991 resultados para Rayleigh Random Variables
Resumo:
The transition of plasmons from propagating to localized state was studied in disordered systems formed in GaAs/AlGaAs superlattices by impurities and by artificial random potential. Both the localization length and the linewidth of plasmons were measured by Raman scattering. The vanishing dependence of the plasmon linewidth on the disorder strength was shown to be a manifestation of the strong plasmon localization. The theoretical approach based on representation of the plasmon wave function in a Gaussian form well accounted for by the obtained experimental data.
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We propose a method for measuring hyper-Rayleigh scattering employing pulse trains produced by a Q-switched and mode-locked Nd:YAG laser. The use of the entire pulse train under the Q-switch envelope avoids the need of any device to scan the irradiance, as is usually done with nanosecond and femtosecond single-pulse lasers. To verify the feasibility of the technique, we performed measurements in different solutions of para-nitroaniline and compared the results with those obtained with nanosecond pulses. In both cases, the agreement with the hyperpolarizability values reported in the literature is about the same, but the measurements carried out with pulse trains are at least 20 times faster. Besides the advantage of acquisition speed, the use of pulse trains also allows the instantaneous inspection of slow luminescence contributions arising from multiphoton absorption. (C) 2008 Optical Society of America.
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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.
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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.
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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.
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We consider a Random Walk in Random Environment (RWRE) moving in an i.i.d. random field of obstacles. When the particle hits an obstacle, it disappears with a positive probability. We obtain quenched and annealed bounds on the tails of the survival time in the general d-dimensional case. We then consider a simplified one-dimensional model (where transition probabilities and obstacles are independent and the RWRE only moves to neighbour sites), and obtain finer results for the tail of the survival time. In addition, we study also the ""mixed"" probability measures (quenched with respect to the obstacles and annealed with respect to the transition probabilities and vice-versa) and give results for tails of the survival time with respect to these probability measures. Further, we apply the same methods to obtain bounds for the tails of hitting times of Branching Random Walks in Random Environment (BRWRE).
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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.
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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]
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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.
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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.
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Background: Depression in old age is a complex multifactorial phenomenon that is influenced by several biopsychosocial variables. Depressive symptoms are associated with the presence of chronic diseases, with being female, with low education and low income levels, and with poor perceived health assessment. In impoverished areas, older adults may have more physical disability, as they may have less access to health services. Therefore, they may be more likely to report depressive symptoms. Methods: Population-based cross-sectional research was undertaken using data from the FIBRA study conducted in Ermelino Matarazzo, a poor subdistrict of the city of Sao Paulo, Brazil. The participants comprised 303 elderly people, aged 65 years and over, who attended a single-session data collection effort carried out at community centers. The protocol comprised sociodemographic and self-reported health variables, and the Geriatric Depression Scale. Results: The majority of the subjects reported five or fewer symptoms of depression (79.21%), reported one or two self-reported chronic diseases (56.86%), declared themselves to have one or two self-reported health problems (46.15%), and had good perceived health assessment (40.27%). The presence of depressive symptoms was associated with a higher number of self-reported health problems, poor perceived health assessment, and lower schooling levels, in the total sample and in analyses including men only. For women, depressive symptoms were associated with the number of self-reported health problems and family income. Conclusion: The presence of health problems, such as falls and memory problems, lower perceived health, and low education (and low family income for women) were associated with a higher presence of depressive symptoms among elderly people in this poor area of Sao Paulo.
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METHODS: A total of 4210 students attending public high schools in Pernambuco (northeast of Brazil) were selected using random 2-stage cluster sampling. Data were collected by using the Global School-based Student Health Survey. The independent variable was the frequency of participation in PE classes, whereas physical activity, television viewing, smoking, and alcohol, fruit, vegetables and soda consumption were dependent variables. Logistic regressions were carried out to perform crude and adjusted analysis of the association between enrollment in PE classes and health-related behaviors. RESULTS: Sixty-five percent of students do not take part in PE classes, with a significantly higher proportion among females (67.8%). It was observed that enrollment in PE classes was positively associated with physical activity, TV viewing, and fruit consumption, but was negatively associated with soda drinking. The likelihood of reporting being active and eating fruit on a daily basis was 27% and 45% higher, respectively, among those who participate in at least 2 classes per week in comparison with those who do not. Students who participate in PE classes had 28-30% higher likelihood of reporting lower TV viewing during week days. CONCLUSIONS: Findings suggest that higher levels of enrollment in PE classes could play a role in the promotion of health-related behaviors among high school students.
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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.
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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.
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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.