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.     

X-ray photoelectron spectroscopy of boron implanted 4145 steel surface

The near-surface region of 4145 steel following boron implantation was investigated by x-ray photoelectron spectroscopy (XPS). The steel surface was implanted with¹¹B⁺ ions to a constant dose of 1.0×10¹⁷ ions cm^–2 at energies of 30 and 135 keV. The XPS spectrum of the implanted surface showed a shift in the B(1s) level towards the higher binding energy. The observed 188.0 eV binding energy of the B(1s) level was found to be in good agreement with the characteristic binding energy of the B(1s) level corresponding to iron boride (Fe₂B). Hence the increase in surface hardness reported previously is related to the formation of an iron boride layer in the near-surface region known for its hardening capabilities.     

The augmented multiplicative coalescent,bounded size rules and critical dynamics of random graphs

Random graph models with limited choice have been studied extensively with the goal of understanding the mechanism of the emergence of the giant component. One of the standard models are the Achlioptas random graph processes on a fixed set of \(n\) vertices. Here at each step, one chooses two edges uniformly at random and then decides which one to add to the existing configuration according to some criterion. An important class of such rules are the bounded-size rules where for a fixed \(K\ge 1\) , all components of size greater than \(K\) are treated equally. While a great deal of work has gone into analyzing the subcritical and supercritical regimes, the nature of the critical scaling window, the size and complexity (deviation from trees) of the components in the critical regime and nature of the merging dynamics has not been well understood. In this work we study such questions for general bounded-size rules. Our first main contribution is the construction of an extension of Aldous’s standard multiplicative coalescent process which describes the asymptotic evolution of the vector of sizes and surplus of all components. We show that this process, referred to as the standard augmented multiplicative coalescent (AMC) is ‘nearly’ Feller with a suitable topology on the state space. Our second main result proves the convergence of suitably scaled component size and surplus vector, for any bounded-size rule, to the standard AMC. This result is new even for the classical Erd?s–Rényi setting. The key ingredients here are a precise analysis of the asymptotic behavior of various susceptibility functions near criticality and certain bounds from Bhamidi et al. (The barely subcritical regime. Arxiv preprint, 2012) on the size of the largest component in the barely subcritical regime.     

Scheduling control for Markov-modulated single-server multiclass queueing systems in heavy traffic

This paper studies a scheduling control problem for a single-server multiclass queueing network in heavy traffic, operating in a changing environment. The changing environment is modeled as a finite-state Markov process that modulates the arrival and service rates in the system. Various cases are considered: fast changing environment, fixed environment, and slowly changing environment. In all cases, the arrival rates are environment dependent, whereas the service rates are environment dependent when the environment Markov process is changing fast, and are assumed to be constant in the other two cases. In each of the cases, using weak convergence analysis, in particular functional limit theorems for Poisson processes and ergodic Markov processes, it is shown that an appropriate “averaged” version of the classical \(c\mu \) -policy (the priority policy that favors classes with higher values of the product of holding cost \(c\) and service rate \(\mu \) ) is asymptotically optimal for an infinite horizon discounted cost criterion.     

Comparison of two repairable systems

Any repairable system improves (deteriorates) with time if the interarrival times of failure tend to get larger (smaller) in some sense. In this paper we consider two such repairable systems, and their performance in terms of several partial orderings of their respective interarrival times of failure are compared. The comparison of two systems’ improvement/deterioration under minimal repair policy has been characterized in terms of s-FR orders and also in terms of their shifted and dispersive versions. These results generalize some of the existing results in the literature and also provide some new results in this direction.     

Exit time and invariant measure asymptotics for small noise constrained diffusions

Constrained diffusions, with diffusion matrix scaled by small ?>0, in a convex polyhedral cone G⊂R^k, are considered. Under suitable stability assumptions small noise asymptotic properties of invariant measures and exit times from domains are studied. Let B⊂G be a bounded domain. Under conditions, an “exponential leveling” property that says that, as ?→0, the moments of functionals of exit location from B, corresponding to distinct initial conditions, coalesce asymptotically at an exponential rate, is established. It is shown that, with appropriate conditions, difference of moments of a typical exit time functional with a sub-logarithmic growth, for distinct initial conditions in suitable compact subsets of B, is asymptotically bounded. Furthermore, as initial conditions approach 0 at a rate ?² these moments are shown to asymptotically coalesce at an exponential rate.     

Weakly interacting particle systems on inhomogeneous random graphs

We consider weakly interacting diffusions on time varying random graphs. The system consists of a large number of nodes in which the state of each node is governed by a diffusion process that is influenced by the neighboring nodes. The collection of neighbors of a given node changes dynamically over time and is determined through a time evolving random graph process. A law of large numbers and a propagation of chaos result is established for a multi-type population setting where at each instant the interaction between nodes is given by an inhomogeneous random graph which may change over time. This result covers the setting in which the edge probabilities between any two nodes are allowed to decay to 0 as the size of the system grows. A central limit theorem is established for the single-type population case under stronger conditions on the edge probability function.     

Large Deviations for Brownian Particle Systems with Killing

Particle approximations for certain nonlinear and nonlocal reaction–diffusion equations are studied using a system of Brownian motions with killing. The system is described by a collection of i.i.d. Brownian particles where each particle is killed independently at a rate determined by the empirical sub-probability measure of the states of the particles alive. A large deviation principle (LDP) for such sub-probability measure-valued processes is established. Along the way a convenient variational representation, which is of independent interest, for expectations of nonnegative functionals of Brownian motions together with an i.i.d. sequence of random variables is established. Proof of the LDP relies on this variational representation and weak convergence arguments.     

Chiral discrimination by hydrolytic enzymes in the synthesis of optically pure materials

Enantioselection effected by commercially available hydrolytic enzymes reported in recent years from our own laboratory and those published by other groups is described. The discussion is confined to enantioselection in symmetric diols, amino acids and benzopyran derivatives only. The paper describes a variety of substrates accepted by these hydrolytic enzymes to produce compounds in high enantiomeric excess which can be used as chiral building blocks for the synthesis of compounds of pharmaceutical and synthetic interest.     

Effect of nitrogen implantation with overlay coatings on microhardness in 4145 steel

The effect of nitrogen implantation on microhardness in 4145 steel was investigated. Practically no increase in microhardness for 10, 20 and 40 gm loads was observed in samples implanted with a dose of 6.5×10¹⁷N⁺ ions cm^?2 at 94 keV. The effect of ion-beam induced intermixing of aluminium and titanium film (400Å), due to nitrogen implantation was also studied. A noticeable increase of 15% in microhardness was observed. Annealing at temperature ∽300°C proved effective, while a decreasing trend in hardness could be observed for annealing temperatures >300°C. Furthermore, preliminary test indicated that these samples were more suitable for wear-protection.