Swelling Approach to Synthesize 2 Rotaxanes

We have developed a "threading-followed-by-swelling" protocol to synthesize [2]rotaxanes efficiently and atom economically. Our protocol employs cis-1-[(Z)-alk-1'enyl]-2-vinylcyclopropane units as the termini of the threadlike components; these end groups are converted into more-sizable cycloheptadiene motifs, which function as stopper units, through Cope rearrangements at elevated temperature. We used this approach to synthesize [2]rotaxanes in good yield from [2]pseudorotaxanes featuring either one or two swellable termini to interlock three different types of macrocycle. The chiral centers created by the swelling process were "erased" by hydrogenating the cycloheptadiene termini into the corresponding cycloheptane units, affording achiral molecular [2]rotaxanes as the only final products