Extreme water level exceedance probabilities around Australia

The potential impacts of extreme water level events on our coasts are increasing as populations grow and sea levels rise. To better prepare for the future, coastal engineers and managers need accurate estimates of average exceedance probabilities for extreme water levels. In this paper, we estimate present day probabilities of extreme water levels around the entire coastline of Australia. Tides and storm surges generated by extra-tropical storms were included by creating a 61-year (1949-2009) hindcast of water levels using a high resolution depth averaged hydrodynamic model driven with meteorological data from a global reanalysis. Tropical cyclone-induced surges were included through numerical modelling of a database of synthetic tropical cyclones equivalent to 10,000 years of cyclone activity around Australia. Predicted water level data was analysed using extreme value theory to construct return period curves for both the water level hindcast and synthetic tropical cyclone modelling. These return period curves were then combined by taking the highest water level at each return period.

Adaptive estimation of HMM transition probabilities

This paper presents new schemes for recursive estimation of the state transition probabilities for hidden Markov models (HMM's) via extended least squares (ELS) and recursive state prediction error (RSPE) methods. Local convergence analysis for the proposed RSPE algorithm is shown using the ordinary differential equation (ODE) approach developed for the more familiar recursive output prediction error (RPE) methods. The presented scheme converges and is relatively well conditioned compared with the ...

Adaptive estimation of hidden semi-Markov chains with parameterised transition probabilities and exponential decaying states

This paper develops maximum likelihood (ML) estimation schemes for finite-state semi-Markov chains in white Gaussian noise. We assume that the semi-Markov chain is characterised by transition probabilities of known parametric from with unknown parameters. We reformulate this hidden semi-Markov model (HSM) problem in the scalar case as a two-vector homogeneous hidden Markov model (HMM) problem in which the state consist of the signal augmented by the time to last transition. With this reformulation we apply the expectation Maximumisation (EM ) algorithm to obtain ML estimates of the transition probabilities parameters, Markov state levels and noise variance. To demonstrate our proposed schemes, motivated by neuro-biological applications, we use a damped sinusoidal parameterised function for the transition probabilities.

Optimized Policies for the Retransmission Probabilities in Slotted Aloha

In this paper, we study the behaviour of the slotted Aloha multiple access scheme with a finite number of users under different traffic loads and optimize the retransmission probability q(r) for various settings, cost objectives and policies. First, we formulate the problem as a parameter optimization problem and use certain efficient smoothed functional algorithms for finding the optimal retransmission probability parameter. Next, we propose two classes of multi-level closed-loop feedback policies (for finding in each case the retransmission probability qr that now depends on the current system state) and apply the above algorithms for finding an optimal policy within each class of policies. While one of the policy classes depends on the number of backlogged nodes in the system, the other depends on the number of time slots since the last successful transmission. The latter policies are more realistic as it is difficult to keep track of the number of backlogged nodes at each instant. We investigate the effect of increasing the number of levels in the feedback policies. Wen also investigate the effects of using different cost functions (withn and without penalization) in our algorithms and the corresponding change in the throughput and delay using these. Both of our algorithms use two-timescale stochastic approximation. One of the algorithms uses one simulation while the other uses two simulations of the system. The two-simulation algorithm is seen to perform better than the other algorithm. Optimal multi-level closed-loop policies are seen to perform better than optimal open-loop policies. The performance further improves when more levels are used in the feedback policies.

Proofs, Paradoxes, and Probabilities : The Logical Turn of Philosophy in Finland

This monograph describes the emergence of independent research on logic in Finland. The emphasis is placed on three well-known students of Eino Kaila: Georg Henrik von Wright (1916-2003), Erik Stenius (1911-1990), and Oiva Ketonen (1913-2000), and their research between the early 1930s and the early 1950s. The early academic work of these scholars laid the foundations for today's strong tradition in logic in Finland and also became internationally recognized. However, due attention has not been given to these works later, nor have they been comprehensively presented together. Each chapter of the book focuses on the life and work of one of Kaila's aforementioned students, with a fourth chapter discussing works on logic by authors who would later become known within other disciplines. Through an extensive use of correspondence and other archived material, some insight has been gained into the persons behind the academic personae. Unique and unpublished biographical material has been available for this task. The chapter on Oiva Ketonen focuses primarily on his work on what is today known as proof theory, especially on his proof theoretical system with invertible rules that permits a terminating root-first proof search. The independency of the parallel postulate is proved as an example of the strength of root-first proof search. Ketonen was to our knowledge Gerhard Gentzen's (the 'father' of proof theory) only student. Correspondence and a hitherto unavailable autobiographic manuscript, in addition to an unpublished article on the relationship between logic and epistemology, is presented. The chapter on Erik Stenius discusses his work on paradoxes and set theory, more specifically on how a rigid theory of definitions is employed to avoid these paradoxes. A presentation by Paul Bernays on Stenius' attempt at a proof of the consistency of arithmetic is reconstructed based on Bernays' lecture notes. Stenius correspondence with Paul Bernays, Evert Beth, and Georg Kreisel is discussed. The chapter on Georg Henrik von Wright presents his early work on probability and epistemology, along with his later work on modal logic that made him internationally famous. Correspondence from various archives (especially with Kaila and Charlie Dunbar Broad) further discusses his academic achievements and his experiences during the challenging circumstances of the 1940s.

On generating optimal signal probabilities for random tests: A genetic approach

Genetic Algorithms are robust search and optimization techniques. A Genetic Algorithm based approach for determining the optimal input distributions for generating random test vectors is proposed in the paper. A cost function based on the COP testability measure for determining the efficacy of the input distributions is discussed, A brief overview of Genetic Algorithms (GAs) and the specific details of our implementation are described. Experimental results based on ISCAS-85 benchmark circuits are presented. The performance pf our GA-based approach is compared with previous results. While the GA generates more efficient input distributions than the previous methods which are based on gradient descent search, the overheads of the GA in computing the input distributions are larger. To account for the relatively quick convergence of the gradient descent methods, we analyze the landscape of the COP-based cost function. We prove that the cost function is unimodal in the search space. This feature makes the cost function amenable to optimization by gradient-descent techniques as compared to random search methods such as Genetic Algorithms.

Large rapidity gaps survival probabilities at LHC

We calculate the probability of large rapidity gaps in high energy hadronic collisions using a model based on QCD mini-jets and soft gluon emission down into the infrared region. Comparing with other models we find a remarkable agreement among most predictions.

Interference in Multiprocessor Systems with Localized Memory Access Probabilities

Past studies of memory interference in multiprocessor systems have generally assumed that the references of each processor are uniformly distributed among the memory modules. In this paper we develop a model with local referencing, which reflects more closely the behavior of real-life programs. This model is analyzed using Markov chain techniques and expressions are derived for the multiprocessor performance. New expressions are also obtained for the performance in the traditional uniform reference model and are compared with other expressions-available in the literature. Results of a simulation study are given to show the accuracy of the expressions for both models.

Phase synchronization in brain networks derived from correlation between probabilities of recurrences in functional MRI data

It is increasingly being recognized that resting state brain connectivity derived from functional magnetic resonance imaging (fMRI) data is an important marker of brain function both in healthy and clinical populations. Though linear correlation has been extensively used to characterize brain connectivity, it is limited to detecting first order dependencies. In this study, we propose a framework where in phase synchronization (PS) between brain regions is characterized using a new metric ``correlation between probabilities of recurrence'' (CPR) and subsequent graph-theoretic analysis of the ensuing networks. We applied this method to resting state fMRI data obtained from human subjects with and without administration of propofol anesthetic. Our results showed decreased PS during anesthesia and a biologically more plausible community structure using CPR rather than linear correlation. We conclude that CPR provides an attractive nonparametric method for modeling interactions in brain networks as compared to standard correlation for obtaining physiologically meaningful insights about brain function.

Inversion of moments to retrieve joint probabilities in quantum sequential measurements

A sequence of moments obtained from statistical trials encodes a classical probability distribution. However, it is well known that an incompatible set of moments arises in the quantum scenario, when correlation outcomes associated with measurements on spatially separated entangled states are considered. This feature, viz., the incompatibility of moments with a joint probability distribution, is reflected in the violation of Bell inequalities. Here, we focus on sequential measurements on a single quantum system and investigate if moments and joint probabilities are compatible with each other. By considering sequential measurement of a dichotomic dynamical observable at three different time intervals, we explicitly demonstrate that the moments and the probabilities are inconsistent with each other. Experimental results using a nuclear magnetic resonance system are reported here to corroborate these theoretical observations, viz., the incompatibility of the three-time joint probabilities with those extracted from the moment sequence when sequential measurements on a single-qubit system are considered.

Multivariate juggling probabilities

We consider refined versions of Markov chains related to juggling introduced by Warrington. We further generalize the construction to juggling with arbitrary heights as well as infinitely many balls, which are expressed more succinctly in terms of Markov chains on integer partitions. In all cases, we give explicit product formulas for the stationary probabilities. The normalization factor in one case can be explicitly written as a homogeneous symmetric polynomial. We also refine and generalize enriched Markov chains on set partitions. Lastly, we prove that in one case, the stationary distribution is attained in bounded time.

1. Ultrasonic studies of binary liquid structure in the critical region. Theory and experiment for the 2,6-lutidine/water system. 2. Hartree-Fock calculations of electric polarizabilities of some simple atoms and molecules, and their practicality. 3. Calculation of vibrational transition probabilities in collinear atom-diatom and diatom-diatom collisions with Lennard-Jones interaction

Part 1. Many interesting visual and mechanical phenomena occur in the critical region of fluids, both for the gas-liquid and liquid-liquid transitions. The precise thermodynamic and transport behavior here has some broad consequences for the molecular theory of liquids. Previous studies in this laboratory on a liquid-liquid critical mixture via ultrasonics supported a basically classical analysis of fluid behavior by M. Fixman (e. g., the free energy is assumed analytic in intensive variables in the thermodynamics)--at least when the fluid is not too close to critical. A breakdown in classical concepts is evidenced close to critical, in some well-defined ways. We have studied herein a liquid-liquid critical system of complementary nature (possessing a lower critical mixing or consolute temperature) to all previous mixtures, to look for new qualitative critical behavior. We did not find such new behavior in the ultrasonic absorption ascribable to the critical fluctuations, but we did find extra absorption due to chemical processes (yet these are related to the mixing behavior generating the lower consolute point). We rederived, corrected, and extended Fixman's analysis to interpret our experimental results in these more complex circumstances. The entire account of theory and experiment is prefaced by an extensive introduction recounting the general status of liquid state theory. The introduction provides a context for our present work, and also points out problems deserving attention. Interest in these problems was stimulated by this work but also by work in Part 3.

Part 2. Among variational theories of electronic structure, the Hartree-Fock theory has proved particularly valuable for a practical understanding of such properties as chemical binding, electric multipole moments, and X-ray scattering intensity. It also provides the most tractable method of calculating first-order properties under external or internal one-electron perturbations, either developed explicitly in orders of perturbation theory or in the fully self-consistent method. The accuracy and consistency of first-order properties are poorer than those of zero-order properties, but this is most often due to the use of explicit approximations in solving the perturbed equations, or to inadequacy of the variational basis in size or composition. We have calculated the electric polarizabilities of H₂, He, Li, Be, LiH, and N₂ by Hartree-Fock theory, using exact perturbation theory or the fully self-consistent method, as dictated by convenience. By careful studies on total basis set composition, we obtained good approximations to limiting Hartree-Fock values of polarizabilities with bases of reasonable size. The values for all species, and for each direction in the molecular cases, are within 8% of experiment, or of best theoretical values in the absence of the former. Our results support the use of unadorned Hartree-Pock theory for static polarizabilities needed in interpreting electron-molecule scattering data, collision-induced light scattering experiments, and other phenomena involving experimentally inaccessible polarizabilities.

Part 3. Numerical integration of the close-coupled scattering equations has been carried out to obtain vibrational transition probabilities for some models of the electronically adiabatic H₂-H₂ collision. All the models use a Lennard-Jones interaction potential between nearest atoms in the collision partners. We have analyzed the results for some insight into the vibrational excitation process in its dependence on the energy of collision, the nature of the vibrational binding potential, and other factors. We conclude also that replacement of earlier, simpler models of the interaction potential by the Lennard-Jones form adds very little realism for all the complication it introduces. A brief introduction precedes the presentation of our work and places it in the context of attempts to understand the collisional activation process in chemical reactions as well as some other chemical dynamics.