Properties of bounded stochastic processes employed in biophysics

Abstract

Realistic stochastic modeling is increasingly requiring the use of bounded noises. In this work, properties and relationships of commonly employed bounded stochastic processes are investigated within a solid mathematical ground. Four families are object of investigation: the Sine-Wiener (SW), the Doering–Cai–Lin (DCL), the Tsallis–Stariolo–Borland (TSB), and the Kessler–Sørensen (KS) families. We address mathematical questions on existence and uniqueness of the processes defined through Stochastic Differential Equations, which often conceal non-obvious behavior, and we explore the behavior of the solutions near the boundaries of the state space. The expression of the time-dependent probability density of the Sine-Wiener noise is provided in closed form, and a close connection with the Doering–Cai–Lin noise is shown. Further relationships among the different families are explored, pathwise and in distribution. Finally, we illustrate an analogy between the Kessler–Sørensen family and Bessel processes, which allows to relate the respective local times at the boundaries.     

环状连续强激光下光学薄膜的瞬温和热畸变

详细研究了非冷却光学薄膜元件在环形激光光束辐照下的瞬态温度分布和随后的热畸变，并且用泰曼干涉仪实际测量了连续波氧碘激光辐照各种非冷却光学元件的热畸变量并与理论计算相比较，分析结果表明理论和实验相一致。     

从 ${\cal B}^0$ 到 $E(p,q)$ 和 $E_0(p,q)$ 空间的复合算子

设 $\varphi$ 是单位园盘 $D$ 到自身的解析映射, $X$ 是 $D$ 上解析函数的 Banach 空间, 对 $f\in X$, 定义复合算子$C_\varphi $ : $C_\varphi (f)=f\circ \varphi$. 我们利用从 ${\cal B}^0$到 $E(p,q)$ 和 $E_0(p,q)$ 空间的复合算子研究了空间 $E(p,q)$ 和 $E_0(p,q)$, 给出了一个新的特征.     

全景图像几何畸变校正的算法研究及其软件实现

对于360°视场的全景图像,本文提出了分别对其进行切向和径向畸变校正的处理算法,并用插值处理提高处理精度。达到了将全景图像恢复为常规视场平面像的目的。它是进一步图像分析的前期工作。     

良序套张量积的代数中的强不可约算子

设Ｈ为复的可分无限维Ｈｉｌｂｅｒｔ空间，称有界线性算子Ｔ为强不可约的，如果与Ｔ可交换的幂等算子只有０和Ｉ．王宗尧、蒋春澜、纪有清等人证明了在任何一个套的套代数中都存在大量的强不可约算子，并且找到了它们的酉轨道闭包．本文考虑有限个套的张量积的代数中强不可约算子的存在性问题。证明了：对复平面上任何一个连通完备集σ、总存在一个对角算子Ｎ和它的一个范数可以任意小的紧摄动Ｔ＝Ｘ＋Ｋ，使得Ｔ是一个强不可约算子、Ｔ在有限个良序套的张量积的代数中，并且σ（Ｔ）＝σｌｒｅ（Ｔ）＝σ（Ｎ）＝σｌｒｅ（Ｎ）＝σ进一步，文章还对具有单点谱的算子和良序套与正交补为良序套的张量积的代数进行了讨论，得到了一些结果．     

高压陡脉冲信号测量系统的补偿

本文针对高压陡脉冲测量过程中由于对地电容引起的波形畸变,介绍了一种电感补偿方法,这种补偿回路简便、可靠,可使测量系统的方波响应得到明显的改善。     

Corrected mirror systems with double reflection

We propose objectives consisting of two mirrors with central holes for passage of a light beam. The optical layout ensures multiple reflection of rays from both mirrors. We consider several approaches to calculating the design parameters for which three and four aberrations do not occur. The objectives can be used in optical devices operating in the UV and IR regions of the spectrum. __________ Translated from Zhurnal Prikladnoi Spektroskopii, Vol. 74, No. 2, pp. 267–270, March–April, 2007.     

Simultaneous approximation for the Bézier variant of Baskakov-Beta operators

In the present paper, we study the rate of convergence in simultaneous approximation for the Bézier variant of the Baskakov-Beta operators by using the decomposition technique of functions of bounded variation.     

Regularity of Bunimovich’s stadia

Stadia are popular models of chaotic billiards introduced by Bunimovich in 1974. They are analogous to dispersing billiards due to Sinai, but their fundamental technical characteristics are quite different. Recently many new results were obtained for various chaotic billiards, including sharp bounds on correlations and probabilistic limit theorems, and these results require new, more powerful technical apparatus. We present that apparatus here, in the context of stadia, and prove “regularity” properties.      

Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error

Efficient estimation of tail probabilities involving heavy tailed random variables is amongst the most challenging problems in Monte-Carlo simulation. In the last few years, applied probabilists have achieved considerable success in developing efficient algorithms for some such simple but fundamental tail probabilities. Usually, unbiased importance sampling estimators of such tail probabilities are developed and it is proved that these estimators are asymptotically efficient or even possess the desirable bounded relative error property. In this paper, as an illustration, we consider a simple tail probability involving geometric sums of heavy tailed random variables. This is useful in estimating the probability of large delays in M/G/1 queues. In this setting we develop an unbiased estimator whose relative error decreases to zero asymptotically. The key idea is to decompose the probability of interest into a known dominant component and an unknown small component. Simulation then focuses on estimating the latter ‘residual’ probability. Here we show that the existing conditioning methods or importance sampling methods are not effective in estimating the residual probability while an appropriate combination of the two estimates it with bounded relative error. As a further illustration of the proposed ideas, we apply them to develop an estimator for the probability of large delays in stochastic activity networks that has an asymptotically zero relative error.