107 resultados para Quasi-stationary Distributions


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A new approximate solution for the first passage probability of a stationary Gaussian random process is presented which is based on the estimation of the mean clump size. A simple expression for the mean clump size is derived in terms of the cumulative normal distribution function, which avoids the lengthy numerical integrations which are required by similar existing techniques. The method is applied to a linear oscillator and an ideal bandpass process and good agreement with published results is obtained. By making a slight modification to an existing analysis it is shown that a widely used empirical result for the asymptotic form of the first passage probability can be deduced theoretically.

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The effects of initial soil fabric and mode of shearing on quasi-steady state line in void ratiostress space are studied by employing the Distinct Element Method numerical analysis. The results show that the initial soil fabric and the mode of shearing have a profound effect on the location of the quasi-steady state line. The evolution of the soil fabric during the course of undrained shearing shows that the specimens with different initial soil fabrics reach quasi-steady state at various soil fabric conditions. At quasi-steady state, the soil fabric has a significant adjustment to change its behavior from contractive to dilative. As the stress state approaches the steady state, the soil fabrics of different initial conditions become similar. The numerical analysis results are compared qualitatively with the published experimental data and the effects of specimen reconstitution methods and mode of shearing found in the experimental studies canbe systematically explained by the numerical analysis. © 2009 Taylor & Francis Group.

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New space-time trellis codes with four- and eight-level phase-shift keying (PSK) and 16-phase quadrature amplitude modulation (QAM) for two transmit antennas in slow-fading channels are presented in this paper. Unlike most of the codes that are reported in the literature, the proposed codes are specifically designed to minimize the frame error probability from a union-bound perspective. The performance of the proposed codes with various memory orders and receive antennas is evaluated by simulation. It is shown that the proposed codes outperform previously known codes in all studied cases.

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Computational analyses of dendritic computations often assume stationary inputs to neurons, ignoring the pulsatile nature of spike-based communication between neurons and the moment-to-moment fluctuations caused by such spiking inputs. Conversely, circuit computations with spiking neurons are usually formalized without regard to the rich nonlinear nature of dendritic processing. Here we address the computational challenge faced by neurons that compute and represent analogue quantities but communicate with digital spikes, and show that reliable computation of even purely linear functions of inputs can require the interplay of strongly nonlinear subunits within the postsynaptic dendritic tree.Our theory predicts a matching of dendritic nonlinearities and synaptic weight distributions to the joint statistics of presynaptic inputs. This approach suggests normative roles for some puzzling forms of nonlinear dendritic dynamics and plasticity.

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A combination of singular systems analysis and analytic phase techniques are used to investigate the possible occurrence in observations of coherent synchronization between quasi-biennial and semi-annual oscillations (QBOs; SAOs) in the stratosphere and troposphere. Time series of zonal mean zonal winds near the Equator are analysed from the ERA-40 and ERA-interim reanalysis datasets over a ∼ 50-year period. In the stratosphere, the QBO is found to synchronize with the SAO almost all the time, but with a frequency ratio that changes erratically between 4:1, 5:1 and 6:1. A similar variable synchronization is also evident in the tropical troposphere between semi-annual and quasi-biennial cycles (known as TBOs). Mean zonal winds from ERA-40 and ERA-interim, and also time series of indices for the Indian and West Pacific monsoons, are commonly found to exhibit synchronization, with SAO/TBO ratios that vary between 4:1 and 7:1. Coherent synchronization between the QBO and tropical TBO does not appear to persist for long intervals, however. This suggests that both the QBO and tropical TBOs may be separately synchronized to SAOs that are themselves enslaved to the seasonal cycle, or to the annual cycle itself. However, the QBO and TBOs are evidently only weakly coupled between themselves and are frequently found to lose mutual coherence when each changes its frequency ratio to its respective SAO. This suggests a need to revise a commonly cited paradigm that advocates the use of stratospheric QBO indices as a predictor for tropospheric phenomena such as monsoons and hurricanes. © 2012 Royal Meteorological Society.

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Distributions over exchangeable matrices with infinitely many columns, such as the Indian buffet process, are useful in constructing nonparametric latent variable models. However, the distribution implied by such models over the number of features exhibited by each data point may be poorly- suited for many modeling tasks. In this paper, we propose a class of exchangeable nonparametric priors obtained by restricting the domain of existing models. Such models allow us to specify the distribution over the number of features per data point, and can achieve better performance on data sets where the number of features is not well-modeled by the original distribution.

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We derive a random-coding upper bound on the average probability of error of joint source-channel coding that recovers Csiszár's error exponent when used with product distributions over the channel inputs. Our proof technique for the error probability analysis employs a code construction for which source messages are assigned to subsets and codewords are generated with a distribution that depends on the subset. © 2012 IEEE.

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Atom probe tomography was used to study the redistribution of platinum and arsenic atoms after Ni(Pt) silicidation of As-doped polycrystalline Si. These measurements were performed on a field-effect transistor and compared with those obtained in unpatterned region submitted to the same process. These results suggest that Pt and As redistribution during silicide formation is only marginally influenced by the confinement in microelectronic devices. On the contrary, there is a clear difference with the redistribution reported in the literature for the blanket wafers. Selective etching used to remove the non-reacted Ni(Pt) film after the first rapid heat treatment may induce this difference. © 2011 American Institute of Physics.

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A location- and scale-invariant predictor is constructed which exhibits good probability matching for extreme predictions outside the span of data drawn from a variety of (stationary) general distributions. It is constructed via the three-parameter {\mu, \sigma, \xi} Generalized Pareto Distribution (GPD). The predictor is designed to provide matching probability exactly for the GPD in both the extreme heavy-tailed limit and the extreme bounded-tail limit, whilst giving a good approximation to probability matching at all intermediate values of the tail parameter \xi. The predictor is valid even for small sample sizes N, even as small as N = 3. The main purpose of this paper is to present the somewhat lengthy derivations which draw heavily on the theory of hypergeometric functions, particularly the Lauricella functions. Whilst the construction is inspired by the Bayesian approach to the prediction problem, it considers the case of vague prior information about both parameters and model, and all derivations are undertaken using sampling theory.

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It has been previously observed that thin film transistors (TFTs) utilizing an amorphous indium gallium zinc oxide (a-IGZO) semiconducting channel suffer from a threshold voltage shift when subjected to a negative gate bias and light illumination simultaneously. In this work, a thermalization energy analysis has been applied to previously published data on negative bias under illumination stress (NBIS) in a-IGZO TFTs. A barrier to defect conversion of 0.65-0.75 eV is extracted, which is consistent with reported energies of oxygen vacancy migration. The attempt-to-escape frequency is extracted to be 10 6-107 s-1, which suggests a weak localization of carriers in band tail states over a 20-40 nm distance. Models for the NBIS mechanism based on charge trapping are reviewed and a defect pool model is proposed in which two distinct distributions of defect states exist in the a-IGZO band gap: these are associated with states that are formed as neutrally charged and 2+ charged oxygen vacancies at the time of film formation. In this model, threshold voltage shift is not due to a defect creation process, but to a change in the energy distribution of states in the band gap upon defect migration as this allows a state formed as a neutrally charged vacancy to be converted into one formed as a 2+ charged vacancy and vice versa. Carrier localization close to the defect migration site is necessary for the conversion process to take place, and such defect migration sites are associated with conduction and valence band tail states. Under negative gate bias stressing, the conduction band tail is depleted of carriers, but the bias is insufficient to accumulate holes in the valence band tail states, and so no threshold voltage shift results. It is only under illumination that the quasi Fermi level for holes is sufficiently lowered to allow occupation of valence band tail states. The resulting charge localization then allows a negative threshold voltage shift, but only under conditions of simultaneous negative gate bias and illumination, as observed experimentally as the NBIS effect. © 2014 AIP Publishing LLC.