94 research outputs found
Matrix product approach for the asymmetric random average process
We consider the asymmetric random average process which is a one-dimensional
stochastic lattice model with nearest neighbour interaction but continuous and
unbounded state variables. First, the explicit functional representations,
so-called beta densities, of all local interactions leading to steady states of
product measure form are rigorously derived. This also completes an outstanding
proof given in a previous publication. Then, we present an alternative solution
for the processes with factorized stationary states by using a matrix product
ansatz. Due to continuous state variables we obtain a matrix algebra in form of
a functional equation which can be solved exactly.Comment: 17 pages, 1 figur
Factorised Steady States in Mass Transport Models
We study a class of mass transport models where mass is transported in a
preferred direction around a one-dimensional periodic lattice and is globally
conserved. The model encompasses both discrete and continuous masses and
parallel and random sequential dynamics and includes models such as the
Zero-range process and Asymmetric random average process as special cases. We
derive a necessary and sufficient condition for the steady state to factorise,
which takes a rather simple form.Comment: 6 page
Corporate Governance, Opaque Bank Activities, and Risk/Return Efficiency: Pre- and Post-Crisis Evidence from Turkey
Does better corporate governance unambiguously improve the risk/return efficiency of banks? Or does either a re-orientation of banks' revenue mix towards more opaque products, an economic downturn, or tighter supervision create off-setting or reinforcing effects? The authors relate bank efficiency to shortfalls from a stochastic risk/return frontier. They analyze how internal governance mechanisms (CEO duality, board experience, political connections, and education profile) and external governance mechanisms (discipline exerted by shareholders, depositors, or skilled employees) determine efficiency in a sample of Turkish banks. The 2000 financial crisis was a wakeup call for bank efficiency and corporate governance. As a result, better corporate governance mechanisms have been able to improve risk/return efficiency when the economic, regulatory, and supervisory environments are more stable and bank products are more complex.corporate governance;bank risk;noninterest income;crisis;frontier
Current Distribution and random matrix ensembles for an integrable asymmetric fragmentation process
We calculate the time-evolution of a discrete-time fragmentation process in
which clusters of particles break up and reassemble and move stochastically
with size-dependent rates. In the continuous-time limit the process turns into
the totally asymmetric simple exclusion process (only pieces of size 1 break
off a given cluster). We express the exact solution of master equation for the
process in terms of a determinant which can be derived using the Bethe ansatz.
From this determinant we compute the distribution of the current across an
arbitrary bond which after appropriate scaling is given by the distribution of
the largest eigenvalue of the Gaussian unitary ensemble of random matrices.
This result confirms universality of the scaling form of the current
distribution in the KPZ universality class and suggests that there is a link
between integrable particle systems and random matrix ensembles.Comment: 11 page
Safety, tolerability, and impact on allergic inflammation of autologous E.coli autovaccine in the treatment of house dust mite asthma - a prospective open clinical trial
Background: Asthma is increasing worldwide and results from a complex immunological interaction between genetic susceptibility and environmental factors. Autovaccination with E. coli induces a strong TH-1 immune response, thus offering an option for the treatment of allergic diseases. Methods: Prospective open trial on safety, tolerability, and impact on allergic inflammation of an autologous E.coli autovaccine in intermittent or mild persistent house dust mite asthma. Determination of exhaled nitric monoxide (eNO) before and after bronchial mite challenge initially and after nine months of autovaccination. Results: Median eNO increase after autovaccination was significantly smaller (from 27.3 to 33.8 ppb; p=0.334) compared to initial values (from 32.6 to 42.2 ppb; p=0.046) (p=0.034). In nine subjects and a total of 306 injections, we observed 101 episodes of local erythema (33.3%; median of maximal diameter 2.5 cm), 95 episodes of local swelling (31.1%; median of maximal diameter 3 cm), and 27 episodes of local pain (8.8%). Four subjects reported itching at the injection site with a total of 30 episodes (9.8%). We observed no serious adverse events. All organ functions (inclusive electrocardiogramm) and laboratory testing of the blood (clinical chemistry, hematology) and the urine (screening test, B-microglobuline) were within normal limits. Vital signs undulated within the physiological variability. Conclusion: The administration of autologous autovacine for the treatment of house dust mite asthma resulted in a reduction of the eNO increase upon bronchial mite challenge. In nine subjects and 306 injections, only a few mild local reactions and no systemic severe adverse events were observed. EudraCT Nr. 2005-005534-12 ClinicalTrials.gov ID NCT0067720
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A manual for implementing residual radioactive material guidelines
This manual presents information for implementing US Department of Energy (DOE) guidelines for residual radioactive material at sites identified by the Formerly Utilized Sites Remedial Action Program (FUSRAP) and the Surplus Facilities Management Program (SFMP). It describes the analysis and models used to derive site-specific guidelines for allowable residual concentrations of radionuclides in soil and the design and use of the RESRAD computer code for calculating guideline values. It also describes procedures for implementing DOE policy for reducing residual radioactivity to levels that are as low as reasonably achievable. 36 refs., 16 figs, 22 tabs
A combination of LCPUFA ameliorates airway inflammation in asthmatic mice by promoting pro-resolving effects and reducing adverse effects of EPA
Cusanuswerk, who supported D.F. with a stipend. J.D. is funded by European Research Council (ERC) under the European Union’s Horizon 2020 research and innovation programme (grant no: 677542) and the Barts Charity (grant no: MGU0343) to J.D. J.D. is also supported by a Sir Henry Dale Fellowship jointly funded by the Wellcome Trust and the Royal Society (grant 107613/Z/15/Z)
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Applications of RESRAD family of computer codes to sites contaminated with radioactive residues.
The RESIL4D family of computer codes was developed to provide a scientifically defensible answer to the question ''How clean is clean?'' and to provide useful tools for evaluating human health risk at sites contaminated with radioactive residues. The RESRAD codes include (1) RESRAD for soil contaminated with radionuclides; (2) RESRAD-BUILD for buildings contaminated with radionuclides; (3) RESRAD-CHEM for soil contaminated with hazardous chemicals; (4) RESRAD-BASELINE for baseline risk assessment with measured media concentrations of both radionuclides and chemicals; (5) RESRAD-ECORISK for ecological risk assessment; (6) RESRAD-RECYCLE for recycle and reuse of radiologically contaminated metals and equipment; and (7) RESRAD-OFFSITE for off-site receptor radiological dose assessment. Four of these seven codes (RESRAD, RESRAD-BUILD, RESRAD-RECYCLE, and RESRAD-OFFSITE) also have uncertainty analysis capabilities that allow the user to input distributions of parameters. RESRAD has been widely used in the United States and abroad and approved by many federal and state agencies. Experience has shown that the RESRAD codes are useful tools for evaluating sites contaminated with radioactive residues. The use of RESRAD codes has resulted in significant savings in cleanup cost. Analysis of 19 site-specific uranium guidelines is discussed in the paper
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User's manual for RESRAD version 6.
This manual provides information on the design and application of the RESidual RADioactivity (RESRAD) code. It describes the basic models and parameters used in the RESRAD code to calculate doses and risks from residual radioactive materials and the procedures for applying these models to calculate operational guidelines for soil contamination. RESRAD has undergone many improvements to make it more realistic in terms of the models used in the code and the parameters used as defaults. Version 6 contains a total of 145 radionuclides (92 principal and 53 associated radionuclides), and the cutoff half-life for associated radionuclides has been reduced to 1 month. Other major improvements to the RESRAD code include its ability to run uncertainty analyses, additional options for graphical and text output, a better dose conversion factor editor, updated databases, a better groundwater transport model for long decay chains, an external ground radiation pathway model, an inhalation area factor model, time-integration of dose and risk, and a better graphical user interface. In addition, RESRAD has been benchmarked against other codes in the environmental assessment and site cleanup arena, and RESRAD models have been verified and validated
Nonequilibrium Statistical Mechanics of the Zero-Range Process and Related Models
We review recent progress on the zero-range process, a model of interacting
particles which hop between the sites of a lattice with rates that depend on
the occupancy of the departure site. We discuss several applications which have
stimulated interest in the model such as shaken granular gases and network
dynamics, also we discuss how the model may be used as a coarse-grained
description of driven phase-separating systems. A useful property of the
zero-range process is that the steady state has a factorised form. We show how
this form enables one to analyse in detail condensation transitions, wherein a
finite fraction of particles accumulate at a single site. We review
condensation transitions in homogeneous and heterogeneous systems and also
summarise recent progress in understanding the dynamics of condensation. We
then turn to several generalisations which also, under certain specified
conditions, share the property of a factorised steady state. These include
several species of particles; hop rates which depend on both the departure and
the destination sites; continuous masses; parallel discrete-time updating;
non-conservation of particles and sites.Comment: 54 pages, 9 figures, review articl
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