On Max-Stable Processes and the Functional D-Norm

We introduce a functional domain of attraction approach for stochastic processes, which is more general than the usual one based on weak convergence. The distribution function G of a continuous max-stable process on [0,1] is introduced and it is shown that G can be represented via a norm on functional space, called D-norm. This is in complete accordance with the multivariate case and leads to the definition of functional generalized Pareto distributions (GPD) W. These satisfy W=1+log(G) in their upper tails, again in complete accordance with the uni- or multivariate case. Applying this framework to copula processes we derive characterizations of the domain of attraction condition for copula processes in terms of tail equivalence with a functional GPD. \delta-neighborhoods of a functional GPD are introduced and it is shown that these are characterized by a polynomial rate of convergence of functional extremes, which is well-known in the multivariate case.Comment: 22 page

Identification of evolutionarily conserved, functional noncoding elements in the promoter region of the sodium channel gene SCN8A

SCN8A is a major neuronal sodium channel gene expressed throughout the central and peripheral nervous systems. Mutations of SCN8A result in movement disorders and impaired cognition. To investigate the basis for the tissue-specific expression of SCN8A, we located conserved, potentially regulatory sequences in the human, mouse, chicken, and fish genes by 5′ RACE of brain RNA and genomic sequence comparison. A highly conserved 5′ noncoding exon, exon 1c, is present in vertebrates from fish to mammals and appears to define the ancestral promoter region. The distance from exon 1c to the first coding exon increased tenfold during vertebrate evolution, largely by insertion of repetitive elements. The mammalian gene acquired three novel, mutually exclusive noncoding exons that are not represented in the lower vertebrates. Within the shared exon 1c, we identified four short sequence elements of 10-20 bp with an unusually high level of evolutionary conservation. The conserved elements are most similar to consensus sites for the transcription factors Pou6f1/Brn5, YY1, and REST/NRSF. Introduction of mutations into the predicted Pou6f1 and REST sites reduced promoter activity in transfected neuronal cells. A 470-bp promoter fragment containing all of the conserved elements directed brain-specific expression of the LacZ reporter in transgenic mice. Transgene expression was highest in hippocampal neurons and cerebellar Purkinje cells, consistent with the expression of the endogenous gene. The compact cluster of conserved regulatory elements in SCN8A provides a useful target for molecular analysis of neuronal gene expression

Multiplicative processes and power laws

[Takayasu et al., Phys. Rev.Lett. 79, 966 (1997)] revisited the question of stochastic processes with multiplicative noise, which have been studied in several different contexts over the past decades. We focus on the regime, found for a generic set of control parameters, in which stochastic processes with multiplicative noise produce intermittency of a special kind, characterized by a power law probability density distribution. We briefly explain the physical mechanism leading to a power law pdf and provide a list of references for these results dating back from a quarter of century. We explain how the formulation in terms of the characteristic function developed by Takayasu et al. can be extended to exponents $\mu >2$, which explains the ``reason of the lucky coincidence''. The multidimensional generalization of (\ref{eq1}) and the available results are briefly summarized. The discovery of stretched exponential tails in the presence of the cut-off introduced in \cite{Taka} is explained theoretically. We end by briefly listing applications.Comment: Extended version (7 pages). Phys. Rev. E (to appear April 1998

A method for mechanical generation of radio frequency fields in nuclear magnetic resonance force microscopy

We present an innovative method for magnetic resonance force microscopy (MRFM) with ultra-low dissipation, by using the higher modes of the mechanical detector as radio frequency (rf) source. This method allows MRFM on samples without the need to be close to an rf source. Furthermore, since rf sources require currents that give dissipation, our method enables nuclear magnetic resonance experiments at ultra-low temperatures. Removing the need for an on-chip rf source is an important step towards a MRFM which can be widely used in condensed matter physics.Comment: 7 pages, 5 figures, to be submitted to Physical Review Applie

Extreme value statistics and return intervals in long-range correlated uniform deviates

We study extremal statistics and return intervals in stationary long-range correlated sequences for which the underlying probability density function is bounded and uniform. The extremal statistics we consider e.g., maximum relative to minimum are such that the reference point from which the maximum is measured is itself a random quantity. We analytically calculate the limiting distributions for independent and identically distributed random variables, and use these as a reference point for correlated cases. The distributions are different from that of the maximum itself i.e., a Weibull distribution, reflecting the fact that the distribution of the reference point either dominates over or convolves with the distribution of the maximum. The functional form of the limiting distributions is unaffected by correlations, although the convergence is slower. We show that our findings can be directly generalized to a wide class of stochastic processes. We also analyze return interval distributions, and compare them to recent conjectures of their functional form

Extreme value distributions and Renormalization Group

In the classical theorems of extreme value theory the limits of suitably rescaled maxima of sequences of independent, identically distributed random variables are studied. So far, only affine rescalings have been considered. We show, however, that more general rescalings are natural and lead to new limit distributions, apart from the Gumbel, Weibull, and Fr\'echet families. The problem is approached using the language of Renormalization Group transformations in the space of probability densities. The limit distributions are fixed points of the transformation and the study of the differential around them allows a local analysis of the domains of attraction and the computation of finite-size corrections.Comment: 16 pages, 5 figures. Final versio