The limits of brain determinacy.

The genes do not control everything that happens in a cell or an organism, because thermally induced molecular movements and conformation changes are beyond genetic control. The importance of uncontrolled events has been argued from the differences between isogenic organisms reared in virtually identical environments, but these might alternatively be attributed to subtle, undetected differences in the environment. The present review focuses on the uncontrolled events themselves in the context of the developing brain. These are considered at cellular and circuit levels because even if cellular physiology was perfectly controlled by the genes (which it is not), the interactions between different cells might still be uncoordinated. A further complication is that the brain contains mechanisms that buffer noise and others that amplify it. The final resultant of the battle between these contrary mechanisms is that developmental stochasticity is sufficiently low to make neurobehavioural defects uncommon, but a chance component of neural development remains. Thus, our brains and behaviour are not entirely determined by a combination of genes-plus-environment.

Inferring landscape effects on dispersal from genetic distances: how far can we go?

Functional connectivity affects demography and gene dynamics in fragmented populations. Besides species-specific dispersal ability, the connectivity between local populations is affected by the landscape elements encountered during dispersal. Documenting these effects is thus a central issue for the conservation and management of fragmented populations. In this study, we compare the power and accuracy of three methods (partial correlations, regressions and Approximate Bayesian Computations) that use genetic distances to infer the effect of landscape upon dispersal. We use stochastic individual-based simulations of fragmented populations surrounded by landscape elements that differ in their permeability to dispersal. The power and accuracy of all three methods are good when there is a strong contrast between the permeability of different landscape elements. The power and accuracy can be further improved by restricting analyses to adjacent pairs of populations. Landscape elements that strongly impede dispersal are the easiest to identify. However, power and accuracy decrease drastically when landscape complexity increases and the contrast between the permeability of landscape elements decreases. We provide guidelines for future studies and underline the needs to evaluate or develop approaches that are more powerful.

A probabilistic approach to niche-based community models for spatial forecasts of assemblage properties and their uncertainties

Aim Conservation strategies are in need of predictions that capture spatial community composition and structure. Currently, the methods used to generate these predictions generally focus on deterministic processes and omit important stochastic processes and other unexplained variation in model outputs. Here we test a novel approach of community models that accounts for this variation and determine how well it reproduces observed properties of alpine butterfly communities. Location The western Swiss Alps. Methods We propose a new approach to process probabilistic predictions derived from stacked species distribution models (S-SDMs) in order to predict and assess the uncertainty in the predictions of community properties. We test the utility of our novel approach against a traditional threshold-based approach. We used mountain butterfly communities spanning a large elevation gradient as a case study and evaluated the ability of our approach to model species richness and phylogenetic diversity of communities. Results S-SDMs reproduced the observed decrease in phylogenetic diversity and species richness with elevation, syndromes of environmental filtering. The prediction accuracy of community properties vary along environmental gradient: variability in predictions of species richness was higher at low elevation, while it was lower for phylogenetic diversity. Our approach allowed mapping the variability in species richness and phylogenetic diversity projections. Main conclusion Using our probabilistic approach to process species distribution models outputs to reconstruct communities furnishes an improved picture of the range of possible assemblage realisations under similar environmental conditions given stochastic processes and help inform manager of the uncertainty in the modelling results

Morphological changes in convection-diffusion-limited deposition

The effect of hydrodynamic flow upon diffusion-limited deposition on a line is investigated using a Monte Carlo model. The growth process is governed by the convection and diffusion field. The convective diffusion field is simulated by the biased-random walker resulting from a superimposed drift that represents the convective flow. The development of distinct morphologies is found with varying direction and strength of drift. By introducing a horizontal drift parallel to the deposition plate, the diffusion-limited deposit changes into a single needle inclined to the plate. The width of the needle decreases with increasing strength of drift. The angle between the needle and the plate is about 45° at high flow rate. In the presence of an inclined drift to the plate, the convection-diffusion-limited deposit leads to the formation of a characteristic columnar morphology. In the limiting case where the convection dominates, the deposition process is equivalent to ballistic deposition onto an inclined surface.

Mixed mating in androdioecious Mercurialis annua inferred using progeny arrays and diploid-acting microsatellite loci in a hexaploid background.

Background and Aims The frequency at which males can be maintained with hermaphrodites in androdioecious populations is predicted to depend on the selfing rate, because self-fertilization by hermaphrodites reduces prospective siring opportunities for males. In particular, high selfing rates by hermaphrodites are expected to exclude males from a population. Here, the first estimates are provided of the mating system from two wild hexaploid populations of the androdioecious European wind-pollinated plant M. annua with contrasting male frequencies.Methods Four diploid microsatellite loci were used to genotype 19-20 progeny arrays from two populations of M. annua, one with males and one without. Mating-system parameters were estimated using the program MLTR.Key Results Both populations had similar, intermediate outcrossing rates (t(m) = 0.64 and 0.52 for the population with and without males, respectively). The population without males showed a lower level of correlated paternity and biparental inbreeding and higher allelic richness and gene diversity than the population with males.Conclusions The results demonstrate the utility of new diploid microsatellite loci for mating system analysis in a hexaploid plant. It would appear that androdioecious M. annua has a mixed-mating system in the wild, an uncommon finding for wind-pollinated species. This study sets a foundation for future research to assess the relative importance of the sexual system, plant-density variation and stochastic processes for the regulation of male frequencies in M. annua over space and time.

Essays in equilibrium asset pricing

Introduction This dissertation consists of three essays in equilibrium asset pricing. The first chapter studies the asset pricing implications of a general equilibrium model in which real investment is reversible at a cost. Firms face higher costs in contracting than in expanding their capital stock and decide to invest when their productive capital is scarce relative to the overall capital of the economy. Positive shocks to the capital of the firm increase the size of the firm and reduce the value of growth options. As a result, the firm is burdened with more unproductive capital and its value lowers with respect to the accumulated capital. The optimal consumption policy alters the optimal allocation of resources and affects firm's value, generating mean-reverting dynamics for the M/B ratios. The model (1) captures convergence of price-to-book ratios -negative for growth stocks and positive for value stocks - (firm migration), (2) generates deviations from the classic CAPM in line with the cross-sectional variation in expected stock returns and (3) generates a non-monotone relationship between Tobin's q and conditional volatility consistent with the empirical evidence. The second chapter proposes a standard portfolio-choice problem with transaction costs and mean reversion in expected returns. In the presence of transactions costs, no matter how small, arbitrage activity does not necessarily render equal all riskless rates of return. When two such rates follow stochastic processes, it is not optimal immediately to arbitrage out any discrepancy that arises between them. The reason is that immediate arbitrage would induce a definite expenditure of transactions costs whereas, without arbitrage intervention, there exists some, perhaps sufficient, probability that these two interest rates will come back together without any costs having been incurred. Hence, one can surmise that at equilibrium the financial market will permit the coexistence of two riskless rates that are not equal to each other. For analogous reasons, randomly fluctuating expected rates of return on risky assets will be allowed to differ even after correction for risk, leading to important violations of the Capital Asset Pricing Model. The combination of randomness in expected rates of return and proportional transactions costs is a serious blow to existing frictionless pricing models. Finally, in the last chapter I propose a two-countries two-goods general equilibrium economy with uncertainty about the fundamentals' growth rates to study the joint behavior of equity volatilities and correlation at the business cycle frequency. I assume that dividend growth rates jump from one state to other, while countries' switches are possibly correlated. The model is solved in closed-form and the analytical expressions for stock prices are reported. When calibrated to the empirical data of United States and United Kingdom, the results show that, given the existing degree of synchronization across these business cycles, the model captures quite well the historical patterns of stock return volatilities. Moreover, I can explain the time behavior of the correlation, but exclusively under the assumption of a global business cycle.

CD8+ T cell development: CD4 to the rescue.

How immature CD4+CD8+ thymocytes become committed to either the CD4 (helper) or CD8 (cytotoxic) lineage is controversial. Genetic ablation of a silencer element in the gene encoding CD4 provides new evidence that CD8 lineage commitment occurs via a stochastic, rather than instructive, mechanism.

Industrial nanoparticle application : representative survey among Swiss companies shows low usage and basic protection means

Manufactured nanoparticles are introduced into industrial processes, but they are suspected to cause similar negative health effects as ambient particles. The poor knowledge about the scale of this introduction did not allow global risk analysis so far. In 2006 a targeted telephone survey among Swiss companies (1) showed the usage of nanoparticles in a few selected companies but did not provide data to extrapolate on the totality of the Swiss workforce. To gain this kind of information a layered representative questionnaire survey among 1'626 Swiss companies was conducted in 2007. Data was collected about the number of potentially exposed persons in the companies and their protection strategy. The response rate was 58.3%. An expected number of 586 companies (95%−confidence interval 145 to 1'027) was shown by this study to use nanoparticles in Switzerland. Estimated 1'309 (1'073 to 1'545) workers do their job in the same room as a nanoparticle application. Personal protection was shown to be the predominant type of protection means. Companies starting productions with nanomaterials need to consider incorporating protection measures into the plans. This will not only benefit the workers' health, but will also likely increase the competitiveness of the companies. Technical and organisational protection means are not only more cost−effective on the long term, but are also easier to control. Guidelines may have to be designed specifically for different industrial applications, including fields outside nanotechnology, and adapted to all sizes of companies.

Ecuaciones de recurrencia estocásticas en el cálculo de la prima de reaseguro Finite Risk

RESUMEN: El objetivo de este trabajo es calcular el importe de la prima pura periódica que debe cobrar el reasegurador a la cedente en un reaseguro finite risk en ambiente financiero estocástico. El problema de la convolución de las diferentes variables aleatorias que intervienen en el cálculo de la prima lo hemos solucionado simulando, por Monte-Carlo, trayectorias de siniestralidad para el reasegurador aplicando posteriormente, en cada trayectoria simulada, los criterios de decisión financieros, esperanza, varianza y desviación. En los criterios de la varianza y de la desviación proponemos utilizar una ecuación de recurrencia estocástica para evitar el problema de la dependencia que existe entre los factores de capitalización estocásticos, obteniendo la prima de reaseguro en función del nivel de aversión al riesgo del reasegurador y de la volatilidad del tipo de interés. Palabras clave: Finite risk, ambiente estocástico, ecuación de recurrencia, simulación de Monte-Carlo, prima pura periódica.

First-passage and escape problems in the Feller process

The Feller process is an one-dimensional diffusion process with linear drift and state-dependent diffusion coefficient vanishing at the origin. The process is positive definite and it is this property along with its linear character that have made Feller process a convenient candidate for the modeling of a number of phenomena ranging from single-neuron firing to volatility of financial assets. While general properties of the process have long been well known, less known are properties related to level crossing such as the first-passage and the escape problems. In this work we thoroughly address these questions.

Ruin and related quantities in some advanced insurance risk models

Risk theory has been a very active research area over the last decades. The main objectives of the theory are to find adequate stochastic processes which can model the surplus of a (non-life) insurance company and to analyze the risk related quantities such as ruin time, ruin probability, expected discounted penalty function and expected discounted dividend/tax payments. The study of these ruin related quantities provides crucial information for actuaries and decision makers. This thesis consists of the study of four different insurance risk models which are essentially related. The ruin and related quantities are investigated by using different techniques, resulting in explicit or asymptotic expressions for the ruin time, the ruin probability, the expected discounted penalty function and the expected discounted tax payments. - La recherche en théorie du risque a été très dynamique au cours des dernières décennies. D'un point de vue théorique, les principaux objectifs sont de trouver des processus stochastiques adéquats permettant de modéliser le surplus d'une compagnie d'assurance non vie et d'analyser les mesures de risque, notamment le temps de ruine, la probabilité de ruine, l'espérance de la valeur actuelle de la fonction de pénalité et l'espérance de la valeur actuelle des dividendes et taxes. L'étude de ces mesures associées à la ruine fournit des informations cruciales pour les actuaires et les décideurs. Cette thèse consiste en l'étude des quatre différents modèles de risque d'assurance qui sont essentiellement liés. La ruine et les mesures qui y sont associées sont examinées à l'aide de différentes techniques, ce qui permet d'induire des expressions explicites ou asymptotiques du temps de ruine, de la probabilité de ruine, de l'espérance de la valeur actuelle de la fonction de pénalité et l'espérance de la valeur actuelle des dividendes et taxes.

Impact of engineered nanomaterials on health : considerations for benefit-risk assessment

Nanotechnology encompasses the design, characterisation, production and application of materials and systems by controlling shape and size at the nanoscale (nanometres). Nanomaterials may differ from other materials because of their relatively large specific surface area, such that surface properties become particularly important. There has been rapid growth in investment in nanotechnology by both the public and private sectors worldwide. In the EU, nanotechnology is expected to become an important strategic contributor to achieving economic gain and societal and individual benefits. At the same time there is continuing scientific uncertainty and controversy about the safety of nanomaterials. It is important to ensure that timely policy development takes this into consideration. Uncertainty about safety may lead to polarised public debate and to business unwillingness to invest further. A clear regulatory framework to address potential health and environmental impacts, within the wider context of evaluating and communicating the benefit-risk balance, must be a core part of Europe's integrated efforts for nanotechnology innovation. While a number of studies have been carried out on the effect of environmental nanoparticles, e.g. from combustion processes, on human health, there is yet no generally acceptable paradigm for safety assessment of nanomaterials in consumer and other products. Therefore, a working group was established to consider issues for the possible impact of nanomaterials on human health focussing specifically on engineered nanomaterials. This represents the first joint initiative between EASAC and the Joint Research Centre of the European Commission. The working group was given the remit to describe the state of the art of benefits and potential risks, current methods for safety assessment, and to evaluate their relevance, identify knowledge gaps in studying the safety of current nanomaterials, and recommend on priorities for nanomaterial research and the regulatory framework. This report focuses on key principles and issues, cross-referencing other sources for detailed information, rather than attempting a comprehensive account of the science. The focus is on human health although environmental effects are also discussed when directly relevant to health

Statistical methods for river runoff prediction

Methods used to analyze one type of nonstationary stochastic processes?the periodically correlated process?are considered. Two methods of one-step-forward prediction of periodically correlated time series are examined. One-step-forward predictions made in accordance with an autoregression model and a model of an artificial neural network with one latent neuron layer and with an adaptation mechanism of network parameters in a moving time window were compared in terms of efficiency. The comparison showed that, in the case of prediction for one time step for time series of mean monthly water discharge, the simpler autoregression model is more efficient.

The IST METRA Project

This article summarizes the main achievementsof the Multi-Element Transmit andReceive Antennas (METRA) Project, an ISTresearch and technological development project carried out between January 2000 and June 2001 by Universitat Politècnica de Catalunya, the Center for Personkommunikation of Aalborg University, Nokia Networks, Nokia Mobile Phones, and Vodafone Group Research and Development.The main objective of METRA was the performanceevaluation of multi-antenna terminals incombination with adaptive antennas at the basestation in UMTS communication systems. 1 AMIMO channel sounder was developed that providedrealistic multi-antenna channel measurements.Using these measured data, stochasticchannel models were developed and properly validated.These models were also evaluated inorder to estimate their corresponding channelcapacity. Different MIMO configurations andprocessing schemes were developed for both theFDD and TDD modes of UTRA, and their linkperformance was assessed. Performance evaluationwas completed by system simulations thatillustrated the benefits of MIMO configurationsto the network operator. Implementation cost vs.performance improvement was also covered bythe project, including the base station and terminalmanufacturer and network operator viewpoints.Finally, significant standards contributionswere generated by the project and presented to the pertinent 3GPP working groups.

Frames: a maximum entropy statistical estimate of the inverse problem

A maximum entropy statistical treatment of an inverse problem concerning frame theory is presented. The problem arises from the fact that a frame is an overcomplete set of vectors that defines a mapping with no unique inverse. Although any vector in the concomitant space can be expressed as a linear combination of frame elements, the coefficients of the expansion are not unique. Frame theory guarantees the existence of a set of coefficients which is “optimal” in a minimum norm sense. We show here that these coefficients are also “optimal” from a maximum entropy viewpoint.