Introduction to the Lehmann special section

The current Special Issue of The Annals of Statistics contains three invited articles. Javier Rojo discusses Erich's scientific achievements and provides complete lists of his scientific writings and his former Ph.D. students. Willem van Zwet describes aspects of Erich's life and work, enriched with personal and interesting anecdotes of Erich's long and productive scientific journey. Finally, Peter Bickel, Aiyou Chen and Elizaveta Levina present a research paper on network models: they dedicate their contribution to Erich, emphasizing that their new nonparametric method and issues about optimality have been very much influenced by Erich's thinking.Comment: Published in at http://dx.doi.org/10.1214/11-AOS928 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Anisotropy in a Nonsingular Bounce

Following recent claims relative to the question of large anisotropy production in regular bouncing scenarios, we study the evolution of such anisotropies in a model where an Ekpyrotic phase of contraction is followed by domination of a Galileon-type Lagrangian which generates a non-singular bounce. We show that the anisotropies decrease during the phase of Ekpyrotic contraction (as expected) and that they can be constrained to remain small during the non-singular bounce phase (a non-trivial result). Specifically, we derive the e-folding number of the phase of Ekpyrotic contraction which leads to a present-day anisotropy in agreement with current observational bounds.Comment: 12 pages, 5 figure

Outbreaks of coinfections: the critical role of cooperativity

Modeling epidemic dynamics plays an important role in studying how diseases spread, predicting their future course, and designing strategies to control them. In this letter, we introduce a model of SIR (susceptible-infected-removed) type which explicitly incorporates the effect of {\it cooperative coinfection}. More precisely, each individual can get infected by two different diseases, and an individual already infected with one disease has an increased probability to get infected by the other. Depending on the amount of this increase, we observe different threshold scenarios. Apart from the standard continuous phase transition for single disease outbreaks, we observe continuous transitions where both diseases must coexist, but also discontinuous transitions are observed, where a finite fraction of the population is already affected by both diseases at the threshold. All our results are obtained in a mean field model using rate equations, but we argue that they should hold also in more general frameworks.Comment: 5 pages, including 5 figure

Optimal discretization of hedging strategies with directional views

We consider the hedging error of a derivative due to discrete trading in the presence of a drift in the dynamics of the underlying asset. We suppose that the trader wishes to find rebalancing times for the hedging portfolio which enable him to keep the discretization error small while taking advantage of market trends. Assuming that the portfolio is readjusted at high frequency, we introduce an asymptotic framework in order to derive optimal discretization strategies. More precisely, we formulate the optimization problem in terms of an asymptotic expectation-error criterion. In this setting, the optimal rebalancing times are given by the hitting times of two barriers whose values can be obtained by solving a linear-quadratic optimal control problem. In specific contexts such as in the Black-Scholes model, explicit expressions for the optimal rebalancing times can be derived

Kinase-independent function of RIP1, critical for mature T-cell survival and proliferation.

The death receptor, Fas, triggers apoptotic death and is essential for maintaining homeostasis in the peripheral lymphoid organs. RIP1 was originally cloned when searching for Fas-binding proteins and was later shown to associate also with the signaling complex of TNFR1. Although Fas exclusively induces apoptosis, TNFR1 primarily activates the pro-survival/pro-inflammatory NF-κB pathway. Mutations in Fas lead to lymphoproliferative (lpr) diseases, and deletion of TNFR1 results in defective innate immune responses. However, the function of RIP1 in the adult lymphoid system has not been well understood, primarily owing to perinatal lethality in mice lacking the entire RIP1 protein in germ cells. This current study investigated the requirement for RIP1 in the T lineage using viable RIP1 mutant mice containing a conditional and kinase-dead RIP1 allele. Disabling the kinase activity of RIP1 had no obvious impact on the T-cell compartment. However, T-cell-specific deletion of RIP1 led to a severe T-lymphopenic condition, owing to a dramatically reduced mature T-cell pool in the periphery. Interestingly, the immature T-cell compartment in the thymus appeared intact. Further analysis showed that mature RIP1(-/-) T cells were severely defective in antigen receptor-induced proliferative responses. Moreover, the RIP1(-/-) T cells displayed greatly increased death and contained elevated caspase activities, an indication of apoptosis. In total, these results revealed a novel, kinase-independent function of RIP1, which is essential for not only promoting TCR-induced proliferative responses but also in blocking apoptosis in mature T cells

Monte Carlo Particle Lists: MCPL

A binary format with lists of particle state information, for interchanging particles between various Monte Carlo simulation applications, is presented. Portable C code for file manipulation is made available to the scientific community, along with converters and plugins for several popular simulation packages

Neoproterozoic subduction along the Ailaoshan zone, South China : geochronological and geochemical evidence from amphibolite

This study was supported by China Natural Science Foundation (41190073 and 41372198), National Basic Research Program of China (2014CB440901) and Natural Environment Research Council (grant NE/J021822/1).Lenses of amphibolites occur along the Ailaoshan suture zone at the southwestern margin of the Yangtze Block, South China. Petrological, geochemical and zircon U-Pb geochronological data indicate that they are divisible into two coeval groups. Group 1, represented by the Jinping amphibolite, has mg-number of 71-76 and (La/Yb)cn ratios of 7.2-7.7, and displays a geochemical affinity to island arc volcanic rocks. Group 2 amphibolites occur at Yuanyang and are characterized by high Nb contents (14.3-18.4 ppm), resembling Nb-enriched basalts. The epsilon(Nd)(t) values for Group 1 range from -3.45 to -2.04 and for Group 2 from +4.08 to +4.39. A representative sample for Group 1 yields a U-Pb zircon age of 803 7 Ma, whereas two samples for Group 2 give U-Pb zircon ages of 813 +/- 11 Ma and 814 +/- 12 Ma. Petrogenetic analysis suggests that Group 1 originated from an orthopyroxene-rich source and Group 2 from a mantle wedge modified by slab-derived melt. In combination with other geological observations, these amphibolites are inferred to constitute part of an early Neoproterozoic (similar to 815-800 Ma) arc-back-arc basin system. The Neoproterozoic amphibolites and related rocks along the Ailaoshan zone may be the southward extension of the Neoproterozoic supra-subduction zone that developed along the western margin of the Yangtze Block. (C) 2014 Elsevier B.V. All rights reserved.PostprintPeer reviewe