Bootstrap percolation on homogeneous trees has 2 phase transitions

We study the threshold theta bootstrap percolation model on the homogeneous tree with degree b + 1, 2 <= theta <= b, and initial density p. It is known that there exists a nontrivial critical value for p, which we call p(f), such that a) for p > p(f), the final bootstrapped configuration is fully occupied for almost every initial configuration, and b) if p < p(f) , then for almost every initial configuration, the final bootstrapped configuration has density of occupied vertices less than 1. In this paper, we establish the existence of a distinct critical value for p, p(c), such that 0 < p(c) < p(f), with the following properties: 1) if p <= p(c), then for almost every initial configuration there is no infinite cluster of occupied vertices in the final bootstrapped configuration; 2) if p > p(c), then for almost every initial configuration there are infinite clusters of occupied vertices in the final bootstrapped configuration. Moreover, we show that 3) for p < p(c), the distribution of the occupied cluster size in the final bootstrapped configuration has an exponential tail; 4) at p = p(c), the expected occupied cluster size in the final bootstrapped configuration is infinite; 5) the probability of percolation of occupied vertices in the final bootstrapped configuration is continuous on [0, p(f)] and analytic on (p(c), p(f) ), admitting an analytic continuation from the right at p (c) and, only in the case theta = b, also from the left at p(f).

Precision of distances and ordering of microsatellite markers in consensus linkage maps of chromosomes 1, 3 and 4 from two reciprocal chicken populations using bootstrap sampling

Some factors complicate comparisons between linkage maps from different studies. This problem can be resolved if measures of precision, such as confidence intervals and frequency distributions, are associated with markers. We examined the precision of distances and ordering of microsatellite markers in the consensus linkage maps of chromosomes 1, 3 and 4 from two F 2 reciprocal Brazilian chicken populations, using bootstrap sampling. Single and consensus maps were constructed. The consensus map was compared with the International Consensus Linkage Map and with the whole genome sequence. Some loci showed segregation distortion and missing data, but this did not affect the analyses negatively. Several inversions and position shifts were detected, based on 95% confidence intervals and frequency distributions of loci. Some discrepancies in distances between loci and in ordering were due to chance, whereas others could be attributed to other effects, including reciprocal crosses, sampling error of the founder animals from the two populations, F(2) population structure, number of and distance between microsatellite markers, number of informative meioses, loci segregation patterns, and sex. In the Brazilian consensus GGA1, locus LEI1038 was in a position closer to the true genome sequence than in the International Consensus Map, whereas for GGA3 and GGA4, no such differences were found. Extending these analyses to the remaining chromosomes should facilitate comparisons and the integration of several available genetic maps, allowing meta-analyses for map construction and quantitative trait loci (QTL) mapping. The precision of the estimates of QTL positions and their effects would be increased with such information.

An investigation of localised soil heterogeneities on solute transport using a multisegment percolation system

A multisegment percolation system (MSPS) consisting of 25 individual collection wells was constructed to study the effects of localised soil heterogeneities on the transport of solutes in the vadose zone. In particular, this paper discusses the transport of water and nutrients (NO3-, Cl-, PO43-) through structurally stable, free-draining agricultural soil from Victoria, Australia. A solution of nutrients was irrigated onto the surface of a large undisturbed soil core over a 12-h period. This was followed by a continuous irrigation of distilled water at a fate which did not cause pending for a further 18 days. During this time, the volume of leachate and the concentration of nutrients in the leachate of each well were measured. Very significant variation in drainage patterns across a small spatial scale was observed. Leaching of nitrate-nitrogen and chloride from the core occurred two days after initial application. However, less than 1% of the total applied phosphate-phosphorus leached from the soil during the 18-day experiment, indicating strong adsorption. Our experiments indicate considerable heterogeneity in water flow patterns and solute leaching on a small spatial scale. These results have significant ramifications for modelling solute transport and predicting nutrient loadings on a larger scale.

A mathematical model for estimating the extent of solute- and water-flux heterogeneity in multiple sample percolation experiments

Multiple sampling is widely used in vadose zone percolation experiments to investigate the extent in which soil structure heterogeneities influence the spatial and temporal distributions of water and solutes. In this note, a simple, robust, mathematical model, based on the beta-statistical distribution, is proposed as a method of quantifying the magnitude of heterogeneity in such experiments. The model relies on fitting two parameters, alpha and zeta to the cumulative elution curves generated in multiple-sample percolation experiments. The model does not require knowledge of the soil structure. A homogeneous or uniform distribution of a solute and/or soil-water is indicated by alpha = zeta = 1, Using these parameters, a heterogeneity index (HI) is defined as root 3 times the ratio of the standard deviation and mean. Uniform or homogeneous flow of water or solutes is indicated by HI = 1 and heterogeneity is indicated by HI > 1. A large value for this index may indicate preferential flow. The heterogeneity index relies only on knowledge of the elution curves generated from multiple sample percolation experiments and is, therefore, easily calculated. The index may also be used to describe and compare the differences in solute and soil-water percolation from different experiments. The use of this index is discussed for several different leaching experiments. (C) 1999 Elsevier Science B.V. All rights reserved.

Unsaturated liquid percolation flow through nonwetted packed beds

The unsaturated flow of liquid through packed beds of large particles was studied using six different liquids, all with contact angles greater than 90degrees on the bed packing (wax spheres of 9, 15 and 19.4 mm diameter). The liquid flow was discrete in nature, as drops for low flow rates and rivulets for high flow rates. For unsaturated liquid flows, the actual percolation velocity, not superficial velocity, should be used to characterize the flow. The percolation velocity did not vary with packed-bed depth, but was a strong function of liquid flow rate, liquid and particle properties. Effects of liquid and particle properties (but not flow rate) are well captured by a simple correlation between the liquid-particle friction factor and Reynolds number based on actual percolation velocities. Liquid dispersion, characterized by the maximum dispersion angle, varies significantly with liquid and particle properties. The tentative correlation suggested here needs further validation for a wider range of conditions.

Percolation Phenomena in Micropore Adsorption: Influence on Single and Multicomponent Adsorption Equilibria

A novel and simple method for determination of micropore network connectivity of activated carbon using liquid phase adsorption is presented in this paper. The method is applied to three different commercial carbons with eight different liquid phase adsorptives as probes. The effect of the pore network connectivity on the prediction of multicomponent adsorption equilibria was also studied. For this purpose, the Ideal Adsorbed Solution Theory (IAST) was used in conjuction with the modified DR single component isotherm. The results of comparison with experimental data show that incorporation of the connectivity, and consideration of percolation processes associated with the different molecular sizes of the adsorptives in the mixture, can improve the performance of the IAST in predicting multicomponent adsorption equilibria.

Equilibrium self-assembly of colloids with distinct interaction sites: Thermodynamics, percolation, and cluster distribution functions

We calculate the equilibrium thermodynamic properties, percolation threshold, and cluster distribution functions for a model of associating colloids, which consists of hard spherical particles having on their surfaces three short-ranged attractive sites (sticky spots) of two different types, A and B. The thermodynamic properties are calculated using Wertheim's perturbation theory of associating fluids. This also allows us to find the onset of self-assembly, which can be quantified by the maxima of the specific heat at constant volume. The percolation threshold is derived, under the no-loop assumption, for the correlated bond model: In all cases it is two percolated phases that become identical at a critical point, when one exists. Finally, the cluster size distributions are calculated by mapping the model onto an effective model, characterized by a-state-dependent-functionality (f) over bar and unique bonding probability (p) over bar. The mapping is based on the asymptotic limit of the cluster distributions functions of the generic model and the effective parameters are defined through the requirement that the equilibrium cluster distributions of the true and effective models have the same number-averaged and weight-averaged sizes at all densities and temperatures. We also study the model numerically in the case where BB interactions are missing. In this limit, AB bonds either provide branching between A-chains (Y-junctions) if epsilon(AB)/epsilon(AA) is small, or drive the formation of a hyperbranched polymer if epsilon(AB)/epsilon(AA) is large. We find that the theoretical predictions describe quite accurately the numerical data, especially in the region where Y-junctions are present. There is fairly good agreement between theoretical and numerical results both for the thermodynamic (number of bonds and phase coexistence) and the connectivity properties of the model (cluster size distributions and percolation locus).

Percolation of colloids with distinct interaction sites

We generalize the Flory-Stockmayer theory of percolation to a model of associating (patchy) colloids, which consists of hard spherical particles, having on their surfaces f short-ranged-attractive sites of m different types. These sites can form bonds between particles and thus promote self-assembly. It is shown that the percolation threshold is given in terms of the eigenvalues of a m x m matrix, which describes the recursive relations for the number of bonded particles on the ith level of a cluster with no loops; percolation occurs when the largest of these eigenvalues equals unity. Expressions for the probability that a particle is not bonded to the giant cluster, for the average cluster size and the average size of a cluster to which a randomly chosen particle belongs, are also derived. Explicit results for these quantities are computed for the case f = 3 and m = 2. We show how these structural properties are related to the thermodynamics of the associating system by regarding bond formation as a (equilibrium) chemical reaction. This solution of the percolation problem, combined with Wertheim's thermodynamic first-order perturbation theory, allows the investigation of the interplay between phase behavior and cluster formation for general models of patchy colloids.

Método de Bootstrap e teoria da credibilidade na estimativa das provisões para sinistros

Dissertação para obtenção do Grau de Mestre em Matemática e Aplicações, no ramo Actuariado, Estatística e Investigação Operacional

Dealing with frame imperfections in a business survey: an empirical study using without replacement bootstrap

This paper approaches issues related to frame problems and nonresponse in surveys. These nonsampling errors affect the accuracy of the estimates whereas the estimators became biased and less precise. We analyse some estimation methods that deal with those problems and give an especial focus to post-stratification procedures.

Bootstrap performance profiles in stochastic algorithms assessment

Optimization with stochastic algorithms has become a relevant research field. Due to its stochastic nature, its assessment is not straightforward and involves integrating accuracy and precision. Performance profiles for the mean do not show the trade-off between accuracy and precision, and parametric stochastic profiles require strong distributional assumptions and are limited to the mean performance for a large number of runs. In this work, bootstrap performance profiles are used to compare stochastic algorithms for different statistics. This technique allows the estimation of the sampling distribution of almost any statistic even with small samples. Multiple comparison profiles are presented for more than two algorithms. The advantages and drawbacks of each assessment methodology are discussed.

Forecasting time series combining Holt-Winters and bootstrap approaches

Publicado em "AIP Conference Proceedings", Vol. 1648

A metodologia Bootstrap associada ao método de Holt-Winters na previsão de séries temporais

Os métodos de alisamento exponencial são muito utilizados na modelação e previsão de séries temporais, devido à sua versatilidade e opção de modelos que integram. Na estatística computacional, a metodologia Bootstrap é muito aplicada em inferência estatística no âmbito de séries temporais. Este estudo teve como principal objectivo analisar o desempenho do método de Holt-Winters associado à metodologia Bootstrap, como um processo alternativo na modelação e previsão de séries temporais.

A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates

This paper proposes a bootstrap artificial neural network based panel unit root test in a dynamic heterogeneous panel context. An application to a panel of bilateral real exchange rate series with the US Dollar from the 20 major OECD countries is provided to investigate the Purchase Power Parity (PPP). The combination of neural network and bootstrapping significantly changes the findings of the economic study in favour of PPP.