876 resultados para coalescing random walk
Resumo:
The stability of scheduled multiaccess communication with random coding and independent decoding of messages is investigated. The number of messages that may be scheduled for simultaneous transmission is limited to a given maximum value, and the channels from transmitters to receiver are quasistatic, flat, and have independent fades. Requests for message transmissions are assumed to arrive according to an i.i.d. arrival process. Then, we show the following: (1) in the limit of large message alphabet size, the stability region has an interference limited information-theoretic capacity interpretation, (2) state-independent scheduling policies achieve this asymptotic stability region, and (3) in the asymptotic limit corresponding to immediate access, the stability region for non-idling scheduling policies is shown to be identical irrespective of received signal powers.
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The matched filter method for detecting a periodic structure on a surface hidden behind randomness is known to detect up to (r(0)/Lambda) gt;= 0.11, where r(0) is the coherence length of light on scattering from the rough part and 3 is the wavelength of the periodic part of the surface-the above limit being much lower than what is allowed by conventional detection methods. The primary goal of this technique is the detection and characterization of the periodic structure hidden behind randomness without the use of any complicated experimental or computational procedures. This paper examines this detection procedure for various values of the amplitude a of the periodic part beginning from a = 0 to small finite values of a. We thus address the importance of the following quantities: `(a)lambda) `, which scales the amplitude of the periodic part with the wavelength of light, and (r(0))Lambda),in determining the detectability of the intensity peaks.
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Counting-rate meters normally used for finding pulse frequencies are sluggish in their response to any rapid change in the pulse repetition frequency (P.R.F.). An instrument is described which measures each pulse interval and provides immediately afterwards an output voltage proportional to the reciprocal of interval duration. A response to a change in the P.R.F. as rapidly as is physically possible is obtained. The instrument has wide application in low level radiation detection and in several other fields especially for rapidly varying counting-rates.
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The probability that a random process crosses an arbitrary level for the first time is expressed as a Gram—Charlier series, the leading term of which is the Poisson approximation. The coefficients of this series are related to the moments of the number of level crossings. The results are applicable to both stationary and non-stationary processes. Some numerical results are presented for the response process of a linear single-degree-of-freedom oscillator under Gaussian white noise excitation.
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Nonlinear vibration analysis is performed using a C-0 assumed strain interpolated finite element plate model based on Reddy's third order theory. An earlier model is modified to include the effect of transverse shear variation along the plate thickness and Von-Karman nonlinear strain terms. Monte Carlo Simulation with Latin Hypercube Sampling technique is used to obtain the variance of linear and nonlinear natural frequencies of the plate due to randomness in its material properties. Numerical results are obtained for composite plates with different aspect ratio, stacking sequence and oscillation amplitude ratio. The numerical results are validated with the available literature. It is found that the nonlinear frequencies show increasing non-Gaussian probability density function with increasing amplitude of vibration and show dual peaks at high amplitude ratios. This chaotic nature of the dispersion of nonlinear eigenvalues is also r
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We report numerical results for the phase diagram in the density-disorder plane of a hard-sphere system in the presence of quenched, random, pinning disorder. Local minima of a discretized version of the Ramakrishnan-Yussouff free energy functional are located numerically and their relative stability is studied as a function of the density and the strength of disorder. Regions in the phase diagram corresponding to liquid, glassy, and nearly crystalline states are mapped out, and the nature of the transitions is determined. The liquid to glass transition changes from first to second order as the strength of the disorder is increased. For weak disorder, the system undergoes a first-order crystallization transition as the density is increased. Beyond a critical value of the disorder strength, this transition is replaced by a continuous glass transition. Our numerical results are compared with those of analytical work on the same system. Implications of our results for the field-temperature phase diagram of type-II superconductors are discussed.
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We study the relaxation of a degenerate two-level system interacting with a heat bath, assuming a random-matrix model for the system-bath interaction. For times larger than the duration of a collision and smaller than the Poincaré recurrence time, the survival probability of still finding the system at timet in the same state in which it was prepared att=0 is exactly calculated.
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Given an n x n complex matrix A, let mu(A)(x, y) := 1/n vertical bar{1 <= i <= n, Re lambda(i) <= x, Im lambda(i) <= y}vertical bar be the empirical spectral distribution (ESD) of its eigenvalues lambda(i) is an element of C, i = l, ... , n. We consider the limiting distribution (both in probability and in the almost sure convergence sense) of the normalized ESD mu(1/root n An) of a random matrix A(n) = (a(ij))(1 <= i, j <= n), where the random variables a(ij) - E(a(ij)) are i.i.d. copies of a fixed random variable x with unit variance. We prove a universality principle for such ensembles, namely, that the limit distribution in question is independent of the actual choice of x. In particular, in order to compute this distribution, one can assume that x is real or complex Gaussian. As a related result, we show how laws for this ESD follow from laws for the singular value distribution of 1/root n A(n) - zI for complex z. As a corollary, we establish the circular law conjecture (both almost surely and in probability), which asserts that mu(1/root n An) converges to the uniform measure on the unit disc when the a(ij) have zero mean.
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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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A technique is developed to study random vibration of nonlinear systems. The method is based on the assumption that the joint probability density function of the response variables and input variables is Gaussian. It is shown that this method is more general than the statistical linearization technique in that it can handle non-Gaussian excitations and amplitude-limited responses. As an example a bilinear hysteretic system under white noise excitation is analyzed. The prediction of various response statistics by this technique is in good agreement with other available results.
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First, the non-linear response of a gyrostabilized platform to a small constant input torque is analyzed in respect to the effect of the time delay (inherent or deliberately introduced) in the correction torque supplied by the servomotor, which itself may be non-linear to a certain extent. The equation of motion of the platform system is a third order nonlinear non-homogeneous differential equation. An approximate analytical method of solution of this equation is utilized. The value of the delay at which the platform response becomes unstable has been calculated by using this approximate analytical method. The procedure is illustrated by means of a numerical example. Second, the non-linear response of the platform to a random input has been obtained. The effects of several types of non-linearity on reducing the level of the mean square response have been investigated, by applying the technique of equivalent linearization and solving the resulting integral equations by using laguerre or Gaussian integration techniques. The mean square responses to white noise and band limited white noise, for various values of the non-linear parameter and for different types of non-linearity function, have been obtained. For positive values of the non-linear parameter the levels of the non-linear mean square responses to both white noise and band-limited white noise are low as compared to the linear mean square response. For negative values of the non-linear parameter the level of the non-linear mean square response at first increases slowly with increasing values of the non-linear parameter and then suddenly jumps to a high level, at a certain value of the non-linearity parameter.
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The k-colouring problem is to colour a given k-colourable graph with k colours. This problem is known to be NP-hard even for fixed k greater than or equal to 3. The best known polynomial time approximation algorithms require n(delta) (for a positive constant delta depending on k) colours to colour an arbitrary k-colourable n-vertex graph. The situation is entirely different if we look at the average performance of an algorithm rather than its worst-case performance. It is well known that a k-colourable graph drawn from certain classes of distributions can be ii-coloured almost surely in polynomial time. In this paper, we present further results in this direction. We consider k-colourable graphs drawn from the random model in which each allowed edge is chosen independently with probability p(n) after initially partitioning the vertex set into ii colour classes. We present polynomial time algorithms of two different types. The first type of algorithm always runs in polynomial time and succeeds almost surely. Algorithms of this type have been proposed before, but our algorithms have provably exponentially small failure probabilities. The second type of algorithm always succeeds and has polynomial running time on average. Such algorithms are more useful and more difficult to obtain than the first type of algorithms. Our algorithms work as long as p(n) greater than or equal to n(-1+is an element of) where is an element of is a constant greater than 1/4.
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The probability distribution of the eigenvalues of a second-order stochastic boundary value problem is considered. The solution is characterized in terms of the zeros of an associated initial value problem. It is further shown that the probability distribution is related to the solution of a first-order nonlinear stochastic differential equation. Solutions of this equation based on the theory of Markov processes and also on the closure approximation are presented. A string with stochastic mass distribution is considered as an example for numerical work. The theoretical probability distribution functions are compared with digital simulation results. The comparison is found to be reasonably good.
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Let n points be placed independently in d-dimensional space according to the density f(x) = A(d)e(-lambda parallel to x parallel to alpha), lambda, alpha > 0, x is an element of R-d, d >= 2. Let d(n) be the longest edge length of the nearest-neighbor graph on these points. We show that (lambda(-1) log n)(1-1/alpha) d(n) - b(n) converges weakly to the Gumbel distribution, where b(n) similar to ((d - 1)/lambda alpha) log log n. We also prove the following strong law for the normalized nearest-neighbor distance (d) over tilde (n) = (lambda(-1) log n)(1-1/alpha) d(n)/log log n: (d - 1)/alpha lambda <= lim inf(n ->infinity) (d) over tilde (n) <= lim sup(n ->infinity) (d) over tilde (n) <= d/alpha lambda almost surely. Thus, the exponential rate of decay alpha = 1 is critical, in the sense that, for alpha > 1, d(n) -> 0, whereas, for alpha <= 1, d(n) -> infinity almost surely as n -> infinity.