The semimartingale decomposition of one-dimensional quasidiffusions with natural scale

AbstractQuasidiffusions (with natural scale) are semimartingales obtained as time changed Wiener processes. Examples are diffusions and birth- and death-processes. In general, quasidiffusions are not continuous but they are skip-free. In this note we determine the continuous and the purely discontinuous martingale part of all such quasidiffusions

An augmented moment method for stochastic ensembles with delayed couplings: II. FitzHugh-Nagumo model

Dynamics of FitzHugh-Nagumo (FN) neuron ensembles with time-delayed couplings subject to white noises, has been studied by using both direct simulations and a semi-analytical augmented moment method (AMM) which has been proposed in a recent paper [H. Hasegawa, E-print: cond-mat/0311021]. For $N$-unit FN neuron ensembles, AMM transforms original $2N$-dimensional {\it stochastic} delay differential equations (SDDEs) to infinite-dimensional {\it deterministic} DEs for means and correlation functions of local and global variables. Infinite-order recursive DEs are terminated at the finite level $m$ in the level-$m$ AMM (AMM$m$), yielding $8(m+1)$-dimensional deterministic DEs. When a single spike is applied, the oscillation may be induced if parameters of coupling strength, delay, noise intensity and/or ensemble size are appropriate. Effects of these parameters on the emergence of the oscillation and on the synchronization in FN neuron ensembles have been studied. The synchronization shows the {\it fluctuation-induced} enhancement at the transition between non-oscillating and oscillating states. Results calculated by AMM5 are in fairly good agreement with those obtained by direct simulations.Comment: 15 pages, 3 figures; changed the title with correcting typos, accepted in Phys. Rev. E with some change

An augmented moment method for stochastic ensembles with delayed couplings: I. Langevin model

By employing a semi-analytical dynamical mean-field approximation theory previously proposed by the author [H. Hasegawa, Phys. Rev. E {\bf 67}, 041903 (2003)], we have developed an augmented moment method (AMM) in order to discuss dynamics of an $N$-unit ensemble described by linear and nonlinear Langevin equations with delays. In AMM, original $N$-dimensional {\it stochastic} delay differential equations (SDDEs) are transformed to infinite-dimensional {\it deterministic} DEs for means and correlations of local as well as global variables. Infinite-order DEs arising from the non-Markovian property of SDDE, are terminated at the finite level $m$ in the level-$m$ AMM (AMM$m$), which yields $(3+m)$-dimensional deterministic DEs. Model calculations have been made for linear and nonlinear Langevin models. The stationary solution of AMM for the linear Langevin model with N=1 is nicely compared to the exact result. The synchronization induced by an applied single spike is shown to be enhanced in the nonlinear Langevin ensemble with model parameters locating at the transition between oscillating and non-oscillating states. Results calculated by AMM6 are in good agreement with those obtained by direct simulations.Comment: 18 pages, 3 figures, changed the title with re-arranged figures, accepted in Phys. Rev. E with some change

Оптимизация кадровой стратегии предприятия

Объектом исследования является оптимизация кадровой стратегии предприятия. Цель работы – разработка мероприятий по усовершенствованию кадровой стратегии предприятия ОАО "РЖД". В процессе исследования проводились: рассмотрение, анализ, методы решения, стимулирование персонала компании ОАО "РЖД" и усовершенствование кадровой политики предприятия ОАО "РЖД". Степень внедрения: предложенные мероприятия направлены на рассмотрение руководителям предприятия, для применения обновленной системы найма, адаптации, обучения и поощрения сотрудников. Область применения: внедрение в систему кадровой политики компании ОАО "РЖД".The object of the study is to optimize the personnel strategy of the enterprise. The purpose of the work is to develop measures to improve the personnel strategy of the enterprise JSC "Russian Railways". In the course of the study were carried out: consideration, analysis, methods of solution, stimulation of personnel of JSC "Russian Railways" and improvement of personnel policy of the company "Russian Railways". Degree of implementation: the proposed measures are aimed at consideration of the company's managers, for the application of the updated system of recruitment, adaptation, training and promotion of employees. Scope: implementation of the personnel policy of JSC "Russian Railways"

Degradation Kinetics of Lignocellulolytic Enzymes in a Biogas Reactor Using Quantitative Mass Spectrometry

The supplementation of lignocellulose-degrading enzymes can be used to enhance the performance of biogas production in industrial biogas plants. Since the structural stability of these enzyme preparations is essential for efficient application, reliable methods for the assessment of enzyme stability are crucial. Here, a mass-spectrometric-based assay was established to monitor the structural stability of enzymes, i.e., the structural integrity of these proteins, in anaerobic digestion (AD). The analysis of extracts of Lentinula edodes revealed the rapid degradation of lignocellulose-degrading enzymes, with an approximate half-life of 1.5 h. The observed low structural stability of lignocellulose-degrading enzymes in AD corresponded with previous results obtained for biogas content. The established workflow can be easily adapted for the monitoring of other enzyme formulations and provides a platform for evaluating the effects of enzyme additions in AD, together with a characterization of the biochemical methane potential used in order to determine the biodegradability of organic substrates

Quantum Criticality in doped CePd_1-xRh_x Ferromagnet

CePd_1-xRh_x alloys exhibit a continuous evolution from ferromagnetism (T_C= 6.5 K) at x = 0 to a mixed valence (MV) state at x = 1. We have performed a detailed investigation on the suppression of the ferromagnetic (F) phase in this alloy using dc-(\chi_dc) and ac-susceptibility (\chi_ac), specific heat (C_m), resistivity (\rho) and thermal expansion (\beta) techniques. Our results show a continuous decrease of T_C (x) with negative curvature down to T_C = 3K at x*= 0.65, where a positive curvature takes over. Beyond x*, a cusp in cac is traced down to T_C* = 25 mK at x = 0.87, locating the critical concentration between x = 0.87 and 0.90. The quantum criticality of this region is recognized by the -log(T/T_0) dependence of C_m/T, which transforms into a T^-q (~0.5) one at x = 0.87. At high temperature, this system shows the onset of valence instability revealed by a deviation from Vegard's law (at x_V~0.75) and increasing hybridization effects on high temperature \chi_dc and \rho. Coincidentally, a Fermi liquid contribution to the specific heat arises from the MV component, which becomes dominant at the CeRh limit. In contrast to antiferromagnetic systems, no C_m/T flattening is observed for x > x_cr rather the mentioned power law divergence, which coincides with a change of sign of \beta. The coexistence of F and MV components and the sudden changes in the T dependencies are discussed in the context of randomly distributed magnetic and Kondo couplings.Comment: 11 pages, 11 figure

Short-time Gibbsianness for Infinite-dimensional Diffusions with Space-Time Interaction

We consider a class of infinite-dimensional diffusions where the interaction between the components is both spatial and temporal. We start the system from a Gibbs measure with finite-range uniformly bounded interaction. Under suitable conditions on the drift, we prove that there exists $t_0>0$ such that the distribution at time $t\leq t_0$ is a Gibbs measure with absolutely summable interaction. The main tool is a cluster expansion of both the initial interaction and certain time-reversed Girsanov factors coming from the dynamics

On Compound Poisson Processes Arising in Change-Point Type Statistical Models as Limiting Likelihood Ratios

Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In a previous paper of one of the authors it was established that one of these likelihood ratios, which is an exponential functional of a two-sided Poisson process driven by some parameter, can be approximated (for sufficiently small values of the parameter) by another one, which is an exponential functional of a two-sided Brownian motion. In this paper we consider yet another likelihood ratio, which is the exponent of a two-sided compound Poisson process driven by some parameter. We establish, that similarly to the Poisson type one, the compound Poisson type likelihood ratio can be approximated by the Brownian type one for sufficiently small values of the parameter. We equally discuss the asymptotics for large values of the parameter and illustrate the results by numerical simulations