On the empirical eigenvalue distribution of slotted amplify-and-forward relaying protocol model

In this paper we consider the case of large cooperative communication systems where terminals use the protocol known as slotted amplify-and-forward protocol to aid the source in its transmission. Using the perturbation expansion methods of resolvents and large deviation techniques we obtain an expression for the Stieltjes transform of the asymptotic eigenvalue distribution of a sample covariance random matrix of the type HH† where H is the channel matrix of the transmission model for the transmission protocol we consider. We prove that the resulting expression is similar to the Stieltjes transform in its quadratic equation form for the Marcenko-Pastur distribution.

Probability distributed time delays: integrating spatial effects into temporal models

Background In order to provide insights into the complex biochemical processes inside a cell, modelling approaches must find a balance between achieving an adequate representation of the physical phenomena and keeping the associated computational cost within reasonable limits. This issue is particularly stressed when spatial inhomogeneities have a significant effect on system's behaviour. In such cases, a spatially-resolved stochastic method can better portray the biological reality, but the corresponding computer simulations can in turn be prohibitively expensive. Results We present a method that incorporates spatial information by means of tailored, probability distributed time-delays. These distributions can be directly obtained by single in silico or a suitable set of in vitro experiments and are subsequently fed into a delay stochastic simulation algorithm (DSSA), achieving a good compromise between computational costs and a much more accurate representation of spatial processes such as molecular diffusion and translocation between cell compartments. Additionally, we present a novel alternative approach based on delay differential equations (DDE) that can be used in scenarios of high molecular concentrations and low noise propagation. Conclusions Our proposed methodologies accurately capture and incorporate certain spatial processes into temporal stochastic and deterministic simulations, increasing their accuracy at low computational costs. This is of particular importance given that time spans of cellular processes are generally larger (possibly by several orders of magnitude) than those achievable by current spatially-resolved stochastic simulators. Hence, our methodology allows users to explore cellular scenarios under the effects of diffusion and stochasticity in time spans that were, until now, simply unfeasible. Our methodologies are supported by theoretical considerations on the different modelling regimes, i.e. spatial vs. delay-temporal, as indicated by the corresponding Master Equations and presented elsewhere.

Four models of the creative industries

Les activités et industries culturelles sont aujourd’hui englobées dans une nouvelle approche, celle d’industries créatives. Dans ce contexte, les interrogations sur les contributions de la culture au développement économique peuvent être repensées de manière élargie. La contribution examine les différentes réponses possibles à cette question, et quatre modèles sont ainsi distingués: l’approche du bien être; l’approche concurrentielle; l’approche de la croissance; l’approche de l’innovation. A chacun de ces modèles correspond une interprétation du lien entre activités créatives et économie. Ce sont ces interprétations dont la pertinence est appréciée à l’aide de données statistiques simples.

Bond–slip models for double strap joints strengthened by CFRP

This paper presents the results of a series of tension tests on CFRP bonded steel plate double strap joints. The main aim of this research is to provide detailed understanding of bond characteristics using experimental and numerical analysis of strengthened double strap joints under tension. A parametric study has been performed by numerical modelling with the variables of CFRP bond lengths, adhesive maximum strain and adhesive layer thicknesses. Finally, bond-slip models are proposed for three different types of adhesives within the range of the parametric study.

Correlations between designability and various structural characteristics of protein lattice models

Using six kinds of lattice types (4×4 ,5×5 , and6×6 square lattices;3×3×3 cubic lattice; and2+3+4+3+2 and4+5+6+5+4 triangular lattices), three different size alphabets (HP ,HNUP , and 20 letters), and two energy functions, the designability of proteinstructures is calculated based on random samplings of structures and common biased sampling (CBS) of proteinsequence space. Then three quantities stability (average energy gap),foldability, and partnum of the structure, which are defined to elucidate the designability, are calculated. The authors find that whatever the type of lattice, alphabet size, and energy function used, there will be an emergence of highly designable (preferred) structure. For all cases considered, the local interactions reduce degeneracy and make the designability higher. The designability is sensitive to the lattice type, alphabet size, energy function, and sampling method of the sequence space. Compared with the random sampling method, both the CBS and the Metropolis Monte Carlo sampling methods make the designability higher. The correlation coefficients between the designability, stability, and foldability are mostly larger than 0.5, which demonstrate that they have strong correlation relationship. But the correlation relationship between the designability and the partnum is not so strong because the partnum is independent of the energy. The results are useful in practical use of the designability principle, such as to predict the proteintertiary structure.

Diversification and value-at-risk

A pervasive and puzzling feature of banks’ Value-at-Risk (VaR) is its abnormally high level, which leads to excessive regulatory capital. A possible explanation for the tendency of commercial banks to overstate their VaR is that they incompletely account for the diversification effect among broad risk categories (e.g., equity, interest rate, commodity, credit spread, and foreign exchange). By underestimating the diversification effect, bank’s proprietary VaR models produce overly prudent market risk assessments. In this paper, we examine empirically the validity of this hypothesis using actual VaR data from major US commercial banks. In contrast to the VaR diversification hypothesis, we find that US banks show no sign of systematic underestimation of the diversification effect. In particular, diversification effects used by banks is very close to (and quite often larger than) our empirical diversification estimates. A direct implication of this finding is that individual VaRs for each broad risk category, just like aggregate VaRs, are biased risk assessments.