6 resultados para 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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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.