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 $a>0$, let $\{Y^{(a)}_n:n\ge 1\}$ be a sequence of independent and identically distributed random variables and $\{X^{(a)}_t:t\ge 0\}$ be a L\'evy processes such that $X_1^{(a)}\stackrel{d}{=} Y_1^{(a)}$, $\mathbb E X_1^{(a)}<0$ and $\mathbb E X_1^{(a)}\uparrow0$ as $a\downarrow0$. Let $S^{(a)}_n=\sum_{k=1}^n Y^{(a)}_k$. Then, under some mild assumptions, $\Delta(a)\max_{n\ge 0} S_n^{(a)}\stackrel{d}{\to} R\iff\Delta(a)\sup_{t\ge 0} X^{(a)}_t\stackrel{d}{\to} R$, for some random variable $R$ and some function $\Delta(\cdot)$. 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 $T$, 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 $F$ of the ancient nuclear DNA persists. We compute both $T$ and $F$. 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 WWWW Decay Mode of a Heavy Higgs Boson

We reanalyze the extraction of the heavy Higgs boson signal $H\rightarrow W^+W^-\rightarrow \bar\ell\nu,\ell\bar\nu$ $(\ell=e\hbox{ or }\mu)$ 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 $S/\sqrt B>6$ 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