888 resultados para Discrete Time Branching Processes


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The von Neumann-Liouville time evolution equation is represented in a discrete quantum phase space. The mapped Liouville operator and the corresponding Wigner function are explicitly written for the problem of a magnetic moment interacting with a magnetic field and the precessing solution is found. The propagator is also discussed and a time interval operator, associated to a unitary operator which shifts the energy levels in the Zeeman spectrum, is introduced. This operator is associated to the particular dynamical process and is not the continuous parameter describing the time evolution. The pair of unitary operators which shifts the time and energy is shown to obey the Weyl-Schwinger algebra. (C) 1999 Elsevier B.V. B.V. All rights reserved.

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Using the flexibility and constructive definition of the Schwinger bases, we developed different mapping procedures to enhance different aspects of the dynamics and of the symmetries of an extended version of the two-level Lipkin model. The classical limits of the dynamics are discussed in connection with the different mappings. Discrete Wigner functions are also calculated. © 1995.

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This paper adresses the problem on processing biological data such as cardiac beats, audio and ultrasonic range, calculating wavelet coefficients in real time, with processor clock running at frequency of present ASIC's and FPGA. The Paralell Filter Architecture for DWT has been improved, calculating wavelet coefficients in real time with hardware reduced to 60%. The new architecture, which also processes IDWT, is implemented with the Radix-2 or the Booth-Wallace Constant multipliers. Including series memory register banks, one integrated circuit Signal Analyzer, ultrasonic range, is presented.

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This paper addresses the problem of processing biological data, such as cardiac beats in the audio and ultrasonic range, and on calculating wavelet coefficients in real time, with the processor clock running at a frequency of present application-specified integrated circuits and field programmable gate array. The parallel filter architecture for discrete wavelet transform (DWT) has been improved, calculating the wavelet coefficients in real time with hardware reduced up to 60%. The new architecture, which also processes inverse DWT, is implemented with the Radix-2 or the Booth-Wallace constant multipliers. One integrated circuit signal analyzer in the ultrasonic range, including series memory register banks, is presented. © 2007 IEEE.

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The assessment of the thermal process impact in terms of food safety and quality is of great importance for process evaluation and design. This can be accomplished from the analysis of the residence time and temperature distributions coupled with the kinetics of thermal change, or from the use of a proper time-temperature integrator (TTI) as indicator of safety and quality. The objective of this work was to develop and test enzymic TTIs with rapid detection for the evaluation of continuous HTST pasteurization processes (70-85 degrees C, 10-60 s) of low-viscosity liquid foods, such as milk and juices. Enzymes peroxidase, lactoperoxidase and alkaline phosphatase in phosphate buffer were tested and activity was determined with commercial reflectometric strips. Discontinuous thermal treatments at various time-temperature combinations were performed in order to adjust a first order kinetic model of a two-component system. The measured time-temperature history was considered instead of assuming isothermal conditions. Experiments with slow heating and cooling were used to validate the adjusted model. Only the alkaline phosphatase TTI showed potential to be used for the evaluation of pasteurization processes. The choice was based on the obtained z-values of the thermostable and thermolabile fractions, on the cost and on the validation tests. (C) 2012 Elsevier Ltd. All rights reserved.

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In this treatise we consider finite systems of branching particles where the particles move independently of each other according to d-dimensional diffusions. Particles are killed at a position dependent rate, leaving at their death position a random number of descendants according to a position dependent reproduction law. In addition particles immigrate at constant rate (one immigrant per immigration time). A process with above properties is called a branching diffusion withimmigration (BDI). In the first part we present the model in detail and discuss the properties of the BDI under our basic assumptions. In the second part we consider the problem of reconstruction of the trajectory of a BDI from discrete observations. We observe positions of the particles at discrete times; in particular we assume that we have no information about the pedigree of the particles. A natural question arises if we want to apply statistical procedures on the discrete observations: How can we find couples of particle positions which belong to the same particle? We give an easy to implement 'reconstruction scheme' which allows us to redraw or 'reconstruct' parts of the trajectory of the BDI with high accuracy. Moreover asymptotically the whole path can be reconstructed. Further we present simulations which show that our partial reconstruction rule is tractable in practice. In the third part we study how the partial reconstruction rule fits into statistical applications. As an extensive example we present a nonparametric estimator for the diffusion coefficient of a BDI where the particles move according to one-dimensional diffusions. This estimator is based on the Nadaraya-Watson estimator for the diffusion coefficient of one-dimensional diffusions and it uses the partial reconstruction rule developed in the second part above. We are able to prove a rate of convergence of this estimator and finally we present simulations which show that the estimator works well even if we leave our set of assumptions.

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In this thesis we consider systems of finitely many particles moving on paths given by a strong Markov process and undergoing branching and reproduction at random times. The branching rate of a particle, its number of offspring and their spatial distribution are allowed to depend on the particle's position and possibly on the configuration of coexisting particles. In addition there is immigration of new particles, with the rate of immigration and the distribution of immigrants possibly depending on the configuration of pre-existing particles as well. In the first two chapters of this work, we concentrate on the case that the joint motion of particles is governed by a diffusion with interacting components. The resulting process of particle configurations was studied by E. Löcherbach (2002, 2004) and is known as a branching diffusion with immigration (BDI). Chapter 1 contains a detailed introduction of the basic model assumptions, in particular an assumption of ergodicity which guarantees that the BDI process is positive Harris recurrent with finite invariant measure on the configuration space. This object and a closely related quantity, namely the invariant occupation measure on the single-particle space, are investigated in Chapter 2 where we study the problem of the existence of Lebesgue-densities with nice regularity properties. For example, it turns out that the existence of a continuous density for the invariant measure depends on the mechanism by which newborn particles are distributed in space, namely whether branching particles reproduce at their death position or their offspring are distributed according to an absolutely continuous transition kernel. In Chapter 3, we assume that the quantities defining the model depend only on the spatial position but not on the configuration of coexisting particles. In this framework (which was considered by Höpfner and Löcherbach (2005) in the special case that branching particles reproduce at their death position), the particle motions are independent, and we can allow for more general Markov processes instead of diffusions. The resulting configuration process is a branching Markov process in the sense introduced by Ikeda, Nagasawa and Watanabe (1968), complemented by an immigration mechanism. Generalizing results obtained by Höpfner and Löcherbach (2005), we give sufficient conditions for ergodicity in the sense of positive recurrence of the configuration process and finiteness of the invariant occupation measure in the case of general particle motions and offspring distributions.

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This thesis is on loop-induced processes in theories with warped extra dimensions where the fermions and gauge bosons are allowed to propagate in the bulk, while the Higgs sector is localized on or near the infra-red brane. These so-called Randall-Sundrum (RS) models have the potential to simultaneously explain the hierarchy problem and address the question of what causes the large hierarchies in the fermion sector of the Standard Model (SM). The Kaluza-Klein (KK) excitations of the bulk fields can significantly affect the loop-level processes considered in this thesis and, hence, could indirectly indicate the existence of warped extra dimensions. The analytical part of this thesis deals with the detailed calculation of three loop-induced processes in the RS models in question: the Higgs production process via gluon fusion, the Higgs decay into two photons, and the flavor-changing neutral current b → sγ. A comprehensive, five-dimensional (5D) analysis will show that the amplitudes of the Higgs processes can be expressed in terms of integrals over 5D propagators with the Higgs-boson profile along the extra dimension, which can be used for arbitrary models with a compact extra dimension. To this end, both the boson and fermion propagators in a warped 5D background are derived. It will be shown that the seemingly contradictory results for the gluon fusion amplitude in the literature can be traced back to two distinguishable, not smoothly-connected incarnations of the RS model. The investigation of the b → sγ transition is performed in the KK decomposed theory. It will be argued that summing up the entire KK tower leads to a finite result, which can be well approximated by a closed, analytical expression.rnIn the phenomenological part of this thesis, the analytic results of all relevant Higgs couplings in the RS models in question are compared with current and in particular future sensitivities of the Large Hadron Collider (LHC) and the planned International Linear Collider. The latest LHC Higgs data is then used to exclude significant portions of the parameter space of each RS scenario. The analysis will demonstrate that especially the loop-induced Higgs couplings are sensitive to KK particles of the custodial RS model with masses in the multi tera-electronvolt range. Finally, the effect of the RS model on three flavor observables associated with the b → sγ transition are examined. In particular, we study the branching ratio of the inclusive decay B → X_s γ

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Wir betrachten Systeme von endlich vielen Partikeln, wobei die Partikel sich unabhängig voneinander gemäß eindimensionaler Diffusionen [dX_t = b(X_t),dt + sigma(X_t),dW_t] bewegen. Die Partikel sterben mit positionsabhängigen Raten und hinterlassen eine zufällige Anzahl an Nachkommen, die sich gemäß eines Übergangskerns im Raum verteilen. Zudem immigrieren neue Partikel mit einer konstanten Rate. Ein Prozess mit diesen Eigenschaften wird Verzweigungsprozess mit Immigration genannt. Beobachten wir einen solchen Prozess zu diskreten Zeitpunkten, so ist zunächst nicht offensichtlich, welche diskret beobachteten Punkte zu welchem Pfad gehören. Daher entwickeln wir einen Algorithmus, um den zugrundeliegenden Pfad zu rekonstruieren. Mit Hilfe dieses Algorithmus konstruieren wir einen nichtparametrischen Schätzer für den quadrierten Diffusionskoeffizienten $sigma^2(cdot),$ wobei die Konstruktion im Wesentlichen auf dem Auffüllen eines klassischen Regressionsschemas beruht. Wir beweisen Konsistenz und einen zentralen Grenzwertsatz.

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Integrated choice and latent variable (ICLV) models represent a promising new class of models which merge classic choice models with the structural equation approach (SEM) for latent variables. Despite their conceptual appeal, applications of ICLV models in marketing remain rare. We extend previous ICLV applications by first estimating a multinomial choice model and, second, by estimating hierarchical relations between latent variables. An empirical study on travel mode choice clearly demonstrates the value of ICLV models to enhance the understanding of choice processes. In addition to the usually studied directly observable variables such as travel time, we show how abstract motivations such as power and hedonism as well as attitudes such as a desire for flexibility impact on travel mode choice. Furthermore, we show that it is possible to estimate such a complex ICLV model with the widely available structural equation modeling package Mplus. This finding is likely to encourage more widespread application of this appealing model class in the marketing field.

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In process industries, make-and-pack production is used to produce food and beverages, chemicals, and metal products, among others. This type of production process allows the fabrication of a wide range of products in relatively small amounts using the same equipment. In this article, we consider a real-world production process (cf. Honkomp et al. 2000. The curse of reality – why process scheduling optimization problems are diffcult in practice. Computers & Chemical Engineering, 24, 323–328.) comprising sequence-dependent changeover times, multipurpose storage units with limited capacities, quarantine times, batch splitting, partial equipment connectivity, and transfer times. The planning problem consists of computing a production schedule such that a given demand of packed products is fulfilled, all technological constraints are satisfied, and the production makespan is minimised. None of the models in the literature covers all of the technological constraints that occur in such make-and-pack production processes. To close this gap, we develop an efficient mixed-integer linear programming model that is based on a continuous time domain and general-precedence variables. We propose novel types of symmetry-breaking constraints and a preprocessing procedure to improve the model performance. In an experimental analysis, we show that small- and moderate-sized instances can be solved to optimality within short CPU times.

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By means of fixed-links modeling, the present study identified different processes of visual short-term memory (VSTM) functioning and investigated how these processes are related to intelligence. We conducted an experiment where the participants were presented with a color change detection task. Task complexity was manipulated through varying the number of presented stimuli (set size). We collected hit rate and reaction time (RT) as indicators for the amount of information retained in VSTM and speed of VSTM scanning, respectively. Due to the impurity of these measures, however, the variability in hit rate and RT was assumed to consist not only of genuine variance due to individual differences in VSTM retention and VSTM scanning but also of other, non-experimental portions of variance. Therefore, we identified two qualitatively different types of components for both hit rate and RT: (1) non-experimental components representing processes that remained constant irrespective of set size and (2) experimental components reflecting processes that increased as a function of set size. For RT, intelligence was negatively associated with the non-experimental components, but was unrelated to the experimental components assumed to represent variability in VSTM scanning speed. This finding indicates that individual differences in basic processing speed, rather than in speed of VSTM scanning, differentiates between high- and low-intelligent individuals. For hit rate, the experimental component constituting individual differences in VSTM retention was positively related to intelligence. The non-experimental components of hit rate, representing variability in basal processes, however, were not associated with intelligence. By decomposing VSTM functioning into non-experimental and experimental components, significant associations with intelligence were revealed that otherwise might have been obscured.