TABLE 1.
Model | Definition | Control parameters | Agreement with the adder principle | ρ i | ρ d | ρ id |
sHC (Si et al., 2019) | Sd = si exp(λτcyc) | τcyc, si | Requires presence of cross- or auto-correlations between control parameters. | ρ i | ||
IA (Ho and Amir, 2015) | si(n+1) − si(n)/2 = δii Sd = si exp(λτcyc) | τcyc, δii | Only when λτcyc is non-stochastic. | 1/2 | ||
CCCP (Micali et al., 2018) | ln(si(n+1)) = ln(si(n))/2 + A ln(SR) = ln(si) + λC ln(SH) = ln(SH)/2 + B ln(Sd) = max(ln(SR), ln(SH)) | A, B, C | Yes (by adjusting f, σH and σR). | 1/2 | ||
IDA (Si et al., 2019) | si(n+1) − si(n)/2 = δii Sd(n+1) − Sd(n)/2 = Δd | δii, Δd | Yes. | 1/2 | 1/2 | 0 |
RDA (Witz et al., 2019) | si(n+1) − si(n)/2 = δii Sd(n+1) − si(n) = 2δid | δii, δid | Only when δid is non-stochastic. | 1/2 |
The definition column indicates the equations defining the division and replication cycles. The control parameters are summarized in the next column. In the three rightmost columns we give the three correlations ρi, ρd, and ρid. We have used the following variables: (i) σii2: variance of δii, (ii) σid2: variance of δid, (iii) μi: mean of si, (iv) σi2: variance of si, (v) μα: mean of α=exp(λτcyc), (vi) σα2: variance of α, (vii) ηi=σi/μi is the coefficient of variation (CV) of si, (viii) ηα=σα/μα is the CV of α, (ix) μH: mean of ln(SH), (x) σH2: variance of ln(SH), (xi) μR: mean of ln(SR), (xii) σR2: variance of ln(SR).