The Smoluchowski limit for a simple mechanical model

We consider a vertical stick constantly accelerated along thex-axis by a forceF and which elastically collides with point particles of the same mass (atoms). The atoms are initially Poisson distributed and are allowed to have four velocities only. It is shown that under suitable scaling of the system the displacementQ(t) of the stick satisfies a nontrivial CLT:Q(t)=vFt+D ^1/2 W(t) (Smoluchowski equation), where the values ofv andD depend on the fact that one atom may collide several times.     

Skorokhod decomposition of reflected diffusions on bounded Lipschitz domains with singular non-reflection part

Let be a compact set with interior G. Let L ¹ (G,dx), >0 dx-a.e. on G, and m:=dx. Let A=(a _ij ) be symmetric, and globally uniformly strictly elliptic on G. Let be such that ; f, , is closable in L ² (G,m) with closure ( ^r ,D( ^r )). The latter is fulfilled if satisfies the Hamza type condition, or _i L ¹ _loc (G,dx), 1id. Conservative, non-symmetric diffusion processes X _t related to the extension of a generalized Dirichlet form where satisfies are constructed and analyzed. If G is a bounded Lipschitz domain, H ^1,1 (G), and a _ij D( ^r ), a Skorokhod decomposition for X _t is given. This happens through a local time that is uniquely associated to the smooth measure 1_{{ Tr ()>0}} d, where Tr denotes the trace and the surface measure on G.This research has been financially supported by TMR grant HPMF-CT-2000-00942 of the European Union. Mathematics Subject Classification (2000): 60J60, 60J55, 31C15, 31C25, 35J25     

Stability and Attraction to Normality for Lévy Processes at Zero and at Infinity

We prove some limiting results for a Lévy process X _t as t0 or t, with a view to their ultimate application in boundary crossing problems for continuous time processes. In the present paper we are mostly concerned with ideas related to relative stability and attraction to the normal distribution on the one hand and divergence to large values of the Lévy process on the other. The aim is to find analytical conditions for these kinds of behaviour which are in terms of the characteristics of the process, rather than its distribution. Some surprising results occur, especially for the case t0; for example, we may have X _t /t ^P + (t0) (weak divergence to +), whereas X _t /t a.s. (t0) is impossible (both are possible when t), and the former can occur when the negative Lévy spectral component dominates the positive, in a certain sense. Almost sure stability of X _t , i.e., X _t tending to a nonzero constant a.s. as t or as t0, after normalisation by a non-stochastic measurable function, reduces to the same type of convergence but with normalisation by t, thus is equivalent to strong law behaviour. Boundary crossing problems which are amenable to the methods we develop arise in areas such as sequential analysis and option pricing problems in finance.     

Fuzzy Markov Chains and Decision-Making

Decision-making in an environment of uncertainty and imprecision for real-world problems is a complex task. In this paper it is introduced general finite state fuzzy Markov chains that have a finite convergence to a stationary (may be periodic) solution. The Cesaro average and the -potential for fuzzy Markov chains are defined, then it is shown that the relationship between them corresponds to the Blackwell formula in the classical theory of Markov decision processes. Furthermore, it is pointed out that recurrency does not necessarily imply ergodicity. However, if a fuzzy Markov chain is ergodic, then the rows of its ergodic projection equal the greatest eigen fuzzy set of the transition matrix. Then, the fuzzy Markov chain is shown to be a robust system with respect to small perturbations of the transition matrix, which is not the case for the classical probabilistic Markov chains. Fuzzy Markov decision processes are finally introduced and discussed.     

Enveloppes convexes des processus gaussiens

Let X={X(t), t[0,1]} be a process on [0,1] and V_X=Conv{(t,x)t[0,1], x=X(t)} be the convex hull of its path.The structure of the set ext(V_X) of extreme points of V_X is studied. For a Gaussian process X with stationary increments it is proved that:

• The set ext(V_X) is negligible if X is non-differentiable.

• If X is absolutely continuous process and its derivative X′ is continuous but non-differentiable, then ext(V_X) is also negligible and moreover it is a Cantor set.

It is proved also that these properties are stable under the transformations of the type Y(t)=f(X(t)), if f is a sufficiently smooth function.     

A characterization for mixtures of semi-Markov processes

Mixtures of recurrent semi-Markov processes are characterized through a partial exchangeability condition of the array of successor states and holding times. A stronger invariance condition on the joint law of successor states and holding times leads to mixtures of Markov laws.     

Electrical properties and emission mechanisms of Zn-doped β-Ga2O3 films

We study the electrical properties and emission mechanisms of Zn-doped β-Ga₂O₃ film grown by pulsed laser deposition through Hall effect and cathodoluminescence which consist of ultraviolet luminescence (UV), blue luminescence (BL) and green luminescence (GL) bands. The Hall effect measurements indicate that the carrier concentration increases from 7.16×10¹¹ to 6.35×10¹² cm⁻³ with increasing a nominal Zn content from 3 to 7 at%. The UV band at 272 nm is not attributed to Zn dopants and ascribed as radiative electron transition from conduction band to a self-trapped hole while the BL band is attributable to defect level related to Zn dopant. The BL band has two emission peaks at 415 and 455 nm, which are ascribed to the radiative electron transition from oxygen vacancy (V_O) to valence band and recombination of a donor–acceptor pair (DAP) between V_O donor and Zn on Ga site (Zn_Ga) acceptor, respectively. The GL band is attributed to the phonon replicas’ emission of the DAP. The acceptor level of Zn_Ga is estimated to be 0.26 eV above the valence band maximum. The transmittance and absorption spectra prove that the Zn-doped β-Ga₂O₃ film is a dominantly direct bandgap material. The results of Hall and cathodoluminescence measurements imply that the Zn dopant in β-Ga₂O₃ film will form an acceptor Zn_Ga to produce p-type conductivity.     

Coupling of the GB set property for ergodic averages

Let (Y,,,T) be an ergodic dynamical system. LetA be an nonempty subset ofL ²() such that , whereA=sup{||sȒt||₂ ,s, tA} andN(A, u) is the smallest number ofL ²()-open balls of radiusu, centered inA, enough to coverA. Let . We prove as a consequence of a more general result, thatC(A) is aGB subset ofL ²().     

Temperature Dependence of the Gibbs State in the Random Energy Model

We consider the problem of temperature dependence of the Gibbs states in two spin-glass models: Derrida's Random Energy Model and its analogue, where the random variables in the Hamiltonian are replaced by independent standard Brownian motions. For both of them we compute in the thermodynamic limit the overlap distribution ^N _{i=1 i i} /N[–1,1] of two spin configurations , under the product of two Gibbs measures, which are taken at temperatures T,T respectively. If TT are fixed, then at low temperature phase the results are different for these models: for the first one this distribution is D _{0 0}+D _{1 1}, with random weights D ₀, D ₁, while for the second one it is ₀. We compute consequently the overlap distribution for the second model whenever T–T0 at different speeds as N.     

The impact of human activity patterns on asymptomatic infectious processes in complex networks

The study of the impact of human activity patterns on network dynamics has attracted a lot of attention in recent years. However, individuals’ knowledge of their own physical states has rarely been incorporated into modeling processes. In real life, for certain infectious processes, infected agents may not have any visible or physical signs and symptoms; therefore, they may believe that they are uninfected even when they have been infected asymptomatically. This infection awareness factor is covered neither in the classical epidemic models such as SIS nor in network propagation studies. In this article, we propose a novel infectious process model that differentiates between the infection awareness states and the physical states of individuals and extend the SIS model to deal with both asymptomatic infection characteristics and human activity patterns. With regards to the latter, we focus particularly on individuals’ testing action, which is to determine whether an individual is infected by an epidemic. The simulation results show that less effort is required in controlling the disease when the transmission probability is either very small or large enough and that Poisson activity patterns are more effective than heavy-tailed patterns in controlling and eliminating asymptomatic infectious diseases due to the long-tail characteristic.