Fission yeast Sec3 and Exo70 are transported on actin cables and localize the exocyst complex to cell poles.

The exocyst complex is essential for many exocytic events, by tethering vesicles at the plasma membrane for fusion. In fission yeast, polarized exocytosis for growth relies on the combined action of the exocyst at cell poles and myosin-driven transport along actin cables. We report here the identification of fission yeast Schizosaccharomyces pombe Sec3 protein, which we identified through sequence homology of its PH-like domain. Like other exocyst subunits, sec3 is required for secretion and cell division. Cells deleted for sec3 are only conditionally lethal and can proliferate when osmotically stabilized. Sec3 is redundant with Exo70 for viability and for the localization of other exocyst subunits, suggesting these components act as exocyst tethers at the plasma membrane. Consistently, Sec3 localizes to zones of growth independently of other exocyst subunits but depends on PIP(2) and functional Cdc42. FRAP analysis shows that Sec3, like all other exocyst subunits, localizes to cell poles largely independently of the actin cytoskeleton. However, we show that Sec3, Exo70 and Sec5 are transported by the myosin V Myo52 along actin cables. These data suggest that the exocyst holocomplex, including Sec3 and Exo70, is present on exocytic vesicles, which can reach cell poles by either myosin-driven transport or random walk.

Using the HEGY Procedure When Not All Roots Are Present

Empirical studies have shown little evidence to support the presence of all unit roots present in the $^{\Delta_4}$ filter in quarterly seasonal time series. This paper analyses the performance of the Hylleberg, Engle, Granger and Yoo (1990) (HEGY) procedure when the roots under the null are not all present. We exploit the Vector of Quarters representation and cointegration relationship between the quarters when factors $(1-L),(1+L),\bigg(1+L^2\bigg),\bigg(1-L^2\bigg) y \bigg(1+L+L^2+L^3\bigg)$ are a source of nonstationarity in a process in order to obtain the distribution of tests of the HEGY procedure when the underlying processes have a root at the zero, Nyquist frequency, two complex conjugates of frequency $^{\pi/2}$ and two combinations of the previous cases. We show both theoretically and through a Monte-Carlo analysis that the t-ratios $^{t_{{\hat\pi}_1}}$ and $^{t_{{\hat\pi}_2}}$ and the F-type tests used in the HEGY procedure have the same distribution as under the null of a seasonal random walk when the root(s) is/are present, although this is not the case for the t-ratio tests associated with unit roots at frequency $^{\pi/2}$.

Climate oscillations and species interactions: large-scale congruence but regional differences in the phylogeographic structures of an alpine plant and its monophagous insect

Aim. To predict the fate of alpine interactions involving specialized species, using a monophagous beetle and its host-plant as a case study. Location. The Alps. Methods. We investigated genetic structuring of the herbivorous beetle Oreina gloriosa and its specific host-plant Peucedanum ostruthium. We used genome fingerprinting (in the insect and the plant) and sequence data (in the insect) to compare the distribution of the main gene pools in the two associated species and to estimate divergence time in the insect, a proxy for the temporal origin of the interaction. We quantified the similarity in spatial genetic structures by performing a Procrustes analysis, a tool from the shape theory. Finally, we simulated recolonization of an empty space analogous to the deglaciated Alps just after ice retreat by two lineages from two species showing unbalanced dependence, to examine how timing of the recolonization process, as well as dispersal capacities of associated species, could explain the observed pattern. Results. Contrasting with expectations based on their asymmetrical dependence, patterns in the beetle and plant were congruent at a large scale. Exceptions occurred at a regional scale in areas of admixture, matching known suture zones in Alpine plants. Simulations using a lattice-based model suggested these empirical patterns arose during or soon after recolonization, long after the estimated origin of the interaction c. 0.5 million years ago. Main conclusions. Species-specific interactions are scarce in alpine habitats because glacial cycles have limited opportunities for coevolution. Their fate, however, remains uncertain under climate change. Here we show that whereas most dispersal routes are paralleled at large scale, regional incongruence implies that the destinies of the species might differ under changing climate. This may be a consequence of the host-dependence of the beetle that locally limits the establishment of dispersing insects.

Using the HEGY Procedure When Not All Roots Are Present

Empirical studies have shown little evidence to support the presence of all unit roots present in the $^{\Delta_4}$ filter in quarterly seasonal time series. This paper analyses the performance of the Hylleberg, Engle, Granger and Yoo (1990) (HEGY) procedure when the roots under the null are not all present. We exploit the Vector of Quarters representation and cointegration relationship between the quarters when factors $(1-L),(1+L),\bigg(1+L^2\bigg),\bigg(1-L^2\bigg) y \bigg(1+L+L^2+L^3\bigg)$ are a source of nonstationarity in a process in order to obtain the distribution of tests of the HEGY procedure when the underlying processes have a root at the zero, Nyquist frequency, two complex conjugates of frequency $^{\pi/2}$ and two combinations of the previous cases. We show both theoretically and through a Monte-Carlo analysis that the t-ratios $^{t_{{\hat\pi}_1}}$ and $^{t_{{\hat\pi}_2}}$ and the F-type tests used in the HEGY procedure have the same distribution as under the null of a seasonal random walk when the root(s) is/are present, although this is not the case for the t-ratio tests associated with unit roots at frequency $^{\pi/2}$.

Landscape structure affects dispersal in the greater white-toothed shrew: inference between genetic and simulated ecological distances

Animal dispersal in a fragmented landscape depends on the complex interaction between landscape structure and animal behavior. To better understand how individuals disperse, it is important to explicitly represent the properties of organisms and the landscape in which they move. A common approach to modelling dispersal includes representing the landscape as a grid of equal sized cells and then simulating individual movement as a correlated random walk. This approach uses a priori scale of resolution, which limits the representation of all landscape features and how different dispersal abilities are modelled. We develop a vector-based landscape model coupled with an object-oriented model for animal dispersal. In this spatially explicit dispersal model, landscape features are defined based on their geographic and thematic properties and dispersal is modelled through consideration of an organism's behavior, movement rules and searching strategies (such as visual cues). We present the model's underlying concepts, its ability to adequately represent landscape features and provide simulation of dispersal according to different dispersal abilities. We demonstrate the potential of the model by simulating two virtual species in a real Swiss landscape. This illustrates the model's ability to simulate complex dispersal processes and provides information about dispersal such as colonization probability and spatial distribution of the organism's path

Long-tailed trapping times and Lévy flights in a self-organized critical granular system

We present a continuous time random walk model for the scale-invariant transport found in a self-organized critical rice pile [K. Christensen et al., Phys. Rev. Lett. 77, 107 (1996)]. From our analytical results it is shown that the dynamics of the experiment can be explained in terms of Lvy flights for the grains and a long-tailed distribution of trapping times. Scaling relations for the exponents of these distributions are obtained. The predicted microscopic behavior is confirmed by means of a cellular automaton model.

Scaling and data collapse for the mean exit time of asset prices

We study theoretical and empirical aspects of the mean exit time (MET) of financial time series. The theoretical modeling is done within the framework of continuous time random walk. We empirically verify that the mean exit time follows a quadratic scaling law and it has associated a prefactor which is specific to the analyzed stock. We perform a series of statistical tests to determine which kind of correlation are responsible for this specificity. The main contribution is associated with the autocorrelation property of stock returns. We introduce and solve analytically both two-state and three-state Markov chain models. The analytical results obtained with the two-state Markov chain model allows us to obtain a data collapse of the 20 measured MET profiles in a single master curve.

Telegrapher's equation with variable propagation speeds

All derivations of the one-dimensional telegraphers equation, based on the persistent random walk model, assume a constant speed of signal propagation. We generalize here the model to allow for a variable propagation speed and study several limiting cases in detail. We also show the connections of this model with anomalous diffusion behavior and with inertial dichotomous processes.

Statistics of depth probed by cw measurement of photons in a turbid medium

Photon migration in a turbid medium has been modeled in many different ways. The motivation for such modeling is based on technology that can be used to probe potentially diagnostic optical properties of biological tissue. Surprisingly, one of the more effective models is also one of the simplest. It is based on statistical properties of a nearest-neighbor lattice random walk. Here we develop a theory allowing one to calculate the number of visits by a photon to a given depth, if it is eventually detected at an absorbing surface. This mimics cw measurements made on biological tissue and is directed towards characterizing the depth reached by photons injected at the surface. Our development of the theory uses formalism based on the theory of a continuous-time random walk (CTRW). Formally exact results are given in the Fourier-Laplace domain, which, in turn, are used to generate approximations for parameters of physical interest.

Effects of cognitive abilities on metapopulation connectivity

Connectivity among demes in a metapopulation depends on both the landscape's and the focal organism's properties (including its mobility and cognitive abilities). Using individual-based simulations, we contrast the consequences of three different cognitive strategies on several measures of metapopulation connectivity. Model animals search suitable habitat patches while dispersing through a model landscape made of cells varying in size, shape, attractiveness and friction. In the blind strategy, the next cell is chosen randomly among the adjacent ones. In the near-sighted strategy, the choice depends on the relative attractiveness of these adjacent cells. In the far-sighted strategy, animals may additionally target suitable patches that appear within their perceptual range. Simulations show that the blind strategy provides the best overall connectivity, and results in balanced dispersal. The near-sighted strategy traps animals into corridors that reduce the number of potential targets, thereby fragmenting metapopulations in several local clusters of demes, and inducing sink-source dynamics. This sort of local trapping is somewhat prevented in the far-sighted strategy. The colonization success of strategies depends highly on initial energy reserves: blind does best when energy is high, near-sighted wins at intermediate levels, and far-sighted outcompetes its rivals at low energy reserves. We also expect strong effects in terms of metapopulation genetics: the blind strategy generates a migrant-pool mode of dispersal that should erase local structures. By contrast, near- and far-sighted strategies generate a propagule-pool mode of dispersal and source-sink behavior that should boost structures (high genetic variance among- and low variance within local clusters of demes), particularly if metapopulation dynamics is also affected by extinction-colonization processes. Our results thus point to important effects of the cognitive ability of dispersers on the connectivity, dynamics and genetics of metapopulations.

Exchange rate predictability

The main goal of this article is to provide an answer to the question: "Does anything forecast exchange rates, and if so, which variables?". It is well known thatexchange rate fluctuations are very difficult to predict using economic models, andthat a random walk forecasts exchange rates better than any economic model (theMeese and Rogoff puzzle). However, the recent literature has identified a series of fundamentals/methodologies that claim to have resolved the puzzle. This article providesa critical review of the recent literature on exchange rate forecasting and illustratesthe new methodologies and fundamentals that have been recently proposed in an up-to-date, thorough empirical analysis. Overall, our analysis of the literature and thedata suggests that the answer to the question: "Are exchange rates predictable?" is,"It depends" -on the choice of predictor, forecast horizon, sample period, model, andforecast evaluation method. Predictability is most apparent when one or more of thefollowing hold: the predictors are Taylor rule or net foreign assets, the model is linear, and a small number of parameters are estimated. The toughest benchmark is therandom walk without drift.

Integro-difference equations for interacting species and the Neolithic transition

We introduce a set of sequential integro-difference equations to analyze the dynamics of two interacting species. Firstly, we derive the speed of the fronts when a species invades a space previously occupied by a second species, and check its validity by means of numerical random-walk simulations. As an example, we consider the Neolithic transition: the predictions of the model are consistent with the archaeological data for the front speed, provided that the interaction parameter is low enough. Secondly, an equation for the coexistence time between the invasive and the invaded populations is obtained for the first time. It agrees well with the simulations, is consistent with observations of the Neolithic transition, and makes it possible to estimate the value of the interaction parameter between the incoming and the indigenous populations

Evidence for adaptive radiation from a phylogenetic study of plant defenses.

One signature of adaptive radiation is a high level of trait change early during the diversification process and a plateau toward the end of the radiation. Although the study of the tempo of evolution has historically been the domain of paleontologists, recently developed phylogenetic tools allow for the rigorous examination of trait evolution in a tremendous diversity of organisms. Enemy-driven adaptive radiation was a key prediction of Ehrlich and Raven's coevolutionary hypothesis [Ehrlich PR, Raven PH (1964) Evolution 18:586-608], yet has remained largely untested. Here we examine patterns of trait evolution in 51 North American milkweed species (Asclepias), using maximum likelihood methods. We study 7 traits of the milkweeds, ranging from seed size and foliar physiological traits to defense traits (cardenolides, latex, and trichomes) previously shown to impact herbivores, including the monarch butterfly. We compare the fit of simple random-walk models of trait evolution to models that incorporate stabilizing selection (Ornstein-Ulenbeck process), as well as time-varying rates of trait evolution. Early bursts of trait evolution were implicated for 2 traits, while stabilizing selection was implicated for several others. We further modeled the relationship between trait change and species diversification while allowing rates of trait evolution to vary during the radiation. Species-rich lineages underwent a proportionately greater decline in latex and cardenolides relative to species-poor lineages, and the rate of trait change was most rapid early in the radiation. An interpretation of this result is that reduced investment in defensive traits accelerated diversification, and disproportionately so, early in the adaptive radiation of milkweeds.

Modélisation par automate cellulaire des phénomènes diagénétiques des plateformes carbonatées : calibration et paramétrage à partir de deux cas d'études : l'Urgonien du Vercors (Crétacé inférieur, SE France) et les Calcaires Gris du Mont Compomolon (Lias, NE Italie)

Une fois déposé, un sédiment est affecté au cours de son enfouissement par un ensemble de processus, regroupé sous le terme diagenèse, le transformant parfois légèrement ou bien suffisamment pour le rendre méconnaissable. Ces modifications ont des conséquences sur les propriétés pétrophysiques qui peuvent être positives ou négatives, c'est-à-dire les améliorer ou bien les détériorer. Une voie alternative de représentation numérique des processus, affranchie de l'utilisation des réactions physico-chimiques, a été adoptée et développée en mimant le déplacement du ou des fluides diagénétiques. Cette méthode s'appuie sur le principe d'un automate cellulaire et permet de simplifier les phénomènes sans sacrifier le résultat et permet de représenter les phénomènes diagénétiques à une échelle fine. Les paramètres sont essentiellement numériques ou mathématiques et nécessitent d'être mieux compris et renseignés à partir de données réelles issues d'études d'affleurements et du travail analytique effectué. La représentation des phénomènes de dolomitisation de faible profondeur suivie d'une phase de dédolomitisation a été dans un premier temps effectuée. Le secteur concerne une portion de la série carbonatée de l'Urgonien (Barrémien-Aptien), localisée dans le massif du Vercors en France. Ce travail a été réalisé à l'échelle de la section afin de reproduire les géométries complexes associées aux phénomènes diagénétiques et de respecter les proportions mesurées en dolomite. De plus, la dolomitisation a été simulée selon trois modèles d'écoulement. En effet, la dédolomitisation étant omniprésente, plusieurs hypothèses sur le mécanisme de dolomitisation ont été énoncées et testées. Plusieurs phases de dolomitisation per ascensum ont été également simulées sur des séries du Lias appartenant aux formations du groupe des Calcaire Gris, localisées au nord-est de l'Italie. Ces fluides diagénétiques empruntent le réseau de fracturation comme vecteur et affectent préférentiellement les lithologies les plus micritisées. Cette étude a permis de mettre en évidence la propagation des phénomènes à l'échelle de l'affleurement. - Once deposited, sediment is affected by diagenetic processes during their burial history. These diagenetic processes are able to affect the petrophysical properties of the sedimentary rocks and also improve as such their reservoir capacity. The modelling of diagenetic processes in carbonate reservoirs is still a challenge as far as neither stochastic nor physicochemical simulations can correctly reproduce the complexity of features and the reservoir heterogeneity generated by these processes. An alternative way to reach this objective deals with process-like methods, which simplify the algorithms while preserving all geological concepts in the modelling process. The aim of the methodology is to conceive a consistent and realistic 3D model of diagenetic overprints on initial facies resulting in petrophysical properties at a reservoir scale. The principle of the method used here is related to a lattice gas automata used to mimic diagenetic fluid flows and to reproduce the diagenetic effects through the evolution of mineralogical composition and petrophysical properties. This method developed in a research group is well adapted to handle dolomite reservoirs through the propagation of dolomitising fluids and has been applied on two case studies. The first study concerns a mid-Cretaceous rudist and granular platform of carbonate succession (Urgonian Fm., Les Gorges du Nan, Vercors, SE France), in which several main diagenetic stages have been identified. The modelling in 2D is focused on dolomitisation followed by a dédolomitisation stage. For the second study, data collected from outcrops on the Venetian platform (Lias, Mont Compomolon NE Italy), in which several diagenetic stages have been identified. The main one is related to per ascensum dolomitisation along fractures. In both examples, the evolution of the effects of the mimetic diagenetic fluid on mineralogical composition can be followed through space and numerical time and help to understand the heterogeneity in reservoir properties. Carbonates, dolomitisation, dédolomitisation, process-like modelling, lattice gas automata, random walk, memory effect.

Weak Form Tests of Efficient Market Hypothesis: Evidence from CEE-Countries and Russian Stock Markets

Tämän tutkielman tavoitteena on selvittää Venäjän, Slovakian, Tsekin, Romanian, Bulgarian, Unkarin ja Puolan osakemarkkinoiden heikkojen ehtojen tehokkuutta. Tämä tutkielma on kvantitatiivinen tutkimus ja päiväkohtaiset indeksin sulkemisarvot kerättiin Datastreamin tietokannasta. Data kerättiin pörssien ensimmäisestä kaupankäyntipäivästä aina vuoden 2006 elokuun loppuun saakka. Analysoinnin tehostamiseksi dataa tutkittiin koko aineistolla, sekä kahdella aliperiodilla. Osakemarkkinoiden tehokkuutta on testattu neljällä tilastollisella metodilla, mukaan lukien autokorrelaatiotesti ja epäparametrinen runs-testi. Tavoitteena on myös selvittääesiintyykö kyseisillä markkinoilla viikonpäiväanomalia. Viikonpäiväanomalian esiintymistä tutkitaan käyttämällä pienimmän neliösumman menetelmää (OLS). Viikonpäiväanomalia on löydettävissä kaikilta edellä mainituilta osakemarkkinoilta paitsi Tsekin markkinoilta. Merkittävää, positiivista tai negatiivista autokorrelaatiota, on löydettävissä kaikilta osakemarkkinoilta, myös Ljung-Box testi osoittaa kaikkien markkinoiden tehottomuutta täydellä periodilla. Osakemarkkinoiden satunnaiskulku hylätään runs-testin perusteella kaikilta muilta paitsi Slovakian osakemarkkinoilla, ainakin tarkastellessa koko aineistoa tai ensimmäistä aliperiodia. Aineisto ei myöskään ole normaalijakautunut minkään indeksin tai aikajakson kohdalla. Nämä havainnot osoittavat, että kyseessä olevat markkinat eivät ole heikkojen ehtojen mukaan tehokkaita