223 resultados para non-Gaussian volatility sequences
em University of Queensland eSpace - Australia
Resumo:
Spatial characterization of non-Gaussian attributes in earth sciences and engineering commonly requires the estimation of their conditional distribution. The indicator and probability kriging approaches of current nonparametric geostatistics provide approximations for estimating conditional distributions. They do not, however, provide results similar to those in the cumbersome implementation of simultaneous cokriging of indicators. This paper presents a new formulation termed successive cokriging of indicators that avoids the classic simultaneous solution and related computational problems, while obtaining equivalent results to the impractical simultaneous solution of cokriging of indicators. A successive minimization of the estimation variance of probability estimates is performed, as additional data are successively included into the estimation process. In addition, the approach leads to an efficient nonparametric simulation algorithm for non-Gaussian random functions based on residual probabilities.
Resumo:
We investigate an optical scheme to conditionally engineer quantum states using a beam splitter, homodyne detection, and a squeezed vacuum as an ancillar state. This scheme is efficient in producing non-Gaussian quantum states such as squeezed single photons and superpositions of coherent states (SCSs). We show that a SCS with well defined parity and high fidelity can be generated from a Fock state of n
Resumo:
We describe a generalization of the cluster-state model of quantum computation to continuous-variable systems, along with a proposal for an optical implementation using squeezed-light sources, linear optics, and homodyne detection. For universal quantum computation, a nonlinear element is required. This can be satisfied by adding to the toolbox any single-mode non-Gaussian measurement, while the initial cluster state itself remains Gaussian. Homodyne detection alone suffices to perform an arbitrary multimode Gaussian transformation via the cluster state. We also propose an experiment to demonstrate cluster-based error reduction when implementing Gaussian operations.
Resumo:
Translational pausing may occur due to a number of mechanisms, including the presence of non-optimal codons, and it is thought to play a role in the folding of specific polypeptide domains during translation and in the facilitation of signal peptide recognition during see-dependent protein targeting. In this whole genome analysis of Escherichia coli we have found that non-optimal codons in the signal peptide-encoding sequences of secretory genes are overrepresented relative to the mature portions of these genes; this is in addition to their overrepresentation in the 5'-regions of genes encoding non-secretory proteins. We also find increased non-optimal codon usage at the 3' ends of most E. coli genes, in both non-secretory and secretory sequences. Whereas presumptive translational pausing at the 5' and 3' ends of E. coli messenger RNAs may clearly have a general role in translation, we suggest that it also has a specific role in sec-dependent protein export, possibly in facilitating signal peptide recognition. This finding may have important implications for our understanding of how the majority of non-cytoplasmic proteins are targeted, a process that is essential to all biological cells. (C) 2004 Elsevier Inc. All rights reserved.
Resumo:
PCR-based cancer diagnosis requires detection of rare mutations in k-ras, p53 or other genes. The assumption has been that mutant and wild-type sequences amplify with near equal efficiency, so that they are eventually present in proportions representative of the starting material. Work factor IX suggests that this assumption is invalid for one case of near-sequence identity To test the generality of this phenomenon and its relevance to cancer diagnosis, primers distant from point mutations in p53 and k-ras were used to amplify, wild-type and mutant sequences from these genes. A substantial bias against PCR amplification of mutants was observed for two regions of the p53 gene and one region of k-ras. For kras and p53, bias was observed when the wild-type and mutant sequences were amplified separately or when mixed in equal proportions before PCR. Bias was present with proofreading and non-proofreading polymerases. Mutant and wild-type segments of the factor V cystic fibrosis transmembrane conductance regulator and prothrombin genes were amplified and did not exhibit PCR bias. Therefore, the assumption of equal PCR efficiency for point mutant and wild-type sequences is invalid in several systems. Quantitative or diagnostic PCR will require validation for each locus, and enrichment strategies may be needed to optimize detection of mutants.
Resumo:
A significant number of chimeric 16S rDNA sequences of diverse origin were identified in the public databases by partial treeing analysis. This suggests that chimeric sequences, representing phylogenetically novel non-existent organisms, are routinely being overlooked in molecular phylogenetic surveys despite a general awareness of PCR-generated artefacts amongst researchers.
Resumo:
We describe here two new transposable elements, CemaT4 and CemaT5, that were identified within the sequenced genome of Caenorhabditis elegans using homology based searches. Five variants of CemaT4 were found, all non-autonomous and sharing 26 bp inverted terminal repeats (ITRs) and segments (152-367 bp) of sequence with similarity to the CemaT1 transposon of C. elegans. Sixteen copies of a short, 30 bp repetitive sequence, comprised entirely of an inverted repeat of the first 15 bp of CemaT4's ITR, were also found, each flanked by TA dinucleotide duplications, which are hallmarks of target site duplications of mariner-Tc transposon transpositions. The CemaT5 transposable element had no similarity to maT elements, except for sharing identical ITR sequences with CemaT3. We provide evidence that CemaT5 and CemaT3 are capable of excising from the C. elegans genome, despite neither transposon being capable of encoding a functional transposase enzyme. Presumably, these two transposons are cross-mobilised by an autonomous transposon that recognises their shared ITRs. The excisions of these and other non-autonomous elements may provide opportunities for abortive gap repair to create internal deletions and/or insert novel sequence within these transposons. The influence of non-autonomous element mobility and structural diversity on genome variation is discussed.
Resumo:
A newly described non-long terminal repeat (non-LTR) retrotransposon element was isolated from the genome of the Oriental schistosome, Schistosoma japonicum. At least 1000 partial copies of the element, which was named pido, were dispersed throughout the genome of S. japonicum. As is usual with non-LTR retrotransposons, it is expected that many pido elements will be 5'-truncated. A consensus sequence of 3564 bp of the truncated pido element was assembled from several genomic fragments that contained pido-hybridizing sequences. The sequence encoded part of the first open reading frame (ORF), the entire second ORF and, at its 3'-terminus, a tandemly repetitive, A-rich (TA(6)TA(5)TA(8)) tail, The ORF1 of pido encoded a nucleic acid binding protein and ORF2 encoded a retroviral-like polyprotein that included apurinic/apyrimidinic endonuclease (EN) and reverse transcriptase (RT) domains, in that order. Based on its sequence and structure, and phylogenetic analyses of both the RT and EN domains, pido belongs to the chicken repeat 1 (CR1)-like lineage of elements known from the chicken, turtle, puffer fish, mosquitoes and other taxa. pido shared equal similarity with CRI from chicken, an uncharacterized retrotransposon from Caenorhabditis elegans and SR1 (a non-LTR retrotransposon) from the related blood fluke Schistosoma mansoni; the level of similarity between pido and SR1 indicated that these two schistosome retrotransposons were related but not orthologous. The findings indicate that schistosomes have been colonized by at least two discrete CRI-like elements. Whereas pido did not appear to have a tight target site specificity, at least one copy of pido has inserted into the 3'-untranslated region of a protein-encoding gene (GeriBank AW736757) of as yet unknown identity. mRNA encoding the RT of pido was detected by reverse transcription-polymerase chain reaction in the egg, miracidium. and adult developmental stages of S. japonicum, indicating that the RT domain was transcribed and suggesting that pido was replicating actively and mobile within the S. japonicum genome. (C) 2002 Elsevier Science B.V. All rights reserved.
Resumo:
A new RTE-like, non-long terminal repeat retrotransposon, termed SjR2, from the human blood fluke, Schistosoma japonicum, is described. SjR2 is similar to3.9 kb in length and is constituted of a single open reading frame encoding a polyprotein with apurinic/apyrimidinic endonuclease and reverse transcriptase domains. The open reading frame is bounded by 5'- and 3'-terininal untranslated regions and, at its 3-terminus, SjR2 bears a short (TGAC)(3) repeat. Phylogenetic analyses based on conserved domains of reverse transcriptase or endonuclease revealed that SjR2 belonged to the RTE clade of non-long terminal repeat retrotransposons. Further, SjR2 was homologous, but probably not orthologous, to SR2 front the African blood fluke, Schistosoma mansoni; this RTE-like family of non-long terminal repeat retrotransposons appears to have arisen before the divergence of the extant schistosome species. Hybridisation analyses indicated that similar to 10,000 copies of SjR2 were dispersed throughout the S. japonicum chromosomes, accounting for up to 14% of the nuclear genome. Messenger RNAs encoding the reverse transcriptase and endonuclease domains of SjR2 were detected in several developmental stages of the schistosome, indicating that the retrotransposon was actively replicating within the genome of the parasite. Exploration of the coding and non-coding regions of SjR2 revealed two notable characteristics. First, the recombinant reverse transcriptase domain of SjR2 expressed in insect cells primed reverse transcription of SjR2 mRNA in vitro. By contrast, recombinant SjR2-endonuclease did not appear to cleave schistosome or plasmid DNA. Second, the 5'-untranslated region of SjR2 was >80% identical to the 3-untranslated region of a schistosome heat shock protein-70 gene (hsp-70) in the antisense orientation, indicating that SjR2-like elements were probably inserted into the non-coding regions of ancestral S. japonicum HSP-70, probably after the species diverged from S. mansoni. (C) 2002 Australian Society for Parasitology Inc. Published by Elsevier Science Ltd. All rights reserved.
Resumo:
The nuclear import of simian-virus-40 large T-antigen (tumour antigen) is enhanced via phosphorylation by the protein kinase CK2 at Ser(112) in the vicinity of the NLS (nuclear localization sequence). To determine the structural basis of the effect of the sequences flanking the basic cluster KKKRK, and the effect of phosphorylation on the recognition of the NLS by the nuclear import factor importin-alpha (Impalpha), we co-crystallized non-autoinhibited Impalpha with peptides corresponding to the phosphorylated and non-phosphorylated forms of the NLS, and determined the crystal structures of the complexes. The structures show that the amino acids N-terminally flanking the basic cluster make specific contacts with the receptor that are distinct from the interactions between bipartite NLSs and Impalpha. We confirm the important role of flanking sequences using binding assays. Unexpectedly, the regions of the peptides containing the phosphorylation site do not make specific contacts with the receptor. Binding assays confirm that phosphorylation does not increase the affinity of the T-antigen NLS to Impalpha. We conclude that the sequences flanking the basic clusters in NLSs play a crucial role in nuclear import by modulating the recognition of the NLS by Impalpha, whereas phosphorylation of the T-antigen enhances nuclear import by a mechanism that does not involve a direct interaction of the phosphorylated residue with Impalpha.
Resumo:
Optical tweezers are widely used for the manipulation of cells and their internal structures. However, the degree of manipulation possible is limited by poor control over the orientation of the trapped cells. We show that it is possible to controllably align or rotate disc-shaped cells-chloroplasts of Spinacia oleracea-in a plane-polarized Gaussian beam trap, using optical torques resulting predominantly from circular polarization induced in the transmitted beam by the non-spherical shape of the cells.
Resumo:
A central feature in the Hilbert space formulation of classical mechanics is the quantisation of classical Lionville densities, leading to what may be termed Groenewold operators. We investigate the spectra of the Groenewold operators that correspond to Gaussian and to certain uniform Lionville densities. We show that when the classical coordinate-momentum uncertainty product falls below Heisenberg's limit, the Groenewold operators in the Gaussian case develop negative eigenvalues and eigenvalues larger than 1. However, in the uniform case, negative eigenvalues are shown to persist for arbitrarily large values of the classical uncertainty product.
Resumo:
Proposed by M. Stutzer (1996), canonical valuation is a new method for valuing derivative securities under the risk-neutral framework. It is non-parametric, simple to apply, and, unlike many alternative approaches, does not require any option data. Although canonical valuation has great potential, its applicability in realistic scenarios has not yet been widely tested. This article documents the ability of canonical valuation to price derivatives in a number of settings. In a constant-volatility world, canonical estimates of option prices struggle to match a Black-Scholes estimate based on historical volatility. However, in a more realistic stochastic-volatility setting, canonical valuation outperforms the Black-Scholes model. As the volatility generating process becomes further removed from the constant-volatility world, the relative performance edge of canonical valuation is more evident. In general, the results are encouraging that canonical valuation is a useful technique for valuing derivatives. (C) 2005 Wiley Periodicals, Inc.
Resumo:
The present paper investigates the characteristics of short-term interest rates in several countries. We examine the importance of nonlinearities in the mean reversion and volatility of short-term interest rates. We examine various models that allow the conditional mean (drift) and conditional variance (diffusion) to be functions of the current short rate.We find that different markets require different models. In particular, we find evidence of nonlinear mean reversion in some of the countries that we examine, linear mean reversion in others and no mean reversion in some countries. For all countries we examine, there is strong evidence of the need for the volatility of interest rate changes to be highly sensitive to the level of the short-term interest rate. Out-of-sample forecasting performance of one-factor short rate models is poor, stemming from the inability of the models to accommodate jumps and discontinuities in the time series data.