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

Text in the Natural World: Topics of Evolutionary Theory of Literature

The study of literature has expanded to include an evolutionary perspective. Its premise is that the literary text and literature as an overarching institution came into existence as a product of the same evolutionary process that gave rise to the human species. In this view, literature is an evolutionary adaptation that functions as any other adaptation does, as a means of enhancing survivability and also promoting benefits for the individual and society. Text in the Natural World is an introduction to the theory and a survey of topics pertinent to the evolutionary view of literature. After a polemical, prefatory chapter and an overview of the pertinent aspects of evolutionary theory itself, the book examines integral building blocks of literature and literary expression as effects of evolutionary development. This includes chapters on moral sense, symbolic thought, literary aesthetics in general, literary ontology, the broad topic of form, function and device in literature, a last theoretical chapter on narrative, and a chapter on literary themes. The concluding chapter builds on the preceding one as an illustration of evolutionary thematic study in practice, in a study of the fauna in the fiction of Maupassant. This text is designed to be of interest to those who read and think about things literary, as well as to those who have interest in the extension of Darwin’s great idea across the horizon of human culture. It tries to bridge the gulf that has separated the humanities from the sciences, and would be a helpful text for courses taught in both literary theory and interdisciplinary approaches to literature and philosophy.https://cupola.gettysburg.edu/books/1125/thumbnail.jp

An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model

The Block DCC model for determining dynamic correlations within and between groups of financial asset returns is extended to account for asymmetric effects. Simulation results show that the Asymmetric Block DCC model is competitive in in-sample forecasting and performs better than alternative DCC models in out-of-sample forecasting of conditional correlation in the presence of asymmetric effect between blocks of asset returns. Empirical results demonstrate that the model is able to capture the asymmetries in conditional correlations of some blocks of currencies in East Asia in the turbulent years of the late 1990s.asymmetric effect; block dynamic conditional correlation; multivariate GARCH

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

Micro-Jet Test Facility for Aerospace Propulsion Engineering Education

This paper describes the methodology that has been developed and implemented at the School ofAeronautics (ETSIA) of the Universidad Politecnica de Madrid (UPM) to familiarize aerospaceengineering students with the operation of real complex jet engine systems. This methodology has atwo-pronged approach: students carry out preparatory work by using, first, a gas turbineperformance prediction numerical code; then they validate their assumptions and results on anexperimental test rig. When looking at the educational aspects, we have taken care that, apart frombeing sufficiently robust and flexible, the experimental set-up is similar to real jet engine rigs, so thestudents are not constrained to exploring a much too limited parametric space. Also, because afacility like this is usually subject to extensive and somewhat rugged use, we have focused on a lowcost design

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