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.     

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.     

Cyclic permutations and evolutionary trees

Given a tree with leaf set X, there are certain ways of arranging the elements of X in a circular order so that can be embedded in the plane and ‘preserve’ this ordering. We investigate some new combinatorial properties of these ‘circular orderings.’ We then use these properties to establish two results concerning dissimilarity maps on X that are induced by edge-weighted trees with leaf set X.     

一类9n2次组合混合水平正交表的构造

本文利用正交表和投影矩阵的正交分解之间的关系,给出了一类9n2次组合混合水平正交表的构造方法,作为这种方法的应用,我们构造了一些新的具有较大非素数幂水平的144次混合水平正交表,并且这些正交表具有较高的饱和率.     

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．     

逆序数的应用

本文通过“1 4-1 5”智力玩具和最优戴断切割问题两个实例 ,讨论了逆序数在解决实际问题中的应用     

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.     

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.      

The weak pigeonhole principle for function classes in S 12

It is well known that S ¹₂ cannot prove the injective weak pigeonhole principle for polynomial time functions unless RSA is insecure. In this note we investigate the provability of the surjective (dual) weak pigeonhole principle in S ¹₂ for provably weaker function classes. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

利用排列熵检测近40年华北地区气温突变的研究

运用一种新的动力学突变检测方法——排列熵(permutation entropy，PE)算法，计算并分析了中国华北地区52个站点1960年—2000年逐日平均气温资料的排列熵演化情况，发现中国华北地区气温在20世纪70年代中期、80年代初均发生了较大突变；进一步用经验模态分解(empirical mode decomposition，EMD)方法对排列熵序列进行逐级平稳化处理，结果发现这一地区的气温突变与准10年这一年代际时间尺度的周期变率密切相关，其原因与太阳黑子活动有着密切联系. 关键词： 华北 突变 排列熵算法 经验模态分解