Exponential martingales and changes of measure for counting processes

We give sufficient criteria for the Dol\'eans-Dade exponential of a stochastic integral with respect to a counting process local martingale to be a true martingale. The criteria are adapted particularly to the case of counting processes and are sufficiently weak to be useful and verifiable, as we illustrate by several examples. In particular, the criteria allow for the construction of for example nonexplosive Hawkes processes as well as counting processes with stochastic intensities depending on diffusion processes

Electrophiles modulate glutathione reductase activity via alkylation and upregulation of glutathione biosynthesis

Cells evolved robust homeostatic mechanisms to protect against oxidation or alkylation by electrophilic species. Glutathione (GSH) is the most abundant intracellular thiol, protects cellular components from oxidation and is maintained in a reduced state by glutathione reductase (GR). Nitro oleic acid (NO2-OA) is an electrophilic fatty acid formed under digestive and inflammatory conditions that both reacts with GSH and induces its synthesis upon activation of Nrf2 signaling. The effects of NO2-OA on intracellular GSH homeostasis were evaluated. In addition to upregulation of GSH biosynthesis, we observed that NO2-OA increased intracellular GSSG in an oxidative stress-independent manner. NO2-OA directly inhibited GR in vitro by covalent modification of the catalytic Cys61, with kon of (3.45±0.04)×103 M−1 s−1, koff of (4.4±0.4)×10−4 s−1, and Keq of (1.3±0.1)×10−7 M. Akin to NO2-OA, the electrophilic Nrf2 activators bardoxolone-imidazole (CDDO-Im), bardoxolone-methyl (CDDO-Me) and dimethyl fumarate (DMF) also upregulated GSH biosynthesis while promoting GSSG accumulation, but without directly inhibiting GR activity. In vitro assays in which GR was treated with increasing GSH concentrations and GSH depletion experiments in cells revealed that GR activity is finely regulated via product inhibition, an observation further supported by theoretical (kinetic modeling of cellular GSSG:GSH levels) approaches. Together, these results describe two independent mechanisms by which electrophiles modulate the GSH/GSSG couple, and provide a novel conceptual framework to interpret experimentally determined values of GSH and GSSG

Linear stability analysis of transverse dunes

Sand-moving winds blowing from a constant direction in an area of high sand availability form transverse dunes, which have a fixed profile in the direction orthogonal to the wind. Here we show, by means of a linear stability analysis, that transverse dunes are intrinsically unstable. Any along-axis perturbation on a transverse dune amplify in the course of dune migration due to the combined effect of two main factors, namely: the lateral transport through avalanches along the dune's slip-face, and the scaling of dune migration velocity with the inverse of the dune height. Our calculations provide a quantitative explanation for recent observations from experiments and numerical simulations, which showed that transverse dunes moving on the bedrock cannot exist in a stable form and decay into a chain of crescent-shaped barchans.Comment: 8 pages, 4 figure

Scale-free memory model for multiagent reinforcement learning. Mean field approximation and rock-paper-scissors dynamics

A continuous time model for multiagent systems governed by reinforcement learning with scale-free memory is developed. The agents are assumed to act independently of one another in optimizing their choice of possible actions via trial-and-error search. To gain awareness about the action value the agents accumulate in their memory the rewards obtained from taking a specific action at each moment of time. The contribution of the rewards in the past to the agent current perception of action value is described by an integral operator with a power-law kernel. Finally a fractional differential equation governing the system dynamics is obtained. The agents are considered to interact with one another implicitly via the reward of one agent depending on the choice of the other agents. The pairwise interaction model is adopted to describe this effect. As a specific example of systems with non-transitive interactions, a two agent and three agent systems of the rock-paper-scissors type are analyzed in detail, including the stability analysis and numerical simulation. Scale-free memory is demonstrated to cause complex dynamics of the systems at hand. In particular, it is shown that there can be simultaneously two modes of the system instability undergoing subcritical and supercritical bifurcation, with the latter one exhibiting anomalous oscillations with the amplitude and period growing with time. Besides, the instability onset via this supercritical mode may be regarded as "altruism self-organization". For the three agent system the instability dynamics is found to be rather irregular and can be composed of alternate fragments of oscillations different in their properties.Comment: 17 pages, 7 figur

Observation of Scaling Violations in Scaled Momentum Distributions at HERA

Charged particle production has been measured in deep inelastic scattering (DIS) events over a large range of $x$ and $Q^2$ using the ZEUS detector. The evolution of the scaled momentum, $x_p$, with $Q^2,$ in the range 10 to 1280 $GeV^2$, has been investigated in the current fragmentation region of the Breit frame. The results show clear evidence, in a single experiment, for scaling violations in scaled momenta as a function of $Q^2$.Comment: 21 pages including 4 figures, to be published in Physics Letters B. Two references adde

D* Production in Deep Inelastic Scattering at HERA

This paper presents measurements of D^{*\pm} production in deep inelastic scattering from collisions between 27.5 GeV positrons and 820 GeV protons. The data have been taken with the ZEUS detector at HERA. The decay channel $D^{*+}\to (D^0 \to K^- \pi^+) \pi^+$ (+ c.c.) has been used in the study. The $e^+p$ cross section for inclusive D^{*\pm} production with $5<Q^2<100 GeV^2$ and $y<0.7$ is 5.3 \pms 1.0 \pms 0.8 nb in the kinematic region {$1.3<p_T(D^{*\pm})<9.0$ GeV and $| \eta(D^{*\pm}) |<1.5$}. Differential cross sections as functions of p_T(D^{*\pm}), $\eta(D^{*\pm}), W$ and $Q^2$ are compared with next-to-leading order QCD calculations based on the photon-gluon fusion production mechanism. After an extrapolation of the cross section to the full kinematic region in p_T(D^{*\pm}) and $\eta$(D^{*\pm}), the charm contribution $F_2^{c\bar{c}}(x,Q^2)$ to the proton structure function is determined for Bjorken $x$ between 2 $\cdot$ 10$^{-4}$ and 5 $\cdot$ 10$^{-3}$.Comment: 17 pages including 4 figure

Global Search for New Physics with 2.0/fb at CDF

Data collected in Run II of the Fermilab Tevatron are searched for indications of new electroweak-scale physics. Rather than focusing on particular new physics scenarios, CDF data are analyzed for discrepancies with the standard model prediction. A model-independent approach (Vista) considers gross features of the data, and is sensitive to new large cross-section physics. Further sensitivity to new physics is provided by two additional algorithms: a Bump Hunter searches invariant mass distributions for "bumps" that could indicate resonant production of new particles; and the Sleuth procedure scans for data excesses at large summed transverse momentum. This combined global search for new physics in 2.0/fb of ppbar collisions at sqrt(s)=1.96 TeV reveals no indication of physics beyond the standard model.Comment: 8 pages, 7 figures. Final version which appeared in Physical Review D Rapid Communication

Observation of Orbitally Excited B_s Mesons

We report the first observation of two narrow resonances consistent with states of orbitally excited (L=1) B_s mesons using 1 fb^{-1} of ppbar collisions at sqrt{s} = 1.96 TeV collected with the CDF II detector at the Fermilab Tevatron. We use two-body decays into K^- and B^+ mesons reconstructed as B^+ \to J/\psi K^+, J/\psi \to \mu^+ \mu^- or B^+ \to \bar{D}^0 \pi^+, \bar{D}^0 \to K^+ \pi^-. We deduce the masses of the two states to be m(B_{s1}) = 5829.4 +- 0.7 MeV/c^2 and m(B_{s2}^*) = 5839.7 +- 0.7 MeV/c^2.Comment: Version accepted and published by Phys. Rev. Let

Measurement of the Bottom-Strange Meson Mixing Phase in the Full CDF Data Set

We report a measurement of the bottom-strange meson mixing phase \beta_s using the time evolution of B0_s -> J/\psi (->\mu+\mu-) \phi (-> K+ K-) decays in which the quark-flavor content of the bottom-strange meson is identified at production. This measurement uses the full data set of proton-antiproton collisions at sqrt(s)= 1.96 TeV collected by the Collider Detector experiment at the Fermilab Tevatron, corresponding to 9.6 fb-1 of integrated luminosity. We report confidence regions in the two-dimensional space of \beta_s and the B0_s decay-width difference \Delta\Gamma_s, and measure \beta_s in [-\pi/2, -1.51] U [-0.06, 0.30] U [1.26, \pi/2] at the 68% confidence level, in agreement with the standard model expectation. Assuming the standard model value of \beta_s, we also determine \Delta\Gamma_s = 0.068 +- 0.026 (stat) +- 0.009 (syst) ps-1 and the mean B0_s lifetime, \tau_s = 1.528 +- 0.019 (stat) +- 0.009 (syst) ps, which are consistent and competitive with determinations by other experiments.Comment: 8 pages, 2 figures, Phys. Rev. Lett 109, 171802 (2012