7 resultados para STOCHASTIC PROCESSES

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo


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We construct harmonic functions on random graphs given by Delaunay triangulations of ergodic point processes as the limit of the zero-temperature harness process. (C) 2012 Elsevier B.V All rights reserved.

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The development of new statistical and computational methods is increasingly making it possible to bridge the gap between hard sciences and humanities. In this study, we propose an approach based on a quantitative evaluation of attributes of objects in fields of humanities, from which concepts such as dialectics and opposition are formally defined mathematically. As case studies, we analyzed the temporal evolution of classical music and philosophy by obtaining data for 8 features characterizing the corresponding fields for 7 well-known composers and philosophers, which were treated with multivariate statistics and pattern recognition methods. A bootstrap method was applied to avoid statistical bias caused by the small sample data set, with which hundreds of artificial composers and philosophers were generated, influenced by the 7 names originally chosen. Upon defining indices for opposition, skewness and counter-dialectics, we confirmed the intuitive analysis of historians in that classical music evolved according to a master apprentice tradition, while in philosophy changes were driven by opposition. Though these case studies were meant only to show the possibility of treating phenomena in humanities quantitatively, including a quantitative measure of concepts such as dialectics and opposition, the results are encouraging for further application of the approach presented here to many other areas, since it is entirely generic.

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The cell division cycle comprises a sequence of phenomena controlled by a stable and robust genetic network. We applied a probabilistic genetic network (PGN) to construct a hypothetical model with a dynamical behavior displaying the degree of robustness typical of the biological cell cycle. The structure of our PGN model was inspired in well-established biological facts such as the existence of integrator subsystems, negative and positive feedback loops, and redundant signaling pathways. Our model represents genes interactions as stochastic processes and presents strong robustness in the presence of moderate noise and parameters fluctuations. A recently published deterministic yeast cell-cycle model does not perform as well as our PGN model, even upon moderate noise conditions. In addition, self stimulatory mechanisms can give our PGN model the possibility of having a pacemaker activity similar to the observed in the oscillatory embryonic cell cycle.

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In this work, we study the performance evaluation of resource-aware business process models. We define a new framework that allows the generation of analytical models for performance evaluation from business process models annotated with resource management information. This framework is composed of a new notation that allows the specification of resource management constraints and a method to convert a business process specification and its resource constraints into Stochastic Automata Networks (SANs). We show that the analysis of the generated SAN model provides several performance indices, such as average throughput of the system, average waiting time, average queues size, and utilization rate of resources. Using the BP2SAN tool - our implementation of the proposed framework - and a SAN solver (such as the PEPS tool) we show through a simple use-case how a business specialist with no skills in stochastic modeling can easily obtain performance indices that, in turn, can help to identify bottlenecks on the model, to perform workload characterization, to define the provisioning of resources, and to study other performance related aspects of the business process.

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We developed a stochastic lattice model to describe the vector-borne disease (like yellow fever or dengue). The model is spatially structured and its dynamical rules take into account the diffusion of vectors. We consider a bipartite lattice, forming a sub-lattice of human and another occupied by mosquitoes. At each site of lattice we associate a stochastic variable that describes the occupation and the health state of a single individual (mosquito or human). The process of disease transmission in the human population follows a similar dynamic of the Susceptible-Infected-Recovered model (SIR), while the disease transmission in the mosquito population has an analogous dynamic of the Susceptible-Infected-Susceptible model (SIS) with mosquitos diffusion. The occurrence of an epidemic is directly related to the conditional probability of occurrence of infected mosquitoes (human) in the presence of susceptible human (mosquitoes) on neighborhood. The probability of diffusion of mosquitoes can facilitate the formation of pairs Susceptible-Infected enabling an increase in the size of the epidemic. Using an asynchronous dynamic update, we study the disease transmission in a population initially formed by susceptible individuals due to the introduction of a single mosquito (human) infected. We find that this model exhibits a continuous phase transition related to the existence or non-existence of an epidemic. By means of mean field approximations and Monte Carlo simulations we investigate the epidemic threshold and the phase diagram in terms of the diffusion probability and the infection probability.

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Up to now the raise-and-peel model was the single known example of a one-dimensional stochastic process where one can observe conformal invariance. The model has one parameter. Depending on its value one has a gapped phase, a critical point where one has conformal invariance, and a gapless phase with changing values of the dynamical critical exponent z. In this model, adsorption is local but desorption is not. The raise-and-strip model presented here, in which desorption is also nonlocal, has the same phase diagram. The critical exponents are different as are some physical properties of the model. Our study suggests the possible existence of a whole class of stochastic models in which one can observe conformal invariance.

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The elephant walk model originally proposed by Schutz and Trimper to investigate non-Markovian processes led to the investigation of a series of other random-walk models. Of these, the best known is the Alzheimer walk model, because it was the first model shown to have amnestically induced persistence-i.e. superdiffusion caused by loss of memory. Here we study the robustness of the Alzheimer walk by adding a memoryless stochastic perturbation. Surprisingly, the solution of the perturbed model can be formally reduced to the solutions of the unperturbed model. Specifically, we give an exact solution of the perturbed model by finding a surjective mapping to the unperturbed model. Copyright (C) EPLA, 2012