730,771 research outputs found

    Point-occurrence self-similarity in crackling-noise systems and in other complex systems

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    It has been recently found that a number of systems displaying crackling noise also show a remarkable behavior regarding the temporal occurrence of successive events versus their size: a scaling law for the probability distributions of waiting times as a function of a minimum size is fulfilled, signaling the existence on those systems of self-similarity in time-size. This property is also present in some non-crackling systems. Here, the uncommon character of the scaling law is illustrated with simple marked renewal processes, built by definition with no correlations. Whereas processes with a finite mean waiting time do not fulfill a scaling law in general and tend towards a Poisson process in the limit of very high sizes, processes without a finite mean tend to another class of distributions, characterized by double power-law waiting-time densities. This is somehow reminiscent of the generalized central limit theorem. A model with short-range correlations is not able to escape from the attraction of those limit distributions. A discussion on open problems in the modeling of these properties is provided.Comment: Submitted to J. Stat. Mech. for the proceedings of UPON 2008 (Lyon), topic: crackling nois

    Catalog Dynamics: Impact of Content Publishing and Perishing on the Performance of a LRU Cache

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    The Internet heavily relies on Content Distribution Networks and transparent caches to cope with the ever-increasing traffic demand of users. Content, however, is essentially versatile: once published at a given time, its popularity vanishes over time. All requests for a given document are then concentrated between the publishing time and an effective perishing time. In this paper, we propose a new model for the arrival of content requests, which takes into account the dynamical nature of the content catalog. Based on two large traffic traces collected on the Orange network, we use the semi-experimental method and determine invariants of the content request process. This allows us to define a simple mathematical model for content requests; by extending the so-called "Che approximation", we then compute the performance of a LRU cache fed with such a request process, expressed by its hit ratio. We numerically validate the good accuracy of our model by comparison to trace-based simulation.Comment: 13 Pages, 9 figures. Full version of the article submitted to the ITC 2014 conference. Small corrections in the appendix from the previous versio

    Mathematical Models of Gene Expression

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    In this paper we analyze the equilibrium properties of a large class of stochastic processes describing the fundamental biological process within bacterial cells, {\em the production process of proteins}. Stochastic models classically used in this context to describe the time evolution of the numbers of mRNAs and proteins are presented and discussed. An extension of these models, which includes elongation phases of mRNAs and proteins, is introduced. A convergence result to equilibrium for the process associated to the number of proteins and mRNAs is proved and a representation of this equilibrium as a functional of a Poisson process in an extended state space is obtained. Explicit expressions for the first two moments of the number of mRNAs and proteins at equilibrium are derived, generalizing some classical formulas. Approximations used in the biological literature for the equilibrium distribution of the number of proteins are discussed and investigated in the light of these results. Several convergence results for the distribution of the number of proteins at equilibrium are in particular obtained under different scaling assumptions

    Stochastic Multipath Model for the In-Room Radio Channel based on Room Electromagnetics

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    We propose a stochastic multipath model for the received signal for the case where the transmitter and receiver, both with directive antennas, are situated in the same rectangular room. This scenario is known to produce channel impulse responses with a gradual specular-to-diffused transition in delay. Mirror source theory predicts the arrival rate to be quadratic in delay, inversely proportional to room volume and proportional to the product of the antenna beam coverage fractions. We approximate the mirror source positions by a homogeneous spatial Poisson point process and their gain as complex random variables with the same second moment. The multipath delays in the resulting model form an inhomogeneous Poisson point process which enables derivation of the characteristic functional, power/kurtosis delay spectra, and the distribution of order statistics of the arrival delays in closed form. We find that the proposed model matches the mirror source model well in terms of power delay spectrum, kurtosis delay spectrum, order statistics, and prediction of mean delay and rms delay spread. The constant rate model, assumed in e.g. the Saleh-Valenzuela model, is unable to reproduce the same effects.Comment: 14 pages, Manuscript Submitted to IEEE Transaction on Antennas and Propagatio

    Segmentation algorithm for non-stationary compound Poisson processes

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    We introduce an algorithm for the segmentation of a class of regime switching processes. The segmentation algorithm is a non parametric statistical method able to identify the regimes (patches) of the time series. The process is composed of consecutive patches of variable length, each patch being described by a stationary compound Poisson process, i.e. a Poisson process where each count is associated to a fluctuating signal. The parameters of the process are different in each patch and therefore the time series is non stationary. Our method is a generalization of the algorithm introduced by Bernaola-Galvan, et al., Phys. Rev. Lett., 87, 168105 (2001). We show that the new algorithm outperforms the original one for regime switching compound Poisson processes. As an application we use the algorithm to segment the time series of the inventory of market members of the London Stock Exchange and we observe that our method finds almost three times more patches than the original one.Comment: 11 pages, 11 figure

    Detecting the harmonics of oscillations with time-variable frequencies

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    A method is introduced for the spectral analysis of complex noisy signals containing several frequency components. It enables components that are independent to be distinguished from the harmonics of nonsinusoidal oscillatory processes of lower frequency. The method is based on mutual information and surrogate testing combined with the wavelet transform, and it is applicable to relatively short time series containing frequencies that are time variable. Where the fundamental frequency and harmonics of a process can be identified, the characteristic shape of the corresponding oscillation can be determined, enabling adaptive filtering to remove other components and nonoscillatory noise from the signal. Thus the total bandwidth of the signal can be correctly partitioned and the power associated with each component then can be quantified more accurately. The method is first demonstrated on numerical examples. It is then used to identify the higher harmonics of oscillations in human skin blood flow, both spontaneous and associated with periodic iontophoresis of a vasodilatory agent. The method should be equally relevant to all situations where signals of comparable complexity are encountered, including applications in astrophysics, engineering, and electrical circuits, as well as in other areas of physiology and biology
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