Fine-scale spatial genetic correlation analyses reveal strong female philopatry within a brush-tailed rock-wallaby colony in southeast Queensland

We combine spatial data on home ranges of individuals and microsatellite markers to examine patterns of fine-scale spatial genetic structure and dispersal within a brush-tailed rock-wallaby (Petrogale penicillata) colony at Hurdle Creek Valley, Queensland. Brush-tailed rock-wallabies were once abundant and widespread throughout the rocky terrain of southeastern Australia; however, populations are nearly extinct in the south of their range and in decline elsewhere. We use pairwise relatedness measures and a recent multilocus spatial autocorrelation analysis to test the hypotheses that in this species, within-colony dispersal is male-biased and that female philopatry results in spatial clusters of related females within the colony. We provide clear evidence for strong female philopatry and male-biased dispersal within this rock-wallaby colony. There was a strong, significant negative correlation between pairwise relatedness and geographical distance of individual females along only 800 m of cliff line. Spatial genetic autocorrelation analyses showed significant positive correlation for females in close proximity to each other and revealed a genetic neighbourhood size of only 600 m for females. Our study is the first to report on the fine-scale spatial genetic structure within a rock-wallaby colony and we provide the first robust evidence for strong female philopatry and spatial clustering of related females within this taxon. We discuss the ecological and conservation implications of our findings for rock-wallabies, as well as the importance of fine-scale spatial genetic patterns in studies of dispersal behaviour.

Population structure of the peridomestic mosquito Ochlerotatus notoscriptus in Australia

Ochlerotatus notoscriptus (Skuse) (Diptera: Culicidae) is the predominant peridomestic mosquito in Australia where it is the primary vector of dog heartworm, Dirofilaria immitis (Leidy), and a potentially important vector of arboviruses (Barmah Forest, Ross River) with geographical variation of vector competence. Although widespread, Oc. notoscriptus has low dispersal ability, so it may have isolated subpopulations. The identification of gene flow barriers may assist in understanding arbovirus epidemiology and disease risk, and for developing control strategies for this species. We investigated the population structure of Oc. notoscriptus from 17 sites around Australia, using up to 31 putative allozyme loci, 11 of which were polymorphic. We investigated the effect of larval environment and adult morphology on genetic variation. At least five subpopulations were found, four in New South Wales (NSW) and one unique to Darwin. Perth samples appear to be a product of recent colonization from the Australian east coast. For NSW sites, a Mantel test revealed an isolation by distance effect and spatial autocorrelation analysis revealed an area of effective gene flow of 67 km, which is high given the limited dispersal ability of this species. No consistent difference was observed between 'urban' and 'sylvan' habitats, which suggests frequent movement between these sites. However, a finer-scaled habitat study at Darwin revealed small but significant allele frequency differences, including for Gpi. No fixed allozyme differences were detected for sex, size, integument colour or the colour of species-diagnostic pale scales on the scutum. The domestic habit of Oc. notoscriptus and assisted dispersal have helped to homogenize this species geographically but population structure is still detectable on several levels associated with geographical variation of vector competence.

Optimal sampling strategy for estimation of spatial genetic structure in tree populations

Fine-scale spatial genetic structure (SGS) in natural tree populations is largely a result of restricted pollen and seed dispersal. Understanding the link between limitations to dispersal in gene vectors and SGS is of key interest to biologists and the availability of highly variable molecular markers has facilitated fine-scale analysis of populations. However, estimation of SGS may depend strongly on the type of genetic marker and sampling strategy (of both loci and individuals). To explore sampling limits, we created a model population with simulated distributions of dominant and codominant alleles, resulting from natural regeneration with restricted gene flow. SGS estimates from subsamples (simulating collection and analysis with amplified fragment length polymorphism (AFLP) and microsatellite markers) were correlated with the 'real' estimate (from the full model population). For both marker types, sampling ranges were evident, with lower limits below which estimation was poorly correlated and upper limits above which sampling became inefficient. Lower limits (correlation of 0.9) were 100 individuals, 10 loci for microsatellites and 150 individuals, 100 loci for AFLPs. Upper limits were 200 individuals, five loci for microsatellites and 200 individuals, 100 loci for AFLPs. The limits indicated by simulation were compared with data sets from real species. Instances where sampling effort had been either insufficient or inefficient were identified. The model results should form practical boundaries for studies aiming to detect SGS. However, greater sample sizes will be required in cases where SGS is weaker than for our simulated population, for example, in species with effective pollen/seed dispersal mechanisms.

Unimolecular Rovibrational Bound and Resonance States for Large Angular Momentum: J=20 Calculations for HO2

We explore the calculation of unimolecular bound states and resonances for deep-well species at large angular momentum using a Chebychev filter diagonalization scheme incorporating doubling of the autocorrelation function as presented recently by Neumaier and Mandelshtam [Phys. Rev. Lett. 86, 5031 (2001)]. The method has been employed to compute the challenging J=20 bound and resonance states for the HO2 system. The methodology has firstly been tested for J=2 in comparison with previous calculations, and then extended to J=20 using a parallel computing strategy. The quantum J-specific unimolecular dissociation rates for HO2-> H+O-2 in the energy range from 2.114 to 2.596 eV have been reported for the first time, and comparisons with the results of Troe and co-workers [J. Chem. Phys. 113, 11019 (2000) Phys. Chem. Chem. Phys. 2, 631 (2000)] from statistical adiabatic channel method/classical trajectory calculations have been made. For most of the energies, the reported statistical adiabatic channel method/classical trajectory rate constants agree well with the average of the fluctuating quantum-mechanical rates. Near the dissociation threshold, quantum rates fluctuate more severely, but their average is still in agreement with the statistical adiabatic channel method/classical trajectory results.

Serial correlation in the returns of UK capitalization based portfolios

This article examines whether UK portfolio returns are time varying so that expected returns follow an AR(1) process as proposed by Conrad and Kaul for the USA. It explores this hypothesis for four portfolios that have been formed on the basis of market capitalization. The portfolio returns are modelled using a kalman filter signal extraction model in which the unobservable expected return is the state variable and is allowed to evolve as a stationary first order autoregressive process. It finds that this model is a good representation of returns and can account for most of the autocorrelation present in observed portfolio returns. This study concludes that UK portfolio returns are time varying and the nature of the time variation appears to introduce a substantial amount of autocorrelation to portfolio returns. Like Conrad and Kaul if finds a link between the extent to which portfolio returns are time varying and the size of firms within a portfolio but not the monotonic one found for the USA.

Monthly fluctuations in radial growth of individual lobes of the lichen Parmelia conspersa (Erhr. ex Ach.) Ach.

The radial growth (RG) of 120 lobes from 35 thalli of the foliose lichen Parmelia conspersa (Ehrh. ex Ach.) Ach. was studied monthly over 22 months in south Gwynedd, Wales, UK. Autocorrelation analysis of each lobe identified three patterns of fluctuation: 1) random fluctuations (58% of lobes), 2) a cyclic pattern of growth (23% of lobes), and 3) fluctuating growth interrupted by longer periods of very low or zero growth (19% of lobes). In 80% of thalli, two or three patterns of fluctuation were present within the same thallus. Growth fluctuations were correlated with climatic variables in 31% of lobes, most commonly with either total rainfall or number of rain days per month. Lobes correlated with climate were not associated with a particular type of growth fluctuation. RG of a lobe was positively correlated with the degree of bifurcation of the lobe tip. It is hypothesised that lobes of P. conspersa exhibit a cyclic pattern of growth due in part to lobe division. The effects of climate, periods of zero growth, and microvariations in the environment of a lobe are superimposed on this cyclic pattern resulting in the random growth of many lobes. Random growth fluctuations may contribute to the maintenance of thallus symmetry in P. conspersa.

Complex temporal patterns in molecular dynamics:a direct measure of the phase-space exploration by the trajectory at macroscopic time scales

Computer simulated trajectories of bulk water molecules form complex spatiotemporal structures at the picosecond time scale. This intrinsic complexity, which underlies the formation of molecular structures at longer time scales, has been quantified using a measure of statistical complexity. The method estimates the information contained in the molecular trajectory by detecting and quantifying temporal patterns present in the simulated data (velocity time series). Two types of temporal patterns are found. The first, defined by the short-time correlations corresponding to the velocity autocorrelation decay times (â‰0.1â€ps), remains asymptotically stable for time intervals longer than several tens of nanoseconds. The second is caused by previously unknown longer-time correlations (found at longer than the nanoseconds time scales) leading to a value of statistical complexity that slowly increases with time. A direct measure based on the notion of statistical complexity that describes how the trajectory explores the phase space and independent from the particular molecular signal used as the observed time series is introduced. © 2008 The American Physical Society.

Integration of the Manakov-PMD Equation with Precomputed M(w) Matrices for PMD Simulation

A novel direct integration technique of the Manakov-PMD equation for the simulation of polarisation mode dispersion (PMD) in optical communication systems is demonstrated and shown to be numerically as efficient as the commonly used coarse-step method. The main advantage of using a direct integration of the Manakov-PMD equation over the coarse-step method is a higher accuracy of the PMD model. The new algorithm uses precomputed M(w) matrices to increase the computational speed compared to a full integration without loss of accuracy. The simulation results for the probability distribution function (PDF) of the differential group delay (DGD) and the autocorrelation function (ACF) of the polarisation dispersion vector for varying numbers of precomputed M(w) matrices are compared to analytical models and results from the coarse-step method. It is shown that the coarse-step method achieves a significantly inferior reproduction of the statistical properties of PMD in optical fibres compared to a direct integration of the Manakov-PMD equation.

Polarisation mode dispersion correlations with the coarse-step method

Having a fixed differential-group delay (DGD) term b′ in the coarse-step method results in a repetitive pattern in the autocorrelation function (ACF). We solve this problem by inserting a varying DGD term at each integration step. Furthermore we compute the range of values needed for b′ and simulate the phenomenon of polarisation mode dispersion for different statistical distributions of b′. We examine systematically the modified coarse-step method compared to the analytical model, through our simulation results. © 2006 Elsevier B.V. All rights reserved.

Grouping and the pitch of a mistuned fundamental component:effects of applying simultaneous multiple mistunings to the other harmonics

Mistuning a harmonic produces an exaggerated change in its pitch. This occurs because the component becomes inconsistent with the regular pattern that causes the other harmonics (constituting the spectral frame) to integrate perceptually. These pitch shifts were measured when the fundamental (F0) component of a complex tone (nominal F0 frequency = 200 Hz) was mistuned by +8% and -8%. The pitch-shift gradient was defined as the difference between these values and its magnitude was used as a measure of frame integration. An independent and random perturbation (spectral jitter) was applied simultaneously to most or all of the frame components. The gradient magnitude declined gradually as the degree of jitter increased from 0% to ±40% of F0. The component adjacent to the mistuned target made the largest contribution to the gradient, but more distant components also contributed. The stimuli were passed through an auditory model, and the exponential height of the F0-period peak in the averaged summary autocorrelation function correlated well with the gradient magnitude. The fit improved when the weighting on more distant channels was attenuated by a factor of three per octave. The results are consistent with a grouping mechanism that computes a weighted average of periodicity strength across several components. © 2006 Elsevier B.V. All rights reserved.

Optical autocorrelator that uses a surface-emitting second-harmonic generator on (211)B GaAs

An optical autocorrelator grown on a (211)B GaAs substrate that uses visible surface-emitted second-harmonic generation is demonstrated. The (211)B orientation needs TE mode excitation only, thus eliminating the problem of the beating between the TE and TM modes that is required for (100)-grown devices; it also has the advantage of giving higher upconversion efficiency than (111) growth. Values of waveguide loss and the difference in the effective refractive index between the TE(0) and TE(1) modes were also obtained from the autocorrelation experiment.

Conditional volatility and firm size:an empirical analysis of UK equity portfolios

The techniques and insights from two distinct areas of financial economic modelling are combined to provide evidence of the influence of firm size on the volatility of stock portfolio returns. Portfolio returns are characterized by positive serial correlation induced by the varying levels of non-synchronous trading among the component stocks. This serial correlation is greatest for portfolios of small firms. The conditional volatility of stock returns has been shown to be well represented by the GARCH family of statistical processes. Using a GARCH model of the variance of capitalization-based portfolio returns, conditioned on the autocorrelation structure in the conditional mean, striking differences related to firm size are uncovered.

Mean reversion in the short horizon returns of UK portfolios

This paper will show that short horizon stock returns for UK portfolios are more predictable than suggested by sample autocorrelation co-efficients. Four capitalisation based portfolios are constructed for the period 1976–1991. It is shown that the first order autocorrelation coefficient of monthly returns can explain no more than 10% of the variation in monthly portfolio returns. Monthly autocorrelation coefficients assume that each weekly return of the previous month contains the same amount of information. However, this will not be the case if short horizon returns contain predictable components which dissipate rapidly. In this case, the return of the most recent week would say a lot more about the future monthly portfolio return than other weeks. This suggests that when predicting future monthly portfolio returns more weight should be given to the most recent weeks of the previous month, because, the most recent weekly returns provide the most information about the subsequent months' performance. We construct a model which exploits the mean reverting characteristics of monthly portfolio returns. Using this model we forecast future monthly portfolio returns. When compared to forecasts that utilise the autocorrelation statistic the model which exploits the mean reverting characteristics of monthlyportfolio returns can forecast future returns better than the autocorrelation statistic, both in and out of sample.

The impact of portfolio diversification on trading rule profits:some evidence for UK share portfolios

This paper demonstrates how the autocorrelation structure of UK portfolio returns is linked to dynamic interrelationships among the component securities of that portfolio. Moreover, portfolio return autocorrelation is shown to be an increasing function of the number of securities in the portfolio. Since the security interrelationships seemed to be more a product of their history of non-synchronous trading than of systematic industry-related phenomena, it should not be possible to exploit the high levels of return persistence using trading rules. We show that rules designed to exploit this portfolio autocorrelation structure do not produce economic profits.

Numerically optimized implementations, mitigation and simulations of polarisation mode dispersion in real-time transmission systems

The aim of this thesis is to present numerical investigations of the polarisation mode dispersion (PMD) effect. Outstanding issues on the side of the numerical implementations of PMD are resolved and the proposed methods are further optimized for computational efficiency and physical accuracy. Methods for the mitigation of the PMD effect are taken into account and simulations of transmission system with added PMD are presented. The basic outline of the work focusing on PMD can be divided as follows. At first the widely-used coarse-step method for simulating the PMD phenomenon as well as a method derived from the Manakov-PMD equation are implemented and investigated separately through the distribution of a state of polarisation on the Poincaré sphere, and the evolution of the dispersion of a signal. Next these two methods are statistically examined and compared to well-known analytical models of the probability distribution function (PDF) and the autocorrelation function (ACF) of the PMD phenomenon. Important optimisations are achieved, for each of the aforementioned implementations in the computational level. In addition the ACF of the coarse-step method is considered separately, based on the result which indicates that the numerically produced ACF, exaggerates the value of the correlation between different frequencies. Moreover the mitigation of the PMD phenomenon is considered, in the form of numerically implementing Low-PMD spun fibres. Finally, all the above are combined in simulations that demonstrate the impact of the PMD on the quality factor (Q=factor) of different transmission systems. For this a numerical solver based on the coupled nonlinear Schrödinger equation is created which is otherwise tested against the most important transmission impairments in the early chapters of this thesis.