21 resultados para non-Gaussian process

em AMS Tesi di Dottorato - Alm@DL - Università di Bologna


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This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.

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The aim of this Thesis is to investigate the possibility that the observations related to the epoch of reionization can probe not only the evolution of the IGM state, but also the cosmological background in which this process occurs. In fact, the history of the IGM ionization is indeed affected by the evolution of the sources of ionizing photons that, under the assumption of a structure formation paradigm determined by the hierarchic growth of the matter uctuations, results strongly dependent on the characteristics of the background universe. For the purpose of our investigation, we have analysed the reionization history in innovative cosmological frameworks, still in agreement with the recent observational tests related to the SNIa and the CMB probes, comparing our results with the reionization scenario predicted by the commonly used LCDM cosmology. In particular, in this Thesis we have considered two different alternative universes. The first one is a at universe dominated at late epochs by a dynamic dark energy component, characterized by an equation of state evolving in time. The second cosmological framework we have assumed is a LCDM characterized by a primordial overdensity field having a non-Gaussian probability distribution. The reionization scenario have been investigated, in this Thesis, through semi-analytic approaches based on the hierarichic growth of the matter uctuations and on suitable assumptions concerning the ionization and the recombination of the IGM. We make predictions for the evolution and the distribution of the HII regions, and for the global features of reionization, that can be constrained by future observations. Finally, we brie y discuss the possible future prospects of this Thesis work.

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Spatial prediction of hourly rainfall via radar calibration is addressed. The change of support problem (COSP), arising when the spatial supports of different data sources do not coincide, is faced in a non-Gaussian setting; in fact, hourly rainfall in Emilia-Romagna region, in Italy, is characterized by abundance of zero values and right-skeweness of the distribution of positive amounts. Rain gauge direct measurements on sparsely distributed locations and hourly cumulated radar grids are provided by the ARPA-SIMC Emilia-Romagna. We propose a three-stage Bayesian hierarchical model for radar calibration, exploiting rain gauges as reference measure. Rain probability and amounts are modeled via linear relationships with radar in the log scale; spatial correlated Gaussian effects capture the residual information. We employ a probit link for rainfall probability and Gamma distribution for rainfall positive amounts; the two steps are joined via a two-part semicontinuous model. Three model specifications differently addressing COSP are presented; in particular, a stochastic weighting of all radar pixels, driven by a latent Gaussian process defined on the grid, is employed. Estimation is performed via MCMC procedures implemented in C, linked to R software. Communication and evaluation of probabilistic, point and interval predictions is investigated. A non-randomized PIT histogram is proposed for correctly assessing calibration and coverage of two-part semicontinuous models. Predictions obtained with the different model specifications are evaluated via graphical tools (Reliability Plot, Sharpness Histogram, PIT Histogram, Brier Score Plot and Quantile Decomposition Plot), proper scoring rules (Brier Score, Continuous Rank Probability Score) and consistent scoring functions (Root Mean Square Error and Mean Absolute Error addressing the predictive mean and median, respectively). Calibration is reached and the inclusion of neighbouring information slightly improves predictions. All specifications outperform a benchmark model with incorrelated effects, confirming the relevance of spatial correlation for modeling rainfall probability and accumulation.

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In the field of vibration qualification testing, with the popular Random Control mode of shakers, the specimen is excited by random vibrations typically set in the form of a Power Spectral Density (PSD). The corresponding signals are stationary and Gaussian, i.e. featuring a normal distribution. Conversely, real-life excitations are frequently non-Gaussian, exhibiting high peaks and/or burst signals and/or deterministic harmonic components. The so-called kurtosis is a parameter often used to statistically describe the occurrence and significance of high peak values in a random process. Since the similarity between test input profiles and real-life excitations is fundamental for qualification test reliability, some methods of kurtosis-control can be implemented to synthesize realistic (non-Gaussian) input signals. Durability tests are performed to check the resistance of a component to vibration-based fatigue damage. A procedure to synthesize test excitations which starts from measured data and preserves both the damage potential and the characteristics of the reference signals is desirable. The Fatigue Damage Spectrum (FDS) is generally used to quantify the fatigue damage potential associated with the excitation. The signal synthesized for accelerated durability tests (i.e. with a limited duration) must feature the same FDS as the reference vibration computed for the component’s expected lifetime. Current standard procedures are efficient in synthesizing signals in the form of a PSD, but prove inaccurate if reference data are non-Gaussian. This work presents novel algorithms for the synthesis of accelerated durability test profiles with prescribed FDS and a non-Gaussian distribution. An experimental campaign is conducted to validate the algorithms, by testing their accuracy, robustness, and practical effectiveness. Moreover, an original procedure is proposed for the estimation of the fatigue damage potential, aiming to minimize the computational time. The research is thus supposed to improve both the effectiveness and the efficiency of excitation profile synthesis for accelerated durability tests.

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Every seismic event produces seismic waves which travel throughout the Earth. Seismology is the science of interpreting measurements to derive information about the structure of the Earth. Seismic tomography is the most powerful tool for determination of 3D structure of deep Earth's interiors. Tomographic models obtained at the global and regional scales are an underlying tool for determination of geodynamical state of the Earth, showing evident correlation with other geophysical and geological characteristics. The global tomographic images of the Earth can be written as a linear combinations of basis functions from a specifically chosen set, defining the model parameterization. A number of different parameterizations are commonly seen in literature: seismic velocities in the Earth have been expressed, for example, as combinations of spherical harmonics or by means of the simpler characteristic functions of discrete cells. With this work we are interested to focus our attention on this aspect, evaluating a new type of parameterization, performed by means of wavelet functions. It is known from the classical Fourier theory that a signal can be expressed as the sum of a, possibly infinite, series of sines and cosines. This sum is often referred as a Fourier expansion. The big disadvantage of a Fourier expansion is that it has only frequency resolution and no time resolution. The Wavelet Analysis (or Wavelet Transform) is probably the most recent solution to overcome the shortcomings of Fourier analysis. The fundamental idea behind this innovative analysis is to study signal according to scale. Wavelets, in fact, are mathematical functions that cut up data into different frequency components, and then study each component with resolution matched to its scale, so they are especially useful in the analysis of non stationary process that contains multi-scale features, discontinuities and sharp strike. Wavelets are essentially used in two ways when they are applied in geophysical process or signals studies: 1) as a basis for representation or characterization of process; 2) as an integration kernel for analysis to extract information about the process. These two types of applications of wavelets in geophysical field, are object of study of this work. At the beginning we use the wavelets as basis to represent and resolve the Tomographic Inverse Problem. After a briefly introduction to seismic tomography theory, we assess the power of wavelet analysis in the representation of two different type of synthetic models; then we apply it to real data, obtaining surface wave phase velocity maps and evaluating its abilities by means of comparison with an other type of parametrization (i.e., block parametrization). For the second type of wavelet application we analyze the ability of Continuous Wavelet Transform in the spectral analysis, starting again with some synthetic tests to evaluate its sensibility and capability and then apply the same analysis to real data to obtain Local Correlation Maps between different model at same depth or between different profiles of the same model.

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The inherent stochastic character of most of the physical quantities involved in engineering models has led to an always increasing interest for probabilistic analysis. Many approaches to stochastic analysis have been proposed. However, it is widely acknowledged that the only universal method available to solve accurately any kind of stochastic mechanics problem is Monte Carlo Simulation. One of the key parts in the implementation of this technique is the accurate and efficient generation of samples of the random processes and fields involved in the problem at hand. In the present thesis an original method for the simulation of homogeneous, multi-dimensional, multi-variate, non-Gaussian random fields is proposed. The algorithm has proved to be very accurate in matching both the target spectrum and the marginal probability. The computational efficiency and robustness are very good too, even when dealing with strongly non-Gaussian distributions. What is more, the resulting samples posses all the relevant, welldefined and desired properties of “translation fields”, including crossing rates and distributions of extremes. The topic of the second part of the thesis lies in the field of non-destructive parametric structural identification. Its objective is to evaluate the mechanical characteristics of constituent bars in existing truss structures, using static loads and strain measurements. In the cases of missing data and of damages that interest only a small portion of the bar, Genetic Algorithm have proved to be an effective tool to solve the problem.

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La studio dell’efficienza di un indice azionario ha accresciuto la propria importanza nell’industria dell’asset management a seguito della diffusione dell’utilizzo di benchmark e investimenti indicizzati. Il presente lavoro valuta il livello di efficienza dei principali indici del mercato azionario statunitense, dell’Area Euro e italiano. Lo studio empirico ricorre a quattro misure di efficienza: il GRS, un test small-sample multivariato fondato sul CAPM; il test large sample di Wald, implementato tramite una simulazione bootstrap; il test GMM, che è stato applicato in una cornice non-gaussiana attraverso una simulazione block bootstrap; la misura di efficienza relativa di Kandel e Stambaugh. I risultati empirici forniscono una prova evidente della superiore efficienza degli indici equiponderati. Questa conclusione è interpretata sulla base della letteratura scientifica esistente, analizzando le diverse cause di ordine teorico ed empirico che sono state proposte.

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This thesis deals with the transformation of ethanol into acetonitrile. Two approaches are investigated: (a) the ammoxidation of ethanol to acetonitrile and (b) the amination of ethanol to acetonitrile. The reaction of ethanol ammoxidation to acetonitrile has been studied using several catalytic systems, such as vanadyl pyrophosphate, supported vanadium oxide, multimetal molibdates and antimonates. The main conclusions are: (I) The surface acidity must be very low, because acidity catalyzes several undesired reactions, such as the formation of ethylene, and of heavy compounds as well. (II) Supported vanadium oxide is the catalyst showing the best catalytic behaviour, but the role of the support is of crucial importance. (III) Both metal molybdates and antimonates show interesting catalytic behaviour, but are poorly active, and probably require harder conditions than those used with the V oxide-based catalysts. (IV) One key point in the reaction network is the rate of reaction between acetaldehyde (the first intermediate) and ammonia, compared to the parallel rates of acetaldehyde transformation into by-products (CO, CO2, HCN, heavy compounds). Concerning the non-oxidative process, two possible strategies are investigated: (a) the ethanol ammonolysis to ethylamine coupled with ethylamine dehydrogenation, and (b) the direct non-reductive amination of ethanol to acetonitrile. Despite the good results obtained in each single step, the former reaction does not lead to good results in terms of yield to acetonitrile. The direct amination can be catalyzed with good acetonitrile yield over catalyst based on supported metal oxides. Strategies aimed at limiting catalyst deactivation have also been investigated.

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The present thesis has as its object of study a project called “Education towards Peace and No Violence”, developed in the town of Altinópolis, in the inner part of the state of São Paulo, Brazil. Based on the analysis and the studies that were carried out, it was possible to identify the difficulties in the implementation of the project, as well as the positive results evidenced by the reduction of the reports of violence in the town. Through a careful research of the historical facts, it shall be demonstrated the progress of education, particularly in Brazil, throughout the years. In addition, a panoramic view of the studies and programs for peace developed in North America and Occidental Europe will be presented. The education for peace based in the holistic concept of human development appeared as a new educational paradigm that works as a crucial instrument in the construction process towards a peaceful and more human society based in social justice.

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The aim of this proposal is to explain the paradigm of the American foreign policy during the Johnson Administration, especially toward Europe, within the NATO framework, and toward URSS, in the context of the détente, just emerged during the decade of the sixties. During that period, after the passing of the J. F. Kennedy, President L. B. Johnson inherited a complex and very high-powered world politics, which wanted to get a new phase off the ground in the transatlantic relations and share the burden of the Cold war with a refractory Europe. Known as the grand design, it was a policy that needed the support of the allies and a clear purpose which appealed to the Europeans. At first, President Johnson detected in the problem of the nuclear sharing the good deal to make with the NATO allies. At the same time, he understood that the United States needed to reassert their leadeship within the new stage of relations with the Soviet Union. Soon, the “transatlantic bargain” became something not so easy to dealt with. The Federal Germany wanted to say a word in the nuclear affairs and, why not, put the finger on the trigger of the atlantic nuclear weapons. URSS, on the other hand, wanted to keep Germany down. The other allies did not want to share the onus of the defense of Europe, at most the responsability for the use of the weapons and, at least, to participate in the decision-making process. France, which wanted to detach herself from the policy of the United States and regained a world role, added difficulties to the manage of this course of action. Through the years of the Johnson’s office, the divergences of the policies placed by his advisers to gain the goal put the American foreign policy in deep water. The withdrawal of France from the organization but not from the Alliance, give Washington a chance to carry out his goal. The development of a clear-cut disarm policy leaded the Johnson’s administration to the core of the matter. The Non-proliferation Treaty signed in 1968, solved in a business-like fashion the problem with the allies. The question of nuclear sharing faded away with the acceptance of more deep consultative role in the nuclear affairs by the allies, the burden for the defense of Europe became more bearable through the offset agreement with the FRG and a new doctrine, the flexible response, put an end, at least formally, to the taboo of the nuclear age. The Johnson’s grand design proved to be different from the Kennedy’s one, but all things considered, it was more workable. The unpredictable result was a real détente with the Soviet Union, which, we can say, was a merit of President Johnson.

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The meaning of a place has been commonly assigned to the quality of having root (rootedness) or sense of belonging to that setting. While on the contrary, people are nowadays more concerned with the possibilities of free moving and networks of communication. So, the meaning, as well as the materiality of architecture has been dramatically altered with these forces. It is therefore of significance to explore and redefine the sense and the trend of architecture at the age of flow. In this dissertation, initially, we review the gradually changing concept of "place-non-place" and its underlying technological basis. Then we portray the transformation of meaning of architecture as influenced by media and information technology and advanced methods of mobility, in the dawn of 21st century. Against such backdrop, there is a need to sort and analyze architectural practices in response to the triplet of place-non-place and space of flow, which we plan to achieve conclusively. We also trace the concept of flow in the process of formation and transformation of old cities. As a brilliant case study, we look at Persian Bazaar from a socio-architectural point of view. In other word, based on Robert Putnam's theory of social capital, we link social context of the Bazaar with architectural configuration of cities. That is how we believe "cities as flow" are not necessarily a new paradigm.

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Il progetto di ricerca di questa tesi è stato focalizzato sulla sintesi di tre classi di molecole: β-lattami, Profeni e α-amminonitrili, utilizzando moderne tecniche di sintesi organica, metodologie ecosostenibili e strategie biocatalitiche. I profeni sono una categoria di antiinfiammatori molto diffusa e in particolare abbiamo sviluppato e ottimizzato una procedura in due step per ottenere (S)-Profeni da 2-arilpropanali raceme. Il primo step consiste in una bioriduzione delle aldeidi per dare i relativi (S)-2-Aril Propanoli tramite un processo DKR mediato dall’enzima Horse Liver Alcohol Dehydrogenase. Il secondo, l’ossidazione a (S)-Profeni, è promossa da NaClO2 e TEMPO come catalizzatore. Con lo scopo di migliorare il processo, in collaborazione con il gruppo di ricerca di Francesca Paradisi all’University College Dublino abbiamo immobilizzato l’enzima HLADH, ottenendo buone rese e una migliore enantioselettività. Abbiamo inoltre proposto un interessante approccio enzimatico per l’ossidazione degli (S)-2-Aril Propanoli utilizzando una laccasi da Trametes Versicolor. L’anello β-lattamico è un eterociclo molto importante, noto per essere un interessante farmacoforo. Abbiamo sintetizzato nuovi N-metiltio beta-lattami, che hanno mostrato un’attività antibatterica molto interessante contro ceppi resistenti di Staphilococcus Aureus prelevati da pazienti affetti da fibrosis cistica. Abbiamo poi coniugato gruppi polifenolici a questi nuovi β-lattami ottenendo molecule antiossidanti e antibatteriche, cioè con attività duale. Abbiamo poi sintetizzato un nuovo ibrido retinoide-betalattame che ha indotto differenziazione si cellule di neuroblastoma. Abbiamo poi sfruttato la reazione di aperture dell’anello monobattamico tramite enzimi idrolitici, con lo scopo di ottenere β-amminoacidi chirali desimmetrizzati come il monoestere dell’acido β–amminoglutammico. Per quando riguarda gli α-amminonitrili, è stato sviluppato un protocollo di Strecker. Le reazioni sono state molto efficienti utilizzando come fonte di cianuro l’acetone cianidrina in acqua, utilizzando differenti aldeidi e chetoni, ammine primarie e secondarie. Per mettere a punto una versione asimmetrica del protocollo, abbiamo usato ammine chirali con lo scopo di ottenere nuovi α-amminonitrili chirali.

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This thesis analyses problems related to the applicability, in business environments, of Process Mining tools and techniques. The first contribution is a presentation of the state of the art of Process Mining and a characterization of companies, in terms of their "process awareness". The work continues identifying circumstance where problems can emerge: data preparation; actual mining; and results interpretation. Other problems are the configuration of parameters by not-expert users and computational complexity. We concentrate on two possible scenarios: "batch" and "on-line" Process Mining. Concerning the batch Process Mining, we first investigated the data preparation problem and we proposed a solution for the identification of the "case-ids" whenever this field is not explicitly indicated. After that, we concentrated on problems at mining time and we propose the generalization of a well-known control-flow discovery algorithm in order to exploit non instantaneous events. The usage of interval-based recording leads to an important improvement of performance. Later on, we report our work on the parameters configuration for not-expert users. We present two approaches to select the "best" parameters configuration: one is completely autonomous; the other requires human interaction to navigate a hierarchy of candidate models. Concerning the data interpretation and results evaluation, we propose two metrics: a model-to-model and a model-to-log. Finally, we present an automatic approach for the extension of a control-flow model with social information, in order to simplify the analysis of these perspectives. The second part of this thesis deals with control-flow discovery algorithms in on-line settings. We propose a formal definition of the problem, and two baseline approaches. The actual mining algorithms proposed are two: the first is the adaptation, to the control-flow discovery problem, of a frequency counting algorithm; the second constitutes a framework of models which can be used for different kinds of streams (stationary versus evolving).

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We usually perform actions in a dynamic environment and changes in the location of a target for an upcoming action require both covert shifts of attention and motor planning update. In this study we tested whether, similarly to oculomotor areas that provide signals for overt and covert attention shifts, covert attention shifts modulate activity in cortical area V6A, which provides a bridge between visual signals and arm-motor control. We performed single cell recordings in monkeys trained to fixate straight-ahead while shifting attention outward to a peripheral cue and inward again to the fixation point. We found that neurons in V6A are influenced by spatial attention demonstrating that visual, motor, and attentional responses can occur in combination in single neurons of V6A. This modulation in an area primarily involved in visuo-motor transformation for reaching suggests that also reach-related regions could directly contribute in the shifts of spatial attention necessary to plan and control goal-directed arm movements. Moreover, to test whether V6A is causally involved in these processes, we have performed a human study using on-line repetitive transcranial magnetic stimulation over the putative human V6A (pV6A) during an attention and a reaching task requiring covert shifts of attention and reaching movements towards cued targets in space. We demonstrate that the pV6A is causally involved in attention reorienting to target detection and that this process interferes with the execution of reaching movements towards unattended targets. The current findings suggest the direct involvement of the action-related dorso-medial visual stream in attentional processes, and a more specific role of V6A in attention reorienting. Therefore, we propose that attention signals are used by the V6A to rapidly update the current motor plan or the ongoing action when a behaviorally relevant object unexpectedly appears at an unattended location.

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In Chapter 1 I will present a brief introduction on the state of art of nanotechnologies, nanofabrication techniques and unconventional lithography as a technique to fabricate the novel electronic device as resistive switch so-called memristor is shown. In Chapter 2 a detailed description of the main fabrication and characterization techniques employed in this work is reported. Chapter 3 parallel local oxidation lithography (pLOx) describes as a main technique to obtain accurate patterning process. All the effective parameters has been studied and the optimized condition observed to highly reproducible with excellent patterned nanostructures. The effect of negative bias, calls local reduction (LR) studied. Moreover, the use of AC bias shows faster patterning process respect to DC bias. In Chapter 4 (metal/ e-SiO2/ Si nanojunction) it is shown how the electrochemical oxide nanostructures by using pLOx can be used in the fabrication of novel devices call memristor. We demonstrate a new concept, based on conventional materials, where the lifetime problem is resolved by introducing a “regeneration” step, which restores the nano-memristor to its pristine condition by applying an appropriate voltage cycle. In Chapter 5 (Graphene/ e-SiO2/ Si), Graphene as a building block material is used as an electrode to selectively oxidize the silicon substrate by pLOx set up for the fabrication of novel resistive switch device. In Chapter 6 (surface architecture) I will show another application of pLOx in biotechnology is shown. So the surface functionalization combine with nano-patterning by pLOx used to design a new surface to accurately bind biomolecules with the possibility of studying those properties and more application in nano-bio device fabrication. So, in order to obtain biochips, electronic and optical/photonics devices Nano patterning of DNA used as scaffolds to fabricate small functional nano-components.