Manganese(II)-Guided Separation in the Sub-Nanometer Regime for Precise Identification of In Vivo Size Dependence

A precise understanding of nano-bio interactions in the sub-nanometer regime is necessary for advancements in nanomedicine. However, this is currently hindered by the control of the nanoparticle size in the sub-nanometer regime. Herein, we report a facile in situ Mn²⁺-guided centrifugation strategy for the synthesis of large-scale ultrasmall gold nanoparticles (AuNPs) with a precisely controlled size gradient at the sub-nanometer regime. With the discovery that [Mn(OH)]⁺, especially metallic manganese (Mn⁰@[Mn(OH)]⁺) nanoparticles, could selectively interact with larger AuNPs through synergistic coordination and hydrogen bonding to form aggregates, we also realized the fast (<1 h) synthesis of water-soluble atomically precise Au₂₅ with high yields (>56 %). We further demonstrated that sub-nanometer size differences (approximately 0.5 nm) significantly alter non-specific phagocytosis of AuNPs in the reticuloendothelial system macrophages, elimination rate, and nanotoxicology.     

Electrical properties and Tc of CaLaBaCu3Ox at pressures up to 9 GPa

Abstract

By means of a four-point resistivity method the critical temperature (T_c) of the tetragonal high temperature super-conductor CaLaBaCu₃O_x was studied for pressures up to 9 GPa. The pressure dependence of T_c is small and negative, dT_c/dp = - 0.77 K/GPa, and agrees with the general trend observed in previous data.     

Decomposability of high-dimensional diversity measures: Quasi--statistics, martingales and nonstandard asymptotics

In analyses of complex diversity, especially that arising in genetics, genomics, ecology and other high-dimensional (and sometimes low-sample-size) data models, typically subgroup decomposability (analogous to ANOVA decomposability) arises. For group divergence of diversity measures in a high-dimension low-sample-size scenario, it is shown that Hamming distance type statistics lead to a general class of quasi-U-statistics having, under the hypothesis of homogeneity, a martingale (array) property, providing a key to the study of general (nonstandard) asymptotics. Neither the stochastic independence nor homogeneity of the marginal probability laws plays a basic role. A genomic MANOVA model is presented as an illustration.     

Linear filtering with fractional brownian motion

A Kalman type system of integral equations is obtained for the linear filtering problem in which the noise generating the signal is a fractional Brownian motion with long-range dependence. The error in applying the usual Kalman filter to this problem is determined explicitly for a simple example     

Further developments on some dependence orderings for continuous bivariate distributions

The dependence orderings, more associated and more regression dependent, due to Schriever (1986, Order Dependence, Centre for Mathematics and Computer Sciences, Amsterdam; 1987, Ann. Statist., 15, 1208–1214) and Yanagimoto and Okamoto (1969, Ann. Inst. Statist. Math., 21, 489–505) respectively, are studied in detail for continuous bivariate distributions. Equivalent forms of the orderings under some conditions are given so that the orderings are more easily checkable for some bivariate distributions. For several parametric bivariate families, the dependence orderings are shown to be equivalent to an ordering of the parameter. A study of functionals that are increasing with respect to the more associated ordering leads to inequalities, measures of dependence as well as a way of checking that this ordering does not hold for two distributions.This research has been supported by NSERC Canada grants and a Scientific Grant of the University of Science and Technology of China.     

Thin CdTe detectors mounted in back-to-back configuration: spectroscopic performance for low-energy X- and gamma-rays

Thin CdTe detectors (3×5 mm² electrode area and 0.5 mm thick) mounted in a back-to-back configuration with a common anode, have been characterized. The goal was to determine the dimensions of the detector region offering good spectroscopic performance. The detector size was chosen on the basis of previous studies performed on various detectors which have shown that the width of this “best spectroscopy region” assumes a constant value of about 0.4 mm in the device thickness range 1.0–2.5 mm, while it is largely reduced when using a smaller electrode area (2×2 mm²) and 0.5 mm thick devices. The tests were performed by irradiating the detectors with a well collimated E_X=122 keV photon beam. The results show that the edge effects observed in smaller detectors with the same configurations are significantly reduced, giving a better energy resolution, but not a wider region with good spectroscopic performance; at lower energies the effects of larger electrodes (increased electric capacitance and leakage current) result in a higher noise and an increased detection threshold.     

Additivity properties for Value-at-Risk under Archimedean dependence and heavy-tailedness

Mainly due to new capital adequacy standards for banking and insurance, an increased interest exists in the aggregation properties of risk measures like Value-at-Risk (VaR). We show how VaR can change from sub to superadditivity depending on the properties of the underlying model. Mainly, the switch from a finite to an infinite mean model gives a completely different asymptotic behaviour. Our main result proves a conjecture made in Barbe et al. [Barbe, P., Fougères, A.L., Genest, C., 2006. On the tail behavior of sums of dependent risks. ASTIN Bull. 36(2), 361-374].     

Global loss diversification in the insurance sector

We study the possibility for international diversification of catastrophe risk by the insurance sector. Adopting the argument that large insurance losses may be a ‘globalizing factor’ for the industry, we study the dependence of geographically distant insurance markets via equity returns. In particular, we employ conditional copula theory to model the bivariate dependence of the insurance industry. In contrast to earlier literature on this subject, we disentangle the causes of dependence stemming from the asset side from those from the liability side by conditioning on general market conditions. We find that for both Europe-America and Europe-Asia the dependence is significant. Moreover, we find asymmetric effects: the international dependence is particularly high for losses, even after conditioning for the asset side dependence. Finally, we investigate the time variation in copula parameters and find evidence that dependence in the insurance sector has increased over time, thus reducing the scope for international diversification of large losses in this sector.     

On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula

In this paper we consider an extension to the classical compound Poisson risk model in which we introduce a dependence structure between the claim amounts and the interclaim time. This structure is embedded via a generalized Farlie-Gumbel-Morgenstern copula. In this framework, we derive the Laplace transform of the Gerber-Shiu discounted penalty function. An explicit expression for the Laplace transform of the time of ruin is given for exponential claim sizes.     

An application of Kendall distributions and alternative dependence measures: SPX vs. VIX

Most of the recently-defined notions of positive or negative dependence rely upon a variety of orderings of bivariate random vectors. These orderings are generally partial orders, and thus there are many pairs of random vectors which are not comparable. By using a weakened version of stochastic domination and the concepts of Kendall distributions and metacopulas, an entirely new class of orderings, in which the comparability issue is resolved, has been recently created. Each ordering in this class can be used to construct a measure of dependence. A detailed example will be given, using data from the Standard & Poor’s 500 index and Chicago Board of Trades index for implied volatility.