Peaks-over-threshold stability of multivariate generalized Pareto distributions

It is well-known that the univariate generalized Pareto distributions (GPD) are characterized by their peaks-over-threshold (POT) stability. We extend this result to multivariate GPDs.It is also shown that this POT stability is asymptotically shared by distributions which are in a certain neighborhood of a multivariate GPD. A multivariate extreme value distribution is a typical example.The usefulness of the results is demonstrated by various applications. We immediately obtain, for example, that the excess distribution of a linear portfolio with positive weights a_i, i≤d, is independent of the weights, if (U₁,…,U_d) follows a multivariate GPD with identical univariate polynomial or Pareto margins, which was established by Macke [On the distribution of linear combinations of multivariate EVD and GPD distributed random vectors with an application to the expected shortfall of portfolios, Diploma Thesis, University of Würzburg, 2004, (in German)] and Falk and Michel [Testing for tail independence in extreme value models. Ann. Inst. Statist. Math. 58 (2006) 261-290]. This implies, for instance, that the expected shortfall as a measure of risk fails in this case.     

Tailored control and optimisation of the number of phosphonic acid termini on phosphorus-containing dendrimers for the ex-vivo activation of human monocytes

The syntheses of a series of phosphonic acid-capped dendrimers is described. This collection is based on a unique set of dendritic structural parameters-cyclo(triphosphazene) core, benzylhydrazone branches and phosphonic acid surface-and was designed to study the influence of phosphonate (phosphonic acid) surface loading towards the activation of human monocytes ex vivo. Starting from the versatile hexachloro-cyclo(triphosphazene) N(3)P(3)Cl(6), six first-generation dendrimers were obtained, bearing one to six full branches, that lead to 4, 8, 12, 16, 20 and 24 phosphonate termini, respectively. The surface loading was also explored at the limit of dense packing by means of a first-generation dendrimer having a cyclo(tetraphosphazene) core and bearing 32 termini, and with a first-generation dendrimer based on a AB(2)/CD(5) growing pattern and bearing 60 termini. Human monocyte activation by these dendrimers confirms the requirement of the whole dendritic structure for bioactivity and identifies the dendrimer bearing four branches, thus 16 phosphonate termini, as the most bioactive.     

Rubescins I and J,further limonoid derivatives from the stem bark of Trichilia rubescens (Meliaceae)

Two new tetranorterpenoid derivatives named rubescins I (1) and J (2), were isolated along with six known compounds including rubescin D (3), lichexanthone (4), scopoletin (5), scopoletin O-glycoside (6), β-sitosterol (7) and stigmasterol (8) from the stem bark of Trichilia rubescens (Meliaceae). The structures of the compounds were determined by means of MS, different NMR and by comparison with related data reported in the literature.     

Influence of pressure on the electrical and electrochemical behaviour of high-temperature steam electrolyser La<Subscript>0.6</Subscript>Sr<Subscript>0.4</Subscript>Co<Subscript>0.2</Subscript>Fe<Subscript>0.8</Subscript>O<Subscript>3</Subscript> anode

This paper is dedicated to the impact of pressure on the electrochemical behaviour of LSCF (La_1-xSr_xCo_yFe_1-yO_3-δ) anode in high-temperature electrolysers. This study was carried out with symmetrical cells associating LSCF electrodes to a 3YSZ (yttrium-stabilised zirconia) electrolyte. Impedance spectroscopy measurements were performed using a three-electrode configuration, at temperature as high as 700 to 800 °C, in a pressure range from 1 to 30 bar. A clear improvement in terms of electrode resistance decrease is highlighted, mainly due to faster oxygen adsorption/desorption kinetics and a better supply of gas to electrochemical reaction sites. Other assumptions were considered and analysed, such as the impact of pressure on LSCF electrical conductivity and on the mechanical contacts. Thus, three contributions were determined as limiting steps at low pressure, up to 5 bar, whilst for higher pressure, the optimised conditions in operation are reached. This study completes a previous one related to a modelling approach.     

Double perturbation calculations of spin-spin coupling constants using localized orbitals

The Fermi contact contribution to N.M.R. spin-spin coupling constants has been calculated to the fourth order by a double perturbation development starting from a fully localized determinant, according to the assumptions of the PCILO-CNDO method. The use of diagrammatic techniques greatly simplifies the evaluation. There is a cancellation of certain types of diagram. The coupling constant between bonded atoms appears in the second order through a contribution which only depends on the appropriate bond orbital. The next orders involve the other bonds and correlation effects. For nonbonded atoms, the first contribution appears in the fourth order and results from direct delocalization through space, involving only the bonds on the two atoms.

An analytical and numerical comparison with previous calculations is performed for H-H and C-H coupling constants on small organic molecules. The relative importance of the various processes is discussed for the J _HH vicinal coupling constants of ethylene.     

Mild copper-catalyzed vinylation reactions of azoles and phenols with vinyl bromides

An efficient and straightforward copper-catalyzed method allowing vinylation of N- or O-nucleophiles with di- or trisubstituted vinyl bromides is reported. The procedure is applicable to a broad range of substrates since N-vinylation of mono-, di-, and triazoles as well as O-vinylation of phenol derivatives can be performed with catalytic amounts of copper iodide and inexpensive nitrogen ligands 3 or 8. In the case of more hindered vinyl bromides, the use of the original bidentate chelator 8 was shown to be more efficient to promote the coupling reactions than our key tetradentate ligand 3. The corresponding N-(1-alkenyl)azoles and alkenyl aryl ethers are obtained in high yields and selectivities under very mild temperature conditions (35-110 degrees C for N-vinylation reactions and 50-80 degrees C for O-vinylation reactions). Moreover, to our knowledge, this method is the first example of a copper-catalyzed vinylation of various azoles. Finally, this protocol, practical on a laboratory scale and easily adaptable to an industrial scale, is very competitive compared to the existing methods that allow the synthesis of such compounds.     

Texture analysis of magnetic resonance images of rat muscles during atrophy and regeneration

OBJECTIVES: The goals of the current study were (i) to introduce texture analysis on magnetic resonance imaging (MRI-TA) as a noninvasive method of muscle investigation that can discriminate three muscle conditions in rats; these are normal, atrophy and regeneration; and (ii) to show consistency between MRI-TA results and histological results of muscle type 2 fibers' cross-sectional area. METHOD: Twenty-three adult female Wistar rats were randomized into (i) control (C), (ii) immobilized (I) and (iii) recovering (R) groups. For the last two groups, the right hind limb calf muscles were immobilized against the abdomen for 14 days; then, the hind limb was remobilized only for the R group for 40 days. At the end of each experimental period, MRI was performed using 7-T magnet Bruker Avance DRX 300 (Bruker, Wissembourg); T1-weighted MRI acquisition parameters were applied to show predominantly muscle fibers. Rats were sacrificed, and the gastrocnemius muscle (GM) was excised immediately after imaging. (A) Histology: GM type 2 fibers (fast twitch) were selectively stained using the adenosine triphosphatase (ATPase) technique. The mean cross-sectional areas were compared between the three groups. (B) Image analysis: regions of interest (ROIs) were selected on GM MR images where statistical methods of texture analysis were applied followed by linear discriminant analysis (LDA) and classification. RESULTS: Histological analysis showed that the fibers' mean cross-sectional areas on GM transversal sections represented a significant statistical difference between I and C rats (ANOVA, P<.001) as well as between R and I rats (ANOVA, P<.01), but not between C and R rats. Similarly, MRI-TA on GM transversal images detected different texture for each group with the highest discrimination values (Fisher F coefficient) between the C and I groups, as well as between I and R groups. The lowest discrimination values were found between C and R groups. LDA showed three texture classes schematically separated. CONCLUSION: Quantitative results of MRI-TA were statistically consistent with histology. MRI-TA can be considered as a potentially interesting, reproducible and nondestructive method for muscle examination during atrophy and regeneration.