Random walks systems with killing on Z

We study random walks systems on Z whose general description follows. At time zero, there is a number N >= 1 of particles at each vertex of N, all being inactive, except for those placed at the vertex one. Each active particle performs a simple random walk on Z and, up to the time it dies, it activates all inactive particles that it meets along its way. An active particle dies at the instant it reaches a certain fixed total of jumps (L >= 1) without activating any particle, so that its lifetime depends strongly on the past of the process. We investigate how the probability of survival of the process depends on L and on the jumping probabilities of the active particles.

Random number generators for the generalized Birnbaum-Saunders distribution

The generalized Birnbaum-Saunders distribution pertains to a class of lifetime models including both lighter and heavier tailed distributions. This model adapts well to lifetime data, even when outliers exist, and has other good theoretical properties and application perspectives. However, statistical inference tools may not exist in closed form for this model. Hence, simulation and numerical studies are needed, which require a random number generator. Three different ways to generate observations from this model are considered here. These generators are compared by utilizing a goodness-of-fit procedure as well as their effectiveness in predicting the true parameter values by using Monte Carlo simulations. This goodness-of-fit procedure may also be used as an estimation method. The quality of this estimation method is studied here. Finally, through a real data set, the generalized and classical Birnbaum-Saunders models are compared by using this estimation method.

NONHOMOGENEOUS RANDOM WALKS SYSTEMS ON Z

We consider a random walks system on Z in which each active particle performs a nearest-neighbor random walk and activates all inactive particles it encounters. The movement of an active particle stops when it reaches a certain number of jumps without activating any particle. We prove that if the process relies on efficient particles (i.e. those particles with a small probability of jumping to the left) being placed strategically on Z, then it might survive, having active particles at any time with positive probability. On the other hand, we may construct a process that dies out eventually almost surely, even if it relies on efficient particles. That is, we discuss what happens if particles are initially placed very far away from each other or if their probability of jumping to the right tends to I but not fast enough.

On slowdown and speedup of transient random walks in random environment

We consider one-dimensional random walks in random environment which are transient to the right. Our main interest is in the study of the sub-ballistic regime, where at time n the particle is typically at a distance of order O(n (kappa) ) from the origin, kappa is an element of (0, 1). We investigate the probabilities of moderate deviations from this behaviour. Specifically, we are interested in quenched and annealed probabilities of slowdown (at time n, the particle is at a distance of order O (n (nu 0)) from the origin, nu(0) is an element of (0, kappa)), and speedup (at time n, the particle is at a distance of order n (nu 1) from the origin , nu(1) is an element of (kappa, 1)), for the current location of the particle and for the hitting times. Also, we study probabilities of backtracking: at time n, the particle is located around (-n (nu) ), thus making an unusual excursion to the left. For the slowdown, our results are valid in the ballistic case as well.

Limit theorems for sequences of random trees

We consider a random tree and introduce a metric in the space of trees to define the ""mean tree"" as the tree minimizing the average distance to the random tree. When the resulting metric space is compact we have laws of large numbers and central limit theorems for sequence of independent identically distributed random trees. As application we propose tests to check if two samples of random trees have the same law.

A reparametrization of Triangular Distribution based on the Skew-Symmetric Distributions

In this paper a new approach is considered for studying the triangular distribution using the theoretical development behind Skew distributions. Triangular distribution are obtained by a reparametrization of usual triangular distribution. Main probabilistic properties of the distribution are studied, including moments, asymmetry and kurtosis coefficients, and an stochastic representation, which provides a simple and efficient method for generating random variables. Moments estimation is also implemented. Finally, a simulation study is conducted to illustrate the behavior of the estimation approach proposed.

Billiards in a General Domain with Random Reflections

We study stochastic billiards on general tables: a particle moves according to its constant velocity inside some domain D R(d) until it hits the boundary and bounces randomly inside, according to some reflection law. We assume that the boundary of the domain is locally Lipschitz and almost everywhere continuously differentiable. The angle of the outgoing velocity with the inner normal vector has a specified, absolutely continuous density. We construct the discrete time and the continuous time processes recording the sequence of hitting points on the boundary and the pair location/velocity. We mainly focus on the case of bounded domains. Then, we prove exponential ergodicity of these two Markov processes, we study their invariant distribution and their normal (Gaussian) fluctuations. Of particular interest is the case of the cosine reflection law: the stationary distributions for the two processes are uniform in this case, the discrete time chain is reversible though the continuous time process is quasi-reversible. Also in this case, we give a natural construction of a chord ""picked at random"" in D, and we study the angle of intersection of the process with a (d - 1) -dimensional manifold contained in D.

Predicting random effects with an expanded finite population mixed model

Prediction of random effects is an important problem with expanding applications. In the simplest context, the problem corresponds to prediction of the latent value (the mean) of a realized cluster selected via two-stage sampling. Recently, Stanek and Singer [Predicting random effects from finite population clustered samples with response error. J. Amer. Statist. Assoc. 99, 119-130] developed best linear unbiased predictors (BLUP) under a finite population mixed model that outperform BLUPs from mixed models and superpopulation models. Their setup, however, does not allow for unequally sized clusters. To overcome this drawback, we consider an expanded finite population mixed model based on a larger set of random variables that span a higher dimensional space than those typically applied to such problems. We show that BLUPs for linear combinations of the realized cluster means derived under such a model have considerably smaller mean squared error (MSE) than those obtained from mixed models, superpopulation models, and finite population mixed models. We motivate our general approach by an example developed for two-stage cluster sampling and show that it faithfully captures the stochastic aspects of sampling in the problem. We also consider simulation studies to illustrate the increased accuracy of the BLUP obtained under the expanded finite population mixed model. (C) 2007 Elsevier B.V. All rights reserved.

The first group (co)homology of a group G with coefficients in some G-modules

Let G be a group. We give some formulas for the first group homology and cohomology of a group G with coefficients in an arbitrary G-module (Z) over tilde. More explicit calculations are done in the special cases of free groups, abelian groups and nilpotent groups. We also perform calculations for certain G-module M, by reducing it to the case where the coefficient is a G-module (Z) over tilde. As a result of the well known equalities H-1(X, M) = H-1(pi(1)(X), M) and H-1(X, M) = H-1(pi(1) (X), M), for any G-module M, we are able to calculate the first homology and cohomology groups of topological spaces with certain local system of coefficients.

Geodesics and Almost Geodesic Cycles in Random Regular Graphs

A geodesic in a graph G is a shortest path between two vertices of G. For a specific function e(n) of n, we define an almost geodesic cycle C in G to be a cycle in which for every two vertices u and v in C, the distance d(G)(u, v) is at least d(C)(u, v) - e(n). Let omega(n) be any function tending to infinity with n. We consider a random d-regular graph on n vertices. We show that almost all pairs of vertices belong to an almost geodesic cycle C with e(n)= log(d-1)log(d-1) n+omega(n) and vertical bar C vertical bar =2 log(d-1) n+O(omega(n)). Along the way, we obtain results on near-geodesic paths. We also give the limiting distribution of the number of geodesics between two random vertices in this random graph. (C) 2010 Wiley Periodicals, Inc. J Graph Theory 66: 115-136, 2011

Asymmetric Ramsey Properties of Random Graphs Involving Cliques

Consider the following problem: Forgiven graphs G and F(1),..., F(k), find a coloring of the edges of G with k colors such that G does not contain F; in color i. Rodl and Rucinski studied this problem for the random graph G,,, in the symmetric case when k is fixed and F(1) = ... = F(k) = F. They proved that such a coloring exists asymptotically almost surely (a.a.s.) provided that p <= bn(-beta) for some constants b = b(F,k) and beta = beta(F). This result is essentially best possible because for p >= Bn(-beta), where B = B(F, k) is a large constant, such an edge-coloring does not exist. Kohayakawa and Kreuter conjectured a threshold function n(-beta(F1,..., Fk)) for arbitrary F(1), ..., F(k). In this article we address the case when F(1),..., F(k) are cliques of different sizes and propose an algorithm that a.a.s. finds a valid k-edge-coloring of G(n,p) with p <= bn(-beta) for some constant b = b(F(1),..., F(k)), where beta = beta(F(1),..., F(k)) as conjectured. With a few exceptions, this algorithm also works in the general symmetric case. We also show that there exists a constant B = B(F,,..., Fk) such that for p >= Bn(-beta) the random graph G(n,p) a.a.s. does not have a valid k-edge-coloring provided the so-called KLR-conjecture holds. (C) 2008 Wiley Periodicals, Inc. Random Struct. Alg., 34, 419-453, 2009

A New Approach to the Prediction of Partition Coefficients in Water/Organic Interfaces

In the present work, a new approach for the determination of the partition coefficient in different interfaces based on the density function theory is proposed. Our results for log P(ow) considering a n-octanol/water interface for a large super cell for acetone -0.30 (-0.24) and methane 0.95 (0.78) are comparable with the experimental data given in parenthesis. We believe that these differences are mainly related to the absence of van der Walls interactions and the limited number of molecules considered in the super cell. The numerical deviations are smaller than that observed for interpolation based tools. As the proposed model is parameter free, it is not limited to the n-octanol/water interface.

Transport coefficients, Raman spectroscopy, and computer simulation of lithium salt solutions in an ionic liquid

Lithium salt solutions of Li(CF3SO2)(2)N, LiTFSI, in a room-temperature ionic liquid (RTIL), 1-butyl-2,3-dimethyl-imidazolium cation, BMMI, and the (CF3SO2)(2)N-, bis(trifluoromethanesulfonyl)imide anion, [BMMI][TFSI], were prepared in different concentrations. Thermal properties, density, viscosity, ionic conductivity, and self-diffusion coefficients were determined at different temperatures for pure [BMMI][TFSI] and the lithium solutions. Raman spectroscopy measurements and computer simulations were also carried out in order to understand the microscopic origin of the observed changes in transport coefficients. Slopes of Walden plots for conductivity and fluidity, and the ratio between the actual conductivity and the Nernst-Einstein estimate for conductivity, decrease with increasing LiTFSI content. All of these studies indicated the formation of aggregates of different chemical nature, as it is corroborated by the Raman spectra. In addition, molecular dynamics (MD) simulations showed that the coordination of Li+ by oxygen atoms of TFSI anions changes with Li+ concentration producing a remarkable change of the RTIL structure with a concomitant reduction of diffusion coefficients of all species in the solutions.

Molecular masses and sedimentation coefficients of extracellular hemoglobin of Glossoscolex paulistus: Alkaline oligomeric dissociation

The giant extracellular hemoglobin of Glossoscolex paulistus (HbGp) has a molecular mass (M) of 3600 +/- 100 kDa and a standard sedimentation coefficient (s(20.w)(0)) of 58 S. estimated by analytical ultracentrifugation (AUC). In the present work, further AUC studies were developed for HbGp, at pH 10.0, which favors oligomeric dissociation into lower M species. The HbGp oligomer is formed by globin chains a, b, c and d plus the linker chains. The pure monomeric fraction, subunit d, and HbGp at pH 10.0, in the presence of beta-mercaptoethanol, were also studied. Our results indicate that for samples of pure subunit d, besides the monomeric species with s(20.w)(0) of 2.0 S, formation of dimer of subunit d is observed with s(20.w)(0) of around 2.9 S. For the whole HbGp at pH 10.0 contributions from monomers, trimers and linkers are observed. No contribution from 58 S species was observed for the sample of oxy-HbGp at pH 10.0, showing its complete dissociation. For cyanomet-HbGp form a contribution of 17% is observed for the un-dissociated oligomer, consistent with data from other techniques that show the cyanomet-form is more stable as compared to oxy-HbGp. Masses of HbGp subunits, especially trimer abc and monomeric chains a, b, c and d, were also estimated from sedimentation equilibrium data, and are in agreement with the results from MALDI-TOF-MS. (C) 2010 Elsevier B.V. All rights reserved.