184 resultados para Markov Chain
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Reaction of Cu2(O2CMe)4(H2O)2 with 1,2-diaminoethane(en) in ethanol, followed by the addition of NH4PF6, led to the formation of a covalently linked 1D polymeric copper(II) title complex showing alternating [Cu2(en)2(OH)22+] and [Cu2(O2CMe)4] units in the chain and the shortest Cucdots, three dots, centeredCu separation of 2.558(2) Å in the tetraacetato core.
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This work is a survey of the average cost control problem for discrete-time Markov processes. The authors have attempted to put together a comprehensive account of the considerable research on this problem over the past three decades. The exposition ranges from finite to Borel state and action spaces and includes a variety of methodologies to find and characterize optimal policies. The authors have included a brief historical perspective of the research efforts in this area and have compiled a substantial yet not exhaustive bibliography. The authors have also identified several important questions that are still open to investigation.
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Milito and Cruz have introduced a novel adaptive control scheme for finite Markov chains when a finite parametrized family of possible transition matrices is available. The scheme involves the minimization of a composite functional of the observed history of the process incorporating both control and estimation aspects. We prove the a.s. optimality of a similar scheme when the state space is countable and the parameter space a compact subset ofR.
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We address risk minimizing option pricing in a regime switching market where the floating interest rate depends on a finite state Markov process. The growth rate and the volatility of the stock also depend on the Markov process. Using the minimal martingale measure, we show that the locally risk minimizing prices for certain exotic options satisfy a system of Black-Scholes partial differential equations with appropriate boundary conditions. We find the corresponding hedging strategies and the residual risk. We develop suitable numerical methods to compute option prices.
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We consider the Kramers problem for a long chain polymer trapped in a biased double-well potential. Initially the polymer is in the less stable well and it can escape from this well to the other well by the motion of its N beads across the barrier to attain the configuration having lower free energy. In one dimension we simulate the crossing and show that the results are in agreement with the kink mechanism suggested earlier. In three dimensions, it has not been possible to get an analytical `kink solution' for an arbitrary potential; however, one can assume the form of the solution of the nonlinear equation as a kink solution and then find a double-well potential in three dimensions. To verify the kink mechanism, simulations of the dynamics of a discrete Rouse polymer model in a double well in three dimensions are carried out. We find that the time of crossing is proportional to the chain length, which is in agreement with the results for the kink mechanism. The shape of the kink solution is also in agreement with the analytical solution in both one and three dimensions.
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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 develop in this article the first actor-critic reinforcement learning algorithm with function approximation for a problem of control under multiple inequality constraints. We consider the infinite horizon discounted cost framework in which both the objective and the constraint functions are suitable expected policy-dependent discounted sums of certain sample path functions. We apply the Lagrange multiplier method to handle the inequality constraints. Our algorithm makes use of multi-timescale stochastic approximation and incorporates a temporal difference (TD) critic and an actor that makes a gradient search in the space of policy parameters using efficient simultaneous perturbation stochastic approximation (SPSA) gradient estimates. We prove the asymptotic almost sure convergence of our algorithm to a locally optimal policy. (C) 2010 Elsevier B.V. All rights reserved.
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Two bile acid derived molecules containing basic amino groups are reported to be efficient and unusual gelators of organic and aqueous solvents.
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A novel (main chain)-(side chain) vinyl polyperoxide, poly(alpha-(tert-butylperoxymethyl)styrene peroxide) (MCSCPP), an alternating copolymer of alpha-(tert-butylperoxymethyl)styrene (TPMS) and oxygen, has been synthesized by the oxidative polymerization of TPMS. The MCSCPP was characterized by H-1 NMR, C-13 NMR, IR, DSC, EI-MS, and GC-MS studies. The overall activation energy (E(a)) for the degradation of MCSCPP was found to be 27 kcal/mol. Formaldehyde and alpha-(tert-butylperoxy)acetophenone (TPAP) were identified as the primary degradation products of MCSCPP; TPAP was found to undergo further degradation. The side chain peroxy groups were found to be thermally more stable than those in the main chain. Polymerization of styrene in the presence of MCSCPP as initiator, at 80 degrees C, follows classical kinetics. The presence of peroxy segments in the polystyrene chain was confirmed by both H-1 NMR and thermal decomposition studies. Interestingly, unlike other vinyl polyperoxides, the MCSCPP initiator shows an increase in molecular weight with conversion.
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The dynamics of poly(isobutyl methacrylate) in toluene solution has been examined by C-13 spin-lattice relaxation time and NOE measurements as a function of temperature. The experiments were performed at 50.3 and 100.6 MHz. The backbone carbon relaxation data have been analyzed using the Dejean-Laupretre-Monnerie (DLM) model, which describes the dynamical processes in the backbone in terms of conformational transitions and bond librations. The relaxation data of the side chain nuclei have been analyzed by assuming different motional models, namely, unrestricted rotational diffusion, three site jumps, and restricted rotational diffusion. The different models have been compared for their ability to reproduce the experimental spin-lattice relaxation times and also to predict the behavior of NOE as a function of temperature. Conformational energy calculations have been carried out on a model compound by using the semiempirical quantum chemical method, AM1, and the results confirm the validity of the motional models used to describe the side-chain motion.
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The variation of the viscosity as a function of the sequence distribution in an A-B random copolymer melt is determined. The parameters that characterize the random copolymer are the fraction of A monomers f, the parameter lambda which determines the correlation in the monomer identities along a chain and the Flory chi parameter chi(F) which determines the strength of the enthalpic repulsion between monomers of type A and B. For lambda>0, there is a greater probability of finding like monomers at adjacent positions along the chain, and for lambda<0 unlike monomers are more likely to be adjacent to each other. The traditional Markov model for the random copolymer melt is altered to remove ultraviolet divergences in the equations for the renormalized viscosity, and the phase diagram for the modified model has a binary fluid type transition for lambda>0 and does not exhibit a phase transition for lambda<0. A mode coupling analysis is used to determine the renormalization of the viscosity due to the dependence of the bare viscosity on the local concentration field. Due to the dissipative nature of the coupling. there are nonlinearities both in the transport equation and in the noise correlation. The concentration dependence of the transport coefficient presents additional difficulties in the formulation due to the Ito-Stratonovich dilemma, and there is some ambiguity about the choice of the concentration to be used while calculating the noise correlation. In the Appendix, it is shown using a diagrammatic perturbation analysis that the Ito prescription for the calculation of the transport coefficient, when coupled with a causal discretization scheme, provides a consistent formulation that satisfies stationarity and the fluctuation dissipation theorem. This functional integral formalism is used in the present analysis, and consistency is verified for the present problem as well. The upper critical dimension for this type of renormaliaation is 2, and so there is no divergence in the viscosity in the vicinity of a critical point. The results indicate that there is a systematic dependence of the viscosity on lambda and chi(F). The fluctuations tend to increase the viscosity for lambda<0, and decrease the viscosity for lambda>0, and an increase in chi(F) tends to decrease the viscosity. (C) 1996 American Institute of Physics.
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The various types of chain folding and possible intraloop as well as interloop base pairing in human telomeric DNA containing d(TTAG(3)) repeats have been investigated by model-building, molecular mechanics, and molecular dynamics techniques. Model-building and molecular mechanics studies indicate that it is possible to build a variety of energetically favorable folded-back structures with the two TTA loops on same side and the 5' end thymines in the two loops forming TATA tetrads involving a number of different intraloop as well as interloop A:T pairing schemes. In these folded-back structures, although both intraloop and interloop Watson-Crick pairing is feasible, no structure is possible with interloop Hoogsteen pairing. MD studies of representative structures indicate that the guanine-tetraplex stem is very rigid and, while the loop regions are relatively much more flexible, most of the hydrogen bonds remain intact throughout the 350-ps in vacuo simulation. The various possible TTA loop structures, although they are energetically similar, have characteristic inter proton distances, which could give rise to unique cross-peaks in two-dimensional nuclear Overhauser effect spectroscopy (NOESY) experiments. These folded-back structures with A:T pairings in the loop region help in rationalizing the data from chemical probing and other biochemical studies on human telomeric DNA.
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The crystal structure of the dehydro octapeptide Boc-Val-Delta Phe-Phe-Ala-Leu-Ala-Delta Phe-Leu-OH has been determined to atomic resolution by X-ray crystallographic methods. The crystals grown by slow evaporation of peptide solution in methanol/water are orthorhombic, space group P2(1)2(1)2(1). The unit cell parameters are a = 8.404(3), b = 25.598(2) and c = 27.946(3) Angstrom, Z = 4. The agreement factor is R = 7.58% for 3636 reflections having (\F-o\) greater than or equal to 3 sigma (\F-o\). The peptide molecule is characterised by a 3(10)-helix at the N-terminus and a pi-turn at the C-terminus. This conformation is exactly similar to the helix termination features observed in proteins. The pi-turn conformation observed in the octapeptide is in good agreement with the conformational features of pi-turns seen in some proteins. The alpha(L)-position in the pi-turn of the octapeptide is occupied by Delta Phe(7), which shows that even bulky residues can be accommodated in this position of the pi-turns. In proteins, it is generally seen that alpha(L)-position is occupied by glycine residue. No intermolecular head-to-tail hydrogen bonds are observed in solid state structure of the octapeptide. A water molecule located in the unit cell of the peptide molecule is mainly used to hold the peptide molecule together in the crystal. The conformation observed for the octapeptide might be useful to understand the helix termination and chain reversal in proteins and to construct helix terminators for denovo protein design.