Stochastic monotonicity and duality for continuous time Markov chains with general q-Matrix

The key problems in discussing stochastic monotonicity and duality for continuous time Markov chains are to give the criteria for existence and uniqueness and to construct the associated monotone processes in terms of their infinitesimal q -matrices. In their recent paper, Chen and Zhang [6] discussed these problems under the condition that the given q-matrix Q is conservative. The aim of this paper is to generalize their results to a more general case, i.e., the given q-matrix Q is not necessarily conservative. New problems arise 'in removing the conservative assumption. The existence and uniqueness criteria for this general case are given in this paper. Another important problem, the construction of all stochastically monotone Q-processes, is also considered.

Existence, recurrence and equilibrium properties of Markov branching processes with instantaneous immigration

Attention has recently focussed on stochastic population processes that can undergo total annihilation followed by immigration into state j at rate αj. The investigation of such models, called Markov branching processes with instantaneous immigration (MBPII), involves the study of existence and recurrence properties. However, results developed to date are generally opaque, and so the primary motivation of this paper is to construct conditions that are far easier to apply in practice. These turn out to be identical to the conditions for positive recurrence, which are very easy to check. We obtain, as a consequence, the surprising result that any MBPII that exists is ergodic, and so must possess an equilibrium distribution. These results are then extended to more general MBPII, and we show how to construct the associated equilibrium distributions.

Feller transition functions, Resolvent Decomposition Theorems, and their application in unstable denumerable Markov processes

This paper surveys the recent progresses made in the field of unstable denumerable Markov processes. Emphases are laid upon methodology and applications. The important tools of Feller transition functions and Resolvent Decomposition Theorems are highlighted. Their applications particularly in unstable denumerable Markov processes with a single instantaneous state and Markov branching processes are illustrated.

A Markov modulated Poisson process model for rainfall increments

The problems encountered when using traditional rectangular pulse hierarchical point processmodels for fine temporal resolution and the growing number of available tip-time records suggest that rainfall increments from tipping-bucket gauges be modelled directly. Poisson processes are used with an arrival rate modulated by a Markov chain in Continuous time. The paper shows how, by using two or three states for this chain, much of the structure of the rainfall intensity distribution and the wet/dry sequences can be represented for time-scales as small as 5 minutes.

Generalized Markov branching processes

A generalized Markov Brnching Process (GMBP) is a Markov branching model where the infinitesimal branching rates are modified with an interaction index. It is proved that there always exists only one GMBP. An associated differential-integral equation is derived. The extinction probalility and the mean and conditional mean extinction times are obtained. Ergodicity and stability of GMBP with resurrection are also considered. Easy checking criteria are established for ordinary and strong ergodicty. The equilibrium distribution is given in an elegant closed form. The probability meaning of our results is clear and thus explained.

Uniqueness and extinction properties of generalised Markov branching processes

This paper focuses on the basic problems regarding uniqueness and extinction properties for generalised Markov branching processes. The uniqueness criterion is firstly established and a differential–integral equation satisfied by the transition functions of such processes is derived. The extinction probability is then obtained. A closed form is presented for both the mean extinction time and the conditional mean extinction time. It turns out that these important quantities are closely related to the elementary gamma function.

An AI formalism for competing claims of identification: capturing the "Smemorato di Collegno" amnesia case

A formal representation is given of the situational structure, and the agents' beliefs about personal identity, in the Smemorato di Collegno amnesia case tried in 1927, in Pollenza, Italy. Another section discusses and formalizes a sample heuristic rule for conjecturing whether an individual identity other than personal, being conveyed by a toponym, was used literally or fictitiously in a given historical corpus of legal casenotes. For example, a landlocked city being named and referred to as though it was a sea port is a fairly good cue for assuming that the toponym is a disguise. Yet, the interpretation is governed by other conventions, when in a play by Shakeaspeare it is stated that a given scene is set on the sea coast of Bohemia. Further discussion of a situational casuistry for identification (especially individual and personal) along with more formal representations will appear in a companion paper "nissanidentifpirandello", also at the disciplinary meet of AI formalisms and legal applications.

Ergodicity and stability of generalised Markov branching processes with resurrection

This paper concentrates on investigating ergodicity and stability for generalised Markov branching processes with resurrection. Easy checking criteria including several clear-cut corollaries are established for ordinary and strong ergodicity of such processes. The equilibrium distribution is given in an elegant closed form for the ergodic case. The probabilistic interpretation of the results is clear and thus explained.

Uniqueness criteria for continuous-time Markov chains with general transition structures

We derive necessary and sufficient conditions for the existence of bounded or summable solutions to systems of linear equations associated with Markov chains. This substantially extends a famous result of G. E. H. Reuter, which provides a convenient means of checking various uniqueness criteria for birth-death processes. Our result allows chains with much more general transition structures to be accommodated. One application is to give a new proof of an important result of M. F. Chen concerning upwardly skip-free processes. We then use our generalization of Reuter's lemma to prove new results for downwardly skip-free chains, such as the Markov branching process and several of its many generalizations. This permits us to establish uniqueness criteria for several models, including the general birth, death, and catastrophe process, extended branching processes, and asymptotic birth-death processes, the latter being neither upwardly skip-free nor downwardly skip-free.

General Harris regularity criterion for non-linear Markov branching processes

We extend the Harris regularity condition for ordinary Markov branching process to a more general case of non-linear Markov branching process. A regularity criterion which is very easy to check is obtained. In particular, we prove that a super-linear Markov branching process is regular if and only if the per capita offspring mean is less than or equal to I while a sub-linear Markov branching process is regular if the per capita offspring mean is finite. The Harris regularity condition then becomes a special case of our criterion.

Probabilistic approach in weighted Markov branching processes

This note provides a new probabilistic approach in discussing the weighted Markov branching process (WMBP) which is a natural generalisation of the ordinary Markov branching process. Using this approach, some important characteristics regarding the hitting times of such processes can be easily obtained. In particular, the closed forms for the mean extinction time and conditional mean extinction time are presented. The explosion behaviour of the process is investigated and the mean explosion time is derived. The mean global holding time and the mean total survival time are also obtained. The close link between these newly developed processes and the well-known compound Poisson processes is investigated. It is revealed that any weighted Markov branching process (WMBP) is a random time change of a compound Poisson process.

Vibrational spectroscopy and DFT calculations of the di-amino acid peptide L-aspartyl-L-glutamic acid in the zwitterionic state

Solid state IR and Raman as well as aqueous solution state Raman spectra are reported for the linear di-amino acid peptide L-aspartyl-L-glutamic acid (L-Asp-L-Glu); the solution state Raman spectrum has also been obtained for the N,O-deuterated derivative. SCF-DFT calculations at the B3-LYP/cc-pVDZ level established that the structure and vibrational spectra of L-Asp-L-Glu can be interpreted using a model of the peptide with ten hydrogen-bonded water molecules, in conjunction with the conductor-like polarizable continuum solvation method. The DFT calculations resulted in the computation of a stable zwitterionic structure, which displays trans-amide conformation. The vibrational spectra were computed at the optimised molecular geometry, enabling normal coordinate analysis, which yielded satisfactory agreement with the experimental IR and Raman data. Computed potential energy distributions of the normal modes provided detailed vibrational assignments.

Vibrational spectroscopy and DFT calculations of di-amino acid cyclic peptides. Part I: cyclo(Gly-Gly), cyclo(L-Ala-L-Ala) and cyclo(L-Ala-Gly) in the solid state and in aqueous solution

Investigations of the vibrational spectra of cyclo(Gly-Gly), cyclo(L-Ala-L-Ala) and cyclo(t-Ala-Gly) are reported. Raman scattering and Fourier transform infrared (FTIR) spectra of solid-state and aqueous protonated samples, as well as their corresponding N-deuterated isotopomers, have been examined. In addition, density functional theory (DFT) (B3-LYP/cc-pVDZ) calculations of molecular structures and their associated vibrational modes were carried out. In each case, the calculated structures of lowest energy for the isolated gas-phase molecules have boat conformations. Assignments have been made for the observed Raman and FTIR vibrational bands of the cyclic di-amino acid peptides (CDAPs) examined. Raman polarization studies of aqueous phase samples are consistent with C-2 and C-1 symmetries for the six-membered rings of cyclo(L-Ala-L-Ala) and cydo(L-Ala-Gly), respectively. There is a good correlation between experimental and calculated vibrational bands for the three CDAPs. These data are in keeping with boat conformations for cydo(L-Ala-L-Ala) and cyclo(L-Ala-Gly) molecules, predicted by the ab initio calculations, in both the solid and aqueous solution states. However, Raman spectroscopic results might infer that cyclo(L-AlaGly) deviates only slightly from planarity in the solid state. The potential energy distributions of the amide I and II modes of a cis-peptide linkage are shown to be significantly different from those of the trans-peptides. For example, deuterium shifts have shown that the cis-amide I vibrations found in cyclo(Gly-Gly), cyclo(L-Ala-L-Ala), and cyclo(L-Ala-Gly) have larger N-H contributions compared to their trans-amide counterparts. Compared to trans-amide II vibrations, cis-amide II vibrations show a considerable decrease in N-H character.

Vibrational spectroscopic studies of the structure of di-amino acid peptides. Part II: cyclo(L-Asp-L-Asp) in the solid state and in aqueous solution

Solid-state protonated and N,O-deuterated Fourier transform infrared (IR) and Raman scattering spectra together with the protonated and deuterated Raman spectra in aqueous solution of the cyclic di-amino acid peptide cyclo(L-Asp-L-Asp) are reported. Vibrational band assignments have been made on the basis of comparisons with previously cited literature values for diketopiperazine (DKP) derivatives and normal coordinate analyses for both the protonated and deuterated species based upon DFT calculations at the B3-LYP/cc-pVDZ level of the isolated molecule in the gas phase. The calculated minimum energy structure for cyclo(L-Asp-L-Asp), assuming C-2 symmetry, predicts a boat conformation for the DKP ring with both the two L-aspartyl side chains being folded slightly above the ring. The C=O stretching vibrations have been assigned for the side-chain carboxylic acid group (e.g. at 1693 and 1670 cm(-1) in the Raman spectrum) and the cis amide I bands (e.g. at 1660 cm(-1) in the Raman spectrum). The presence of two bands for the carboxylic acid C=O stretching modes in the solid-state Raman spectrum can be accounted for by factor group splitting of the two nonequivalent molecules in a crystallographic unit cell. The cis amide II band is observed at 1489 cm(-1) in the solid-state Raman spectrum, which is in agreement with results for cyclic di-amino acid peptide molecules examined previously in the solid state, where the DKP ring adopts a boat conformation. Additionally, it also appears that as the molecular mass of the substituent on the C-alpha atom is increased, the amide II band wavenumber decreases to below 1500 cm(-1); this may be a consequence of increased strain on the DKP ring. The cis amide II Raman band is characterized by its relatively small deuterium shift (29 cm(-1)), which indicates that this band has a smaller N-H bending contribution than the trans amide II vibrational band observed for linear peptides.

IR/Raman spectroscopy and DFT calculations of cyclic di-amino acid peptides. Part III: comparison of solid state and solution structures of cyclo(L-Ser-L-Ser)

B3-LYP/cc-pVDZ calculations of the gas-phase structure and vibrational spectra of the isolated molecule cyclo(L-Ser-L-Ser), a cyclic di-amino acid peptide (CDAP), were carried out by assuming C-2 symmetry. It is predicted that the minimum-energy structure is a boat conformation for the diketopiperazine (DKP) ring with both L-Beryl side chains being folded slightly above the ring. An additional structure of higher energy (15.16 kJ mol(-1)) has been calculated for a DKP ring with a planar geometry, although in this case two fundamental vibrations have been calculated with imaginary wavenumbers. The reported X-ray crystallographic structure of cyclo(L-Ser-L-Ser), shows that the DKP ring displays a near-planar conformation, with both the two L-Beryl side chains being folded above the ring. It is hypothesized that the crystal packing forces constrain the DKP ring in a planar conformation and it is probable that the lower energy boat conformation may prevail in the aqueous environment. Raman scattering and Fourier-transform infrared (FT-IR) spectra of solid state and aqueous solution samples of cyclo(L-Ser-L-Ser) are reported and discussed. Vibrational band assignments have been made on the basis of comparisons with the calculated vibrational spectra and band wavenumber shifts upon deuteration of labile protons. The experimental Raman and IR results for solid-state samples show characteristic amide I vibrations which are split (Raman:1661 and 1687 cm(-1), IR:1666 and 1680 cm(-1)), possibly due to interactions between molecules in a crystallographic unit cell. The cis amide I band is differentiated by its deuterium shift of ~ 30 cm(-1), which is larger than that previously reported for trans amide I deuterium shifts. A cis amide II mode has been assigned to a Raman band located at 1520 cm(-1). The occurrence of this cis amide II mode at a wavenumber above 1500 cm(-1) concurs with results of previously examined CDAP molecules with low molecular weight substituents on the C-alpha atoms, and is also indicative of a relatively unstrained DKP ring.