On the resilience of long cycles in random graphs

In this paper we determine the local and global resilience of random graphs G(n,p) (p >> n(-1)) with respect to the property of containing a cycle of length at least (1 - alpha)n. Roughly speaking, given alpha > 0, we determine the smallest r(g) (G, alpha) with the property that almost surely every subgraph of G = G(n,p) having more than r(g) (G, alpha)vertical bar E(G)vertical bar edges contains a cycle of length at least (1 - alpha)n (global resilience). We also obtain, for alpha < 1/2, the smallest r(l) (G, alpha) such that any H subset of G having deg(H) (v) larger than r(l) (G, alpha) deg(G) (v) for all v is an element of V(G) contains a cycle of length at least (1 - alpha)n (local resilience). The results above are in fact proved in the more general setting of pseudorandom graphs.

Exceptional times for the dynamical discrete web

The dynamical discrete web (DyDW), introduced in the recent work of Howitt and Warren, is a system of coalescing simple symmetric one-dimensional random walks which evolve in an extra continuous dynamical time parameter tau. The evolution is by independent updating of the underlying Bernoulli variables indexed by discrete space-time that define the discrete web at any fixed tau. In this paper, we study the existence of exceptional (random) values of tau where the paths of the web do not behave like usual random walks and the Hausdorff dimension of the set of such exceptional tau. Our results are motivated by those about exceptional times for dynamical percolation in high dimension by Haggstrom, Peres and Steif, and in dimension two by Schramm and Steif. The exceptional behavior of the walks in the DyDW is rather different from the situation for the dynamical random walks of Benjamini, Haggstrom, Peres and Steif. For example, we prove that the walk from the origin S(0)(tau) violates the law of the iterated logarithm (LIL) on a set of tau of Hausdorff dimension one. We also discuss how these and other results should extend to the dynamical Brownian web, the natural scaling limit of the DyDW. (C) 2009 Elsevier B.V. All rights reserved.

TESTING STATISTICAL HYPOTHESIS ON RANDOM TREES AND APPLICATIONS TO THE PROTEIN CLASSIFICATION PROBLEM

Efficient automatic protein classification is of central importance in genomic annotation. As an independent way to check the reliability of the classification, we propose a statistical approach to test if two sets of protein domain sequences coming from two families of the Pfam database are significantly different. We model protein sequences as realizations of Variable Length Markov Chains (VLMC) and we use the context trees as a signature of each protein family. Our approach is based on a Kolmogorov-Smirnov-type goodness-of-fit test proposed by Balding et at. [Limit theorems for sequences of random trees (2008), DOI: 10.1007/s11749-008-0092-z]. The test statistic is a supremum over the space of trees of a function of the two samples; its computation grows, in principle, exponentially fast with the maximal number of nodes of the potential trees. We show how to transform this problem into a max-flow over a related graph which can be solved using a Ford-Fulkerson algorithm in polynomial time on that number. We apply the test to 10 randomly chosen protein domain families from the seed of Pfam-A database (high quality, manually curated families). The test shows that the distributions of context trees coming from different families are significantly different. We emphasize that this is a novel mathematical approach to validate the automatic clustering of sequences in any context. We also study the performance of the test via simulations on Galton-Watson related processes.

Random perturbations of stochastic processes with unbounded variable length memory

We consider binary infinite order stochastic chains perturbed by a random noise. This means that at each time step, the value assumed by the chain can be randomly and independently flipped with a small fixed probability. We show that the transition probabilities of the perturbed chain are uniformly close to the corresponding transition probabilities of the original chain. As a consequence, in the case of stochastic chains with unbounded but otherwise finite variable length memory, we show that it is possible to recover the context tree of the original chain, using a suitable version of the algorithm Context, provided that the noise is small enough.

Gibbs random graphs on point processes

Consider a discrete locally finite subset Gamma of R(d) and the cornplete graph (Gamma, E), with vertices Gamma and edges E. We consider Gibbs measures on the set of sub-graphs with vertices Gamma and edges E` subset of E. The Gibbs interaction acts between open edges having a vertex in common. We study percolation properties of the Gibbs distribution of the graph ensemble. The main results concern percolation properties of the open edges in two cases: (a) when Gamma is sampled from a homogeneous Poisson process; and (b) for a fixed Gamma with sufficiently sparse points. (c) 2010 American Institute of Physics. [doi:10.1063/1.3514605]

An oracle approach for interaction neighborhood estimation in random fields

We consider the problem of interaction neighborhood estimation from the partial observation of a finite number of realizations of a random field. We introduce a model selection rule to choose estimators of conditional probabilities among natural candidates. Our main result is an oracle inequality satisfied by the resulting estimator. We use then this selection rule in a two-step procedure to evaluate the interacting neighborhoods. The selection rule selects a small prior set of possible interacting points and a cutting step remove from this prior set the irrelevant points. We also prove that the Ising models satisfy the assumptions of the main theorems, without restrictions on the temperature, on the structure of the interacting graph or on the range of the interactions. It provides therefore a large class of applications for our results. We give a computationally efficient procedure in these models. We finally show the practical efficiency of our approach in a simulation study.

Multifractality in the random parameter model for multivariate time series

The Random Parameter model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we explore the scaling properties of the model, as observed in the multifractal structure of the simulated time series. We use the Wavelet Transform Modulus Maxima technique to obtain the multifractal spectrum dependence with the parameters of the model. The model shows a scaling structure compatible with the stylized facts for a reasonable choice of the parameter values. (C) 2009 Elsevier B.V. All rights reserved.

Constant-random practice and the adaptive process in motor learning with varying amounts of constant practice

The adaptive process in motor learning was examined in terms of effects of varying amounts of constant practice performed before random practice. Participants pressed five response keys sequentially, the last one coincident with the lighting of a final visual stimulus provided by a complex coincident timing apparatus. Different visual stimulus speeds were used during the random practice. 33 children (M age=11.6 yr.) were randomly assigned to one of three experimental groups: constant-random, constant-random 33%, and constant-random 66%. The constant-random group practiced constantly until they reached a criterion of performance stabilization three consecutive trials within 50 msec. of error. The other two groups had additional constant practice of 33 and 66%, respectively, of the number of trials needed to achieve the stabilization criterion. All three groups performed 36 trials under random practice; in the adaptation phase, they practiced at a different visual stimulus speed adopted in the stabilization phase. Global performance measures were absolute, constant, and variable errors, and movement pattern was analyzed by relative timing and overall movement time. There was no group difference in relation to global performance measures and overall movement time. However, differences between the groups were observed on movement pattern, since constant-random 66% group changed its relative timing performance in the adaptation phase.

Multiple random crack propagation using a boundary element formulation

This paper proposes a boundary element method (BEM) model that is used for the analysis of multiple random crack growth by considering linear elastic fracture mechanics problems and structures subjected to fatigue. The formulation presented in this paper is based on the dual boundary element method, in which singular and hyper-singular integral equations are used. This technique avoids singularities of the resulting algebraic system of equations, despite the fact that the collocation points coincide for the two opposite crack faces. In fracture mechanics analyses, the displacement correlation technique is applied to evaluate stress intensity factors. The maximum circumferential stress theory is used to evaluate the propagation angle and the effective stress intensity factor. The fatigue model uses Paris` law to predict structural life. Examples of simple and multi-fractured structures loaded until rupture are considered. These analyses demonstrate the robustness of the proposed model. In addition, the results indicate that this formulation is accurate and can model localisation and coalescence phenomena. (C) 2010 Elsevier Ltd. All rights reserved.

The random barrier-crossing problem

This paper addresses the time-variant reliability analysis of structures with random resistance or random system parameters. It deals with the problem of a random load process crossing a random barrier level. The implications of approximating the arrival rate of the first overload by an ensemble-crossing rate are studied. The error involved in this so-called ""ensemble-crossing rate"" approximation is described in terms of load process and barrier distribution parameters, and in terms of the number of load cycles. Existing results are reviewed, and significant improvements involving load process bandwidth, mean-crossing frequency and time are presented. The paper shows that the ensemble-crossing rate approximation can be accurate enough for problems where load process variance is large in comparison to barrier variance, but especially when the number of load cycles is small. This includes important practical applications like random vibration due to impact loadings and earthquake loading. Two application examples are presented, one involving earthquake loading and one involving a frame structure subject to wind and snow loadings. (C) 2007 Elsevier Ltd. All rights reserved.

CONCENTRATION FIELDS NEAR AIR-WATER INTERFACES DURING INTERFACIAL MASS TRANSPORT: OXYGEN TRANSPORT AND RANDOM SQUARE WAVE ANALYSIS

Mass transfer across a gas-liquid interface was studied theoretically and experimentally, using transfer of oxygen into water as the gas-liquid system. The experimental results support the conclusions of a theoretical description of the concentration field that uses random square waves approximations. The effect of diffusion over the concentration records was quantified. It is shown that the peak of the normalized rills concentration fluctuation profiles must be lower than 0.5, and that the position of the peak of the rms value is an adequate measure of the thickness of the diffusive layer. The position of the peak is the boundary between the regions more subject to molecular diffusion or to turbulent transport of dissolved mass.

Simulation of the Barkhausen Noise using random field Ising model with long-range interaction

We present a method to simulate the Magnetic Barkhausen Noise using the Random Field Ising Model with magnetic long-range interaction. The method allows calculating the magnetic flux density behavior in particular sections of the lattice reticule. The results show an internal demagnetizing effect that proceeds from the magnetic long-range interactions. This demagnetizing effect induces the appearing of a magnetic pattern in the region of magnetic avalanches. When compared with the traditional method, the proposed numerical procedure neatly reduces computational costs of simulation. (c) 2008 Published by Elsevier B.V.

Methodological analysis of gamma tomography system for large random packed columns

Gamma ray tomography experiments have been carried out to detect spatial patterns in the porosity in a 0.27 m diameter column packed with steel Rashig rings of different sizes: 12.6, 37.9, and 76 mm. using a first generation CT system (Chen et al., 1998). A fast Fourier transform tomographic reconstruction algorithm has been used to calculate the spatial variation over the column cross section. Cross-sectional gas porosity and solid holdup distribution were determinate. The values of cross-sectional average gas porosity were epsilon=0.849, 0.938 and 0.966 for the 12.6, 37.9, and 76 mm rings, respectively. Radial holdup variation within the packed bed has been determined. The variation of the circumferentially averaged gas holdup in the radial direction indicates that the porosity in the column wall region is a somewhat higher than that in the bulk region, due to the effect of the column wall. (C) 2009 Elsevier Ltd. All rights reserved.

Exploring the random genesis of co-occurrence networks

Using the network random generation models from Gustedt (2009)[23], we simulate and analyze several characteristics (such as the number of components, the degree distribution and the clustering coefficient) of the generated networks. This is done for a variety of distributions (fixed value, Bernoulli, Poisson, binomial) that are used to control the parameters of the generation process. These parameters are in particular the size of newly appearing sets of objects, the number of contexts in which new elements appear initially, the number of objects that are shared with `parent` contexts, and, the time period inside which a context may serve as a parent context (aging). The results show that these models allow to fine-tune the generation process such that the graphs adopt properties as can be found in real world graphs. (C) 2011 Elsevier B.V. All rights reserved.

On the use of correlated beta random variables with animal population modelling

We give reasons why demographic parameters such as survival and reproduction rates are often modelled well in stochastic population simulation using beta distributions. In practice, it is frequently expected that these parameters will be correlated, for example with survival rates for all age classes tending to be high or low in the same year. We therefore discuss a method for producing correlated beta random variables by transforming correlated normal random variables, and show how it can be applied in practice by means of a simple example. We also note how the same approach can be used to produce correlated uniform triangular, and exponential random variables. (C) 2008 Elsevier B.V. All rights reserved.