949 resultados para Stochastic covariate
Resumo:
The bridled nailtail wallaby is restricted to one locality in central Queensland, Australia. The population declined severely during a major drought between 1991 and 1995. We investigated age-specific covariates of survival and proximate causes of mortality from 1994 to 1997, using mark-recapture and radio-tagging techniques at two study sites. Using a matrix population model, we also modelled the effect of drought on age-specific survival and the intrinsic rate of population increase,;,. The only significant covariate of survival for adults was a measure of health unrelated to drought. Rainfall, food, predator activity, year, sex and habitat were not associated with variation in adult survival. Juvenile survival was negatively affected by drought, and predation was the proximate cause of most juvenile deaths. The matrix projection model showed that the observed juvenile survivorship during the drought was low enough to have produced a population decline, although fecundity and survival of other age classes was high throughout the study. (C) 2001 Elsevier Science Ltd. All rights reserved.
Resumo:
This note presents a method of evaluating the distribution of a path integral for Markov chains on a countable state space.
Resumo:
Loss networks have long been used to model various types of telecommunication network, including circuit-switched networks. Such networks often use admission controls, such as trunk reservation, to optimize revenue or stabilize the behaviour of the network. Unfortunately, an exact analysis of such networks is not usually possible, and reduced-load approximations such as the Erlang Fixed Point (EFP) approximation have been widely used. The performance of these approximations is typically very good for networks without controls, under several regimes. There is evidence, however, that in networks with controls, these approximations will in general perform less well. We propose an extension to the EFP approximation that gives marked improvement for a simple ring-shaped network with trunk reservation. It is based on the idea of considering pairs of links together, thus making greater allowance for dependencies between neighbouring links than does the EFP approximation, which only considers links in isolation.
Resumo:
Motivation: A consensus sequence for a family of related sequences is, as the name suggests, a sequence that captures the features common to most members of the family. Consensus sequences are important in various DNA sequencing applications and are a convenient way to characterize a family of molecules. Results: This paper describes a new algorithm for finding a consensus sequence, using the popular optimization method known as simulated annealing. Unlike the conventional approach of finding a consensus sequence by first forming a multiple sequence alignment, this algorithm searches for a sequence that minimises the sum of pairwise distances to each of the input sequences. The resulting consensus sequence can then be used to induce a multiple sequence alignment. The time required by the algorithm scales linearly with the number of input sequences and quadratically with the length of the consensus sequence. We present results demonstrating the high quality of the consensus sequences and alignments produced by the new algorithm. For comparison, we also present similar results obtained using ClustalW. The new algorithm outperforms ClustalW in many cases.
Resumo:
The two-node tandem Jackson network serves as a convenient reference model for the analysis and testing of different methodologies and techniques in rare event simulation. In this paper we consider a new approach to efficiently estimate the probability that the content of the second buffer exceeds some high level L before it becomes empty, starting from a given state. The approach is based on a Markov additive process representation of the buffer processes, leading to an exponential change of measure to be used in an importance sampling procedure. Unlike changes of measures proposed and studied in recent literature, the one derived here is a function of the content of the first buffer. We prove that when the first buffer is finite, this method yields asymptotically efficient simulation for any set of arrival and service rates. In fact, the relative error is bounded independent of the level L; a new result which is not established for any other known method. When the first buffer is infinite, we propose a natural extension of the exponential change of measure for the finite buffer case. In this case, the relative error is shown to be bounded (independent of L) only when the second server is the bottleneck; a result which is known to hold for some other methods derived through large deviations analysis. When the first server is the bottleneck, experimental results using our method seem to suggest that the relative error is bounded linearly in L.
Resumo:
A laser, be it an optical laser or an atom laser, is an open quantum system that produces a coherent beam of bosons (photons or atoms, respectively). Far above threshold, the stationary state rho(ss) of the laser mode is a mixture of coherent-field states with random phase, or, equivalently, a Poissonian mixture of number states. This paper answers the question: can descriptions such as these, of rho(ss) as a stationary ensemble of pure states, be physically realized? Here physical realization is as defined previously by us [H. M. Wiseman and J. A. Vaccaro, Phys. Lett. A 250, 241 (1998)]: an ensemble of pure states for a particular system can be physically realized if, without changing the dynamics of the system, an experimenter can (in principle) know at any time that the system is in one of the pure-state members of the ensemble. Such knowledge can be obtained by monitoring the baths to which the system is coupled, provided that coupling is describable by a Markovian master equation. Using a family of master equations for the (atom) laser, we solve for the physically realizable (PR) ensembles. We find that for any finite self-energy chi of the bosons in the laser mode, the coherent-state ensemble is not PR; the closest one can come to it is an ensemble of squeezed states. This is particularly relevant for atom lasers, where the self-energy arising from elastic collisions is expected to be large. By contrast, the number-state ensemble is always PR. As the self-energy chi increases, the states in the PR ensemble closest to the coherent-state ensemble become increasingly squeezed. Nevertheless, there are values of chi for which states with well-defined coherent amplitudes are PR, even though the atom laser is not coherent (in the sense of having a Bose-degenerate output). We discuss the physical significance of this anomaly in terms of conditional coherence (and hence conditional Bose degeneracy).
Resumo:
We develop a systematic theory of critical quantum fluctuations in the driven parametric oscillator. Our analytic results agree well with stochastic numerical simulations. We also compare the results obtained in the positive-P representation, as a fully quantum-mechanical calculation, with the truncated Wigner phase-space equation, also known as the semiclassical theory. We show when these results agree and differ in calculations taken beyond the linearized approximation. We find that the optimal broadband noise reduction occurs just above threshold. In this region where there are large quantum fluctuations in the conjugate variance and macroscopic quantum superposition states might be expected, we find that the quantum predictions correspond very closely to the semiclassical theory.
Resumo:
We develop a systematic theory of quantum fluctuations in the driven optical parametric oscillator, including the region near threshold. This allows us to treat the limits imposed by nonlinearities to quantum squeezing and noise reduction in this nonequilibrium quantum phase transition. In particular, we compute the squeezing spectrum near threshold and calculate the optimum value. We find that the optimal noise reduction occurs at different driving fields, depending on the ratio of damping rates. The largest spectral noise reductions are predicted to occur with a very high-Q second-harmonic cavity. Our analytic results agree well with stochastic numerical simulations. We also compare the results obtained in the positive-P representation, as a fully quantum-mechanical calculation, with the truncated Wigner phase-space equation, also known as the semiclassical theory.
Resumo:
We compare two different approaches to the control of the dynamics of a continuously monitored open quantum system. The first is Markovian feedback, as introduced in quantum optics by Wiseman and Milburn [Phys. Rev. Lett. 70, 548 (1993)]. The second is feedback based on an estimate of the system state, developed recently by Doherty and Jacobs [Phys. Rev. A 60, 2700 (1999)]. Here we choose to call it, for brevity, Bayesian feedback. For systems with nonlinear dynamics, we expect these two methods of feedback control to give markedly different results. The simplest possible nonlinear system is a driven and damped two-level atom, so we choose this as our model system. The monitoring is taken to be homodyne detection of the atomic fluorescence, and the control is by modulating the driving. The aim of the feedback in both cases is to stabilize the internal state of the atom as close as possible to an arbitrarily chosen pure state, in the presence of inefficient detection and other forms of decoherence. Our results (obtained without recourse to stochastic simulations) prove that Bayesian feedback is never inferior, and is usually superior, to Markovian feedback. However, it would be far more difficult to implement than Markovian feedback and it loses its superiority when obvious simplifying approximations are made. It is thus not clear which form of feedback would be better in the face of inevitable experimental imperfections.
Resumo:
This paper presents a method of evaluating the expected value of a path integral for a general Markov chain on a countable state space. We illustrate the method with reference to several models, including birth-death processes and the birth, death and catastrophe process. (C) 2002 Elsevier Science Inc. All rights reserved.
Resumo:
The splitting method is a simulation technique for the estimation of very small probabilities. In this technique, the sample paths are split into multiple copies, at various stages in the simulation. Of vital importance to the efficiency of the method is the Importance Function (IF). This function governs the placement of the thresholds or surfaces at which the paths are split. We derive a characterisation of the optimal IF and show that for multi-dimensional models the natural choice for the IF is usually not optimal. We also show how nearly optimal splitting surfaces can be derived or simulated using reverse time analysis. Our numerical experiments illustrate that by using the optimal IF, one can obtain a significant improvement in simulation efficiency.
Resumo:
This article examines the productivity performance of Australia's manufacturing sector by decomposing its output growth into input growth, technological progress and gains in technical efficiency. This three-way decomposition is done with an improved version of the stochastic frontier model using eight, two-digit industry level data from 1968/9 to 1994/5. Empirical evidence shows that input growth fueled output growth from 1968/9 to 1973/4, but since then, total factor productivity (TFP) growth has been the main contributor of output growth. While the trend of TFP growth was found to be promising for most industries with positive and increasing technological progress, the negative gains from technical efficiency over time is however cause for concern.
Resumo:
Molecular evolution has been considered to be essentially a stochastic process, little influenced by the pace of phenotypic change. This assumption was challenged by a study that demonstrated an association between rates of morphological and molecular change estimated for total-evidence phylogenies, a finding that led some researchers to challenge molecular date estimates of major evolutionary radiations. Here we show that Omland's (1997) result is probably due to methodological bias, particularly phylogenetic nonindependence, rather than being indicative of an underlying evolutionary phenomenon. We apply three new methods specifically designed to overcome phylogenetic bias to 13 published phylogenetic datasets for vertebrate taxa, each of which includes both morphological characters and DNA sequence data. We find no evidence of an association between rates of molecular and morphological rates of change.
Resumo:
The reasons for the spectacular collapse of so many centrally-planned economies are a source of ongoing debate. In this paper, we use detailed farm-level data to measure total factor productivity (TFP) changes in Mongolian grain and potato farming during the 14-year period immediately preceding the 1990 economic reforms. We measure TFP growth using stochastic frontier analysis (SFA) and data envelopment analysis (DEA) methods. Our results indicate quite poor overall performance, with an average annual TFP change of - 1.7% in grain and 0.8% in potatoes, over the 14-year period. However, the pattern of TFP growth changed substantially during this period, with TFP growth exceeding 7% per year in the latter half of this period. This suggests that the new policies of improved education, greater management autonomy, and improved incentives, which were introduced in final two planning periods in the 1980s, were beginning to have a significant influence upon the performance of Mongolian crop farming. Crown Copyright (C) 2002 Published by Elsevier Science B.V. All rights reserved.
Resumo:
This study examined the relationship of race and rural/urban setting to physical, behavioral, psychosocial, and environmental factors associated with physical activity. Subjects included 1,668 eighth-grade girls from 31 middle schools: 933 from urban settings, and 735 from rural settings. Forty-six percent of urban girls and 59% of rural girls were Black. One-way and two-way ANOVAs with school as a covariate were used to analyze the data. Results indicated that most differences were associated with race rather than setting. Black girls were less active than White girls, reporting significantly fewer 30-minute blocks of both vigorous and moderate-to-vigorous physical activity. Black girls also spent more time watching television, and had higher BMIs and greater prevalence of overweight than White girls. However, enjoyment of physical education and family involvement in physical activity were greater among Black girls titan White girls. Rural White girls and urban Black girls had more favorable attitudes toward physical activity. Access to sports equipment, perceived safety of neighborhood, and physical activity self-efficacy were higher in White girls than Black girls.