3,375 research outputs found

    Effects of randomization on asymptotic periodicity of nonsingular transformations

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    It is known that the Perron--Frobenius operators of piecewise expanding C2\mathcal{C}^2 transformations possess an asymptotic periodicity of densities. On the other hand, external noise or measurement errors are unavoidable in practical systems; therefore, all realistic mathematical models should be regarded as random iterations of transformations. This paper aims to discuss the effects of randomization on the asymptotic periodicity of densities.Comment: 20 pages, 10 figure

    Mathematical Formulation of an Optimal Execution Problem with Uncertain Market Impact

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    We study an optimal execution problem with uncertain market impact to derive a more realistic market model. We construct a discrete-time model as a value function for optimal execution. Market impact is formulated as the product of a deterministic part increasing with execution volume and a positive stochastic noise part. Then, we derive a continuous-time model as a limit of a discrete-time value function. We find that the continuous-time value function is characterized by a stochastic control problem with a Levy process.Comment: 17 pages. Forthcoming in "Communications on Stochastic Analysis.

    HLA CLASS Ⅰ AND CLASS Ⅱ TYPING OF CULTURED FIBROBLASTS DERIVED FROM CADAVERIC TISSUE USING SEROLOGICAL AND DNA TYPING METHOD

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    A method for HLA typing of cultured fibroblasts derived from abdominal skin was developed and applied for personal identification of cadavers. Successful results were obtained using the conventional NIH HLA class Ⅰ typing method for lymphocytes after a slight modification, where the cultured fibroblasts were pre-incubated for 1-2 h in PRMI medium adjusted to pH 8.0 before cytotoxicity test. Thus assigned HLA types of fibroblasts showed a good concordance with those of lymphocytes derived from the same donor, indicating that the modified method is well suited to practical use. From 12 forensic autopsy cases where the postmortem periods were 7-96 h, the utility of the modified method was examined. The HLA class Ⅰ types of the cultured fibroblasts obtained from abdominal skin or other tissue were clearly assigned, showing the usefulness of this method in forensic practice. The HLA class Ⅱ type of fibroblasts was identified by DNA typing method using allele specific oligonucleotide probes. This "Cultured Fibroblast method" is very useful for accurate personal identification

    Are Student Loan Default Rates Linked to Institutional Capacity?

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    As more undergraduates have taken out loans to attend college, the number of borrowers who fail to repay their student loans has increased. While previous research has focused on students’ likelihood to default, this study employed institutional cohort default rates (CDRs) as an outcome variable. Using Integrated Postsecondary Education Data System, this study investigated the association between institutional effectiveness and CDRs. Coupled with multilevel modeling, the study also observed the effects of state-level factors, such as state appropriation and unemployment, on CDRs. The results showed that institutional characteristics—e.g., proportion of minority students, admission test scores, retention rates, and instructional expenses—are strongly associated with institutional CDRs. This suggests that institutional default rates are mainly a function of the students that institutions enroll, and future studies should include institutional as well as student factors to provide policy makers and researchers with a more comprehensive understanding of institutional CDRs

    On the construction of Brownian house-moving and its properties

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    The purpose of this paper is to construct a new stochastic process "Brownian house-moving," which is a Brownian bridge that stays between its starting point and its terminal point. To construct this process, statements are prepared on the weak convergence of conditioned Brownian motion, a conditioned Brownian bridge, a conditioned Brownian meander, and a conditioned three-dimensional Bessel bridge. Also studied are the sample path properties of Brownian house-moving and the decomposition formula for its distribution.Comment: 78 page

    Collusions Between Patients and Clinicians in End-of-Life Care: Why Clarity Matters.

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    Collusion, an unconscious dynamic between patients and clinicians, may provoke strong emotions, unreflected behaviors, and a negative impact on care. Collusions, prevalent in the health care setting, are triggered by situations which signify an unresolved psychological issue relevant for both, patient and clinician. After an introductory definition of collusion, two archetypal situations of collusion-based on material from a regular supervision of a palliative care specialist by a liaison psychiatrist-and means of working through collusion are presented. The theoretical framework of collusion is then described and the conceptual shortcomings of the palliative care literature in this respect discussed, justifying the call for more clarity. Finally, cultural aspects and societal injunctions on the dying, contributing to the development of collusion in end-of-life care, are discussed

    Expression of the CCCH-tandem zinc finger protein gene OsTZF5 under a stress-inducible promoter mitigates the effect of drought stress on rice grain yield under field conditions

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    Increasing drought resistance without sacrificing grain yield remains an ongoing challenge in crop improvement. In this study, we report that Oryza sativa CCCH‐tandem zinc finger protein 5 (OsTZF5) can confer drought resistance and increase grain yield in transgenic rice plants. Expression of OsTZF5 was induced by abscisic acid, dehydration and cold stress. Upon stress, OsTZF5‐GFP localized to the cytoplasm and cytoplasmic foci. Transgenic rice plants overexpressing OsTZF5 under the constitutive maize ubiquitin promoter exhibited improved survival under drought but also growth retardation. By introducing OsTZF5 behind the stress‐responsive OsNAC6 promoter in two commercial upland cultivars, Curinga and NERICA4, we obtained transgenic plants that showed no growth retardation. Moreover, these plants exhibited significantly increased grain yield compared to non‐transgenic cultivars in different confined field drought environments. Physiological analysis indicated that OsTZF5 promoted both drought tolerance and drought avoidance. Collectively, our results provide strong evidence that OsTZF5 is a useful biotechnological tool to minimize yield losses in rice grown under drought conditions

    Theoretical and Numerical Analysis of an Optimal Execution Problem with Uncertain Market Impact

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    This paper is a continuation of Ishitani and Kato (2015), in which we derived a continuous-time value function corresponding to an optimal execution problem with uncertain market impact as the limit of a discrete-time value function. Here, we investigate some properties of the derived value function. In particular, we show that the function is continuous and has the semigroup property, which is strongly related to the Hamilton-Jacobi-Bellman quasi-variational inequality. Moreover, we show that noise in market impact causes risk-neutral assessment to underestimate the impact cost. We also study typical examples under a log-linear/quadratic market impact function with Gamma-distributed noise.Comment: 24 pages, 14 figures. Continuation of the paper arXiv:1301.648
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