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

Optimal Strategies for Prudent Investors

We consider a stochastic model of investment on an asset of a stock market for a prudent investor. She decides to buy permanent goods with a fraction \a of the maximum amount of money owned in her life in order that her economic level never decreases. The optimal strategy is obtained by maximizing the exponential growth rate for a fixed \a. We derive analytical expressions for the typical exponential growth rate of the capital and its fluctuations by solving an one-dimensional random walk with drift.Comment: 14 pages, LaTeX, epsfig.sty, 7 eps figures, minor changes; accepted for International J. of Theoretical and Applied Financ

Lack of self-average in weakly disordered one dimensional systems

We introduce a one dimensional disordered Ising model which at zero temperature is characterized by a non-trivial, non-self-averaging, overlap probability distribution when the impurity concentration vanishes in the thermodynamic limit. The form of the distribution can be calculated analytically for any realization of disorder. For non-zero impurity concentration the distribution becomes a self-averaging delta function centered on a value which can be estimated by the product of appropriate transfer matrices.Comment: 17 pages + 5 figures, TeX dialect: Plain TeX + IOP macros (included

A general methodology to price and hedge derivatives in incomplete markets

We introduce and discuss a general criterion for the derivative pricing in the general situation of incomplete markets, we refer to it as the No Almost Sure Arbitrage Principle. This approach is based on the theory of optimal strategy in repeated multiplicative games originally introduced by Kelly. As particular cases we obtain the Cox-Ross-Rubinstein and Black-Scholes in the complete markets case and the Schweizer and Bouchaud-Sornette as a quadratic approximation of our prescription. Technical and numerical aspects for the practical option pricing, as large deviation theory approximation and Monte Carlo computation are discussed in detail.Comment: 24 pages, LaTeX, epsfig.sty, 5 eps figures, changes in the presentation of the method, submitted to International J. of Theoretical and Applied Financ

Data Fusion Techniques for Processing Aerospace Remote Sensing Electro-Optical Data

This paper deals with data fusion between different resolution multispectral (MS) and panchromatic (Pan) images in order to obtain high spatial resolution MS images. A survey is provided about the state-of-the-art data fusion techniques and synthesized product's quality assessment criteria. Several fusion algorithms and quality indexes were implemented in a Toolbox with a graphical user interface developed in MATLAB environment, namely Fusion Tool Box (FTB), developed to obtain experimental results. The analysis performed through FTB on two different data sets was oriented to validate the theoretical analysis and to perform a quantitative comparison among fusion algorithms for several applications. Results allow a first level evaluation of advantages and drawbacks of the various techniques for specific applications

The Settlement of Madagascar: What Dialects and Languages Can Tell Us

The dialects of Madagascar belong to the Greater Barito East group of the Austronesian family and it is widely accepted that the Island was colonized by Indonesian sailors after a maritime trek that probably took place around 650 CE. The language most closely related to Malagasy dialects is Maanyan, but Malay is also strongly related especially for navigation terms. Since the Maanyan Dayaks live along the Barito river in Kalimantan (Borneo) and they do not possess the necessary skill for long maritime navigation, they were probably brought as subordinates by Malay sailors. In a recent paper we compared 23 different Malagasy dialects in order to determine the time and the landing area of the first colonization. In this research we use new data and new methods to confirm that the landing took place on the south-east coast of the Island. Furthermore, we are able to state here that colonization probably consisted of a single founding event rather than multiple settlements.To reach our goal we find out the internal kinship relations among all the 23 Malagasy dialects and we also find out the relations of the 23 dialects to Malay and Maanyan. The method used is an automated version of the lexicostatistic approach. The data from Madagascar were collected by the author at the beginning of 2010 and consist of Swadesh lists of 200 items for 23 dialects covering all areas of the Island. The lists for Maanyan and Malay were obtained from a published dataset integrated with the author's interviews

Lexical evolution rates by automated stability measure

Phylogenetic trees can be reconstructed from the matrix which contains the distances between all pairs of languages in a family. Recently, we proposed a new method which uses normalized Levenshtein distances among words with same meaning and averages on all the items of a given list. Decisions about the number of items in the input lists for language comparison have been debated since the beginning of glottochronology. The point is that words associated to some of the meanings have a rapid lexical evolution. Therefore, a large vocabulary comparison is only apparently more accurate then a smaller one since many of the words do not carry any useful information. In principle, one should find the optimal length of the input lists studying the stability of the different items. In this paper we tackle the problem with an automated methodology only based on our normalized Levenshtein distance. With this approach, the program of an automated reconstruction of languages relationships is completed

Exact solution of a 2d random Ising model

The model considered is a d=2 layered random Ising system on a square lattice with nearest neighbours interaction. It is assumed that all the vertical couplings are equal and take the positive value J while the horizontal couplings are quenched random variables which are equal in the same row but can take the two possible values J and J-K in different rows. The exact solution is obtained in the limit case of infinite K for any distribution of the horizontal couplings. The model which corresponds to this limit can be seen as an ordinary Ising system where the spins of some rows, chosen at random, are frozen in an antiferromagnetic order. No phase transition is found if the horizontal couplings are independent random variables while for correlated disorder one finds a low temperature phase with some glassy properties.Comment: 10 pages, Plain TeX, 3 ps figures, submitted to Europhys. Let

Non-universality of the absorbing-state phase-transition in a linear chain with power-law diluted long-range connections

Abstract In this work we study the critical behavior of the absorbing state phase transition exhibited by the contact process in a linear chain with power-law diluted long-range connections. Each pair of sites is connected with a probability P ( r ) that decays with the distance between the sites r as 1 / r α . The model allows for a continuous tuning between a standard one-dimensional chain with only nearest neighbor couplings ( α → ∞ ) to a fully connected network ( α = 0 ). We develop a finite-size scaling analysis to obtain the critical point and a set of dynamical and stationary critical exponents for distinct values of the decay exponent α > 2 corresponding to finite average bond lengths and low average site connectivity. Data for the order parameter collapse over a universal curve when plotted after a proper rescaling of parameters. We show further that the critical exponents depend on α in the regime of diverging bond-length fluctuations ( α 3 )