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 $t>0$. 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 $X=\{X_t, 0\leq t \leq T\}$, with drift $b(x)$ and diffusion coefficient $\sigma(\theta, x)=\sqrt{\theta} \sigma(x)$ known up to $\theta>0$, is supposed to switch volatility regime at some point $t^*\in (0,T)$. On the basis of discrete time observations from $X$, the problem is the one of estimating the instant of change in the volatility structure $t^*$ as well as the two values of $\theta$, say $\theta_1$ and $\theta_2$, before and after the change point. It is assumed that the sampling occurs at regularly spaced times intervals of length $\Delta_n$ with $n\Delta_n=T$. 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 podrían 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. Consejería 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 $\underline{\bf X}_d(t),t>0,$ defined in the real space $\mathbb{R}^d, d\geq 2,$ 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 $\nu\geq 0$ 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 $\underline{\bf X}_d(t),t>0,$ is not an easy task, because it involves the calculation of integrals which are not always solvable. Therefore, we analyze the random flight $\underline{\bf X}_m^d(t),t>0,$ obtained as projection onto the lower spaces $\mathbb{R}^m,m<d,$ of the original random motion in $\mathbb{R}^d$. Then we get the probability distribution of $\underline{\bf X}_m^d(t),t>0.$ Although, in its general framework, the analysis of $\underline{\bf X}_d(t),t>0,$ is very complicated, for some values of $\nu$, we can provide some results on the process. Indeed, for $\nu=1$, we obtain the characteristic function of the random flight moving in $\mathbb{R}^d$. Furthermore, by inverting the characteristic function, we are able to give the analytic form (up to some constants) of the probability distribution of $\underline{\bf X}_d(t),t>0.$Comment: 28 pages, 3 figure