Statistical Properties of Strings

We investigate numerically the configurational statistics of strings. The algorithm models an ensemble of global $U(1)$ cosmic strings, or equivalently vortices in superfluid $^4$He. We use a new method which avoids the specification of boundary conditions on the lattice. We therefore do not have the artificial distinction between short and long string loops or a `second phase' in the string network statistics associated with strings winding around a toroidal lattice. Our lattice is also tetrahedral, which avoids ambiguities associated with the cubic lattices of previous work. We find that the percentage of infinite string is somewhat lower than on cubic lattices, 63\% instead of 80\%. We also investigate the Hagedorn transition, at which infinite strings percolate, controlling the string density by rendering one of the equilibrium states more probable. We measure the percolation threshold, the critical exponent associated with the divergence of a suitably defined susceptibility of the string loops, and that associated with the divergence of the correlation length.Comment: 20 pages, 8 figures (uuencoded) appended, DAMTP-94-56, SUSX-TP-94-7

Statistical Properties of Convex Clustering

In this manuscript, we study the statistical properties of convex clustering. We establish that convex clustering is closely related to single linkage hierarchical clustering and $k$-means clustering. In addition, we derive the range of tuning parameter for convex clustering that yields a non-trivial solution. We also provide an unbiased estimate of the degrees of freedom, and provide a finite sample bound for the prediction error for convex clustering. We compare convex clustering to some traditional clustering methods in simulation studies.Comment: 20 pages, 5 figure

Statistical properties of contact vectors

We study the statistical properties of contact vectors, a construct to characterize a protein's structure. The contact vector of an N-residue protein is a list of N integers n_i, representing the number of residues in contact with residue i. We study analytically (at mean-field level) and numerically the amount of structural information contained in a contact vector. Analytical calculations reveal that a large variance in the contact numbers reduces the degeneracy of the mapping between contact vectors and structures. Exact enumeration for lengths up to N=16 on the three dimensional cubic lattice indicates that the growth rate of number of contact vectors as a function of N is only 3% less than that for contact maps. In particular, for compact structures we present numerical evidence that, practically, each contact vector corresponds to only a handful of structures. We discuss how this information can be used for better structure prediction.Comment: 20 pages, 6 figure

Statistical properties of charged interfaces

We consider the equilibrium statistical properties of interfaces submitted to competing interactions; a long-range repulsive Coulomb interaction inherent to the charged interface and a short-range, anisotropic, attractive one due to either elasticity or confinement. We focus on one-dimensional interfaces such as strings. Model systems considered for applications are mainly aggregates of solitons in polyacetylene and other charge density wave systems, domain lines in uniaxial ferroelectrics and the stripe phase of oxides. At zero temperature, we find a shape instability which lead, via phase transitions, to tilted phases. Depending on the regime, elastic or confinement, the order of the zero-temperature transition changes. Thermal fluctuations lead to a pure Coulomb roughening of the string, in addition to the usual one, and to the presence of angular kinks. We suggest that such instabilities might explain the tilting of stripes in cuprate oxides. The 3D problem of the charged wall is also analyzed. The latter experiences instabilities towards various tilted phases separated by a tricritical point in the elastic regime. In the confinement regime, the increase of dimensionality favors either the melting of the wall into a Wigner crystal of its constituent charges or a strongly inclined wall which might have been observed in nickelate oxides.Comment: 17 pages, 11 figure

Statistical properties of neutral evolution

Neutral evolution is the simplest model of molecular evolution and thus it is most amenable to a comprehensive theoretical investigation. In this paper, we characterize the statistical properties of neutral evolution of proteins under the requirement that the native state remains thermodynamically stable, and compare them to the ones of Kimura's model of neutral evolution. Our study is based on the Structurally Constrained Neutral (SCN) model which we recently proposed. We show that, in the SCN model, the substitution rate decreases as longer time intervals are considered, and fluctuates strongly from one branch of the evolutionary tree to another, leading to a non-Poissonian statistics for the substitution process. Such strong fluctuations are also due to the fact that neutral substitution rates for individual residues are strongly correlated for most residue pairs. Interestingly, structurally conserved residues, characterized by a much below average substitution rate, are also much less correlated to other residues and evolve in a much more regular way. Our results could improve methods aimed at distinguishing between neutral and adaptive substitutions as well as methods for computing the expected number of substitutions occurred since the divergence of two protein sequences.Comment: 17 pages, 11 figure

Statistical Properties of Contact Maps

A contact map is a simple representation of the structure of proteins and other chain-like macromolecules. This representation is quite amenable to numerical studies of folding. We show that the number of contact maps corresponding to the possible configurations of a polypeptide chain of N amino acids, represented by (N-1)-step self avoiding walks on a lattice, grows exponentially with N for all dimensions D>1. We carry out exact enumerations in D=2 on the square and triangular lattices for walks of up to 20 steps and investigate various statistical properties of contact maps corresponding to such walks. We also study the exact statistics of contact maps generated by walks on a ladder.Comment: Latex file, 15 pages, 12 eps figures. To appear on Phys. Rev.

Statistical Properties of Microstructure Noise

We study the estimation of moments and joint moments of microstructure noise. Estimators of arbitrary order of (joint) moments are provided, for which we establish consistency as well as central limit theorems. In particular, we provide estimators of auto-covariances and auto-correlations of the noise. Simulation studies demonstrate excellent performance of our estimators even in the presence of jumps and irregular observation times. Empirical studies reveal (moderate) positive auto-correlation of the noise for the stocks tested