Local properties of extended self-similarity in 3D turbulence

Using a generalization of extended self-similarity we have studied local scaling properties of 3D turbulence in a direct numerical simulation. We have found that these properties are consistent with lognormal-like behavior of energy dissipation fluctuations with moderate amplitudes for space scales $r$ beginning from Kolmogorov length $\eta$ up to the largest scales, and in the whole range of the Reynolds numbers: $50 \leq R_{\lambda} \leq 459$. The locally determined intermittency exponent $\mu(r)$ varies with $r$; it has a maximum at scale $r=14 \eta$, independent of $R_{\lambda}$.Comment: 4 pages, 5 figure

Modelling High-frequency Economic Time Series

The minute-by-minute move of the Hang Seng Index (HSI) data over a four-year period is analysed and shown to possess similar statistical features as those of other markets. Based on a mathematical theorem [S. B. Pope and E. S. C. Ching, Phys. Fluids A {\bf 5}, 1529 (1993)], we derive an analytic form for the probability distribution function (PDF) of index moves from fitted functional forms of certain conditional averages of the time series. Furthermore, following a recent work by Stolovitzky and Ching, we show that the observed PDF can be reproduced by a Langevin process with a move-dependent noise amplitude. The form of the Langevin equation can be determined directly from the market data.Comment: To appear in Proceedings of the Dynamics Days Asia Pacific Conference, 13-16 July, 1999, Hong Kong (Physica A, 2000

Stability and aggregation of ranked gene lists

Ranked gene lists are highly instable in the sense that similar measures of differential gene expression may yield very different rankings, and that a small change of the data set usually affects the obtained gene list considerably. Stability issues have long been under-considered in the literature, but they have grown to a hot topic in the last few years, perhaps as a consequence of the increasing skepticism on the reproducibility and clinical applicability of molecular research findings. In this article, we review existing approaches for the assessment of stability of ranked gene lists and the related problem of aggregation, give some practical recommendations, and warn against potential misuse of these methods. This overview is illustrated through an application to a recent leukemia data set using the freely available Bioconductor package GeneSelector

Validation of an STR peak area model

In analyzing a DNA mixture sample, the measured peak areas of alleles of STR markers amplified using the polymerase chain-reaction (PCR) technique provide valuable information concerning the relative amounts of DNA originating from each contributor to the mixture. This information can be exploited for the purpose of trying to predict the genetic profiles of those contributors whose genetic profiles are not known. The task is non-trivial, in part due to the need to take into account the stochastic nature of peak area values. Various methods have been proposed suggesting ways in which this may be done. One recent suggestion is a probabilistic expert system model that uses gamma distributions to model the size and stochastic variation in peak area values. In this paper we carry out a statistical analysis of the gamma distribution assumption, testing the assumption against synthetic peak area values computer generated using an independent model that simulates the PCR amplification process. Our analysis shows the gamma assumption works very well when allelic dropout is not present, but performs less and less well as dropout becomes more and more of an issue, such as occurs, for example, in Low Copy Template amplifications

Passive Scalar: Scaling Exponents and Realizability

An isotropic passive scalar field $T$ advected by a rapidly-varying velocity field is studied. The tail of the probability distribution $P(\theta,r)$ for the difference $\theta$ in $T$ across an inertial-range distance $r$ is found to be Gaussian. Scaling exponents of moments of $\theta$ increase as $\sqrt{n}$ or faster at large order $n$, if a mean dissipation conditioned on $\theta$ is a nondecreasing function of $|\theta|$. The $P(\theta,r)$ computed numerically under the so-called linear ansatz is found to be realizable. Some classes of gentle modifications of the linear ansatz are not realizable.Comment: Substantially revised to conform with published version. Revtex (4 pages) with 2 postscript figures. Send email to [email protected]

Generalized statistical mechanics and fully developed turbulence

The statistical properties of fully developed hydrodynamic turbulence can be successfully described using methods from nonextensive statistical mechanics. The predicted probability densities and scaling exponents precisely coincide with what is measured in various turbulence experiments. As a dynamical basis for nonextensive behaviour we consider nonlinear Langevin equations with fluctuating friction forces, where Tsallis statistics can be rigorously proved.Comment: 10 pages, 4 figures. To appear in Physica A (Proceedings of Statphys 21