An improvement of discrete Tardos fingerprinting codes

It has been proven that the code lengths of Tardos’s collusion-secure fingerprinting codes are of theoretically minimal order with respect to the number of adversarial users (pirates). However, the code lengths can be further reduced as some preceding studies have revealed. In this article we improve a recent discrete variant of Tardos’s codes, and give a security proof of our codes under an assumption weaker than the original Marking Assumption. Our analysis shows that our codes have significantly shorter lengths than Tardos’s codes. For example, when c = 8, our code length is about 4.94% of Tardos’s code in a practical setting and about 4.62% in a certain limit case. Our code lengths for large c are asymptotically about 5.35% of Tardos’s codes. A part of this work was presented at 17th Applied Algebra, Algebraic Algorithms, and Error Correcting Codes (AAECC-17), Bangalore, India, December 16–20, 2007.     

Sensitive detection of oxo-steroids and oxo-bile acids by liquid chromatography with peroxyoxalate chemiluminescence detection

Oxo-steroids and oxo-bile acid ethyl esters were derivatized with 5-N,N-dimethylamino-naphthalene-1-sulphonohydrazide (DNS-hydrazine) to DNS-hydrazone in the presence of hydrochloric acid in ethanol or trifluoroacetic acid in benzene, purified by high-performance gel-permeation chromatography, separated on an ODS column with an eluent containing tetrahydrofuran and detected via a peroxyoxalate chemiluminescence reaction using bis[4-nitro-2-(3,6,9-trioxadecyloxycarbonyl)phenyl] oxalate (TDPO). Sensitive detection (femtomole level) of each oxo-steroid which appeared as a single peak was achieved. The procedure for the isolation of oxo-bile acids developed for GC-MS allowed the detection by this system of an unusual oxo-bile acid, 7α-hydroxy-3-oxo-5β-cholanic acid, at the nanomole l^?1 level in urine from a patient with cholestatic liver disease.     

Quantitative analysis of original and powdered rocks and mineral inclusions by laser ablation inductively coupled plasma mass spectrometry

Direct analysis of rocks by laser ablation inductively coupled plasma mass spectrometry is described. Both powdered standard rocks and the original rocks were analysed and the results agreed with each other in spite of the difference in the surface states. Microprobe analysis of biotite in granite JG1 was also done directly with a focused laser beam and the results obtained were very close to the solution values given by the conventional aqueous method using biotite separated from an original rock. For quantitative analysis, the measured signal intensity was normalized either by the ablated weight or the barium signal intensity. Forty-two major and minor elements (two of them being used as internal standards) in twelve standard rocks fromt the igneous rock series of the Geological Survey of Japan were determined successfully.     

Use of potassium-form cation-exchange resin as a conductimetric enhancer in ion-exclusion chromatography of aliphatic carboxylic acids

In this study, a cation-exchange resin (CEX) of the K⁺-form, i.e., an enhancer resin, is used as a postcolumn conductimetric enhancer in the ion-exclusion chromatography of aliphatic carboxylic acids. The enhancer resin is filled in the switching valve of an ion chromatograph; this valve is usually used as a suppressor valve in ion-exchange chromatography. An aliphatic carboxylic acid (e.g., CH₃COOH) separated by a weakly acidic CEX column of the H⁺-form converts into that of the K⁺-form (e.g., CH₃COOK) by passing through the enhancer resin. In contrast, the background conductivity decreases because a strong acid (e.g., HNO₃) with a higher conductimetric response in an eluent converts into a salt (e.g., KNO₃) with a lower conductimetric response. Since the pH of the eluent containing the resin enhancer increases from 3.27 to 5.85, the enhancer accelerates the dissociations of analyte acids. Consequently, peak heights and peak areas of aliphatic carboxylic acids (e.g., acetic acid, propionic acid, butyric acid, and valeric acid) with the enhancer resin are 6.3-8.0 times higher and 7.2-9.2 times larger, respectively, than those without the enhancer resin. Calibrations of peak areas for injected analytes are linear in the concentration range of 0.01-1.0 mM. The detection limits (signal-to-noise ratio = 3) range from 0.10 μM to 0.39 μM in this system, as opposed to those in the range of 0.24-7.1 μM in the separation column alone. The developed system is successfully applied to the determination of aliphatic carboxylic acids in a chicken droppings sample.     

Development of Computational Algorithms for Evaluating Option Prices Associated with Square-Root Volatility Processes

The stochastic volatility model of Heston (Rev Financ Stud 6:327–343, 1993) has been accepted by many practitioners for pricing various financial derivatives, because of its capability to explain the smile curve of the implied volatility. While analytical results are available for pricing plain Vanilla European options based on the Heston model, there hardly exist any closed form solutions for exotic options. The purpose of this paper is to develop computational algorithms for evaluating the prices of such exotic options based on a bivariate birth-death approximation approach. Given the underlying price process S _t , the logarithmic process U _t  = logS _t is first approximated by a birth-death process B^U_tB^U_t via moment matching. A second birth-death process B^V_tB^V_t is then constructed for approximating the stochastic volatility process V _t through infinitesimal generator matching. Efficient numerical procedures are developed for capturing the dynamic behavior of { B^U_t , B^V_t }\{ B^U_t , B^V_t \} . Consequently, the prices of any exotic options based on the Heston model can be computed as long as such prices are expressed in terms of the joint distribution of { S _t ,V _t } and the associated first passage times. As an example, the prices of down-and-out call options are evaluated explicitly, demonstrating speed and fair accuracy of the proposed algorithms.     

Study of the acute cardiovascular effects of several antihypertensive agents with the measurement of plasma catecholamines in mice

A highly sensitive determination method was established for catecholamines (norepinephrine (NE), epinephrine, and dopamine) with high-performance liquid chromatography-peroxyoxalate chemiluminescence reaction detection. In this study, the method was applied to mouse plasma, and it was determined that only 10 μl of mouse plasma was necessary for the selective and reproducible determination of catecholamines. Studies were then conducted in acute cardiovascular effects of sodium nitroprusside, nicardipine, captopril (angiotensin-converting enzyme (ACE) inhibitor), candesartan, and olmesartan (type 1 angiotensin receptor antagonists (AT₁ antagonists)) by this method. Sodium nitroprusside and nicardipine elevated plasma NE concentrations significantly, whereas the ACE inhibitor and the AT₁ antagonists did not change plasma NE concentrations in anesthetized mice. These results suggested that angiotensin II-induced augmentation may be mainly carried through the central baroreflex pathway.