Exact solution to the mean exit time problem for free inertial processes driven by Gaussian white noise

We obtain the exact analytical expression, up to a quadrature, for the mean exit time, T(x,v), of a free inertial process driven by Gaussian white noise from a region (0,L) in space. We obtain a completely explicit expression for T(x,0) and discuss the dependence of T(x,v) as a function of the size L of the region. We develop a new method that may be used to solve other exit time problems.

Scaling and data collapse for the mean exit time of asset prices

We study theoretical and empirical aspects of the mean exit time (MET) of financial time series. The theoretical modeling is done within the framework of continuous time random walk. We empirically verify that the mean exit time follows a quadratic scaling law and it has associated a prefactor which is specific to the analyzed stock. We perform a series of statistical tests to determine which kind of correlation are responsible for this specificity. The main contribution is associated with the autocorrelation property of stock returns. We introduce and solve analytically both two-state and three-state Markov chain models. The analytical results obtained with the two-state Markov chain model allows us to obtain a data collapse of the 20 measured MET profiles in a single master curve.

Occupancy of a single site by many random walkers

We consider an infinite number of noninteracting lattice random walkers with the goal of determining statistical properties of the time, out of a total time T, that a single site has been occupied by n random walkers. Initially the random walkers are assumed uniformly distributed on the lattice except for the target site at the origin, which is unoccupied. The random-walk model is taken to be a continuous-time random walk and the pausing-time density at the target site is allowed to differ from the pausing-time density at other sites. We calculate the dependence of the mean time of occupancy by n random walkers as a function of n and the observation time T. We also find the variance for the cumulative time during which the site is unoccupied. The large-T behavior of the variance differs according as the random walk is transient or recurrent. It is shown that the variance is proportional to T at large T in three or more dimensions, it is proportional to T3/2 in one dimension and to TlnT in two dimensions.

Exact solution to the exit-time problem for an undamped free particle driven by Gaussian white noise

In a recent paper [Phys. Rev. Lett. 75, 189 (1995)] we have presented the exact analytical expression for the mean exit time, T(x,v), of a free inertial process driven by Gaussian white noise out of a region (0,L) in space. In this paper we give a detailed account of the method employed and present results on asymptotic properties and averages of T(x,v).

Variational localized-site cluster expansions. X. Dimerization in linear Heisenberg chains

Ground-state instability to bond alternation in long linear chains is considered from the point of view of valence-bond (VB) theory. This instability is viewed as the consequence of a long-range order (LRO) which is expected if the ground state is reasonably described in terms of the Kekulé states (with nearest-neighbor singlet pairing). It is argued that the bond alternation and associated LRO predicted by this simple, VB picture is retained for certain linear Heisenberg models; many-body VB calculations on spin s=1 / 2 and s=1 chains are carried out in a test of this argument.

dKDM5/LID regulates H3K4me3 dynamics at the transcription-start site (TSS) of actively transcribed developmental genes

H3K4me3 is a histone modification that accumulates at the transcription-start site (TSS) of active genes and is known to be important for transcription activation. The way in which H3K4me3 is regulated at TSS and the actual molecular basis of its contribution to transcription remain largely unanswered. To address these questions, we have analyzed the contribution of dKDM5/LID, the main H3K4me3 demethylase in Drosophila, to the regulation of the pattern of H3K4me3. ChIP-seq results show that, at developmental genes, dKDM5/LID localizes at TSS and regulates H3K4me3. dKDM5/LID target genes are highly transcribed and enriched in active RNApol II and H3K36me3, suggesting a positive contribution to transcription. Expression-profiling show that, though weakly, dKDM5/LID target genes are significantly downregulated upon dKDM5/LID depletion. Furthermore, dKDM5/LID depletion results in decreased RNApol II occupancy, particularly by the promoter-proximal Pol lloser5 form. Our results also show that ASH2, an evolutionarily conserved factor that locates at TSS and is required for H3K4me3, binds and positively regulates dKDM5/LID target genes. However, dKDM5/LID and ASH2 do not bind simultaneously and recognize different chromatin states, enriched in H3K4me3 and not, respectively. These results indicate that, at developmental genes, dKDM5/LID and ASH2 coordinately regulate H3K4me3 at TSS and that this dynamic regulation contributes to transcription.

Les meules rotatives du site ibérique d'Alorda Park (Calafell, Baix Penedès, Tarragona)

El jaciment iberic d'Alorda Park esta situat a la costa central de Catalunya, a uns 30 km al nordest de Tarragona. El jaciment, l'ocupació del qual es data principalment entre el s. VI i el III aC, ha estat excavat extensament des de 1983. Els treballs d'excavació han lliurat sis metae i disset catilli de molins rotatius, la major part deis quals han estat reutilitzats per a usos secundaris. D' altra banda, cap molí rotatiu ha estat trobat in situ a l'interior d'una casa, de manera que es dedueix que la molta amb aquests instruments era probablement una activitat practicada en instaHacions communals o bé per especialistes. Pel que fa a la funcionalitat d'aquestes peces, les analisis de residus indiquen que eren utilitzades per a la molta de cereal s i, en un sol cas, de faves. Pel que fa a la cronologia, el més antic d'aquests exemplars data de mitjan segle V aC, i la utilització deis molins de rotació continua fins a finals de 1'0- cupació de I'assentament. AIllarg d'aquests tres segles, els molins rotatius d' Alorda Park sofreixen una evolució morfologica els trets essencials de la qual han pogut ser establerts. Els exemplars presentats són morfologicament similars a altres molins iberics de la costa central de Catalunya, pero es diferencien considerablement deis models documentats al País Valencia, a Ullastret i a la Gal'lia meridional. Aquest fet sembla indicar I'existencia de tradicions locals ben caracteritzades, que hauran de ser precisades per les recerques futures. Finalment, cal observar que, segons les analisis de residus, els altres instruments lítics o de triturat descoberts al jaciment (molins de vaivé, morters) han estat utilitzats per a la transformació de materies primeres.

Les meules rotatives du site ibérique d'Alcorda Park (Calafell, Baix Penedès, Tarragona)

El jaciment ibèric d' Alorda Park està situat a la costa central de Catalunya, a uns 30 km al nordest de Tarragona. El jaciment, l'ocupació del qual es data principalment entre el s. VI i el III aC, ha estat excavat extensament des de 1983. Els treballs d'excavació han lliurat sis metae i disset catilli de molins rotatius, la major part dels quals han estat reutilitzats per a usos secundaris. D' altra banda, cap molí rotatiu ha estat trobat in situ a l'interior d'una casa, de manera que es dedueix que la molta amb aquests instruments era probablement una activitat practicada en instal·lacions communals o bé per especialistes. Pel que fa a la funcionalitat d'aquestes peces, les anàlisis de residus indiquen que eren utilitzades per a la molta de cereals i, en un sol cas, de faves. Pel que fa a la cronologia, el més antic d'aquests exemplars data de mitjan segle V aC, i la utilització dels molins de rotació continua fins a finals de l'ocupació de l'assentament. Al llarg d'aquests tres segles, els molins rotatius d' Alorda Park sofreixen una evolució morfològica els trets essencials de la qual han pogut ser establerts. Els exemplars presentats són morfologicament similars a altres molins iberics de la costa central de Catalunya, pero es diferencien considerablement dels models documentats al País Valencia, a Ullastret i a la Gal·lia meridional. Aquest fet sembla indicar l'existència de tradicions locals ben caracteritzades, que hauran de ser precisades per les recerques futures. Finalment, cal observar que, segons les analisis de residus, els altres instruments lítics o de triturat descoberts al jaciment (molins de vaivé, morters) han estat utilitzats per a la transformació de materies primeres.

Essential residues in the H-NS binding site of Hha, a co-regulator of horizontally acquired genes in Enterobacteria

Proteins of the Hha/YmoA family co-regulate with H-NS the expression of horizontally acquired genes in Enterobacteria. Systematic mutations of conserved acidic residues in Hha have allowed the identification of D48 as an essential residue for H-NS binding and the involvement of E25. Mutations of these residues resulted in deregulation of sensitive genes in vivo. D48 is only partially solvent accessible, yet it defines the functional binding interface between Hha and H-NS confirming that Hha has to undergo a conformational change to bind H-NS. Exposed acidic residues, such as E25, may electrostatically facilitate and direct the approach of Hha to the positively charged region of H-NS enabling the formation of the final complex when D48 becomes accessible by a conformational change of Hha.

Archaeological and archaeomagnetic dating at a site from the ager Tarraconensis (Tarragona, Spain): El Vila-sec Roman pottery

A very accurate archaeological dating of a Roman site in NE Spain (El Vila-sec) was made based on the typology of pottery artifacts. Three different phases were identifi ed with activity ranging from the mid- 1st century BC to the early-3rd century AD. Analyses of bricks from kilns at El Vila-sec produced data on their stored archaeomagnetic vector. These data were compared with the secular variation curve for the Iberian Peninsula and the SCHA.DIF.3K regional archaeomagnetic model. Both, the reference curve and the model, produced probability distributions for the final period of use for two kilns from the second archaeological phase that were not used during the third phase. At a 95% con fidence level, both time distributions cover a wide chronological range including the presumed archaeological age. Both the Iberian secular variation curve and the SCHA.DIF.3K regional model proved to be suitable models for dating the site, although on their own they do not produce a single unambiguous solution. This archaeomagnetic approach could also be applied to neighbouring archaeological sites that have an imprecise archaeological age.

The Determinants of Exit in Argentina: Core and Peripheral Regions

This paper analyses the regional determinants of exit in Argentina. We find evidence of a dynamic revolving door by which past entrants increase current exits, particularly in the peripheral regions. In the central regions, current and past incumbents cause an analogous displacement effect. Also, exit shows a U-shaped relationship with respect to the informal economy, although the positive effect is weaker in the central regions. These findings point to the existence of a core-periphery structure in the spatial distribution of exits. Key words: firm exit, count data models, Argentina JEL: R12; R30; C33