7 resultados para Random processes

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP)


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Kumaraswamy [Generalized probability density-function for double-bounded random-processes, J. Hydrol. 462 (1980), pp. 79-88] introduced a distribution for double-bounded random processes with hydrological applications. For the first time, based on this distribution, we describe a new family of generalized distributions (denoted with the prefix `Kw`) to extend the normal, Weibull, gamma, Gumbel, inverse Gaussian distributions, among several well-known distributions. Some special distributions in the new family such as the Kw-normal, Kw-Weibull, Kw-gamma, Kw-Gumbel and Kw-inverse Gaussian distribution are discussed. We express the ordinary moments of any Kw generalized distribution as linear functions of probability weighted moments (PWMs) of the parent distribution. We also obtain the ordinary moments of order statistics as functions of PWMs of the baseline distribution. We use the method of maximum likelihood to fit the distributions in the new class and illustrate the potentiality of the new model with an application to real data.

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Habitat use and the processes which determine fish distribution were evaluated at the reef flat and reef crest zones of a tropical, algal-dominated reef. Our comparisons indicated significant differences in the majority of the evaluated environmental characteristics between zones. Also, significant differences in the abundances of twelve, from thirteen analyzed species, were observed within and between-sites. According to null models, non-random patterns of species co-occurrences were significant, suggesting that fish guilds in both zones were non-randomly structured. Unexpectedly, structural complexity negatively affected overall species richness, but had a major positive influence on highly site-attached species such as a damselfish. Depth and substrate composition, particularly macroalgae cover, were positive determinants for the fish assemblage structure in the studied reef, prevailing over factors such as structural complexity and live coral cover. Our results are conflicting with other studies carried out in coral-dominated reefs of the Caribbean and Pacific, therefore supporting the idea that the factors which may potentially influence reef fish composition are highly site-dependent and variable.

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We study random walks systems on Z whose general description follows. At time zero, there is a number N >= 1 of particles at each vertex of N, all being inactive, except for those placed at the vertex one. Each active particle performs a simple random walk on Z and, up to the time it dies, it activates all inactive particles that it meets along its way. An active particle dies at the instant it reaches a certain fixed total of jumps (L >= 1) without activating any particle, so that its lifetime depends strongly on the past of the process. We investigate how the probability of survival of the process depends on L and on the jumping probabilities of the active particles.

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We study four discrete-time stochastic systems on N, modeling processes of rumor spreading. The involved individuals can either have an active or a passive role, speaking up or asking for the rumor. The appetite for spreading or hearing the rumor is represented by a set of random variables whose distributions may depend on the individuals. Our goal is to understand-based on the distribution of the random variables-whether the probability of having an infinite set of individuals knowing the rumor is positive or not.

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We introduce jump processes in R(k), called density-profile processes, to model biological signaling networks. Our modeling setup describes the macroscopic evolution of a finite-size spin-flip model with k types of spins with arbitrary number of internal states interacting through a non-reversible stochastic dynamics. We are mostly interested on the multi-dimensional empirical-magnetization vector in the thermodynamic limit, and prove that, within arbitrary finite time-intervals, its path converges almost surely to a deterministic trajectory determined by a first-order (non-linear) differential equation with explicit bounds on the distance between the stochastic and deterministic trajectories. As parameters of the spin-flip dynamics change, the associated dynamical system may go through bifurcations, associated to phase transitions in the statistical mechanical setting. We present a simple example of spin-flip stochastic model, associated to a synthetic biology model known as repressilator, which leads to a dynamical system with Hopf and pitchfork bifurcations. Depending on the parameter values, the magnetization random path can either converge to a unique stable fixed point, converge to one of a pair of stable fixed points, or asymptotically evolve close to a deterministic orbit in Rk. We also discuss a simple signaling pathway related to cancer research, called p53 module.

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We study stochastic billiards on general tables: a particle moves according to its constant velocity inside some domain D R(d) until it hits the boundary and bounces randomly inside, according to some reflection law. We assume that the boundary of the domain is locally Lipschitz and almost everywhere continuously differentiable. The angle of the outgoing velocity with the inner normal vector has a specified, absolutely continuous density. We construct the discrete time and the continuous time processes recording the sequence of hitting points on the boundary and the pair location/velocity. We mainly focus on the case of bounded domains. Then, we prove exponential ergodicity of these two Markov processes, we study their invariant distribution and their normal (Gaussian) fluctuations. Of particular interest is the case of the cosine reflection law: the stationary distributions for the two processes are uniform in this case, the discrete time chain is reversible though the continuous time process is quasi-reversible. Also in this case, we give a natural construction of a chord ""picked at random"" in D, and we study the angle of intersection of the process with a (d - 1) -dimensional manifold contained in D.

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Consider a continuous-time Markov process with transition rates matrix Q in the state space Lambda boolean OR {0}. In In the associated Fleming-Viot process N particles evolve independently in A with transition rates matrix Q until one of them attempts to jump to state 0. At this moment the particle jumps to one of the positions of the other particles, chosen uniformly at random. When Lambda is finite, we show that the empirical distribution of the particles at a fixed time converges as N -> infinity to the distribution of a single particle at the same time conditioned on not touching {0}. Furthermore, the empirical profile of the unique invariant measure for the Fleming-Viot process with N particles converges as N -> infinity to the unique quasistationary distribution of the one-particle motion. A key element of the approach is to show that the two-particle correlations are of order 1/N.