Maximum likelihood estimation for stochastic volatility in mean models with heavy‐tailed distributions

In this article, we introduce a likelihood‐based estimation method for the stochastic volatility in mean (SVM) model with scale mixtures of normal (SMN) distributions. Our estimation method is based on the fact that the powerful hidden Markov model (HMM) machinery can be applied in order to evaluate an arbitrarily accurate approximation of the likelihood of an SVM model with SMN distributions. Likelihood‐based estimation of the parameters of stochastic volatility models, in general, and SVM models with SMN distributions, in particular, is usually regarded as challenging as the likelihood is a high‐dimensional multiple integral. However, the HMM approximation, which is very easy to implement, makes numerical maximum of the likelihood feasible and leads to simple formulae for forecast distributions, for computing appropriately defined residuals, and for decoding, that is, estimating the volatility of the process. Copyright © 2017 John Wiley & Sons, Ltd.     

Local Semicircle Law for Random Regular Graphs

We consider random d‐regular graphs on N vertices, with degree d at least (log N)⁴. We prove that the Green's function of the adjacency matrix and the Stieltjes transform of its empirical spectral measure are well approximated by Wigner's semicircle law, down to the optimal scale given by the typical eigenvalue spacing (up to a logarithmic correction). Aside from well‐known consequences for the local eigenvalue distribution, this result implies the complete (isotropic) delocalization of all eigenvectors and a probabilistic version of quantum unique ergodicity.© 2017 Wiley Periodicals, Inc.     

Structure and dynamics of alpha-lactalbumin adsorbed at a charged brush interface

We have studied the adsorption of alpha-lactalbumin at a planar poly(acrylic acid) (PAA) brush using neutron reflectometry (NR) and total internal reflection fluorescence (TIRF) spectroscopy. The PAA brush has been prepared by spin-coating silicon or quartz plates with a hydrophobic poly(styrene) film and by transferring the copolymer poly(styrene)-poly(acrylic acid) onto the modified surface. In the case of NR, the poly(styrene) film and the poly(styrene) chain ends of the copolymer were perdeuterated in order to generate a high contrast to the non-deuterated PAA brush. alpha-Lactalbumin was chosen as the model protein because it is a relatively small globular protein with a negative net charge at neutral pH-values, as chosen in the experiments. Thus, it is interacting with the PAA brush on the 'wrong' side of its isoelectric point. In addition, the effects of temperature on the volume fraction profile and the reorientational mobility of the protein within the PAA brush were determined. From the analysis of the NR data, it has been found that despite of its negative net charge, alpha-lactalbumin is penetrating into the PAA brush. Its volume fraction profile parallels that of the PAA brush, indicating an exclusive interaction between the protein and the PAA. No protein accumulation is found at the inner poly(styrene) or the outer solution interface of the PAA brush. When increasing the temperature from 20 to 40 degrees C, less protein is adsorbed, suggesting the presence of enthalpic interaction contributions. From the analysis of the TIRF data, a high degree of reorientational mobility of alpha-lactalbumin within a PAA brush can be inferred. The reorientational correlation time of alpha-lactalbumin labeled with the Alexa Fluor 488 dye was found to increase from 5.5 to 32 ns upon adsorption, which can well be explained by the higher viscosity inside the PAA brush. Overall, the results of this study quantify for the first time the molecular details of the unique interaction of a protein on the 'wrong' side of its isoelectric point with a planar charged brush interface. It is concluded that the high mobility of alpha-lactalbumin within a PAA brush can partially be understood by the presence of repulsive electrostatic interactions. There is no 'freezing' of the protein dynamics, which is a precondition for biological activity.     

New designer drugs N-(1-phenylcyclohexyl)-2-ethoxyethanamine (PCEEA) and N-(1-phenylcyclohexyl)-2-methoxyethanamine (PCMEA): Studies on their metabolism and toxicological detection in rat urine using gas chromatographic/mass spectrometric techniques

Studies are described on the metabolism and the toxicological detection of the phencyclidine-derived designer drugs N-(1-phenylcyclohexyl)-2-ethoxyethanamine (PCEEA) and N-(1-phenylcyclohexyl)-2-methoxyethanamine (PCMEA) in rat urine using gas chromatographic/mass spectrometric (GC/MS) techniques. The identified metabolites indicated that PCEEA and PCMEA were transformed to the same metabolites by N-dealkylation and O-dealkylation partially followed by oxidation of the resulting alcohol to the respective carboxylic acid and hydroxylation of the cyclohexyl ring at different positions and combinations of those. Finally, aromatic hydroxylation of the O-dealkylated metabolites was partially followed by hydroxylation of the cyclohexyl ring at different positions. All metabolites were partially excreted in conjugated form. The authors' systematic toxicological analysis (STA) procedure using full-scan GC/MS after acid hydrolysis, liquid-liquid extraction and microwave-assisted acetylation allowed the detection of an intake of a common drug users' dose both of PCEEA and PCMEA in rat urine. Assuming similar metabolism in humans, the STA should be suitable for proof of an intake of PCEEA and PCMEA in human urine, although their differentiation is not possible due to common metabolites.     

Synthesis,characterization and crystal structure analysis of a novel oxo-centered mixed-metal complex containing unsaturated bridging carboxylates

A novel oxo-centered trinuclear mixed-metal carboxylate complex with unsaturated bridging ligands [Fe₂Cr(μ₃-O)(C₃H₃O₂)₆(H₂O)₃]·NO₃·4H₂O has been synthesized and characterized by means of Elemental analyses, Infrared spectroscopy and Crystal structure analysis. The compound crystallizes isotypically in the monoclinic space group type P2₁/c. In the compound, each M^(III) cation is coordinated by six O atoms from four unsaturated carboxylate groups as bridging ligands, one water molecule as the terminal ligand, and a μ₃-oxygen atom in the center of an equilateral triangle. The infrared spectra show resolved bands arising from ν_asym(COO) and ν_sym(COO) vibration of bridging carboxylate ligands along with those of ν_asym(M₂M′O) vibration in the complex. The difference between symmetrical and asymmetrical (COO) ligands indicate that the acrylate bridge is present in the structure of complex.      

Membrane-mediated induction and sorting of K-Ras microdomain signaling platforms

The K-Ras4B GTPase is a major oncoprotein whose signaling activity depends on its correct localization to negatively charged subcellular membranes and nanoclustering in membrane microdomains. Selective localization and clustering are mediated by the polybasic farnesylated C-terminus of K-Ras4B, but the mechanisms and molecular determinants involved are largely unknown. In a combined chemical biological and biophysical approach we investigated the partitioning of semisynthetic fully functional lipidated K-Ras4B proteins into heterogeneous anionic model membranes and membranes composed of viral lipid extracts. Independent of GDP/GTP-loading, K-Ras4B is preferentially localized in liquid-disordered (l(d)) lipid domains and forms new protein-containing fluid domains that are recruiting multivalent acidic lipids by an effective, electrostatic lipid sorting mechanism. In addition, GDP-GTP exchange and, thereby, Ras activation results in a higher concentration of activated K-Ras4B in the nanoscale signaling platforms. Conversely, palmitoylated and farnesylated N-Ras proteins partition into the l(d) phase and concentrate at the l(d)/l(o) phase boundary of heterogeneous membranes. Next to the lipid anchor system, the results reveal an involvement of the G-domain in the membrane interaction process by determining minor but yet significant structural reorientations of the GDP/GTP-K-Ras4B proteins at lipid interfaces. A molecular mechanism for isoform-specific Ras signaling from separate membrane microdomains is postulated from the results of this study.     

LIGHT-INDUCIBLE ABSORBANCE CHANGES AND VANADATE-SENSITIVE ATPase ACTIVITY ASSOCIATED WITH THE PRESUMPTIVE PLASMA MEMBRANE FRACTION FROM CAULIFLOWER INFLORESCENCES

Sucrose density gradient centrifugation of a microsomal membrane fraction of cauliflower inflorescences showed a strong correlation between a blue light mediated cytochrome b reduction (LIAC) and an ion stimulated nitrate-insensitive but a vanadate-sensitive ATPase activity at 38-40% sucrose. LIAC activity and vanadate-sensitive ATPase might be assigned to the same type of membrane different from ER, Golgi, tonoplast and mitochondria. The Mg²⁺-dependent ATP-hydrolytic activity obtained after purification of the microsomal fraction on an aqueous polymer two phase system was partially characterized. Temperature optimum (40°C), pH optimum (pH 7.0), vanadate inhibition (I₅₀ at 20 μ M ), substrate kinetics ( K _m= 1.37 m M Mg.ATP) and inhibitor studies all point to the presence of the frequently described plasma membrane ATPase. Potassium and Na⁺ stimulated the enzyme activity (20-40%). In general our data arc strongly in favour of the hypothesis that LIAC activity is localized on the plant plasma membrane. The cytochrome b involved in the light reaction has a midpoint potential near +150 mV. This cytochrome which has been previously shown in a cauliflower microsomal fraction is a constituent of the plasma membrane.