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.     

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.     

Decay kinetics of the green emission in tungstates and molybdates

Luminescence characteristics of a number of undoped and variously doped PbWO₄ crystals were studied at 0.4–400 K by the time-resolved spectroscopy and compared with those of ZnWO₄,CdWO₄ and PbMoO₄ crystals. Two types of green emission centres are detected in PbWO₄ crystals. The centres of the first type are responsible for the low-temperature 2.3–2.4 eV emission observed under excitation around 3.90–3.95 eV. The structure and parameters of their relaxed excited states were determined. It was concluded that the origin of defects responsible for the green emission of the first type could vary for different crystals. The centres of the second type with the emission around 2.5 eV appear in crystals containing oxygen vacancies after the thermal destruction of Pb⁺-WO₃ centres at T>180 K. Decomposition of the exciton and various defect-related states was also studied, and activation energies of this process were calculated.     

A Lower Bound for the Differences of Powers of Linear Operators

Let T be a bounded linear operator in a Banach space, with σ（T）={1}. In 1983, Esterle-Berkani＇ s conjecture was proposed for the decay of differences （I - T） T^n as follows： Eitheror lim inf （n→∞（n＋1）｜｜（I-T）T^n｜｜≥1/e or T = I. We prove this claim and discuss some of its consequences.     

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.     

Activation and Afterheat Calculation Analysis for TBM

Safety considerations of TBM are part of the design process to ensure that the TBM do not adversely affect the safety of ITER. So accurate calculations of all radioactivity and potential harmfulness are very important for designing of device, selecting of blanket and shield material, analyzing of the safety and environment, disposing of nuclear waste and operation of the reactor.     

Inflationary Cosmological Models Without Restrictions on a Scalar Field Potential

A new strategy of exact solutions construction in inflationary cosmology within the self-interacting scalar field theory is proposed. It is shown that inflationary models have no restrictions dictated by the slow-roll approximation on the self-interacting potential. The suggested approach makes it possible to compute precisely the e-folds numbers in inflationary scenarios. The scalar field with a logarithmic evolution in time is analyzed in details. Other possible types of scalar field evolution are discussed.