967 resultados para Markov chains


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This paper studies the long-time behavior of the empirical distribution of age and normalized position of an age-dependent supercritical branching Markov process. The motion of each individual during its life is a random function of its age. It is shown that the empirical distribution of the age and the normalized position of all individuals alive at time t converges as t -> infinity to a deterministic product measure.

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We develop in this article the first actor-critic reinforcement learning algorithm with function approximation for a problem of control under multiple inequality constraints. We consider the infinite horizon discounted cost framework in which both the objective and the constraint functions are suitable expected policy-dependent discounted sums of certain sample path functions. We apply the Lagrange multiplier method to handle the inequality constraints. Our algorithm makes use of multi-timescale stochastic approximation and incorporates a temporal difference (TD) critic and an actor that makes a gradient search in the space of policy parameters using efficient simultaneous perturbation stochastic approximation (SPSA) gradient estimates. We prove the asymptotic almost sure convergence of our algorithm to a locally optimal policy. (C) 2010 Elsevier B.V. All rights reserved.

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A two-time scale stochastic approximation algorithm is proposed for simulation-based parametric optimization of hidden Markov models, as an alternative to the traditional approaches to ''infinitesimal perturbation analysis.'' Its convergence is analyzed, and a queueing example is presented.

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The symmetrized density-matrix renormalization-group approach is applied within the extended Hubbard-Peierls model (with parameters U/t, V/t, and bond alternation delta) to study the ordering of the lowest one-photon (1(1)B(u)(-)) and two-photon (2(1)A(g)(+)) states in one-dimensional conjugated systems with chain lengths N up to N = 80 sites. Three different types of crossovers are studied, as a function of U/t, delta, and N. The ''U crossover'' emphasizes the larger ionic character of the 2A(g) state compared to the lowest triplet excitation. The ''delta crossover'' shows strong dependence on both N and U/t. the ''N crossover'' illustrates the more localized nature of the 2A(g) excitation relative to the 1B(u) excitation at intermediate correlation strengths.

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We report crystal magnetic susceptibility results of two S = 1/2 one-dimensional Heisenberg antiferromagnets, KFeS2 and CsFeS2. Both compounds consist of (FeS4)(n) chains with an average Fe-Fe distance of 2.7 Angstrom. In KFeS2, all intrachain Fe-Fe distances are identical. Its magnetic susceptibility is typical of a regular antiferromagnetic chain with spin-spin exchange parameter J = -440.7 K. In CsFeS2, however, the Fe-Fe distances alternate between 2.61 and 2.82 Angstrom. This is reflected in its magnetic susceptibility, which could be fitted with J = -640 K, and the degree of alternation, alpha = 0.3. These compounds form a unique pair, and allow for a convenient experimental comparison of the magnetic properties of regular versus alternating Heisenberg chains.

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We find that at a mole fraction 0.05 of DMSO (x(DMSO) = 0.05) in aqueous solution, a linear hydrocarbon chain of intermediate length (n = 30-40) adopts the most stable collapsed conformation. In pure water, the same chain exhibits an intermittent oscillation between the collapsed and the extended coiled conformations. Even when the mole fraction of DMSO in the bulk is 0.05, the concentration of the same in the first hydration layer around the hydrocarbon of chain length 30 (n = 30) is as large as 17%. Formation of such hydrophobic environment around the hydrocarbon chain may be viewed as the reason for the collapsed conformation gaining additional stability. We find a second anomalous behavior to emerge near x(DMSO) = 0.15, due to a chain-like aggregation of the methyl groups of DMSO in water that lowers the relative concentration of the DMSO molecules in the hydration layer. We further find that as the concentration of DMSO is gradually increased, it progressively attains the extended coiled structure as the stable conformation. Although Flory-Huggins theory (for binary mixture solvent) fails to predict the anomaly at x(DMSO) = 0.05, it seems to capture the essence of the anomaly at 0.15.

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Fluorene and its derivatives are well-known organic semiconducting materials in the field of opto-electronic devices because of their charge transport properties. Three new organic semiconducting materials, namely, 2,2'-((9,9-butyl-9H-fluorene-2,7-diyl)bis(4,1 phenylene))bisbenzod]thiazole, C4; 2,2'-((octyl-9H-fluorene-2,7-diyl)bis(4,1 phenylene))bisbenzod]thiazole, C8; and 2,2'-((9,9-dodecayl-9H-fluorene-2,7-diyl)bis(4,1 phenylene))bisbenzod]thiazole, C12 with a benzothiazole-fluorene backbone, were synthesized and characterized for their photophysical properties. A phenomenon of concomitant polymorphism has been investigated in the first two derivatives (C4 and C8) and has been analyzed systematically in terms of the packing characteristics involving pi ... pi interactions. The conformational flexibility of the pi-conjugated 2,2'-(fluorene-2,7-diyl)bis(4,1 phenylene)bisbenzod]thiazole backbone coupled with orientational freedom of the terminal alkyl chains were found to be the key factors responsible for these polymorphic modifications. Attempts to grow suitable crystals for single crystal X-ray diffraction of compound C12 were unsuccessful.

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Mesogens containing four rings in the main core can accommodate one terminal and two nearby lateral chains on each outside aromatic ring. These compounds containing six chains present an enantiotropic nematic range which is influenced by the rigidity of the links. The conformational behaviour of the first methyleneoxy group within the chains was investigated by one and two dimensional C-13 NMR. The sign of the jump in chemical shifts when entering the nematic phase indicates the folding of each lateral branch. Dipolar oscillations during cross-polarization contact provide the values of the bond order parameter. The two First lateral fragments do not behave in the same way, demonstrating the influence of the fragment along which the chain is back: folded.

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We study the distribution of residence time or equivalently that of "mean magnetization" for a family of Gaussian Markov processes indexed by a positive parameter alpha. The persistence exponent for these processes is simply given by theta=alpha but the residence time distribution is nontrivial. The shape of this distribution undergoes a qualitative change as theta increases, indicating a sharp change in the ergodic properties of the process. We develop two alternate methods to calculate exactly but recursively the moments of the distribution for arbitrary alpha. For some special values of alpha, we obtain closed form expressions of the distribution function. [S1063-651X(99)03306-1].

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Layered organic inorganic hybrids based on perovskite-derived alkylammonium lead halides have been demonstrated as important new materials in the construction of molecular electronic devices. Typical of this class of materials are the single-perovskite slab lead iodides of the general formula (CnH2n+1NH3)(2)PbI4. While for small n, these compounds are amenable to single-crystal structure determination, the increasing degree of disorder in the long chain (n = 12,14...) compounds makes such an analysis difficult. In this study, we use powder X-ray diffraction, and vibrational and C-13 NMR spectroscopies to establish the conformation, orientation and organization of hydrocarbon chains in the series of layered alkylammonium lead iodides (CnH2n+1NH3)(2)PbI4 (n = 12,16,18). We find that the alkyl chains adopt a tilted bilayer arrangement, while the structure of the inorganic layer remains invariant with respect to the value of n. Conformation-sensitive methylene stretching modes in the infrared and Raman spectra, as well as the C-13 NMR spectra indicate that bonds in the methylene chain are in trans configuration. The skeletal modes of the alkyl chain in the Raman spectra establish that there is a high degree of all-trans conformational registry for the values of n studied here. From the orientation dependence of the infrared spectra of crystals of (CnH2n+1NH3)(2)PbI4 ( n = 12,16), we find that the molecular axis of the all-trans alkyl chains are tilted away from the interlayer normal by an angle of 55degrees. This value of this tilt angle is consistent with the dependence of the c lattice expansion as a function of n, as determined from powder X-ray diffraction.

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The existence of an optimal feedback law is established for the risk-sensitive optimal control problem with denumerable state space. The main assumptions imposed are irreducibility and a near monotonicity condition on the one-step cost function. A solution can be found constructively using either value iteration or policy iteration under suitable conditions on initial feedback law.

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Five novel cationic lipids with fully or partially non-scissile linkage regions between the pseudoglyceryl backbone and the hydrocarbon chains have been synthesized. The membrane-forming properties of these new lipids are briefly presented.

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A series of diacyl phosphatidylcholine lipid derivatives, which contain aromatic units at various depths of their fatty acid chains, have been synthesized. These lipids produced stable aqueous suspensions. Electron microscopy revealed the presence of vesicular aggregates in the suspensions of these newly synthesized lipids. These membranes were oxidatively stable and maintained fluid character at ambient temperature making them ideal candidates for membrane protein reconstitution studies.

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Backoff algorithms are typically employed in multiple-access networks (e.g., Ethernet) to recover from packet collisions. In this letter, we propose and carry out the analysis for three types of link-layer backoff schemes, namely, linear backoff, exponential backoff, and geometric backoff, on point-to-point wireless fading links where packet errors occur nonindependently. In such a scenario, the backoff schemes are shown to achieve better energy efficiency without compromising much on the link layer throughput performance.

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We study odd-membered chains of spin-1/2 impurities, with each end connected to its own metallic lead. For antiferromagnetic exchange coupling, universal two-channel Kondo (2CK) physics is shown to arise at low energies. Two overscreening mechanisms are found to occur depending on coupling strength, with distinct signatures in physical properties. For strong interimpurity coupling, a residual chain spin-1/2 moment experiences a renormalized effective coupling to the leads, while in the weak-coupling regime, Kondo coupling is mediated via incipient single-channel Kondo singlet formation. We also investigate models in which the leads are tunnel-coupled to the impurity chain, permitting variable dot filling under applied gate voltages. Effective low-energy models for each regime of filling are derived, and for even fillings where the chain ground state is a spin singlet, an orbital 2CK effect is found to be operative. Provided mirror symmetry is preserved, 2CK physics is shown to be wholly robust to variable dot filling; in particular, the single-particle spectrum at the Fermi level, and hence the low-temperature zero-bias conductance, is always pinned to half-unitarity. We derive a Friedel-Luttinger sum rule and from it show that, in contrast to a Fermi liquid, the Luttinger integral is nonzero and determined solely by the ``excess'' dot charge as controlled by gate voltage. The relevance of the work to real quantum dot devices, where interlead charge-transfer processes fatal to 2CK physics are present, is also discussed. Physical arguments and numerical renormalization-group techniques are used to obtain a detailed understanding of these problems.