Multi-state-choice automata model for expedient learning in random environment

A new automata model Mr,k, with a conceptually significant innovation in the form of multi-state alternatives at each instance, is proposed in this study. Computer simulations of the Mr,k, model in the context of feature selection in an unsupervised environment has demonstrated the superiority of the model over similar models without this multi-state-choice innovation.

On slowdown and speedup of transient random walks in random environment

We consider one-dimensional random walks in random environment which are transient to the right. Our main interest is in the study of the sub-ballistic regime, where at time n the particle is typically at a distance of order O(n (kappa) ) from the origin, kappa is an element of (0, 1). We investigate the probabilities of moderate deviations from this behaviour. Specifically, we are interested in quenched and annealed probabilities of slowdown (at time n, the particle is at a distance of order O (n (nu 0)) from the origin, nu(0) is an element of (0, kappa)), and speedup (at time n, the particle is at a distance of order n (nu 1) from the origin , nu(1) is an element of (kappa, 1)), for the current location of the particle and for the hitting times. Also, we study probabilities of backtracking: at time n, the particle is located around (-n (nu) ), thus making an unusual excursion to the left. For the slowdown, our results are valid in the ballistic case as well.

Branching Processes in Autoregressive Random Environment

2000 Mathematics Subject Classification: 60J80, 60K05.

On the recurrence of random walks in Lévy random environments

This thesis investigates one-dimensional random walks in random environment whose transition probabilities might have an infinite variance. The ergodicity of the dynamical system ''from the point of view of the particle'' is proved under the assumptions of transitivity and existence of an absolutely continuous steady state on the space of the environments. We show that, if the average of the local drift over the environments is summable and null, then the RWRE is recurrent. We provide an example satisfying all the hypotheses.

A risk model with an observer in a Markov environment

We consider a spectrally-negative Markov additive process as a model of a risk process in a random environment. Following recent interest in alternative ruin concepts, we assume that ruin occurs when an independent Poissonian observer sees the process as negative, where the observation rate may depend on the state of the environment. Using an approximation argument and spectral theory, we establish an explicit formula for the resulting survival probabilities in this general setting. We also discuss an efficient evaluation of the involved quantities and provide a numerical illustration.

Asymptotic behavior of a hierarchical system of learning automata

Learning automata arranged in a two-level hierarchy are considered. The automata operate in a stationary random environment and update their action probabilities according to the linear-reward- -penalty algorithm at each level. Unlike some hierarchical systems previously proposed, no information transfer exists from one level to another, and yet the hierarchy possesses good convergence properties. Using weak-convergence concepts it is shown that for large time and small values of parameters in the algorithm, the evolution of the optimal path probability can be represented by a diffusion whose parameters can be computed explicitly.

A Hierarchical System of Learning Automata

A learning automaton operating in a random environment updates its action probabilities on the basis of the reactions of the environment, so that asymptotically it chooses the optimal action. When the number of actions is large the automaton becomes slow because there are too many updatings to be made at each instant. A hierarchical system of such automata with assured c-optimality is suggested to overcome that problem.The learning algorithm for the hierarchical system turns out to be a simple modification of the absolutely expedient algorithm known in the literature. The parameters of the algorithm at each level in the hierarchy depend only on the parameters and the action probabilities of the previous level. It follows that to minimize the number of updatings per cycle each automaton in the hierarchy need have only two or three actions.

A cooperative game of a pair of learning automata

A cooperative game played in a sequential manner by a pair of learning automata is investigated in this paper. The automata operate in an unknown random environment which gives a common pay-off to the automata. Necessary and sufficient conditions on the functions in the reinforcement scheme are given for absolute monotonicity which enables the expected pay-off to be monotonically increasing in any arbitrary environment. As each participating automaton operates with no information regarding the other partner, the results of the paper are relevant to decentralized control.

Optimal non-linear reinforcement schemes for stochastic automata

Two optimal non-linear reinforcement schemes—the Reward-Inaction and the Penalty-Inaction—for the two-state automaton functioning in a stationary random environment are considered. Very simple conditions of symmetry of the non-linear function figuring in the reinforcement scheme are shown to be necessary and sufficient for optimality. General expressions for the variance and rate of learning are derived. These schemes are compared with the already existing optimal linear schemes in the light of average variance and average rate of learning.

An Estimator Algorithm For Learning Automata With Changing Number Of Actions

In many problems of decision making under uncertainty the system has to acquire knowledge of its environment and learn the optimal decision through its experience. Such problems may also involve the system having to arrive at the globally optimal decision, when at each instant only a subset of the entire set of possible alternatives is available. These problems can be successfully modelled and analysed by learning automata. In this paper an estimator learning algorithm, which maintains estimates of the reward characteristics of the random environment, is presented for an automaton with changing number of actions. A learning automaton using the new scheme is shown to be e-optimal. The simulation results demonstrate the fast convergence properties of the new algorithm. The results of this study can be extended to the design of other types of estimator algorithms with good convergence properties.

The number of open paths in an oriented rho-percolation model

We study the asymptotic properties of the number of open paths of length n in an oriented rho-percolation model. We show that this number is e(n alpha(rho)(1+o(1))) as n ->infinity. The exponent alpha is deterministic, it can be expressed in terms of the free energy of a polymer model, and it can be explicitly computed in some range of the parameters. Moreover, in a restricted range of the parameters, we even show that the number of such paths is n(-1/2)We (n alpha(rho))(1+o(1)) for some nondegenerate random variable W. We build on connections with the model of directed polymers in random environment, and we use techniques and results developed in this context.

A study of the dynamics of quantum correlations

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Evolution of the structural and fracture design of the ISS payloads due to the new launchers, specifically applied to Biolab IEC-2 projects

The relatively young discipline of astronautics represents one of the scientifically most fascinating and technologically advanced achievements of our time. The human exploration in space does not offer only extraordinary research possibilities but also demands high requirements from man and technology. The space environment provides a lot of attractive experimental tools towards the understanding of fundamental mechanism in natural sciences. It has been shown that especially reduced gravity and elevated radiation, two distinctive factors in space, influence the behavior of biological systems significantly. For this reason one of the key objectives on board of an earth orbiting laboratory is the research in the field of life sciences, covering the broad range from botany, human physiology and crew health up to biotechnology. The Columbus Module is the only European low gravity platform that allows researchers to perform ambitious experiments in a continuous time frame up to several months. Biolab is part of the initial outfitting of the Columbus Laboratory; it is a multi-user facility supporting research in the field of biology, e.g. effect of microgravity and space radiation on cell cultures, micro-organisms, small plants and small invertebrates. The Biolab IEC are projects designed to work in the automatic part of Biolab. In this moment in the TO-53 department of Airbus Defence & Space (formerly Astrium) there are two experiments that are in phase C/D of the development and they are the subject of this thesis: CELLRAD and CYTOSKELETON. They will be launched in soft configuration, that means packed inside a block of foam that has the task to reduce the launch loads on the payload. Until 10 years ago the payloads which were launched in soft configuration were supposed to be structural safe by themselves and a specific structural analysis could be waived on them; with the opening of the launchers market to private companies (that are not under the direct control of the international space agencies), the requirements on the verifications of payloads are changed and they have become much more conservative. In 2012 a new random environment has been introduced due to the new Space-X launch specification that results to be particularly challenging for the soft launched payloads. The last ESA specification requires to perform structural analysis on the payload for combined loads (random vibration, quasi-steady acceleration and pressure). The aim of this thesis is to create FEM models able to reproduce the launch configuration and to verify that all the margins of safety are positive and to show how they change because of the new Space-X random environment. In case the results are negative, improved design solution are implemented. Based on the FEM result a study of the joins has been carried out and, when needed, a crack growth analysis has been performed.

Modelos estocásticos de crescimento individual e desenvolvimento de software de estimação e previsão

Os modelos de crescimento individual são geralmente adaptações de modelos de crescimento de populações. Inicialmente estes modelos eram apenas determinísticos, isto é, não incorporavam as flutuações aleatórias do ambiente. Com o desenvolvimento da teoria do cálculo estocástico podemos adicionar um termo estocástico, que representa a aleatoriedade ambiental que influencia o processo em estudo. Actualmente, o estudo do crescimento individual em ambiente aleatório é cada vez mais importante, não apenas pela vertente financeira, mas também devido às suas aplicações nas áreas da saúde e da pecuária, entre outras. Problemas como o ajustamento de modelos de crescimento individual, estimação de parâmetros e previsão de tamanhos futuros são tratados neste trabalho. São apresentadas novas aplicações do modelo estocástico monomolecular generalizado e um novo software de aplicação deste e de outros modelos. ABSTRACT: Individual growth models are usually adaptations of growth population models. Initially these models were only deterministic, that is, they did not incorporate the random fluctuations of the environment. With the development of the theory of stochastic calculus, we can add a stochastic term that represents the random environmental influences in the process under study. Currently, the study of individual growth in a random environment is increasingly important, not only by the financial scope but also because of its applications in health care and livestock production, among others. Problems such as adjustment of an individual growth model, estimation of parameters and prediction of future sizes are treated in this work. New applications of the generalized stochastic monomolecular model and a new software applied to this and other models are presented.

Variations in MIMO-OFDM channel capacity due to random human movement in an indoor environment

Channel measurements and simulations have been carried out to observe the effects of pedestrian movement on multiple-input multiple-output orthogonal frequency division multiplexing (MIMO-OFDM) channel capacity. An in-house built MIMO-OFDM packet transmission demonstrator equipped with four transmitters and four receivers has been utilized to perform channel measurements at 5.2 GHz. Variations in the channel capacity dynamic range have been analysed for 1 to 10 pedestrians and different antenna arrays (2 × 2, 3 × 3 and 4 × 4). Results show a predicted 5.5 bits/s/Hz and a measured 1.5 bits/s/Hz increment in the capacity dynamic range with the number of pedestrian and the number of antennas in the transmitter and receiver array.