5,755 research outputs found
Stochastic velocity motions and processes with random time
The aim of this paper is to analyze a class of random motions which models
the motion of a particle on the real line with random velocity and subject to
the action of the friction. The speed randomly changes when a Poissonian event
occurs. We study the characteristic and the moment generating function of the
position reached by the particle at time . We are able to derive the
explicit probability distributions in few cases for which discuss the
connections with the random flights. The moments are also widely analyzed.
For the random motions having an explicit density law, further interesting
probabilistic interpretations emerge if we deal with them varying up a random
time. Essentially, we consider two different type of random times, namely
Bessel and Gamma times, which contain, as particular cases, some important
probability distributions (e.g. Gaussian, Exponential). In particular, for the
random processes built by means of these compositions, we derive the
probability distributions fixed the number of Poisson events.
Some remarks on the possible extensions to the random motions in higher
spaces are proposed. We focus our attention on the persistent planar random
motion
Least squares volatility change point estimation for partially observed diffusion processes
A one dimensional diffusion process , with drift
and diffusion coefficient
known up to , is supposed to switch volatility regime at some point
. On the basis of discrete time observations from , the
problem is the one of estimating the instant of change in the volatility
structure as well as the two values of , say and
, before and after the change point. It is assumed that the sampling
occurs at regularly spaced times intervals of length with
. To work out our statistical problem we use a least squares
approach. Consistency, rates of convergence and distributional results of the
estimators are presented under an high frequency scheme. We also study the case
of a diffusion process with unknown drift and unknown volatility but constant
Exact Solution of a Jamming Transition: Closed Equations for a Bootstrap Percolation Problem
Jamming, or dynamical arrest, is a transition at which many particles stop
moving in a collective manner. In nature it is brought about by, for example,
increasing the packing density, changing the interactions between particles, or
otherwise restricting the local motion of the elements of the system. The onset
of collectivity occurs because, when one particle is blocked, it may lead to
the blocking of a neighbor. That particle may then block one of its neighbors,
these effects propagating across some typical domain of size named the
dynamical correlation length. When this length diverges, the system becomes
immobile. Even where it is finite but large the dynamics is dramatically
slowed. Such phenomena lead to glasses, gels, and other very long-lived
nonequilibrium solids. The bootstrap percolation models are the simplest
examples describing these spatio-temporal correlations. We have been able to
solve one such model in two dimensions exactly, exhibiting the precise
evolution of the jamming correlations on approach to arrest. We believe that
the nature of these correlations and the method we devise to solve the problem
are quite general. Both should be of considerable help in further developing
this field.Comment: 17 pages, 4 figure
Realistic shell model and nuclei around 132Sn
This contribution reports on a shell-model study of nuclei in the 132Sn region employing a realistic effective interaction derived from the CD-Bonn nucleon-nucleon potential renormalized through the use of the Vlow−k approach. We shall focus on some selected results for nuclei with a few valence particles and/or holes with respect to 132Sn, namely Sn isotopes with N > 82 and 130Te, which have, in part, been discussed in previous papers. Results are compared with experiments, and predictions that may provide guidance to future experiments are also discussed. It is the aim of this contribution to underline the importance of studying 132Sn neighbours to acquire a deep understanding of nuclear structure, that may be very useful also in other physics fields, and to show that the realistic shell model is a very effective tool to conduct these studies
La agricultura y los poderes públicos : algunas indicaciones, que podrÃan servir de ponencia, presentadas al Consejo de la Federación Agricola de Castilla La Vieja por su vocal
Copia digital. Valladolid : Junta de Castilla y León. ConsejerÃa de Cultura y Turismo, 2009-201
Brown dwarf disks with ALMA
We present ALMA continuum and spectral line data at 0.89 mm and 3.2 mm for
three disks surrounding young brown dwarfs and very low mass stars in the
Taurus star forming region. Dust thermal emission is detected and spatially
resolved for all the three disks, while CO(J=3-2) emission is seen in two
disks. We analyze the continuum visibilities and constrain the disks physical
structure in dust. The results of our analysis show that the disks are
relatively large, the smallest one with an outer radius of about 70 AU. The
inferred disk radii, radial profiles of the dust surface density and disk to
central object mass ratios lie within the ranges found for disks around more
massive young stars. We derive from our observations the wavelength dependence
of the millimeter dust opacity. In all the three disks data are consistent with
the presence of grains with at least millimeter sizes, as also found for disks
around young stars, and confirm that the early stages of the solid growth
toward planetesimals occur also around very low mass objects. We discuss the
implications of our findings on models of solids evolution in protoplanetary
disks, on the main mechanisms proposed for the formation of brown dwarfs and
very low mass stars, as well as on the potential of finding rocky and giant
planets around very low mass objects.Comment: 15 pages, 10 figures, accepted for publication in Ap
Near-IR imaging of T Cha: evidence for scattered-light disk structures at solar system scales
T Chamaeleontis is a young star surrounded by a transitional disk, and a
plausible candidate for ongoing planet formation. Recently, a substellar
companion candidate was reported within the disk gap of this star. However, its
existence remains controversial, with the counter-hypothesis that light from a
high inclination disk may also be consistent with the observed data. The aim of
this work is to investigate the origin of the observed closure phase signal to
determine if it is best explained by a compact companion. We observed T Cha in
the L and K s filters with sparse aperture masking, with 7 datasets covering a
period of 3 years. A consistent closure phase signal is recovered in all L and
K s datasets. Data were fit with a companion model and an inclined
circumstellar disk model based on known disk parameters: both were shown to
provide an adequate fit. However, the absence of expected relative motion for
an orbiting body over the 3-year time baseline spanned by the observations
rules out the companion model. Applying image reconstruction techniques to each
dataset reveals a stationary structure consistent with forward scattering from
the near edge of an inclined disk.Comment: 6 pages, 3 figures, accepted for publication in MNRAS Letter
On random flights with non-uniformly distributed directions
This paper deals with a new class of random flights defined in the real space characterized
by non-uniform probability distributions on the multidimensional sphere. These
random motions differ from similar models appeared in literature which take
directions according to the uniform law. The family of angular probability
distributions introduced in this paper depends on a parameter which
gives the level of drift of the motion. Furthermore, we assume that the number
of changes of direction performed by the random flight is fixed. The time
lengths between two consecutive changes of orientation have joint probability
distribution given by a Dirichlet density function.
The analysis of is not an easy task, because it
involves the calculation of integrals which are not always solvable. Therefore,
we analyze the random flight obtained as
projection onto the lower spaces of the original random
motion in . Then we get the probability distribution of
Although, in its general framework, the analysis of is very complicated, for some values of , we can provide
some results on the process. Indeed, for , we obtain the characteristic
function of the random flight moving in . Furthermore, by
inverting the characteristic function, we are able to give the analytic form
(up to some constants) of the probability distribution of Comment: 28 pages, 3 figure
Random motions at finite velocity in a non-Euclidean space
In this paper telegraph processes on geodesic lines of the Poincaré half-space and Poincaré disk are introduced and the behavior of their hyperbolic distances examined. Explicit distributions of the processes are obtained and the related governing equations derived. By means of the processes on geodesic lines, planar random motions (with independent components) in the Poincaré half-space and disk are defined and their hyperbolic random distances studied. The limiting case of one-dimensional and planar motions together with their hyperbolic distances is discussed with the aim of establishing connections with the well-known stochastic representations of hyperbolic Brownian motion. Extensions of motions with finite velocity to the three-dimensional space are also hinted at, in the final section
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