On ergodic least-squares estimators of the generalized diffusion coefficient for fractional Brownian motion

We analyse a class of estimators of the generalized diffusion coefficient for fractional Brownian motion Bt of known Hurst index H, based on weighted functionals of the single time square displacement. We show that for a certain choice of the weight function these functionals possess an ergodic property and thus provide the true, ensemble-averaged, generalized diffusion coefficient to any necessary precision from a single trajectory data, but at expense of a progressively higher experimental resolution. Convergence is fastest around H ? 0.30, a value in the subdiffusive regime.

A general fractional porous medium equation

A general fractional porous medium equation

Characterizing chaos in a type of fractional duffing's equation

We characterize the chaos in a fractional Duffing’s equation computing the Lyapunov exponents and the dimension of the strange attractor in the effective phase space of the system. We develop a specific analytical method to estimate all Lyapunov exponents and check the results with the fiduciary orbit technique and a time series estimation method.

Classical solutions for a logarithmic fractional diffusion equation

We prove global existence and uniqueness of strong solutions to the logarithmic porous medium type equation with fractional diffusion ?tu + (?)1/2 log(1 + u) = 0, posed for x ? R, with nonnegative initial data in some function space of LlogL type. The solutions are shown to become bounded and C? smooth in (x, t) for all positive times. We also reformulate this equation as a transport equation with nonlocal velocity and critical viscosity, a topic of current relevance. Interesting functional inequalities are involved.

Microsatellite instability in childhood rhabdomyosarcoma is locus specific and correlates with fractional allelic loss.

Replication errors (RERs) were initially identified in hereditary nonpolyposis colon cancer and other tumors of Lynch syndrome II. Mutations in genes involved in mismatch repair give rise to a mutator phenotype, resulting in RERs. The mutator phenotype is thought to predispose to malignant transformation. Here we show that in the embryonal form of childhood rhabdomyosarcoma, RERs also occur, but in contrast to hereditary nonpolyposis colon cancer, only a subset of the microsatellite loci analyzed show RERs. The occurrence of RERs is strongly correlated with increased fractional allelic loss (P < 0.001), suggesting that the occurrence of RERs is a secondary phenomenon in rhabdomyosarcoma. Coincidental loss of genes involved in mismatch repair, possibly due to their proximity to tumor suppressor genes involved in tumor progression of embryonal form of childhood rhabdomyosarcoma, could explain the observed phenomenon.

Smoothness within ruggedness: the role of neutrality in adaptation.

RNA secondary structure folding algorithms predict the existence of connected networks of RNA sequences with identical structure. On such networks, evolving populations split into subpopulations, which diffuse independently in sequence space. This demands a distinction between two mutation thresholds: one at which genotypic information is lost and one at which phenotypic information is lost. In between, diffusion enables the search of vast areas in genotype space while still preserving the dominant phenotype. By this dynamic the success of phenotypic adaptation becomes much less sensitive to the initial conditions in genotype space.

Estimating and forecasting generalized fractional Long memory stochastic volatility models

In recent years fractionally differenced processes have received a great deal of attention due to its flexibility in financial applications with long memory. This paper considers a class of models generated by Gegenbauer polynomials, incorporating the long memory in stochastic volatility (SV) components in order to develop the General Long Memory SV (GLMSV) model. We examine the statistical properties of the new model, suggest using the spectral likelihood estimation for long memory processes, and investigate the finite sample properties via Monte Carlo experiments. We apply the model to three exchange rate return series. Overall, the results of the out-of-sample forecasts show the adequacy of the new GLMSV model.

Absence of magnetically induced fractional quantization in atomic contacts

Using the mechanically controlled break junction technique at low temperatures and under cryogenic vacuum conditions we have studied atomic contacts of several magnetic (Fe, Co, and Ni) and nonmagnetic (Pt) metals, which recently were claimed to show fractional conductance quantization. In the case of pure metals we see no quantization of the conductance nor half quantization, even when high magnetic fields are applied. On the other hand, features in the conductance similar to (fractional) quantization are observed when the contact is exposed to gas molecules. Furthermore, the absence of fractional quantization when the contact is bridged by H2 indicates the current is never fully polarized for the metals studied here. Our results are in agreement with recent model calculations.