Lattice Lotka-Volterra model with long range mixing

A spatio-temporal process in the Lattice Lotka Volterra (LLV) model, when realized on low dimensional support, is studied. It is shown that the introduction of a long-range mixing causes a drastic change in the system’s behavior, which transits from small random-like fluctuations to global oscillations when the mixing rate transcends above a critical point. The amplitude of the induced oscillations is well defined by the mixing rate and is insensitive to the initial conditions and the lattice size variations. The observed behavior essentially differs from that predicted by the Mean-Field model which is conservative. The oscillations are of limit-cycle type and appear as a stochastic analog of a Hopf bifurcation.     

Active Brownian motion models and applications to ratchets

We give an overview over recent studies on the model of Active Brownian Motion (ABM) coupled to reservoirs providing free energy which may be converted into kinetic energy of motion. First, we present an introduction to a general concept of active Brownian particles which are capable to take up energy from the source and transform part of it in order to perform various activities. In the second part of our presentation we consider applications of ABM to ratchet systems with different forms of differentiable potentials. Both analytical and numerical evaluations are discussed for three cases of sinusoidal, staircaselike and Mateos ratchet potentials, also with the additional loads modelled by tilted potential structure. In addition, stochastic character of the kinetics is investigated by considering perturbation by Gaussian white noise which is shown to be responsible for driving the directionality of the asymptotic flux in the ratchet. This stochastically driven directionality effect is visualized as a strong nonmonotonic dependence of the statistics of the right versus left trajectories of motion leading to a net current of particles. Possible applications of the ratchet systems to molecular motors are also briefly discussed.     

Accounting for the energies and entropies of kinesin’s catalytic cycle

When the processive motor protein kinesin walks along the biopolymer microtubule it can occasionally make a backward step. Recent single molecule experiments on moving kinesin have revealed that the forward-to-backward step ratio decreases exponentially with the load force. Carter and Cross (Nature 435, 308-312, 2005) found that this ratio tightly followed 802 × exp[−0.95F], where F is the load force in piconewtons. A straightforward analysis of a Brownian step leads to L/(2k _B T) as the factor in front of the load force, where L is the 8 nm stepsize, k _B is the Boltzmann constant, and T is the temperature. The factor L/(2k _B T) does indeed equal 0.95 pN⁻¹. The same analysis shows how the 802 prefactor derives from the power stroke energy G as exp[G/(2k _B T)]. There are indications that the power stroke derives from the entropically driven coiling of the 30 amino acid neck linker that connects the two kinesin heads. This idea is examined and consequences are deduced.     

On the Lower Tail Probabilities of Some Random Sequences in <Emphasis Type="Italic">l</Emphasis><Subscript><Emphasis Type="Italic">p</Emphasis></Subscript>

We investigate the behaviour of the logarithmic small deviation probability of a sequence (σ _n θ _n ) in l _p , 0<p≤∞, where (θ _n ) are i.i.d. random variables and (σ _n ) is a decreasing sequence of positive numbers. In particular, the example σ _n ∼n ^−μ (1+log n)^−ν is studied thoroughly. Contrary to the existing results in the literature, the rate function and the small deviation constant are expressed expli- citly in the present treatment. The restrictions on the distribution of θ ₁ are kept to an absolute minimum. In particular, the usual variance assumption is removed. As an example, the results are applied to stable and Gamma-distributed random variables.     

The expected discounted penalty function under a renewal risk model with stochastic income

In this paper, we consider a renewal risk model with stochastic premiums income. We assume that the premium number process and the claim number process are a Poisson process and a generalized Erlang (n) processes, respectively. When the individual stochastic premium sizes are exponentially distributed, the Laplace transform and a defective renewal equation for the Gerber-Shiu discounted penalty function are obtained. Furthermore, the discounted joint distribution of the surplus just before ruin and the deficit at ruin is given. When the claim size distributions belong to the rational family, the explicit expression of the Gerber-Shiu discounted penalty function is derived. Finally, a specific example is provided.     

A higher-order large-scale regularity theory for random elliptic operators

We develop a large-scale regularity theory of higher order for divergence-form elliptic equations with heterogeneous coefficient fields a in the context of stochastic homogenization. The large-scale regularity of a-harmonic functions is encoded by Liouville principles: The space of a-harmonic functions that grow at most like a polynomial of degree k has the same dimension as in the constant-coefficient case. This result can be seen as the qualitative side of a large-scale C^k,α-regularity theory, which in the present work is developed in the form of a corresponding C^k,α-“excess decay” estimate: For a given a-harmonic function u on a ball B_R, its energy distance on some ball B_r to the above space of a-harmonic functions that grow at most like a polynomial of degree k has the natural decay in the radius r above some minimal radius r₀.

Though motivated by stochastic homogenization, the contribution of this paper is of purely deterministic nature: We work under the assumption that for the given realization a of the coefficient field, the couple (φ, σ) of scalar and vector potentials of the harmonic coordinates, where φ is the usual corrector, grows sublinearly in a mildly quantified way. We then construct “kth-order correctors” and thereby the space of a-harmonic functions that grow at most like a polynomial of degree k, establish the above excess decay, and then the corresponding Liouville principle.     

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??A class of backward doubly stochastic differential equations driven by white noises and Poisson random measures are studied in this paper. The definitions of solutions and Yamada-Watanabe type theorem to this equation are established.     

Weak invariance of the multidimensional rank statistic for nonstationary absolutely regular processes

In this paper, we study the weak invariance of the multidimensional rank statistic when the underlying random variables are nonstationary absolutely regular.     

一类马氏过程在作战分析中的应用

本文应用随机过程的理论和方法定义了一类特殊的作战过程——纯灭战斗过程,研究并导出了该战斗过程的作战实力转移特征等．     

The diameter of a random subgraph of the hypercube

In this paper we present an estimation for the diameter of random subgraph of a hypercube. In the article by A. V. Kostochka (Random Struct Algorithms 4 (1993) 215–229) the authors obtained lower and upper bound for the diameter. According to their work, the inequalities n + m_p ≤ D(G_n) ≤ n + m_p + 8 almost surely hold as n → ∞, where n is dimension of the hypercube and m_p depends only on sampling probabilities. It is not clear from their work, whether the values of the diameter are really distributed on these 9 values, or whether the inequality can be sharpened. In this paper we introduce several new ideas, using which we are able to obtain an exact result: D(G_n) = n + m_p (almost surely). © 2012 Wiley Periodicals, Inc. Random Struct. Alg., 2012