Characterization and distribution of Pogonomyrmex harvester ant lineages with genetic caste determination.

Genetic caste determination has been described in two populations of Pogonomyrmex harvester ants, each comprising a pair of interbreeding lineages. Queens mate with males of their own and of the alternate lineage and produce two types of diploid offspring, those fertilized by males of the queens' lineage which develop into queens and those fertilized by males of the other lineage which develop into workers. Each of the lineages has been shown to be itself of hybrid origin between the species Pogonomyrmex barbatus and Pogonomyrmex rugosus, which both have typical, environmentally determined caste differentiation. In a large scale genetic survey across 35 sites in Arizona, New Mexico and Texas, we found that genetic caste determination associated with pairs of interbreeding lineages occurred frequently (in 26 out of the 35 sites). Overall, we identified eight lineages with genetic caste determination that always co-occurred in the same complementary lineage pairs. Three of the four lineage pairs appear to have a common origin while their relationship with the fourth remains unclear. The level of genetic differentiation among these eight lineages was significantly higher than the differentiation between P. rugosus and P. barbatus, which questions the appropriate taxonomic status of these genetic lineages. In addition to being genetically isolated from one another, all lineages with genetic caste determination were genetically distinct from P. rugosus and P. barbatus, even when colonies of interbreeding lineages co-occurred with colonies of either putative parent at the same site. Such nearly complete reproductive isolation between the lineages and the species with environmental caste determination might prevent the genetic caste determination system to be swept away by gene flow.

Improving telecommunication security level by integrating quantum key distribution in communication protocols

Résumé La cryptographie classique est basée sur des concepts mathématiques dont la sécurité dépend de la complexité du calcul de l'inverse des fonctions. Ce type de chiffrement est à la merci de la puissance de calcul des ordinateurs ainsi que la découverte d'algorithme permettant le calcul des inverses de certaines fonctions mathématiques en un temps «raisonnable ». L'utilisation d'un procédé dont la sécurité est scientifiquement prouvée s'avère donc indispensable surtout les échanges critiques (systèmes bancaires, gouvernements,...). La cryptographie quantique répond à ce besoin. En effet, sa sécurité est basée sur des lois de la physique quantique lui assurant un fonctionnement inconditionnellement sécurisé. Toutefois, l'application et l'intégration de la cryptographie quantique sont un souci pour les développeurs de ce type de solution. Cette thèse justifie la nécessité de l'utilisation de la cryptographie quantique. Elle montre que le coût engendré par le déploiement de cette solution est justifié. Elle propose un mécanisme simple et réalisable d'intégration de la cryptographie quantique dans des protocoles de communication largement utilisés comme les protocoles PPP, IPSec et le protocole 802.1li. Des scénarios d'application illustrent la faisabilité de ces solutions. Une méthodologie d'évaluation, selon les critères communs, des solutions basées sur la cryptographie quantique est également proposée dans ce document. Abstract Classical cryptography is based on mathematical functions. The robustness of a cryptosystem essentially depends on the difficulty of computing the inverse of its one-way function. There is no mathematical proof that establishes whether it is impossible to find the inverse of a given one-way function. Therefore, it is mandatory to use a cryptosystem whose security is scientifically proven (especially for banking, governments, etc.). On the other hand, the security of quantum cryptography can be formally demonstrated. In fact, its security is based on the laws of physics that assure the unconditional security. How is it possible to use and integrate quantum cryptography into existing solutions? This thesis proposes a method to integrate quantum cryptography into existing communication protocols like PPP, IPSec and the 802.l1i protocol. It sketches out some possible scenarios in order to prove the feasibility and to estimate the cost of such scenarios. Directives and checkpoints are given to help in certifying quantum cryptography solutions according to Common Criteria.

Estimation of jump-diffusion processes via empirical characteristic functions

Preface The starting point for this work and eventually the subject of the whole thesis was the question: how to estimate parameters of the affine stochastic volatility jump-diffusion models. These models are very important for contingent claim pricing. Their major advantage, availability T of analytical solutions for characteristic functions, made them the models of choice for many theoretical constructions and practical applications. At the same time, estimation of parameters of stochastic volatility jump-diffusion models is not a straightforward task. The problem is coming from the variance process, which is non-observable. There are several estimation methodologies that deal with estimation problems of latent variables. One appeared to be particularly interesting. It proposes the estimator that in contrast to the other methods requires neither discretization nor simulation of the process: the Continuous Empirical Characteristic function estimator (EGF) based on the unconditional characteristic function. However, the procedure was derived only for the stochastic volatility models without jumps. Thus, it has become the subject of my research. This thesis consists of three parts. Each one is written as independent and self contained article. At the same time, questions that are answered by the second and third parts of this Work arise naturally from the issues investigated and results obtained in the first one. The first chapter is the theoretical foundation of the thesis. It proposes an estimation procedure for the stochastic volatility models with jumps both in the asset price and variance processes. The estimation procedure is based on the joint unconditional characteristic function for the stochastic process. The major analytical result of this part as well as of the whole thesis is the closed form expression for the joint unconditional characteristic function for the stochastic volatility jump-diffusion models. The empirical part of the chapter suggests that besides a stochastic volatility, jumps both in the mean and the volatility equation are relevant for modelling returns of the S&P500 index, which has been chosen as a general representative of the stock asset class. Hence, the next question is: what jump process to use to model returns of the S&P500. The decision about the jump process in the framework of the affine jump- diffusion models boils down to defining the intensity of the compound Poisson process, a constant or some function of state variables, and to choosing the distribution of the jump size. While the jump in the variance process is usually assumed to be exponential, there are at least three distributions of the jump size which are currently used for the asset log-prices: normal, exponential and double exponential. The second part of this thesis shows that normal jumps in the asset log-returns should be used if we are to model S&P500 index by a stochastic volatility jump-diffusion model. This is a surprising result. Exponential distribution has fatter tails and for this reason either exponential or double exponential jump size was expected to provide the best it of the stochastic volatility jump-diffusion models to the data. The idea of testing the efficiency of the Continuous ECF estimator on the simulated data has already appeared when the first estimation results of the first chapter were obtained. In the absence of a benchmark or any ground for comparison it is unreasonable to be sure that our parameter estimates and the true parameters of the models coincide. The conclusion of the second chapter provides one more reason to do that kind of test. Thus, the third part of this thesis concentrates on the estimation of parameters of stochastic volatility jump- diffusion models on the basis of the asset price time-series simulated from various "true" parameter sets. The goal is to show that the Continuous ECF estimator based on the joint unconditional characteristic function is capable of finding the true parameters. And, the third chapter proves that our estimator indeed has the ability to do so. Once it is clear that the Continuous ECF estimator based on the unconditional characteristic function is working, the next question does not wait to appear. The question is whether the computation effort can be reduced without affecting the efficiency of the estimator, or whether the efficiency of the estimator can be improved without dramatically increasing the computational burden. The efficiency of the Continuous ECF estimator depends on the number of dimensions of the joint unconditional characteristic function which is used for its construction. Theoretically, the more dimensions there are, the more efficient is the estimation procedure. In practice, however, this relationship is not so straightforward due to the increasing computational difficulties. The second chapter, for example, in addition to the choice of the jump process, discusses the possibility of using the marginal, i.e. one-dimensional, unconditional characteristic function in the estimation instead of the joint, bi-dimensional, unconditional characteristic function. As result, the preference for one or the other depends on the model to be estimated. Thus, the computational effort can be reduced in some cases without affecting the efficiency of the estimator. The improvement of the estimator s efficiency by increasing its dimensionality faces more difficulties. The third chapter of this thesis, in addition to what was discussed above, compares the performance of the estimators with bi- and three-dimensional unconditional characteristic functions on the simulated data. It shows that the theoretical efficiency of the Continuous ECF estimator based on the three-dimensional unconditional characteristic function is not attainable in practice, at least for the moment, due to the limitations on the computer power and optimization toolboxes available to the general public. Thus, the Continuous ECF estimator based on the joint, bi-dimensional, unconditional characteristic function has all the reasons to exist and to be used for the estimation of parameters of the stochastic volatility jump-diffusion models.

Polarized distribution of inducible nitric oxide synthase regulates activity in intestinal epithelial cells.

Inducible nitric oxide synthase (iNOS) functions as a homodimer. In cell extracts, iNOS molecules partition both in cytosolic and particulate fractions, indicating that iNOS exists as soluble and membrane associated forms. In this study, iNOS features were investigated in human intestinal epithelial cells stimulated with cytokines and in duodenum from mice exposed to flagellin. Our experiments indicate that iNOS is mainly associated with the particulate fraction of cell extracts. Confocal microscopy showed a preferential localization of iNOS at the apical pole of intestinal epithelial cells. In particulate fractions, iNOS dimers were more abundant than in the cytosolic fraction. Similar observations were seen in mouse duodenum samples. These results suggest that, in epithelial cells, iNOS activity is regulated by localization-dependent processes.