892 resultados para homogeneous mutitype Markov chains


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This paper studies:(i)the long-time behaviour of the empirical distribution of age and normalized position of an age-dependent critical branching Markov process conditioned on non-extinction;and (ii) the super-process limit of a sequence of age-dependent critical branching Brownian motions.

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The Lewis (1968) invariant of the time-dependent harmonic oscillator is used to construct exact time-dependent, uniform density solutions of the collisionless Boltzmann equation. The spatially bound solutions are time-periodic.

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Markov random fields (MRF) are popular in image processing applications to describe spatial dependencies between image units. Here, we take a look at the theory and the models of MRFs with an application to improve forest inventory estimates. Typically, autocorrelation between study units is a nuisance in statistical inference, but we take an advantage of the dependencies to smooth noisy measurements by borrowing information from the neighbouring units. We build a stochastic spatial model, which we estimate with a Markov chain Monte Carlo simulation method. The smooth values are validated against another data set increasing our confidence that the estimates are more accurate than the originals.

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Experiments and computer simulation studies have revealed existence of rich dynamics in the orientational relaxation of molecules in confined systems such as water in reverse micelles, cyclodextrin cavities, and nanotubes. Here we introduce a novel finite length one dimensional Ising model to investigate the propagation and the annihilation of dynamical correlations in finite systems and to understand the intriguing shortening of the orientational relaxation time that has been reported for small sized reverse micelles. In our finite sized model, the two spins at the two end cells are oriented in the opposite directions to mimic the effects of surface that in real system fixes water orientation in the opposite directions. This produces opposite polarizations to propagate inside from the surface and to produce bulklike condition at the center. This model can be solved analytically for short chains. For long chains, we solve the model numerically with Glauber spin flip dynamics (and also with Metropolis single-spin flip Monte Carlo algorithm). We show that model nicely reproduces many of the features observed in experiments. Due to the destructive interference among correlations that propagate from the surface to the core, one of the rotational relaxation time components decays faster than the bulk. In general, the relaxation of spins is nonexponential due to the interplay between various interactions. In the limit of strong coupling between the spins or in the limit of low temperature, the nature of relaxation of the spins undergoes a qualitative change with the emergence of a homogeneous dynamics where decay is predominantly exponential, again in agreement with experiments. (C) 2010 American Institute of Physics. doi: 10.1063/1.3474948]

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The paper presents a general method of structural synthesis which can be used to derive all possible simple- and multiple-jointed chains of positive, zero or negative degree-of-freedom. In this method all possible chains with N links and F degrees-of-freedom are derived by the transformation of the corresponding “binary chains” with N binary links and F degrees-of-freedom. The method is illustrated by applying to the case of chains with degrees-of-freedom 1,2,0 and −1.

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Various Tb theorems play a key role in the modern harmonic analysis. They provide characterizations for the boundedness of Calderón-Zygmund type singular integral operators. The general philosophy is that to conclude the boundedness of an operator T on some function space, one needs only to test it on some suitable function b. The main object of this dissertation is to prove very general Tb theorems. The dissertation consists of four research articles and an introductory part. The framework is general with respect to the domain (a metric space), the measure (an upper doubling measure) and the range (a UMD Banach space). Moreover, the used testing conditions are weak. In the first article a (global) Tb theorem on non-homogeneous metric spaces is proved. One of the main technical components is the construction of a randomization procedure for the metric dyadic cubes. The difficulty lies in the fact that metric spaces do not, in general, have a translation group. Also, the measures considered are more general than in the existing literature. This generality is genuinely important for some applications, including the result of Volberg and Wick concerning the characterization of measures for which the analytic Besov-Sobolev space embeds continuously into the space of square integrable functions. In the second article a vector-valued extension of the main result of the first article is considered. This theorem is a new contribution to the vector-valued literature, since previously such general domains and measures were not allowed. The third article deals with local Tb theorems both in the homogeneous and non-homogeneous situations. A modified version of the general non-homogeneous proof technique of Nazarov, Treil and Volberg is extended to cover the case of upper doubling measures. This technique is also used in the homogeneous setting to prove local Tb theorems with weak testing conditions introduced by Auscher, Hofmann, Muscalu, Tao and Thiele. This gives a completely new and direct proof of such results utilizing the full force of non-homogeneous analysis. The final article has to do with sharp weighted theory for maximal truncations of Calderón-Zygmund operators. This includes a reduction to certain Sawyer-type testing conditions, which are in the spirit of Tb theorems and thus of the dissertation. The article extends the sharp bounds previously known only for untruncated operators, and also proves sharp weak type results, which are new even for untruncated operators. New techniques are introduced to overcome the difficulties introduced by the non-linearity of maximal truncations.

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Potential transients are obtained by using “Padé approximants” (an accurate approximation procedure valid globally — not just perturbatively) for all amplitudes of concentration polarization and current densities. This is done for several mechanistic schemes under constant current conditions. We invert the non-linear current-potential relationship in the form (using the Lagrange or the Ramanujan method) of power series appropriate to the two extremes, namely near reversible and near irreversible. Transforming both into the Pad́e expressions, we construct the potential-time profile by retaining whichever is the more accurate of the two. The effectiveness of this method is demonstrated through illustrations which include couplings of homogeneous chemical reactions to the electron-transfer step.

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The evolution with increasing Coulomb correlations of a semiconductor to a magnetic insulator is related to an excited-state crossover in pi-electron models for conjugated polymers. We associate strong fluorescence with a lowest singlet excitation S1 that is dipole allowed, on the band side, while S1 becomes two-photon allowed on the correlated side. S1/S2 crossovers in Hubbard, Pariser-Parr-Pople, or other chains with electron-hole symmetry and alternating transfer integral t(1 +/- delta) are based on exact results at delta=0 and 1, on molecular exciton theory at large delta, and on oligomer calculations up to twelve sites.

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This work is a survey of the average cost control problem for discrete-time Markov processes. The authors have attempted to put together a comprehensive account of the considerable research on this problem over the past three decades. The exposition ranges from finite to Borel state and action spaces and includes a variety of methodologies to find and characterize optimal policies. The authors have included a brief historical perspective of the research efforts in this area and have compiled a substantial yet not exhaustive bibliography. The authors have also identified several important questions that are still open to investigation.

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We consider a chain composed of $N$ coupled harmonic oscillators in contact with heat baths at temperature $T_\ell$ and $T_r$ at sites 1 and $N$ respectively. The oscillators are also subjected to non-momentum conserving bulk stochastic noises. These make the heat conductivity satisfy Fourier's law. Here we describe some new results about the hydrodynamical equations for typical macroscopic energy and displacement profiles, as well as their fluctuations and large deviations, in two simple models of this type.