SearcharxivSearch

arXiv · 1510.07996

Generalized Poland-Scheraga denaturation model and two-dimensional renewal processes

Abstract

The Poland-Scheraga model describes the denaturation transition of two complementary - in particular, equally long - strands of DNA, and it has enjoyed a remarkable success both for quantitative modeling purposes and at a more theoretical level. The solvable character of the homogeneous version of the model is one of features to which its success is due. In the bio-physical literature a generalization of the model, allowing different length and non complementarity of the strands, has been considered and the solvable character extends to this substantial generalization. We present a mathematical analysis of the homogeneous generalized Poland-Scheraga model. Our approach is based on the fact that such a model is a homogeneous pinning model based on a bivariate renewal process, much like the basic Poland-Scheraga model is a pinning model based on a univariate, i.e. standard, renewal. We present a complete analysis of the free energy singularities, which include the localization-delocalization critical point and (in general) other critical points that have been only partially captured in the physical literature. We obtain also precise estimates on the path properties of the model.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Giambattista Giacomin, Maha Khatib. 2015-10-27. Generalized Poland-Scheraga denaturation model and two-dimensional renewal processes. https://arxiv.org/abs/1510.07996

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR