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.     

直流稳压电源波形演示器制作说明

直流稳压电源可以将交流电压变换为直流电压,并使之稳定,在我们现实生活中应用很广泛,在实验中我们利用的电学知识,设计制造了一种直流稳压电源。本文简要介绍了这种直流稳压电源波形演示器的设计目的和电路原理,重点阐述了它的制作流程、滤波和稳压原理以及性能测试输出波形。     

Comparison of two models for managing reliability growth during product design

Relying on reliability growth testing to improve system designis neither usually effective nor efficient. Instead it is importantto design in reliability. This requires models to estimate reliabilitygrowth in the design that can be used to assess whether goalreliability will be achieved within the target timescale forthe design process. Many models have been developed for analysisof reliability growth on test, but there has been much lessattention given to reliability growth in design. This paperdescribes and compares two models: one motivated by the practicalengineering process; the other by extending the reasoning ofstatistical reliability growth modelling. Both models are referencedin the recently revised edition of international standard IEC61164. However, there has been no reported evaluation of theirproperties. Therefore, this paper explores the commonalitiesand differences between these models through an assessment oftheir logic and their application to an industrial example.Recommendations are given for the use of reliability growthmodels to aid management of the design process and to informproduct development.     

串联双环光微谐振器的滤波特性

详细研究了串联双环光微谐振器的光带通滤波特性，给出了其通带带宽的公式，分析了出／入环光耦合系数和环间光耦合系数对通带特性的影响，计算并特别强调了滤波通带的结构特点，也分析了微环中存在的光损耗对串联双环光微谐振器的滤波特性的影响。     

On Super Hamiltonian Semigroups

The concept of super hamiltonian semigroup is introduced. As a result, the structure theorems obtained by A. Cherubini and A. Varisco on quasi commutative semi-groups and quasi hamiltonian semigroups respectively are extended to super hamiltonian semigroups.     

On the Embedding of Ordered Semigroups into Ordered Group

It was shown in [7] that any right reversible, cancellative ordered semigroup can be embedded into an ordered group and as a consequence, it was shown that a commutative ordered semigroup can be embedded into an ordered group if and only if it is cancellative. In this paper we introduce the concept of L-maher and R-maher semigroups and use a technique similar to that used in [7] to show that any left reversible cancellative ordered L or R-maher semigroup can be embedded into an ordered group.     

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.     

Oracle Inequalities for Efromovich–Pinsker Blockwise Estimates

Oracle inequality is a relatively new statistical tool for the analysis of nonparametric adaptive estimates. Oracle is a good pseudo-estimate that is based on both data and an underlying estimated curve. An oracle inequality shows how well an adaptive estimator mimics the oracle for a particular underlying curve. The most advanced oracle inequalities have been recently obtained by Cavalier and Tsybakov (2001) for Stein type blockwise estimates used in filtering a signal from a stationary white Gaussian process. The authors also conjecture that a similar result can be obtained for Efromovich–Pinsker (EP) type blockwise estimators where their approach, based on Stein's formula for risk calculation, does not work. This article proves the conjecture and extends it upon more general models which include not stationary and dependent processes. Other possible extensions, a discussion of practical implications and a numerical study are also presented.     

Reduction of Entrained Hydroxy Species in Ormosil Films for Integrated Optics

Organically modified silicates (ormosils) have been viewed as possible materials for optical signal processing devices for communications networks. One significant problem obstructing their use in this application is the absorption of infrared light by hydroxy species (present for example in silanol groups (SiOH) and water) around the communications wavelengths (1310 and 1550 nm). We have investigated several ormosil compositions, synthesised via an aqueous sol-gel method, to determine if residual hydroxy groups can be removed more effectively via reducing the connectivity of the material by increasing the number of organic groups (such as Si—CH₃). Furthermore, we have investigated the effect of different inert atmospheres on the drying process. It was found that reducing the connectivity does promote the removal of hydroxy absorption, mainly via the condensation of residual silanol groups, but also by removal of residual water, depending on the other precursors in the system. It was also found that the drying atmosphere used (nitrogen or helium) had no effect on the drying process.     

两相同部件温贮备可修的人机系统解的性质分析

本文首先用强连续算子半群理论证明了两相同部件温贮备可修的人机系统动态非负解的存在唯一性 ,然后证明了 0是系统主算子的本征值 ,并得到 0本征值对应的本征向量是正的 ,从而系统存在稳态正解 .