9,093 research outputs found

    Adiabatic reduction of models of stochastic gene expression with bursting

    Full text link
    This paper considers adiabatic reduction in both discrete and continuous models of stochastic gene expression. In gene expression models, the concept of bursting is a production of several molecules simultaneously and is generally represented as a compound Poisson process of random size. In a general two-dimensional birth and death discrete model, we prove that under specific assumptions and scaling (that are characteristics of the mRNA-protein system) an adiabatic reduction leads to a one-dimensional discrete-state space model with bursting production. The burst term appears through the reduction of the first variable. In a two-dimensional continuous model, we also prove that an adiabatic reduction can be performed in a stochastic slow/fast system. In this gene expression model, the production of mRNA (the fast variable) is assumed to be bursty and the production of protein (the slow variable) is linear as a function of mRNA. When the dynamics of mRNA is assumed to be faster than the protein dynamics (due to a mRNA degradation rate larger than for the protein) we prove that, with the appropriate scaling, the bursting phenomena can be transmitted to the slow variable. We show that the reduced equation is either a stochastic differential equation with a jump Markov process or a deterministic ordinary differential equation depending on the scaling that is appropriate. These results are significant because adiabatic reduction techniques seem to have not been applied to a stochastic differential system containing a jump Markov process. Last but not least, for our particular system, the adiabatic reduction allows us to understand what are the necessary conditions for the bursting production-like of protein to occur.Comment: 24 page

    On regression adjustments in experiments with several treatments

    Full text link
    Regression adjustments are often made to experimental data. Since randomization does not justify the models, bias is likely; nor are the usual variance calculations to be trusted. Here, we evaluate regression adjustments using Neyman's nonparametric model. Previous results are generalized, and more intuitive proofs are given. A bias term is isolated, and conditions are given for unbiased estimation in finite samples.Comment: Published in at http://dx.doi.org/10.1214/07-AOAS143 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

    Diffusion approximations in collective risk theory

    Get PDF
    Collective risk theory concerned with random fluctuations of total assets of insurance compan

    Law without law or "just" limit theorems?

    Full text link
    About 35 years ago Wheeler introduced the motto `law without law' to highlight the possibility that (at least a part of) Physics may be understood only following {\em regularity principles} and few relevant facts, rather than relying on a treatment in terms of fundamental theories. Such a proposal can be seen as part of a more general attempt (including the maximum entropy approach) summarized by the slogan `it from bit', which privileges the information as the basic ingredient. Apparently it seems that it is possible to obtain, without the use of physical laws, some important results in an easy way, for instance, the probability distribution of the canonical ensemble. In this paper we will present a general discussion on those ideas of Wheeler's that originated the motto `law without law'. In particular we will show how the claimed simplicity is only apparent and it is rather easy to produce wrong results. We will show that it is possible to obtain some of the results treated by Wheeler in the realm of the statistical mechanics, using precise assumptions and nontrivial results of probability theory, mainly concerning ergodicity and limit theorems.Comment: 9 pages, 3 figure

    Is Brownian motion necessary to model high-frequency data?

    Full text link
    This paper considers the problem of testing for the presence of a continuous part in a semimartingale sampled at high frequency. We provide two tests, one where the null hypothesis is that a continuous component is present, the other where the continuous component is absent, and the model is then driven by a pure jump process. When applied to high-frequency individual stock data, both tests point toward the need to include a continuous component in the model.Comment: Published in at http://dx.doi.org/10.1214/09-AOS749 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

    Consequences of a Goedel's misjudgment

    Full text link
    The fundamental aim of the paper is to correct an harmful way to interpret a Goedel's erroneous remark at the Congress of Koenigsberg in 1930. Despite the Goedel's fault is rather venial, its misreading has produced and continues to produce dangerous fruits, as to apply the incompleteness Theorems to the full second-order Arithmetic and to deduce the semantic incompleteness of its language by these same Theorems. The first three paragraphs are introductory and serve to define the languages inherently semantic and its properties, to discuss the consequences of the expression order used in a language and some question about the semantic completeness: in particular is highlighted the fact that a non-formal theory may be semantically complete despite using a language semantically incomplete. Finally, an alternative interpretation of the Goedel's unfortunate comment is proposed. KEYWORDS: semantic completeness, syntactic incompleteness, categoricity, arithmetic, second-order languages, paradoxesComment: English version, 19 pages. Fixed and improved terminolog

    Z2SAL: a translation-based model checker for Z

    No full text
    Despite being widely known and accepted in industry, the Z formal specification language has not so far been well supported by automated verification tools, mostly because of the challenges in handling the abstraction of the language. In this paper we discuss a novel approach to building a model-checker for Z, which involves implementing a translation from Z into SAL, the input language for the Symbolic Analysis Laboratory, a toolset which includes a number of model-checkers and a simulator. The Z2SAL translation deals with a number of important issues, including: mapping unbounded, abstract specifications into bounded, finite models amenable to a BDD-based symbolic checker; converting a non-constructive and piecemeal style of functional specification into a deterministic, automaton-based style of specification; and supporting the rich set-based vocabulary of the Z mathematical toolkit. This paper discusses progress made towards implementing as complete and faithful a translation as possible, while highlighting certain assumptions, respecting certain limitations and making use of available optimisations. The translation is illustrated throughout with examples; and a complete working example is presented, together with performance data
    • …
    corecore