Subgeometric rates of convergence for a class of continuous-time Markov process

Let (Phi(t))(t is an element of R+) be a Harris ergodic continuous-time Markov process on a general state space, with invariant probability measure pi. We investigate the rates of convergence of the transition function P-t(x, (.)) to pi; specifically, we find conditions under which r(t) vertical bar vertical bar P-t (x, (.)) - pi vertical bar vertical bar -> 0 as t -> infinity, for suitable subgeometric rate functions r(t), where vertical bar vertical bar - vertical bar vertical bar denotes the usual total variation norm for a signed measure. We derive sufficient conditions for the convergence to hold, in terms of the existence of suitable points on which the first hitting time moments are bounded. In particular, for stochastically ordered Markov processes, explicit bounds on subgeometric rates of convergence are obtained. These results are illustrated in several examples.

On the Moving Boundary Hitting Probability for the Brownian Motion

2000 Mathematics Subject Classification: 60J65.

Developing the follow-up schedules for women with breast cancer

Background: The follow-up care for women with breast cancer requires an understanding of disease recurrence patterns and the follow-up visit schedule should be determined according to the times when the recurrence are most likely to occur, so that preventive measure can be taken to avoid or minimize the recurrence. Objective: To model breast cancer recurrence through stochastic process with an aim to generate a hazard function for determining a follow-up schedule. Methods: We modeled the process of disease progression as the time transformed Weiner process and the first-hitting-time was used as an approximation of the true failure time. The women's "recurrence-free survival time" or a "not having the recurrence event" is modeled by the time it takes Weiner process to cross a threshold value which represents a woman experiences breast cancer recurrence event. We explored threshold regression model which takes account of covariates that contributed to the prognosis of breast cancer following development of the first-hitting time model. Using real data from SEER-Medicare, we proposed models of follow-up visits schedule on the basis of constant probability of disease recurrence between consecutive visits. Results: We demonstrated that the threshold regression based on first-hitting-time modeling approach can provide useful predictive information about breast cancer recurrence. Our results suggest the surveillance and follow-up schedule can be determined for women based on their prognostic factors such as tumor stage and others. Women with early stage of disease may be seen less frequently for follow-up visits than those women with locally advanced stages. Our results from SEER-Medicare data support the idea of risk-controlled follow-up strategies for groups of women. Conclusion: The methodology we proposed in this study allows one to determine individual follow-up scheduling based on a parametric hazard function that incorporates known prognostic factors.^

Extinction times for a general birth, death and catastrophe process

The birth, death and catastrophe process is an extension of the birth-death process that incorporates the possibility of reductions in population of arbitrary size. We will consider a general form of this model in which the transition rates are allowed to depend on the current population size in an arbitrary manner. The linear case, where the transition rates are proportional to current population size, has been studied extensively. In particular, extinction probabilities, the expected time to extinction, and the distribution of the population size conditional on nonextinction (the quasi-stationary distribution) have all been evaluated explicitly. However, whilst these characteristics are of interest in the modelling and management of populations, processes with linear rate coefficients represent only a very limited class of models. We address this limitation by allowing for a wider range of catastrophic events. Despite this generalisation, explicit expressions can still be found for the expected extinction times.

Approximating persistence in a general class of population processes

We provide a general framework for estimating persistence in populations which may be affected by catastrophic events, and which are either unbounded or have very large ceilings. We model the population using a birth-death process modified to allow for downward jumps of arbitrary size. For such processes, it is typically necessary to truncate the process in order to make the evaluation of expected extinction times (and higher-order moments) computationally feasible. Hence, we give particular attention to the selection of a cut-off point at which to truncate the process, and we present a simple method for obtaining quantitative indicators of the suitability of a chosen cut-off. (c) 2005 Elsevier Inc. All rights reserved.

Quantum ricochets: surface capture, release and energy loss of fast ions hitting a polar surface at grazing incidence

A diffraction mechanism is proposed for the capture, multiple bouncing and final escape of a fast ion (keV) impinging on the surface of a polarizable material at grazing incidence. Capture and escape are effected by elastic quantum diffraction consisting of the exchange of a parallel surface wave vector G= 2p/ a between the ion parallel momentum and the surface periodic potential of period a. Diffraction- assisted capture becomes possible for glancing angles F smaller than a critical value given by Fc 2- 2./ a-| Vim|/ E, where E is the kinetic energy of the ion,. = h/ Mv its de Broglie wavelength and Vim its average electronic image potential at the distance from the surface where diffraction takes place. For F< Fc, the ion can fall into a selected capture state in the quasi- continuous spectrum of its image potential and execute one or several ricochets before being released by the time reversed diffraction process. The capture, ricochet and escape are accompanied by a large, periodic energy loss of several tens of eV in the forward motion caused by the coherent emission of a giant number of quanta h. of Fuchs- Kliewer surface phonons characteristic of the polar material. An analytical calculation of the energy loss spectrum, based on the proposed diffraction process and using a model ion-phonon coupling developed earlier (Lucas et al 2013 J. Phys.: Condens. Matter 25 355009), is presented, which fully explains the experimental spectrum of Villette et al (2000 Phys. Rev. Lett. 85 3137) for Ne+ ions ricocheting on a LiF(001) surface.

A dynamical neural network for hitting an approaching object

Besides making contact with an approaching ball at the proper place and time, hitting requires control of the effector velocity at contact. A dynamical neural network for the planning of hitting movements was derived in order to account for both these requirements. The model in question implements continuous required velocity control by extending the Vector Integration To Endpoint model while providing explicit control of effector velocity at interception. It was shown that the planned movement trajectories generated by the model agreed qualitatively with the kinematics of hitting movements as observed in two recent experiments. Outstanding features of this comparison concerned the timing and amplitude of the empirical backswing movements, which were largely consistent with the predictions from the model. Several theoretical implications as well as the informational basis and possible neural underpinnings of the model were discussed.

The accuracy of interceptive action in time and space

Hitting a moving target demands that movement is both spatially and temporally accurate. Recent experiments have begun to reveal how performance of such actions depends on the spatial and temporal accuracy requirements of the task. The results suggest a simple strategy for achieving spatiotemporal accuracy using brief, high-speed movements.

Detailed analysis of a conservative difference approximation for the time fractional diffusion equation

Diffusion equations that use time fractional derivatives are attractive because they describe a wealth of problems involving non-Markovian Random walks. The time fractional diffusion equation (TFDE) is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order α ∈ (0, 1). Developing numerical methods for solving fractional partial differential equations is a new research field and the theoretical analysis of the numerical methods associated with them is not fully developed. In this paper an explicit conservative difference approximation (ECDA) for TFDE is proposed. We give a detailed analysis for this ECDA and generate discrete models of random walk suitable for simulating random variables whose spatial probability density evolves in time according to this fractional diffusion equation. The stability and convergence of the ECDA for TFDE in a bounded domain are discussed. Finally, some numerical examples are presented to show the application of the present technique.

Determination of preventive maintenance lead time using hybrid analysis

The time for conducting Preventive Maintenance (PM) on an asset is often determined using a predefined alarm limit based on trends of a hazard function. In this paper, the authors propose using both hazard and reliability functions to improve the accuracy of the prediction particularly when the failure characteristic of the asset whole life is modelled using different failure distributions for the different stages of the life of the asset. The proposed method is validated using simulations and case studies.