972 resultados para Random processes


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We used a novel system of three continuous wave Doppler radars to successfully record the directivity of i) Strombolian explosions from the active lava lake of Erebus volcano, Antarctica, ii) eruptions at Stromboli volcano, Italy, and iii) a man-made explosion in a quarry. Erebus volcano contains a convecting phonolite lava lake, presumably connected to a magma chamber at depth. It is one of the few open vent volcanoes that allow a direct observation of source processes during explosions. Its lava lake is the source of frequent violent Strombolian explosions, caused by large gas bubbles bursting at the lake surface. The exact mechanism of these bubble bursts is unclear, as is the mechanism of the creation of the infrasound signal accompanying the explosions. We use the Doppler radar data to calculate the directivity of Strombolian eruptions at Erebus. This allows us to derive information about the expected type of infrasound source pattern (i.e. the role of a dipole in addition to the monopole signature) and the physical structure of the volcano. We recorded 10 large explosions simultaneously with three radars, enabling us to calculate time series of 3D directivity vectors (i.e. effectively 4D), which describe the direction of preferred expansion of the gas bubble during an explosion. Such directivity information allows a comparison to dipole infrasound radiation patterns recorded during similar explosions only a few weeks later. Video observations of explosions support our interpretation of the measurements. We conclude that at Erebus, the directivity of explosions is mainly controlled by random processes. Since the geometry of the uppermost conduit is assumed to have a large effect on the directivity of explosions, the results suggest a largely symmetrical uppermost conduit with a vertical axis of symmetry. For infrasound recordings, a significant dipole signature can be expected in addition to the predominant monopole signature.

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Mathematical models of gene regulation are a powerful tool for understanding the complex features of genetic control. While various modeling efforts have been successful at explaining gene expression dynamics, much less is known about how evolution shapes the structure of these networks. An important feature of gene regulatory networks is their stability in response to environmental perturbations. Regulatory systems are thought to have evolved to exist near the transition between stability and instability, in order to have the required stability to environmental fluctuations while also being able to achieve a wide variety of functions (corresponding to different dynamical patterns). We study a simplified model of gene network evolution in which links are added via different selection rules. These growth models are inspired by recent work on `explosive' percolation which shows that when network links are added through competitive rather than random processes, the connectivity phase transition can be significantly delayed, and when it is reached, it appears to be first order (discontinuous, e.g., going from no failure at all to large expected failure) instead of second order (continuous, e.g., going from no failure at all to very small expected failure). We find that by modifying the traditional framework for networks grown via competitive link addition to capture how gene networks evolve to avoid damage propagation, we also see significant delays in the transition that depend on the selection rules, but the transitions always appear continuous rather than `explosive'.

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We show that the density of eigenvalues for three classes of random matrix ensembles is determinantal. First we derive the density of eigenvalues of product of k independent n x n matrices with i.i.d. complex Gaussian entries with a few of matrices being inverted. In second example we calculate the same for (compatible) product of rectangular matrices with i.i.d. Gaussian entries and in last example we calculate for product of independent truncated unitary random matrices. We derive exact expressions for limiting expected empirical spectral distributions of above mentioned ensembles.

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Shen, Q., Zhao, R., Tang, W. (2008). Modelling random fuzzy renewal reward processes. IEEE Transactions on Fuzzy Systems, 16 (5),1379-1385

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We perturb the SC, BCC, and FCC crystal structures with a spatial Gaussian noise whose adimensional strength is controlled by the parameter a, and analyze the topological and metrical properties of the resulting Voronoi Tessellations (VT). The topological properties of the VT of the SC and FCC crystals are unstable with respect to the introduction of noise, because the corresponding polyhedra are geometrically degenerate, whereas the tessellation of the BCC crystal is topologically stable even against noise of small but finite intensity. For weak noise, the mean area of the perturbed BCC and FCC crystals VT increases quadratically with a. In the case of perturbed SCC crystals, there is an optimal amount of noise that minimizes the mean area of the cells. Already for a moderate noise (a>0.5), the properties of the three perturbed VT are indistinguishable, and for intense noise (a>2), results converge to the Poisson-VT limit. Notably, 2-parameter gamma distributions are an excellent model for the empirical of of all considered properties. The VT of the perturbed BCC and FCC structures are local maxima for the isoperimetric quotient, which measures the degre of sphericity of the cells, among space filling VT. In the BCC case, this suggests a weaker form of the recentluy disproved Kelvin conjecture. Due to the fluctuations of the shape of the cells, anomalous scalings with exponents >3/2 is observed between the area and the volumes of the cells, and, except for the FCC case, also for a->0. In the Poisson-VT limit, the exponent is about 1.67. As the number of faces is positively correlated with the sphericity of the cells, the anomalous scaling is heavily reduced when we perform powerlaw fits separately on cells with a specific number of faces.

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The power-law size distributions obtained experimentally for neuronal avalanches are an important evidence of criticality in the brain. This evidence is supported by the fact that a critical branching process exhibits the same exponent t~3=2. Models at criticality have been employed to mimic avalanche propagation and explain the statistics observed experimentally. However, a crucial aspect of neuronal recordings has been almost completely neglected in the models: undersampling. While in a typical multielectrode array hundreds of neurons are recorded, in the same area of neuronal tissue tens of thousands of neurons can be found. Here we investigate the consequences of undersampling in models with three different topologies (two-dimensional, small-world and random network) and three different dynamical regimes (subcritical, critical and supercritical). We found that undersampling modifies avalanche size distributions, extinguishing the power laws observed in critical systems. Distributions from subcritical systems are also modified, but the shape of the undersampled distributions is more similar to that of a fully sampled system. Undersampled supercritical systems can recover the general characteristics of the fully sampled version, provided that enough neurons are measured. Undersampling in two-dimensional and small-world networks leads to similar effects, while the random network is insensitive to sampling density due to the lack of a well-defined neighborhood. We conjecture that neuronal avalanches recorded from local field potentials avoid undersampling effects due to the nature of this signal, but the same does not hold for spike avalanches. We conclude that undersampled branching-process-like models in these topologies fail to reproduce the statistics of spike avalanches.

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Polynomial Chaos Expansion (PCE) is widely recognized as a flexible tool to represent different types of random variables/processes. However, applications to real, experimental data are still limited. In this article, PCE is used to represent the random time-evolution of metal corrosion growth in marine environments. The PCE coefficients are determined in order to represent data of 45 corrosion coupons tested by Jeffrey and Melchers (2001) at Taylors Beach, Australia. Accuracy of the representation and possibilities for model extrapolation are considered in the study. Results show that reasonably accurate smooth representations of the corrosion process can be obtained. The representation is not better because a smooth model is used to represent non-smooth corrosion data. Random corrosion leads to time-variant reliability problems, due to resistance degradation over time. Time variant reliability problems are not trivial to solve, especially under random process loading. Two example problems are solved herein, showing how the developed PCE representations can be employed in reliability analysis of structures subject to marine corrosion. Monte Carlo Simulation is used to solve the resulting time-variant reliability problems. However, an accurate and more computationally efficient solution is also presented.

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We study existence of random elements with partially specified distributions. The technique relies on the existence of a positive ex-tension for linear functionals accompanied by additional conditions that ensure the regularity of the extension needed for interpreting it as a probability measure. It is shown in which case the extens ion can be chosen to possess some invariance properties. The results are applied to the existence of point processes with given correlation measure and random closed sets with given two-point covering function or contact distribution function. It is shown that the regularity condition can be efficiently checked in many cases in order to ensure that the obtained point processes are indeed locally finite and random sets have closed realisations.

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Mathematics Subject Classification: 26A33, 47B06, 47G30, 60G50, 60G52, 60G60.

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2000 Mathematics Subject Classification: 60J80.