Statistical inference for Vasicek-type model driven by Hermite processes

Let $Z$ denote a Hermite process of order $q \geq 1$ and self-similarity parameter $H \in (\frac{1}{2}, 1)$. This process is $H$-self-similar, has stationary increments and exhibits long-range dependence. When $q=1$, it corresponds to the fractional Brownian motion, whereas it is not Gaussian as soon as $q\geq 2$. In this paper, we deal with a Vasicek-type model driven by $Z$, of the form $dX_t = a(b - X_t)dt +dZ_t$. Here, $a > 0$ and $b \in \mathbb{R}$ are considered as unknown drift parameters. We provide estimators for $a$ and $b$ based on continuous-time observations. For all possible values of $H$ and $q$, we prove strong consistency and we analyze the asymptotic fluctuations.Comment: 19 pages, revised according to referee's repor

Time dependent partial waves and vortex rings in the dynamics of wave packets

We have found a new class of time dependent partial waves which are solutions of time dependent Schr\"odinger equation for three dimensional harmonic oscillator. We also showed the decomposition of coherent states of harmonic oscillator into these partial waves. This decomposition appears perticularly convenient for a description of the dynamics of a wave packet representing a particle with spin when the spin--orbit interaction is present in the hamiltonian. An example of an evolution of a localized wave packet into a torus and backwards, for a particular initial conditions is analysed in analytical terms and shown with a computer graphics.Comment: 10 pages, LaTeX, 6 postscript figures, submitted to J. Phys. A: Math. Ge

Conservation laws and work fluctuation relations in chemical reaction networks

We formulate a nonequilibrium thermodynamic description for open chemical reaction networks (CRN) described by a chemical master equation. The topological properties of the CRN and its conservation laws are shown to play a crucial role. They are used to decompose the entropy production into a potential change and two work contributions, the first due to time dependent changes in the externally controlled chemostats concentrations and the second due to flows maintained across the system by nonconservative forces. These two works jointly satisfy a Jarzynski and Crooks fluctuation theorem. In absence of work, the potential is minimized by the dynamics as the system relaxes to equilibrium and its equilibrium value coincides with the maximum entropy principle. A generalized Landauer's principle also holds: the minimal work needed to create a nonequilibrium state is the relative entropy of that state to its equilibrium value reached in absence of any work.Comment: revtex format: 30 pages (25 + 5 for appendices), 9 figures, 3 tables. v2: published versio

The influence of human genetic variation on early transcriptional responses and protective immunity following immunization with Rotarix vaccine in infants in Ho Chi Minh City in Vietnam : a study protocol for an open single-arm interventional trial [awaiting peer review]

Background: Rotavirus (RoV) remains the leading cause of acute gastroenteritis in infants and children aged under five years in both high- and low-middle-income countries (LMICs). In LMICs, RoV infections are associated with substantial mortality. Two RoV vaccines (Rotarix and Rotateq) are widely available for use in infants, both of which have been shown to be highly efficacious in Europe and North America. However, for unknown reasons, these RoV vaccines have markedly lower efficacy in LMICs. We hypothesize that poor RoV vaccine efficacy across in certain regions may be associated with genetic heritability or gene expression in the human host. Methods/design: We designed an open-label single-arm interventional trial with the Rotarix RoV vaccine to identify genetic and transcriptomic markers associated with generating a protective immune response against RoV. Overall, 1,000 infants will be recruited prior to Expanded Program on Immunization (EPI) vaccinations at two months of age and vaccinated with oral Rotarix vaccine at two and three months, after which the infants will be followed-up for diarrheal disease until 18 months of age. Blood sampling for genetics, transcriptomics, and immunological analysis will be conducted before each Rotarix vaccination, 2-3 days post-vaccination, and at each follow-up visit (i.e. 6, 12 and 18 months of age). Stool samples will be collected during each diarrheal episode to identify RoV infection. The primary outcome will be Rotarix vaccine failure events (i.e. symptomatic RoV infection despite vaccination), secondary outcomes will be antibody responses and genotypic characterization of the infection virus in Rotarix failure events. Discussion: This study will be the largest and best powered study of its kind to be conducted to date in infants, and will be critical for our understanding of RoV immunity, human genetics in the Vietnam population, and mechanisms determining RoV vaccine-mediated protection. Registration: ClinicalTrials.gov, ID: NCT03587389. Registered on 16 July 2018

The influence of cybersecurity threat appraisal, coping appraisal and secondary threat appraisal on employee’s cybersecurity behaviors: A case of LTH Food Industries Incorporated

The study investigated the effects of primary threat appraisal, secondary threat appraisal, and coping appraisal on the cybersecurity behaviors of employees. It addressed the gap of not only applying the Protection Motivation Theory in a cybersecurity context, but it also introduced secondary risk as a variable in understanding cybersecurity behaviors. To conduct the study, a quantitative, descriptive, explanatory case study research design was applied. Upon gathering and analyzing data from 103 employees from LTH Food Industries through survey and interviews with their top management, the results showed that coping appraisal has a significant positive effect onto cybersecurity behaviors. Further statistical analysis showed that only response efficacy had a significant effect onto cybersecurity behaviors. This indicates that the company’s employees are well-trained in managing cyber-attacks. Multiple regression analysis also showed that when the three independent variables were put together, secondary threat appraisal became significant in discouraging cybersecurity behaviors. This is likely because of the high level of trust put in place on the cybersecurity software installed. Based on these findings, the study recommends that management should invest more into the cybersecurity programs of their company to empower their employees to take stronger action against more deadly cybersecurity attacks in future periods