2,800 research outputs found

    Time-Changed Poisson Processes

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    We consider time-changed Poisson processes, and derive the governing difference-differential equations (DDE) these processes. In particular, we consider the time-changed Poisson processes where the the time-change is inverse Gaussian, or its hitting time process, and discuss the governing DDE's. The stable subordinator, inverse stable subordinator and their iterated versions are also considered as time-changes. DDE's corresponding to probability mass functions of these time-changed processes are obtained. Finally, we obtain a new governing partial differential equation for the tempered stable subordinator of index 0<β<1,0<\beta<1, when β\beta is a rational number. We then use this result to obtain the governing DDE for the mass function of Poisson process time-changed by tempered stable subordinator. Our results extend and complement the results in Baeumer et al. \cite{B-M-N} and Beghin et al. \cite{BO-1} in several directions.Comment: 18 page

    Large deviations for a damped telegraph process

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    In this paper we consider a slight generalization of the damped telegraph process in Di Crescenzo and Martinucci (2010). We prove a large deviation principle for this process and an asymptotic result for its level crossing probabilities (as the level goes to infinity). Finally we compare our results with the analogous well-known results for the standard telegraph process

    Diffusion in multiscale spacetimes

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    We study diffusion processes in anomalous spacetimes regarded as models of quantum geometry. Several types of diffusion equation and their solutions are presented and the associated stochastic processes are identified. These results are partly based on the literature in probability and percolation theory but their physical interpretation here is different since they apply to quantum spacetime itself. The case of multiscale (in particular, multifractal) spacetimes is then considered through a number of examples and the most general spectral-dimension profile of multifractional spaces is constructed.Comment: 23 pages, 5 figures. v2: discussion improved, typos corrected, references adde

    Semi-Markov Graph Dynamics

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    In this paper, we outline a model of graph (or network) dynamics based on two ingredients. The first ingredient is a Markov chain on the space of possible graphs. The second ingredient is a semi-Markov counting process of renewal type. The model consists in subordinating the Markov chain to the semi-Markov counting process. In simple words, this means that the chain transitions occur at random time instants called epochs. The model is quite rich and its possible connections with algebraic geometry are briefly discussed. Moreover, for the sake of simplicity, we focus on the space of undirected graphs with a fixed number of nodes. However, in an example, we present an interbank market model where it is meaningful to use directed graphs or even weighted graphs.Comment: 25 pages, 4 figures, submitted to PLoS-ON

    ADP Ribosylation Factor Like 2 (Arl2) Regulates Breast Tumor Aggressivity in Immunodeficient Mice

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    We have previously reported that ADP ribosylation factor like 2 (Arl2), a small GTPase, content influences microtubule dynamics and cell cycle distribution in breast tumor cells, as well as the degree and distribution of phosphorylated P53. Here we show, in two different human breast adenocarcinoma models, that Arl2 content has a major impact on breast tumor cell aggressivity both in vitro and in vivo. Cells with reduced content of Arl2 displayed reduced contact inhibition, increased clonogenic or cluster formation as well as a proliferative advantage over control cells in an in vitro competition assay. These cells also caused larger tumors in SCID mice, a phenotype which was mimicked by the in vivo administration of siRNA directed against Arl2. Cells with increased Arl2 content displayed reduced aggressivity, both in vitro and in vivo, with enhanced necrosis and were also found to contain increased PP2A phosphatase activity. A rt-PCR analysis of fresh human tumor breast samples suggested that low Arl2 expression was associated with larger tumor size and greater risk of lymph node involvement at diagnosis. These data underline the role of Arl2, a small GTPase, as an important regulator of breast tumor cell aggressivity, both in vitro and in vivo
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