Final nanoparticle size distribution under unusual parameter regimes.

We explore the large-scale behavior of a stochastic model for nanoparticle growth in an unusual parameter regime. This model encompasses two types of reactions: nucleation, where n monomers aggregate to form a nanoparticle, and growth, where a nanoparticle increases its size by consuming a monomer. Reverse reactions are disregarded. We delve into a previously unexplored parameter regime. Specifically, we consider a scenario where the growth rate of the first newly formed particle is of the same order of magnitude as the nucleation rate, in contrast to the classical scenario where, in the initial stage, nucleation dominates over growth. In this regime, we investigate the final size distribution as the initial number of monomers tends to infinity through extensive simulation studies utilizing state-of-the-art stochastic simulation methods with an efficient implementation and supported by high-performance computing infrastructure. We observe the emergence of a deterministic limit for the particle's final size density. To scale up the initial number of monomers to approximate the magnitudes encountered in real experiments, we introduce a novel approximation process aimed at faster simulation. Remarkably, this approximating process yields a final size distribution that becomes very close to that of the original process when the available monomers approach infinity. Simulations of the approximating process further support the conjecture of the emergence of a deterministic limit.

An Application of Maximal Exponential Models to Duality Theory.

We use maximal exponential models to characterize a suitable polar cone in a mathematical convex optimization framework. A financial application of this result is provided, leading to a duality minimax theorem related to portfolio exponential utility maximization.

A parametric model fitting time to first event for overdispersed data: application to time to relapse in multiple sclerosis.

In this article, we propose a parametric model for the distribution of time to first event when events are overdispersed and can be properly fitted by a Negative Binomial distribution. This is a very common situation in medical statistics, when the occurrence of events is summarized as a count for each patient and the simple Poisson model is not adequate to account for overdispersion of data. In this situation, studying the time of occurrence of the first event can be of interest. From the Negative Binomial distribution of counts, we derive a new parametric model for time to first event and apply it to fit the distribution of time to first relapse in multiple sclerosis (MS). We develop the regression model with methods for covariate estimation. We show that, as the Negative Binomial model properly fits relapse counts data, this new model matches quite perfectly the distribution of time to first relapse, as tested in two large datasets of MS patients. Finally we compare its performance, when fitting time to first relapse in MS, with other models widely used in survival analysis (the semiparametric Cox model and the parametric exponential, Weibull, log-logistic and log-normal models).