We enumerate and classify all stationary logarithmic configurations of d + 2 d+2 </inline-formu...

We describe the validation of a test for the quantification of Epstein-Barr virus (EBV) DNA (viral load) using the Artus EBV TM PCR analyte-specific reagent (ASR; QIAGEN Hamburg, Hamburg, Germany). A dilution series demonstrated a limit of detection of 2.25 log(10) copies/mL (>95% positivity rate). The limit of quantification was 3.90 log(10) copies/mL based on an SD of less than 0.15. The assa...

The power spectrum, S, of horizontal transects of plankton abundance are often observed to have a power-law dependence on wavenumber, k, with exponent close to −2: S(k) ∝ k over a wide range of scales. I present power spectral analyses of aircraft lidar measurements of phytoplankton abundance from scales of 1 to 100 km. A power spectrum S(k) ∝ k is obtained. As a model for this observation, I c...

(Dated: May 25, 2006) Abstract Following up on Barabási’s recent letter to Nature [435, 207–211 (2005)], we systematically investigate the time series of e-mail usage for 3,188 users at a university. We focus on two quantities for each user: the time interval between consecutively sent e-mails (interevent time), and the time interval between when a user sends an e-mail and when a recipient send...

This editor’s note gives an overview of the content this issue which is sponsored by Oregon Sea Grant.

This paper describes a new variant of the least-mean-squares (LMS) algorithm, with low computational complexity, for updating an adaptive lter. The reduction in complexity is obtained by using values of the input data and the output error, quantized to the nearest power of two, to compute the gradient. This eliminates the need for multipliers or shifters in the algorithm's update section. The q...

A valuation model is presented for options on stocks for which BlackScholes arbitrage does not entirely eliminate risk. The price dynamics of a portfolio of options and the underlying security is quanti ed by requiring that the excess reward-to-risk ratio of the portfolio be identical to that of the underlying stock: excess return risk portfolio = excess return risk stock : The nonlinear evolut...