Crossover between Levy and Gaussian regimes in first passage processes

We propose a new approach to the problem of the first passage time. Our method is applicable not only to the Wiener process but also to the non--Gaussian L$\acute{\rm e}$vy flights or to more complicated stochastic processes whose distributions are stable. To show the usefulness of the method, we particularly focus on the first passage time problems in the truncated L$\acute{\rm e}$vy flights (the so-called KoBoL processes), in which the arbitrarily large tail of the L$\acute{\rm e}$vy distribution is cut off. We find that the asymptotic scaling law of the first passage time $t$ distribution changes from $t^{-(\alpha +1)/\alpha}$-law (non-Gaussian L$\acute{\rm e}$vy regime) to $t^{-3/2}$-law (Gaussian regime) at the crossover point. This result means that an ultra-slow convergence from the non-Gaussian L$\acute{\rm e}$vy regime to the Gaussian regime is observed not only in the distribution of the real time step for the truncated L$\acute{\rm e}$vy flight but also in the first passage time distribution of the flight. The nature of the crossover in the scaling laws and the scaling relation on the crossover point with respect to the effective cut-off length of the L$\acute{\rm e}$vy distribution are discussed.Comment: 18pages, 7figures, using revtex4, to appear in Phys.Rev.

Comprehensive Analysis of Market Conditions in the Foreign Exchange Market: Fluctuation Scaling and Variance-Covariance Matrix

We investigate quotation and transaction activities in the foreign exchange market for every week during the period of June 2007 to December 2010. A scaling relationship between the mean values of number of quotations (or number of transactions) for various currency pairs and the corresponding standard deviations holds for a majority of the weeks. However, the scaling breaks in some time intervals, which is related to the emergence of market shocks. There is a monotonous relationship between values of scaling indices and global averages of currency pair cross-correlations when both quantities are observed for various window lengths $\Delta t$.Comment: 13 pages, 10 figure

Tighter decoding reliability bound for Gallager's error-correcting code

Statistical physics is employed to evaluate the performance of error-correcting codes in the case of finite message length for an ensemble of Gallager's error correcting codes. We follow Gallager's approach of upper-bounding the average decoding error rate, but invoke the replica method to reproduce the tightest general bound to date, and to improve on the most accurate zero-error noise level threshold reported in the literature. The relation between the methods used and those presented in the information theory literature are explored

Genome-Wide Analysis of the Complex Transcriptional Networks of Rice Developing Seeds

<div><h3>Background</h3><p>The development of rice (<em>Oryza sativa</em>) seed is closely associated with assimilates storage and plant yield, and is fine controlled by complex regulatory networks. Exhaustive transcriptome analysis of developing rice embryo and endosperm will help to characterize the genes possibly involved in the regulation of seed development and provide clues of yield and quality improvement.</p> <h3>Principal Findings</h3><p>Our analysis showed that genes involved in metabolism regulation, hormone response and cellular organization processes are predominantly expressed during rice development. Interestingly, 191 transcription factor (TF)-encoding genes are predominantly expressed in seed and 59 TFs are regulated during seed development, some of which are homologs of seed-specific TFs or regulators of <em>Arabidopsis</em> seed development. Gene co-expression network analysis showed these TFs associated with multiple cellular and metabolism pathways, indicating a complex regulation of rice seed development. Further, by employing a cold-resistant <em>cultivar</em> Hanfeng (HF), genome-wide analyses of seed transcriptome at normal and low temperature reveal that rice seed is sensitive to low temperature at early stage and many genes associated with seed development are down-regulated by low temperature, indicating that the delayed development of rice seed by low temperature is mainly caused by the inhibition of the development-related genes. The transcriptional response of seed and seedling to low temperature is different, and the differential expressions of genes in signaling and metabolism pathways may contribute to the chilling tolerance of HF during seed development.</p> <h3>Conclusions</h3><p>These results provide informative clues and will significantly improve the understanding of rice seed development regulation and the mechanism of cold response in rice seed.</p> </div

Leaderless genes in bacteria: clue to the evolution of translation initiation mechanisms in prokaryotes

<p>Abstract</p> <p>Background</p> <p>Shine-Dalgarno (SD) signal has long been viewed as the dominant translation initiation signal in prokaryotes. Recently, leaderless genes, which lack 5'-untranslated regions (5'-UTR) on their mRNAs, have been shown abundant in archaea. However, current large-scale <it>in silico </it>analyses on initiation mechanisms in bacteria are mainly based on the SD-led initiation way, other than the leaderless one. The study of leaderless genes in bacteria remains open, which causes uncertain understanding of translation initiation mechanisms for prokaryotes.</p> <p>Results</p> <p>Here, we study signals in translation initiation regions of all genes over 953 bacterial and 72 archaeal genomes, then make an effort to construct an evolutionary scenario in view of leaderless genes in bacteria. With an algorithm designed to identify multi-signal in upstream regions of genes for a genome, we classify all genes into SD-led, TA-led and atypical genes according to the category of the most probable signal in their upstream sequences. Particularly, occurrence of TA-like signals about 10 bp upstream to translation initiation site (TIS) in bacteria most probably means leaderless genes.</p> <p>Conclusions</p> <p>Our analysis reveals that leaderless genes are totally widespread, although not dominant, in a variety of bacteria. Especially for <it>Actinobacteria </it>and <it>Deinococcus-Thermus</it>, more than twenty percent of genes are leaderless. Analyzed in closely related bacterial genomes, our results imply that the change of translation initiation mechanisms, which happens between the genes deriving from a common ancestor, is linearly dependent on the phylogenetic relationship. Analysis on the macroevolution of leaderless genes further shows that the proportion of leaderless genes in bacteria has a decreasing trend in evolution.</p

Response of double-auction markets to instantaneous Selling–Buying signals with stochastic Bid–Ask spread

Double-auction, Bid–Ask spread, Response function, Minority game, Stochastic process, Non-equilibrium phenomena, Agent-based simulations, Econophysics,