F- F-CENTERS transformations in mechanisms of sensitization of TLD-500

The F- F⁺-photoconversion in oxygen-deficient corundum, induced by 210 nm irradiation at different temperatures, was analyzed. It was shown that the dosimetric trap and known deep trap contribute little to these transformations. The dose dependencies of detectors in initial and sensitized states were studied. The interactive processes between different traps in TLD-500 were examined directly.     

Piecewise Deterministic Markov Control Processes with Feedback Controls and Unbounded Costs

The control of piecewise-deterministic processes is studied where only local boundedness of the data is assumed. Moreover the discount rate may be zero. The value function is shown to be solution to the Bellman equation in a weak sense; however the solution concept is strong enough to generate optimal policies. Continuity and compactness conditions are given for the existence of nonrelaxed optimal feedback controls.     

Noise-assisted mound coarsening in epitaxial growth

Two types of mechanisms are proposed for mound coarsening during unstable epitaxial growth: stochastic, due to deposition noise, and deterministic, due to mass currents driven by surface energy differences. Both yield the relation H=(RWL)² between the typical mound height W, mound size L, and the film thickness H. An analysis of simulations and experimental data shows that the parameter R saturates to a value which discriminates sharply between stochastic () and deterministic () coarsening. We derive a scaling relation between the coarsening exponent 1/z and the mound-height exponent which, for a saturated mound slope, yields . Received: 11 November 1997 / Revised in final form: 28 November 1997 / Accepted: 28 November 1997     

A branching process model for sand avalanches

An analytically solvable model for sand avalanches of noninteracting grains of sand, based on the Chapman-Kolmogorov equations, is presented. For a single avalanche, distributions of lifetimes, sizes of overflows and avalanches, and correlation functions are calculated. Some of these are exponentials, some are power laws. Spatially homogeneous distributions of avalanches are also studied. Computer simulations of avalanches of interacting grains of sand are compared to the solutions to the Chapman-Kolmogorov equations. We find that within the range of parameters explored in the simulation, the approximation of noninteracting grains of sand is a good one.     

Optimal Investment in a Levy Market

In this paper we consider the optimal investment problem in a market where the stock price process is modeled by a geometric Levy process (taking into account jumps). Except for the geometric Brownian model and the geometric Poissonian model, the resulting models are incomplete and there are many equivalent martingale measures. However, the model can be completed by the so-called power-jump assets. By doing this we allow investment in these new assets and we can try to maximize the expected utility of these portfolios. As particular cases we obtain the optimal portfolios based in stocks and bonds, showing that the new assets are superfluous for certain martingale measures that depend on the utility function we use.     

Asymptotic stability, ergodicity and other asymptotic properties of the nonlinear filter

In this work we study connections between various asymptotic properties of the nonlinear filter. It is assumed that the signal has a unique invariant probability measure. The key property of interest is expressed in terms of a relationship between the observation σ field and the tail σ field of the signal, in the stationary filtering problem. This property can be viewed as the permissibility of the interchange of the order of the operations of maximum and countable intersection for certain σ-fields. Under suitable conditions, it is shown that the above property is equivalent to various desirable properties of the filter such as

(a) uniqueness of invariant measure for the signal,

(b) uniqueness of invariant measure for the pair (signal, filter),

(c) a finite memory property of the filter,

(d) a property of finite time dependence between the signal and observation σ fields and

(e) asymptotic stability of the filter.

Previous works on the asymptotic stability of the filter for a variety of filtering models then identify a rich class of filtering problems for which the above equivalent properties hold.     

Modeling of the Kinetics of Intramolecular Processes and Transient Spectra with Allowance for Nonradiative Transitions

It has been shown that the kinetics of intramolecular processes and time-resolved spectra with allowance for the quantum beats of the resonant states of isomers or isolated subsystems of levels of one isomeric form can be described with the use of a molecular model interpreting the effect of beats as a nonradiative transition. We have obtained an expression for the nonradiative transition probability, which is directly proportional to the beat frequency and depends oscillatorily on time, thus modeling the effect of beats. The parameter of the molecular system model is the beat frequency directly related to the parameter characterizing the intramolecular interisomeric interactions (the corresponding nondiagonal element of the energy matrix) rather than the value of the nonradiative transition probability. The character of the change in the level populations and, accordingly, in the band intensities in the spectra in the proposed model is in good agreement with the experiment, including the fine structure of the time dependences — oscillations of the line intensities. In analyzing the temporal experiment with a high resolution, it is necessary to take into account the instrument function leading to quantitative and qualitative changes in the time dependences. The traditional model of nonradiative transitions with a constant probability value has a very limited range of applicability — very high beat frequencies compared to the probability of optical transitions.