89 resultados para Discrete Time Branching Processes
Resumo:
A discrete-time dynamics of a non-Markovian random walker is analyzed using a minimal model where memory of the past drives the present dynamics. In recent work N. Kumar et al., Phys. Rev. E 82, 021101 (2010)] we proposed a model that exhibits asymptotic superdiffusion, normal diffusion, and subdiffusion with the sweep of a single parameter. Here we propose an even simpler model, with minimal options for the walker: either move forward or stay at rest. We show that this model can also give rise to diffusive, subdiffusive, and superdiffusive dynamics at long times as a single parameter is varied. We show that in order to have subdiffusive dynamics, the memory of the rest states must be perfectly correlated with the present dynamics. We show explicitly that if this condition is not satisfied in a unidirectional walk, the dynamics is only either diffusive or superdiffusive (but not subdiffusive) at long times.
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This paper analyses deviated linear cyclic pursuit in which an agent pursues its leader with an angle of deviation in both the continuous- and discrete-time domains, while admitting heterogeneous gains and deviations for the agents. Sufficient conditions for the stability of such systems, in both the domains, are presented in this paper along with the derivation of the reachable set, which is a set of points where the agents may converge asymptotically. The stability conditions are derived based on Gershgorin's theorem. Simulations validating the theoretical results presented in this paper are provided.
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This paper studies:(i)the long-time behaviour of the empirical distribution of age and normalized position of an age-dependent critical branching Markov process conditioned on non-extinction;and (ii) the super-process limit of a sequence of age-dependent critical branching Brownian motions.
Resumo:
This paper studies the long-time behavior of the empirical distribution of age and normalized position of an age-dependent supercritical branching Markov process. The motion of each individual during its life is a random function of its age. It is shown that the empirical distribution of the age and the normalized position of all individuals alive at time t converges as t -> infinity to a deterministic product measure.
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We study the distribution of residence time or equivalently that of "mean magnetization" for a family of Gaussian Markov processes indexed by a positive parameter alpha. The persistence exponent for these processes is simply given by theta=alpha but the residence time distribution is nontrivial. The shape of this distribution undergoes a qualitative change as theta increases, indicating a sharp change in the ergodic properties of the process. We develop two alternate methods to calculate exactly but recursively the moments of the distribution for arbitrary alpha. For some special values of alpha, we obtain closed form expressions of the distribution function. [S1063-651X(99)03306-1].
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A class of linear time-varying discrete systems is considered, and closed-form solutions are obtained in different cases. Some comments on stability are also included.
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Receive antenna selection (AS) has been shown to maintain the diversity benefits of multiple antennas while potentially reducing hardware costs. However, the promised diversity gains of receive AS depend on the assumptions of perfect channel knowledge at the receiver and slowly time-varying fading. By explicitly accounting for practical constraints imposed by the next-generation wireless standards such as training, packetization and antenna switching time, we propose a single receive AS method for time-varying fading channels. The method exploits the low training overhead and accuracy possible from the use of discrete prolate spheroidal (DPS) sequences based reduced rank subspace projection techniques. It only requires knowledge of the Doppler bandwidth, and does not require detailed correlation knowledge. Closed-form expressions for the channel prediction and estimation error as well as symbol error probability (SEP) of M-ary phase-shift keying (MPSK) for symbol-by-symbol receive AS are also derived. It is shown that the proposed AS scheme, after accounting for the practical limitations mentioned above, outperforms the ideal conventional single-input single-output (SISO) system with perfect CSI and no AS at the receiver and AS with conventional estimation based on complex exponential basis functions.
Resumo:
We study risk-sensitive control of continuous time Markov chains taking values in discrete state space. We study both finite and infinite horizon problems. In the finite horizon problem we characterize the value function via Hamilton Jacobi Bellman equation and obtain an optimal Markov control. We do the same for infinite horizon discounted cost case. In the infinite horizon average cost case we establish the existence of an optimal stationary control under certain Lyapunov condition. We also develop a policy iteration algorithm for finding an optimal control.
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We demonstrate the phenomenon of self-organized criticality (SOC) in a simple random walk model described by a random walk of a myopic ant, i.e., a walker who can see only nearest neighbors. The ant acts on the underlying lattice aiming at uniform digging, i.e., reduction of the height profile of the surface but is unaffected by the underlying lattice. In one, two, and three dimensions we have explored this model and have obtained power laws in the time intervals between consecutive events of "digging." Being a simple random walk, the power laws in space translate to power laws in time. We also study the finite size scaling of asymptotic scale invariant process as well as dynamic scaling in this system. This model differs qualitatively from the cascade models of SOC.
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Quinones and their radical ion intermediates have been much studied by vibrational spectroscopy to understand their structure-function relationships in various biological processes. In this paper, we present a comprehensive analysis of vibrational spectra in the structure-sensitive region of both the naphthoquinone (NQ) and 2-methyl-1,4-naphthoquinone (MQ, menaquinone) radical anions using time-resolved resonance Raman and ab initio studies. Specific vibrational mode assignments have been made to all the vibrational frequencies recorded in the experiment. It is observed that the carbonyl and C-C stretching frequencies show considerable coupling in NQ and MQ radical anions. Further, the asymmetric substitution present in MQ with respect to NQ shows important signatures in the radical anion spectrum. It is concluded that assignments of vibrational frequencies of asymmetrically substituted quinones must take into consideration the influence of asymmetry on structure and reactivity.
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The Gaussian probability closure technique is applied to study the random response of multidegree of freedom stochastically time varying systems under non-Gaussian excitations. Under the assumption that the response, the coefficient and the excitation processes are jointly Gaussian, deterministic equations are derived for the first two response moments. It is further shown that this technique leads to the best Gaussian estimate in a minimum mean square error sense. An example problem is solved which demonstrates the capability of this technique for handling non-linearity, stochastic system parameters and amplitude limited responses in a unified manner. Numerical results obtained through the Gaussian closure technique compare well with the exact solutions.
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Time series, from a narrow point of view, is a sequence of observations on a stochastic process made at discrete and equally spaced time intervals. Its future behavior can be predicted by identifying, fitting, and confirming a mathematical model. In this paper, time series analysis is applied to problems concerning runwayinduced vibrations of an aircraft. A simple mathematical model based on this technique is fitted to obtain the impulse response coefficients of an aircraft system considered as a whole for a particular type of operation. Using this model, the output which is the aircraft response can be obtained with lesser computation time for any runway profile as the input.
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The origin of the extragalactic gamma-ray background (EGRB) is still an open question, even nearly forty years after its discovery. The emission could originate either from truly diffuse processes or from unresolved point sources. Although the majority of the 271 point sources detected by EGRET (Energetic Gamma Ray Experiment Telescope) are unidentified, of the identified sources, blazars are the dominant candidates. Therefore, unresolved blazars may be considered the main contributor to the EGRB, and many studies have been carried out to understand their distribution, evolution and contribution to the EGRB. Considering that gamma-ray emission comes mostly from jets of blazars and that the jet emission decreases rapidly with increasing jet to line-of-sight angle, it is not surprising that EGRET was not able to detect many large inclination angle active galactic nuclei (AGNs). Though Fermi could only detect a few large inclination angle AGNs during the first three months of its survey, it is expected to detect many such sources in the near future. Since non-blazar AGNs are expected to have higher density as compared to blazars, these could also contribute significantly to the EGRB. In this paper, we discuss contributions from unresolved discrete sources including normal galaxies, starburst galaxies, blazars and off-axis AGNs to the EGRB.
Resumo:
The blue emission of ethyl-hexyl substituted polyfluorene (PF2/6) films is accompanied by a low energy green emission peak around 500 nm in inert atmosphere. The intensity of this 500 nm peak is large in electroluminescence (EL) compared to photoluminescence (PL)measurements. Furthermore, the green emission intensity reduces dramatically in the presence of molecular oxygen. To understand this, we have modeled various nonradiative processes by time dependent quantum many body methods. These are (i) intersystem crossing to study conversion of excited singlets to triplets leading to a phosphorescence emission, (ii) electron-hole recombination (e-hR) process in the presence of a paramagnetic impurity to follow the yield of triplets in a polyene system doped with paramagnetic metal atom, and (iii) quenching of excited triplet states in the presence of oxygen molecules to understand the low intensity of EL emission in ambient atmosphere, when compared with that in nitrogen atmosphere. We have employed the Pariser-Parr-Pople Hamiltonian to model the molecules and have invoked electron-electron repulsions beyond zero differential approximation while treating interactions between the organic molecule and the rest of the system. Our time evolution methods show that there is a large cross section for triplet formation in the e-hR process in the presence of paramagnetic impurity with degenerate orbitals. The triplet yield through e-hR process far exceeds that in the intersystem crossing pathway, clearly pointing to the large intensity of the 500 nm peak in EL compared to PL measurements. We have also modeled the triplet quenching process by a paramagnetic oxygen molecule which shows a sizable quenching cross section especially for systems with large sizes. These studies show that the most probable origin of the experimentally observed low energy EL emission is the triplets.