8 resultados para Expected First Passage Time

em Aston University Research Archive


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Loss of coherence with increasing excitation amplitudes and spatial size modulation is a fundamental problem in designing Raman fiber lasers. While it is known that ramping up laser pump power increases the amplitude of stochastic excitations, such higher energy inputs can also lead to a transition from a linearly stable coherent laminar regime to a non-desirable disordered turbulent state. This report presents a new statistical methodology, based on first passage statistics, that classifies lasing regimes in Raman fiber lasers, thereby leading to a fast and highly accurate identification of a strong instability leading to a laminar-turbulent phase transition through a self-consistently defined order parameter. The results have been consistent across a wide range of pump power values, heralding a breakthrough in the non-invasive analysis of fiber laser dynamics.

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We examine how the most prevalent stochastic properties of key financial time series have been affected during the recent financial crises. In particular we focus on changes associated with the remarkable economic events of the last two decades in the volatility dynamics, including the underlying volatility persistence and volatility spillover structure. Using daily data from several key stock market indices, the results of our bivariate GARCH models show the existence of time varying correlations as well as time varying shock and volatility spillovers between the returns of FTSE and DAX, and those of NIKKEI and Hang Seng, which became more prominent during the recent financial crisis. Our theoretical considerations on the time varying model which provides the platform upon which we integrate our multifaceted empirical approaches are also of independent interest. In particular, we provide the general solution for time varying asymmetric GARCH specifications, which is a long standing research topic. This enables us to characterize these models by deriving, first, their multistep ahead predictors, second, the first two time varying unconditional moments, and third, their covariance structure.

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This thesis examines the theoretical and empirical relationship between trade unions and productivity in the Korean auto and cement manufacturing industries, during the 1980s. It challenges the tenets of the existing debate by stressing the contingent nature of this relationship. In particular this thesis pinpoints inadequacies of econometric analysis as the only method of judging this association between union presence and productivity, because this ignores national and historical industrial relations contexts. Moreover, the polarity between positive and negative views of trade union influences on productivity is seen as needlessly limited, failing as it does to consider the full context of labour-management dynamics within the employment relationship. Empirically, this thesis focuses on the unionism and productivity during two contrasting political periods: the first a time of constraint on union action and the second a period of relative freedom. It examines these periods using a full range of quantitative and qualitative analysis. Of particular significant is the inclusion of attitude surveys of the relationship between the presence of unions and productivity conducted amongst workers, managers and trade union officials. The broad conclusion of the thesis is a rejection of the validity of continuing to examine the relationship between trade unions and productivity without locating this within national and historical industrial relations contexts.

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Motivation: Within bioinformatics, the textual alignment of amino acid sequences has long dominated the determination of similarity between proteins, with all that implies for shared structure, function, and evolutionary descent. Despite the relative success of modern-day sequence alignment algorithms, so-called alignment-free approaches offer a complementary means of determining and expressing similarity, with potential benefits in certain key applications, such as regression analysis of protein structure-function studies, where alignment-base similarity has performed poorly. Results: Here, we offer a fresh, statistical physics-based perspective focusing on the question of alignment-free comparison, in the process adapting results from “first passage probability distribution” to summarize statistics of ensemble averaged amino acid propensity values. In this paper, we introduce and elaborate this approach.

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The first edition of the Workshop requirements@run.time was held at the Eighteenth International Conference on Requirements Engineering (RE 2010) in the city of Sydney, NSW, Australia on the 28th of September 2010. It was organized by Pete Sawyer, Jon Whittle, Nelly Bencomo, Daniel Berry, and Anthony Finkelstein. This foreword presents a digest of the presentations and discussions that took place during the workshop. © 2010 IEEE.

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This investigation aimed to pinpoint the elements of motor timing control that are responsible for the increased variability commonly found in children with developmental dyslexia on paced or unpaced motor timing tasks (Chapter 3). Such temporal processing abilities are thought to be important for developing the appropriate phonological representations required for the development of literacy skills. Similar temporal processing difficulties arise in other developmental disorders such as Attention Deficit Hyperactivity Disorder (ADHD). Motor timing behaviour in developmental populations was examined in the context of models of typical human timing behaviour, in particular the Wing-Kristofferson model, allowing estimation of the contribution of different timing control systems, namely timekeeper and implementation systems (Chapter 2 and Methods Chapters 4 and 5). Research examining timing in populations with dyslexia and ADHD has been inconsistent in the application of stimulus parameters and so the first investigation compared motor timing behaviour across different stimulus conditions (Chapter 6). The results question the suitability of visual timing tasks which produced greater performance variability than auditory or bimodal tasks. Following an examination of the validity of the Wing-Kristofferson model (Chapter 7) the model was applied to time series data from an auditory timing task completed by children with reading difficulties and matched control groups (Chapter 8). Expected group differences in timing performance were not found, however, associations between performance and measures of literacy and attention were present. Results also indicated that measures of attention and literacy dissociated in their relationships with components of timing, with literacy ability being correlated with timekeeper variance and attentional control with implementation variance. It is proposed that these timing deficits associated with reading difficulties are attributable to central timekeeping processes and so the contribution of error correction to timing performance was also investigated (Chapter 9). Children with lower scores on measures of literacy and attention were found to have a slower or failed correction response to phase errors in timing behaviour. Results from the series of studies suggest that the motor timing difficulty in poor reading children may stem from failures in the judgement of synchrony due to greater tolerance of uncertainty in the temporal processing system.

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Congenital nystagmus (CN) is an ocular-motor disorder characterised by involuntary, conjugated ocular oscillations and its pathogenesis is still under investigation. This kind of nystagmus is termed congenital (or infantile) since it could be present at birth or it can arise in the first months of life. Most of CN patients show a considerable decrease of their visual acuity: image fixation on the retina is disturbed by nystagmus continuous oscillations, mainly horizontal. However, the image of a given target can still be stable during short periods in which eye velocity slows down while the target image is placed onto the fovea (called foveation intervals). To quantify the extent of nystagmus, eye movement recording are routinely employed, allowing physicians to extract and analyse nystagmus main features such as waveform shape, amplitude and frequency. Using eye movement recording, it is also possible to compute estimated visual acuity predictors: analytical functions which estimates expected visual acuity using signal features such as foveation time and foveation position variability. Use of those functions extend the information from typical visual acuity measurement (e.g. Landolt C test) and could be a support for therapy planning or monitoring. This study focuses on detection of CN patients' waveform type and on foveation time measure. Specifically, it proposes a robust method to recognize cycles corresponding to the specific CN waveform in the eye movement pattern and, for those cycles, evaluate the exact signal tracts in which a subject foveates. About 40 eyemovement recordings, either infrared-oculographic or electrooculographic, were acquired from 16 CN subjects. Results suggest that the use of an adaptive threshold applied to the eye velocity signal could improve the estimation of slow phase start point. This can enhance foveation time computing and reduce influence of repositioning saccades and data noise on the waveform type identification.

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A turn on of a quantum dot (QD) semiconductor laser simultaneously operating at the ground state (GS) and excited state (ES) is investigated both experimentally and theoretically. We find experimentally that the slow passage through the two successive laser thresholds may lead to significant delays in the GS and ES turn ons. The difference between the turn-on times is measured as a function of the pump rate of change and reveals no clear power law. This has motivated a detailed analysis of rate equations appropriate for two-state lasing QD lasers. We find that the effective time of the GS turn on follows an -1/2 power law provided that the rate of change is not too small. The effective time of the ES transition follows an -1 power law, but its first order correction in ln is numerically significant. The two turn ons result from different physical mechanisms. The delay of the GS transition strongly depends on the slow growth of the dot population, whereas the ES transition only depends on the time needed to leave a repellent steady state.