Ergodicidade em cadeias de Markov não-homogêneas e cadeias de Markov com transições raras

The central objective of a study Non-Homogeneous Markov Chains is the concept of weak and strong ergodicity. A chain is weak ergodic if the dependence on the initial distribution vanishes with time, and it is strong ergodic if it is weak ergodic and converges in distribution. Most theoretical results on strong ergodicity assume some knowledge of the limit behavior of the stationary distributions. In this work, we collect some general results on weak and strong ergodicity for chains with space enumerable states, and also study the asymptotic behavior of the stationary distributions of a particular type of Markov Chains with finite state space, called Markov Chains with Rare Transitions

Suspensões de Poisson, ergodicidade e o teorema central do limite

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Conceitos e técnicas da mecânica estatística e termodinâmica aplicados ao estudo dos grafos aleatórios

This dissertation briefly presents the random graphs and the main quantities calculated from them. At the same time, basic thermodynamics quantities such as energy and temperature are associated with some of their characteristics. Approaches commonly used in Statistical Mechanics are employed and rules that describe a time evolution for the graphs are proposed in order to study their ergodicity and a possible thermal equilibrium between them

Caracterização do processo de gelificação de soluções quitosana utilizando reometria e espalhamento dinâmico da luz

Gels consist of soft materials with vast use in several activities, such as in pharmaceutical industry, food science, and coatings/textile applications. In order to obtain these materials, the process of gelification, that can be physical (based on physical interactions) and/or chemical (based on covalent crosslinking), has to be carried out. In this work we used dynamic light scattering (DLS) and rheometry to monitor the covalent gelification of chitosan solutions by glutaraldehyde. Intensity correlation function (ICF) data was obtained from DLS and the exponential stretched Kohrausch-William-Watts function (KWW) was fitted to them. The parameters of the KWW equation, β, Γ and C were evaluated. These methods were effective in clarifying the process of sol-gel transition, with the emergence of non-ergodicity, and determining the range of gelation observed in about 10-20 minutes. The dependence between apparent viscosity on reaction time was used to support the discussion proposed.

Estimador do Tipo Núcleo para Densidades Limites de Cadeias de Markov com Espaço de Estados Geral

In this work we studied the consistency for a class of kernel estimates of f f (.) in the Markov chains with general state space E C Rd case. This study is divided into two parts: In the first one f (.) is a stationary density of the chain, and in the second one f (x) v (dx) is the limit distribution of a geometrically ergodic chain

Sistemas dinâmicos e substituições

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)