927 resultados para random walks random environments Lévy flights recurrence


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We report a direct correlation between dissimilar ion pair formation and alkali ion transport in soda-lime silicate glasses established via broad band conductivity spectroscopy and local structural probe techniques. The combined Raman and Nuclear Magnetic Resonance (NMR) spectroscopy techniques on these glasses reveal the coexistence of different anionic species and the prevalence of Na+-Ca2+ dissimilar pairs as well as their distributions. The spectroscopic results further confirm the formation of dissimilar pairs atomistically, where it increases with increasing alkaline-earth oxide content These results, are the manifestation of local structural changes in the silicate network with composition which give rise to different environments into which the alkali ions hop. The Na+ ion mobility varies inversely with dissimilar pair formation, i.e. it decreases with increase of non-random formation of dissimilar pairs. Remarkably, we found that increased degree of non-randomness leads to temperature dependent variation in number density of sodium ions. Furthermore, the present study provides the strong link between the dynamics of the alkali ions and different sites associated with it in soda-lime silicate glasses. (C) 2014 Elsevier B.V. All rights reserved.

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Copyright 2014 by the author(s). We present a nonparametric prior over reversible Markov chains. We use completely random measures, specifically gamma processes, to construct a countably infinite graph with weighted edges. By enforcing symmetry to make the edges undirected we define a prior over random walks on graphs that results in a reversible Markov chain. The resulting prior over infinite transition matrices is closely related to the hierarchical Dirichlet process but enforces reversibility. A reinforcement scheme has recently been proposed with similar properties, but the de Finetti measure is not well characterised. We take the alternative approach of explicitly constructing the mixing measure, which allows more straightforward and efficient inference at the cost of no longer having a closed form predictive distribution. We use our process to construct a reversible infinite HMM which we apply to two real datasets, one from epigenomics and one ion channel recording.

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The miscibility of blends of poly(vinylidene chloride-co-acrylonitrile) (VDC-AN) and poly(methyl methacrylate) (PMMA) has been studied with DSC, FT-IR, and NMR methods. The results indicate that the VDC-AN/PMMA blends are miscibile on a molecular level, and the dipole-dipole interactions between C=O and C-Cl-2 and/or interpolymer hydrogen bondings between COOCH3 and CN and CCl groups play the role on the miscibility of the blends. It is found that the -CCl2- groups have two different chemical environments in the pure VDC-AN copolymer, which may result from the different configurations of the copolymer, such as -CCl2- groups in the ''alternating'' segments and -CCl2- groups in the ''blocky'' segments as proposed. It is the -CCl2- group in the ''alternating'' segment that takes part in the dipole-dipole interaction with C=O group in PMMA.

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We study the typical entanglement properties of a system comprising two independent qubit environments interacting via a shuttling ancilla. The initial preparation of the environments is modeled using random matrix techniques. The entanglement measure used in our study is then averaged over many histories of randomly prepared environmental states. Under a Heisenberg interaction model, the average entanglement between the ancilla and one of the environments remains constant, regardless of the preparation of the latter and the details of the interaction. We also show that, upon suitable kinematic and dynamical changes in the ancillaenvironment subsystems, the entanglement-sharing structure undergoes abrupt modifications associated with a change in the multipartite entanglement class of the overall system's state. These results are invariant with respect to the randomized initial state of the environments.

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The author studies random walk estimators for radiosity with generalized absorption probabilities. That is, a path will either die or survive on a patch according to an arbitrary probability. The estimators studied so far, the infinite path length estimator and finite path length one, can be considered as particular cases. Practical applications of the random walks with generalized probabilities are given. A necessary and sufficient condition for the existence of the variance is given, together with heuristics to be used in practical cases. The optimal probabilities are also found for the case when one is interested in the whole scene, and are equal to the reflectivities

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The author studies the error and complexity of the discrete random walk Monte Carlo technique for radiosity, using both the shooting and gathering methods. The author shows that the shooting method exhibits a lower complexity than the gathering one, and under some constraints, it has a linear complexity. This is an improvement over a previous result that pointed to an O(n log n) complexity. The author gives and compares three unbiased estimators for each method, and obtains closed forms and bounds for their variances. The author also bounds the expected value of the mean square error (MSE). Some of the results obtained are also shown

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In real-world environments it is usually difficult to specify the quality of a preventive maintenance (PM) action precisely. This uncertainty makes it problematic to optimise maintenance policy.-This problem is tackled in this paper by assuming that the-quality of a PM action is a random variable following a probability distribution. Two frequently studied PM models, a failure rate PM model and an age reduction PM model, are investigated. The optimal PM policies are presented and optimised. Numerical examples are also given.

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In this paper we study the accumulated claim in some fixed time period, skipping the classical assumption of mutual independence between the variables involved. Two basic models are considered: Model I assumes that any pair of claims are equally correlated which means that the corresponding square-integrable sequence is exchangeable one. Model 2 states that the correlations between the adjacent claims are the same. Recurrence and explicit expressions for the joint probability generating function are derived and the impact of the dependence parameter (correlation coefficient) in both models is examined. The Markov binomial distribution is obtained as a particular case under assumptions of Model 2. (C) 2007 Elsevier B.V. All rights reserved.

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Most superdiffusive Non-Markovian random walk models assume that correlations are maintained at all time scales, e. g., fractional Brownian motion, Levy walks, the Elephant walk and Alzheimer walk models. In the latter two models the random walker can always "remember" the initial times near t = 0. Assuming jump size distributions with finite variance, the question naturally arises: is superdiffusion possible if the walker is unable to recall the initial times? We give a conclusive answer to this general question, by studying a non-Markovian model in which the walker's memory of the past is weighted by a Gaussian centered at time t/2, at which time the walker had one half the present age, and with a standard deviation sigma t which grows linearly as the walker ages. For large widths we find that the model behaves similarly to the Elephant model, but for small widths this Gaussian memory profile model behaves like the Alzheimer walk model. We also report that the phenomenon of amnestically induced persistence, known to occur in the Alzheimer walk model, arises in the Gaussian memory profile model. We conclude that memory of the initial times is not a necessary condition for generating (log-periodic) superdiffusion. We show that the phenomenon of amnestically induced persistence extends to the case of a Gaussian memory profile.

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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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By using a symbolic method, known in the literature as the classical umbral calculus, a symbolic representation of Lévy processes is given and a new family of time-space harmonic polynomials with respect to such processes, which includes and generalizes the exponential complete Bell polynomials, is introduced. The usefulness of time-space harmonic polynomials with respect to Lévy processes is that it is a martingale the stochastic process obtained by replacing the indeterminate x of the polynomials with a Lévy process, whereas the Lévy process does not necessarily have this property. Therefore to find such polynomials could be particularly meaningful for applications. This new family includes Hermite polynomials, time-space harmonic with respect to Brownian motion, Poisson-Charlier polynomials with respect to Poisson processes, Laguerre and actuarial polynomials with respect to Gamma processes , Meixner polynomials of the first kind with respect to Pascal processes, Euler, Bernoulli, Krawtchuk, and pseudo-Narumi polynomials with respect to suitable random walks. The role played by cumulants is stressed and brought to the light, either in the symbolic representation of Lévy processes and their infinite divisibility property, either in the generalization, via umbral Kailath-Segall formula, of the well-known formulae giving elementary symmetric polynomials in terms of power sum symmetric polynomials. The expression of the family of time-space harmonic polynomials here introduced has some connections with the so-called moment representation of various families of multivariate polynomials. Such moment representation has been studied here for the first time in connection with the time-space harmonic property with respect to suitable symbolic multivariate Lévy processes. In particular, multivariate Hermite polynomials and their properties have been studied in connection with a symbolic version of the multivariate Brownian motion, while multivariate Bernoulli and Euler polynomials are represented as powers of multivariate polynomials which are time-space harmonic with respect to suitable multivariate Lévy processes.

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In most real-life environments, mechanical or electronic components are subjected to vibrations. Some of these components may have to pass qualification tests to verify that they can withstand the fatigue damage they will encounter during their operational life. In order to conduct a reliable test, the environmental excitations can be taken as a reference to synthesize the test profile: this procedure is referred to as “test tailoring”. Due to cost and feasibility reasons, accelerated qualification tests are usually performed. In this case, the duration of the original excitation which acts on the component for its entire life-cycle, typically hundreds or thousands of hours, is reduced. In particular, the “Mission Synthesis” procedure lets to quantify the induced damage of the environmental vibration through two functions: the Fatigue Damage Spectrum (FDS) quantifies the fatigue damage, while the Maximum Response Spectrum (MRS) quantifies the maximum stress. Then, a new random Power Spectral Density (PSD) can be synthesized, with same amount of induced damage, but a specified duration in order to conduct accelerated tests. In this work, the Mission Synthesis procedure is applied in the case of so-called Sine-on-Random vibrations, i.e. excitations composed of random vibrations superimposed on deterministic contributions, in the form of sine tones typically due to some rotating parts of the system (e.g. helicopters, engine-mounted components, …). In fact, a proper test tailoring should not only preserve the accumulated fatigue damage, but also the “nature” of the excitation (in this case the sinusoidal components superimposed on the random process) in order to obtain reliable results. The classic time-domain approach is taken as a reference for the comparison of different methods for the FDS calculation in presence of Sine-on-Random vibrations. Then, a methodology to compute a Sine-on-Random specification based on a mission FDS is presented.

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Stochastic models for three-dimensional particles have many applications in applied sciences. Lévy–based particle models are a flexible approach to particle modelling. The structure of the random particles is given by a kernel smoothing of a Lévy basis. The models are easy to simulate but statistical inference procedures have not yet received much attention in the literature. The kernel is not always identifiable and we suggest one approach to remedy this problem. We propose a method to draw inference about the kernel from data often used in local stereology and study the performance of our approach in a simulation study.

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In recent years, spacial agencies have shown a growing interest in optical wireless as an alternative to wired and radio-frequency communications. The use of these techniques for intra-spacecraft communications reduces the effect of take-off acceleration and vibrations on the systems by avoiding the need for rugged connectors and provides a significant mass reduction. Diffuse transmission also eases the design process as terminals can be placed almost anywhere without a tight planification to ensure the proper system behaviour. Previous studies have compared the performance of radio-frequency and infrared optical communications. In an intra-satellite environment optical techniques help reduce EMI related problems, and their main disadvantages - multipath dispersion and the need for line-of-sight - can be neglected due to the reduced cavity size. Channel studies demonstrate that the effect of the channel can be neglected in small environments if data bandwidth is lower than some hundreds of MHz.