Heterogeneity of gene expression of the hemagglutinin-esterase (HE) protein of murine coronaviruses.

The hemagglutinin-esterase (HE) membrane glycoprotein is present only in some members of the coronavirus family, including some strains of mouse hepatitis virus (MHV). In the JHM strain of MHV, expression of the HE gene is variable and corresponds to the number of copies of a UCUAA pentanucleotide sequence present at the 3'-end of the leader RNA. This copy number varies among MHV strains, depending on their passage history. The JHM isolates with two copies of UCUAA in their leader RNA showed a high level of HE expression, whereas the JHM isolate with three copies had a low-level expression. In this study, the analysis of HE gene expression was extended to other MHV strains. The synthesis of HE mRNA in these viruses also correlates with the copy number of UCUAA in the leader RNA and the particular intergenic sequence preceding the HE gene. In one MHV strain, MHV-1, no detectable HE mRNA was synthesized, despite the presence of a proper transcription initiation signal. This lack of HE mRNA expression was consistent with a leader RNA containing three UCUAA copies. However, mutations and deletions within the coding region of the MHV-1 HE gene have generated a stretch of sequence which resembled the transcriptional initiation motif, and was shown to initiate the synthesis of a novel smaller mRNA. These findings strengthened the theory that interactions between leader RNA and transcriptional initiation sequences regulate MHV subgenomic mRNA transcription. Sequence analysis revealed that most MHV strains, through extensive mutations, deletions, or insertions, have lost the complete HE open reading frame, thus turning HE into a pseudogene. This high degree of variation is unusual as the other three structural proteins (spike, membrane, and nucleocapsid) are well-maintained. In contrast to bovine coronavirus, which apparently requires HE for viral replication, the HE protein in MHV may be only an accessory protein which is not necessary for viral replication. JHM and MHV-S, however, have preserved the expression of HE protein

Atlas models of equity markets

Atlas-type models are constant-parameter models of uncorrelated stocks for equity markets with a stable capital distribution, in which the growth rates and variances depend on rank. The simplest such model assigns the same, constant variance to all stocks; zero rate of growth to all stocks but the smallest; and positive growth rate to the smallest, the Atlas stock. In this paper we study the basic properties of this class of models, as well as the behavior of various portfolios in their midst. Of particular interest are portfolios that do not contain the Atlas stock.Comment: Published at http://dx.doi.org/10.1214/105051605000000449 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

F-8 supercritical wing flight pressure, Boundary layer, and wake measurements and comparisons with wind tunnel data

Data for speeds from Mach 0.50 to Mach 0.99 are presented for configurations with and without fuselage area-rule additions, with and without leading-edge vortex generators, and with and without boundary-layer trips on the wing. The wing pressure coefficients are tabulated. Comparisons between the airplane and model data show that higher second velocity peaks occurred on the airplane wing than on the model wing. The differences were attributed to wind tunnel wall interference effects that caused too much rear camber to be designed into the wing. Optimum flow conditions on the outboard wing section occurred at Mach 0.98 at an angle of attack near 4 deg. The measured differences in section drag with and without boundary-layer trips on the wing suggested that a region of laminar flow existed on the outboard wing without trips

Hybrid Atlas models

We study Atlas-type models of equity markets with local characteristics that depend on both name and rank, and in ways that induce a stable capital distribution. Ergodic properties and rankings of processes are examined with reference to the theory of reflected Brownian motions in polyhedral domains. In the context of such models we discuss properties of various investment strategies, including the so-called growth-optimal and universal portfolios.Comment: Published in at http://dx.doi.org/10.1214/10-AAP706 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org