836 resultados para Random time change


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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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The phase diagram of a hard-sphere fluid in the presence of a random pinning potential is studied analytically and numerically. In the analytic work, replicas are introduced for averaging over the quenched disorder, and the hypernetted chain approximation is used to calculate density correlations in the replicated liquid. The freezing transition of the liquid into a nearly crystalline state is studied using a density-functional approach, and the liquid to glass transition is studied using a phenomenological replica symmetry breaking approach. In the numerical work, local minima of a discretized version of the Ramakrishnan-Yussouff free-energy functional are located and the phase diagram in the density-disorder plane is obtained from an analysis of the relative stability of these minima. Both approaches lead to similar results for the phase diagram. The first-order liquid to crystalline solid transition is found to change to a continuous liquid to glass transition as the strength of the disorder is increased above a threshold value.

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In this article we consider a finite queue with its arrivals controlled by the random early detection algorithm. This is one of the most prominent congestion avoidance schemes in the Internet routers. The aggregate arrival stream from the population of transmission control protocol sources is locally considered stationary renewal or Markov modulated Poisson process with general packet length distribution. We study the exact dynamics of this queue and provide the stability and the rates of convergence to the stationary distribution and obtain the packet loss probability and the waiting time distribution. Then we extend these results to a two traffic class case with each arrival stream renewal. However, computing the performance indices for this system becomes computationally prohibitive. Thus, in the latter half of the article, we approximate the dynamics of the average queue length process asymptotically via an ordinary differential equation. We estimate the error term via a diffusion approximation. We use these results to obtain approximate transient and stationary performance of the system. Finally, we provide some computational examples to show the accuracy of these approximations.

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Background: Temporal analysis of gene expression data has been limited to identifying genes whose expression varies with time and/or correlation between genes that have similar temporal profiles. Often, the methods do not consider the underlying network constraints that connect the genes. It is becoming increasingly evident that interactions change substantially with time. Thus far, there is no systematic method to relate the temporal changes in gene expression to the dynamics of interactions between them. Information on interaction dynamics would open up possibilities for discovering new mechanisms of regulation by providing valuable insight into identifying time-sensitive interactions as well as permit studies on the effect of a genetic perturbation. Results: We present NETGEM, a tractable model rooted in Markov dynamics, for analyzing the dynamics of the interactions between proteins based on the dynamics of the expression changes of the genes that encode them. The model treats the interaction strengths as random variables which are modulated by suitable priors. This approach is necessitated by the extremely small sample size of the datasets, relative to the number of interactions. The model is amenable to a linear time algorithm for efficient inference. Using temporal gene expression data, NETGEM was successful in identifying (i) temporal interactions and determining their strength, (ii) functional categories of the actively interacting partners and (iii) dynamics of interactions in perturbed networks. Conclusions: NETGEM represents an optimal trade-off between model complexity and data requirement. It was able to deduce actively interacting genes and functional categories from temporal gene expression data. It permits inference by incorporating the information available in perturbed networks. Given that the inputs to NETGEM are only the network and the temporal variation of the nodes, this algorithm promises to have widespread applications, beyond biological systems. The source code for NETGEM is available from https://github.com/vjethava/NETGEM

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The study of reaction mechanisms involves systematic investigations of the correlation between structure, reactivity, and time. The challenge is to be able to observe the chemical changes undergone by reactants as they change into products via one or several intermediates such as electronic excited states (singlet and triplet), radicals, radical ions, carbocations, carbanions, carbenes, nitrenes, nitrinium ions, etc. The vast array of intermediates and timescales means there is no single ``do-it-all'' technique. The simultaneous advances in contemporary time-resolved Raman spectroscopic techniques and computational methods have done much towards visualizing molecular fingerprint snapshots of the reactive intermediates in the microsecond to femtosecond time domain. Raman spectroscopy and its sensitive counterpart resonance Raman spectroscopy have been well proven as means for determining molecular structure, chemical bonding, reactivity, and dynamics of short-lived intermediates in solution phase and are advantageous in comparison to commonly used time-resolved absorption and emission spectroscopy. Today time-resolved Raman spectroscopy is a mature technique; its development owes much to the advent of pulsed tunable lasers, highly efficient spectrometers, and high speed, highly sensitive multichannel detectors able to collect a complete spectrum. This review article will provide a brief chronological development of the experimental setup and demonstrate how experimentalists have conquered numerous challenges to obtain background-free (removing fluorescence), intense, and highly spectrally resolved Raman spectra in the nanosecond to microsecond (ns-mu s) and picosecond (ps) time domains and, perhaps surprisingly, laid the foundations for new techniques such as spatially offset Raman spectroscopy.

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We consider evolving exponential RGGs in one dimension and characterize the time dependent behavior of some of their topological properties. We consider two evolution models and study one of them detail while providing a summary of the results for the other. In the first model, the inter-nodal gaps evolve according to an exponential AR(1) process that makes the stationary distribution of the node locations exponential. For this model we obtain the one-step conditional connectivity probabilities and extend it to the k-step case. Finite and asymptotic analysis are given. We then obtain the k-step connectivity probability conditioned on the network being disconnected. We also derive the pmf of the first passage time for a connected network to become disconnected. We then describe a random birth-death model where at each instant, the node locations evolve according to an AR(1) process. In addition, a random node is allowed to die while giving birth to a node at another location. We derive properties similar to those above.

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In this paper we investigate the effect of terminal substituents on the dynamics of spin and charge transport in donor-acceptor substituted polyenes [D-(CH)(x)-A] chains, also known as push-pull polyenes. We employ a long-range correlated model Hamiltonian for the D-(CH)(x)-A system, and time-dependent density matrix renormalization group technique for time propagating the wave packet obtained by injecting a hole at a terminal site, in the ground state of the system. Our studies reveal that the end groups do not affect spin and charge velocities in any significant way, but change the amount of charge transported. We have compared these push-pull systems with donor-acceptor substituted polymethine imine (PMI), D-(CHN)(x)-A, systems in which besides electron affinities, the nature of p(z) orbitals in conjugation also alternate from site to site. We note that spin and charge dynamics in the PMIs are very different from that observed in the case of push-pull polyenes, and within the time scale of our studies, transport of spin and charge leads to the formation of a ``quasi-static'' state.

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We consider a small extent sensor network for event detection, in which nodes periodically take samples and then contend over a random access network to transmit their measurement packets to the fusion center. We consider two procedures at the fusion center for processing the measurements. The Bayesian setting, is assumed, that is, the fusion center has a prior distribution on the change time. In the first procedure, the decision algorithm at the fusion center is network-oblivious and makes a decision only when a complete vector of measurements taken at a sampling instant is available. In the second procedure, the decision algorithm at the fusion center is network-aware and processes measurements as they arrive, but in a time-causal order. In this case, the decision statistic depends on the network delays, whereas in the network-oblivious case, the decision statistic does not. This yields a Bayesian change-detection problem with a trade-off between the random network delay and the decision delay that is, a higher sampling rate reduces the decision delay but increases the random access delay. Under periodic sampling, in the network-oblivious case, the structure of the optimal stopping rule is the same as that without the network, and the optimal change detection delay decouples into the network delay and the optimal decision delay without the network. In the network-aware case, the optimal stopping problem is analyzed as a partially observable Markov decision process, in which the states of the queues and delays in the network need to be maintained. A sufficient decision statistic is the network state and the posterior probability of change having occurred, given the measurements received and the state of the network. The optimal regimes are studied using simulation.

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Recent studies show that fast climate response on time scales of less than a month can have important implications for long-term climate change. In this study, we investigate climate response on the time scale of days to weeks to a step-function quadrupling of atmospheric CO2 and contrast this with the response to a 4% increase in solar irradiance. Our simulations show that significant climate effects occur within days of a stepwise increase in both atmospheric CO2 content and solar irradiance. Over ocean, increased atmospheric CO2 warms the lower troposphere more than the surface, increasing atmospheric stability, moistening the boundary layer, and suppressing evaporation and precipitation. In contrast, over ocean, increased solar irradiance warms the lower troposphere to a much lesser extent, causing a much smaller change in evaporation and precipitation. Over land, both increased CO2 and increased solar irradiance cause rapid surface warming that tends to increase both evaporation and precipitation. However, the physiological effect of increased atmospheric CO2 on plant stomata reduces plant transpiration, drying the boundary layer and decreasing precipitation. This effect does not occur with increased solar irradiance. Therefore, differences in climatic effects from CO2 versus solar forcing are manifested within days after the forcing is imposed.

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Detecting and quantifying the presence of human-induced climate change in regional hydrology is important for studying the impacts of such changes on the water resources systems as well as for reliable future projections and policy making for adaptation. In this article a formal fingerprint-based detection and attribution analysis has been attempted to study the changes in the observed monsoon precipitation and streamflow in the rain-fed Mahanadi River Basin in India, considering the variability across different climate models. This is achieved through the use of observations, several climate model runs, a principal component analysis and regression based statistical downscaling technique, and a Genetic Programming based rainfall-runoff model. It is found that the decreases in observed hydrological variables across the second half of the 20th century lie outside the range that is expected from natural internal variability of climate alone at 95% statistical confidence level, for most of the climate models considered. For several climate models, such changes are consistent with those expected from anthropogenic emissions of greenhouse gases. However, unequivocal attribution to human-induced climate change cannot be claimed across all the climate models and uncertainties in our detection procedure, arising out of various sources including the use of models, cannot be ruled out. Changes in solar irradiance and volcanic activities are considered as other plausible natural external causes of climate change. Time evolution of the anthropogenic climate change ``signal'' in the hydrological observations, above the natural internal climate variability ``noise'' shows that the detection of the signal is achieved earlier in streamflow as compared to precipitation for most of the climate models, suggesting larger impacts of human-induced climate change on streamflow than precipitation at the river basin scale.

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We demonstrate the distinct glassy transport phenomena associated with the phase separated and spin-glass-like phases of La0.85Sr0.15CoO3, prepared under different heat-treatment conditions. The low-temperature annealed (phase-separated) sample, exhibits a small change in resistance, with evolution of time, as compared to the high-temperature annealed (spin glass) one. However, the resistance change as a function of time, in both cases, is well described by a stretched exponential fit, signifying the slow dynamics. Moreover, the ultraviolet spectroscopy study evidences a relatively higher density of states in the vicinity of EF for low-temperature annealed sample and this correctly points to its less semiconducting behavior.

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This study uses precipitation estimates from the Tropical Rainfall Measuring Mission to quantify the spatial and temporal scales of northward propagation of convection over the Indian monsoon region during boreal summer. Propagating modes of convective systems in the intraseasonal time scales such as the Madden-Julian oscillation can interact with the intertropical convergence zone and bring active and break spells of the Indian summer monsoon. Wavelet analysis was used to quantify the spatial extent (scale) and center of these propagating convective bands, as well as the time period associated with different spatial scales. Results presented here suggest that during a good monsoon year the spatial scale of this oscillation is about 30 degrees centered around 10 degrees N. During weak monsoon years, the scale of propagation decreases and the center shifts farther south closer to the equator. A strong linear relationship is obtained between the center/scale of convective wave bands and intensity of monsoon precipitation over Indian land on the interannual time scale. Moreover, the spatial scale and its center during the break monsoon were found to be similar to an overall weak monsoon year. Based on this analysis, a new index is proposed to quantify the spatial scales associated with propagating convective bands. This automated wavelet-based technique developed here can be used to study meridional propagation of convection in a large volume of datasets from observations and model simulations. The information so obtained can be related to the interannual and intraseasonal variation of Indian monsoon precipitation.

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We consider the wireless two-way relay channel, in which two-way data transfer takes place between the end nodes with the help of a relay. For the Denoise-And-Forward (DNF) protocol, it was shown by Koike-Akino et al. that adaptively changing the network coding map used at the relay greatly reduces the impact of Multiple Access Interference at the relay. The harmful effect of the deep channel fade conditions can be effectively mitigated by proper choice of these network coding maps at the relay. Alternatively, in this paper we propose a Distributed Space Time Coding (DSTC) scheme, which effectively removes most of the deep fade channel conditions at the transmitting nodes itself without any CSIT and without any need to adaptively change the network coding map used at the relay. It is shown that the deep fades occur when the channel fade coefficient vector falls in a finite number of vector subspaces of, which are referred to as the singular fade subspaces. DSTC design criterion referred to as the singularity minimization criterion under which the number of such vector subspaces are minimized is obtained. Also, a criterion to maximize the coding gain of the DSTC is obtained. Explicit low decoding complexity DSTC designs which satisfy the singularity minimization criterion and maximize the coding gain for QAM and PSK signal sets are provided. Simulation results show that at high Signal to Noise Ratio, the DSTC scheme provides large gains when compared to the conventional Exclusive OR network code and performs better than the adaptive network coding scheme.

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The problem of updating the reliability of instrumented structures based on measured response under random dynamic loading is considered. A solution strategy within the framework of Monte Carlo simulation based dynamic state estimation method and Girsanov's transformation for variance reduction is developed. For linear Gaussian state space models, the solution is developed based on continuous version of the Kalman filter, while, for non-linear and (or) non-Gaussian state space models, bootstrap particle filters are adopted. The controls to implement the Girsanov transformation are developed by solving a constrained non-linear optimization problem. Numerical illustrations include studies on a multi degree of freedom linear system and non-linear systems with geometric and (or) hereditary non-linearities and non-stationary random excitations.

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The random eigenvalue problem arises in frequency and mode shape determination for a linear system with uncertainties in structural properties. Among several methods of characterizing this random eigenvalue problem, one computationally fast method that gives good accuracy is a weak formulation using polynomial chaos expansion (PCE). In this method, the eigenvalues and eigenvectors are expanded in PCE, and the residual is minimized by a Galerkin projection. The goals of the current work are (i) to implement this PCE-characterized random eigenvalue problem in the dynamic response calculation under random loading and (ii) to explore the computational advantages and challenges. In the proposed method, the response quantities are also expressed in PCE followed by a Galerkin projection. A numerical comparison with a perturbation method and the Monte Carlo simulation shows that when the loading has a random amplitude but deterministic frequency content, the proposed method gives more accurate results than a first-order perturbation method and a comparable accuracy as the Monte Carlo simulation in a lower computational time. However, as the frequency content of the loading becomes random, or for general random process loadings, the method loses its accuracy and computational efficiency. Issues in implementation, limitations, and further challenges are also addressed.