12,374 research outputs found
General solution of the Poisson equation for Quasi-Birth-and-Death processes
We consider the Poisson equation , where
is the transition matrix of a Quasi-Birth-and-Death (QBD) process with
infinitely many levels, is a given infinite dimensional vector and is the unknown. Our main result is to provide the general solution of this
equation. To this purpose we use the block tridiagonal and block Toeplitz
structure of the matrix to obtain a set of matrix difference equations,
which are solved by constructing suitable resolvent triples
On a Symmetric, Nonlinear Birth-Death Process with Bimodal Transition Probabilities
We consider a bilateral birth-death process having sigmoidal-type rates. A thorough discussion on its transient behaviour is given, which includes studying symmetry properties of the transition probabilities, finding conditions leading to their bimodality, determining mean and variance of the process, and analyzing absorption problems in the presence of 1 or 2 boundaries. In particular, thanks to the symmetry properties we obtain the avoiding transition probabilities in the presence of a pair of absorbing boundaries, expressed as a series
Field theoretic formulation and empirical tracking of spatial processes
Spatial processes are attacked on two fronts. On the one hand, tools from theoretical and
statistical physics can be used to understand behaviour in complex, spatially-extended
multi-body systems. On the other hand, computer vision and statistical analysis can be
used to study 4D microscopy data to observe and understand real spatial processes in
vivo.
On the rst of these fronts, analytical models are developed for abstract processes, which
can be simulated on graphs and lattices before considering real-world applications in elds
such as biology, epidemiology or ecology. In the eld theoretic formulation of spatial processes,
techniques originating in quantum eld theory such as canonical quantisation and
the renormalization group are applied to reaction-di usion processes by analogy. These
techniques are combined in the study of critical phenomena or critical dynamics. At this
level, one is often interested in the scaling behaviour; how the correlation functions scale
for di erent dimensions in geometric space. This can lead to a better understanding of how
macroscopic patterns relate to microscopic interactions. In this vein, the trace of a branching
random walk on various graphs is studied. In the thesis, a distinctly abstract approach
is emphasised in order to support an algorithmic approach to parts of the formalism.
A model of self-organised criticality, the Abelian sandpile model, is also considered. By
exploiting a bijection between recurrent con gurations and spanning trees, an e cient
Monte Carlo algorithm is developed to simulate sandpile processes on large lattices.
On the second front, two case studies are considered; migratory patterns of leukaemia cells
and mitotic events in Arabidopsis roots. In the rst case, tools from statistical physics
are used to study the spatial dynamics of di erent leukaemia cell lineages before and after
a treatment. One key result is that we can discriminate between migratory patterns in
response to treatment, classifying cell motility in terms of sup/super/di usive regimes.
For the second case study, a novel algorithm is developed to processes a 4D light-sheet
microscopy dataset. The combination of transient uorescent markers and a poorly localised
specimen in the eld of view leads to a challenging tracking problem. A fuzzy
registration-tracking algorithm is developed to track mitotic events so as to understand
their spatiotemporal dynamics under normal conditions and after tissue damage.Open Acces
Markovian arrivals in stochastic modelling: a survey and some new results
This paper aims to provide a comprehensive review on Markovian arrival processes (MAPs),
which constitute a rich class of point processes used extensively in stochastic modelling. Our
starting point is the versatile process introduced by Neuts (1979) which, under some simplified
notation, was coined as the batch Markovian arrival process (BMAP). On the one hand, a general
point process can be approximated by appropriate MAPs and, on the other hand, the MAPs
provide a versatile, yet tractable option for modelling a bursty flow by preserving the Markovian
formalism. While a number of well-known arrival processes are subsumed under a BMAP as
special cases, the literature also shows generalizations to model arrival streams with marks, nonhomogeneous
settings or even spatial arrivals. We survey on the main aspects of the BMAP,
discuss on some of its variants and generalizations, and give a few new results in the context of a
recent state-dependent extension.Peer Reviewe
- …