Statistical-mechanical lattice models for protein-DNA binding in chromatin

Statistical-mechanical lattice models for protein-DNA binding are well established as a method to describe complex ligand binding equilibriums measured in vitro with purified DNA and protein components. Recently, a new field of applications has opened up for this approach since it has become possible to experimentally quantify genome-wide protein occupancies in relation to the DNA sequence. In particular, the organization of the eukaryotic genome by histone proteins into a nucleoprotein complex termed chromatin has been recognized as a key parameter that controls the access of transcription factors to the DNA sequence. New approaches have to be developed to derive statistical mechanical lattice descriptions of chromatin-associated protein-DNA interactions. Here, we present the theoretical framework for lattice models of histone-DNA interactions in chromatin and investigate the (competitive) DNA binding of other chromosomal proteins and transcription factors. The results have a number of applications for quantitative models for the regulation of gene expression.Comment: 19 pages, 7 figures, accepted author manuscript, to appear in J. Phys.: Cond. Mat

Universal geometrical factor of protein conformations as a consequence of energy minimization

The biological activity and functional specificity of proteins depend on their native three-dimensional structures determined by inter- and intra-molecular interactions. In this paper, we investigate the geometrical factor of protein conformation as a consequence of energy minimization in protein folding. Folding simulations of 10 polypeptides with chain length ranging from 183 to 548 residues manifest that the dimensionless ratio (V/(A)) of the van der Waals volume V to the surface area A and average atomic radius of the folded structures, calculated with atomic radii setting used in SMMP [Eisenmenger F., et. al., Comput. Phys. Commun., 138 (2001) 192], approach 0.49 quickly during the course of energy minimization. A large scale analysis of protein structures show that the ratio for real and well-designed proteins is universal and equal to 0.491\pm0.005. The fractional composition of hydrophobic and hydrophilic residues does not affect the ratio substantially. The ratio also holds for intrinsically disordered proteins, while it ceases to be universal for polypeptides with bad folding properties.Comment: 6 pages, 1 table, 4 figure

A remark on the three approaches to 2D Quantum gravity

The one-matrix model is considered. The generating function of the correlation numbers is defined in such a way that this function coincide with the generating function of the Liouville gravity. Using the Kontsevich theorem we explain that this generating function is an analytic continuation of the generating function of the Topological gravity. We check the topological recursion relations for the correlation functions in the $p$-critical Matrix model.Comment: 11 pages. Title changed, presentation improve

Modelling stochastic bivariate mortality

Stochastic mortality, i.e. modelling death arrival via a jump process with stochastic intensity, is gaining increasing reputation as a way to represent mortality risk. This paper represents a first attempt to model the mortality risk of couples of individuals, according to the stochastic intensity approach. On the theoretical side, we extend to couples the Cox processes set up, i.e. the idea that mortality is driven by a jump process whose intensity is itself a stochastic process, proper of a particular generation within each gender. Dependence between the survival times of the members of a couple is captured by an Archimedean copula. On the calibration side, we fit the joint survival function by calibrating separately the (analytical) copula and the (analytical) margins. First, we select the best fit copula according to the methodology of Wang and Wells (2000) for censored data. Then, we provide a sample-based calibration for the intensity, using a time-homogeneous, non mean-reverting, affine process: this gives the analytical marginal survival functions. Coupling the best fit copula with the calibrated margins we obtain, on a sample generation, a joint survival function which incorporates the stochastic nature of mortality improvements and is far from representing independency.On the contrary, since the best fit copula turns out to be a Nelsen one, dependency is increasing with age and long-term dependence exists

Normal-mode analysis of infrared and Raman spectra of poly(vinyl fluoride)

Infrared and Raman spectra of samples of poly(vinyl fluoride) (PVF) have been recorded. The vibrational spectra have been analyzed by means of normal-mode calculations. A force field was derived by using 2-fluorobutane as a model compound. Crowder's force field for hydrofluorocarbons was employed as a starting point and subsequently refined in application to secondary fluorides. A planar zigzag, syndiotactic single-chain model of crystalline PVF was submitted to be analyzed by this scheme. A comparison of observed infrared and Raman bands with frequencies calculated for syndiotactic PVF shows that PVF produced by conventional free radical polymerization has an atactic structure, supporting the 19F-NMR results and conclusions reached by Koenig and Boerio. Band assignments in terms of atactic structure are proposed.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/30156/1/0000533.pd

Scope for Credit Risk Diversification

This paper considers a simple model of credit risk and derives the limit distribution of losses under different assumptions regarding the structure of systematic risk and the nature of exposure or firm heterogeneity. We derive fat-tailed correlated loss distributions arising from Gaussian risk factors and explore the potential for risk diversification. Where possible the results are generalised to non-Gaussian distributions. The theoretical results indicate that if the firm parameters are heterogeneous but come from a common distribution, for sufficiently large portfolios there is no scope for further risk reduction through active portfolio management. However, if the firm parameters come from different distributions, then further risk reduction is possible by changing the portfolio weights. In either case, neglecting parameter heterogeneity can lead to underestimation of expected losses. But, once expected losses are controlled for, neglecting parameter heterogeneity can lead to overestimation of risk, whether measured by unexpected loss or value-at-risk

Exact 2-point function in Hermitian matrix model

J. Harer and D. Zagier have found a strikingly simple generating function for exact (all-genera) 1-point correlators in the Gaussian Hermitian matrix model. In this paper we generalize their result to 2-point correlators, using Toda integrability of the model. Remarkably, this exact 2-point correlation function turns out to be an elementary function - arctangent. Relation to the standard 2-point resolvents is pointed out. Some attempts of generalization to 3-point and higher functions are described.Comment: 31 pages, 1 figur

The Beta Ansatz: A Tale of Two Complex Structures

Brane tilings, sometimes called dimer models, are a class of bipartite graphs on a torus which encode the gauge theory data of four-dimensional SCFTs dual to D3-branes probing toric Calabi-Yau threefolds. An efficient way of encoding this information exploits the theory of dessin d’enfants, expressing the structure in terms of a permutation triple, which is in turn related to a Belyi pair, namely a holomorphic map from a torus to a P1 with three marked points. The procedure of a-maximization, in the context of isoradial embeddings of the dimer, also associates a complex structure to the torus, determined by the R-charges in the SCFT, which can be compared with the Belyi complex structure. Algorithms for the explicit construction of the Belyi pairs are described in detail. In the case of orbifolds, these algorithms are related to the construction of covers of elliptic curves, which exploits the properties of Weierstraß elliptic functions. We present a counter example to a previous conjecture identifying the complex structure of the Belyi curve to the complex structure associated with R-charges

Derivatives and Credit Contagion in Interconnected Networks

The importance of adequately modeling credit risk has once again been highlighted in the recent financial crisis. Defaults tend to cluster around times of economic stress due to poor macro-economic conditions, {\em but also} by directly triggering each other through contagion. Although credit default swaps have radically altered the dynamics of contagion for more than a decade, models quantifying their impact on systemic risk are still missing. Here, we examine contagion through credit default swaps in a stylized economic network of corporates and financial institutions. We analyse such a system using a stochastic setting, which allows us to exploit limit theorems to exactly solve the contagion dynamics for the entire system. Our analysis shows that, by creating additional contagion channels, CDS can actually lead to greater instability of the entire network in times of economic stress. This is particularly pronounced when CDS are used by banks to expand their loan books (arguing that CDS would offload the additional risks from their balance sheets). Thus, even with complete hedging through CDS, a significant loan book expansion can lead to considerably enhanced probabilities for the occurrence of very large losses and very high default rates in the system. Our approach adds a new dimension to research on credit contagion, and could feed into a rational underpinning of an improved regulatory framework for credit derivatives.Comment: 26 pages, 7 multi-part figure

Hamiltonian dynamics of the two-dimensional lattice phi^4 model

The Hamiltonian dynamics of the classical $\phi^4$ model on a two-dimensional square lattice is investigated by means of numerical simulations. The macroscopic observables are computed as time averages. The results clearly reveal the presence of the continuous phase transition at a finite energy density and are consistent both qualitatively and quantitatively with the predictions of equilibrium statistical mechanics. The Hamiltonian microscopic dynamics also exhibits critical slowing down close to the transition. Moreover, the relationship between chaos and the phase transition is considered, and interpreted in the light of a geometrization of dynamics.Comment: REVTeX, 24 pages with 20 PostScript figure