Stochastic monotonicity and duality for continuous time Markov chains with general q-Matrix

The key problems in discussing stochastic monotonicity and duality for continuous time Markov chains are to give the criteria for existence and uniqueness and to construct the associated monotone processes in terms of their infinitesimal q -matrices. In their recent paper, Chen and Zhang [6] discussed these problems under the condition that the given q-matrix Q is conservative. The aim of this paper is to generalize their results to a more general case, i.e., the given q-matrix Q is not necessarily conservative. New problems arise 'in removing the conservative assumption. The existence and uniqueness criteria for this general case are given in this paper. Another important problem, the construction of all stochastically monotone Q-processes, is also considered.

Matrix method for eigenstructure assignment - The multi-input case with application

The eigenvalue and eigenstructure assignment procedure has found application in a wide variety of control problems. In this paper a method for assigning eigenstructure to a Linear time invariant multi-input system is proposed. The algorithm determines a matrix that has eigenvalues and eigenvectors at the desired locations. It is obtained from the knowledge of the open-loop system and the desired eigenstructure. solution of the matrix equation, involving unknown controller gains, open-loop system matrices, and desired eigenvalues and eigenvectors, results in the state feedback controller. The proposed algorithm requires the closed-loop eigenvalues to be different from those of the open-loop case. This apparent constraint can easily be overcome by a negligible shift in the values. Application of the procedure is illustrated through the offset control of a satellite supported, from an orbiting platform, by a flexible tether,

Stochastic comparability and dual q-functions

In this paper we discuss the relationship and characterization of stochastic comparability, duality, and Feller–Reuter–Riley transition functions which are closely linked with each other for continuous time Markov chains. A necessary and sufficient condition for two Feller minimal transition functions to be stochastically comparable is given in terms of their density q-matrices only. Moreover, a necessary and sufficient condition under which a transition function is a dual for some stochastically monotone q-function is given in terms of, again, its density q-matrix. Finally, for a class of q-matrices, the necessary and sufficient condition for a transition function to be a Feller–Reuter–Riley transition function is also given.

Existence, uniqueness and constructions for stochastically monotone Q-processes

The key problems in discussing duality and monotonicity for continuous-time Markov chains are to find conditions for existence and uniqueness and then to construct corresponding processes in terms of infinitesimal characteristics, i.e., q-matrices. Such problems are solved in this paper under the assumption that the given q-matrix is conservative. Some general properties of stochastically monotone Q-process ( Q is not necessarily conservative) are also discussed.

Eigenvalues of the time-delay matrix in overlapping resonances

We discuss the properties of the lifetime or the time-delay matrix Q(E) for multichannel scattering, which is related to the scattering matrix S(E) by Q = i?S(dS†/dE). For two overlapping resonances occurring at energies E with widths G(? = 1, 2), with an energy-independent background, only two eigenvalues of Q(E) are proved to be different from zero and to show typical avoided-crossing behaviour. These eigenvalues are expressible in terms of the four resonance parameters (E , G) and a parameter representing the strength of the interaction of the resonances. An example of the strong and weak interaction in an overlapping double resonance is presented for the positronium negative ion. When more than two resonances overlap (? = 1, ..., N), no simple representation of each eigenvalue has been found. However, the formula for the trace of the Q-matrix leads to the expression d(E) = -?arctan[(G/2)/(E - E)] + d(E) for the eigenphase sum d(E) and the background eigenphase sum d(E), in agreement with the known form of the state density. The formulae presented in this paper are useful in a parameter fitting of overlapping resonances. © 2006 IOP Publishing Ltd.

Validation of the Item-Attribute Matrix in TIMSS-Mathematics Using Multiple Regression and the LSDM

The purposes of this study were (1) to validate of the item-attribute matrix using two levels of attributes (Level 1 attributes and Level 2 sub-attributes), and (2) through retrofitting the diagnostic models to the mathematics test of the Trends in International Mathematics and Science Study (TIMSS), to evaluate the construct validity of TIMSS mathematics assessment by comparing the results of two assessment booklets. Item data were extracted from Booklets 2 and 3 for the 8th grade in TIMSS 2007, which included a total of 49 mathematics items and every student's response to every item. The study developed three categories of attributes at two levels: content, cognitive process (TIMSS or new), and comprehensive cognitive process (or IT) based on the TIMSS assessment framework, cognitive procedures, and item type. At level one, there were 4 content attributes (number, algebra, geometry, and data and chance), 3 TIMSS process attributes (knowing, applying, and reasoning), and 4 new process attributes (identifying, computing, judging, and reasoning). At level two, the level 1 attributes were further divided into 32 sub-attributes. There was only one level of IT attributes (multiple steps/responses, complexity, and constructed-response). Twelve Q-matrices (4 originally specified, 4 random, and 4 revised) were investigated with eleven Q-matrix models (QM1 ~ QM11) using multiple regression and the least squares distance method (LSDM). Comprehensive analyses indicated that the proposed Q-matrices explained most of the variance in item difficulty (i.e., 64% to 81%). The cognitive process attributes contributed to the item difficulties more than the content attributes, and the IT attributes contributed much more than both the content and process attributes. The new retrofitted process attributes explained the items better than the TIMSS process attributes. Results generated from the level 1 attributes and the level 2 attributes were consistent. Most attributes could be used to recover students' performance, but some attributes' probabilities showed unreasonable patterns. The analysis approaches could not demonstrate if the same construct validity was supported across booklets. The proposed attributes and Q-matrices explained the items of Booklet 2 better than the items of Booklet 3. The specified Q-matrices explained the items better than the random Q-matrices.

Existence and uniqueness of Q-processes with a given finite μ-invariant measure

Let Q be a stable and conservative Q-matrix over a countable state space S consisting of an irreducible class C and a single absorbing state 0 that is accessible from C. Suppose that Q admits a finite mu-subinvariant measure in on C. We derive necessary and sufficient conditions for there to exist a Q-process for which m is mu-invariant on C, as well as a necessary condition for the uniqueness of such a process.

On the existence of uni-instantaneous Q-processes with a given finite mu-invariant measure

Let S be a countable set and let Q = (q(ij), i, j is an element of S) be a conservative q-matrix over S with a single instantaneous state b. Suppose that we are given a real number mu >= 0 and a strictly positive probability measure m = (m(j), j is an element of S) such that Sigma(i is an element of S) m(i)q(ij) = -mu m(j), j 0 b. We prove that there exists a Q-process P(t) = (p(ij) (t), i, j E S) for which m is a mu-invariant measure, that is Sigma(i is an element of s) m(i)p(ij)(t) = e(-mu t)m(j), j is an element of S. We illustrate our results with reference to the Kolmogorov 'K 1' chain and a birth-death process with catastrophes and instantaneous resurrection.

An Optimal g-Guidance Scheme for Satellite Launch Vehicles

A closed-loop steering logic based on an optimal (2-guidance is developed here. The guidance system drives the satellite launch vehicle along a two- or three- dimensional trajectory for placing the payload into a specified circular orbit. The modified g-guidance algorithm makes use of the optimal required velocity vector, which minimizes the total impulse needed for an equivalent two-impluse transfer from the present state to the final orbit. The required velocity vector is defined as velocity of the vehicle on the hypothetical transfer orbit immediately after the application of the first impulse. For this optimal transfer orbit, a simple and elegant expression for the Q-matrix is derived. A working principle for the guidance algorithm in terms of the major and minor cycles, and also for the generation of the steering command, is outlined.

Applications of Feller-Reuter-Riley transition functions

A Feller–Reuter–Riley function is a Markov transition function whose corresponding semigroup maps the set of the real-valued continuous functions vanishing at infinity into itself. The aim of this paper is to investigate applications of such functions in the dual problem, Markov branching processes, and the Williams-matrix. The remarkable property of a Feller–Reuter–Riley function is that it is a Feller minimal transition function with a stable q-matrix. By using this property we are able to prove that, in the theory of branching processes, the branching property is equivalent to the requirement that the corresponding transition function satisfies the Kolmogorov forward equations associated with a stable q-matrix. It follows that the probabilistic definition and the analytic definition for Markov branching processes are actually equivalent. Also, by using this property, together with the Resolvent Decomposition Theorem, a simple analytical proof of the Williams' existence theorem with respect to the Williams-matrix is obtained. The close link between the dual problem and the Feller–Reuter–Riley transition functions is revealed. It enables us to prove that a dual transition function must satisfy the Kolmogorov forward equations. A necessary and sufficient condition for a dual transition function satisfying the Kolmogorov backward equations is also provided.