Massive nest-box supplementation boosts fecundity, survival and even immigration without altering mating and reproductive behaviour in a rapidly recovered bird population.

Habitat restoration measures may result in artificially high breeding density, for instance when nest-boxes saturate the environment, which can negatively impact species' demography. Potential risks include changes in mating and reproductive behaviour such as increased extra-pair paternity, conspecific brood parasitism, and polygyny. Under particular cicumstances, these mechanisms may disrupt reproduction, with populations dragged into an extinction vortex. With the use of nuclear microsatellite markers, we investigated the occurrence of these potentially negative effects in a recovered population of a rare secondary cavity-nesting farmland bird of Central Europe, the hoopoe (Upupa epops). High intensity farming in the study area has resulted in a total eradication of cavity trees, depriving hoopoes from breeding sites. An intensive nest-box campaign rectified this problem, resulting in a spectacular population recovery within a few years only. There was some concern, however, that the new, high artificially-induced breeding density might alter hoopoe mating and reproductive behaviour. As the species underwent a serious demographic bottleneck in the 1970-1990s, we also used the microsatellite markers to reconstitute the demo-genetic history of the population, looking in particular for signs of genetic erosion. We found i) a low occurrence of extra-pair paternity, polygyny and conspecific brood parasitism, ii) a high level of neutral genetic diversity (mean number of alleles and expected heterozygosity per locus: 13.8 and 83%, respectively) and, iii) evidence for genetic connectivity through recent immigration of individuals from well differentiated populations. The recent increase in breeding density did thus not induce so far any noticeable detrimental changes in mating and reproductive behaviour. The demographic bottleneck undergone by the population in the 1970s-1990s was furthermore not accompanied by any significant drop in neutral genetic diversity. Finally, genetic data converged with a concomitant demographic study to evidence that immigration strongly contributed to local population recovery.

Longevity and fecundity of Dichroplus maculipennis (Orthoptera, Acrididae) at non-outbreaking and outbreaking situations

Dichroplus maculipennis is one of the most characteristic and damaging grasshopper species of Argentina, mainly in areas of the Pampas and Patagonia regions. We estimated and compared the longevity and fecundity of adult female D. maculipennis under controlled conditions (30ºC, 14L:10D, 40% RH) from individuals collected as last instar nymphs (VI) in the field and with a known recent history of low and high density conditions. Densities of D. maculipennis at the collecting sites were 0.95 individuals per m² in 2006 and 46 ind/m² in 2009, representing non-outbreaking and outbreaking situations, respectively. Adult female longevity in 2006 (67.96 ± 3.2 days) was significantly higher (p < 0.05) than in 2009 (37.44 ± 1.98 days). The number of egg-pods per female was 3.32 ± 0.44 for 2006 and 1.62 ± 0.26 for 2009. The average fecundity in 2006 (89.29 ± 11.9 eggs/female) was significantly greater (p < 0.05) than that in 2009 (36.27 ± 5.82 eggs/female). While it was observed that the oviposition rate was higher in 2006, this difference was not significant (p > 0.05). The fecundity curves showed that the highest values were at weeks 11 and 13 for the 2006 females, and at week 6 for those of 2009. Since the daily oviposition rate at low and high densities was not significantly different, the diminished fecundity rate at high density is attributable to their reduced longevity.

Annual reproductive cycle and fecundity of Scorpaena notata (Teleostei, Scorpaenidae)

Scorpaena notata (Teleostei: Scorpaenidae) is an oviparous species with external fertilisation that shows some unusual features in its gonadal morphology and gametogenesis. In this work we analyse the annual reproductive cycle and the fecundity of this species by studying the monthly histological changes in the gonads and of various indices related to reproduction. Sexual dimorphism does not occur in the population we studied, which is clearly dominated by males. Multiple spawning takes place between July and October, consisting of between 6,000 and 33,000 eggs per female, each of about 500 µm in diameter. The fecundity of the species is determined by the size and weight of the individuals

Fecundity and survival in relation to resistance to oxidative stress in a free-living bird.

Major life history traits, such as fecundity and survival, have been consistently demonstrated to covary positively in nature, some individuals having more resources than others to allocate to all aspects of their life history. Yet, little is known about which resources (or state variables) may account for such covariation. Reactive oxygen species (ROS) are natural by-products of metabolism and, when ROS production exceeds antioxidant defenses, organisms are exposed to oxidative stress that can have deleterious effects on their fecundity and survival. Using a wild, long-lived bird, the Alpine Swift (Apus melba), we examined whether individual red cell resistance to oxidative stress covaried with fecundity and survival. We found that males that survived to the next breeding season tended to be more resistant to oxidative stress, and females with higher resistance to oxidative stress laid larger clutches. Furthermore, the eggs of females with low resistance to oxidative stress were less likely to hatch than those of females with high resistance to oxidative stress. By swapping entire clutches at clutch completion, we then demonstrated that hatching failure was related to the production of low-quality eggs by females with low resistance to oxidative stress, rather than to inadequate parental care during incubation. Although male and female resistance to oxidative stress covaried with age, the relationships among oxidative stress, survival, and fecundity occurred independently of chronological age. Overall, our study suggests that oxidative stress may play a significant role in shaping fecundity and survival in the wild. It further suggests that the nature of the covariation between resistance to oxidative stress and life history traits is sex specific, high resistance to oxidative stress covarying primarily with fecundity in females and with survival in males.

Natural selection on fecundity variance in subdivided populations: kin selection meets bet hedging.

In a series of seminal articles in 1974, 1975, and 1977, J. H. Gillespie challenged the notion that the "fittest" individuals are those that produce on average the highest number of offspring. He showed that in small populations, the variance in fecundity can determine fitness as much as mean fecundity. One likely reason why Gillespie's concept of within-generation bet hedging has been largely ignored is the general consensus that natural populations are of large size. As a consequence, essentially no work has investigated the role of the fecundity variance on the evolutionary stable state of life-history strategies. While typically large, natural populations also tend to be subdivided in local demes connected by migration. Here, we integrate Gillespie's measure of selection for within-generation bet hedging into the inclusive fitness and game theoretic measure of selection for structured populations. The resulting framework demonstrates that selection against high variance in offspring number is a potent force in large, but structured populations. More generally, the results highlight that variance in offspring number will directly affect various life-history strategies, especially those involving kin interaction. The selective pressures on three key traits are directly investigated here, namely within-generation bet hedging, helping behaviors, and the evolutionary stable dispersal rate. The evolutionary dynamics of all three traits are markedly affected by variance in offspring number, although to a different extent and under different demographic conditions.

Fecundity versus offspring size in the greater white-toothed shrew Crocidura russula

1. The relationships between female body mass (WWal)i, tter size (m), juvenile growth rate (G) and mass at weaning (W20) were examined by monitoring natural litters in 29 greater white-toothed shrews, Crocidura russula (Hermann 1780). The trade-offs between m and G or W20 were further investigated by manipulating litter sizes: each of seven females reared four litters of 2, 4, 6 and 8 offspring. 2. Offspring mass at weaning (W20) exhibited a large variance, most of which could be attributed (ANCOVA on manipulated litters) to two effects: a litter-size effect, and a female individual effect, referred to as 'female quality'. 3. Litter size explained 68% of the variance in W20 among manipulated litters (linear regression). The limited milk supply was probably responsible for this effect, because litter size depressed growth rate during the first half of the lactation period (G1), but not during the weaning stage (G2). 4. Among non-manipulated litters, litter size correlated positively with maternal body mass (Wa), so that large females tended to produce small juveniles. This correlation between m and Wa is seen as the result of a body-mass dependence in the cost of raising a litter of a given size, during either pregnancy or lactation. 5. Differences in 'female quality' explained 16% of the variance in W20 among manipulated litters. This factor did not affect GI and may thus relate to differences among offspring of different females in their rates of processing milk and/or external food during late lactation. 6. 'Female quality' was independent of both body mass and litter size: larger females did not produce larger offspring when controlled for litter size, while higher-quality females did not produce larger litters. 7. Our results support the hypothesis that most variance in adult and juvenile body masses is non-genetic, and stems from the trade-off between litter size and offspring size.

Emergence, longevity and fecundity of Trissolcus basalis and Telenomus podisi after cold storage in the pupal stage

Pupae of Trissolcus basalis (Wollaston) and Telenomus podisi Ashmead (Hymenoptera: Scelionidae) were stored at 12ºC and 15ºC for 120-210 days, after different periods of parasitism at 18ºC in order to evaluate adult emergence, longevity and ovipositional capacity. There was no emergence of adults at 12ºC. The rate of emergence of parasitoids transferred to 15ºC at the beginning of the pupal stage was 1.5% and 26.3%, for T. basalis and T. podisi respectively, whereas those parasitoids transferred one day before the expected date of emergence at 18ºC showed 86.4% of emergence for T. basalis and 59.9% for T. podisi. Mean adult longevity was also significantly lower when pupae were transferred to 15ºC at the beginning of the pupal stage. Females emerged after storage and maintained for 120 to 210 days at 15ºC parasitized host eggs after transference to 25ºC; however, fecundity of T. podisi was reduced in about 80% after cold storage.

The Relationship Between Implied and Realized Volatility

The paper studies the relationship between implied volatility and realized volatility by utilizing regression analysis and correlations.

A Theoretical Comparison Between Integrated and Realized Volatilies

In this paper, we provide both qualitative and quantitative measures of the cost of measuring the integrated volatility by the realized volatility when the frequency of observation is fixed. We start by characterizing for a general diffusion the difference between the realized and the integrated volatilities for a given frequency of observations. Then, we compute the mean and variance of this noise and the correlation between the noise and the integrated volatility in the Eigenfunction Stochastic Volatility model of Meddahi (2001a). This model has, as special examples, log-normal, affine, and GARCH diffusion models. Using some previous empirical works, we show that the standard deviation of the noise is not negligible with respect to the mean and the standard deviation of the integrated volatility, even if one considers returns at five minutes. We also propose a simple approach to capture the information about the integrated volatility contained in the returns through the leverage effect.

ARMA Representation of Integrated and Realized Variances

This paper derives the ARMA representation of integrated and realized variances when the spot variance depends linearly on two autoregressive factors, i.e., SR SARV(2) models. This class of processes includes affine, GARCH diffusion, CEV models, as well as the eigenfunction stochastic volatility and the positive Ornstein-Uhlenbeck models. We also study the leverage effect case, the relationship between weak GARCH representation of returns and the ARMA representation of realized variances. Finally, various empirical implications of these ARMA representations are considered. We find that it is possible that some parameters of the ARMA representation are negative. Hence, the positiveness of the expected values of integrated or realized variances is not guaranteed. We also find that for some frequencies of observations, the continuous time model parameters may be weakly or not identified through the ARMA representation of realized variances.

Correcting the Errors : A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities

This note develops general model-free adjustment procedures for the calculation of unbiased volatility loss functions based on practically feasible realized volatility benchmarks. The procedures, which exploit the recent asymptotic distributional results in Barndorff-Nielsen and Shephard (2002a), are both easy to implement and highly accurate in empirically realistic situations. On properly accounting for the measurement errors in the volatility forecast evaluations reported in Andersen, Bollerslev, Diebold and Labys (2003), the adjustments result in markedly higher estimates for the true degree of return-volatility predictability.

Relations and Transductions Realized by Restarting Automata

Gegenstand der vorliegenden Arbeit ist die Analyse verschiedener Formalismen zur Berechnung binärer Wortrelationen. Dabei ist die Grundlage aller hier ausgeführten Betrachtungen das Modell der Restart-Automaten, welches 1995 von Jancar et. al. eingeführt wurde. Zum einen wird das bereits für Restart-Automaten bekannte Konzept der input/output- und proper-Relationen weiterführend untersucht, sowie auf Systeme von zwei parallel arbeitenden und miteinander kommunizierenden Restart-Automaten (PC-Systeme) erweitert. Zum anderen wird eine Variante der Restart-Automaten eingeführt, die sich an klassischen Automatenmodellen zur Berechnung von Relationen orientiert. Mit Hilfe dieser Mechanismen kann gezeigt werden, dass einige Klassen, die durch input/output- und proper-Relationen von Restart Automaten definiert werden, mit den traditionellen Relationsklassen der Rationalen Relationen und der Pushdown-Relationen übereinstimmen. Weiterhin stellt sich heraus, dass das Konzept der parallel kommunizierenden Automaten äußerst mächtig ist, da bereits die Klasse der proper-Relationen von monotonen PC-Systemen alle berechenbaren Relationen umfasst. Der Haupteil der Arbeit beschäftigt sich mit den so genannten Restart-Transducern, welche um eine Ausgabefunktion erweiterte Restart-Automaten sind. Es zeigt sich, dass sich insbesondere dieses Modell mit seinen verschiedenen Erweiterungen und Einschränkungen dazu eignet, eine umfassende Hierarchie von Relationsklassen zu etablieren. In erster Linie seien hier die verschiedenen Typen von monotonen Restart-Transducern erwähnt, mit deren Hilfe viele interessante neue und bekannte Relationsklassen innerhalb der längenbeschränkten Pushdown-Relationen charakterisiert werden. Abschließend wird, im Kontrast zu den vorhergehenden Modellen, das nicht auf Restart-Automaten basierende Konzept des Übersetzens durch Beobachtung ("Transducing by Observing") zur Relationsberechnung eingeführt. Dieser, den Restart-Transducern nicht unähnliche Mechanismus, wird im weitesten Sinne dazu genutzt, einen anderen Blickwinkel auf die von Restart-Transducern definierten Relationen einzunehmen, sowie eine obere Schranke für die Berechnungskraft der Restart-Transducer zu gewinnen.

Resistance is costly: trade-offs between immunity, fecundity and survival in the pea aphid

Parasitoids are among the most important natural enemies of insects in many environments. Acyrthosiphon pisum, the pea aphid, is a common pest of the leguminous crops in temperate regions. Pea aphids are frequently attacked by a range of endoparasitic wasps, including the common aphidiine, Aphidius ervi. Immunity to parasitoid attack is thought to involve secondary symbiotic bacteria, the presence of which is associated with the death of the parasitoid egg. It has been suggested that there is a fecundity cost of resistance, as individuals carrying the secondary symbionts associated with parasitoid resistance have fewer offspring. Supporting this hypothesis, we find a positive relationship between fecundity and susceptibility to parasitoid attack. There is also a negative relationship between fecundity and off-plant survival time (which positively correlates with resistance to parasitoid attack). Taken together, these results suggest that the aphids can either invest in defence (parasitoid resistance, increased off-plant survival time) or reproduction, and speculate that this may be mediated by changes in the aphids' endosymbiont fauna. Furthermore, there is a positive relationship between aphid size and resistance, suggesting that successful resistance to parasitoid attack may involve physical, as well as physiological, defences.