wanyu/IteraTeR_full_sent huggingface dataset:
Original:  We  show a sharp peak in the distribution of displacement P(x,t) around x=0, that has frequently been observed in experiments, but not previously explained theoretically .
Revised:  We analytically estimate the diffusion coefficient D_{\text{dis show a sharp peak in the distribution of displacement P(x,t) around x=0, that has frequently been observed in experiments, but not previously explained theoretically .
Edit intent: meaning-changed
Original:  We  show a sharp peak in the distribution of displacement P(x,t) around x=0, that has frequently been observed in experiments, but not previously explained theoretically . We analytically estimate the diffusion coefficient D_{\text{dis .
Revised:  We show a sharp peak in the distribution of displacement P(x,t) around x=0, that has frequently been observed in experiments, but not previously explained theoretically .
Edit intent: meaning-changed
Original: The brain stores memories by adjusting the strengths of connections between neurons. Such synaptic plasticity comes in different forms that strengthen or weaken synapses and range from very short-lived to long-lasting. One of the most well-studied forms of plasticity is long-term potentiation, LTP, a phenomenon whereby synaptic strength is persistently increased in response to stimulation.
Revised: In long-term potentiation, LTP, a phenomenon whereby synaptic strength is persistently increased in response to stimulation.
Edit intent: clarity
Original:  Many different proteins have been identified in the sub-cellular molecular processes that are involved in LTP. An important question is how these proteins, with lifetimes measured in hours or days, can maintain memories for months or years.
Revised:  Many different proteins have been identified in the sub-cellular molecular processes underlying induction and maintenance of LTP, the precise mechanisms remain unknown. A particular challenge is to demonstrate that a proposed molecular mechanism can provide the level of stability needed to maintain memories for months or years.
Edit intent: clarity
Original:  An important question is how these proteins, with lifetimes measured in hours or days, can maintain memories for months or years. We present a computational model that shows how this problem can be solved by two interconnected feedback loops of molecular reactions, one involving the atypical protein kinase PKM{\zeta} and its messenger RNA, the other involving PKM{\zeta} and GluR2-containing AMPA receptors.
Revised:  An important question is how these proteins, with lifetimes measured in hours or days, can maintain memories for months or longer, in spite of the fact that many of the participating molecules have much shorter life spans. Here we present a computational model that shows how this problem can be solved by two interconnected feedback loops of molecular reactions, one involving the atypical protein kinase PKM{\zeta} and its messenger RNA, the other involving PKM{\zeta} and GluR2-containing AMPA receptors.
Edit intent: meaning-changed
Original:  We present a computational model that shows how this problem can be solved by two interconnected feedback loops of molecular reactions, one involving the atypical protein kinase PKM{\zeta} and its messenger RNA, the other involving PKM{\zeta} and GluR2-containing AMPA receptors.
Revised:  We present a computational model that combines simulations of several biochemical reactions that have been suggested in the LTP literature and show that the resulting system does exhibit the required stability. At the core of the model are two interlinked feedback loops of molecular reactions, one involving the atypical protein kinase PKM{\zeta} and its messenger RNA, the other involving PKM{\zeta} and GluR2-containing AMPA receptors.
Edit intent: meaning-changed
Original:  We present a computational model that shows how this problem can be solved by two interconnected feedback loops of molecular reactions, one involving the atypical protein kinase PKM{\zeta} and its messenger RNA, the other involving PKM{\zeta} and GluR2-containing AMPA receptors.
Revised:  We present a computational model that shows how this problem can be solved by two interconnected feedback loops of molecular reactions, one involving the atypical protein kinase PKM{\zeta} and its messenger RNA, the other involving PKM{\zeta} and GluA2-containing AMPA receptors.
Edit intent: clarity
Original: The Carr-Madan replication formula ensures that knowledge of the prices of options at every strike is equivalent to knowing the entire pricing distribution . In many situations, the available market data is insufficient to determine this distribution precisely,  and the question arises: what are the bounds for the option price at a specified strike, given the market-implied constraints?
Revised: The Carr-Madan replication formula ensures that knowledge of the prices of options at every strike is equivalent to knowing the entire pricing distribution for a security, as derivatives contingent on the security can be replicated using options. The available data may be insufficient to determine this distribution precisely, and the question arises: what are the bounds for the option price at a specified strike, given the market-implied constraints?
Edit intent: meaning-changed
Original:  In many situations, the available market data is insufficient to determine this distribution precisely,  and the question arises: what are the bounds for the option price at a specified strike, given the market-implied constraints?
Revised:  In many situations, the available market data is insufficient to determine this distribution precisely, however, and the question arises: what are the bounds for the option price at a specified strike, given the market-implied constraints?
Edit intent: coherence
Original:  Applying techniques from the analysis of quantum systems, operator algebra methods are here used to generate an upper bound for the price of a basket option , depending only on a covariance matrix generated from the constituent assets in the basket .
Revised:  Positivity of the price map imposed by the principle of no-arbitrage is here utilised, via the Gelfand-Naimark-Segal construction, to transform the problem into the domain of operator algebras. Optimisation in this larger context is essentially geometric, and the outcome is simultaneously super-optimal for all commutative subalgebras. This generates an upper bound for the price of a basket option , depending only on a covariance matrix generated from the constituent assets in the basket .
Edit intent: meaning-changed
Original:  Applying techniques from the analysis of quantum systems, operator algebra methods are here used to generate an upper bound for the price of a basket option , depending only on a covariance matrix generated from the constituent assets in the basket .
Revised:  Applying techniques from the analysis of quantum systems, operator algebra methods are here used to generate an upper bound for the price of a basket option . With innovative decomposition of the assets in the basket .
Edit intent: meaning-changed
Original:  Applying techniques from the analysis of quantum systems, operator algebra methods are here used to generate an upper bound for the price of a basket option , depending only on a covariance matrix generated from the constituent assets in the basket . The result is then used to create converging families of  bounds for vanilla options, interpolate the volatility smile, and analyse the relationships between swaption and caplet prices  .
Revised:  Applying techniques from the analysis of quantum systems, operator algebra methods are here used to generate an upper bound for the price of a basket option , depending only on a covariance matrix generated from the constituent assets in the basket , the result is used to create converging families of bounds for vanilla options, interpolate the volatility smile, and analyse the relationships between swaption and caplet prices .
Edit intent: coherence
Original:  The result is then used to create converging families of  bounds for vanilla options, interpolate the volatility smile, and analyse the relationships between swaption and caplet prices  .
Revised:  The result is then used to create converging families of bounds for vanilla options, interpolate the volatility smile, and analyse the relationships between swaption and caplet prices . Beyond these practical applications, the approach is liberated from the requirement that the assets are commutative, accommodating an extension to the framework for mathematical finance that is equally applicable in noncommutative geometries .
Edit intent: meaning-changed
Original:  With innovative decomposition of the assets in the basket, the result is used to create converging families of price bounds for vanilla options, interpolate the volatility smile,  and analyse the relationships between swaption and caplet prices . Beyond these practical applications, the approach is liberated from the requirement that the assets are commutative, accommodating an extension to the framework for mathematical finance that is equally applicable in noncommutative geometries .
Revised:  With innovative decomposition of the assets in the basket, the result is used to create converging families of price bounds for vanilla options, interpolate the volatility smile, price options on cross FX rates, and analyse the relationships between swaption and caplet prices . Beyond these practical applications, the approach is liberated from the requirement that the assets are commutative, accommodating an extension to the framework for mathematical finance that is equally applicable in noncommutative geometries .
Edit intent: meaning-changed
Original:  With innovative decomposition of the assets in the basket, the result is used to create converging families of price bounds for vanilla options, interpolate the volatility smile,  and analyse the relationships between swaption and caplet prices . Beyond these practical applications, the approach is liberated from the requirement that the assets are commutative, accommodating an extension to the framework for mathematical finance that is equally applicable in noncommutative geometries .
Revised:  With innovative decomposition of the assets in the basket, the result is used to create converging families of price bounds for vanilla options, interpolate the volatility smile, and analyse the relationships between swaption and caplet prices .
Edit intent: coherence
Original:  We present two applications: (i) we show that  the tails of the wealth distribution in a heterogeneous-agent dynamic general equilibrium model with idiosyncratic endowment risk decay exponentially, unlike models with investment risk where the tails may be Paretian, and (ii) we show that a random growth model for the population dynamics of Japanese prefectures is consistent with the observed Pareto exponent but only after allowing for Markovian dynamics.
Revised:  We present two applications: we show that the tails of the wealth distribution in a heterogeneous-agent dynamic general equilibrium model with idiosyncratic endowment risk decay exponentially, unlike models with investment risk where the tails may be Paretian, and (ii) we show that a random growth model for the population dynamics of Japanese prefectures is consistent with the observed Pareto exponent but only after allowing for Markovian dynamics.
Edit intent: fluency
Original:  We present two applications: (i) we show that  the tails of the wealth distribution in a heterogeneous-agent dynamic general equilibrium model with idiosyncratic endowment risk decay exponentially, unlike models with investment risk where the tails may be Paretian, and (ii) we show that a random growth model for the population dynamics of Japanese prefectures is consistent with the observed Pareto exponent but only after allowing for Markovian dynamics.
Revised:  We present two applications: (i) we show that (i) the tails of the wealth distribution in a heterogeneous-agent dynamic general equilibrium model with idiosyncratic endowment risk decay exponentially, unlike models with investment risk where the tails may be Paretian, and (ii) we show that a random growth model for the population dynamics of Japanese prefectures is consistent with the observed Pareto exponent but only after allowing for Markovian dynamics.
Edit intent: fluency
Original:  We present two applications: (i) we show that  the tails of the wealth distribution in a heterogeneous-agent dynamic general equilibrium model with idiosyncratic endowment risk decay exponentially, unlike models with investment risk where the tails may be Paretian, and (ii) we show that a random growth model for the population dynamics of Japanese prefectures is consistent with the observed Pareto exponent but only after allowing for Markovian dynamics.
Revised:  We present two applications: (i) we show that the tails of the wealth distribution in a heterogeneous-agent dynamic general equilibrium model with idiosyncratic investment risk are Paretian, and (ii) we show that a random growth model for the population dynamics of Japanese prefectures is consistent with the observed Pareto exponent but only after allowing for Markovian dynamics.
Edit intent: clarity
Original:  We present two applications: (i) we show that  the tails of the wealth distribution in a heterogeneous-agent dynamic general equilibrium model with idiosyncratic endowment risk decay exponentially, unlike models with investment risk where the tails may be Paretian, and (ii) we show that a random growth model for the population dynamics of Japanese prefectures is consistent with the observed Pareto exponent but only after allowing for Markovian dynamics.
Revised:  We present two applications: (i) we show that the tails of the wealth distribution in a heterogeneous-agent dynamic general equilibrium model with idiosyncratic endowment risk decay exponentially, unlike models with investment risk where the tails may be Paretian, and (ii) a random growth model for the population dynamics of Japanese prefectures is consistent with the observed Pareto exponent but only after allowing for Markovian dynamics.
Edit intent: fluency
Original:  We present two applications: (i) we show that  the tails of the wealth distribution in a heterogeneous-agent dynamic general equilibrium model with idiosyncratic endowment risk decay exponentially, unlike models with investment risk where the tails may be Paretian, and (ii) we show that a random growth model for the population dynamics of Japanese prefectures is consistent with the observed Pareto exponent but only after allowing for Markovian dynamics.
Revised:  We present two applications: (i) we show that the tails of the wealth distribution in a heterogeneous-agent dynamic general equilibrium model with idiosyncratic endowment risk decay exponentially, unlike models with investment risk where the tails may be Paretian, and (ii) we show that a random growth model for the population dynamics of Japanese municipalities is consistent with the observed Pareto exponent but only after allowing for Markovian dynamics.
Edit intent: meaning-changed
Original: Many empirical studies document power law behavior in size distributions of economic interest such as cities, firms, income, and wealth. One mechanism for generating such behavior combines independent and identically distributed Gaussian additive shocks to log-size with a geometric age distribution. We generalize this mechanism by allowing the shocks to be non-Gaussian (but light-tailed) and dependent upon a Markov state variable. Our main results provide sharp bounds on tailprobabilities, a simple equation determining Pareto exponents, and comparative statics. We present two applications: we show that (i) the tails of the wealth distribution in a heterogeneous-agent dynamic general equilibrium model with idiosyncratic investment risk are Paretian, and (ii) a random growth model for the population dynamics of Japanese municipalities is consistent with the observed Pareto exponent but only after allowing for Markovian dynamics .
Revised: This article contains new tools for studying the shape of the stationary distribution of sizes in a dynamic economic system in which units experience random multiplicative shocks and are occasionally reset. Each unit has a Markov-switching type which influences their growth rate and reset probability. We show that the size distribution has a Pareto upper tail, with exponent equal to the unique positive solution to an equation involving the spectral radius of a certain matrix-valued function. We illustrate the use of our results by applying them to the wealth distribution in a heterogeneous-agent dynamic general equilibrium model with idiosyncratic investment risk are Paretian, and (ii) a random growth model for the population dynamics of Japanese municipalities is consistent with the observed Pareto exponent but only after allowing for Markovian dynamics .
Edit intent: clarity
Original:  We present two applications: we show that (i) the tails of the wealth distribution in a heterogeneous-agent dynamic general equilibrium model with idiosyncratic investment risk are Paretian, and (ii) a random growth model for the population dynamics of Japanese municipalities is consistent with the observed Pareto exponent but only after allowing for Markovian dynamics .
Revised:  We present two applications: we show that (i) the tails of the wealth distribution in a heterogeneous-agent general equilibrium model with idiosyncratic investment risk are Paretian, and (ii) a random growth model for the population dynamics of Japanese municipalities is consistent with the observed Pareto exponent but only after allowing for Markovian dynamics .
Edit intent: clarity
Original:  We present two applications: we show that (i) the tails of the wealth distribution in a heterogeneous-agent dynamic general equilibrium model with idiosyncratic investment risk are Paretian, and (ii) a random growth model for the population dynamics of Japanese municipalities is consistent with the observed Pareto exponent but only after allowing for Markovian dynamics .
Revised:  We present two applications: we show that (i) the tails of the wealth distribution in a heterogeneous-agent dynamic general equilibrium model , in which agents engage in private enterprise and trade risk-free bonds while subject to Markov-switching productivity and mortality risk. A plausible numerical calibration yields a Pareto exponent of 1.39 for the upper tail of the wealth distribution, similar to estimates obtained from cross-sectional data .
Edit intent: meaning-changed
Original:  The noise-robust estimators are constructed as a plug-in version of their counterparts, where we replace the efficient price, which is non-observable in our framework , by an estimator based on the raw price and the limit order book data.
Revised:  The noise-robust estimators are constructed as plug-in version of their counterparts, where we replace the efficient price, which is non-observable in our framework , by an estimator based on the raw price and the limit order book data.
Edit intent: fluency
Original:  The noise-robust estimators are constructed as a plug-in version of their counterparts, where we replace the efficient price, which is non-observable in our framework , by an estimator based on the raw price and the limit order book data.
Revised:  The noise-robust estimators are constructed as a plug-in versions of their counterparts, where we replace the efficient price, which is non-observable in our framework , by an estimator based on the raw price and the limit order book data.
Edit intent: fluency
Original:  The noise-robust estimators are constructed as a plug-in version of their counterparts, where we replace the efficient price, which is non-observable in our framework , by an estimator based on the raw price and the limit order book data.
Revised:  The noise-robust estimators are constructed as a plug-in version of their counterparts, where we replace the efficient price, which is non-observable , by an estimator based on the raw price and the limit order book data.
Edit intent: clarity
Original:  The noise-robust estimators are constructed as a plug-in version of their counterparts, where we replace the efficient price, which is non-observable in our framework , by an estimator based on the raw price and the limit order book data.
Revised:  The noise-robust estimators are constructed as a plug-in version of their counterparts, where we replace the efficient price, which is non-observable in our framework , by an estimator based on the raw price and limit order book data.
Edit intent: fluency
Original:  We show that the technology can be directly applied to estimate volatility, high-frequency covariance, functionals of volatility and volatility of volatility in a general nonparametric framework where, depending on the problem at hand , price possibly includes infinite jump activity and sampling times encompass asynchronicity and endogeneity.
Revised:  We show that the technology can be applied to five leading examples where, depending on the problem at hand , price possibly includes infinite jump activity and sampling times encompass asynchronicity and endogeneity.
Edit intent: meaning-changed
Original:  We show that the technology can be directly applied to estimate volatility, high-frequency covariance, functionals of volatility and volatility of volatility in a general nonparametric framework where, depending on the problem at hand , price possibly includes infinite jump activity and sampling times encompass asynchronicity and endogeneity.
Revised:  We show that the technology can be directly applied to estimate volatility, high-frequency covariance, functionals of volatility and volatility of volatility in a general nonparametric framework where, depending on the problem , price possibly includes infinite jump activity and sampling times encompass asynchronicity and endogeneity.
Edit intent: clarity
Original:  A recent advancement in network science, multilayer network analysis, the study of network structures of multiple interconnected `layers' , offers a novel way to represent and analyze the structure of animal behavior, and help strengthen links to broader ecological and evolutionary contexts .
Revised:  A recent advancement in network science, multilayer network analysis, the study of network structures of multiple interconnected 'layers' and associated dynamical processes , offers a novel way to represent and analyze the structure of animal behavior, and help strengthen links to broader ecological and evolutionary contexts .
Edit intent: meaning-changed
Original:  A recent advancement in network science, multilayer network analysis, the study of network structures of multiple interconnected `layers' , offers a novel way to represent and analyze the structure of animal behavior, and help strengthen links to broader ecological and evolutionary contexts .
Revised:  A recent advancement in network science, multilayer network analysis, the study of network structures of multiple interconnected `layers' , offers a novel way to represent and analyze animal behavior. It also helps strengthen the links between animal social behavior and broader ecological and evolutionary contexts .
Edit intent: clarity