An inhomogeneous multispecies TASEP on a ring

We reinterpret and generalize conjectures of Lam and Williams as statements about the stationary distribution of a multispecies exclusion process on the ring. The central objects in our study are the multiline queues of Ferrari and Martin. We make some progress on some of the conjectures in different directions. First, we prove Lam and Williams' conjectures in two special cases by generalizing the rates of the Ferrari-Martin transitions. Secondly, we define a new process on multiline queues, which have a certain minimality property. This gives another proof for one of the special cases; namely arbitrary jump rates for three species. (C) 2014 Elsevier Inc. All rights reserved.

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.

Directed Nonabelian Sandpile Models on Trees

We define two general classes of nonabelian sandpile models on directed trees (or arborescences), as models of nonequilibrium statistical physics. Unlike usual applications of the well-known abelian sandpile model, these models have the property that sand grains can enter only through specified reservoirs. In the Trickle-down sandpile model, sand grains are allowed to move one at a time. For this model, we show that the stationary distribution is of product form. In the Landslide sandpile model, all the grains at a vertex topple at once, and here we prove formulas for all eigenvalues, their multiplicities, and the rate of convergence to stationarity. The proofs use wreath products and the representation theory of monoids.

Intracellular demography and the dynamics of Salmonella enterica infections.

An understanding of within-host dynamics of pathogen interactions with eukaryotic cells can shape the development of effective preventive measures and drug regimes. Such investigations have been hampered by the difficulty of identifying and observing directly, within live tissues, the multiple key variables that underlay infection processes. Fluorescence microscopy data on intracellular distributions of Salmonella enterica serovar Typhimurium (S. Typhimurium) show that, while the number of infected cells increases with time, the distribution of bacteria between cells is stationary (though highly skewed). Here, we report a simple model framework for the intensity of intracellular infection that links the quasi-stationary distribution of bacteria to bacterial and cellular demography. This enables us to reject the hypothesis that the skewed distribution is generated by intrinsic cellular heterogeneities, and to derive specific predictions on the within-cell dynamics of Salmonella division and host-cell lysis. For within-cell pathogens in general, we show that within-cell dynamics have implications across pathogen dynamics, evolution, and control, and we develop novel generic guidelines for the design of antibacterial combination therapies and the management of antibiotic resistance.

Intracellular demography and the dynamics of Salmonella enterica infections.

An understanding of within-host dynamics of pathogen interactions with eukaryotic cells can shape the development of effective preventive measures and drug regimes. Such investigations have been hampered by the difficulty of identifying and observing directly, within live tissues, the multiple key variables that underlay infection processes. Fluorescence microscopy data on intracellular distributions of Salmonella enterica serovar Typhimurium (S. Typhimurium) show that, while the number of infected cells increases with time, the distribution of bacteria between cells is stationary (though highly skewed). Here, we report a simple model framework for the intensity of intracellular infection that links the quasi-stationary distribution of bacteria to bacterial and cellular demography. This enables us to reject the hypothesis that the skewed distribution is generated by intrinsic cellular heterogeneities, and to derive specific predictions on the within-cell dynamics of Salmonella division and host-cell lysis. For within-cell pathogens in general, we show that within-cell dynamics have implications across pathogen dynamics, evolution, and control, and we develop novel generic guidelines for the design of antibacterial combination therapies and the management of antibiotic resistance.

Random propagation in complex systems : nonlinear matrix recursions and epidemic spread

This dissertation studies long-term behavior of random Riccati recursions and mathematical epidemic model. Riccati recursions are derived from Kalman filtering. The error covariance matrix of Kalman filtering satisfies Riccati recursions. Convergence condition of time-invariant Riccati recursions are well-studied by researchers. We focus on time-varying case, and assume that regressor matrix is random and identical and independently distributed according to given distribution whose probability distribution function is continuous, supported on whole space, and decaying faster than any polynomial. We study the geometric convergence of the probability distribution. We also study the global dynamics of the epidemic spread over complex networks for various models. For instance, in the discrete-time Markov chain model, each node is either healthy or infected at any given time. In this setting, the number of the state increases exponentially as the size of the network increases. The Markov chain has a unique stationary distribution where all the nodes are healthy with probability 1. Since the probability distribution of Markov chain defined on finite state converges to the stationary distribution, this Markov chain model concludes that epidemic disease dies out after long enough time. To analyze the Markov chain model, we study nonlinear epidemic model whose state at any given time is the vector obtained from the marginal probability of infection of each node in the network at that time. Convergence to the origin in the epidemic map implies the extinction of epidemics. The nonlinear model is upper-bounded by linearizing the model at the origin. As a result, the origin is the globally stable unique fixed point of the nonlinear model if the linear upper bound is stable. The nonlinear model has a second fixed point when the linear upper bound is unstable. We work on stability analysis of the second fixed point for both discrete-time and continuous-time models. Returning back to the Markov chain model, we claim that the stability of linear upper bound for nonlinear model is strongly related with the extinction time of the Markov chain. We show that stable linear upper bound is sufficient condition of fast extinction and the probability of survival is bounded by nonlinear epidemic map.

基于MRF模型的油气储层属性随机建模方法研究

Stochastic reservoir modeling is a technique used in reservoir describing. Through this technique, multiple data sources with different scales can be integrated into the reservoir model and its uncertainty can be conveyed to researchers and supervisors. Stochastic reservoir modeling, for its digital models, its changeable scales, its honoring known information and data and its conveying uncertainty in models, provides a mathematical framework or platform for researchers to integrate multiple data sources and information with different scales into their prediction models. As a fresher method, stochastic reservoir modeling is on the upswing. Based on related works, this paper, starting with Markov property in reservoir, illustrates how to constitute spatial models for catalogued variables and continuum variables by use of Markov random fields. In order to explore reservoir properties, researchers should study the properties of rocks embedded in reservoirs. Apart from methods used in laboratories, geophysical means and subsequent interpretations may be the main sources for information and data used in petroleum exploration and exploitation. How to build a model for flow simulations based on incomplete information is to predict the spatial distributions of different reservoir variables. Considering data source, digital extent and methods, reservoir modeling can be catalogued into four sorts: reservoir sedimentology based method, reservoir seismic prediction, kriging and stochastic reservoir modeling. The application of Markov chain models in the analogue of sedimentary strata is introduced in the third of the paper. The concept of Markov chain model, N-step transition probability matrix, stationary distribution, the estimation of transition probability matrix, the testing of Markov property, 2 means for organizing sections-method based on equal intervals and based on rock facies, embedded Markov matrix, semi-Markov chain model, hidden Markov chain model, etc, are presented in this part. Based on 1-D Markov chain model, conditional 1-D Markov chain model is discussed in the fourth part. By extending 1-D Markov chain model to 2-D, 3-D situations, conditional 2-D, 3-D Markov chain models are presented. This part also discusses the estimation of vertical transition probability, lateral transition probability and the initialization of the top boundary. Corresponding digital models are used to specify, or testify related discussions. The fifth part, based on the fourth part and the application of MRF in image analysis, discusses MRF based method to simulate the spatial distribution of catalogued reservoir variables. In the part, the probability of a special catalogued variable mass, the definition of energy function for catalogued variable mass as a Markov random field, Strauss model, estimation of components in energy function are presented. Corresponding digital models are used to specify, or testify, related discussions. As for the simulation of the spatial distribution of continuum reservoir variables, the sixth part mainly explores 2 methods. The first is pure GMRF based method. Related contents include GMRF model and its neighborhood, parameters estimation, and MCMC iteration method. A digital example illustrates the corresponding method. The second is two-stage models method. Based on the results of catalogued variables distribution simulation, this method, taking GMRF as the prior distribution for continuum variables, taking the relationship between catalogued variables such as rock facies, continuum variables such as porosity, permeability, fluid saturation, can bring a series of stochastic images for the spatial distribution of continuum variables. Integrating multiple data sources into the reservoir model is one of the merits of stochastic reservoir modeling. After discussing how to model spatial distributions of catalogued reservoir variables, continuum reservoir variables, the paper explores how to combine conceptual depositional models, well logs, cores, seismic attributes production history.

Stochastic switching in infinite dimensions with applications to random parabolic PDE

© 2015 Society for Industrial and Applied Mathematics.We consider parabolic PDEs with randomly switching boundary conditions. In order to analyze these random PDEs, we consider more general stochastic hybrid systems and prove convergence to, and properties of, a stationary distribution. Applying these general results to the heat equation with randomly switching boundary conditions, we find explicit formulae for various statistics of the solution and obtain almost sure results about its regularity and structure. These results are of particular interest for biological applications as well as for their significant departure from behavior seen in PDEs forced by disparate Gaussian noise. Our general results also have applications to other types of stochastic hybrid systems, such as ODEs with randomly switching right-hand sides.

Population Mobility Dynamics Estimated from Mobile Telephony Data

In the last decade, mobile phones and mobile devices using mobile cellular telecommunication network connections have become ubiquitous. In several developed countries, the penetration of such devices has surpassed 100 percent. They facilitate communication and access to large quantities of data without the requirement of a fixed location or connection. Assuming mobile phones usually are in close proximity with the user, their cellular activities and locations are indicative of the user's activities and movements. As such, those cellular devices may be considered as a large scale distributed human activity sensing platform. This paper uses mobile operator telephony data to visualize the regional flows of people across the Republic of Ireland. In addition, the use of modified Markov chains for the ranking of significant regions of interest to mobile subscribers is investigated. Methodology is then presented which demonstrates how the ranking of significant regions of interest may be used to estimate national population, results of which are found to have strong correlation with census data.

Recyclage des candidats dans l'algorithme Metropolis à essais multiples

Les méthodes de Monte Carlo par chaînes de Markov (MCCM) sont des méthodes servant à échantillonner à partir de distributions de probabilité. Ces techniques se basent sur le parcours de chaînes de Markov ayant pour lois stationnaires les distributions à échantillonner. Étant donné leur facilité d’application, elles constituent une des approches les plus utilisées dans la communauté statistique, et tout particulièrement en analyse bayésienne. Ce sont des outils très populaires pour l’échantillonnage de lois de probabilité complexes et/ou en grandes dimensions. Depuis l’apparition de la première méthode MCCM en 1953 (la méthode de Metropolis, voir [10]), l’intérêt pour ces méthodes, ainsi que l’éventail d’algorithmes disponibles ne cessent de s’accroître d’une année à l’autre. Bien que l’algorithme Metropolis-Hastings (voir [8]) puisse être considéré comme l’un des algorithmes de Monte Carlo par chaînes de Markov les plus généraux, il est aussi l’un des plus simples à comprendre et à expliquer, ce qui en fait un algorithme idéal pour débuter. Il a été sujet de développement par plusieurs chercheurs. L’algorithme Metropolis à essais multiples (MTM), introduit dans la littérature statistique par [9], est considéré comme un développement intéressant dans ce domaine, mais malheureusement son implémentation est très coûteuse (en termes de temps). Récemment, un nouvel algorithme a été développé par [1]. Il s’agit de l’algorithme Metropolis à essais multiples revisité (MTM revisité), qui définit la méthode MTM standard mentionnée précédemment dans le cadre de l’algorithme Metropolis-Hastings sur un espace étendu. L’objectif de ce travail est, en premier lieu, de présenter les méthodes MCCM, et par la suite d’étudier et d’analyser les algorithmes Metropolis-Hastings ainsi que le MTM standard afin de permettre aux lecteurs une meilleure compréhension de l’implémentation de ces méthodes. Un deuxième objectif est d’étudier les perspectives ainsi que les inconvénients de l’algorithme MTM revisité afin de voir s’il répond aux attentes de la communauté statistique. Enfin, nous tentons de combattre le problème de sédentarité de l’algorithme MTM revisité, ce qui donne lieu à un tout nouvel algorithme. Ce nouvel algorithme performe bien lorsque le nombre de candidats générés à chaque itérations est petit, mais sa performance se dégrade à mesure que ce nombre de candidats croît.

Das Einzugsgebiet der Fulda - Untersuchung der Methoden der Hochwasserstatistik im Zeichen des Klimawandels

Numerous studies have proven an effect of a probable climate change on the hydrosphere’s different subsystems. In the 21st century global and regional redistribution of water has to be expected and it is very likely that extreme weather phenomenon will occur more frequently. From a global view the flood situation will exacerbate. In contrast to these discoveries the classical approach of flood frequency analysis provides terms like “mean flood recurrence interval”. But for this analysis to be valid there is a need for the precondition of stationary distribution parameters which implies that the flood frequencies are constant in time. Newer approaches take into account extreme value distributions with time-dependent parameters. But the latter implies a discard of the mentioned old terminology that has been used up-to-date in engineering hydrology. On the regional scale climate change affects the hydrosphere in various ways. So, the question appears to be whether in central Europe the classical approach of flood frequency analysis is not usable anymore and whether the traditional terminology should be renewed. In the present case study hydro-meteorological time series of the Fulda catchment area (6930 km²), upstream of the gauging station Bonaforth, are analyzed for the time period 1960 to 2100. At first a distributed catchment area model (SWAT2005) is build up, calibrated and finally validated. The Edertal reservoir is regulated as well by a feedback control of the catchments output in case of low water. Due to this intricacy a special modeling strategy has been necessary: The study area is divided into three SWAT basin models and an additional physically-based reservoir model is developed. To further improve the streamflow predictions of the SWAT model, a correction by an artificial neural network (ANN) has been tested successfully which opens a new way to improve hydrological models. With this extension the calibration and validation of the SWAT model for the Fulda catchment area is improved significantly. After calibration of the model for the past 20th century observed streamflow, the SWAT model is driven by high resolution climate data of the regional model REMO using the IPCC scenarios A1B, A2, and B1, to generate future runoff time series for the 21th century for the various sub-basins in the study area. In a second step flood time series HQ(a) are derived from the 21st century runoff time series (scenarios A1B, A2, and B1). Then these flood projections are extensively tested with regard to stationarity, homogeneity and statistical independence. All these tests indicate that the SWAT-predicted 21st-century trends in the flood regime are not significant. Within the projected time the members of the flood time series are proven to be stationary and independent events. Hence, the classical stationary approach of flood frequency analysis can still be used within the Fulda catchment area, notwithstanding the fact that some regional climate change has been predicted using the IPCC scenarios. It should be noted, however, that the present results are not transferable to other catchment areas. Finally a new method is presented that enables the calculation of extreme flood statistics, even if the flood time series is non-stationary and also if the latter exhibits short- and longterm persistence. This method, which is called Flood Series Maximum Analysis here, enables the calculation of maximum design floods for a given risk- or safety level and time period.

Likelihood-based estimation of microsatellite mutation rates

Microsatellites are widely used in genetic analyses, many of which require reliable estimates of microsatellite mutation rates, yet the factors determining mutation rates are uncertain. The most straightforward and conclusive method by which to study mutation is direct observation of allele transmissions in parent-child pairs, and studies of this type suggest a positive, possibly exponential, relationship between mutation rate and allele size, together with a bias toward length increase. Except for microsatellites on the Y chromosome, however, previous analyses have not made full use of available data and may have introduced bias: mutations have been identified only where child genotypes could not be generated by transmission from parents' genotypes, so that the probability that a mutation is detected depends on the distribution of allele lengths and varies with allele length. We introduce a likelihood-based approach that has two key advantages over existing methods. First, we can make formal comparisons between competing models of microsatellite evolution; second, we obtain asymptotically unbiased and efficient parameter estimates. Application to data composed of 118,866 parent-offspring transmissions of AC microsatellites supports the hypothesis that mutation rate increases exponentially with microsatellite length, with a suggestion that contractions become more likely than expansions as length increases. This would lead to a stationary distribution for allele length maintained by mutational balance. There is no evidence that contractions and expansions differ in their step size distributions.

On the positive correlation between income inequality and unemployment

Several empirical studies in the literature have documented the existence of a positive correlation between income inequalitiy and unemployment. I provide a theoretical framework under which this correlation can be better understood. The analysis is based on a dynamic job search under uncertainty. I start by proving the uniqueness of a stationary distribution of wages in the economy. Drawing upon this distribution, I provide a general expression for the Gini coefficient of income inequality. The expression has the advantage of not requiring a particular specification of the distribution of wage offers. Next, I show how the Gini coefficient varies as a function of the parameters of the model, and how it can be expected to be positively correlated with the rate of unemployment. Two examples are offered. The first, of a technical nature, to show that the convergence of the measures implied by the underlying Markov process can fail in some cases. The second, to provide a quantitative assessment of the model and of the mechanism linking unemployment and inequality.

The long-run properties of a dynamic Mirrlees' model with aggregate shocks

Nós abordamos a existência de distribuições estacionárias de promessas de utilidade em um modelo Mirrlees dinâmico quando o governo tem record keeping imperfeito e a economia é sujeita a choques agregados. Quando esses choques são iid, provamos a existência de um estado estacionário não degenerado e caracterizamos parcialmente as alocações estacionárias. Mostramos que a proporção do consumo agregado é invariante ao estado agregado. Quando os choques agregados apresentam persistência, porém, alocações eficientes apresentam dependência da história de choques e, em geral, uma distribuição invariante não existe.