276 research outputs found
On the law of a triplet associated with the pseudo-Brownian bridge
We identify the distribution of a natural triplet associated with the
pseudo-Brownian bridge. In particular, for a Brownian motion and its
first hitting time of the level one, this remarkable law allows us to
understand some properties of the process
under uniform random sampling
Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling
We show that simple explicit formulas can be obtained for several relevant
quantities related to the laws of the uniformly sampled Brownian bridge,
Brownian meander and three dimensional Bessel process. To prove such results,
we use the distribution of a triplet of random variables associated to the
pseudo-Brownian bridge together with various relationships between the laws of
these four processes
Hellmut Fritzsche
In a letter he wrote in June 2018, the month of his passing, Hellmut Fritzsche, professor emeritus at the University of Chicago, reflected on his life and marriage: “[My wife] Sybille and I were so very fortunate to have been selected in 1950 to the group of European students who were invited by the US government to come to the United States for one year. This is how we met. How immensely admirable was the generosity of the United States! We both had a rich and rewarding life. We are grateful for the opportunities given to us and for the wonderful life and inspiring circle of friends who questioned and supported us intellectually.” Those of us in that circle were richly rewarded for having experienced Hellmut’s inquisitive mind and vibrant nature
Hellmut Fritzsche
In a letter he wrote in June 2018, the month of his passing, Hellmut Fritzsche, professor emeritus at the University of Chicago, reflected on his life and marriage: “[My wife] Sybille and I were so very fortunate to have been selected in 1950 to the group of European students who were invited by the US government to come to the United States for one year. This is how we met. How immensely admirable was the generosity of the United States! We both had a rich and rewarding life. We are grateful for the opportunities given to us and for the wonderful life and inspiring circle of friends who questioned and supported us intellectually.” Those of us in that circle were richly rewarded for having experienced Hellmut’s inquisitive mind and vibrant nature
Statistical inference for rough volatility: Central limit theorems
In recent years, there has been substantive empirical evidence that
stochastic volatility is rough. In other words, the local behavior of
stochastic volatility is much more irregular than semimartingales and resembles
that of a fractional Brownian motion with Hurst parameter . In this
paper, we derive a consistent and asymptotically mixed normal estimator of
based on high-frequency price observations. In contrast to previous works, we
work in a semiparametric setting and do not assume any a priori relationship
between volatility estimators and true volatility. Furthermore, our estimator
attains a rate of convergence that is known to be optimal in a minimax sense in
parametric rough volatility models
Negative symptoms are associated with lower autonomous motivation towards physical activity in people with schizophrenia
Objective: This cross-sectional study examined the association between psychiatric symptoms and motivation for physical activity within the self-determination theory (SDT) framework in people with schizophrenia.
Method: Over a 4-month period, 55 (17♀) inpatients with a DSM-V diagnosis of schizophrenia were assessed with the Psychosis Evaluation tool for Common use by Caregivers (PECC) and the Behavioural Regulation in Exercise Questionnaire (BREQ-2), that provided separate scores for amotivation, external, introjected and autonomous regulation. Spearman correlations coefficients were examined between these motivation scores and symptom ratings.
Results: The BREQ-2 score for autonomous regulations (2.6 ± 1.1) was significantly correlated with the PECC negative symptoms score (10.3 ± 4.1) (r = -0.34, p = 0.011). No other significant correlations between BREQ-2 and PECC scores were found. The BREQ-2 score for external regulations (0.7 ± 0.9) was associated with older age (35.2 ± 11.3 years) (r = -0.30, p = 0.024).
Conclusions: These findings provide evidence that negative symptoms are associated with lower autonomous motivation towards physical activity in inpatients with schizophrenia. Future longitudinal research should confirm the current findings. Such research will guide physical activity approaches aimed at facilitating enhanced physical and mental health outcomes in individuals with schizophrenia
TEST-RETEST STUDY OF THE SIX-MINUTE WALK TEST IN PEOPLE WITH BIPOLAR DISORDER
Background: The multidisciplinary care for bipolar disorder is highly fragmented with limited opportunities for prevention and
treatment of medical co-morbidities. We examined the reliability of the 6-minute walk test (6MWT). Secondary aims were to assess
minimal detectable changes (MDC95), practice effects and the impact of clinical conditions.
Subjects and methods: Two 6MWTs were administered within 3 days to 46 (23♂) inpatients with a DSM-V diagnosis of bipolar
disorder. Physical complaints before and after the 6MWT were recorded. Patients completed the Quick Inventory of Depressive
Symptomatology Self Report (QIDS-SR) and Hypomania Check List-32.
Results: Patients walked 594.7±121.3 meters and 600.0±122.9 meters at the first and second test. The intraclass correlation
coefficient was 0.98 (95% confidence interval 0.97-0.99). The MDC95 was 37.8 meters for men and 52.9 meters for women. No
practice effect was detected. Longer illness duration, higher QIDS-SR scores and the presence of feet or ankle static problems or
pain were independently related to shorter 6MWT distance accounting for 59.8% of the variance.
Conclusion: The 6MWT is a clinically feasible tool for evaluating the functional exercise capacity in patients with bipolar
disorder. Health care professionals should consider depression and physical pain when developing rehabilitation programmes
Millimeter-wave Signature of Strange Matter Stars
One of the most important questions in the study of compact objects is the
nature of pulsars, including whether they consist of neutron matter or strange
quark matter (SQM). However, few mechanisms for distinguishing between these
two possibilities have been proposed. The purpose of this paper is to show that
a strange star (one made of SQM) will have a vibratory mode with an oscillation
frequency of approximately 250 GHz (millimeter wave). This mode corresponds to
motion of the center of the expected crust of normal matter relative to the
center of the strange quark core, without distortion of either. Radiation from
currents generated in the crust at the mode frequency would be a SQM signature.
We also consider effects of stellar rotation, estimate power emission and
signal-to-noise ratio, and discuss briefly possible mechanisms for exciting the
mode.Comment: 13 pages, Latex, one figur
Does right thoracotomy increase the risk of mitral valve reoperation?
ObjectiveThe study objective was to determine whether a right thoracotomy approach increases the risk of mitral valve reoperation.MethodsBetween January of 1993 and January of 2004, 2469 patients with mitral valve disease underwent 2570 reoperations (1508 replacements, 1062 repairs). The approach was median sternotomy in 2444 patients, right thoracotomy in 80 patients, and other in 46 patients. Multivariable logistic regression was used to identify factors associated with median sternotomy versus right thoracotomy, mitral valve repair versus replacement, hospital death, and stroke. Factors favoring median sternotomy (P < .03) included coronary artery bypass grafting (30% vs 2%), aortic valve replacement (39% vs 2%), tricuspid valve repair (27% vs 13%), fewer previous cardiac operations, more recent reoperation, and no prior left internal thoracic artery graft. These factors were used to construct a propensity score for risk-adjusting outcomes.ResultsHospital mortality was 6.7% (163/2444) for the median sternotomy approach and 6.3% (5/80) for the thoracotomy approach (P = .9). Risk factors (P < .04) included earlier surgery date, higher New York Heart Association class, emergency operation, multiple reoperations, and mitral valve replacement. Stroke occurred in 66 patients (2.7%) who underwent a median sternotomy and in 6 patients (7.5%) who underwent a thoracotomy (P = .006). Mitral valve replacement (vs repair) was more common in those receiving a thoracotomy (P < .04).ConclusionsCompared with median sternotomy, right thoracotomy is associated with a higher occurrence of stroke and less frequent mitral valve repair. Specific strategies for conducting the operation should be used to reduce the risk of stroke when right thoracotomy is used for mitral valve reoperation. In most instances, repeat median sternotomy, with its better exposure and greater latitude for concomitant procedures, is preferred
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