278 research outputs found

    Statistical mixing and aggregation in Feller diffusion

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    We consider Feller mean-reverting square-root diffusion, which has been applied to model a wide variety of processes with linearly state-dependent diffusion, such as stochastic volatility and interest rates in finance, and neuronal and populations dynamics in natural sciences. We focus on the statistical mixing (or superstatistical) process in which the parameter related to the mean value can fluctuate - a plausible mechanism for the emergence of heavy-tailed distributions. We obtain analytical results for the associated probability density function (both stationary and time dependent), its correlation structure and aggregation properties. Our results are applied to explain the statistics of stock traded volume at different aggregation scales.Comment: 16 pages, 3 figures. To be published in Journal of Statistical Mechanics: Theory and Experimen

    Liquidity and the multiscaling properties of the volume traded on the stock market

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    We investigate the correlation properties of transaction data from the New York Stock Exchange. The trading activity f(t) of each stock displays a crossover from weaker to stronger correlations at time scales 60-390 minutes. In both regimes, the Hurst exponent H depends logarithmically on the liquidity of the stock, measured by the mean traded value per minute. All multiscaling exponents tau(q) display a similar liquidity dependence, which clearly indicates the lack of a universal form assumed by other studies. The origin of this behavior is both the long memory in the frequency and the size of consecutive transactions.Comment: 7 pages, 3 figures, submitted to Europhysics Letter

    The role of the nature of the noise in the thermal conductance of mechanical systems

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    Focussing on a paradigmatic small system consisting of two coupled damped oscillators, we survey the role of the L\'evy-It\^o nature of the noise in the thermal conductance. For white noises, we prove that the L\'evy-It\^o composition (Lebesgue measure) of the noise is irrelevant for the thermal conductance of a non-equilibrium linearly coupled chain, which signals the independence between mechanical and thermodynamical properties. On the other hand, for the non-linearly coupled case, the two types of properties mix and the explicit definition of the noise plays a central role.Comment: 9 pages, 2 figures. To be published in Physical Review

    Prolactin-producing pituitary carcinoma, hypopituitarism, and graves' disease-Report of a challenging case and literature review

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    Introduction: The diagnosis of pituitary carcinoma is very rare, requires the evidence of metastatic disease, and has a poor overall survival. Malignant prolactinoma frequently requires dopamine agonist therapy, pituitary surgery, radiotherapy, and even chemotherapy. Case description: A 19-year-old female presented with galactorrhea, primary amenorrhea, and left hemianopsia. Complementary study detected hyperprolactinemia and a pituitary macroadenoma with cavernous sinus invasion and suprasellar growth. She was treated with cabergoline and bromocriptine without clinical or analytical improvement. Resection of the pituitary lesion was programmed and a non-contiguous lesion of the nasal mucosa was detected during the approach. This metastasis led to the diagnosis of prolactin-producing pituitary carcinoma. After partial resection, the patient was submitted to radiotherapy for residual disease with persistent symptoms. She developed growth hormone deficiency, central hypothyroidism, hypogonadism, and permanent diabetes insipidus. Six years later she was admitted for the suspicion of secondary adrenal insufficiency and thyrotoxicosis. Physical findings, laboratory data, thyroid ultrasound, and scintigraphy achieved the diagnosis of Graves' disease and hypocortisolism. She was treated with hydrocortisone and methimazole, but central hypothyroidism recurred after antithyroid drug withdrawal. Nine years after the diagnosis of a pituitary carcinoma, she maintains treatment with bromocriptine, has a locally stable disease, with no metastases. Conclusion: This report highlights an unusual presentation of a prolactin-producing pituitary carcinoma in a young female. The patient had multiple hormone deficiencies due to a pituitary lesion and treatments. The posterior development of hyperthyroidism and adrenal insufficiency brought an additional difficulty to the approach

    On exact time-averages of a massive Poisson particle

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    In this work we study, under the Stratonovich definition, the problem of the damped oscillatory massive particle subject to a heterogeneous Poisson noise characterised by a rate of events, \lambda (t), and a magnitude, \Phi, following an exponential distribution. We tackle the problem by performing exact time-averages over the noise in a similar way to previous works analysing the problem of the Brownian particle. From this procedure we obtain the long-term equilibrium distributions of position and velocity as well as analytical asymptotic expressions for the injection and dissipation of energy terms. Considerations on the emergence of stochastic resonance in this type of system are also set forth.Comment: 21 pages, 5 figures. To be published in Journal of Statistical Mechanics: Theory and Experimen

    Disruption of ph dynamics suppresses proliferation and potentiates doxorubicin cytotoxicity in breast cancer cells

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    The reverse pH gradient is a major feature associated with cancer cell reprogrammed metabolism. This phenotype is supported by increased activity of pH regulators like ATPases, carbonic anhydrases (CAs), monocarboxylate transporters (MCTs) and sodium–proton exchangers (NHEs) that induce an acidic tumor microenvironment, responsible for the cancer acid-resistant phenotype. In this work, we analyzed the expression of these pH regulators and explored their inhibition in breast cancer cells as a strategy to enhance the sensitivity to chemotherapy. Expression of the different pH regulators was evaluated by immunofluorescence and Western blot in two breast cancer cell lines (MDA-MB-231 and MCF-7) and by immunohistochemistry in human breast cancer tissues. Cell viability, migration and invasion were evaluated upon exposure to the pH regulator inhibitors (PRIs) concanamycin-A, cariporide, acetazolamide and cyano-4-hydroxycinnamate. Additionally, PRIs were combined with doxorubicin to analyze the effect of cell pH dynamic disruption on doxorubicin sensitivity. Both cancer cell lines expressed all pH regulators, except for MCT1 and CAXII, only expressed in MCF-7 cells. There was higher plasma membrane expression of the pH regulators in human breast cancer tissues than in normal breast epithelium. Additionally, pH regulator expression was significantly associated with different molecular subtypes of breast cancer. pH regulator inhibition decreased cancer cell aggressiveness, with a higher effect in MDA-MB-231. A synergistic inhibitory effect was observed when PRIs were combined with doxorubicin in the breast cancer cell line viability. Our results support proton dynamic disruption as a breast cancer antitumor strategy and the use of PRIs to boost the activity of conventional therapy.This research was funded by National funds, through the Foundation for Science and Technology (FCT) - project UIDB/50026/2020 and UIDP/50026/2020; and by the projects NORTE-01-0145-FEDER-000013 and NORTE-01-0145-FEDER-000023, supported by Norte Portugal Regional Operational Programme (NORTE 2020), under the PORTUGAL 2020 Partnership Agreement, through the European Regional Development Fund (ERDF). This work was also supported by an internal CESPU project MetabRes_CESPU_2017. DT-V received a fellowship from FCT (ref. SFRH/BD/103025/2014)

    High pressure and thermal pasteurization effects on sweet cherry juice microbiological stability and physicochemical properties

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    This study evaluated high pressure processing (P1 – 400 MPa/5 min; P2 – 550 MPa/2 min) and thermal pasteurization (TP – 70°C/30 s) effects on sweet cherry juice’s microbiological and physicochemical parameters, during four weeks of refrigerated storage. All treatments reduced the microbiological load to undetectable levels not affecting total soluble solids and titratable acidity. The pH increased with all treatments, however, it decreased during storage. Phenols were differently affected: TP increased them by 6%, P1 had no effect while P2 decreased them by 11%. During storage, phenols in control and TP samples decreased by 26% and 20%, P1 samples decreased them by 11% whereas P2 showed no variation. TP had no effect on anthocyanins, while pressure treatments increased them by 8%. Anthocyanins decreased during storage, particularly in the control and P1 (decreasing 41%). All treatments had no effect on antioxidant activity until the 14th day, thereafter high pressure processing samples showed the highest antioxidant activity

    Minding impacting events in a model of stochastic variance

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    We introduce a generalisation of the well-known ARCH process, widely used for generating uncorrelated stochastic time series with long-term non-Gaussian distributions and long-lasting correlations in the (instantaneous) standard deviation exhibiting a clustering profile. Specifically, inspired by the fact that in a variety of systems impacting events are hardly forgot, we split the process into two different regimes: a first one for regular periods where the average volatility of the fluctuations within a certain period of time is below a certain threshold and another one when the local standard deviation outnumbers it. In the former situation we use standard rules for heteroscedastic processes whereas in the latter case the system starts recalling past values that surpassed the threshold. Our results show that for appropriate parameter values the model is able to provide fat tailed probability density functions and strong persistence of the instantaneous variance characterised by large values of the Hurst exponent is greater than 0.8, which are ubiquitous features in complex systems.Comment: 18 pages, 5 figures, 1 table. To published in PLoS on

    Components of multifractality in the Central England Temperature anomaly series

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    We study the multifractal nature of the Central England Temperature (CET) anomaly, a time series that spans more than 200 years. The series is analyzed as a complete data set and considering a sliding window of 11 years. In both cases, we quantify the broadness of the multifractal spectrum as well as its components defined by the deviations from the Gaussian distribution and the influence of the dependence between measurements. The results show that the chief contribution to the multifractal structure comes from the dynamical dependencies, mainly the weak ones, followed by a residual contribution of the deviations from Gaussianity. However, using the sliding window, we verify that the spikes in the non-Gaussian contribution occur at very close dates associated with climate changes determined in previous works by component analysis methods. Moreover, the strong non-Gaussian contribution found in the multifractal measures from the 1960s onwards is in agreement with global results very recently proposed in the literature.Comment: 21 pages, 10 figure
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