Transition probabilities for general birth-death processes with applications in ecology, genetics, and evolution

A birth-death process is a continuous-time Markov chain that counts the number of particles in a system over time. In the general process with $n$ current particles, a new particle is born with instantaneous rate $\lambda_n$ and a particle dies with instantaneous rate $\mu_n$. Currently no robust and efficient method exists to evaluate the finite-time transition probabilities in a general birth-death process with arbitrary birth and death rates. In this paper, we first revisit the theory of continued fractions to obtain expressions for the Laplace transforms of these transition probabilities and make explicit an important derivation connecting transition probabilities and continued fractions. We then develop an efficient algorithm for computing these probabilities that analyzes the error associated with approximations in the method. We demonstrate that this error-controlled method agrees with known solutions and outperforms previous approaches to computing these probabilities. Finally, we apply our novel method to several important problems in ecology, evolution, and genetics

Power Beacon-Assisted Millimeter Wave Ad Hoc Networks

Deployment of low cost power beacons (PBs) is a promising solution for dedicated wireless power transfer (WPT) in future wireless networks. In this paper, we present a tractable model for PB-assisted millimeter wave (mmWave) wireless ad hoc networks, where each transmitter (TX) harvests energy from all PBs and then uses the harvested energy to transmit information to its desired receiver. Our model accounts for realistic aspects of WPT and mmWave transmissions, such as power circuit activation threshold, allowed maximum harvested power, maximum transmit power, beamforming and blockage. Using stochastic geometry, we obtain the Laplace transform of the aggregate received power at the TX to calculate the power coverage probability. We approximate and discretize the transmit power of each TX into a finite number of discrete power levels in log scale to compute the channel and total coverage probability. We compare our analytical predictions to simulations and observe good accuracy. The proposed model allows insights into effect of system parameters, such as transmit power of PBs, PB density, main lobe beam-width and power circuit activation threshold on the overall coverage probability. The results confirm that it is feasible and safe to power TXs in a mmWave ad hoc network using PBs.Comment: This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessibl

Achieving Max-Min Throughput in LoRa Networks

With growing popularity, LoRa networks are pivotally enabling Long Range connectivity to low-cost and power-constrained user equipments (UEs). Due to its wide coverage area, a critical issue is to effectively allocate wireless resources to support potentially massive UEs in the cell while resolving the prominent near-far fairness problem for cell-edge UEs, which is challenging to address due to the lack of tractable analytical model for the LoRa network and its practical requirement for low-complexity and low-overhead design. To achieve massive connectivity with fairness, we investigate the problem of maximizing the minimum throughput of all UEs in the LoRa network, by jointly designing high-level policies of spreading factor (SF) allocation, power control, and duty cycle adjustment based only on average channel statistics and spatial UE distribution. By leveraging on the Poisson rain model along with tailored modifications to our considered LoRa network, we are able to account for channel fading, aggregate interference and accurate packet overlapping, and still obtain a tractable and yet accurate closed-form formula for the packet success probability and hence throughput. We further propose an iterative balancing (IB) method to allocate the SFs in the cell such that the overall max-min throughput can be achieved within the considered time period and cell area. Numerical results show that the proposed scheme with optimized design greatly alleviates the near-far fairness issue, and significantly improves the cell-edge throughput.Comment: 6 pages, 4 figures, published in Proc. International Conference on Computing, Networking and Communications (ICNC), 2020. This paper proposes stochastic-geometry based analytical framework for a single-cell LoRa network, with joint optimization to achieve max-min throughput for the users. Extended journal version for large-scale multi-cell LoRa network: arXiv:2008.0743

Markovian versus non-Markovian stochastic quantization of a complex-action model

We analyze the Markovian and non-Markovian stochastic quantization methods for a complex action quantum mechanical model analog to a Maxwell-Chern-Simons eletrodynamics in Weyl gauge. We show through analytical methods convergence to the correct equilibrium state for both methods. Introduction of a memory kernel generates a non-Markovian process which has the effect of slowing down oscillations that arise in the Langevin-time evolution toward equilibrium of complex action problems. This feature of non-Markovian stochastic quantization might be beneficial in large scale numerical simulations of complex action field theories on a lattice.Comment: Accepted for publication in the International Journal of Modern Physics

Statistics of non-linear stochastic dynamical systems under L\'evy noises by a convolution quadrature approach

This paper describes a novel numerical approach to find the statistics of the non-stationary response of scalar non-linear systems excited by L\'evy white noises. The proposed numerical procedure relies on the introduction of an integral transform of Wiener-Hopf type into the equation governing the characteristic function. Once this equation is rewritten as partial integro-differential equation, it is then solved by applying the method of convolution quadrature originally proposed by Lubich, here extended to deal with this particular integral transform. The proposed approach is relevant for two reasons: 1) Statistics of systems with several different drift terms can be handled in an efficient way, independently from the kind of white noise; 2) The particular form of Wiener-Hopf integral transform and its numerical evaluation, both introduced in this study, are generalizations of fractional integro-differential operators of potential type and Gr\"unwald-Letnikov fractional derivatives, respectively.Comment: 20 pages, 5 figure

Spectral Efficiency Scaling Laws in Dense Random Wireless Networks with Multiple Receive Antennas

This paper considers large random wireless networks where transmit-and-receive node pairs communicate within a certain range while sharing a common spectrum. By modeling the spatial locations of nodes based on stochastic geometry, analytical expressions for the ergodic spectral efficiency of a typical node pair are derived as a function of the channel state information available at a receiver (CSIR) in terms of relevant system parameters: the density of communication links, the number of receive antennas, the path loss exponent, and the operating signal-to-noise ratio. One key finding is that when the receiver only exploits CSIR for the direct link, the sum of spectral efficiencies linearly improves as the density increases, when the number of receive antennas increases as a certain super-linear function of the density. When each receiver exploits CSIR for a set of dominant interfering links in addition to the direct link, the sum of spectral efficiencies linearly increases with both the density and the path loss exponent if the number of antennas is a linear function of the density. This observation demonstrates that having CSIR for dominant interfering links provides a multiplicative gain in the scaling law. It is also shown that this linear scaling holds for direct CSIR when incorporating the effect of the receive antenna correlation, provided that the rank of the spatial correlation matrix scales super-linearly with the density. Simulation results back scaling laws derived from stochastic geometry.Comment: Submitte

From non-Brownian Functionals to a Fractional Schr\"odinger Equation

We derive backward and forward fractional Schr\"odinger type of equations for the distribution of functionals of the path of a particle undergoing anomalous diffusion. Fractional substantial derivatives introduced by Friedrich and co-workers [PRL {\bf 96}, 230601 (2006)] provide the correct fractional framework for the problem at hand. In the limit of normal diffusion we recover the Feynman-Kac treatment of Brownian functionals. For applications, we calculate the distribution of occupation times in half space and show how statistics of anomalous functionals is related to weak ergodicity breaking.Comment: 5 page