Large deviations for martingales with some applications

Let(X _i ) be a martingale difference sequence. LetY be a standard normal random variable. We investigate the rate of uniform convergence

Generalized solutions of a stochastic partial differential equation

We discuss the Cauchy problem of a certain stochastic parabolic partial differential equation arising in the nonlinear filtering theory, where the initial data and the nonhomogeneous noise term of the equation are given by Schwartz distributions. The generalized (distributional) solution is represented by a partial (conditional) generalized expectation ofT(t)° _0,t ^–1 , whereT(t) is a stochastic process with values in distributions and _s,t is a stochastic flow generated by a certain stochastic differential equation. The representation is used for getting estimates of the solution with respect to Sobolev norms.Further, by applying the partial Malliavin calculus of Kusuoka-Stroock, we show that any generalized solution is aC -function under a condition similar to Hörmander's hypoellipticity condition.     

Self-avoiding walks and trees in spread-out lattices

LetG _R be the graph obtained by joining all sites ofZ ^d which are separated by a distance of at mostR. Let (G _R ) denote the connective constant for counting the self-avoiding walks in this graph. Let (G _R ) denote the coprresponding constant for counting the trees embedded inG _R . Then asR, (G _R ) is asymptotic to the coordination numberk _R ofG _R , while (G _R ) is asymptotic toek _R. However, ifd is 1 or 2, then (G _R )-k _R diverges to –.Dedicated to Oliver Penrose on this occasion of his 65th birthday.     

A central limit theorem for age- and density-dependent population processes

Consider a population consisting of one type of individual living in a fixed region with area A. In [8], we constructed a stochastic population model in which the death rate is affected by the age of the individual and the birth rate is affected by the population density P_A(t), i.e., the population size divided by the area A of the given region. In [8], we proposed a continuous deterministic model which in general is a nonlinear Volterra type integral equation and proved that under appropriate conditions the sequence P_A(t) would converge to the solution P(t) of our integral equation in the sense that

$\text{lim}\text{→∞}\text{P}\text{sup}\text{0?s?t}\text{|P}{}_{\mathrm{A}}\text{(s) ? P(s)|>ε}\text{=0}\text{for every}\text{ε > 0}$

.In this paper, we obtain a “central limit theorem” for the random element √A(P_A(t)?P(t)). We prove that under appropriate conditions √A(P_A(t)?P(t)) will converge to a Gaussian process. (See Theorem 3.4 for the explicit formula of this Gaussian process.)     

垂直水声通信中的伪随机序列精确定时算法*

针对垂直水声通信中时变多普勒引起的定时偏差问题,研究一种基于伪随机序列的迭代定时估计及补偿算法。该方法利用伪随机序列作为同步信号,分三步估计时变多普勒：采用低复杂度的模糊函数法粗补偿接收信号内的平均多普勒;通过迭代插值法实现残留时变多普勒的精确估计及补偿;利用基于信道相关函数的相位信息,纠正均衡后信号的偏转相位。为实现高阶海试数据的有效解调,采用基于伪随机序列均方误差的多通道加权合并方式,获得空间分集增益。仿真及海试数据处理结果证明所提方法具有良好的时变多普勒估计及补偿性能,同时对30个通道内的1024QAM数据进行合并处理,在500 m的通信距离下,误码率为0.04,信道容量达到7.6 bits/symbol。与传统数据帧结构相比,无需使用线性调频信号,可以提高有效数据传输率。     

Comparison of Physical Adsorption and Covalent Coupling Methods for Surface Density-Dependent Orientation of Antibody on Silicon

The orientation of antibodies, employed as capture molecules on biosensors, determines biorecognition efficiency and bioassay performance. In a previous publication we demonstrated for antibodies attached covalently to silicon that an increase in their surface amount Γ, evaluated with ellipsometry, induces changes in their orientation, which is traced directly using Time-of-Flight Secondary Ion Mass Spectroscopy combined with Principal Component Analysis. Here, we extend the above studies to antibodies adsorbed physically on a 3-aminopropyltriethoxysilane (APTES) monolayer. Antibodies physisorbed on APTES (0 ≤ Γ ≤ 3.5 mg/m²) reveal the Γ ranges for flat-on, side-on, and vertical orientation consistent with random molecular packing. The relation between orientation and Γ is juxtaposed for silicon functionalized with APTES, APTES modified with glutaraldehyde (APTES/GA) and N-hydroxysuccinimide-silane (NHS-silane). Antibody reorientation occurs at lower Γ values when physisorption (APTES) is involved rather than chemisorption (APTES/GA, NHS-silane). At high Γ values, comparable proportions of molecules adapting head-on and tail-on vertical alignment are concluded for APTES and the NHS-silane monolayer, and they are related to intermolecular dipole–dipole interactions. Intermolecular forces seem to be less decisive than covalent binding for antibodies on the APTES/GA surface, with dominant head-on orientation. Independently, the impact of glutaraldehyde activation of APTES on vertical orientation is confirmed by separate TOF-SIMS measurements.     

From Chaos to Ordering: New Studies in the Shannon Entropy of 2D Patterns

Properties of the Voronoi tessellations arising from random 2D distribution points are reported. We applied an iterative procedure to the Voronoi diagrams generated by a set of points randomly placed on the plane. The procedure implied dividing the edges of Voronoi cells into equal or random parts. The dividing points were then used to construct the following Voronoi diagram. Repeating this procedure led to a surprising effect of the positional ordering of Voronoi cells, reminiscent of the formation of lamellae and spherulites in linear semi-crystalline polymers and metallic glasses. Thus, we can conclude that by applying even a simple set of rules to a random set of seeds, we can introduce order into an initially disordered system. At the same time, the Shannon (Voronoi) entropy showed a tendency to attain values that are typical for completely random patterns; thus, the Shannon (Voronoi) entropy does not distinguish the short-range ordering. The Shannon entropy and the continuous measure of symmetry of the patterns demonstrated the distinct asymptotic behavior, while approaching the close saturation values with the increase in the number of iteration steps. The Shannon entropy grew with the number of iterations, whereas the continuous measure of symmetry of the same patterns demonstrated the opposite asymptotic behavior. The Shannon (Voronoi) entropy is not an unambiguous measure of order in the 2D patterns. The more symmetrical patterns may demonstrate the higher values of the Shannon entropy.     

Gamow Temperature in Tsallis and Kaniadakis Statistics

Relying on the quantum tunnelling concept and Maxwell–Boltzmann–Gibbs statistics, Gamow shows that the star-burning process happens at temperatures comparable to a critical value, called the Gamow temperature (T) and less than the prediction of the classical framework. In order to highlight the role of the equipartition theorem in the Gamow argument, a thermal length scale is defined, and then the effects of non-extensivity on the Gamow temperature have been investigated by focusing on the Tsallis and Kaniadakis statistics. The results attest that while the Gamow temperature decreases in the framework of Kaniadakis statistics, it can be bigger or smaller than T when Tsallis statistics are employed.     

Folding Free Energy Determination of an RNA Three-Way Junction Using Fluctuation Theorems

Nonequilibrium work relations and fluctuation theorems permit us to extract equilibrium information from nonequilibrium measurements. They find application in single-molecule pulling experiments where molecular free energies can be determined from irreversible work measurements by using unidirectional (e.g., Jarzynski’s equality) and bidirectional (e.g., Crooks fluctuation theorem and Bennet’s acceptance ratio (BAR)) methods. However, irreversibility and the finite number of pulls limit their applicability: the higher the dissipation, the larger the number of pulls necessary to estimate ΔG within a few kBT. Here, we revisit pulling experiments on an RNA three-way junction (3WJ) that exhibits significant dissipation and work-distribution long tails upon mechanical unfolding. While bidirectional methods are more predictive, unidirectional methods are strongly biased. We also consider a cyclic protocol that combines the forward and reverse work values to increase the statistics of the measurements. For a fixed total experimental time, faster pulling rates permit us to efficiently sample rare events and reduce the bias, compensating for the increased dissipation. This analysis provides a more stringent test of the fluctuation theorem in the large irreversibility regime.     

Scattering Matrix Modeling of Photon Migration in Turbid Media

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