Estimating dormant and active hematopoietic stem cell kinetics through extensive modeling of bromodeoxyuridine label-retaining cell dynamics.

Bone marrow hematopoietic stem cells (HSCs) are responsible for both lifelong daily maintenance of all blood cells and for repair after cell loss. Until recently the cellular mechanisms by which HSCs accomplish these two very different tasks remained an open question. Biological evidence has now been found for the existence of two related mouse HSC populations. First, a dormant HSC (d-HSC) population which harbors the highest self-renewal potential of all blood cells but is only induced into active self-renewal in response to hematopoietic stress. And second, an active HSC (a-HSC) subset that by and large produces the progenitors and mature cells required for maintenance of day-to-day hematopoiesis. Here we present computational analyses further supporting the d-HSC concept through extensive modeling of experimental DNA label-retaining cell (LRC) data. Our conclusion that the presence of a slowly dividing subpopulation of HSCs is the most likely explanation (amongst the various possible causes including stochastic cellular variation) of the observed long term Bromodeoxyuridine (BrdU) retention, is confirmed by the deterministic and stochastic models presented here. Moreover, modeling both HSC BrdU uptake and dilution in three stages and careful treatment of the BrdU detection sensitivity permitted improved estimates of HSC turnover rates. This analysis predicts that d-HSCs cycle about once every 149-193 days and a-HSCs about once every 28-36 days. We further predict that, using LRC assays, a 75%-92.5% purification of d-HSCs can be achieved after 59-130 days of chase. Interestingly, the d-HSC proportion is now estimated to be around 30-45% of total HSCs - more than twice that of our previous estimate.

Induced quantum metric fluctuations and the validity of semiclassical gravity

We propose a criterion for the validity of semiclassical gravity (SCG) which is based on the stability of the solutions of SCG with respect to quantum metric fluctuations. We pay special attention to the two-point quantum correlation functions for the metric perturbations, which contain both intrinsic and induced fluctuations. These fluctuations can be described by the Einstein-Langevin equation obtained in the framework of stochastic gravity. Specifically, the Einstein-Langevin equation yields stochastic correlation functions for the metric perturbations which agree, to leading order in the large N limit, with the quantum correlation functions of the theory of gravity interacting with N matter fields. The homogeneous solutions of the Einstein-Langevin equation are equivalent to the solutions of the perturbed semiclassical equation, which describe the evolution of the expectation value of the quantum metric perturbations. The information on the intrinsic fluctuations, which are connected to the initial fluctuations of the metric perturbations, can also be retrieved entirely from the homogeneous solutions. However, the induced metric fluctuations proportional to the noise kernel can only be obtained from the Einstein-Langevin equation (the inhomogeneous term). These equations exhibit runaway solutions with exponential instabilities. A detailed discussion about different methods to deal with these instabilities is given. We illustrate our criterion by showing explicitly that flat space is stable and a description based on SCG is a valid approximation in that case.

Mean first-passage times for systems driven by equilibrium persistent-periodic dichotomous noise

In a recent paper, [J. M. Porrà, J. Masoliver, and K. Lindenberg, Phys. Rev. E 48, 951 (1993)], we derived the equations for the mean first-passage time for systems driven by the coin-toss square wave, a particular type of dichotomous noisy signal, to reach either one of two boundaries. The coin-toss square wave, which we here call periodic-persistent dichotomous noise, is a random signal that can only change its value at specified time points, where it changes its value with probability q or retains its previous value with probability p=1-q. These time points occur periodically at time intervals t. Here we consider the stationary version of this signal, that is, equilibrium periodic-persistent noise. We show that the mean first-passage time for systems driven by this stationary noise does not show either the discontinuities or the oscillations found in the case of nonstationary noise. We also discuss the existence of discontinuities in the mean first-passage time for random one-dimensional stochastic maps.

Exact solution to the exit-time problem for an undamped free particle driven by Gaussian white noise

In a recent paper [Phys. Rev. Lett. 75, 189 (1995)] we have presented the exact analytical expression for the mean exit time, T(x,v), of a free inertial process driven by Gaussian white noise out of a region (0,L) in space. In this paper we give a detailed account of the method employed and present results on asymptotic properties and averages of T(x,v).

Bistability driven by dichotomous noise: A comment

Two recently reported treatments [J. M. Porrà et al., Phys. Rev. A 44, 4866 (1991) and I. L¿Heureux and R. Kapral, J. Chem. Phys. 88, 7468 (1988)] of the problem of bistability driven by dichotomous colored noise with a small correlation time are brought into agreement with each other and with the exact numerical results of L¿Heureux and Kapral [J. Chem. Phys. 90, 2453 (1989)].

Statistical mechanical theory of an oscillating isolated system: The relaxation to equilibrium

In this Contribution we show that a suitably defined nonequilibrium entropy of an N-body isolated system is not a constant of the motion, in general, and its variation is bounded, the bounds determined by the thermodynamic entropy, i.e., the equilibrium entropy. We define the nonequilibrium entropy as a convex functional of the set of n-particle reduced distribution functions (n ? N) generalizing the Gibbs fine-grained entropy formula. Additionally, as a consequence of our microscopic analysis we find that this nonequilibrium entropy behaves as a free entropic oscillator. In the approach to the equilibrium regime, we find relaxation equations of the Fokker-Planck type, particularly for the one-particle distribution function.

Parrondo-like behavior in continuous-time random walks with memory

The continuous-time random walk (CTRW) formalism can be adapted to encompass stochastic processes with memory. In this paper we will show how the random combination of two different unbiased CTRWs can give rise to a process with clear drift, if one of them is a CTRW with memory. If one identifies the other one as noise, the effect can be thought of as a kind of stochastic resonance. The ultimate origin of this phenomenon is the same as that of the Parrondo paradox in game theory.

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.

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.