A Note on Large Deviations for the Stable Marriage of Poisson and Lebesgue with Random Appetites

Let IaS,a"e (d) be a set of centers chosen according to a Poisson point process in a"e (d) . Let psi be an allocation of a"e (d) to I in the sense of the Gale-Shapley marriage problem, with the additional feature that every center xi aI has an appetite given by a nonnegative random variable alpha. Generalizing some previous results, we study large deviations for the distance of a typical point xaa"e (d) to its center psi(x)aI, subject to some restrictions on the moments of alpha.

Influence of the initial condition in equilibrium last-passage percolation models

In this paper we consider an equilibrium last-passage percolation model on an environment given by a compound two-dimensional Poisson process. We prove an L-2-formula relating the initial measure with the last-passage percolation time. This formula turns out to be a useful tool to analyze the fluctuations of the last-passage times along non-characteristic directions.

Heat conduction in a chain of harmonic and anharmonic oscillators under the presence of an energy conserving noise

Reproducing Fourier's law of heat conduction from a microscopic stochastic model is a long standing challenge in statistical physics. As was shown by Rieder, Lebowitz and Lieb many years ago, a chain of harmonically coupled oscillators connected to two heat baths at different temperatures does not reproduce the diffusive behaviour of Fourier's law, but instead a ballistic one with an infinite thermal conductivity. Since then, there has been a substantial effort from the scientific community in identifying the key mechanism necessary to reproduce such diffusivity, which usually revolved around anharmonicity and the effect of impurities. Recently, it was shown by Dhar, Venkateshan and Lebowitz that Fourier's law can be recovered by introducing an energy conserving noise, whose role is to simulate the elastic collisions between the atoms and other microscopic degrees of freedom, which one would expect to be present in a real solid. For a one-dimensional chain this is accomplished numerically by randomly flipping - under the framework of a Poisson process with a variable “rate of collisions" - the sign of the velocity of an oscillator. In this poster we present Langevin simulations of a one-dimensional chain of oscillators coupled to two heat baths at different temperatures. We consider both harmonic and anharmonic (quartic) interactions, which are studied with and without the energy conserving noise. With these results we are able to map in detail how the heat conductivity k is influenced by both anharmonicity and the energy conserving noise. We also present a detailed analysis of the behaviour of k as a function of the size of the system and the rate of collisions, which includes a finite-size scaling method that enables us to extract the relevant critical exponents. Finally, we show that for harmonic chains, k is independent of temperature, both with and without the noise. Conversely, for anharmonic chains we find that k increases roughly linearly with the temperature of a given reservoir, while keeping the temperature difference fixed.

A Poisson mixed model with nonnormal random effect distribution

In this paper, we propose a random intercept Poisson model in which the random effect is assumed to follow a generalized log-gamma (GLG) distribution. This random effect accommodates (or captures) the overdispersion in the counts and induces within-cluster correlation. We derive the first two moments for the marginal distribution as well as the intraclass correlation. Even though numerical integration methods are, in general, required for deriving the marginal models, we obtain the multivariate negative binomial model from a particular parameter setting of the hierarchical model. An iterative process is derived for obtaining the maximum likelihood estimates for the parameters in the multivariate negative binomial model. Residual analysis is proposed and two applications with real data are given for illustration. (C) 2011 Elsevier B.V. All rights reserved.

A Bayesian destructive weighted Poisson cure rate model and an application to a cutaneous melanoma data

In this article, we propose a new Bayesian flexible cure rate survival model, which generalises the stochastic model of Klebanov et al. [Klebanov LB, Rachev ST and Yakovlev AY. A stochastic-model of radiation carcinogenesis - latent time distributions and their properties. Math Biosci 1993; 113: 51-75], and has much in common with the destructive model formulated by Rodrigues et al. [Rodrigues J, de Castro M, Balakrishnan N and Cancho VG. Destructive weighted Poisson cure rate models. Technical Report, Universidade Federal de Sao Carlos, Sao Carlos-SP. Brazil, 2009 (accepted in Lifetime Data Analysis)]. In our approach, the accumulated number of lesions or altered cells follows a compound weighted Poisson distribution. This model is more flexible than the promotion time cure model in terms of dispersion. Moreover, it possesses an interesting and realistic interpretation of the biological mechanism of the occurrence of the event of interest as it includes a destructive process of tumour cells after an initial treatment or the capacity of an individual exposed to irradiation to repair altered cells that results in cancer induction. In other words, what is recorded is only the damaged portion of the original number of altered cells not eliminated by the treatment or repaired by the repair system of an individual. Markov Chain Monte Carlo (MCMC) methods are then used to develop Bayesian inference for the proposed model. Also, some discussions on the model selection and an illustration with a cutaneous melanoma data set analysed by Rodrigues et al. [Rodrigues J, de Castro M, Balakrishnan N and Cancho VG. Destructive weighted Poisson cure rate models. Technical Report, Universidade Federal de Sao Carlos, Sao Carlos-SP. Brazil, 2009 (accepted in Lifetime Data Analysis)] are presented.