Charakterisierung und Konvergenz mehrdimensionaler kontinuierlicher Verzweigungsprozesse

In dieser Arbeit wird eine Klasse von stochastischen Prozessen untersucht, die eine abstrakte Verzweigungseigenschaft besitzen. Die betrachteten Prozesse sind homogene Markov-Prozesse in stetiger Zeit mit Zuständen im mehrdimensionalen reellen Raum und dessen Ein-Punkt-Kompaktifizierung. Ausgehend von Minimalforderungen an die zugehörige Übergangsfunktion wird eine vollständige Charakterisierung der endlichdimensionalen Verteilungen mehrdimensionaler kontinuierlicher Verzweigungsprozesse vorgenommen. Mit Hilfe eines erweiterten Laplace-Kalküls wird gezeigt, dass jeder solche Prozess durch eine bestimmte spektral positive unendlich teilbare Verteilung eindeutig bestimmt ist. Umgekehrt wird nachgewiesen, dass zu jeder solchen unendlich teilbaren Verteilung ein zugehöriger Verzweigungsprozess konstruiert werden kann. Mit Hilfe der allgemeinen Theorie Markovscher Operatorhalbgruppen wird sichergestellt, dass jeder mehrdimensionale kontinuierliche Verzweigungsprozess eine Version mit Pfaden im Raum der cadlag-Funktionen besitzt. Ferner kann die (funktionale) schwache Konvergenz der Prozesse auf die vage Konvergenz der zugehörigen Charakterisierungen zurückgeführt werden. Hieraus folgen allgemeine Approximations- und Konvergenzsätze für die betrachtete Klasse von Prozessen. Diese allgemeinen Resultate werden auf die Unterklasse der sich verzweigenden Diffusionen angewendet. Es wird gezeigt, dass für diese Prozesse stets eine Version mit stetigen Pfaden existiert. Schließlich wird die allgemeinste Form der Fellerschen Diffusionsapproximation für mehrtypige Galton-Watson-Prozesse bewiesen.

Systematische Untersuchung von Instabilitäten an lasergekühlten 40 Ca + - Ionen in einer linearen Paulfalle

In linearen Paulfallen gespeicherte und lasergekühlte Ionen stellen in weiten Bereichen der Physik ideale Objekte hinsichtlich störungsfreier und präziser Messungen atomarer Übergangsfrequenzen und der gezielten Manipulation von Quantenzuständen dar. Eine Einschränkung dieser optimalen Bedingungen erfolgt durch Heizmechanismen, die aus Abweichungen des Speicherpotentials von der idealen Quadrupolform resultieren. Höhere Potentialordnungen führen zu einer Kopplung der radialen Bewegungsmoden und bei bestimmten Speicherparametern zu nichtlinearen Resonanzen. Hierbei werden die Ionenbahnen durch eine Energieaufnahme aus dem Speicherfeld destabilisiert. Dieses kann zu Linienverbreiterungen, einer Limitierung der Kohärenzzeiten und unter Umständen zu einem Ionenverlust führen. Die systematische Untersuchung dieser Instabilitäten in einer linearen Paulfalle erfolgt durch Spektroskopie an einer kleinen Anzahl lasergekühlter ^40Ca^+ - Ionen. Der experimentell zugängliche Speicherbereich wird mit hoher Auflösung abgetastet. Durch eine eingehende Quantifizierung der Falleneigenschaften werden die nichtlinearen Resonanzen eindeutig den erzeugenden Potentialtermen zugeordnet. Die Resonanzlinien zeigen eine charakteristische Aufspaltung, deren Größe vom angelegten Axialpotential bestimmt wird. Diese zusätzliche Kopplung der Radialbewegung an die Axialbewegung führt zu einer modifizierten Resonanzbedingung. Nichtlineare Resonanzen treten massenspezifisch auf. Da eine präzise Kontrolle der Axialpotentiale sehr einfach ist, könnten die beobachteten radial-axial koppelnden Resonanzen eine Anwendung in der Massenspektrometrie finden.

Test of Lorentz symmetry with a 3 He,129 Xe clock-comparison experiment

In case of violation of CPT- and Lorentz Symmetry, the minimal Standard Model Extension (SME) of Kostelecky and coworkers predicts sidereal modulations of atomic transition frequencies as the Earth rotates relative to a Lorentz-violating background field. One method to search for these modulations is the so-called clock-comparison experiment, where the frequencies of co-located clocks are compared as they rotate with respect to the fixed stars. In this work an experiment is presented where polarized 3He and 129Xe gas samples in a glass cell serve as clocks, whose nuclear spin precession frequencies are detected with the help of highly sensitive SQUID sensors inside a magnetically shielded room. The unique feature of this experiment is the fact that the spins are precessing freely, with transverse relaxation times of up to 4.4 h for 129Xe and 14.1 h for 3He. To be sensitive to Lorentz-violating effects, the influence of external magnetic fields is canceled via the weighted difference of the 3He and 129Xe frequencies or phases. The Lorentz-violating SME parameters for the neutron are determined out of a fit on the phase difference data of 7 spin precession measurements of 12 to 16 hours length. The result of the fit gives an upper limit for the equatorial component of the neutron parameter b_n of 3.7×10^(−32) GeV at the 95% confidence level. This value is not limited by the signal-to-noise ratio, but by the strong correlations between the fit parameters. To reduce the correlations and therewith improve the sensitivity of future experiments, it will be necessary to change the time structure of the weighted phase difference, which can be realized by increasing the 129Xe relaxation time.

On the recurrence of random walks in Lévy random environments

This thesis investigates one-dimensional random walks in random environment whose transition probabilities might have an infinite variance. The ergodicity of the dynamical system ''from the point of view of the particle'' is proved under the assumptions of transitivity and existence of an absolutely continuous steady state on the space of the environments. We show that, if the average of the local drift over the environments is summable and null, then the RWRE is recurrent. We provide an example satisfying all the hypotheses.

EVALUATING INFRASTRUCTURE PERFORMANCE TO ASSIST FACILITY MANAGEMENT TOWARD SUSTAINABLE SYSTEMS

Civil infrastructure provides essential services for the development of both society and economy. It is very important to manage systems efficiently to ensure sound performance. However, there are challenges in information extraction from available data, which also necessitates the establishment of methodologies and frameworks to assist stakeholders in the decision making process. This research proposes methodologies to evaluate systems performance by maximizing the use of available information, in an effort to build and maintain sustainable systems. Under the guidance of problem formulation from a holistic view proposed by Mukherjee and Muga, this research specifically investigates problem solving methods that measure and analyze metrics to support decision making. Failures are inevitable in system management. A methodology is developed to describe arrival pattern of failures in order to assist engineers in failure rescues and budget prioritization especially when funding is limited. It reveals that blockage arrivals are not totally random. Smaller meaningful subsets show good random behavior. Additional overtime failure rate is analyzed by applying existing reliability models and non-parametric approaches. A scheme is further proposed to depict rates over the lifetime of a given facility system. Further analysis of sub-data sets is also performed with the discussion of context reduction. Infrastructure condition is another important indicator of systems performance. The challenges in predicting facility condition are the transition probability estimates and model sensitivity analysis. Methods are proposed to estimate transition probabilities by investigating long term behavior of the model and the relationship between transition rates and probabilities. To integrate heterogeneities, model sensitivity is performed for the application of non-homogeneous Markov chains model. Scenarios are investigated by assuming transition probabilities follow a Weibull regressed function and fall within an interval estimate. For each scenario, multiple cases are simulated using a Monte Carlo simulation. Results show that variations on the outputs are sensitive to the probability regression. While for the interval estimate, outputs have similar variations to the inputs. Life cycle cost analysis and life cycle assessment of a sewer system are performed comparing three different pipe types, which are reinforced concrete pipe (RCP) and non-reinforced concrete pipe (NRCP), and vitrified clay pipe (VCP). Life cycle cost analysis is performed for material extraction, construction and rehabilitation phases. In the rehabilitation phase, Markov chains model is applied in the support of rehabilitation strategy. In the life cycle assessment, the Economic Input-Output Life Cycle Assessment (EIO-LCA) tools are used in estimating environmental emissions for all three phases. Emissions are then compared quantitatively among alternatives to support decision making.

Estimating parameters in Markov models for longitudinal studies with missing data or surrogate outcomes

The discrete-time Markov chain is commonly used in describing changes of health states for chronic diseases in a longitudinal study. Statistical inferences on comparing treatment effects or on finding determinants of disease progression usually require estimation of transition probabilities. In many situations when the outcome data have some missing observations or the variable of interest (called a latent variable) can not be measured directly, the estimation of transition probabilities becomes more complicated. In the latter case, a surrogate variable that is easier to access and can gauge the characteristics of the latent one is usually used for data analysis. ^ This dissertation research proposes methods to analyze longitudinal data (1) that have categorical outcome with missing observations or (2) that use complete or incomplete surrogate observations to analyze the categorical latent outcome. For (1), different missing mechanisms were considered for empirical studies using methods that include EM algorithm, Monte Carlo EM and a procedure that is not a data augmentation method. For (2), the hidden Markov model with the forward-backward procedure was applied for parameter estimation. This method was also extended to cover the computation of standard errors. The proposed methods were demonstrated by the Schizophrenia example. The relevance of public health, the strength and limitations, and possible future research were also discussed. ^

Distribution of quality adjusted life expectancy: A systems approach

Statistical methods are developed which assess survival data for two attributes; (1) prolongation of life, (2) quality of life. Health state transition probabilities correspond to prolongation of life and are modeled as a discrete-time semi-Markov process. Imbedded within the sojourn time of a particular health state are the quality of life transitions. They reflect events which differentiate perceptions of pain and suffering over a fixed time period. Quality of life transition probabilities are derived from the assumptions of a simple Markov process. These probabilities depend on the health state currently occupied and the next health state to which a transition is made. Utilizing the two forms of attributes the model has the capability to estimate the distribution of expected quality adjusted life years (in addition to the distribution of expected survival times). The expected quality of life can also be estimated within the health state sojourn time making more flexible the assessment of utility preferences. The methods are demonstrated on a subset of follow-up data from the Beta Blocker Heart Attack Trial (BHAT). This model contains the structure necessary to make inferences when assessing a general survival problem with a two dimensional outcome. ^

AN ILLNESS-DEATH PROCESS WITH TIME-DEPENDENT COVARIATES

A general model for the illness-death stochastic process with covariates has been developed for the analysis of survival data. This model incorporates important baseline and time-dependent covariates to make proper adjustment for the transition probabilities and survival probabilities. The follow-up period is subdivided into small intervals and a constant hazard is assumed for each interval. An approximation formula is derived to estimate the transition parameters when the exact transition time is unknown.^ The method developed is illustrated by using data from a study on the prevention of the recurrence of a myocardial infarction and subsequent mortality, the Beta-Blocker Heart Attack Trial (BHAT). This method provides an analytical approach which simultaneously includes provision for both fatal and nonfatal events in the model. According to this analysis, the effectiveness of the treatment can be compared between the Placebo and Propranolol treatment groups with respect to fatal and nonfatal events. ^

Logistic regression with Markov chains as covariates

The tobacco-specific nitrosamine 4-(methylnitrosamino)-1-(3-pyridyl)-1-butanone (NNK) is an obvious carcinogen for lung cancer. Since CBMN (Cytokinesis-blocked micronucleus) has been found to be extremely sensitive to NNK-induced genetic damage, it is a potential important factor to predict the lung cancer risk. However, the association between lung cancer and NNK-induced genetic damage measured by CBMN assay has not been rigorously examined. ^ This research develops a methodology to model the chromosomal changes under NNK-induced genetic damage in a logistic regression framework in order to predict the occurrence of lung cancer. Since these chromosomal changes were usually not observed very long due to laboratory cost and time, a resampling technique was applied to generate the Markov chain of the normal and the damaged cell for each individual. A joint likelihood between the resampled Markov chains and the logistic regression model including transition probabilities of this chain as covariates was established. The Maximum likelihood estimation was applied to carry on the statistical test for comparison. The ability of this approach to increase discriminating power to predict lung cancer was compared to a baseline "non-genetic" model. ^ Our method offered an option to understand the association between the dynamic cell information and lung cancer. Our study indicated the extent of DNA damage/non-damage using the CBMN assay provides critical information that impacts public health studies of lung cancer risk. This novel statistical method could simultaneously estimate the process of DNA damage/non-damage and its relationship with lung cancer for each individual.^

Theoretical Stark broadening parameters for spectral lines arising from the 2p5ns, 2p5np and 2p5nd electronic configurations of MgIII

In the present work we report theoretical Stark widths and shifts calculated using the Griem semi-empirical approach, corresponding to 237 spectral lines of MgIII. Data are presented for an electron density of 1017 cm?3 and temperatures T = 0.5?10.0 (104 K). The matrix elements used in these calculations have been determined from 23 configurations of MgIII: 2s22p6, 2s22p53p, 2s22p54p, 2s22p54f and 2s22p55f for even parity and 2s22p5ns (n = 3?6), 2s22p5nd (n = 3?9), 2s22p55g and 2s2p6np (n = 3?8) for odd parity. For the intermediate coupling (IC) calculations, we use the standard method of least-squares fitting from experimental energy levels by means of the Cowan computer code. Also, in order to test the matrix elements used in our calculations, we present calculated values of 70 transition probabilities of MgIII spectral lines and 14 calculated values of radiative lifetimes of MgIII levels. There is good agreement between our calculations and experimental radiative lifetimes. Spectral lines of MgIII are relevant in astrophysics and also play an important role in the spectral analysis of laboratory plasma. Theoretical trends of the Stark broadening parameter versus the temperature for relevant lines are presented. No values of Stark parameters can be found in the bibliography.

Training and search methods for speech recognition.

Speech recognition involves three processes: extraction of acoustic indices from the speech signal, estimation of the probability that the observed index string was caused by a hypothesized utterance segment, and determination of the recognized utterance via a search among hypothesized alternatives. This paper is not concerned with the first process. Estimation of the probability of an index string involves a model of index production by any given utterance segment (e.g., a word). Hidden Markov models (HMMs) are used for this purpose [Makhoul, J. & Schwartz, R. (1995) Proc. Natl. Acad. Sci. USA 92, 9956-9963]. Their parameters are state transition probabilities and output probability distributions associated with the transitions. The Baum algorithm that obtains the values of these parameters from speech data via their successive reestimation will be described in this paper. The recognizer wishes to find the most probable utterance that could have caused the observed acoustic index string. That probability is the product of two factors: the probability that the utterance will produce the string and the probability that the speaker will wish to produce the utterance (the language model probability). Even if the vocabulary size is moderate, it is impossible to search for the utterance exhaustively. One practical algorithm is described [Viterbi, A. J. (1967) IEEE Trans. Inf. Theory IT-13, 260-267] that, given the index string, has a high likelihood of finding the most probable utterance.

Forecasting Elections with High Volatility

This article uses data from the social survey Allbus 1998 to introduce a method of forecasting elections in a context of electoral volatility. The approach models the processes of change in electoral behaviour, exploring patterns in order to model the volatility expressed by voters. The forecast is based on the matrix of transition probabilities, following the logic of Markov chains. The power of the matrix, and the use of the mover-stayer model, is debated for alternative forecasts. As an example of high volatility, the model uses data from the German general election of 1998. The unification of two German states in 1990 caused the incorporation of around 15 million new voters from East Germany who had limited familiarity and no direct experience of the political culture in West Germany. Under these circumstances, voters were expected to show high volatility.

Laser frequency locking by direct measurement of detuning

We present a new method of laser frequency locking in which the feedback signal is directly proportional to the detuning from an atomic transition, even at detunings many times the natural linewidth of the transition. Our method is a form of sub-Doppler polarization spectroscopy, based on measuring two Stokes parameters (I-2 and I-3) of light transmitted through a vapor cell. It extends the linear capture range of the lock loop by as much as an order of magnitude and provides frequency discrimination equivalent to or better than those of other commonly used locking techniques. (C) 2004 Optical Society of America

A cost-effectiveness analysis of fluvastatin in patients with diabetes after successful percutaneous coronary intervention

Background: The Lescol Intervention Prevention Study (LIPS) was a multinational randomized controlled trial that showed a 47% reduction in the relative risk of cardiac death and a 22% reduction in major adverse cardiac events (MACEs) from the routine use of fluvastatin, compared with controls, in patients undergoing percutaneous coronary intervention (PCI, defined as angioplasty with or without stents). In this study, MACEs included cardiac death, nonfatal myocardial infarction, and subsequent PCI and coronary artery bypass graft. Diabetes was the greatest risk factor for MACEs. Objective: This study estimated the cost-effectiveness of fluvastatin when used for secondary prevention of MACEs after PCI in people with diabetes. Methods: A post hoc subgroup analysis of patients with diabetes from the LIPS was used to estimate the effectiveness of fluvastatin in reducing myocardial infarction, revascularization, and cardiac death. A probabilistic Markov model was developed using United Kingdom resource and cost data to estimate the additional costs and quality-adjusted life-years (QALYs) gained over 10 years from the perspective of the British National Health Service. The model contained 6 health states, and the transition probabilities were derived from the LIPS data. Crossover from fluvastatin to other lipid-lowering drugs, withdrawal from fluvastatin, and the use of lipid-lowering drugs in the control group were included. Results: In the subgroup of 202 patients with diabetes in the LIPS trial, 18 (15.0%) of 120 fluvastatin patients and 21 (25.6%) of 82 control participants were insulin dependent (P = NS). Compared with the control group, patients treated with fluvastatin can expect to gain an additional mean (SD) of 0.196 (0.139) QALY per patient over 10 years (P < 0.001) and will cost the health service an additional mean (SD) of 10 (E448) (P = NS) (mean [SD] US $16 [$689]). The additional cost per QALY gained was;(51 (US $78). The key determinants of cost-effectiveness included the probabilities of repeat interventions, cardiac death, the cost of fluvastatin, and the time horizon used for the evaluation. Conclusion: Fluvastatin was an economically efficient treatment to prevent MACEs in these patients with diabetes undergoing PCI.

XSophe, a computer simulation software suite for the analysis of electron paramagnetic resonance spectra

The XSophe computer simulation software suite consisting of a daemon, the XSophe interface and the computational program Sophe is a state of the art package for the simulation of electron paramagnetic resonance spectra. The Sophe program performs the computer simulation and includes a number of new technologies including; the SOPHE partition and interpolation schemes, a field segmentation algorithm, homotopy, parallelisation and spectral optimisation. The SOPHE partition and interpolation scheme along with a field segmentation algorithm greatly increases the speed of simulations for most systems. Multidimensional homotopy provides an efficient method for accurately tracing energy levels and hence tracing transitions in the presence of energy level anticrossings and looping transitions and allowing computer simulations in frequency space. Recent enhancements to Sophe include the generalised treatment of distributions of orientational parameters, termed the mosaic misorientation linewidth model and a faster more efficient algorithm for the calculation of resonant field positions and transition probabilities. For complex systems the parallelisation enables the simulation of these systems on a parallel computer and the optimisation algorithms in the suite provide the experimentalist with the possibility of finding the spin Hamiltonian parameters in a systematic manner rather than a trial-and-error process. The XSophe software suite has been used to simulate multifrequency EPR spectra (200 MHz to 6 00 GHz) from isolated spin systems (S > ~½) and coupled centres (Si, Sj _> I/2). Griffin, M.; Muys, A.; Noble, C.; Wang, D.; Eldershaw, C.; Gates, K.E.; Burrage, K.; Hanson, G.R."XSophe, a Computer Simulation Software Suite for the Analysis of Electron Paramagnetic Resonance Spectra", 1999, Mol. Phys. Rep., 26, 60-84.