132 resultados para eigenfunction stochastic volatility models
Resumo:
The Amazon Basin provides an excellent environment for studying the sources, transformations, and properties of natural aerosol particles and the resulting links between biological processes and climate. With this framework in mind, the Amazonian Aerosol Characterization Experiment (AMAZE-08), carried out from 7 February to 14 March 2008 during the wet season in the central Amazon Basin, sought to understand the formation, transformations, and cloud-forming properties of fine-and coarse-mode biogenic aerosol particles, especially as related to their effects on cloud activation and regional climate. Special foci included (1) the production mechanisms of secondary organic components at a pristine continental site, including the factors regulating their temporal variability, and (2) predicting and understanding the cloud-forming properties of biogenic particles at such a site. In this overview paper, the field site and the instrumentation employed during the campaign are introduced. Observations and findings are reported, including the large-scale context for the campaign, especially as provided by satellite observations. New findings presented include: (i) a particle number-diameter distribution from 10 nm to 10 mu m that is representative of the pristine tropical rain forest and recommended for model use; (ii) the absence of substantial quantities of primary biological particles in the submicron mode as evidenced by mass spectral characterization; (iii) the large-scale production of secondary organic material; (iv) insights into the chemical and physical properties of the particles as revealed by thermodenuder-induced changes in the particle number-diameter distributions and mass spectra; and (v) comparisons of ground-based predictions and satellite-based observations of hydrometeor phase in clouds. A main finding of AMAZE-08 is the dominance of secondary organic material as particle components. The results presented here provide mechanistic insight and quantitative parameters that can serve to increase the accuracy of models of the formation, transformations, and cloud-forming properties of biogenic natural aerosol particles, especially as related to their effects on cloud activation and regional climate.
Resumo:
We consider a simple Maier-Saupe statistical model with the inclusion of disorder degrees of freedom to mimic the phase diagram of a mixture of rodlike and disklike molecules. A quenched distribution of shapes leads to a phase diagram with two uniaxial and a biaxial nematic structure. A thermalized distribution, however, which is more adequate to liquid mixtures, precludes the stability of this biaxial phase. We then use a two-temperature formalism, and assume a separation of relaxation times, to show that a partial degree of annealing is already sufficient to stabilize a biaxial nematic structure.
Resumo:
Noise is an intrinsic feature of population dynamics and plays a crucial role in oscillations called phase-forgetting quasicycles by converting damped into sustained oscillations. This function of noise becomes evident when considering Langevin equations whose deterministic part yields only damped oscillations. We formulate here a consistent and systematic approach to population dynamics, leading to a Fokker-Planck equation and the associate Langevin equations in accordance with this conceptual framework, founded on stochastic lattice-gas models that describe spatially structured predator-prey systems. Langevin equations in the population densities and predator-prey pair density are derived in two stages. First, a birth-and-death stochastic process in the space of prey and predator numbers and predator-prey pair number is obtained by a contraction method that reduces the degrees of freedom. Second, a van Kampen expansion in the inverse of system size is then performed to get the Fokker-Planck equation. We also study the time correlation function, the asymptotic behavior of which is used to characterize the transition from the cyclic coexistence of species to the ordinary coexistence.
Resumo:
We study a stochastic lattice model describing the dynamics of coexistence of two interacting biological species. The model comprehends the local processes of birth, death, and diffusion of individuals of each species and is grounded on interaction of the predator-prey type. The species coexistence can be of two types: With self-sustained coupled time oscillations of population densities and without oscillations. We perform numerical simulations of the model on a square lattice and analyze the temporal behavior of each species by computing the time correlation functions as well as the spectral densities. This analysis provides an appropriate characterization of the different types of coexistence. It is also used to examine linked population cycles in nature and in experiment.
Resumo:
We propose and analyze two different Bayesian online algorithms for learning in discrete Hidden Markov Models and compare their performance with the already known Baldi-Chauvin Algorithm. Using the Kullback-Leibler divergence as a measure of generalization we draw learning curves in simplified situations for these algorithms and compare their performances.
Resumo:
The lightest supersymmetric particle may decay with branching ratios that correlate with neutrino oscillation parameters. In this case the CERN Large Hadron Collider (LHC) has the potential to probe the atmospheric neutrino mixing angle with sensitivity competitive to its low-energy determination by underground experiments. Under realistic detection assumptions, we identify the necessary conditions for the experiments at CERN's LHC to probe the simplest scenario for neutrino masses induced by minimal supergravity with bilinear R parity violation.
Resumo:
We study the potential of the CERN large hadron collider to probe the spin of new massive vector boson resonances predicted by Higgsless models. We consider its production via weak boson fusion which relies only on the coupling between the new resonances and the weak gauge bosons. We show that the large hadron collider will be able to unravel the spin of the particles associated with the partial restoration of unitarity in vector boson scattering for integrated luminosities of 150-560 fb(-1), depending on the new state mass and on the method used in the analyses.
Resumo:
We show that the common singularities present in generic modified gravity models governed by actions of the type S = integral d(4)x root-gf(R, phi, X). with X = -1/2 g(ab)partial derivative(a)phi partial derivative(b)phi, are essentially the same anisotropic instabilities associated to the hypersurface F(phi) = 0 in the case of a nonminimal coupling of the type F(phi)R, enlightening the physical origin of such singularities that typically arise in rather complex and cumbersome inhomogeneous perturbation analyses. We show, moreover, that such anisotropic instabilities typically give rise to dynamically unavoidable singularities, precluding completely the possibility of having physically viable models for which the hypersurface partial derivative f/partial derivative R = 0 is attained. Some examples are explicitly discussed.
Resumo:
Chaotic dynamical systems with two or more attractors lying on invariant subspaces may, provided certain mathematical conditions are fulfilled, exhibit intermingled basins of attraction: Each basin is riddled with holes belonging to basins of the other attractors. In order to investigate the occurrence of such phenomenon in dynamical systems of ecological interest (two-species competition with extinction) we have characterized quantitatively the intermingled basins using periodic-orbit theory and scaling laws. The latter results agree with a theoretical prediction from a stochastic model, and also with an exact result for the scaling exponent we derived for the specific class of models investigated. We discuss the consequences of the scaling laws in terms of the predictability of a final state (extinction of either species) in an ecological experiment.
Resumo:
In one-component Abelian sandpile models, the toppling probabilities are independent quantities. This is not the case in multicomponent models. The condition of associativity of the underlying Abelian algebras imposes nonlinear relations among the toppling probabilities. These relations are derived for the case of two-component quadratic Abelian algebras. We show that Abelian sandpile models with two conservation laws have only trivial avalanches.
Resumo:
The structure of laser glasses in the system (Y(2)O(3))(0.2){(Al(2)O(3))(x))(B(2)O(3))(0.8-x)} (0.15 <= x <= 0.40) has been investigated by means of (11)B, (27)Al, and (89)Y solid state NMR as well as electron spin echo envelope modulation (ESEEM) of Yb-doped samples. The latter technique has been applied for the first time to an aluminoborate glass system. (11)B magic-angle spinning (MAS)-NMR spectra reveal that, while the majority of the boron atoms are three-coordinated over the entire composition region, the fraction of three-coordinated boron atoms increases significantly with increasing x. Charge balance considerations as well as (11)B NMR lineshape analyses suggest that the dominant borate species are predominantly singly charged metaborate (BO(2/2)O(-)), doubly charged pyroborate (BO(1/2)(O(-))(2)), and (at x = 0.40) triply charged orthoborate groups. As x increases along this series, the average anionic charge per trigonal borate group increases from 1.38 to 2.91. (27)Al MAS-NMR spectra show that the alumina species are present in the coordination states four, five and six, and the fraction of four-coordinated Al increases markedly with increasing x. All of the Al coordination states are in intimate contact with both the three-and the four-coordinate boron species and vice versa, as indicated by (11)B/(27)Al rotational echo double resonance (REDOR) data. These results are consistent with the formation of a homogeneous, non-segregated glass structure. (89)Y solid state NMR spectra show a significant chemical shift trend, reflecting that the second coordination sphere becomes increasingly ""aluminate-like'' with increasing x. This conclusion is supported by electron spin echo envelope modulation (ESEEM) data of Yb-doped glasses, which indicate that both borate and aluminate species participate in the medium range structure of the rare-earth ions, consistent with a random spatial distribution of the glass components.
Resumo:
We obtain the exact nonequilibrium work generating function (NEWGF) for a small system consisting of a massive Brownian particle connected to internal and external springs. The external work is provided to the system for a finite-time interval. The Jarzynski equality, obtained in this case directly from the NEWGF, is shown to be valid for the present model, in an exact way regardless of the rate of external work.
Resumo:
Context tree models have been introduced by Rissanen in [25] as a parsimonious generalization of Markov models. Since then, they have been widely used in applied probability and statistics. The present paper investigates non-asymptotic properties of two popular procedures of context tree estimation: Rissanen's algorithm Context and penalized maximum likelihood. First showing how they are related, we prove finite horizon bounds for the probability of over- and under-estimation. Concerning overestimation, no boundedness or loss-of-memory conditions are required: the proof relies on new deviation inequalities for empirical probabilities of independent interest. The under-estimation properties rely on classical hypotheses for processes of infinite memory. These results improve on and generalize the bounds obtained in Duarte et al. (2006) [12], Galves et al. (2008) [18], Galves and Leonardi (2008) [17], Leonardi (2010) [22], refining asymptotic results of Buhlmann and Wyner (1999) [4] and Csiszar and Talata (2006) [9]. (C) 2011 Elsevier B.V. All rights reserved.
Resumo:
We consider binary infinite order stochastic chains perturbed by a random noise. This means that at each time step, the value assumed by the chain can be randomly and independently flipped with a small fixed probability. We show that the transition probabilities of the perturbed chain are uniformly close to the corresponding transition probabilities of the original chain. As a consequence, in the case of stochastic chains with unbounded but otherwise finite variable length memory, we show that it is possible to recover the context tree of the original chain, using a suitable version of the algorithm Context, provided that the noise is small enough.
Resumo:
Here, I investigate the use of Bayesian updating rules applied to modeling how social agents change their minds in the case of continuous opinion models. Given another agent statement about the continuous value of a variable, we will see that interesting dynamics emerge when an agent assigns a likelihood to that value that is a mixture of a Gaussian and a uniform distribution. This represents the idea that the other agent might have no idea about what is being talked about. The effect of updating only the first moments of the distribution will be studied, and we will see that this generates results similar to those of the bounded confidence models. On also updating the second moment, several different opinions always survive in the long run, as agents become more stubborn with time. However, depending on the probability of error and initial uncertainty, those opinions might be clustered around a central value.