1,155 research outputs found
Translated Poisson approximation to equilibrium distributions of Markov population processes
The paper is concerned with the equilibrium distributions of continuous-time
density dependent Markov processes on the integers. These distributions are
known typically to be approximately normal, and the approximation error, as
measured in Kolmogorov distance, is of the smallest order that is compatible
with their having integer support. Here, an approximation in the much stronger
total variation norm is established, without any loss in the asymptotic order
of accuracy; the approximating distribution is a translated Poisson
distribution having the same variance and (almost) the same mean. Our arguments
are based on the Stein-Chen method and Dynkin's formula.Comment: 18 page
Measurement of ocular compliance using iPerfusion
The pressure-volume relationship of the eye is determined by the biomechanical properties of the corneoscleral shell and is classically characterised by Friedenwald's coefficient of ocular rigidity or, alternatively, by the ocular compliance (OC), defined as dV/dP. OC is important in any situation where the volume (V) or pressure (P) of the eye is perturbed, as occurs during several physiological and pathological processes. However, accurately measuring OC is challenging, particularly in rodents. We measured OC in 24 untreated enucleated eyes from 12 C57BL/6 mice using the iPerfusion system to apply controlled pressure steps, whilst measuring the time-varying flow rate into the eye. Pressure and flow data were analysed by a “Discrete Volume” (integrating the flow trace) and “Step Response” method (fitting an analytical solution to the pressure trace). OC evaluated at 13 mmHg was similar between the two methods (Step Response, 41 [37, 46] vs. Discrete Volume, 42 [37, 48] nl/mmHg; mean [95% CI]), although the Step Response Method yielded tighter confidence bounds on individual eyes. OC was tightly correlated between contralateral eyes (R2 = 0.75, p = 0.0003). Following treatment with the cross-linking agent genipin, OC decreased by 40 [33, 47]% (p = 0.0001; N = 6, Step Response Method). Measuring OC provides a powerful tool to assess corneoscleral biomechanics in mice and other species
A functional non-central limit theorem for jump-diffusions with periodic coefficients driven by stable Levy-noise
We prove a functional non-central limit theorem for jump-diffusions with
periodic coefficients driven by strictly stable Levy-processes with stability
index bigger than one. The limit process turns out to be a strictly stable Levy
process with an averaged jump-measure. Unlike in the situation where the
diffusion is driven by Brownian motion, there is no drift related enhancement
of diffusivity.Comment: Accepted to Journal of Theoretical Probabilit
The Mean Drift: Tailoring the Mean Field Theory of Markov Processes for Real-World Applications
The statement of the mean field approximation theorem in the mean field
theory of Markov processes particularly targets the behaviour of population
processes with an unbounded number of agents. However, in most real-world
engineering applications one faces the problem of analysing middle-sized
systems in which the number of agents is bounded. In this paper we build on
previous work in this area and introduce the mean drift. We present the concept
of population processes and the conditions under which the approximation
theorems apply, and then show how the mean drift is derived through a
systematic application of the propagation of chaos. We then use the mean drift
to construct a new set of ordinary differential equations which address the
analysis of population processes with an arbitrary size
The Euler-Maruyama approximation for the absorption time of the CEV diffusion
A standard convergence analysis of the simulation schemes for the hitting
times of diffusions typically requires non-degeneracy of their coefficients on
the boundary, which excludes the possibility of absorption. In this paper we
consider the CEV diffusion from the mathematical finance and show how a weakly
consistent approximation for the absorption time can be constructed, using the
Euler-Maruyama scheme
Rectification of thermal fluctuations in ideal gases
We calculate the systematic average speed of the adiabatic piston and a
thermal Brownian motor, introduced in [Van den Broeck, Kawai and Meurs,
\emph{Microscopic analysis of a thermal Brownian motor}, to appear in Phys.
Rev. Lett.], by an expansion of the Boltzmann equation and compare with the
exact numerical solution.Comment: 18 page
A simple mean field model for social interactions: dynamics, fluctuations, criticality
We study the dynamics of a spin-flip model with a mean field interaction. The
system is non reversible, spacially inhomogeneous, and it is designed to model
social interactions. We obtain the limiting behavior of the empirical averages
in the limit of infinitely many interacting individuals, and show that phase
transition occurs. Then, after having obtained the dynamics of normal
fluctuations around this limit, we analize long time fluctuations for critical
values of the parameters. We show that random inhomogeneities produce critical
fluctuations at a shorter time scale compared to the homogeneous system.Comment: 37 pages, 2 figure
Spontaneous Resonances and the Coherent States of the Queuing Networks
We present an example of a highly connected closed network of servers, where
the time correlations do not go to zero in the infinite volume limit. This
phenomenon is similar to the continuous symmetry breaking at low temperatures
in statistical mechanics. The role of the inverse temperature is played by the
average load.Comment: 3 figures added, small correction
Large Deviations Principle for a Large Class of One-Dimensional Markov Processes
We study the large deviations principle for one dimensional, continuous,
homogeneous, strong Markov processes that do not necessarily behave locally as
a Wiener process. Any strong Markov process in that is
continuous with probability one, under some minimal regularity conditions, is
governed by a generalized elliptic operator , where and are
two strictly increasing functions, is right continuous and is
continuous. In this paper, we study large deviations principle for Markov
processes whose infinitesimal generator is where
. This result generalizes the classical large deviations
results for a large class of one dimensional "classical" stochastic processes.
Moreover, we consider reaction-diffusion equations governed by a generalized
operator . We apply our results to the problem of wave front
propagation for these type of reaction-diffusion equations.Comment: 23 page
Analytic Metaphysics versus Naturalized Metaphysics: The Relevance of Applied Ontology
The relevance of analytic metaphysics has come under criticism: Ladyman & Ross, for instance, have suggested do discontinue the field. French & McKenzie have argued in defense of analytic metaphysics that it develops tools that could turn out to be useful for philosophy of physics. In this article, we show first that this heuristic defense of metaphysics can be extended to the scientific field of applied ontology, which uses constructs from analytic metaphysics. Second, we elaborate on a parallel by French & McKenzie between mathematics and metaphysics to show that the whole field of analytic metaphysics, being useful not only for philosophy but also for science, should continue to exist as a largely autonomous field
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