Necessary and sufficient conditions for optimality in constrained general sum stochastic games

In this paper we first derive a necessary and sufficient condition for a stationary strategy to be the Nash equilibrium of discounted constrained stochastic game under certain assumptions. In this process we also develop a nonlinear (non-convex) optimization problem for a discounted constrained stochastic game. We use the linear best response functions of every player and complementary slackness theorem for linear programs to derive both the optimization problem and the equivalent condition. We then extend this result to average reward constrained stochastic games. Finally, we present a heuristic algorithm motivated by our necessary and sufficient conditions for a discounted cost constrained stochastic game. We numerically observe the convergence of this algorithm to Nash equilibrium. (C) 2015 Elsevier B.V. All rights reserved.

Universality of the Stochastic Airy Operator

We introduce a new method for studying universality of random matrices. Let T-n be the Jacobi matrix associated to the Dyson beta ensemble with uniformly convex polynomial potential. We show that after scaling, Tn converges to the stochastic Airy operator. In particular, the top edge of the Dyson beta ensemble and the corresponding eigenvectors are universal. As a byproduct, these ideas lead to conjectured operator limits for the entire family of soft edge distributions. (C) 2015 Wiley Periodicals, Inc.

Multi-dimensional Goodness-of-Fit Tests for Spectrum Sensing Based on Stochastic Distances

In this paper, we study two multi-dimensional Goodness-of-Fit tests for spectrum sensing in cognitive radios. The multi-dimensional scenario refers to multiple CR nodes, each with multiple antennas, that record multiple observations from multiple primary users for spectrum sensing. These tests, viz., the Interpoint Distance (ID) based test and the h, f distance based tests are constructed based on the properties of stochastic distances. The ID test is studied in detail for a single CR node case, and a possible extension to handle multiple nodes is discussed. On the other hand, the h, f test is applicable in a multi-node setup. A robustness feature of the KL distance based test is discussed, which has connections with Middleton's class A model. Through Monte-Carlo simulations, the proposed tests are shown to outperform the existing techniques such as the eigenvalue ratio based test, John's test, and the sphericity test, in several scenarios.

A mean-reverting stochastic model for the political business cycle

In this article, we look at the political business cycle problem through the lens of uncertainty. The feedback control used by us is the famous NKPC with stochasticity and wage rigidities. We extend the New Keynesian Phillips Curve model to the continuous time stochastic set up with an Ornstein-Uhlenbeck process. We minimize relevant expected quadratic cost by solving the corresponding Hamilton-Jacobi-Bellman equation. The basic intuition of the classical model is qualitatively carried forward in our set up but uncertainty also plays an important role in determining the optimal trajectory of the voter support function. The internal variability of the system acts as a base shifter for the support function in the risk neutral case. The role of uncertainty is even more prominent in the risk averse case where all the shape parameters are directly dependent on variability. Thus, in this case variability controls both the rates of change as well as the base shift parameters. To gain more insight we have also studied the model when the coefficients are time invariant and studied numerical solutions. The close relationship between the unemployment rate and the support function for the incumbent party is highlighted. The role of uncertainty in creating sampling fluctuation in this set up, possibly towards apparently anomalous results, is also explored.

Four- and five-component molecular solids: crystal engineering strategies based on structural inequivalence

A synthetic strategy is described for the co-crystallization of four-and five-component molecular crystals, based on the fact that if any particular chemical constituent of a lower cocrystal is found in two different structural environments, these differences may be exploited to increase the number of components in the solid. 2-Methylresorcinol and tetramethylpyrazine are basic template molecules that allow for further supramolecular homologation. Ten stoichiometric quaternary cocrystals and one quintinary cocrystal with some solid solution character are reported. Cocrystals that do not lend themselves to such homologation are termed synthetic dead ends.

Quantum stochastic calculus associated with quadratic quantum noises

We first study a class of fundamental quantum stochastic processes induced by the generators of a six dimensional non-solvable Lie dagger-algebra consisting of all linear combinations of the generalized Gross Laplacian and its adjoint, annihilation operator, creation operator, conservation, and time, and then we study the quantum stochastic integrals associated with the class of fundamental quantum stochastic processes, and the quantum Ito formula is revisited. The existence and uniqueness of solution of a quantum stochastic differential equation is proved. The unitarity conditions of solutions of quantum stochastic differential equations associated with the fundamental processes are examined. The quantum stochastic calculus extends the Hudson-Parthasarathy quantum stochastic calculus. (C) 2016 AIP Publishing LLC.

A Stochastic Approximation Algorithm for Quantile Estimation

In this paper, we present two new stochastic approximation algorithms for the problem of quantile estimation. The algorithms uses the characterization of the quantile provided in terms of an optimization problem in 1]. The algorithms take the shape of a stochastic gradient descent which minimizes the optimization problem. Asymptotic convergence of the algorithms to the true quantile is proven using the ODE method. The theoretical results are also supplemented through empirical evidence. The algorithms are shown to provide significant improvement in terms of memory requirement and accuracy.

Reduced common-mode voltage operation of a new seven-level hybrid multilevel inverter topology with a single DC voltage source

In this study, analysis of extending the linear modulation range of a zero common-mode voltage (CMV) operated n-level inverter by allowing reduced CMV switching is presented. A new hybrid seven-level inverter topology with a single DC supply is also presented in this study and inverter operation for zero and reduced CMV is analysed. Each phase of the inverter is realised by cascading two three-level flying capacitor inverters with a half-bridge module in between. Proposed inverter topology is operated with zero CMV for modulation index <86% and is operated with a CMV magnitude of V-dc/18 to extend the modulation range up to 96%. Experimental results are presented for zero CMV operation and for reduced common voltage operation to extend the linear modulation range. A capacitor voltage balancing algorithm is designed utilising the pole voltage redundancies of the inverter, which works for every sampling instant to correct the capacitor voltage irrespective of load power factor and modulation index. The capacitor voltage balancing algorithm is tested for different modulation indices and for various transient conditions, to validate the proposed topology.

On the issues of resolving a low melting combination as a definite eutectic or an elusive cocrystal: A critical evaluation

Cocrystals and eutectics are different yet related crystalline multi-component adducts with diverse applications in pharmaceutical and materials fields. Recently, they were shown to be alternate products of cocrystallization experiments. Whereas a cocrystal shows distinct diffraction, spectroscopic and thermal signatures as compared to parent components, the hallmark of a eutectic is its low melting nature. However, in certain cases, there can be a problem when one resorts to design a cocrystal and assess its formation vis-A -vis a eutectic. In the absence of a gold standard method to make a cocrystal, it is often difficult to judge how exhaustive should the cocrystallization trials be to ensure the accomplishment of a desired/putative cocrystal. Further, a cocrystal can manifest with intermolecular interactions and/or crystal structure similar to that of its parent compounds such that the conventional diffraction and spectroscopic techniques will be of little help to conclusively infer the formation of cocrystal in the lack of single crystals. Such situations combined with low melting behavior of a combination brings the complication of resolving the combination as a cocrystal or eutectic since now both the adducts share common features. Based on the curious case of Caffeine-Benzoic acid combination, this study aims to unfold the intricate issues related to the design, formation and characterization of cocrystals and eutectics for a way forward. The utility of heteronuclear seeding methodology in establishing a given combination as a cocrystal-forming one or a eutectic-forming one in four known systems is appraised.

Biological application of multi-component nanowires in hybrid devices powered by F-1-ATPase motors

In this paper, construction of hybrid device by integrating nanowires with F1-ATPase motors is described. The nickel nanowires and multi-segment nanowires, including gold and nickel, were fabricated by electrochemical deposition in nanoporous templates. The nickel nanowires functionalized by biotinylated peptide can be assembled directly onto F1-ATPase motors to act as the propellers. If the multicomponent nanowires, including gold and nickel, were selectively functionalized by the thiol group modified ssDNA and the synthetic peptide, respectively, the biotinylated F1- ATPase motors can be attached to the biotinylated peptide on nickel segment of the nanowires. Then, the multi-component nanowires can also be used as the propellers, and one may observe the rotations of the multi-component nanowires driven by F1-ATPase motors. Therefore, introduction of multiple segments along the length of a nanowire can lead to a variety of multiple chemical functionalities, which can be selectively bound to cells and special biomolecules. This method provides an insight for the construction of other hybrid devices with its controlling arrangement of different biomolecule on designed nanometer scale structures.

Component Assembling Model and Its Application to Quasi-Brittle Damage

Potential energy can be approximated by ‘‘pair-functional’’ potentials which is composed of pair potentials and embedding energy. Pair potentials are grouped according to discrete directions of atomic bonds such that each group is represented by an orientational component. Meanwhile, another kind of component, the volumetric one is derived from embedding energy. Damage and fracture are the changing and breaking of atomic bonds at the most fundamental level and have been reflected by the changing of these components’ properties. Therefore, material is treated as a component assembly, and its constitutive equations are formed by means of assembling these two kinds of components’ response functions. This material model is referred to as the component assembling model. Theoretical analysis and numerical computing indicate that the proposed model has the capacity of reproducing some results satisfactorily, with the advantages of physical explicitness and intrinsic induced anisotropy, etc.

Simulations and Experiments of Stochastic Characteristics for Collective Short Fatigue Cracks in Steels

Stochastic characteristics prevail in the process of short fatigue crack progression. This paper presents a method taking into account the balance of crack number density to describe the stochastic behaviour of short crack collective evolution. The results from the simulation illustrate the stochastic development of short cracks. The experiments on two types of steels show the random distribution for collective short cracks with the number of cracks and the maximum crack length as a function of different locations on specimen surface. The experiments also give the variation of total number of short cracks with fatigue cycles. The test results are consistent with numerical simulations.

Stochastic Structural Model of Rock and Soil Aggregates by Continuum-Based Discrete Element Method

This paper first presents a stochastic structural model to describe the random geometrical features of rock and soil aggregates. The stochastic structural model uses mixture ratio, rock size and rock shape to construct the microstructures of aggregates,and introduces two types of structural elements (block element and jointed element) and three types of material elements (rock element, soil element, and weaker jointed element)for this microstructure. Then, continuum-based discrete element method is used to study the deformation and failure mechanism of rock and soil aggregate through a series of loading tests. It is found that the stress-strain curve of rock and soil aggregates is nonlinear, and the failure is usually initialized from weaker jointed elements. Finally, some factors such as mixture ratio, rock size and rock shape are studied in detail. The numerical results are in good agreement with in situ test. Therefore, current model is effective for simulating the mechanical behaviors of rock and soil aggregates.

Independent component analysis of microarray data in the study of endometrial cancer.

Gene microarray technology is highly effective in screening for differential gene expression and has hence become a popular tool in the molecular investigation of cancer. When applied to tumours, molecular characteristics may be correlated with clinical features such as response to chemotherapy. Exploitation of the huge amount of data generated by microarrays is difficult, however, and constitutes a major challenge in the advancement of this methodology. Independent component analysis (ICA), a modern statistical method, allows us to better understand data in such complex and noisy measurement environments. The technique has the potential to significantly increase the quality of the resulting data and improve the biological validity of subsequent analysis. We performed microarray experiments on 31 postmenopausal endometrial biopsies, comprising 11 benign and 20 malignant samples. We compared ICA to the established methods of principal component analysis (PCA), Cyber-T, and SAM. We show that ICA generated patterns that clearly characterized the malignant samples studied, in contrast to PCA. Moreover, ICA improved the biological validity of the genes identified as differentially expressed in endometrial carcinoma, compared to those found by Cyber-T and SAM. In particular, several genes involved in lipid metabolism that are differentially expressed in endometrial carcinoma were only found using this method. This report highlights the potential of ICA in the analysis of microarray data.