Uniqueness of the embedding continuous convolution semigroup of a Gaussian probability measure on the affine group and an application in mathematical finance

Let {mu((i))(t)}(t >= 0) (i = 1, 2) be continuous convolution semigroups (c.c.s.) of probability measures on Aff(1) (the affine group on the real line). Suppose that mu((1))(1) = mu((2))(1). Assume furthermore that {mu((1))(t)}(t >= 0) is a Gaussian c.c.s. (in the sense that its generating distribution is a sum of a primitive distribution and a second-order differential operator). Then mu((1))(1) = mu((2))(1) for all t >= 0. We end up with a possible application in mathematical finance

Associations involving delays (particularly long delays) between certain weather parameters and geomagnetic activity

Four sunspot-minimum periods (1963-1966, 1971-1977, 1983-1987 and 1992-1997) have been examined for the results which are presented. Using several different weather parameters, tropospheric gravity waves, enhanced cold fronts and two rainfall data sets in Eastern Australia, associations at reasonably high levels of significance have been found with enhanced geomagnetic activity (EGA). Statistically this EGA involved either short delays of several days or long delays of about 20 days. The geomagnetic parameters used were (a) the AE index (b) the hourly H component for a number of stations and (c) the daily K-P-sum value. The K-P-sum analyses have shown that the EGA associated with the delays form part of four or five cycles of recurrent geomagnetic activity for 27-day periodicities. Furthermore statistically two recurrent cycles are found to exist concurrently, one apparently related to the short delays and the other to the long delays. Periodicities of 13.5 days are created because the two sets are displaced from each other by approximately this interval. A brief reference is made to the 13.5 periodicity known to exist for geomagnetic activity and the evidence in the literature for active regions on the sun to be displaced by 180 degrees of solar longitude

Transition probabilities for general birth-death processes with applications in ecology, genetics, and evolution

A birth-death process is a continuous-time Markov chain that counts the number of particles in a system over time. In the general process with $n$ current particles, a new particle is born with instantaneous rate $\lambda_n$ and a particle dies with instantaneous rate $\mu_n$. Currently no robust and efficient method exists to evaluate the finite-time transition probabilities in a general birth-death process with arbitrary birth and death rates. In this paper, we first revisit the theory of continued fractions to obtain expressions for the Laplace transforms of these transition probabilities and make explicit an important derivation connecting transition probabilities and continued fractions. We then develop an efficient algorithm for computing these probabilities that analyzes the error associated with approximations in the method. We demonstrate that this error-controlled method agrees with known solutions and outperforms previous approaches to computing these probabilities. Finally, we apply our novel method to several important problems in ecology, evolution, and genetics

Evaluación del riesgo de inundación a múltiples componentes en la costa del Maresme

The coast is one of the areas most affected by natural hazards, with floods being the most frequent and significant of these in terms of their induced impacts, so any management scheme requires their evaluation. In coastal areas, flooding is a hazard associated with different processes acting at different scales: coastal storms, flash floods and sea level rise (SLR). To address the problem as a whole, this study presents a methodology to undertake a preliminary integrated risk assessment of the magnitude of each flood component, taking into account their scope (extension of the affected area) and their temporal scale. The risk is quantified using specific indicators to assess the hazard magnitude (for each component) and the consequences. This allows for a robust comparison of the spatial risk distribution along the coast in order to identify both the most at-risk areas and the most influential risk components. This methodology is applied to a stretch of coastline (Maresme, Catalonia) representative of the Spanish Mediterranean coast. The results obtained characterise this coastline as an area with a relatively low overall risk, although some hotspots are identified as having high-risk values. Resumen: La costa es una de las zonas más sometidas a riesgos naturales, siendo la inundación uno de los más frecuentes e importantes en términos de daños inducidos, por lo que cualquier esquema de gestión requiere evaluación. La inundación en zonas costeras es una amenaza natural asociada a diferentes procesos que actúan a distintas escalas: tormentas costeras, riadas y subida del nivel del mar (SNM). Para abarcar la totalidad del problema, este trabajo propone una metodología para la evaluación preliminar del riesgo integrado de inundación costera a una escala regional que permite evaluar la magnitud de cada componente teniendo en cuenta su alcance (extensión de la zona afectada) y su escala temporal. El riesgo se cuantifica en función de unos indicadores específicos que valoran la magnitud de la amenaza para cada componente y las consecuencias. Esto permite comparar robustamente la distribución espacial del riesgo a lo largo de la costa, para identificar tanto zonas de mayor riesgo como las componentes que más contribuyen al mismo. Aplicamos esta metodología a un tramo de costa característica del Mediterráneo español (Maresme, Cataluña). Los resultados permiten caracterizar esta costa como un área con un riesgo global relativamente bajo, pero algunos puntos singulares con riesgo alto

Direct and Inverse Computation of Jacobi Matrices of Infinite Homogeneous Affine I.F.S

We introduce a new set of algorithms to compute Jacobi matrices associated with measures generated by infinite systems of iterated functions. We demonstrate their relevance in the study of theoretical problems, such as the continuity of these measures and the logarithmic capacity of their support. Since our approach is based on a reversible transformation between pairs of Jacobi matrices, we also discuss its application to an inverse / approximation problem. Numerical experiments show that the proposed algorithms are stable and can reliably compute Jacobi matrices of large order.Comment: 20 pages 6 figure

AP-1 Is a Component of the Transcriptional Network Regulated by GSK-3 in Quiescent Cells

The protein kinase GSK-3 is constitutively active in quiescent cells in the absence of growth factor signaling. Previously, we identified a set of genes that required GSK-3 to maintain their repression during quiescence. Computational analysis of the upstream sequences of these genes predicted transcription factor binding sites for CREB, NFκB and AP-1. In our previous work, contributions of CREB and NFκB were examined. In the current study, the AP-1 component of the signaling network in quiescent cells was explored.Using chromatin immunoprecipitation analysis, two AP-1 family members, c-Jun and JunD, bound to predicted upstream regulatory sequences in 8 of the 12 GSK-3-regulated genes. c-Jun was phosphorylated on threonine 239 by GSK-3 in quiescent cells, consistent with previous studies demonstrating inhibition of c-Jun by GSK-3. Inhibition of GSK-3 attenuated this phosphorylation, resulting in the stabilization of c-Jun. The association of c-Jun with its target sequences was increased by growth factor stimulation as well as by direct GSK-3 inhibition. The physiological role for c-Jun was also confirmed by siRNA inhibition of gene induction.These results indicate that inhibition of c-Jun by GSK-3 contributes to the repression of growth factor-inducible genes in quiescent cells. Together, AP-1, CREB and NFκB form an integrated transcriptional network that is largely responsible for maintaining repression of target genes downstream of GSK-3 signaling

Community evaluation of glycoproteomics informatics solutions reveals high-performance search strategies for serum glycopeptide analysis

Glycoproteomics is a powerful yet analytically challenging research tool. Software packages aiding the interpretation of complex glycopeptide tandem mass spectra have appeared, but their relative performance remains untested. Conducted through the HUPO Human Glycoproteomics Initiative, this community study, comprising both developers and users of glycoproteomics software, evaluates solutions for system-wide glycopeptide analysis. The same mass spectrometrybased glycoproteomics datasets from human serum were shared with participants and the relative team performance for N- and O-glycopeptide data analysis was comprehensively established by orthogonal performance tests. Although the results were variable, several high-performance glycoproteomics informatics strategies were identified. Deep analysis of the data revealed key performance-associated search parameters and led to recommendations for improved 'high-coverage' and 'high-accuracy' glycoproteomics search solutions. This study concludes that diverse software packages for comprehensive glycopeptide data analysis exist, points to several high-performance search strategies and specifies key variables that will guide future software developments and assist informatics decision-making in glycoproteomics

The role of sex separation in neutral speciation

Neutral speciation mechanisms based on isolation by distance and sexual selection, termed topopatric, have recently been shown to describe the observed patterns of abundance distributions and species-area relationships. Previous works have considered this type of process only in the context of hermaphrodic populations. In this work we extend a hermaphroditic model of topopatric speciation to populations where individuals are explicitly separated into males and females. We show that for a particular carrying capacity speciation occurs under similar conditions, but the number of species generated decreases as compared to the hermaphroditic case. Evolution results in fewer species having more abundant populations.Comment: 18 pages + 8 figure

Specific Roles of Akt iso Forms in Apoptosis and Axon Growth Regulation in Neurons

Akt is a member of the AGC kinase family and consists of three isoforms. As one of the major regulators of the class I PI3 kinase pathway, it has a key role in the control of cell metabolism, growth, and survival. Although it has been extensively studied in the nervous system, we have only a faint knowledge of the specific role of each isoform in differentiated neurons. Here, we have used both cortical and hippocampal neuronal cultures to analyse their function. We characterized the expression and function of Akt isoforms, and some of their substrates along different stages of neuronal development using a specific shRNA approach to elucidate the involvement of each isoform in neuron viability, axon development, and cell signalling. Our results suggest that three Akt isoforms show substantial compensation in many processes. However, the disruption of Akt2 and Akt3 significantly reduced neuron viability and axon length. These changes correlated with a tendency to increase in active caspase 3 and a decrease in the phosphorylation of some elements of the mTORC1 pathway. Indeed, the decrease of Akt2 and more evident the inhibition of Akt3 reduced the expression and phosphorylation of S6. All these data indicate that Akt2 and Akt3 specifically regulate some aspects of apoptosis and cell growth in cultured neurons and may contribute to the understanding of mechanisms of neuron death and pathologies that show deregulated growth