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.     

激光除冰研究

架空输送电线路因覆冰而导致的事故危害性很大,本文总结了目前国内外输电线路导线覆冰的现状。统计国内外探索出来的各种预防,融化,除冰等很多解决方案。通过研究和探讨,分析导线覆冰的传热和能量,运用了多种激光器进行激光熔(除)冰实验,比较研究二氧化碳激光器的除冰情况。以及提出激光熔冰的方法、研究方向和前景。     

A new family of proximity graphs: Class cover catch digraphs

Motivated by issues in machine learning and statistical pattern classification, we investigate a class cover problem (CCP) with an associated family of directed graphs—class cover catch digraphs (CCCDs). CCCDs are a special case of catch digraphs. Solving the underlying CCP is equivalent to finding a smallest cardinality dominating set for the associated CCCD, which in turn provides regularization for statistical pattern classification. Some relevant properties of CCCDs are studied and a characterization of a family of CCCDs is given.     

Some new results on superimposed codes

A (w,r) cover‐free family is a family of subsets of a finite set such that no intersection of w members of the family is covered by a union of r others. A (w,r) superimposed code is the incidence matrix of such a family. Such a family also arises in cryptography as the concept of key distribution pattern. In the present paper, we give some new results on superimposed codes. First we construct superimposed codes from super‐simple designs which give us results better than superimposed codes constructed by other known methods. Next we prove the uniqueness of the (1,2) superimposed code of size 9 × 12, the (2,2) superimposed code of size 14 × 8, and the (2,3) superimposed code of size 30 × 10. Finally, we improve numerical values of upper bounds for the asymptotic rate of some (w,r) superimposed codes. © 2004 Wiley Periodicals, Inc.     

Tribute to Endre Csáki and Pál Révész

Summary This article provides a glimpse of some of the highlights of the joint work of Endre Csáki and Pál Révész since 1979. The topics of this short exploration of the rich stochastic milieu of this inspiring collaboration revolve around Brownian motion, random walks and their long excursions, local times and additive functionals, iterated processes, almost sure local and global central limit theorems, integral functionals of geometric stochastic processes, favourite sites--favourite values and jump sizes for random walk and Brownian motion, random walking in a random scenery, and large void zones and occupation times for coalescing random walks.     

Partitioning series-parallel multigraphs into ν *-excluding edge covers

We prove that, for any given vertex ν* in a series-parallel graph G, its edge set can be partitioned into κ = min{κ′(G) + 1, δ(G)} subsets such that each subset covers all the vertices of G possibly except for ν*, where δ(G) is the minimum degree of G and κ′(G) is the edge-connectivity of G. In addition, we show that the results in this paper are best possible and a polynomial time algorithm can be obtained for actually finding such a partition by our proof.     

Fluid and diffusion limits for transient sojourn times of processor sharing queues with time varying rates

We provide an approximate analysis of the transient sojourn time for a processor sharing queue with time varying arrival and service rates, where the load can vary over time, including periods of overload. Using the same asymptotic technique as uniform acceleration as demonstrated in [12] and [13], we obtain fluid and diffusion limits for the sojourn time of the M_t/M_t/1 processor-sharing queue. Our analysis is enabled by the introduction of a “virtual customer” which differs from the notion of a “tagged customer” in that the former has no effect on the processing time of the other customers in the system. Our analysis generalizes to non-exponential service and interarrival times, when the fluid and diffusion limits for the queueing process are known.     

条件愈苦,意志愈坚 --记王淦昌早年的科研活动

文章介绍了中国物理学家王淦昌早期的科研工作，特别是在抗日战争时期的科研成绩．王淦昌早期的科研贡献并不是在先进的实验仪器上，在条件优裕的实验室内完成的，而是在实验设备缺乏，科学文献不足等极端困难的环境中完成的．从王淦昌身上，可以看到那个时代中国优秀科学家脚踏实地、执志若金的奋斗精神．     

TRANILAST ^1H^13CNMR谱分析及其结构的鉴定

本文用COSY,CHCOR等二维核磁共振技术对TRANILAST,2[]3-(3.4-二甲基苯基)1-氧代-2-丙烯基]氨基]苯甲到进行了~1H、~(13)C NMR谱数据分析及归属,并结合~(13)C弛豫时间T_1 及变温实验对合成产品进行了结构鉴定.     

A fluid system with coupled input and output,and its application to bottlenecks in ad hoc networks

This paper studies a fluid queue with coupled input and output. Flows arrive according to a Poisson process, and when n flows are present, each of them transmits traffic into the queue at a rate c/(n+1), where the remaining c/(n+1) is used to serve the queue. We assume exponentially distributed flow sizes, so that the queue under consideration can be regarded as a system with Markov fluid input. The rationale behind studying this queue lies in ad hoc networks: bottleneck links have roughly this type of sharing policy. We consider four performance metrics: (i) the stationary workload of the queue, (ii) the queueing delay, i.e., the delay of a ‘packet’ (a fluid particle) that arrives at the queue at an arbitrary point in time, (iii) the flow transfer delay, i.e., the time elapsed between arrival of a flow and the epoch that all its traffic has been put into the queue, and (iv) the sojourn time, i.e., the flow transfer time increased by the time it takes before the last fluid particle of the flow is served. For each of these random variables we compute the Laplace transform. The corresponding tail probabilities decay exponentially, as is shown by a large-deviations analysis. F. Roijers’ work has been carried out partly in the SENTER-NOVEM funded project Easy Wireless.