938 research outputs found

    Stochastic approximations of present value functions.

    Get PDF
    The aim of the paper is to apply the method proposed by Denuit, Genest and Marceau (1999) for deriving stochastic upper and lower bounds on the present value of a sequence of cash flows, where the discounting is performed under a given stochastic return process. The convex approximation provided by Goovaerts, Dhaene and De Schepper (1999) and Goovaerts and Dhaene (1999) is then compared to these stochastic bounds. On the basis of several numerical examples, it will be seen that the convex approximation seems reasonable.Value; Functions;

    Early Modern Literature

    Get PDF
    Author Institution: Columbia University, University of Delawar

    Epidemics on contact networks: a general stochastic approach

    Full text link
    Dynamics on networks is considered from the perspective of Markov stochastic processes. We partially describe the state of the system through network motifs and infer any missing data using the available information. This versatile approach is especially well adapted for modelling spreading processes and/or population dynamics. In particular, the generality of our systematic framework and the fact that its assumptions are explicitly stated suggests that it could be used as a common ground for comparing existing epidemics models too complex for direct comparison, such as agent-based computer simulations. We provide many examples for the special cases of susceptible-infectious-susceptible (SIS) and susceptible-infectious-removed (SIR) dynamics (e.g., epidemics propagation) and we observe multiple situations where accurate results may be obtained at low computational cost. Our perspective reveals a subtle balance between the complex requirements of a realistic model and its basic assumptions.Comment: Main document: 16 pages, 7 figures. Electronic Supplementary Material (included): 6 pages, 1 tabl

    Differential expression of RANK, RANK-L, and osteoprotegerin by synovial fluid neutrophils from patients with rheumatoid arthritis and by healthy human blood neutrophils

    Get PDF
    Functional links between bone remodeling and the immune system in chronic inflammatory arthritis are mediated, in part, by the ligand of receptor activator of nuclear factor-kappa-B (RANK-L). Because neutrophils play a crucial role in chronic inflammation, the goal of this study was to determine whether proteins of the RANK/RANK-L pathway are expressed by synovial fluid (SF) neutrophils from patients with rheumatoid arthritis (RA) and to characterize this pathway in normal human blood neutrophils. The expression of RANK-L, osteoprotegerin (OPG), RANK, and tumor necrosis factor receptor-associated factor 6 (TRAF6) was determined by polymerase chain reaction, enzyme-linked immunosorbent assay, Western blotting, and cytofluorometry. RANK signaling was analyzed by the degradation of inhibitor of kappaB-alpha (I-κB-α). SF neutrophils from patients with RA express and release OPG and express the membrane-associated forms of RANK-L and RANK. In contrast, normal blood neutrophils express only the membrane-associated form of RANK-L. They do not express the mRNAs encoding OPG and RANK. SF neutrophils from RA patients and normal blood neutrophils release no soluble RANK-L. They express the mRNA for TRAF6. The expression of OPG and RANK by normal human blood neutrophils, however, can be induced by interleukin-4 + tumor necrosis factor-alpha and by SFs from patients with RA. In contrast, SFs from patients with osteoarthritis do not induce the expression of OPG and RANK. Moreover, the addition of RANK-L to normal blood neutrophils pretreated by SF from patients with RA decreased I-κB-α, indicating that RANK signaling by neutrophils stimulated with SF is associated with nuclear factor-kappa-B activation. In summary, RANK-L is expressed by inflammatory and normal neutrophils, unlike OPG and RANK, which are expressed only by neutrophils exposed to an inflammatory environment. Taken together, these results suggest that neutrophils may contribute to bone remodeling at inflammatory sites where they are present in significantly large numbers

    Analysis of electron-positron momentum spectra of metallic alloys as supported by first-principles calculations

    Get PDF
    Electron-positron momentum distributions measured by the coincidence Doppler broadening method can be used in the chemical analysis of the annihilation environment, typically a vacancy-impurity complex in a solid. In the present work, we study possibilities for a quantitative analysis, i.e., for distinguishing the average numbers of different atomic species around the defect. First-principles electronic structure calculations self-consistently determining electron and positron densities and ion positions are performed for vacancy-solute complexes in Al-Cu, Al-Mg-Cu, and Al-Mg-Cu-Ag alloys. The ensuing simulated coincidence Doppler broadening spectra are compared with measured ones for defect identification. A linear fitting procedure, which uses the spectra for positrons trapped at vacancies in pure constituent metals as components, has previously been employed to find the relative percentages of different atomic species around the vacancy [A. Somoza et al. Phys. Rev. B 65, 094107 (2002)]. We test the reliability of the procedure by the help of first-principles results for vacancy-solute complexes and vacancies in constituent metals.Comment: Submitted to Physical Review B on September 19 2006. Revised version submitted on November 8 2006. Published on February 14 200
    corecore