1,094 research outputs found
Convergence of the all-time supremum of a L\'evy process in the heavy-traffic regime
In this paper we derive a technique of obtaining limit theorems for suprema
of L\'evy processes from their random walk counterparts. For each , let
be a sequence of independent and identically distributed
random variables and be a L\'evy processes such that
, and as . Let .
Then, under some mild assumptions, , for some random variable and some function
. We utilize this result to present a number of limit theorems
for suprema of L\'evy processes in the heavy-traffic regime
Mitochondrial Dna Replacement Versus Nuclear Dna Persistence
In this paper we consider two populations whose generations are not
overlapping and whose size is large. The number of males and females in both
populations is constant. Any generation is replaced by a new one and any
individual has two parents for what concerns nuclear DNA and a single one (the
mother) for what concerns mtDNA. Moreover, at any generation some individuals
migrate from the first population to the second.
In a finite random time , the mtDNA of the second population is completely
replaced by the mtDNA of the first. In the same time, the nuclear DNA is not
completely replaced and a fraction of the ancient nuclear DNA persists. We
compute both and . Since this study shows that complete replacement of
mtDNA in a population is compatible with the persistence of a large fraction of
nuclear DNA, it may have some relevance for the Out of Africa/Multiregional
debate in Paleoanthropology
Parameter estimation in pair hidden Markov models
This paper deals with parameter estimation in pair hidden Markov models
(pair-HMMs). We first provide a rigorous formalism for these models and discuss
possible definitions of likelihoods. The model being biologically motivated,
some restrictions with respect to the full parameter space naturally occur.
Existence of two different Information divergence rates is established and
divergence property (namely positivity at values different from the true one)
is shown under additional assumptions. This yields consistency for the
parameter in parametrization schemes for which the divergence property holds.
Simulations illustrate different cases which are not covered by our results.Comment: corrected typo
Finding the Leptonic Decay Mode of a Heavy Higgs Boson
We reanalyze the extraction of the heavy Higgs boson signal from the
Standard Model background at hadron supercolliders, taking into account revised
estimates of the top quark background. With new acceptance criteria the
detection of the signal remains viable. Requiring a forward jet-tag, a central
jet-veto, and a large relative transverse momentum of the two charged leptons
yields for one year of running at the SSC or LHC.Comment: LaTex(Revtex), 9 pages, 6 figures (available upon request),
MAD/PH/75
Harness processes and harmonic crystals
In the Hammersley harness processes the real-valued height at each site i in
Z^d is updated at rate 1 to an average of the neighboring heights plus a
centered random variable (the noise). We construct the process "a la Harris"
simultaneously for all times and boxes contained in Z^d. With this
representation we compute covariances and show L^2 and almost sure time and
space convergence of the process. In particular, the process started from the
flat configuration and viewed from the height at the origin converges to an
invariant measure. In dimension three and higher, the process itself converges
to an invariant measure in L^2 at speed t^{1-d/2} (this extends the convergence
established by Hsiao). When the noise is Gaussian the limiting measures are
Gaussian fields (harmonic crystals) and are also reversible for the process.Comment: 21 pages. Revised version with minor changes. Version almost
identical to the one to be published in SP
Mean-field methods in evolutionary duplication-innovation-loss models for the genome-level repertoire of protein domains
We present a combined mean-field and simulation approach to different models
describing the dynamics of classes formed by elements that can appear,
disappear or copy themselves. These models, related to a paradigm
duplication-innovation model known as Chinese Restaurant Process, are devised
to reproduce the scaling behavior observed in the genome-wide repertoire of
protein domains of all known species. In view of these data, we discuss the
qualitative and quantitative differences of the alternative model formulations,
focusing in particular on the roles of element loss and of the specificity of
empirical domain classes.Comment: 10 Figures, 2 Table
Effect of selection on ancestry: an exactly soluble case and its phenomenological generalization
We consider a family of models describing the evolution under selection of a
population whose dynamics can be related to the propagation of noisy traveling
waves. For one particular model, that we shall call the exponential model, the
properties of the traveling wave front can be calculated exactly, as well as
the statistics of the genealogy of the population. One striking result is that,
for this particular model, the genealogical trees have the same statistics as
the trees of replicas in the Parisi mean-field theory of spin glasses. We also
find that in the exponential model, the coalescence times along these trees
grow like the logarithm of the population size. A phenomenological picture of
the propagation of wave fronts that we introduced in a previous work, as well
as our numerical data, suggest that these statistics remain valid for a larger
class of models, while the coalescence times grow like the cube of the
logarithm of the population size.Comment: 26 page
On exact time-averages of a massive Poisson particle
In this work we study, under the Stratonovich definition, the problem of the
damped oscillatory massive particle subject to a heterogeneous Poisson noise
characterised by a rate of events, \lambda (t), and a magnitude, \Phi,
following an exponential distribution. We tackle the problem by performing
exact time-averages over the noise in a similar way to previous works analysing
the problem of the Brownian particle. From this procedure we obtain the
long-term equilibrium distributions of position and velocity as well as
analytical asymptotic expressions for the injection and dissipation of energy
terms. Considerations on the emergence of stochastic resonance in this type of
system are also set forth.Comment: 21 pages, 5 figures. To be published in Journal of Statistical
Mechanics: Theory and Experimen
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