226 resultados para stochastic discount factor
em Indian Institute of Science - Bangalore - Índia
Resumo:
Infinite horizon discounted-cost and ergodic-cost risk-sensitive zero-sum stochastic games for controlled Markov chains with countably many states are analyzed. Upper and lower values for these games are established. The existence of value and saddle-point equilibria in the class of Markov strategies is proved for the discounted-cost game. The existence of value and saddle-point equilibria in the class of stationary strategies is proved under the uniform ergodicity condition for the ergodic-cost game. The value of the ergodic-cost game happens to be the product of the inverse of the risk-sensitivity factor and the logarithm of the common Perron-Frobenius eigenvalue of the associated controlled nonlinear kernels. (C) 2013 Elsevier B.V. All rights reserved.
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We have studied two person stochastic differential games with multiple modes. For the zero-sum game we have established the existence of optimal strategies for both players. For the nonzero-sum case we have proved the existence of a Nash equilibrium.
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Several late gene expression factors (Lefs) have been implicated in fostering high levels of transcription from the very late gene promoters of polyhedrin and p10 from baculoviruses. We cloned and characterized from Bombyx mori nuclear polyhedrosis virus a late gene expression factor (Bmlef2) that encodes a 209-amino-acid protein harboring a Cys-rich C-terminal domain. The temporal transcription profiles of lef2 revealed a 1.2-kb transcript in both delayed early and late periods after virus infection. Transcription start site mapping identified the presence of an aphidicolin-sensitive late transcript arising from a TAAG motif located at -352 nucleotides and an aphidicolin-insensitive early transcript originating from a TTGT motif located 35 nucleotides downstream to a TATA box at -312 nucleotides, with respect to the +1 ATG of lef2. BmLef2 trans-activated very late gene expression from both polyhedrin and p10 promoters in transient expression assays. Internal deletion of the Cys-rich domain from the C-terminal region abolished the transcriptional activation. Inactivation of Lef2 synthesis by antisense lef2 transcripts drastically reduced the very late gene transcription but showed little effect on the expression from immediate early promoter. Decrease in viral DNA synthesis and a reduction in virus titer were observed only when antisense lef2 was expressed under the immediate early (ie-1) promoter. Furthermore, the antisense experiments suggested that lef2 plays a direct role in very late gene transcription.
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Proteins are polymerized by cyclic machines called ribosomes, which use their messenger RNA (mRNA) track also as the corresponding template, and the process is called translation. We explore, in depth and detail, the stochastic nature of the translation. We compute various distributions associated with the translation process; one of them-namely, the dwell time distribution-has been measured in recent single-ribosome experiments. The form of the distribution, which fits best with our simulation data, is consistent with that extracted from the experimental data. For our computations, we use a model that captures both the mechanochemistry of each individual ribosome and their steric interactions. We also demonstrate the effects of the sequence inhomogeneities of real genes on the fluctuations and noise in translation. Finally, inspired by recent advances in the experimental techniques of manipulating single ribosomes, we make theoretical predictions on the force-velocity relation for individual ribosomes. In principle, all our predictions can be tested by carrying out in vitro experiments.
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Here we find through computer simulations and theoretical analysis that the low temperature thermodynamic anomalies of liquid water arises from the intermittent fluctuation between its high density and low density forms, consisting largely of 5-coordinated and 4-coordinated water molecules, respectively. The fluctuations exhibit strong dynamic heterogeneity (defined by the four point time correlation function), accompanied by a divergence like growth of the dynamic correlation length, of the type encountered in fragile supercooled liquids. The intermittency has been explained by invoking a two state model often employed to understand stochastic resonance, with the relevant periodic perturbation provided here by the fluctuation of the total volume of the system.
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The Taylor coefficients c and d of the EM form factor of the pion are constrained using analyticity, knowledge of the phase of the form factor in the time-like region, 4m(pi)(2) <= t <= t(in) and its value at one space-like point, using as input the (g - 2) of the muon. This is achieved using the technique of Lagrange multipliers, which gives a transparent expression for the corresponding bounds. We present a detailed study of the sensitivity of the bounds to the choice of time-like phase and errors present in the space-like data, taken from recent experiments. We find that our results constrain c stringently. We compare our results with those in the literature and find agreement with the chiral perturbation-theory results for c. We obtain d similar to O(10) GeV-6 when c is set to the chiral perturbation-theory values.
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A beam-column resting on continuous Winkler foundation and discrete elastic supports is considered. The beam-column is of variable cross-section and the variation of sectional properties along the axis of the beam-column is deterministic. Young's modulus, mass per unit length and distributed axial loadings of the beam-column have a stochastic distribution. The foundation stiffness coefficient of the Winkler model, the stiffnesses of discrete elastic supports, stiffnesses of end springs and the end thrust, are all considered as random parameters. The material property fluctuations and distributed axial loadings are considered to constitute independent, one-dimension uni-variate homogeneous real stochastic fields in space. The foundation stiffness coefficient, stiffnesses of the discrete elastic supports, stiffnesses of end springs and the end thrust are considered to constitute independent random variables. Static response, free vibration and stability behaviour of the beam-column are studied. Hamilton's principle is used to formulate the problem using stochastic FEM. Sensitivity vectors of the response and stability parameters are evaluated. Using these statistics of free vibration frequencies, mode shapes, buckling parameters, etc., are evaluated. A numerical example is given.
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The fault-tolerant multiprocessor (ftmp) is a bus-based multiprocessor architecture with real-time and fault- tolerance features and is used in critical aerospace applications. A preliminary performance evaluation is of crucial importance in the design of such systems. In this paper, we review stochastic Petri nets (spn) and developspn-based performance models forftmp. These performance models enable efficient computation of important performance measures such as processing power, bus contention, bus utilization, and waiting times.
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This paper describes a method of adjusting the stator power factor angle for the control of an induction motor fed from a current source inverter (CSI) based on the concept of space vectors (or park vectors). It is shown that under steady state, if the torque angle is kept constant over the entire operating range, it has the advantage of keeping the slip frequency constant. This can be utilized to dispose of the speed feedback and simplify the control scheme for the drive, such that the stator voltage integral zero crossings alone can be used as a feedback for deciding the triggering instants of the CSI thyristors under stable operation of the system. A closed-loop control strategy is developed for the drive based on this principle, using a microprocessor-based control system and is implemented on a laboratory prototype CSI fed induction motor drive.
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The paper presents a new adaptive delta modulator, called the hybrid constant factor incremental delta modulator (HCFIDM), which uses instantaneous as well as syllabic adaptation of the step size. Three instantaneous algorithms have been used: two new instantaneous algorithms (CFIDM-3 and CFIDM-2) and the third, Song's voice ADM (SVADM). The quantisers have been simulated on a digital computer and their performances studied. The figure of merit used is the SNR with correlated, /?C-shaped Gaussian signals and real speech as the input. The results indicate that the hybrid technique is superior to the nonhybrid adaptive quantisers. Also, the two new instantaneous algorithms developed have improved SNR and fast response to step inputs as compared to the earlier systems.
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Redundant DNA can buffer sequence dependent structural deviations from an ideal double helix. Buffering serves a mechanistic function by reducing extraneous conformational effects which could interfere with readout or which would impose energetic constraints on evolution. It also serves an evolutionary function by allowing for gradual variations in conformation-dependent regulation of gene expression. Such gradualism is critical for the rate of evolution. The buffer structure concept provides a new interpretation for repetitive DNA and for exons and introns.
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The constraint factor, C (given by the hardness-yield strength ratio H/Y in the fully lastic regime of indentation), in metallic glasses, is greater than three, a reflection of the sensitivity of their plastic flow to pressure. Furthermore, C increases with increasing temperature. In this work, we examine if this is true in amorphous polymers as well, through experiments on amorphous poly(methyl methacrylate) (PMMA). Uniaxial compression as well as spherical indentation tests were conducted in the 248-348 K range to construct H/Y versus indentation strain plots at each temperature and obtain the C-values. Results show that C increases with temperature in PMMA as well. Good correlation between the loss factors, measured using a dynamic mechanical analyzer, and C, suggest that the enhanced sensitivity to pressure is possibly due to beta-relaxation. We offer possible mechanistic reasons for the observed trends in amorphous materials in terms of relaxation processes.
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Bearing capacity factor N-c for axially loaded piles in clays whose cohesion increases linearly with depth has been estimated numerically under undrained (phi=0) condition. The Study follows the lower bound limit analysis in conjunction With finite elements and linear programming. A new formulation is proposed for solving an axisymmetric geotechnical stability problem. The variation of N-c with embedment ratio is obtained for several rates of the increase of soil cohesion with depth; a special case is also examined when the pile base was placed on the stiff clay stratum overlaid by a soft clay layer. It was noticed that the magnitude of N-c reaches almost a constant value for embedment ratio greater than unity. The roughness of the pile base and shaft affects marginally the magnitudes of N-c. The results obtained from the present study are found to compare quite well with the different numerical solutions reported in the literature.