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111.
The paper describes the structure of a new space of generalized Wiener functionals,
, called the Wiener algebra, or space of Wiener distributions, and demonstrates its use in the white noise analysis. The concepts of derivatives and integrals for multi-time parameter generalized stochastic process:N
are introduced, and a derivative version of Itô's lemma is proved. The algebraic structure of
and its lattice of subspaces is elaborated, and within this framework a generalized version of the Malliavin calculus is presented. 相似文献
112.
A. Žilinskas 《Journal of Global Optimization》1992,2(2):145-153
A review of statistical models for global optimization is presented. Rationality of the search for a global minimum is formulated axiomatically and the features of the corresponding algorithm are derived from the axioms. Furthermore the results of some applications of the proposed algorithm are presented and the perspectives of the approach are discussed. 相似文献
113.
We consider the following (solitary) game: each node of a directed graph contains a pile of chips. A move consists of selecting a node with at least as many chips as its outdegree, and sending one chip along each outgoing edge to its neighbors. We extend to directed graphs several results on the undirected version obtained earlier by the authors, P. Shor, and G. Tardos, and we discuss some new topics such as periodicity, reachability, and probabilistic aspects.Among the new results specifically concerning digraphs, we relate the length of the shortest period of an infinite game to the length of the longest terminating game, and also to the access time of random walks on the same graph. These questions involve a study of the Laplace operator for directed graphs. We show that for many graphs, in particular for undirected graphs, the problem whether a given position of the chips can be reached from the initial position is polynomial time solvable.Finally, we show how the basic properties of the probabilistic abacus can be derived from our results. 相似文献
114.
K. Marti 《Mathematical Methods of Operations Research》1992,36(3):259-294
In engineering and economics often a certain vectorx of inputs or decisions must be chosen, subject to some constraints, such that the expected costs (or loss) arising from the deviation between the outputA() x of a stochastic linear systemxA()x and a desired stochastic target vectorb() are minimal. Hence, one has the following stochastic linear optimization problem minimizeF(x)=Eu(A()x b()) s.t.xD, (1) whereu is a convex loss function on
m
, (A(), b()) is a random (m,n + 1)-matrix, E denotes the expectation operator andD is a convex subset of
n
. Concrete problems of this type are e.g. stochastic linear programs with recourse, error minimization and optimal design problems, acid rain abatement methods, problems in scenario analysis and non-least square regression analysis.Solving (1), the loss functionu should be exactly known. However, in practice mostly there is some uncertainty in assigning appropriate penalty costs to the deviation between the outputA ()x and the targetb(). For finding in this situation solutions hedging against uncertainty a set of so-called efficient points of (1) is defined and a numerical procedure for determining these compromise solutions is derived. Several applications are discussed. 相似文献
115.
We study the Boltzmann-Grad limit in various versions of the two-dimensional HPP cellular automaton. In the completely deterministic case we prove convergence to an evolution that is not of kinetic type, a well-known phenomenon after Uchyiama's paper on the Broadwell gas, whereas the limiting equation becomes of kinetic type in the model with random collisions. The main part of the paper concerns the case where the collisions are deterministic and the randomness comes from inserting, between any two successive HPP updatings,
- stirring updatings, <1 being any fixed positive number and a parameter which tends to 0. The initial measure is a product measure with average occupation numbers of the order of (low-density limit) and varying on distances of the order of –1. The limit as 0 of the system evolved for times of the order of
-1- corresponds to the Boltzmann-Grad limit. We prove propagation of chaos and that the renormalized average occupation numbers (i.e., divided by) converge to the solution of the Broadwell equation. Convergence is proven at all times for which the solution of the Broadwell equation is bounded. 相似文献
116.
Stochastic detection of motor protein-RNA complexes by single-channel current recording. 总被引:1,自引:0,他引:1
Yann Astier Denis E Kainov Hagan Bayley Roman Tuma Stefan Howorka 《Chemphyschem》2007,8(15):2189-2194
A label- and immobilization-free approach to detecting the reversible formation of complexes between nucleic acids and proteins at the single-molecule level is described. The voltage-driven translocation of individual oligoribonucleotides through a nanoscale protein pore is observed by single-channel current recordings. The oligoribonucleotide 5'-C25A(25)-3' gives rise to current blockades with an average duration of approximately 0.5 ms. In the presence of the RNA-binding ATPase P4, a viral packaging motor from bacteriophage phi8, longer events of tens to hundreds of milliseconds are observed. Upon addition of ATP the long events disappear, indicating the dissociation of the P4RNA complex. The frequency of events also depends on the concentration of P4 and the length of the oligoribonucleotide, thereby confirming the specificity of the P4RNA events. This study shows that single-channel current recordings can be used to monitor RNA-protein complex formation, thus opening up a new means to examine the motor activity of RNA- or DNA-processing enzymes. 相似文献
117.
ZENG ChunHua WANG Hua & HU JianHang Faculty of Science Kunming University of Science Technology Kunming China Province Engineering Research Center of Industrial Energy Conservation New Technology 《中国科学:物理学 力学 天文学(英文版)》2011,(8)
In this paper, we investigate the escape of Brownian particles and stochastic resonance (SR) with low-temperatures quantum fluctuations by using the quantum Smoluchowski equations at low-temperature. Two specific examples have been considered: one is the example of bistable system, and the other is the example of metastable system. The explicit expressions of the mean-first passage time (MFPT) and signal-to-noise ratio (SNR) for both specific examples are obtained, respectively. Based on the numerical compu... 相似文献
118.
Sui-Sun Cheng 《Applicable analysis》2013,92(1-2):105-109
This note is concerned with a novel inequality condition for the existence of ground states of partial difference systems. Our result is potentially applicable to the estimation of eigenvalues of the loaded strings and nets. 相似文献
119.
高温气冷堆是新一代反应堆系统的热门候选堆型,已经受到国际上越来越多的关注。为设计和分析这种堆型,因其特有的包覆颗粒燃料引入了双重非均匀性,需要应用随机分布模型。对粗网格模型、细网格随机(FLS)模型、随机顺序添加(RSA)模型、子网格随机(Sub-FLS)模型和Metropolis模型等进行了研究,通过计算分析比较给出了各种模型的优缺点。结果表明:子网格随机模型和连续的RSA模型非常接近参考值,但是连续RSA模型的建模时间随着燃料体积份额的增加连续快速上升。 Key words: coated particle fuels; stochastic transport model; Monte Carlo; random distribution 相似文献
120.
It is shown that the notion of trace induced by a given complete orthonormal system relates the Skorohod integral with a corresponding Ogawa‐type integral evaluated with respect to the same orthonormal systems. Similarly the multiple Wiener‐Ito integral is shown to be related to a multiple Ogawa‐type integral induced by a complete orthonormal system via the Hu‐Meyer formula with suitably defined multiple traces. The notion of skeleton of a Wiener functional relative to a given orthonormal system is defined and yields what seems to be a “natural” extension of Wiener functionals to the Cameron Martin space and the Wiener processes with a different scale. 相似文献