Long-time asymptotics in the one-dimensional trapping problem with large bias

The survival probability of a particle which moves according to a biased random walk in a one-dimensional lattice containing randomly distributed deep traps is studied at large times. Exact asymptotic expansions are deduced for fields exceeding a certain threshold, using the method of images. In order to cover the whole range of fields, we also derive the behavior of the survival probability below this threshold, using the eigenvalue expansion method. The connection with the continuous diffusion model is discussed.     

On the calculation of second order properties: An equation of motion approach

In the light of the equation of motion method a general expression for polarisability calculation has been derived. From this general expression, different approximation methods can be deduced for different choices of ground state and excitation manifold. Among these the coupled Hartree-Fock theory is the most extensively used one for polarisability calculations. It has also been shown that this theory has a simple relationship with random phase approximation.     

Shortest expected delay routing for Erlang servers

The queueing problem with Poisson arrivals and two identical parallel Erlang servers is analyzed for the case of shortest expected delay routing. This problem may be represented as a random walk on the integer grid in the first quadrant of the plane. An important aspect of the random walk is that it is possible to make large jumps in the direction of the boundaries. This feature gives rise to complicated boundary behavior. Generating function approaches to analyze this type of random walk seem to be extremely complicated and have not been successful yet. The approach presented in this paper directly solves the equilibrium equations. It is shown that the equilibrium distribution of the random walk can be written as an infinite linear combination of products. This linear combination is constructed in a compensation procedure. The starting solutions for this procedure are found by solving the shortest expected delay problem with instantaneous jockeying. The results can be used for an efficient computation of performance criteria, such as the waiting time distribution and the moments of the waiting time and the queue lengths.     

Nucleotide composition effects on the long-range correlations in human genes

We use the wavelet transform to investigate the fractal scaling properties of coding and noncoding human DNA sequences. We find that the strength of the long-range correlations observed in the introns increases with the guanine-cytosine (GC) content, while coding sequences show no such correlations at any GC content. However, we demonstrate that long-range correlations can be detected when the coding sequences are undersampled by retaining the third base of each codon only. This strongly suggests that the observed correlations are not likely to be due to insertion-deletion mechanisms. We comment about the origin of these correlations in terms of putative dynamical processes that could produce the isochore structure of the human genome. Received: 18 August 1997 / Accepted: 29 October 1997     

Curious properties of simple random walks

A simple random walker on the line of integers shows remarkable similarities to relativistic particles.     

Spline collocation methods for nonlinear Volterra integral equations with unknown delay

In this paper we introduce and study polynomial spline collocation methods for systems of Volterra integral equations with unknown lower integral limit arising in mathematical economics. Their discretization leads to implicit Runge-Kutta-type methods. The global convergence and local superconvergence properties of these methods are proved, and the theory is illustrated by a numerical example arising in the application of such equations in certain mathematical models of liquidation.     

Image enhancement and stress separation of thermoelastically measured data under random loading

Traditional thermoelastic stress analysis (TSA) presupposes that the structure being analyzed is cyclically loaded at a constant amplitude and frequency. This approach typically has been used to satisfy the adiabatic reversible assumptions. The authors employ an alternative signal analysis technique that enables one to evaluate the magnitude of the individual components of stress in a component subjected to a loading that is random in both frequency and magnitude. However, the nature of the measured information does not change; i.e., data are inherently noisy, and edge information is unreliable. The latter two aspects have caused many thermoelastic stress analyses to be more qualitative than quantitative. The present paper emphasizes developing the TSA technique into a practical, noncontacting quantitative method for stress analyzing actual engineering structures that are randomly loaded. In particular, ability to determine the individual stresses thermoelastically under random loading is demonstrated.     

关于随机动力系统的Fatou－Julia猜测

设Ｆ＝｛ｆ１，…，ｆＭ｝是一个次数大于１的多项式集合。我们证明了在一定条件下Ｆａｔｏｕ集Ｆ（Ｆ）没有游荡区域。更确切地说，对于Ｆ（Ｆ）的每一个分支Ω，存在整数ｍ≥０，ｎ≥０，ｍ≠ｎ和λ∈∑Ｍ使得Ｗｍα（Ω）和Ｗｎα（Ω）落入Ｆ（Ｆ）的同一分支     

A comparative study of two learning rules for associative memory

This paper addresses itself to a practical problem encountered in using iterative learning rules for associative memory models. The performance of a learning rule based on linear programming which overcomes this problem is compared with that of a representative iterative rule by numerical simulation. Results indicate superior performance by the linear programming rule. An algorithm for computing radii of maximal hyperspheres around patterns in the state space of a model is presented. Fractional volumes of basins of attractions are computed for the representative iterative rule as well as the linear programming rule. With the radii of maximal hyperspheres as weight factors for corresponding patterns to be stored, the linear programming rule gives rise to the maximal utilisation of the state space.     

Estimation of frequency by random sampling

Summary We consider the estimation of frequency ω of a sinusoidal oscillation contaminated by a stationary noise under a random sampling scheme according to a stationary point processN. We prove the strong consistency and the asymptotic normality for a certain estimator of ω. Then we apply these results to the case whereN is a stationary delayed renewal process.