On the probability that the determinant of an nxn matrix over a finite field vanishe

An expression is derived for the probability that the determinant of an n x n matrix over a finite field vanishes; from this it is deduced that for a fixed field this probability tends to 1 as n tends to.

An Adaptive Scheme for Learning the Probability Threshold in Pattern Recognition

The statistical minimum risk pattern recognition problem, when the classification costs are random variables of unknown statistics, is considered. Using medical diagnosis as a possible application, the problem of learning the optimal decision scheme is studied for a two-class twoaction case, as a first step. This reduces to the problem of learning the optimum threshold (for taking appropriate action) on the a posteriori probability of one class. A recursive procedure for updating an estimate of the threshold is proposed. The estimation procedure does not require the knowledge of actual class labels of the sample patterns in the design set. The adaptive scheme of using the present threshold estimate for taking action on the next sample is shown to converge, in probability, to the optimum. The results of a computer simulation study of three learning schemes demonstrate the theoretically predictable salient features of the adaptive scheme.

Climate change impact assessment: Uncertainty modeling with imprecise probability

Hydrologic impacts of climate change are usually assessed by downscaling the General Circulation Model (GCM) output of large-scale climate variables to local-scale hydrologic variables. Such an assessment is characterized by uncertainty resulting from the ensembles of projections generated with multiple GCMs, which is known as intermodel or GCM uncertainty. Ensemble averaging with the assignment of weights to GCMs based on model evaluation is one of the methods to address such uncertainty and is used in the present study for regional-scale impact assessment. GCM outputs of large-scale climate variables are downscaled to subdivisional-scale monsoon rainfall. Weights are assigned to the GCMs on the basis of model performance and model convergence, which are evaluated with the Cumulative Distribution Functions (CDFs) generated from the downscaled GCM output (for both 20th Century [20C3M] and future scenarios) and observed data. Ensemble averaging approach, with the assignment of weights to GCMs, is characterized by the uncertainty caused by partial ignorance, which stems from nonavailability of the outputs of some of the GCMs for a few scenarios (in Intergovernmental Panel on Climate Change [IPCC] data distribution center for Assessment Report 4 [AR4]). This uncertainty is modeled with imprecise probability, i.e., the probability being represented as an interval gray number. Furthermore, the CDF generated with one GCM is entirely different from that with another and therefore the use of multiple GCMs results in a band of CDFs. Representing this band of CDFs with a single valued weighted mean CDF may be misleading. Such a band of CDFs can only be represented with an envelope that contains all the CDFs generated with a number of GCMs. Imprecise CDF represents such an envelope, which not only contains the CDFs generated with all the available GCMs but also to an extent accounts for the uncertainty resulting from the missing GCM output. This concept of imprecise probability is also validated in the present study. The imprecise CDFs of monsoon rainfall are derived for three 30-year time slices, 2020s, 2050s and 2080s, with A1B, A2 and B1 scenarios. The model is demonstrated with the prediction of monsoon rainfall in Orissa meteorological subdivision, which shows a possible decreasing trend in the future.

A lower bound to the survival probability and an approximate first passage time distribution for Markovian and non-Markovian dynamics in phase space

We derive a very general expression of the survival probability and the first passage time distribution for a particle executing Brownian motion in full phase space with an absorbing boundary condition at a point in the position space, which is valid irrespective of the statistical nature of the dynamics. The expression, together with the Jensen's inequality, naturally leads to a lower bound to the actual survival probability and an approximate first passage time distribution. These are expressed in terms of the position-position, velocity-velocity, and position-velocity variances. Knowledge of these variances enables one to compute a lower bound to the survival probability and consequently the first passage distribution function. As examples, we compute these for a Gaussian Markovian process and, in the case of non-Markovian process, with an exponentially decaying friction kernel and also with a power law friction kernel. Our analysis shows that the survival probability decays exponentially at the long time irrespective of the nature of the dynamics with an exponent equal to the transition state rate constant.

Conditional Probability-Based Significance Tests for Sequential Patterns in Multineuronal Spike Trains

We consider the problem of detecting statistically significant sequential patterns in multineuronal spike trains. These patterns are characterized by ordered sequences of spikes from different neurons with specific delays between spikes. We have previously proposed a data-mining scheme to efficiently discover such patterns, which occur often enough in the data. Here we propose a method to determine the statistical significance of such repeating patterns. The novelty of our approach is that we use a compound null hypothesis that not only includes models of independent neurons but also models where neurons have weak dependencies. The strength of interaction among the neurons is represented in terms of certain pair-wise conditional probabilities. We specify our null hypothesis by putting an upper bound on all such conditional probabilities. We construct a probabilistic model that captures the counting process and use this to derive a test of significance for rejecting such a compound null hypothesis. The structure of our null hypothesis also allows us to rank-order different significant patterns. We illustrate the effectiveness of our approach using spike trains generated with a simulator.

First passage probability during random vibration

The probability that a random process crosses an arbitrary level for the first time is expressed as a Gram—Charlier series, the leading term of which is the Poisson approximation. The coefficients of this series are related to the moments of the number of level crossings. The results are applicable to both stationary and non-stationary processes. Some numerical results are presented for the response process of a linear single-degree-of-freedom oscillator under Gaussian white noise excitation.

Spatial survival probability for one-dimensional fluctuating interfaces in the steady state

We report numerical and analytic results for the spatial survival probability for fluctuating one-dimensional interfaces with Edwards-Wilkinson or Kardar-Parisi-Zhang dynamics in the steady state. Our numerical results are obtained from analysis of steady-state profiles generated by integrating a spatially discretized form of the Edwards-Wilkinson equation to long times. We show that the survival probability exhibits scaling behavior in its dependence on the system size and the "sampling interval" used in the measurement for both "steady-state" and "finite" initial conditions. Analytic results for the scaling functions are obtained from a path-integral treatment of a formulation of the problem in terms of one-dimensional Brownian motion. A "deterministic approximation" is used to obtain closed-form expressions for survival probabilities from the formally exact analytic treatment. The resulting approximate analytic results provide a fairly good description of the numerical data.

Probability Distribution of the Eigenvalues of the Random String Equation

The probability distribution of the eigenvalues of a second-order stochastic boundary value problem is considered. The solution is characterized in terms of the zeros of an associated initial value problem. It is further shown that the probability distribution is related to the solution of a first-order nonlinear stochastic differential equation. Solutions of this equation based on the theory of Markov processes and also on the closure approximation are presented. A string with stochastic mass distribution is considered as an example for numerical work. The theoretical probability distribution functions are compared with digital simulation results. The comparison is found to be reasonably good.

Generating artificial chromosomes with probability control in genetic algorithm for machine scheduling problems

In this paper, a novel genetic algorithm is developed by generating artificial chromosomes with probability control to solve the machine scheduling problems. Generating artificial chromosomes for Genetic Algorithm (ACGA) is closely related to Evolutionary Algorithms Based on Probabilistic Models (EAPM). The artificial chromosomes are generated by a probability model that extracts the gene information from current population. ACGA is considered as a hybrid algorithm because both the conventional genetic operators and a probability model are integrated. The ACGA proposed in this paper, further employs the ``evaporation concept'' applied in Ant Colony Optimization (ACO) to solve the permutation flowshop problem. The ``evaporation concept'' is used to reduce the effect of past experience and to explore new alternative solutions. In this paper, we propose three different methods for the probability of evaporation. This probability of evaporation is applied as soon as a job is assigned to a position in the permutation flowshop problem. Experimental results show that our ACGA with the evaporation concept gives better performance than some algorithms in the literature.

Almost quarter-pinched Kähler metrics and Chern numbers

Given n is an element of Z(+) and epsilon > 0, we prove that there exists delta = delta(epsilon, n) > 0 such that the following holds: If (M(n),g) is a compact Kahler n-manifold whose sectional curvatures K satisfy -1 -delta <= K <= -1/4 and c(I)(M), c(J)(M) are any two Chern numbers of M, then |c(I)(M)/c(J)(M) - c(I)(0)/c(J)(0)| < epsilon, where c(I)(0), c(J)(0) are the corresponding characteristic numbers of a complex hyperbolic space form. It follows that the Mostow-Siu surfaces and the threefolds of Deraux do not admit Kahler metrics with pinching close to 1/4.

The advection-condensation model and water-vapour probability density functions

The statistically steady humidity distribution resulting from an interaction of advection, modelled as an uncorrelated random walk of moist parcels on an isentropic surface, and a vapour sink, modelled as immediate condensation whenever the specific humidity exceeds a specified saturation humidity, is explored with theory and simulation. A source supplies moisture at the deep-tropical southern boundary of the domain and the saturation humidity is specified as a monotonically decreasing function of distance from the boundary. The boundary source balances the interior condensation sink, so that a stationary spatially inhomogeneous humidity distribution emerges. An exact solution of the Fokker-Planck equation delivers a simple expression for the resulting probability density function (PDF) of the wate-rvapour field and also the relative humidity. This solution agrees completely with a numerical simulation of the process, and the humidity PDF exhibits several features of interest, such as bimodality close to the source and unimodality further from the source. The PDFs of specific and relative humidity are broad and non-Gaussian. The domain-averaged relative humidity PDF is bimodal with distinct moist and dry peaks, a feature which we show agrees with middleworld isentropic PDFs derived from the ERA interim dataset. Copyright (C) 2011 Royal Meteorological Society

Bounds on Probability of Error in Decision Feedback Equalizers

Evaluation of the probability of error in decision feedback equalizers is difficult due to the presence of a hard limiter in the feedback path. This paper derives the upper and lower bounds on the probability of a single error and multiple error patterns. The bounds are fairly tight. The bounds can also be used to select proper tap gains of the equalizer.

Bounds on Probability of Error Due to Co-Channel Interference

Upper bounds on the probability of error due to co-channel interference are proposed in this correspondence. The bounds are easy to compute and can be fairly tight.

Measurement of probability-distribution functions sensitive technique for the study of conduction phenomena in liquid dielectrics

The paper outlines a technique for sensitive measurement of conduction phenomena in liquid dielectrics. The special features of this technique are the simplicity of the electrical system, the inexpensive instrumentation and the high accuracy. Detection, separation and analysis of a random function of current that is superimposed on the prebreakdown direct current forms the basis of this investigation. In this case, prebreakdown direct current is the output data of a test cell with large electrodes immersed in a liquid medium subjected to high direct voltages. Measurement of the probability-distribution function of a random fluctuating component of current provides a method that gives insight into the mechanism of conduction in a liquid medium subjected to high voltages and the processes that are responsible for the existence of the fluctuating component of the current.