wanyu/IteraTeR_v2 huggingface dataset:
Original: We study the following paradox associated with networks growing according to super-linear preferential attachment: super-linear preference cannot produce scale-free networks in the thermodynamic limit, but there are super-linearly growing network models that perfectly match the structure of some real scale-free networks, such as the Internet.
Revised: We study the following paradox associated with networks growing according to super-linear preferential attachment: super-linear preference cannot produce scale-free networks in the thermodynamic limit, but there are superlinearly growing network models that perfectly match the structure of some real scale-free networks, such as the Internet.
Edit intent: fluency
Original:  We calculate the degree distribution in super-linearly growing networks with arbitrary average degree, and confirm that in the true thermodynamic limit , these networks are indeed degenerate, i.e., almost all nodes have low degrees.
Revised:  We calculate the degree distribution in superlinearly growing networks with arbitrary average degree, and confirm that in the true thermodynamic limit , these networks are indeed degenerate, i.e., almost all nodes have low degrees.
Edit intent: fluency
Original:  We calculate the degree distribution in super-linearly growing networks with arbitrary average degree, and confirm that in the true thermodynamic limit , these networks are indeed degenerate, i.e., almost all nodes have low degrees.
Revised:  We calculate the degree distribution in super-linearly growing networks with arbitrary average degree, and confirm that in the true thermodynamic limit these networks are indeed degenerate, i.e., almost all nodes have low degrees.
Edit intent: fluency
Original:  We then show that super-linear growth has vast pre-asymptotic regimes whose depths depend both on the average degree in the network and on how super-linear the preference kernel is.
Revised:  We then show that superlinear growth has vast pre-asymptotic regimes whose depths depend both on the average degree in the network and on how super-linear the preference kernel is.
Edit intent: fluency
Original:  We then show that super-linear growth has vast pre-asymptotic regimes whose depths depend both on the average degree in the network and on how super-linear the preference kernel is.
Revised:  We then show that super-linear growth has vast preasymptotic regimes whose depths depend both on the average degree in the network and on how super-linear the preference kernel is.
Edit intent: fluency
Original:  We then show that super-linear growth has vast pre-asymptotic regimes whose depths depend both on the average degree in the network and on how super-linear the preference kernel is.
Revised:  We then show that super-linear growth has vast pre-asymptotic regimes whose depths depend both on the average degree in the network and on how superlinear the preference kernel is.
Edit intent: fluency
Original:  We demonstrate that a super-linearly growing network model can reproduce, in its pre-asymptotic regime, the structure of a real network, if the model captures some sufficiently strong structural constraints -- rich-club connectivity, for example.
Revised:  We demonstrate that a superlinearly growing network model can reproduce, in its pre-asymptotic regime, the structure of a real network, if the model captures some sufficiently strong structural constraints -- rich-club connectivity, for example.
Edit intent: fluency
Original:  We demonstrate that a super-linearly growing network model can reproduce, in its pre-asymptotic regime, the structure of a real network, if the model captures some sufficiently strong structural constraints -- rich-club connectivity, for example.
Revised:  We demonstrate that a super-linearly growing network model can reproduce, in its preasymptotic regime, the structure of a real network, if the model captures some sufficiently strong structural constraints -- rich-club connectivity, for example.
Edit intent: fluency
Original:  These findings suggest that real scale-free networks of finite size may exist in pre-asymptotic regimes of network evolution processes that lead to degenerate network formations in the thermodynamic limit.
Revised:  These findings suggest that real scale-free networks of finite size may exist in preasymptotic regimes of network evolution processes that lead to degenerate network formations in the thermodynamic limit.
Edit intent: fluency
Original: Charge transport modification exhibiting an increase of conductance activated by an external green light in Bacteriorhodopsin is correlated to its conformational change.
Revised: Charge transport modification exhibiting an increase of conductance is correlated to its conformational change.
Edit intent: clarity
Original: Charge transport modification exhibiting an increase of conductance activated by an external green light in Bacteriorhodopsin is correlated to its conformational change.
Revised: Charge transport modification exhibiting an increase of conductance activated by an external green light in Bacteriorhodopsin is correlated to the protein conformational change.
Edit intent: clarity
Original:  A theoretical model based on a map of the protein  structure into a resistor network is implemented to account for a sequential tunneling mechanism of charge transfer through neighbouring amino-acids .
Revised:  A theoretical model based on a map of the protein structure into a resistor network is implemented to account for a sequential tunneling mechanism of charge transfer through neighbouring amino acids .
Edit intent: fluency
Original:  The model is validated by comparison with current-voltage experiments and provides for the potential barriers involved in the charge transfer an average height of 69 meV over an interacting radius of 6 \aa .
Revised:  The model is validated by comparison with current-voltage experiments .
Edit intent: coherence
Original: We propose a new approach to estimate the cross-covariance C_{xy}(\tau) of two long-range correlated signals .
Revised: We propose a method to estimate the cross-covariance C_{xy}(\tau) of two long-range correlated signals .
Edit intent: clarity
Original: We propose a new approach to estimate the cross-covariance C_{xy}(\tau) of two long-range correlated signals .
Revised: We propose a new approach to estimate the cross-covariance C_{xy}(\tau) of long-range correlated signals .
Edit intent: clarity
Original:  In particular, we provide the asymptotic expression of C_{xy}(\tau) for  fractional Brownian motions (fBm) and show that wide-sense stationarity holds. for \tau}\to  The method is finally implemented on financial series of the German market to argue on theleverage effector volatility asymmetry , i.e. the negative sign of the volatility-return correlation at small lag \tau .
Revised:  In particular, we provide the asymptotic expression of C_{xy}(\tau) for the case of fractional Brownian motions (fBm) and show that wide-sense stationarity holds. for \tau}\to The method is finally implemented on financial series of the German market to argue on theleverage effector volatility asymmetry , i.e. the negative sign of the volatility-return correlation at small lag \tau .
Edit intent: clarity
Original:  In particular, we provide the asymptotic expression of C_{xy}(\tau) for  fractional Brownian motions (fBm) and show that wide-sense stationarity holds. for \tau}\to  The method is finally implemented on financial series of the German market to argue on theleverage effector volatility asymmetry , i.e. the negative sign of the volatility-return correlation at small lag \tau .
Revised:  In particular, we provide the asymptotic expression of C_{xy}(\tau) for fractional Brownian motions (fBm) and show that wide-sense stationarity holds. for \tau}\to The method is leverage effector volatility asymmetry , i.e. the negative sign of the volatility-return correlation at small lag \tau .
Edit intent: coherence
Original:  In particular, we provide the asymptotic expression of C_{xy}(\tau) for  fractional Brownian motions (fBm) and show that wide-sense stationarity holds. for \tau}\to  The method is finally implemented on financial series of the German market to argue on theleverage effector volatility asymmetry , i.e. the negative sign of the volatility-return correlation at small lag \tau .
Revised:  In particular, we provide the asymptotic expression of C_{xy}(\tau) for fractional Brownian motions (fBm) and show that wide-sense stationarity holds. for \tau}\to The method is finally implemented on financial series of the German market to argue on theleverage effector volatility asymmetry , i.e. the negative volatility-return correlation at small lag \tau .
Edit intent: clarity
Original: We propose a method to estimate the cross-covariance C_{xy}(\tau) of long-range correlated signals xand y at varying lags \tau and scales n . We also provide the asymptotic expression of C_{xy}(\tau) for the case of fractional Brownian motions (fBm) with Hurst exponents H_1and H_2, and show that it scales as n^{H_1+H_2  for \tau\to 0.
Revised: A method for estimating the cross-correlation C_{xy}(\tau) of long-range correlated signals xand y at varying lags \tau and scales n . We also provide the asymptotic expression of C_{xy}(\tau) for the case of fractional Brownian motions (fBm) with Hurst exponents H_1and H_2, and show that it scales as n^{H_1+H_2 for \tau\to 0.
Edit intent: clarity
Original: We propose a method to estimate the cross-covariance C_{xy}(\tau) of long-range correlated signals xand y at varying lags \tau and scales n . We also provide the asymptotic expression of C_{xy}(\tau) for the case of fractional Brownian motions (fBm) with Hurst exponents H_1and H_2, and show that it scales as n^{H_1+H_2  for \tau\to 0.
Revised: We propose a method to estimate the cross-covariance C_{xy}(\tau) of long-range correlated series x(t) and y(t), at varying lags \tau and scales n . We also provide the asymptotic expression of C_{xy}(\tau) for the case of fractional Brownian motions (fBm) with Hurst exponents H_1and H_2, and show that it scales as n^{H_1+H_2 for \tau\to 0.
Edit intent: clarity
Original: We propose a method to estimate the cross-covariance C_{xy}(\tau) of long-range correlated signals xand y at varying lags \tau and scales n . We also provide the asymptotic expression of C_{xy}(\tau) for the case of fractional Brownian motions (fBm) with Hurst exponents H_1and H_2, and show that it scales as n^{H_1+H_2  for \tau\to 0.
Revised: We propose a method to estimate the cross-covariance C_{xy}(\tau) of long-range correlated signals xand y at varying lags \tau and scales n , is proposed. For fractional Brownian motions with Hurst exponents H_1 and H_2, the asymptotic expression of C_{xy}(\tau) for the case of fractional Brownian motions (fBm) with Hurst exponents H_1and H_2, and show that it scales as n^{H_1+H_2 for \tau\to 0.
Edit intent: coherence
Original:  The method is implemented on (i) financial series, to witness to the leverage effect , i.e. the negative volatility-return correlation at small lags, and on (ii) genomic sequences, to argue on the correlation among structural parameters along the chromosome .
Revised:  The method is illustrated on (i) financial series, to witness to the leverage effect , i.e. the negative volatility-return correlation at small lags, and on (ii) genomic sequences, to argue on the correlation among structural parameters along the chromosome .
Edit intent: clarity
Original:  The method is implemented on (i) financial series, to witness to the leverage effect , i.e. the negative volatility-return correlation at small lags, and on (ii) genomic sequences, to argue on the correlation among structural parameters along the chromosome .
Revised:  The method is implemented on (i) financial series, to show the leverage effect , i.e. the negative volatility-return correlation at small lags, and on (ii) genomic sequences, to argue on the correlation among structural parameters along the chromosome .
Edit intent: clarity
Original:  The method is implemented on (i) financial series, to witness to the leverage effect , i.e. the negative volatility-return correlation at small lags, and on (ii) genomic sequences, to argue on the correlation among structural parameters along the chromosome .
Revised:  The method is implemented on (i) financial series, to witness to the leverage effect ; (ii) genomic sequences, to argue on the correlation among structural parameters along the chromosome .
Edit intent: coherence
Original:  The method is implemented on (i) financial series, to witness to the leverage effect , i.e. the negative volatility-return correlation at small lags, and on (ii) genomic sequences, to argue on the correlation among structural parameters along the chromosome .
Revised:  The method is implemented on (i) financial series, to witness to the leverage effect , i.e. the negative volatility-return correlation at small lags, and on (ii) genomic sequences, to estimate the correlations between structural parameters along the chromosome .
Edit intent: clarity
Original:  The method is implemented on (i) financial series, to witness to the leverage effect , i.e. the negative volatility-return correlation at small lags, and on (ii) genomic sequences, to argue on the correlation among structural parameters along the chromosome .
Revised:  The method is implemented on (i) financial series, to witness to the leverage effect , i.e. the negative volatility-return correlation at small lags, and on (ii) genomic sequences, to argue on the correlation among structural parameters along the chromosomes .
Edit intent: fluency
Original:  We also prove that the standard definition of ATL (built on modalities ``Next'', ``Always'' and ``Until'' ) cannot express the duals of its modalities: it is necessary to explicitely add the modality ``Release'' .
Revised:  We also prove that the standard definition of ATL (built on modalities "Next", "Always" and "Until" ) cannot express the duals of its modalities: it is necessary to explicitely add the modality ``Release'' .
Edit intent: fluency
Original:  We also prove that the standard definition of ATL (built on modalities ``Next'', ``Always'' and ``Until'' ) cannot express the duals of its modalities: it is necessary to explicitely add the modality ``Release'' .
Revised:  We also prove that the standard definition of ATL (built on modalities ``Next'', ``Always'' and ``Until'' ) cannot express the duals of its modalities: it is necessary to explicitely add the modality "Release" .
Edit intent: fluency
Original: Pristine coastal shallow systems are considered as dominated by extensive meadows of seagrass species, which are assumed to take advantage of nutrient supply from sediment.
Revised: Pristine coastal shallow systems are usually dominated by extensive meadows of seagrass species, which are assumed to take advantage of nutrient supply from sediment.
Edit intent: clarity
Original:  An increasing nutrient input is thought to favour phytoplankton and/or epiphytic micro-, macroalgae as well as opportunistic ephemeral macroalgae that coexist with seagrasses.
Revised:  An increasing nutrient input is thought to favour phytoplankton , epiphytic microalgae, as well as opportunistic ephemeral macroalgae that coexist with seagrasses.
Edit intent: coherence
Original:  The primary cause of shifts and succession in the macrophyte community are nutrients added to water, but also temperature plays an important role.
Revised:  The primary cause of shifts and succession in the macrophyte community is the increase of nutrient load to water; however temperature plays also an important role.
Edit intent: clarity
Original:  Successions of dominance states, with different resilience characteristics, are found when changing the input of nutrients and other environmental variables related to climate change, such as temperature and light intensity  .
Revised:  Successions of dominance states, with different resilience characteristics, are found when modifying the input of nutrients and other environmental variables related to climate change, such as temperature and light intensity .
Edit intent: fluency
Original:  Successions of dominance states, with different resilience characteristics, are found when changing the input of nutrients and other environmental variables related to climate change, such as temperature and light intensity  .
Revised:  Successions of dominance states, with different resilience characteristics, are found when changing the input of nutrients and the seasonal temperature and light intensity .
Edit intent: clarity
Original:  Successions of dominance states, with different resilience characteristics, are found when changing the input of nutrients and other environmental variables related to climate change, such as temperature and light intensity  .
Revised:  Successions of dominance states, with different resilience characteristics, are found when changing the input of nutrients and other environmental variables related to climate change, such as temperature and light intensity forcing .
Edit intent: clarity
Original: The ancestral selection graph in population genetics introduced by Krone and Neuhauser (1997) is an analogue to the coalescent genealogy  .
Revised: The ancestral selection graph in population genetics was introduced by KroneNeuhauser (1997) is an analogue to the coalescent genealogy .
Edit intent: clarity
Original: The ancestral selection graph in population genetics introduced by Krone and Neuhauser (1997) is an analogue to the coalescent genealogy  .
Revised: The ancestral selection graph in population genetics introduced by Krone and Neuhauser (1997) as an analogue of the coalescent genealogy .
Edit intent: fluency
Original:  The number of ancestral particles , backward in time, of a sample of genes is an ancestral process, which is a birth and death process with quadratic death and linear birth rate .
Revised:  The number of particles in this graph, followed backwards in time, of a sample of genes is an ancestral process, which is a birth and death process with quadratic death and linear birth rate .
Edit intent: clarity
Original:  The number of ancestral particles , backward in time, of a sample of genes is an ancestral process, which is a birth and death process with quadratic death and linear birth rate .
Revised:  The number of ancestral particles , backward in time, is a birth and death process with quadratic death and linear birth rate .
Edit intent: clarity
Original:  The number of ancestral particles , backward in time, of a sample of genes is an ancestral process, which is a birth and death process with quadratic death and linear birth rate .
Revised:  The number of ancestral particles , backward in time, of a sample of genes is an ancestral process, which is a birth and death process with quadratic death and linear birth rates .
Edit intent: fluency
Original:  In this paper an explicit form of the number of ancestral particle is obtained , by using the density of the allele frequency in the corresponding diffusion model obtained by Kimura (1955).
Revised:  In this paper an explicit form of the probability distribution of the number of particles is obtained by using the density of the allele frequency in the corresponding diffusion model obtained by Kimura (1955).
Edit intent: clarity
Original:  It is shown that fixation is convergence of the ancestral process to the stationary measure.
Revised:  It is shown that fixation is convergence of the ancestral process to its stationary measure.
Edit intent: clarity
Original:  Thus the rocking of the plane leads to fluctuations of the electric field of the dipole moment that can interact with the reaction coordinate because the latter in its turn has transition dipole moment due to separation of charges at movement of the reacting system along it.
Revised:  Thus the rocking of the plane leads to fluctuations of the electric field of the dipole moment . These fluctuations can interact with the reaction coordinate because the latter in its turn has transition dipole moment due to separation of charges at movement of the reacting system along it.
Edit intent: clarity
Original:  As the rocking of the plane of the peptide group is sensitive to the microviscosity of its environment in protein interior and the latter is a function of the solvent viscosity  we obtain an additional factor of interrelationship for these characteristics with the reaction rate constant.
Revised:  The rocking of the plane of the peptide group is sensitive to the microviscosity of its environment in protein interior and the latter is a function of the solvent viscosity we obtain an additional factor of interrelationship for these characteristics with the reaction rate constant.
Edit intent: fluency
Original:  As the rocking of the plane of the peptide group is sensitive to the microviscosity of its environment in protein interior and the latter is a function of the solvent viscosity  we obtain an additional factor of interrelationship for these characteristics with the reaction rate constant.
Revised:  As the rocking of the plane of the peptide group is sensitive to the microviscosity of its environment in protein interior and the latter is a function of the solvent viscosity . Thus we obtain an additional factor of interrelationship for these characteristics with the reaction rate constant.
Edit intent: coherence
Original: The numeraire portfolio in a financial market is the unique positive wealth process that makes all other nonnegative wealth processes supermartingales , when deflated by it  .
Revised: The numeraire portfolio in a financial market is the unique positive wealth process that makes all other nonnegative wealth processes , when deflated by it .
Edit intent: clarity
Original: The numeraire portfolio in a financial market is the unique positive wealth process that makes all other nonnegative wealth processes supermartingales , when deflated by it  .
Revised: The numeraire portfolio in a financial market is the unique positive wealth process that makes all other nonnegative wealth processes supermartingales , when deflated by it , supermartingales .
Edit intent: fluency
Original:  In a financial market with continuous-path asset prices,  the stable behavior of the numeraire portfolio is established when each of the aforementioned market parameters is changed in an infinitesimal way.
Revised:  In a financial market with continuous-path asset prices, we establish the stable behavior of the numeraire portfolio is established when each of the aforementioned market parameters is changed in an infinitesimal way.
Edit intent: clarity
Original:  In a financial market with continuous-path asset prices,  the stable behavior of the numeraire portfolio is established when each of the aforementioned market parameters is changed in an infinitesimal way.
Revised:  In a financial market with continuous-path asset prices, the stable behavior of the numeraire portfolio when each of the aforementioned market parameters is changed in an infinitesimal way.
Edit intent: clarity
Original: The current work describes a novel system devised for automatic contour extraction of 2D branching structures images obtained from 3D neurons .
Revised: This work describes a novel system devised for automatic contour extraction of 2D branching structures images obtained from 3D neurons .
Edit intent: clarity
Original: The current work describes a novel system devised for automatic contour extraction of 2D branching structures images obtained from 3D neurons .
Revised: The current work describes a novel methodology for automatic contour extraction of 2D branching structures images obtained from 3D neurons .
Edit intent: clarity
Original: The current work describes a novel system devised for automatic contour extraction of 2D branching structures images obtained from 3D neurons .
Revised: The current work describes a novel system devised for automatic contour extraction from 2D branching structures images obtained from 3D neurons .
Edit intent: fluency