The sparse multivariate method of simulated quantiles (S-MMSQ) is applied to solve a portfolio optimization problem under value-at-risk constraints where the joint returns follow a multivariate skew-elliptical stable distribution. The S-MMSQ is a simulation-based method that is particularly useful for making parametric inference in some pathological situations where the maximum likelihood estimator is difficult to compute.

We consider the Erdös-Rényi random graph G(n,p) and we analyze the simple irreversible epidemic process on the graph, known in the literature as bootstrap percolation. We give a quantitative version of some results by Janson et al. (2012), providing a fine asymptotic analysis of the final size A_n of active nodes, under a suitable super-critical regime. More specifically, we establish large deviation principles for the sequence of random variables n-A_n/f (n) with explicit rate functions and allowing the scaling function f to vary in the widest possible range.

Much work has been devoted to analysing thermodynamic models for solid dispersions with a view to identifying regions in the phase diagram where amorphous phase separation or drug recrystallization can occur. However, detailed partial differential equation non-equilibrium models that track the evolution of solid dispersions in time and space are lacking. Hence theoretical predictions for the timescale over which phase separation occurs in a solid dispersion are not available.

The migration of endothelial cells (ECs) is critical for various processes including vascular wound healing, tumor angiogenesis, and the development of viable endovascular implants. EC migration is regulated by intracellular ATP; thus, elucidating the dynamics of intracellular ATP concentration is important.

In this paper, we consider a multi-layer diffusion model of drug release from a composite spherical microcapsule into an external surrounding medium. Based on this model, we present two approaches for estimating the release time, i.e. the time required for the drug-filled capsule to be depleted. Both approaches make use of temporal moments of the drug concentration at the centre of the capsule, which provide useful insight into the timescale of the process and can be computed exactly without explicit calculation of the full transient solution of the multi-layer diffusion model.

To investigate the effects of Glatiramer Acetate (GA) on B cells by an integrated computational and experimental approach. GA is an immunomodulatory drug approved for the treatment of multiple sclerosis (MS). GA effect on B cells is yet to be fully elucidated. We compared transcriptional profiles of B cells from treatment-naive relapsing remitting MS patients, treated or not with GA for 6 hours in vitro, and of B cells before and after six months of GA administration in vivo.

Dinur and Shamir's cube attack has attracted significant attention in the literature. Nevertheless, the lack of implementations achieving effective results casts doubts on its practical relevance. On the theoretical side, promising results have been recently achieved leveraging on division trails. The present paper follows a more practical approach and aims at giving new impetus to this line of research by means of a cipher-independent flexible framework that is able to carry out the cube attack on GPU/CPU clusters.

This paper presents the results of an experiment aiming to measure the vibrational frequencies of the main structures of the medieval church of San Domenico (Matera, southern Italy) and relate them to the mechanical properties of geological stratigraphy and construction materials. Vibrational frequencies are measured by means of the ground-based radar inteferometry technique using a Ku-band radar. Time series of ground-based radar data are processed to measure displacements and vibration frequencies of the church structures.

In recent years, a number of functional inequalities have been derived for Poisson random measures, with a wide range of applications. In this paper, we prove that such inequalities can be extended to the setting of marked temporal point processes, under mild assumptions on their Papangelou conditional intensity. First, we derive a Poincare inequality. Second, we prove two transportation cost inequalities. The first one refers to functionals of marked point processes with a Papangelou conditional intensity and is new even in the setting of Poisson random measures.

In this paper we describe how to swap two 2 × 2 blocks in a real Schur form and a generalized real Schur form. We pay special attention to the numerical stability of the method. We also illustrate the stability of our approach by a series of numerical tests.