WorldWideScience

Sample records for branching random walk

  1. Cookie branching random walks

    CERN Document Server

    Bartsch, Christian; Kochler, Thomas; Müller, Sebastian; Popov, Serguei

    2011-01-01

    We consider a branching random walk on $\\Z$, where the particles behave differently in visited and unvisited sites. Informally, each site on the positive half-line contains initially a cookie. On the first visit of a site its cookie is removed and particles at positions with a cookie reproduce and move differently from particles on sites without cookies. Therefore, the movement and the reproduction of the particles depend on the previous behaviour of the population of particles. We study the question if the process is recurrent or transient, i.e., whether infinitely many particles visit the origin or not.

  2. A random walk with a branching system in random environments

    Institute of Scientific and Technical Information of China (English)

    Ying-qiu LI; Xu LI; Quan-sheng LIU

    2007-01-01

    We consider a branching random walk in random environments, where the particles are reproduced as a branching process with a random environment (in time), and move independently as a random walk on Z with a random environment (in locations). We obtain the asymptotic properties on the position of the rightmost particle at time n, revealing a phase transition phenomenon of the system.

  3. Tightness for Maxima of Generalized Branching Random Walks

    CERN Document Server

    Fang, Ming

    2010-01-01

    We study generalized branching random walks, which allow time dependence and local dependence between siblings. Under appropriate tail assumptions, we prove the tightness of $F_n(\\cdot-Med(F_n))$, where $F_n(\\cdot)$ is the maxima distribution at time $n$ and $Med(F_n)$ is the median of $F_n(\\cdot)$. The main component in the argument is a proof of exponential decay of the right tail $1-F_n(\\cdot-Med(F_n))$.

  4. Coupling limit order books and branching random walks

    OpenAIRE

    2014-01-01

    We consider a model for a one-sided limit order book proposed by Lakner, Reed and Stoikov (2013). We show that it can be coupled with a branching random walk and use this coupling to answer a nontrivial question about the long-term behavior of the price. The coupling relies on a classical idea of enriching the state space by artificially creating a filiation, in this context between orders of the book, which we believe has the potential of being useful for a broader class of...

  5. Survival, extinction and approximation of discrete-time branching random walks

    CERN Document Server

    Zucca, Fabio

    2010-01-01

    We consider a general discrete-time branching random walk on a countable set X. We relate local and global survival with suitable inequalities involving the first-moment matrix M of the process. In particular we prove that, while the local behavior is characterized by M, the global behavior cannot be completely described in terms of properties involving M alone. Moreover we show that locally surviving branching random walks can be approximated by sequences of spatially confined branching random walks which eventually survive locally if the (possibly finite) state space is large enough. An analogous result can be achieved by approximating a branching random walk by a sequence of multitype contact processes and allowing a sufficiently large number of particles per site. We compare these results with the ones obtained in the continuous-time case and we give some examples and counterexamples.

  6. Branching and annihilating random walks: exact results at low branching rate.

    Science.gov (United States)

    Benitez, Federico; Wschebor, Nicolás

    2013-05-01

    We present some exact results on the behavior of branching and annihilating random walks, both in the directed percolation and parity conserving universality classes. Contrary to usual perturbation theory, we perform an expansion in the branching rate around the nontrivial pure annihilation (PA) model, whose correlation and response function we compute exactly. With this, the nonuniversal threshold value for having a phase transition in the simplest system belonging to the directed percolation universality class is found to coincide with previous nonperturbative renormalization group (RG) approximate results. We also show that the parity conserving universality class has an unexpected RG fixed point structure, with a PA fixed point which is unstable in all dimensions of physical interest.

  7. Properties of Super-Poisson Processes and Super-Random Walks with Spatially Dependent Branching Rates

    Institute of Scientific and Technical Information of China (English)

    Yan Xia REN

    2008-01-01

    The global supports of super-Poisson processes and super-random walks with a branching mechanism ψ(z)=z2 and constant branching rate are known to be noncompact. It turns out that, for any spatially dependent branching rate, this property remains true. However, the asymptotic extinction property for these two kinds of superprocesses depends on the decay rate of the branching-rate function at infinity.

  8. On the genealogy of branching random walks and of directed polymers

    Science.gov (United States)

    Derrida, Bernard; Mottishaw, Peter

    2016-08-01

    It is well known that the mean-field theory of directed polymers in a random medium exhibits replica symmetry breaking with a distribution of overlaps which consists of two delta functions. Here we show that the leading finite-size correction to this distribution of overlaps has a universal character which can be computed explicitly. Our results can also be interpreted as genealogical properties of branching Brownian motion or of branching random walks.

  9. Tail asymptotics for the total progeny of the critical killed branching random walk

    CERN Document Server

    Aidekon, Elie

    2009-01-01

    We consider a branching random walk on $\\mathbb{R}$ with a killing barrier at zero. At criticality, the process becomes eventually extinct, and the total progeny $Z$ is therefore finite. We show that the tail distribution of $Z$ displays a typical behaviour in $(n\\ln^2(n))^{-1}$, which confirms the prediction of Addario-Berry and Broutin.

  10. The Markov branching random walk and systems of reaction-diffusion (Kolmogorov-Petrovskii-Piskunov) equations

    Science.gov (United States)

    Kelbert, M. Ya.; Suhov, Yu. M.

    1995-02-01

    A general model of a branching random walk in R 1 is considered, with several types of particles, where the branching occurs with probabilities determined by the type of a parent particle. Each new particle starts moving from the place where it was born, independently of other particles. The distribution of the displacement of a particle, before it splits, depends on its type. A necessary and sufficient condition is given for the random variable 220_2005_Article_BF02101538_TeX2GIFE1.gif X^0 = mathop {sup max}limits_{ n ≥q 0 1 ≤q k ≤q N_n } X_{n,k} to be finite. Here, X n, k is the position of the k th particle in the n th generation, N n is the number of particles in the n th generation (regardless of their type). It turns out that the distribution of X 0 gives a minimal solution to a natural system of stochastic equations which has a linearly ordered continuum of other solutions. The last fact is used for proving the existence of a monotone travelling-wave solution to systems of coupled non-linear parabolic PDE's.

  11. Aperiodic Quantum Random Walks

    CERN Document Server

    Ribeiro, P; Mosseri, R; Ribeiro, Pedro; Milman, Perola; Mosseri, Remy

    2004-01-01

    We generalize the quantum random walk protocol for a particle in a one-dimensional chain, by using several types of biased quantum coins, arranged in aperiodic sequences, in a manner that leads to a rich variety of possible wave function evolutions. Quasiperiodic sequences, following the Fibonacci prescription, are of particular interest, leading to a sub-ballistic wavefunction spreading. In contrast, random sequences leads to diffusive spreading, similar to the classical random walk behaviour. We also describe how to experimentally implement these aperiodic sequences.

  12. Random walks, random fields, and disordered systems

    CERN Document Server

    Černý, Jiří; Kotecký, Roman

    2015-01-01

    Focusing on the mathematics that lies at the intersection of probability theory, statistical physics, combinatorics and computer science, this volume collects together lecture notes on recent developments in the area. The common ground of these subjects is perhaps best described by the three terms in the title: Random Walks, Random Fields and Disordered Systems. The specific topics covered include a study of Branching Brownian Motion from the perspective of disordered (spin-glass) systems, a detailed analysis of weakly self-avoiding random walks in four spatial dimensions via methods of field theory and the renormalization group, a study of phase transitions in disordered discrete structures using a rigorous version of the cavity method, a survey of recent work on interacting polymers in the ballisticity regime and, finally, a treatise on two-dimensional loop-soup models and their connection to conformally invariant systems and the Gaussian Free Field. The notes are aimed at early graduate students with a mod...

  13. Groups, graphs and random walks

    CERN Document Server

    Salvatori, Maura; Sava-Huss, Ecaterina

    2017-01-01

    An accessible and panoramic account of the theory of random walks on groups and graphs, stressing the strong connections of the theory with other branches of mathematics, including geometric and combinatorial group theory, potential analysis, and theoretical computer science. This volume brings together original surveys and research-expository papers from renowned and leading experts, many of whom spoke at the workshop 'Groups, Graphs and Random Walks' celebrating the sixtieth birthday of Wolfgang Woess in Cortona, Italy. Topics include: growth and amenability of groups; Schrödinger operators and symbolic dynamics; ergodic theorems; Thompson's group F; Poisson boundaries; probability theory on buildings and groups of Lie type; structure trees for edge cuts in networks; and mathematical crystallography. In what is currently a fast-growing area of mathematics, this book provides an up-to-date and valuable reference for both researchers and graduate students, from which future research activities will undoubted...

  14. Fractional random walk lattice dynamics

    CERN Document Server

    Michelitsch, Thomas; Riascos, Alejandro Perez; Nowakowski, Andrzeij; Nicolleau, Franck

    2016-01-01

    We analyze time-discrete and continuous `fractional' random walks on undirected regular networks with special focus on cubic periodic lattices in $n=1,2,3,..$ dimensions.The fractional random walk dynamics is governed by a master equation involving {\\it fractional powers of Laplacian matrices $L^{\\frac{\\alpha}{2}}$}where $\\alpha=2$ recovers the normal walk.First we demonstrate thatthe interval $0\\textless{}\\alpha\\leq 2$ is admissible for the fractional random walk. We derive analytical expressions for fractional transition matrix and closely related the average return probabilities. We further obtain thefundamental matrix $Z^{(\\alpha)}$, and the mean relaxation time (Kemeny constant) for the fractional random walk.The representation for the fundamental matrix $Z^{(\\alpha)}$ relates fractional random walks with normal random walks.We show that the fractional transition matrix elements exihibit for large cubic $n$-dimensional lattices a power law decay of an $n$-dimensional infinite spaceRiesz fractional deriva...

  15. Collisions of Random Walks

    CERN Document Server

    Barlow, Martin T; Sousi, Perla

    2010-01-01

    A recurrent graph $G$ has the infinite collision property if two independent random walks on $G$, started at the same point, collide infinitely often a.s. We give a simple criterion in terms of Green functions for a graph to have this property, and use it to prove that a critical Galton-Watson tree with finite variance conditioned to survive, the incipient infinite cluster in $\\Z^d$ with $d \\ge 19$ and the uniform spanning tree in $\\Z^2$ all have the infinite collision property. For power-law combs and spherically symmetric trees, we determine precisely the phase boundary for the infinite collision property.

  16. Snakes and perturbed random walks

    CERN Document Server

    Basak, Gopal

    2011-01-01

    In this paper we study some properties of random walks perturbed at extrema, which are generalizations of the walks considered e.g., in Davis (1999). This process can also be viewed as a version of {\\em excited random walk}, studied recently by many authors. We obtain a few properties related to the range of the process with infinite memory. We also prove the Strong law, Central Limit Theorem, and the criterion for the recurrence of the perturbed walk with finite memory.

  17. Random-walk enzymes

    Science.gov (United States)

    Mak, Chi H.; Pham, Phuong; Afif, Samir A.; Goodman, Myron F.

    2015-01-01

    Enzymes that rely on random walk to search for substrate targets in a heterogeneously dispersed medium can leave behind complex spatial profiles of their catalyzed conversions. The catalytic signatures of these random-walk enzymes are the result of two coupled stochastic processes: scanning and catalysis. Here we develop analytical models to understand the conversion profiles produced by these enzymes, comparing an intrusive model, in which scanning and catalysis are tightly coupled, against a loosely coupled passive model. Diagrammatic theory and path-integral solutions of these models revealed clearly distinct predictions. Comparison to experimental data from catalyzed deaminations deposited on single-stranded DNA by the enzyme activation-induced deoxycytidine deaminase (AID) demonstrates that catalysis and diffusion are strongly intertwined, where the chemical conversions give rise to new stochastic trajectories that were absent if the substrate DNA was homogeneous. The C → U deamination profiles in both analytical predictions and experiments exhibit a strong contextual dependence, where the conversion rate of each target site is strongly contingent on the identities of other surrounding targets, with the intrusive model showing an excellent fit to the data. These methods can be applied to deduce sequence-dependent catalytic signatures of other DNA modification enzymes, with potential applications to cancer, gene regulation, and epigenetics. PMID:26465508

  18. Random-walk enzymes

    Science.gov (United States)

    Mak, Chi H.; Pham, Phuong; Afif, Samir A.; Goodman, Myron F.

    2015-09-01

    Enzymes that rely on random walk to search for substrate targets in a heterogeneously dispersed medium can leave behind complex spatial profiles of their catalyzed conversions. The catalytic signatures of these random-walk enzymes are the result of two coupled stochastic processes: scanning and catalysis. Here we develop analytical models to understand the conversion profiles produced by these enzymes, comparing an intrusive model, in which scanning and catalysis are tightly coupled, against a loosely coupled passive model. Diagrammatic theory and path-integral solutions of these models revealed clearly distinct predictions. Comparison to experimental data from catalyzed deaminations deposited on single-stranded DNA by the enzyme activation-induced deoxycytidine deaminase (AID) demonstrates that catalysis and diffusion are strongly intertwined, where the chemical conversions give rise to new stochastic trajectories that were absent if the substrate DNA was homogeneous. The C →U deamination profiles in both analytical predictions and experiments exhibit a strong contextual dependence, where the conversion rate of each target site is strongly contingent on the identities of other surrounding targets, with the intrusive model showing an excellent fit to the data. These methods can be applied to deduce sequence-dependent catalytic signatures of other DNA modification enzymes, with potential applications to cancer, gene regulation, and epigenetics.

  19. Random-walk enzymes.

    Science.gov (United States)

    Mak, Chi H; Pham, Phuong; Afif, Samir A; Goodman, Myron F

    2015-09-01

    Enzymes that rely on random walk to search for substrate targets in a heterogeneously dispersed medium can leave behind complex spatial profiles of their catalyzed conversions. The catalytic signatures of these random-walk enzymes are the result of two coupled stochastic processes: scanning and catalysis. Here we develop analytical models to understand the conversion profiles produced by these enzymes, comparing an intrusive model, in which scanning and catalysis are tightly coupled, against a loosely coupled passive model. Diagrammatic theory and path-integral solutions of these models revealed clearly distinct predictions. Comparison to experimental data from catalyzed deaminations deposited on single-stranded DNA by the enzyme activation-induced deoxycytidine deaminase (AID) demonstrates that catalysis and diffusion are strongly intertwined, where the chemical conversions give rise to new stochastic trajectories that were absent if the substrate DNA was homogeneous. The C→U deamination profiles in both analytical predictions and experiments exhibit a strong contextual dependence, where the conversion rate of each target site is strongly contingent on the identities of other surrounding targets, with the intrusive model showing an excellent fit to the data. These methods can be applied to deduce sequence-dependent catalytic signatures of other DNA modification enzymes, with potential applications to cancer, gene regulation, and epigenetics.

  20. RENEWAL THEOREM FOR (L, 1)-RANDOM WALK IN RANDOM ENVIRONMENT

    Institute of Scientific and Technical Information of China (English)

    洪文明; 孙鸿雁

    2013-01-01

    We consider a random walk on Z in random environment with possible jumps{-L, · · · ,-1, 1}, in the case that the environment{ωi: i∈Z}are i.i.d.. We establish the renewal theorem for the Markov chain of “the environment viewed from the particle” in both annealed probability and quenched probability, which generalize partially the results of Kesten (1977) and Lalley (1986) for the nearest random walk in random environment on Z, respectively. Our method is based on the intrinsic branching structure within the (L, 1)-RWRE formulated in Hong and Wang (2013).

  1. Persistence of random walk records

    Science.gov (United States)

    Ben-Naim, E.; Krapivsky, P. L.

    2014-06-01

    We study records generated by Brownian particles in one dimension. Specifically, we investigate an ordinary random walk and define the record as the maximal position of the walk. We compare the record of an individual random walk with the mean record, obtained as an average over infinitely many realizations. We term the walk ‘superior’ if the record is always above average, and conversely, the walk is said to be ‘inferior’ if the record is always below average. We find that the fraction of superior walks, S, decays algebraically with time, S ˜ t-β, in the limit t → ∞, and that the persistence exponent is nontrivial, β = 0.382 258…. The fraction of inferior walks, I, also decays as a power law, I ˜ t-α, but the persistence exponent is smaller, α = 0.241 608…. Both exponents are roots of transcendental equations involving the parabolic cylinder function. To obtain these theoretical results, we analyze the joint density of superior walks with a given record and position, while for inferior walks it suffices to study the density as a function of position.

  2. The Simple Random Walk Snake on Z^4 is Recurrent

    CERN Document Server

    Benjamini, Itai

    2011-01-01

    Consider the branching simple random walk on Z^d indexed by a critical geometric Galton-Watson tree conditioned to survive. Using the concept of unimodular random graphs, we show that the walk is recurrent if and only if d is less than or equal to 4.

  3. When Human Walking is a Random Walk

    Science.gov (United States)

    Hausdorff, J. M.

    1998-03-01

    The complex, hierarchical locomotor system normally does a remarkable job of controlling an inherently unstable, multi-joint system. Nevertheless, the stride interval --- the duration of a gait cycle --- fluctuates from one stride to the next, even under stationary conditions. We used random walk analysis to study the dynamical properties of these fluctuations under normal conditions and how they change with disease and aging. Random walk analysis of the stride-to-stride fluctuations of healthy, young adult men surprisingly reveals a self-similar pattern: fluctuations at one time scale are statistically similar to those at multiple other time scales (Hausdorff et al, J Appl Phsyiol, 1995). To study the stability of this fractal property, we analyzed data obtained from healthy subjects who walked for 1 hour at their usual pace, as well as at slower and faster speeds. The stride interval fluctuations exhibited long-range correlations with power-law decay for up to a thousand strides at all three walking rates. In contrast, during metronomically-paced walking, these long-range correlations disappeared; variations in the stride interval were uncorrelated and non-fractal (Hausdorff et al, J Appl Phsyiol, 1996). To gain insight into the mechanism(s) responsible for this fractal property, we examined the effects of aging and neurological impairment. Using detrended fluctuation analysis (DFA), we computed α, a measure of the degree to which one stride interval is correlated with previous and subsequent intervals over different time scales. α was significantly lower in healthy elderly subjects compared to young adults (p < .003) and in subjects with Huntington's disease, a neuro-degenerative disorder of the central nervous system, compared to disease-free controls (p < 0.005) (Hausdorff et al, J Appl Phsyiol, 1997). α was also significantly related to degree of functional impairment in subjects with Huntington's disease (r=0.78). Recently, we have observed that just as

  4. Crossover from random walk to self-avoiding walk

    Science.gov (United States)

    Rieger, Jens

    1988-11-01

    A one-dimensional n-step random walk on openZ1 which must not visit a vertex more than k times is studied via Monte Carlo methods. The dependences of the mean-square end-to-end distance of the walk and of the fraction of trapped walks on λ=(k-1)/n will be given for the range from λ=0 (self-avoiding walk) to λ=1 (unrestricted random walk). From the results it is conjectured that in the limit n-->∞ the walk obeys simple random walk statistics with respect to its static properties for all λ>0.

  5. Localization of reinforced random walks

    CERN Document Server

    Tarrès, Pierre

    2011-01-01

    We describe and analyze how reinforced random walks can eventually localize, i.e. only visit finitely many sites. After introducing vertex and edge self-interacting walks on a discrete graph in a general setting, and stating the main results and conjectures so far on the topic, we present martingale techniques that provide an alternative proof of the a.s. localization of vertex-reinforced random walks (VRRWs) on the integers on finitely many sites and, with positive probability, on five consecutive sites, initially proved by Pemantle and Volkov (1999). Next we introduce the continuous time-lines representation (sometimes called Rubin construction) and its martingale counterpart, and explain how it has been used to prove localization of some reinforced walks on one attracting edge. Then we show how a modified version of this construction enables one to propose a new short proof of the a.s. localization of VRRWs on five sites on Z.

  6. Random walk near the surface

    Science.gov (United States)

    Korneta, W.; Pytel, Z.

    1988-07-01

    The random walk of a particle on a three-dimensional semi-infinite lattice is considered. In order to study the effect of the surface on the random walk, it is assumed that the velocity of the particle depends on the distance to the surface. Moreover it is assumed that at any point the particle may be absorbed with a certain probability. The probability of the return of the particle to the starting point and the average time of eventual return are calculated. The dependence of these quantities on the distance to the surface, the probability of absorption and the properties of the surface is discussed. The method of generating functions is used.

  7. Random walks on reductive groups

    CERN Document Server

    Benoist, Yves

    2016-01-01

    The classical theory of Random Walks describes the asymptotic behavior of sums of independent identically distributed random real variables. This book explains the generalization of this theory to products of independent identically distributed random matrices with real coefficients. Under the assumption that the action of the matrices is semisimple – or, equivalently, that the Zariski closure of the group generated by these matrices is reductive - and under suitable moment assumptions, it is shown that the norm of the products of such random matrices satisfies a number of classical probabilistic laws. This book includes necessary background on the theory of reductive algebraic groups, probability theory and operator theory, thereby providing a modern introduction to the topic.

  8. Perturbing transient Random Walk in a Random Environment with cookies of maximal strength

    CERN Document Server

    Bauernschubert, Elisabeth

    2011-01-01

    We consider a left-transient random walk in a random environment on Z that will be disturbed by cookies inducing a drift to the right of strength 1. The number of cookies per site is i.i.d. and independent of the environment. Criteria for recurrence and transience of the random walk are obtained. For this purpose we use subcritical branching processes in random environments with immigration and formulate criteria for recurrence and transience for these processes.

  9. Einstein's random walk and thermal diffusion

    OpenAIRE

    2013-01-01

    Thermal diffusion has been studied for over 150 years. Despite of the long history and the increasing importance of the phenomenon, the physics of thermal diffusion remains poorly understood. In this paper Ludwig's thermal diffusion is explained using Einstein's random walk. The only new structure added is the spatial heterogeneity of the random walk to reflect the temperature gradient of thermal diffusion. Hence, the walk length and the walk speed are location dependent functions in this pap...

  10. Random Walk Smooth Transition Autoregressive Models

    OpenAIRE

    2004-01-01

    This paper extends the family of smooth transition autoregressive (STAR) models by proposing a specification in which the autoregressive parameters follow random walks. The random walks in the parameters can capture structural change within a regime switching framework, but in contrast to the time varying STAR (TV-STAR) speciifcation recently introduced by Lundbergh et al (2003), structural change in our random walk STAR (RW-STAR) setting follows a stochastic process rather than a determinist...

  11. Excited random walks: results, methods, open problems

    CERN Document Server

    Kosygina, Elena

    2012-01-01

    We consider a class of self-interacting random walks in deterministic or random environments, known as excited random walks or cookie walks, on the d-dimensional integer lattice. The main purpose of this paper is two-fold: to give a survey of known results and some of the methods and to present several new results. The latter include functional limit theorems for transient one-dimensional excited random walks in bounded i.i.d. cookie environments as well as some zero-one laws. Several open problems are stated.

  12. Biased random walks on multiplex networks

    CERN Document Server

    Battiston, Federico; Latora, Vito

    2015-01-01

    Biased random walks on complex networks are a particular type of walks whose motion is biased on properties of the destination node, such as its degree. In recent years they have been exploited to design efficient strategies to explore a network, for instance by constructing maximally mixing trajectories or by sampling homogeneously the nodes. In multiplex networks, the nodes are related through different types of links (layers or communication channels), and the presence of connections at different layers multiplies the number of possible paths in the graph. In this work we introduce biased random walks on multiplex networks and provide analytical solutions for their long-term properties such as the stationary distribution and the entropy rate. We focus on degree-biased walks and distinguish between two subclasses of random walks: extensive biased walks consider the properties of each node separately at each layer, intensive biased walks deal instead with intrinsically multiplex variables. We study the effec...

  13. Some case studies of random walks in dynamic random environments

    NARCIS (Netherlands)

    Soares dos Santos, Renato

    2012-01-01

    This thesis is dedicated to the study of random walks in dynamic random environments. These are models for the motion of a tracer particle in a disordered medium, which is called a static random environment if it stays constant in time, or dynamic otherwise. The evolution of the random walk is defi

  14. Quantum random walks - an introductory overview

    CERN Document Server

    Kempe, J

    2003-01-01

    This article aims to provide an introductory survey on quantum random walks. Starting from a physical effect to illustrate the main ideas we will introduce quantum random walks, review some of their properties and outline their striking differences to classical walks. We will touch upon both physical effects and computer science applications, introducing some of the main concepts and language of present day quantum information science in this context. We will mention recent developments in this new area and outline some open questions.

  15. Quantum random walks and decision making.

    Science.gov (United States)

    Shankar, Karthik H

    2014-01-01

    How realistic is it to adopt a quantum random walk model to account for decisions involving two choices? Here, we discuss the neural plausibility and the effect of initial state and boundary thresholds on such a model and contrast it with various features of the classical random walk model of decision making.

  16. Random recursive trees and the elephant random walk

    Science.gov (United States)

    Kürsten, Rüdiger

    2016-03-01

    One class of random walks with infinite memory, so-called elephant random walks, are simple models describing anomalous diffusion. We present a surprising connection between these models and bond percolation on random recursive trees. We use a coupling between the two models to translate results from elephant random walks to the percolation process. We calculate, besides other quantities, exact expressions for the first and the second moment of the root cluster size and of the number of nodes in child clusters of the first generation. We further introduce another model, the skew elephant random walk, and calculate the first and second moment of this process.

  17. ON THE RANGE OF RANDOM WALKS IN RANDOM ENVIRONMENT

    Institute of Scientific and Technical Information of China (English)

    ZHOUXIANYIN

    1995-01-01

    The range of roaldom walk on Zd in symmetric random environment is investigated. As results, it is proved that the strong law of large numbers for the range of random walk oil Zd in some random environments holds if d > 3, and a weak law of large numbers holds for d = 1.

  18. Elements of random walk and diffusion processes

    CERN Document Server

    Ibe, Oliver C

    2013-01-01

    Presents an important and unique introduction to random walk theory Random walk is a stochastic process that has proven to be a useful model in understanding discrete-state discrete-time processes across a wide spectrum of scientific disciplines. Elements of Random Walk and Diffusion Processes provides an interdisciplinary approach by including numerous practical examples and exercises with real-world applications in operations research, economics, engineering, and physics. Featuring an introduction to powerful and general techniques that are used in the application of physical and dynamic

  19. Scaling of random walk betweenness in networks

    CERN Document Server

    Narayan, O

    2016-01-01

    The betweenness centrality of graphs using random walk paths instead of geodesics is studied. A scaling collapse with no adjustable parameters is obtained as the graph size $N$ is varied; the scaling curve depends on the graph model. A normalized random betweenness, that counts each walk passing through a node only once, is also defined. It is argued to be more useful and seen to have simpler scaling behavior. In particular, the probability for a random walk on a preferential attachment graph to pass through the root node is found to tend to unity as $N\\rightarrow\\infty.$

  20. Random walk of second class particles in product shock measures

    CERN Document Server

    Balazs, Marton; Kovacs, Peter; Rakos, Attila

    2009-01-01

    We consider shock measures in a class of conserving stochastic particle systems on Z. These shock measures have a product structure with a step-like density profile and include a second class particle at the shock position. We show for the asymmetric simple exclusion process, for the exponential bricklayers' process, and for a generalized zero range process, that under certain conditions these shocks, and therefore the second class particles, perform a simple random walk. Some previous results, including random walks of product shock measures and stationary shock measures seen from a second class particle, are direct consequences of our more general theorem. Multiple shocks can also be handled easily in this framework. Similar shock structure is also found in a nonconserving model, the branching coalescing random walk, where the role of the second class particle is played by the rightmost (or leftmost) particle.

  1. Quenched moderate deviations principle for random walk in random environment

    Institute of Scientific and Technical Information of China (English)

    2010-01-01

    We derive a quenched moderate deviations principle for the one-dimensional nearest random walk in random environment,where the environment is assumed to be stationary and ergodic.The approach is based on hitting time decomposition.

  2. Levy random walks on multiplex networks

    CERN Document Server

    Guo, Quantong; Zheng, Zhiming; Moreno, Yamir

    2016-01-01

    Random walks constitute a fundamental mechanism for many dynamics taking place on complex networks. Besides, as a more realistic description of our society, multiplex networks have been receiving a growing interest, as well as the dynamical processes that occur on top of them. Here, inspired by one specific model of random walks that seems to be ubiquitous across many scientific fields, the Levy flight, we study a new navigation strategy on top of multiplex networks. Capitalizing on spectral graph and stochastic matrix theories, we derive analytical expressions for the mean first passage time and the average time to reach a node on these networks. Moreover, we also explore the efficiency of Levy random walks, which we found to be very different as compared to the single layer scenario, accounting for the structure and dynamics inherent to the multiplex network. Finally, by comparing with some other important random walk processes defined on multiplex networks, we find that in some region of the parameters, a ...

  3. On a directionally reinforced random walk

    CERN Document Server

    Ghosh, Arka; Roitershtein, Alexander

    2011-01-01

    We consider a generalized version of a directionally reinforced random walk, which was originally introduced by Mauldin, Monticino, and von Weizs\\"{a}cker in \\cite{drw}. Our main result is a stable limit theorem for the position of the random walk in higher dimensions. This extends a result of Horv\\'{a}th and Shao \\cite{limits} that was previously obtained in dimension one only (however, in a more stringent functional form).

  4. Implementing entangling gates via quantum walks through branching graphs

    Science.gov (United States)

    Solenov, Dmitry; Cavin, Thomas

    Efficient quantum gates are essential to quantum computing. It was found recently that quantum walks can enhance performance of quantum gates. We investigate how the propagation of a complicated, branching system can be solved analytically by first mapping it to linear chain. We found that certain types of systems, including systems of n qubits, can be algorithmically mapped to a system of disjoint linear chains. In particular, we found a solution for the 3 qubit system that performs either a trivial return walk or a return walk with a phase of pi introduced.

  5. Branching diffusions in random environment

    CERN Document Server

    Böinghoff, Christian

    2011-01-01

    We consider the diffusion approximation of branching processes in random environment (BPREs). This diffusion approximation is similar to and mathematically more tractable than BPREs. We obtain the exact asymptotic behavior of the survival probability. As in the case of BPREs, there is a phase transition in the subcritical regime due to different survival opportunities. In addition, we characterize the process conditioned to never go extinct and establish a backbone construction. In the strongly subcritical regime, mean offspring numbers are increased but still subcritical in the process conditioned to never go extinct. Here survival is solely due to an immortal individual, whose offspring are the ancestors of additional families. In the weakly subcritical regime, the mean offspring number is supercritical in the process conditioned to never go extinct. Thus this process survives with positive probability even if there was no immortal individual.

  6. Self-interacting random walks

    CERN Document Server

    Peres, Yuval; Sousi, Perla

    2012-01-01

    Let $\\mu_1,... \\mu_k$ be $d$-dimensional probability measures in $\\R^d$ with mean 0. At each step we choose one of the measures based on the history of the process and take a step according to that measure. We give conditions for transience of such processes and also construct examples of recurrent processes of this type. In particular, in dimension 3 we give the complete picture: every walk generated by two measures is transient and there exists a recurrent walk generated by three measures.

  7. Gaussian Networks Generated by Random Walks

    CERN Document Server

    Javarone, Marco Alberto

    2014-01-01

    We propose a random walks based model to generate complex networks. Many authors studied and developed different methods and tools to analyze complex networks by random walk processes. Just to cite a few, random walks have been adopted to perform community detection, exploration tasks and to study temporal networks. Moreover, they have been used also to generate scale-free networks. In this work, we define a random walker that plays the role of "edges-generator". In particular, the random walker generates new connections and uses these ones to visit each node of a network. As result, the proposed model allows to achieve networks provided with a Gaussian degree distribution, and moreover, some features as the clustering coefficient and the assortativity show a critical behavior. Finally, we performed numerical simulations to study the behavior and the properties of the cited model.

  8. The associated random walk and martingales in random walks with stationary increments

    CERN Document Server

    Grey, D R

    2010-01-01

    We extend the notion of the associated random walk and the Wald martingale in random walks where the increments are independent and identically distributed to the more general case of stationary ergodic increments. Examples are given where the increments are Markovian or Gaussian, and an application in queueing is considered.

  9. Scaling Argument of Anisotropic Random Walk

    Institute of Scientific and Technical Information of China (English)

    XU Bing-Zhen; JIN Guo-Jun; WANG Fei-Feng

    2005-01-01

    In this paper, we analytically discuss the scaling properties of the average square end-to-end distance for anisotropic random walk in D-dimensional space ( D ≥ 2), and the returning probability Pn(ro) for the walker into a certain neighborhood of the origin. We will not only give the calculating formula for and Pn (ro), but also point out that if there is a symmetric axis for the distribution of the probability density of a single step displacement, we always obtain ~ n, where ⊥ refers to the projections of the displacement perpendicular to each symmetric axes of the walk; in D-dimensional space with D symmetric axes perpendicular to each other, we always have ~ n and the random walk will be like a purely random motion; if the number of inter-perpendicular symmetric axis is smaller than the dimensions of the space, we must have ~ n2 for very large n and the walk will be like a ballistic motion. It is worth while to point out that unlike the isotropic random walk in one and two dimensions, which is certain to return into the neighborhood of the origin, generally there is only a nonzero probability for the anisotropic random walker in two dimensions to return to the neighborhood.

  10. Navigation by anomalous random walks on complex networks

    CERN Document Server

    Weng, Tongfeng; Khajehnejad, Moein; Small, Michael; Zheng, Rui; Hui, Pan

    2016-01-01

    Anomalous random walks having long-range jumps are a critical branch of dynamical processes on networks, which can model a number of search and transport processes. However, traditional measurements based on mean first passage time are not useful as they fail to characterize the cost associated with each jump. Here we introduce a new concept of mean first traverse distance (MFTD) to characterize anomalous random walks that represents the expected traverse distance taken by walkers searching from source node to target node, and we provide a procedure for calculating the MFTD between two nodes. We use Levy walks on networks as an example, and demonstrate that the proposed approach can unravel the interplay between diffusion dynamics of Levy walks and the underlying network structure. Interestingly, applying our framework to the famous PageRank search, we can explain why its damping factor empirically chosen to be around 0.85. The framework for analyzing anomalous random walks on complex networks offers a new us...

  11. Navigation by anomalous random walks on complex networks

    Science.gov (United States)

    Weng, Tongfeng; Zhang, Jie; Khajehnejad, Moein; Small, Michael; Zheng, Rui; Hui, Pan

    2016-11-01

    Anomalous random walks having long-range jumps are a critical branch of dynamical processes on networks, which can model a number of search and transport processes. However, traditional measurements based on mean first passage time are not useful as they fail to characterize the cost associated with each jump. Here we introduce a new concept of mean first traverse distance (MFTD) to characterize anomalous random walks that represents the expected traverse distance taken by walkers searching from source node to target node, and we provide a procedure for calculating the MFTD between two nodes. We use Lévy walks on networks as an example, and demonstrate that the proposed approach can unravel the interplay between diffusion dynamics of Lévy walks and the underlying network structure. Moreover, applying our framework to the famous PageRank search, we show how to inform the optimality of the PageRank search. The framework for analyzing anomalous random walks on complex networks offers a useful new paradigm to understand the dynamics of anomalous diffusion processes, and provides a unified scheme to characterize search and transport processes on networks.

  12. A Note on Multitype Branching Process with Bounded Immigration in Random Environment

    Institute of Scientific and Technical Information of China (English)

    Hua Ming WANG

    2013-01-01

    In this paper,we study the total number of progeny,W,before regenerating of multitype branching process with immigration in random environment.We show that the tail probability of |W| is of order t-κ as t → ∞,with κ some constant.As an application,we prove a stable law for (L-1) random walk in random environment,generalizing the stable law for the nearest random walk in random environment (see "Kesten,Kozlov,Spitzer:A limit law for random walk in a random environment.Compositio Math.,30,145-168 (1975)").

  13. Supercritical branching diffusions in random environment

    CERN Document Server

    Hutzenthaler, Martin

    2011-01-01

    Supercritical branching processes in constant environment conditioned on eventual extinction are known to be subcritical branching processes. The case of random environment is more subtle. A supercritical branching diffusion in random environment (BDRE) conditioned on eventual extinction of the population is not a BDRE. However the quenched law of the population size of a supercritical BDRE conditioned on eventual extinction is equal to the quenched law of the population size of a subcritical BDRE. As a consequence, supercritical BDREs have a phase transition which is similar to a well-known phase transition of subcritical branching processes in random environment.

  14. Random walk term weighting for information retrieval

    DEFF Research Database (Denmark)

    Blanco, R.; Lioma, Christina

    2007-01-01

    We present a way of estimating term weights for Information Retrieval (IR), using term co-occurrence as a measure of dependency between terms.We use the random walk graph-based ranking algorithm on a graph that encodes terms and co-occurrence dependencies in text, from which we derive term weights...... that represent a quantification of how a term contributes to its context. Evaluation on two TREC collections and 350 topics shows that the random walk-based term weights perform at least comparably to the traditional tf-idf term weighting, while they outperform it when the distance between co-occurring terms...

  15. Iterated random walks with shape prior

    DEFF Research Database (Denmark)

    Pujadas, Esmeralda Ruiz; Kjer, Hans Martin; Piella, Gemma;

    2016-01-01

    We propose a new framework for image segmentation using random walks where a distance shape prior is combined with a region term. The shape prior is weighted by a confidence map to reduce the influence of the prior in high gradient areas and the region term is computed with k-means to estimate th...

  16. Random Walk Method for Potential Problems

    Science.gov (United States)

    Krishnamurthy, T.; Raju, I. S.

    2002-01-01

    A local Random Walk Method (RWM) for potential problems governed by Lapalace's and Paragon's equations is developed for two- and three-dimensional problems. The RWM is implemented and demonstrated in a multiprocessor parallel environment on a Beowulf cluster of computers. A speed gain of 16 is achieved as the number of processors is increased from 1 to 23.

  17. Random walk centrality for temporal networks

    CERN Document Server

    Rocha, Luis Enrique Correa

    2014-01-01

    Nodes can be ranked according to their relative importance within the network. Ranking algorithms based on random walks are particularly useful because they connect topological and diffusive properties of the network. Previous methods based on random walks, as for example the PageRank, have focused on static structures. However, several realistic networks are indeed dynamic, meaning that their structure changes in time. In this paper, we propose a centrality measure for temporal networks based on random walks which we call TempoRank. While in a static network, the stationary density of the random walk is proportional to the degree or the strength of a node, we find that in temporal networks, the stationary density is proportional to the in-strength of the so-called effective network. The stationary density also depends on the sojourn probability q which regulates the tendency of the walker to stay in the node. We apply our method to human interaction networks and show that although it is important for a node ...

  18. Exact Random Walk Distributions using Noncommutative Geometry

    CERN Document Server

    Bellissard, J; Barelli, A; Claro, F; Bellissard, Jean; Camacho, Carlos J; Barelli, Armelle; Claro, Francisco

    1997-01-01

    Using the results obtained by the non commutative geometry techniques applied to the Harper equation, we derive the areas distribution of random walks of length $ N $ on a two-dimensional square lattice for large $ N $, taking into account finite size contributions.

  19. Angular processes related to Cauchy random walks

    CERN Document Server

    Cammarota, Valemtina

    2011-01-01

    We study the angular process related to random walks in the Euclidean and in the non-Euclidean space where steps are Cauchy distributed. This leads to different types of non-linear transformations of Cauchy random variables which preserve the Cauchy density. We give the explicit form of these distributions for all combinations of the scale and the location parameters. Continued fractions involving Cauchy random variables are analyzed. It is shown that the $n$-stage random variables are still Cauchy distributed with parameters related to Fibonacci numbers. This permits us to show the convergence in distribution of the sequence to the golden ratio.

  20. A Random Walk to Economic Freedom?

    Directory of Open Access Journals (Sweden)

    Witte, Mark David

    2013-04-01

    Full Text Available Given the wide use of economic freedom in economic literature it is imperative to understand how economic freedom evolves. Results suggest that levels of economic freedom are dominated by random shocks. Using a test for stationarity devised by Westerlund and Larsson (2012 we are unable to reject the null hypothesis of a random walk. The changes to economic freedom also are mostly driven by random shocks with only a minor role played by country specific characteristics. Additionally, changes to economic freedom are partially reversed as increases (decreases in one year are partially offset by decreases (increases in the next year.

  1. Random Walk Picture of Basketball Scoring

    CERN Document Server

    Gabel, Alan

    2011-01-01

    We present evidence, based on play-by-play data from all 6087 games from the 2006/07--2009/10 seasons of the National Basketball Association (NBA), that basketball scoring is well described by a weakly-biased continuous-time random walk. The time between successive scoring events follows an exponential distribution, with little memory between different scoring intervals. Using this random-walk picture that is augmented by features idiosyncratic to basketball, we account for a wide variety of statistical properties of scoring, such as the distribution of the score difference between opponents and the fraction of game time that one team is in the lead. By further including the heterogeneity of team strengths, we build a computational model that accounts for essentially all statistical features of game scoring data and season win/loss records of each team.

  2. Random walk centrality in interconnected multilayer networks

    CERN Document Server

    Solé-Ribalta, Albert; Gómez, Sergio; Arenas, Alex

    2015-01-01

    Real-world complex systems exhibit multiple levels of relationships. In many cases they require to be modeled as interconnected multilayer networks, characterizing interactions of several types simultaneously. It is of crucial importance in many fields, from economics to biology and from urban planning to social sciences, to identify the most (or the less) influential nodes in a network using centrality measures. However, defining the centrality of actors in interconnected complex networks is not trivial. In this paper, we rely on the tensorial formalism recently proposed to characterize and investigate this kind of complex topologies, and extend two well known random walk centrality measures, the random walk betweenness and closeness centrality, to interconnected multilayer networks. For each of the measures we provide analytical expressions that completely agree with numerically results.

  3. Discriminative Parameter Estimation for Random Walks Segmentation

    OpenAIRE

    Baudin, Pierre-Yves; Goodman, Danny; Kumar, Puneet; Azzabou, Noura; Carlier, Pierre G.; Paragios, Nikos; Pawan Kumar, M.

    2013-01-01

    International audience; The Random Walks (RW) algorithm is one of the most e - cient and easy-to-use probabilistic segmentation methods. By combining contrast terms with prior terms, it provides accurate segmentations of medical images in a fully automated manner. However, one of the main drawbacks of using the RW algorithm is that its parameters have to be hand-tuned. we propose a novel discriminative learning framework that estimates the parameters using a training dataset. The main challen...

  4. Dynamic random walks theory and applications

    CERN Document Server

    Guillotin-Plantard, Nadine

    2006-01-01

    The aim of this book is to report on the progress realized in probability theory in the field of dynamic random walks and to present applications in computer science, mathematical physics and finance. Each chapter contains didactical material as well as more advanced technical sections. Few appendices will help refreshing memories (if necessary!).· New probabilistic model, new results in probability theory· Original applications in computer science· Applications in mathematical physics· Applications in finance

  5. A Random Walk Picture of Basketball

    Science.gov (United States)

    Gabel, Alan; Redner, Sidney

    2012-02-01

    We analyze NBA basketball play-by-play data and found that scoring is well described by a weakly-biased, anti-persistent, continuous-time random walk. The time between successive scoring events follows an exponential distribution, with little memory between events. We account for a wide variety of statistical properties of scoring, such as the distribution of the score difference between opponents and the fraction of game time that one team is in the lead.

  6. Deterministic Random Walks on Regular Trees

    CERN Document Server

    Cooper, Joshua; Friedrich, Tobias; Spencer, Joel; 10.1002/rsa.20314

    2010-01-01

    Jim Propp's rotor router model is a deterministic analogue of a random walk on a graph. Instead of distributing chips randomly, each vertex serves its neighbors in a fixed order. Cooper and Spencer (Comb. Probab. Comput. (2006)) show a remarkable similarity of both models. If an (almost) arbitrary population of chips is placed on the vertices of a grid $\\Z^d$ and does a simultaneous walk in the Propp model, then at all times and on each vertex, the number of chips on this vertex deviates from the expected number the random walk would have gotten there by at most a constant. This constant is independent of the starting configuration and the order in which each vertex serves its neighbors. This result raises the question if all graphs do have this property. With quite some effort, we are now able to answer this question negatively. For the graph being an infinite $k$-ary tree ($k \\ge 3$), we show that for any deviation $D$ there is an initial configuration of chips such that after running the Propp model for a ...

  7. FRACTAL DIMENSION RESULTS FOR CONTINUOUS TIME RANDOM WALKS.

    Science.gov (United States)

    Meerschaert, Mark M; Nane, Erkan; Xiao, Yimin

    2013-04-01

    Continuous time random walks impose random waiting times between particle jumps. This paper computes the fractal dimensions of their process limits, which represent particle traces in anomalous diffusion.

  8. Random walk search in unstructured P2P

    Institute of Scientific and Technical Information of China (English)

    Jia Zhaoqing; You Jinyuan; Rao Ruonan; Li Minglu

    2006-01-01

    Unstructured P2P has power-law link distribution, and the random walk in power-law networks is analyzed. The analysis results show that the probability that a random walker walks through the high degree nodes is high in the power-law network, and the information on the high degree nodes can be easily found through random walk. Random walk spread and random walk search method (RWSS) is proposed based on the analysis result. Simulation results show that RWSS achieves high success rates at low cost and is robust to high degree node failure.

  9. Random walk of passive tracers among randomly moving obstacles

    CERN Document Server

    Gori, Matteo; Floriani, Elena; Nardecchia, Ilaria; Pettini, Marco

    2016-01-01

    Background: This study is mainly motivated by the need of understanding how the diffusion behaviour of a biomolecule (or even of a larger object) is affected by other moving macromolecules, organelles, and so on, inside a living cell, whence the possibility of understanding whether or not a randomly walking biomolecule is also subject to a long-range force field driving it to its target. Method: By means of the Continuous Time Random Walk (CTRW) technique the topic of random walk in random environment is here considered in the case of a passively diffusing particle in a crowded environment made of randomly moving and interacting obstacles. Results: The relevant physical quantity which is worked out is the diffusion cofficient of the passive tracer which is computed as a function of the average inter-obstacles distance. Coclusions: The results reported here suggest that if a biomolecule, let us call it a test molecule, moves towards its target in the presence of other independently interacting molecules, its m...

  10. Random walk immunization strategy on scale-free networks

    Institute of Scientific and Technical Information of China (English)

    Weidong PEI; Zengqiang CHEN; Zhuzhi YUAN

    2009-01-01

    A novel immunization strategy called the random walk immunization strategy on scale-free networks is proposed. Different from other known immunization strategies, this strategy works as follows: a node is randomly chosen from the network. Starting from this node, randomly walk to one of its neighbor node; if the present node is not immunized, then immunize it and continue the random walk; otherwise go back to the previous node and randomly walk again. This process is repeated until a certain fraction of nodes is immunized. By theoretical analysis and numerical simulations, we found that this strategy is very effective in comparison with the other known immunization strategies.

  11. Hitting times for random walks with restarts

    CERN Document Server

    Janson, Svante

    2010-01-01

    The time it takes a random walker in a lattice to reach the origin from another vertex $x$, has infinite mean. If the walker can restart the walk at $x$ at will, then the minimum expected hitting time $T(x,0)$ (minimized over restarting strategies) is finite; it was called the ``grade'' of $x$ by Dumitriu, Tetali and Winkler. They showed that, in a more general setting, the grade (a variant of the ``Gittins index'') plays a crucial role in control problems involving several Markov chains. Here we establish several conjectures of Dumitriu et al on the asymptotics of the grade in Euclidean lattices. In particular, we show that in the planar square lattice, $T(x,0)$ is asymptotic to $2|x|^2\\log|x|$ as $|x| \\to \\infty$. The proof hinges on the local variance of the potential kernel $h$ being almost constant on the level sets of $h$. We also show how the same method yields precise second order asymptotics for hitting times of a random walk (without restarts) in a lattice disk.

  12. Implement Quantum Random Walks with Linear Optics Elements

    CERN Document Server

    Zhao, Z; Li, H; Yang, T; Chen, Z B; Pan, J W; Zhao, Zhi; Du, Jiangfeng; Li, Hui; Yang, Tao; Chen, Zeng-Bing; Pan, Jian-Wei

    2002-01-01

    The quantum random walk has drawn special interests because its remarkable features to the classical counterpart could lead to new quantum algorithms. In this paper, we propose a feasible scheme to implement quantum random walks on a line using only linear optics elements. With current single-photon interference technology, the steps that could be experimentally implemented can be extended to very large numbers. We also show that, by decohering the quantum states, our scheme for quantum random walk tends to be classical.

  13. Stability of Cellular Automata Trajectories Revisited: Branching Walks and Lyapunov Profiles

    Science.gov (United States)

    Baetens, Jan M.; Gravner, Janko

    2016-10-01

    We study non-equilibrium defect accumulation dynamics on a cellular automaton trajectory: a branching walk process in which a defect creates a successor on any neighborhood site whose update it affects. On an infinite lattice, defects accumulate at different exponential rates in different directions, giving rise to the Lyapunov profile. This profile quantifies instability of a cellular automaton evolution and is connected to the theory of large deviations. We rigorously and empirically study Lyapunov profiles generated from random initial states. We also introduce explicit and computationally feasible variational methods to compute the Lyapunov profiles for periodic configurations, thus developing an analog of Floquet theory for cellular automata.

  14. Concave Majorants of Random Walks and Related Poisson Processes

    CERN Document Server

    Abramson, Josh

    2010-01-01

    We offer a unified approach to the theory of concave majorants of random walks by providing a path transformation for a walk of finite length that leaves the law of the walk unchanged whilst providing complete information about the concave majorant. This leads to a description of a walk of random geometric length as a Poisson point process of excursions away from its concave majorant, which is then used to find a complete description of the concave majorant for a walk of infinite length. In the case where subsets of increments may have the same arithmetic mean, we investigate three nested compositions that naturally arise from our construction of the concave majorant.

  15. Discriminative parameter estimation for random walks segmentation.

    Science.gov (United States)

    Baudin, Pierre-Yves; Goodman, Danny; Kumrnar, Puneet; Azzabou, Noura; Carlier, Pierre G; Paragios, Nikos; Kumar, M Pawan

    2013-01-01

    The Random Walks (RW) algorithm is one of the most efficient and easy-to-use probabilistic segmentation methods. By combining contrast terms with prior terms, it provides accurate segmentations of medical images in a fully automated manner. However, one of the main drawbacks of using the RW algorithm is that its parameters have to be hand-tuned. we propose a novel discriminative learning framework that estimates the parameters using a training dataset. The main challenge we face is that the training samples are not fully supervised. Specifically, they provide a hard segmentation of the images, instead of a probabilistic segmentation. We overcome this challenge by treating the optimal probabilistic segmentation that is compatible with the given hard segmentation as a latent variable. This allows us to employ the latent support vector machine formulation for parameter estimation. We show that our approach significantly outperforms the baseline methods on a challenging dataset consisting of real clinical 3D MRI volumes of skeletal muscles.

  16. Optimal paths as correlated random walks

    Science.gov (United States)

    Perlsman, E.; Havlin, S.

    2006-01-01

    A numerical study of optimal paths in the directed polymer model shows that the paths are similar to correlated random walks. It is shown that when a directed optimal path of length t is divided into 3 segments whose length is t/3, the correlation between the transversal movements along the first and last path segments is independent of the path length t. It is also shown that the transversal correlations along optimal paths decrease as the paths approach their endpoints. The numerical results obtained for optimal paths in 1+4 dimensions are qualitatively similar to those obtained for optimal paths in lower dimensions, and the data supplies a strong numerical indication that 1+4 is not the upper critical dimension of this model, and of the associated KPZ equation.

  17. The parabolic Anderson model random walk in random potential

    CERN Document Server

    König, Wolfgang

    2016-01-01

    This is a comprehensive survey on the research on the parabolic Anderson model – the heat equation with random potential or the random walk in random potential – of the years 1990 – 2015. The investigation of this model requires a combination of tools from probability (large deviations, extreme-value theory, e.g.) and analysis (spectral theory for the Laplace operator with potential, variational analysis, e.g.). We explain the background, the applications, the questions and the connections with other models and formulate the most relevant results on the long-time behavior of the solution, like quenched and annealed asymptotics for the total mass, intermittency, confinement and concentration properties and mass flow. Furthermore, we explain the most successful proof methods and give a list of open research problems. Proofs are not detailed, but concisely outlined and commented; the formulations of some theorems are slightly simplified for better comprehension.

  18. Random walk models for top-N recommendation task

    Institute of Scientific and Technical Information of China (English)

    Yin ZHANG; Jiang-qin WU; Yue-ting ZHUANG

    2009-01-01

    Recently there has been an increasing interest in applying random walk based methods to recommender systems.We employ a Gaussian random field to model the top-N recommendation task as a semi-supervised learning problem.taking into account the degree of each node on the user-item bipartite graph,and induce an effective absorbing random walk (ARW) algorithm for the top-N recommendation task.Our random walk approach directly generates the top-N recommendations for individuals,rather than predicting the ratings of the recommendations.Experimental results on the two real data sets show that our random walk algorithm significantly outperforms the state-of-the-art random walk based personalized ranking algorithm as well as the popular item-based collaborative filtering method.

  19. Asymptotic Properties of Multistate Random Walks. I. Theory

    NARCIS (Netherlands)

    Roerdink, J.B.T.M.; Shuler, K.E.

    1985-01-01

    A calculation is presented of the long-time behavior of various random walk properties (moments, probability of return to the origin, expected number of distinct sites visited) for multistate random walks on periodic lattices. In particular, we consider inhomogeneous periodic lattices, consisting of

  20. Pseudo Memory Effects, Majorization and Entropy in Quantum Random Walks

    CERN Document Server

    Bracken, A J; Tsohantjis, I; Bracken, Anthony J.; Ellinas, Demosthenes; Tsohantjis, Ioannis

    2004-01-01

    A quantum random walk on the integers exhibits pseudo memory effects, in that its probability distribution after N steps is determined by reshuffling the first N distributions that arise in a classical random walk with the same initial distribution. In a classical walk, entropy increase can be regarded as a consequence of the majorization ordering of successive distributions. The Lorenz curves of successive distributions for a symmetric quantum walk reveal no majorization ordering in general. Nevertheless, entropy can increase, and computer experiments show that it does so on average. Varying the stages at which the quantum coin system is traced out leads to new quantum walks, including a symmetric walk for which majorization ordering is valid but the spreading rate exceeds that of the usual symmetric quantum walk.

  1. Near-Optimal Random Walk Sampling in Distributed Networks

    CERN Document Server

    Sarma, Atish Das; Pandurangan, Gopal

    2012-01-01

    Performing random walks in networks is a fundamental primitive that has found numerous applications in communication networks such as token management, load balancing, network topology discovery and construction, search, and peer-to-peer membership management. While several such algorithms are ubiquitous, and use numerous random walk samples, the walks themselves have always been performed naively. In this paper, we focus on the problem of performing random walk sampling efficiently in a distributed network. Given bandwidth constraints, the goal is to minimize the number of rounds and messages required to obtain several random walk samples in a continuous online fashion. We present the first round and message optimal distributed algorithms that present a significant improvement on all previous approaches. The theoretical analysis and comprehensive experimental evaluation of our algorithms show that they perform very well in different types of networks of differing topologies. In particular, our results show h...

  2. Random walks in directed modular networks

    Science.gov (United States)

    Comin, Cesar H.; Viana, Mateus P.; Antiqueira, Lucas; Costa, Luciano da F.

    2014-12-01

    Because diffusion typically involves symmetric interactions, scant attention has been focused on studying asymmetric cases. However, important networked systems underlain by diffusion (e.g. cortical networks and WWW) are inherently directed. In the case of undirected diffusion, it can be shown that the steady-state probability of the random walk dynamics is fully correlated with the degree, which no longer holds for directed networks. We investigate the relationship between such probability and the inward node degree, which we call efficiency, in modular networks. Our findings show that the efficiency of a given community depends mostly on the balance between its ingoing and outgoing connections. In addition, we derive analytical expressions to show that the internal degree of the nodes does not play a crucial role in their efficiency, when considering the Erdős-Rényi and Barabási-Albert models. The results are illustrated with respect to the macaque cortical network, providing subsidies for improving transportation and communication systems.

  3. Biased random walks on Kleinberg's spatial networks

    Science.gov (United States)

    Pan, Gui-Jun; Niu, Rui-Wu

    2016-12-01

    We investigate the problem of the particle or message that travels as a biased random walk toward a target node in Kleinberg's spatial network which is built from a d-dimensional (d = 2) regular lattice improved by adding long-range shortcuts with probability P(rij) ∼rij-α, where rij is the lattice distance between sites i and j, and α is a variable exponent. Bias is represented as a probability p of the packet to travel at every hop toward the node which has the smallest Manhattan distance to the target node. We study the mean first passage time (MFPT) for different exponent α and the scaling of the MFPT with the size of the network L. We find that there exists a threshold probability pth ≈ 0.5, for p ≥pth the optimal transportation condition is obtained with an optimal transport exponent αop = d, while for 0 pth, and increases with L less than a power law and get close to logarithmical law for 0 complex network with a highly efficient structure for navigation although nodes hold null local information with a relatively large probability, which gives a powerful evidence for the reason why many real networks' navigability have small world property.

  4. Variational data assimilation using targetted random walks

    KAUST Repository

    Cotter, S. L.

    2011-02-15

    The variational approach to data assimilation is a widely used methodology for both online prediction and for reanalysis. In either of these scenarios, it can be important to assess uncertainties in the assimilated state. Ideally, it is desirable to have complete information concerning the Bayesian posterior distribution for unknown state given data. We show that complete computational probing of this posterior distribution is now within the reach in the offline situation. We introduce a Markov chain-Monte Carlo (MCMC) method which enables us to directly sample from the Bayesian posterior distribution on the unknown functions of interest given observations. Since we are aware that these methods are currently too computationally expensive to consider using in an online filtering scenario, we frame this in the context of offline reanalysis. Using a simple random walk-type MCMC method, we are able to characterize the posterior distribution using only evaluations of the forward model of the problem, and of the model and data mismatch. No adjoint model is required for the method we use; however, more sophisticated MCMC methods are available which exploit derivative information. For simplicity of exposition, we consider the problem of assimilating data, either Eulerian or Lagrangian, into a low Reynolds number flow in a two-dimensional periodic geometry. We will show that in many cases it is possible to recover the initial condition and model error (which we describe as unknown forcing to the model) from data, and that with increasing amounts of informative data, the uncertainty in our estimations reduces. © 2011 John Wiley & Sons, Ltd.

  5. Superdiffusive Dispersals Impart the Geometry of Underlying Random Walks

    Science.gov (United States)

    Zaburdaev, V.; Fouxon, I.; Denisov, S.; Barkai, E.

    2016-12-01

    It is recognized now that a variety of real-life phenomena ranging from diffusion of cold atoms to the motion of humans exhibit dispersal faster than normal diffusion. Lévy walks is a model that excelled in describing such superdiffusive behaviors albeit in one dimension. Here we show that, in contrast to standard random walks, the microscopic geometry of planar superdiffusive Lévy walks is imprinted in the asymptotic distribution of the walkers. The geometry of the underlying walk can be inferred from trajectories of the walkers by calculating the analogue of the Pearson coefficient.

  6. Random walks of cytoskeletal motors in open and closed compartments

    NARCIS (Netherlands)

    Lipowsky, R.; Klumpp, S.

    2001-01-01

    Random walks of molecular motors, which bind to and unbind from cytoskeletal filaments, are studied theoretically. The bound and unbound motors undergo directed and nondirected motion, respectively. Motors in open compartments exhibit anomalous drift velocities. Motors in closed compartments generat

  7. A scaling law for random walks on networks

    Science.gov (United States)

    Perkins, Theodore J.; Foxall, Eric; Glass, Leon; Edwards, Roderick

    2014-10-01

    The dynamics of many natural and artificial systems are well described as random walks on a network: the stochastic behaviour of molecules, traffic patterns on the internet, fluctuations in stock prices and so on. The vast literature on random walks provides many tools for computing properties such as steady-state probabilities or expected hitting times. Previously, however, there has been no general theory describing the distribution of possible paths followed by a random walk. Here, we show that for any random walk on a finite network, there are precisely three mutually exclusive possibilities for the form of the path distribution: finite, stretched exponential and power law. The form of the distribution depends only on the structure of the network, while the stepping probabilities control the parameters of the distribution. We use our theory to explain path distributions in domains such as sports, music, nonlinear dynamics and stochastic chemical kinetics.

  8. Convergence of a random walk method for the Burgers equation

    Energy Technology Data Exchange (ETDEWEB)

    Roberts, S.

    1985-10-01

    In this paper we consider a random walk algorithm for the solution of Burgers' equation. The algorithm uses the method of fractional steps. The non-linear advection term of the equation is solved by advecting ''fluid'' particles in a velocity field induced by the particles. The diffusion term of the equation is approximated by adding an appropriate random perturbation to the positions of the particles. Though the algorithm is inefficient as a method for solving Burgers' equation, it does model a similar method, the random vortex method, which has been used extensively to solve the incompressible Navier-Stokes equations. The purpose of this paper is to demonstrate the strong convergence of our random walk method and so provide a model for the proof of convergence for more complex random walk algorithms; for instance, the random vortex method without boundaries.

  9. Near-Optimal Sublinear Time Bounds for Distributed Random Walks

    CERN Document Server

    Sarma, Atish Das; Pandurangan, Gopal; Tetali, Prasad

    2009-01-01

    We focus on the problem of performing random walks efficiently in a distributed network. Given bandwidth constraints, the goal is to minimize the number of rounds required to obtain a random walk sample on an undirected network. Despite the widespread use of random walks in distributed computing, most algorithms that compute a random walk sample of length $\\ell$ naively, i.e., in $O(\\ell)$ rounds. Recently, the first sublinear time distributed algorithm was presented that ran in $\\tilde{O}(\\ell^{2/3}D^{1/3})$ rounds {$\\tilde{O}$ hides polylog factors in the number of nodes in the network} where $D$ is the diameter of the network [Das Sarma et al. PODC 2009]. This work further conjectured that a running time of $\\tilde{O}(\\sqrt{\\ell D})$ is possible and that this is essentially optimal. In this paper, we resolve these conjectures by showing almost tight bounds on distributed random walks. We present a distributed algorithm that performs a random walk of length $\\ell$ in $\\tilde{O}(\\sqrt{\\ell D})$ rounds, where...

  10. ENHANCED RANDOM WALK WITH CHOICE: AN EMPIRICAL STUDY

    Directory of Open Access Journals (Sweden)

    John Alexandris

    2014-03-01

    Full Text Available The Random Walk with d Choice RWC d( is a recently proposed variation of the simple Random Walk that first selects a subset of d neighbor nodes and then decides to move to the node which minimizes the value of a certain parameter; this parameter captures the number of past visits of the walk to that node. In this paper, we propose the Enhanced Random Walk with d Choice algorithm ERWC d h ( , which first selects a subset of d neighbor nodes and then decides to move to the node which minimizes a value H defined at every node; this H value depends on a parameter h and captures information about past visits of the walk to that node and - with a certain weight - to its neighbors. Simulations of the Enhanced Random Walk with d Choice algorithm on various types of graphs indicate beneficial results with respect to Cover Time and Load Balancing. The graph types used are the Random Geometric Graph, Torus, Grid, Hypercube, Lollipop and Bernoulli.

  11. Search for Directed Networks by Different Random Walk Strategies

    Institute of Scientific and Technical Information of China (English)

    ZHU Zi-Qi; JIN Xiao-Ling; HUANG Zhi-Long

    2012-01-01

    A comparative study is carried out on the effciency of five different random walk strategies searching on directed networks constructed based on several typical complex networks.Due to the difference in search effciency of the strategies rooted in network clustering,the clustering coeFfcient in a random walker's eye on directed networks is defined and computed to be half of the corresponding undirected networks.The search processes are performed on the directed networks based on Erd(o)s-Rényi model,Watts-Strogatz model,Barabási-Albert model and clustered scale-free network model.It is found that self-avoiding random walk strategy is the best search strategy for such directed networks.Compared to unrestricted random walk strategy,path-iteration-avoiding random walks can also make the search process much more effcient. However,no-triangle-loop and no-quadrangle-loop random walks do not improve the search effciency as expected,which is different from those on undirected networks since the clustering coefficient of directed networks are smaller than that of undirected networks.

  12. From elongated spanning trees to vicious random walks

    Energy Technology Data Exchange (ETDEWEB)

    Gorsky, A. [ITEP, B. Cheryomushkinskaya 25, 117218 Moscow (Russian Federation); Nechaev, S., E-mail: nechaev@lptms.u-psud.fr [LPTMS, Université Paris Sud, 91405 Orsay Cedex (France); P.N. Lebedev Physical Institute of the Russian Academy of Sciences, 119991 Moscow (Russian Federation); Poghosyan, V.S. [Institute for Informatics and Automation Problems NAS of Armenia, 375044 Yerevan (Armenia); Priezzhev, V.B. [Bogolubov Laboratory of Theoretical Physics, Joint Institute for Nuclear Research, 141980 Dubna (Russian Federation)

    2013-05-01

    Given a spanning forest on a large square lattice, we consider by combinatorial methods a correlation function of k paths (k is odd) along branches of trees or, equivalently, k loop-erased random walks. Starting and ending points of the paths are grouped such that they form a k-leg watermelon. For large distance r between groups of starting and ending points, the ratio of the number of watermelon configurations to the total number of spanning trees behaves as r{sup −ν}logr with ν=(k{sup 2}−1)/2. Considering the spanning forest stretched along the meridian of this watermelon, we show that the two-dimensional k-leg loop-erased watermelon exponent ν is converting into the scaling exponent for the reunion probability (at a given point) of k(1+1)-dimensional vicious walkers, ν{sup -tilde=}k{sup 2}/2. At the end, we express the conjectures about the possible relation to integrable systems.

  13. Riemann Hypothesis and Random Walks: the Zeta case

    CERN Document Server

    LeClair, André

    2016-01-01

    In previous work it was shown that if certain series based on sums over primes of non-principal Dirichlet characters have a conjectured random walk behavior, then the Euler product formula for its $L$-function is valid to the right of the critical line $\\Re (s) > 1/2$, and the Riemann Hypothesis for this class of $L$-functions follows. Building on this work, here we propose how to extend this line of reasoning to the Riemann zeta function and other principal Dirichlet $L$-functions. We use our results to argue that $ S_\\delta (t) \\equiv \\lim_{\\delta \\to 0^+} \\dfrac{1}{\\pi} \\arg \\zeta (\\tfrac{1}{2}+ \\delta + i t ) = O(1)$, and that it is nearly always on the principal branch. We conjecture that a 1-point correlation function of the Riemann zeros has a normal distribution. This leads to the construction of a probabilistic model for the zeros. Based on these results we describe a new algorithm for computing very high Riemann zeros as a kind of stochastic process, and we calculate the $10^{100}$-th zero to over 1...

  14. First steps in random walks from tools to applications

    CERN Document Server

    Klafter, J

    2011-01-01

    The name ""random walk"" for a problem of a displacement of a point in a sequence of independent random steps was coined by Karl Pearson in 1905 in a question posed to readers of ""Nature"". The same year, a similar problem was formulated by Albert Einstein in one of his Annus Mirabilis works. Even earlier such a problem was posed by Louis Bachelier in his thesis devoted to the theory of financial speculations in 1900. Nowadays the theory of random walks has proved useful in physics andchemistry (diffusion, reactions, mixing in flows), economics, biology (from animal spread to motion of subcel

  15. Decoherence in optimized quantum random-walk search algorithm

    Science.gov (United States)

    Zhang, Yu-Chao; Bao, Wan-Su; Wang, Xiang; Fu, Xiang-Qun

    2015-08-01

    This paper investigates the effects of decoherence generated by broken-link-type noise in the hypercube on an optimized quantum random-walk search algorithm. When the hypercube occurs with random broken links, the optimized quantum random-walk search algorithm with decoherence is depicted through defining the shift operator which includes the possibility of broken links. For a given database size, we obtain the maximum success rate of the algorithm and the required number of iterations through numerical simulations and analysis when the algorithm is in the presence of decoherence. Then the computational complexity of the algorithm with decoherence is obtained. The results show that the ultimate effect of broken-link-type decoherence on the optimized quantum random-walk search algorithm is negative. Project supported by the National Basic Research Program of China (Grant No. 2013CB338002).

  16. Tail estimates for one-dimensional non-nearest-neighbor random walk in random environment

    Institute of Scientific and Technical Information of China (English)

    2010-01-01

    Suppose that the integers are assigned i.i.d. random variables {(β gx , . . . , β 1x , α x )} (each taking values in the unit interval and the sum of them being 1), which serve as an environment. This environment defines a random walk {X n } (called RWRE) which, when at x, moves one step of length 1 to the right with probability α x and one step of length k to the left with probability β kx for 1≤ k≤ g. For certain environment distributions, we determine the almost-sure asymptotic speed of the RWRE and show that the chance of the RWRE deviating below this speed has a polynomial rate of decay. This is the generalization of the results by Dembo, Peres and Zeitouni in 1996. In the proof we use a large deviation result for the product of random matrices and some tail estimates and moment estimates for the total population size in a multi-type branching process with random environment.

  17. Optical variability of quasars: a damped random walk

    CERN Document Server

    Ivezic, Zeljko

    2013-01-01

    A damped random walk is a stochastic process, defined by an exponential covariance matrix that behaves as a random walk for short time scales and asymptotically achieves a finite variability amplitude at long time scales. Over the last few years, it has been demonstrated, mostly but not exclusively using SDSS data, that a damped random walk model provides a satisfactory statistical description of observed quasar variability in the optical wavelength range, for rest-frame timescales from 5 days to 2000 days. The best-fit characteristic timescale and asymptotic variability amplitude scale with the luminosity, black hole mass, and rest wavelength, and appear independent of redshift. In addition to providing insights into the physics of quasar variability, the best-fit model parameters can be used to efficiently separate quasars from stars in imaging surveys with adequate long-term multi-epoch data, such as expected from LSST.

  18. A generalized model via random walks for information filtering

    Energy Technology Data Exchange (ETDEWEB)

    Ren, Zhuo-Ming, E-mail: zhuomingren@gmail.com [Department of Physics, University of Fribourg, Chemin du Musée 3, CH-1700, Fribourg (Switzerland); Chongqing Institute of Green and Intelligent Technology, Chinese Academy of Sciences, ChongQing, 400714 (China); Kong, Yixiu [Department of Physics, University of Fribourg, Chemin du Musée 3, CH-1700, Fribourg (Switzerland); Shang, Ming-Sheng, E-mail: msshang@cigit.ac.cn [Chongqing Institute of Green and Intelligent Technology, Chinese Academy of Sciences, ChongQing, 400714 (China); Zhang, Yi-Cheng [Department of Physics, University of Fribourg, Chemin du Musée 3, CH-1700, Fribourg (Switzerland)

    2016-08-06

    There could exist a simple general mechanism lurking beneath collaborative filtering and interdisciplinary physics approaches which have been successfully applied to online E-commerce platforms. Motivated by this idea, we propose a generalized model employing the dynamics of the random walk in the bipartite networks. Taking into account the degree information, the proposed generalized model could deduce the collaborative filtering, interdisciplinary physics approaches and even the enormous expansion of them. Furthermore, we analyze the generalized model with single and hybrid of degree information on the process of random walk in bipartite networks, and propose a possible strategy by using the hybrid degree information for different popular objects to toward promising precision of the recommendation. - Highlights: • We propose a generalized recommendation model employing the random walk dynamics. • The proposed model with single and hybrid of degree information is analyzed. • A strategy with the hybrid degree information improves precision of recommendation.

  19. Limited Random Walk Algorithm for Big Graph Data Clustering

    CERN Document Server

    Zhang, Honglei; Kiranyaz, Serkan; Gabbouj, Moncef

    2016-01-01

    Graph clustering is an important technique to understand the relationships between the vertices in a big graph. In this paper, we propose a novel random-walk-based graph clustering method. The proposed method restricts the reach of the walking agent using an inflation function and a normalization function. We analyze the behavior of the limited random walk procedure and propose a novel algorithm for both global and local graph clustering problems. Previous random-walk-based algorithms depend on the chosen fitness function to find the clusters around a seed vertex. The proposed algorithm tackles the problem in an entirely different manner. We use the limited random walk procedure to find attracting vertices in a graph and use them as features to cluster the vertices. According to the experimental results on the simulated graph data and the real-world big graph data, the proposed method is superior to the state-of-the-art methods in solving graph clustering problems. Since the proposed method uses the embarrass...

  20. Feature Learning Based Random Walk for Liver Segmentation

    Science.gov (United States)

    Zheng, Yongchang; Ai, Danni; Zhang, Pan; Gao, Yefei; Xia, Likun; Du, Shunda; Sang, Xinting; Yang, Jian

    2016-01-01

    Liver segmentation is a significant processing technique for computer-assisted diagnosis. This method has attracted considerable attention and achieved effective result. However, liver segmentation using computed tomography (CT) images remains a challenging task because of the low contrast between the liver and adjacent organs. This paper proposes a feature-learning-based random walk method for liver segmentation using CT images. Four texture features were extracted and then classified to determine the classification probability corresponding to the test images. Seed points on the original test image were automatically selected and further used in the random walk (RW) algorithm to achieve comparable results to previous segmentation methods. PMID:27846217

  1. Application of continuous-time random walk to statistical arbitrage

    Directory of Open Access Journals (Sweden)

    Sergey Osmekhin

    2015-01-01

    Full Text Available An analytical statistical arbitrage strategy is proposed, where the distribution of the spread is modelled as a continuous-time random walk. Optimal boundaries, computed as a function of the mean and variance of the firstpassage time ofthe spread,maximises an objective function. The predictability of the trading strategy is analysed and contrasted for two forms of continuous-time random walk processes. We found that the waiting-time distribution has a significant impact on the prediction of the expected profit for intraday trading

  2. Quenched Point-to-Point Free Energy for Random Walks in Random Potentials

    CERN Document Server

    Rassoul-Agha, Firas

    2012-01-01

    We consider a random walk in a random potential on a square lattice of arbitrary dimension. The potential is a function of an ergodic environment and some steps of the walk. The potential can be unbounded, but it is subject to a moment assumption whose strictness is tied to the mixing of the environment, the best case being the i.i.d. environment. We prove that the infinite volume quenched point-to-point free energy exists and has a variational formula in terms of an entropy. We establish regularity properties of the point-to-point free energy, as a function of the potential and as a function on the convex hull of the admissible steps of the walk, and link it to the infinite volume free energy and quenched large deviations of the endpoint of the walk. One corollary is a quenched large deviation principle for random walk in an ergodic random environment, with a continuous rate function.

  3. A local limit theorem for random walks in random scenery and on randomly oriented lattices

    CERN Document Server

    Castell, Fabienne; Pène, Françoise; Schapira, Bruno

    2010-01-01

    Random walks in random scenery are processes defined by $Z_n:=\\sum_{k=1}^n\\xi_{X_1+...+X_k}$, where $(X_k,k\\ge 1)$ and $(\\xi_y,y\\in\\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that their distributions belong to the normal domain of attraction of stable laws with index $\\alpha\\in (0,2]$ and $\\beta\\in (0,2]$ respectively. These processes were first studied by H. Kesten and F. Spitzer, who proved the convergence in distribution when $\\alpha\

  4. Quenched Free Energy and Large Deviations for Random Walks in Random Potentials

    CERN Document Server

    Rassoul-Agha, Firas; Yilmaz, Atilla

    2011-01-01

    We study quenched distributions on random walks in a random potential on integer lattices of arbitrary dimension and with an arbitrary finite set of admissible steps. The potential can be unbounded and can depend on a few steps of the walk. Directed, undirected and stretched polymers, as well as random walk in random environment, are covered. The restriction needed is on the moment of the potential, in relation to the degree of mixing of the ergodic environment. We derive two variational formulas for the limiting quenched free energy and prove a process-level quenched large deviation principle for the empirical measure. As a corollary we obtain LDPs for types of random walk in random environment not covered by earlier results.

  5. Mindful Walking in Psychologically Distressed Individuals: A Randomized Controlled Trial

    Directory of Open Access Journals (Sweden)

    M. Teut

    2013-01-01

    Full Text Available Background. The aim of this randomized, controlled study was to investigate the effectiveness of a mindful walking program in patients with high levels of perceived psychological distress. Methods. Participants aged between 18 and 65 years with moderate to high levels of perceived psychological distress were randomized to 8 sessions of mindful walking in 4 weeks (each 40 minutes walking, 10 minutes mindful walking, 10 minutes discussion or to no study intervention (waiting group. Primary outcome parameter was the difference to baseline on Cohen’s Perceived Stress Scale (CPSS after 4 weeks between intervention and control. Results. Seventy-four participants were randomized in the study; 36 (32 female, 52.3 ± 8.6 years were allocated to the intervention and 38 (35 female, 49.5 ± 8.8 years to the control group. Adjusted CPSS differences after 4 weeks were −8.8 [95% CI: −10.8; −6.8] (mean 24.2 [22.2; 26.2] in the intervention group and −1.0 [−2.9; 0.9] (mean 32.0 [30.1; 33.9] in the control group, resulting in a highly significant group difference (. Conclusion. Patients participating in a mindful walking program showed reduced psychological stress symptoms and improved quality of life compared to no study intervention. Further studies should include an active treatment group and a long-term follow-up.

  6. Law of large numbers for non-elliptic random walks in dynamic random environments

    CERN Document Server

    Hollander, Frank den; Sidoravicius, Vladas

    2011-01-01

    We prove a law of large numbers for a class of $\\Z^d$-valued random walks in dynamic random environments, including \\emph{non-elliptic} examples. We assume that the random environment has a mixing property called \\emph{conditional cone-mixing} and that the random walk tends to stay inside space-time cones. The proof is based on a generalization of the regeneration scheme developed by Comets and Zeitouni for static random environments, which was adapted by Avena, den Hollander and Redig to dynamic random environments. We exhibit some one-dimensional examples to which our result applies. In some cases, the sign of the speed can be determined.

  7. Renewal theory for perturbed random walks and similar processes

    CERN Document Server

    Iksanov, Alexander

    2016-01-01

    This book offers a detailed review of perturbed random walks, perpetuities, and random processes with immigration. Being of major importance in modern probability theory, both theoretical and applied, these objects have been used to model various phenomena in the natural sciences as well as in insurance and finance. The book also presents the many significant results and efficient techniques and methods that have been worked out in the last decade. The first chapter is devoted to perturbed random walks and discusses their asymptotic behavior and various functionals pertaining to them, including supremum and first-passage time. The second chapter examines perpetuities, presenting results on continuity of their distributions and the existence of moments, as well as weak convergence of divergent perpetuities. Focusing on random processes with immigration, the third chapter investigates the existence of moments, describes long-time behavior and discusses limit theorems, both with and without scaling. Chapters fou...

  8. Measuring the fractal dimension of an optical random walk

    CERN Document Server

    Savo, Romolo; Svensson, Tomas; Vynck, Kevin; Wiersma, Diederik S

    2013-01-01

    Random walks often grasp the essence of transport processes in complex systems, representing a model for a large variety of phenomena, from human travel, to molecular kinetics, to the propagation of light and sound in disordered media. Transport is generally driven by the topology of the system, which can range from a simply random distribution of scattering elements, to very rich self-similar structures like random fractals. In this context the fractal dimension of the random walk trajectory, $d_\\mathrm{w}$, crucially determines the nature of the resulting transport process and provides information on the way the spatial evolution scales with time. In living cells and turbulent flow it has been possible to study anomalous dynamics showing $d_\\mathrm{w}\

  9. White Noise in Quantum Random Walk Search Algorithm

    Institute of Scientific and Technical Information of China (English)

    MA Lei; DU Jiang-Feng; LI Yun; LI Hui; KWEK L. C.; OH C. H.

    2006-01-01

    @@ The quantum random walk is a possible approach to construct new quantum search algorithms. It has been shown by Shenvi et al. [Phys. Rev. A 67 (2003)52307] that a kind of algorithm can perform an oracle search on a database of N items with O(√N) calling to the oracle, yielding a speedup similar to other quantum search algorithms.

  10. On a zero-drift nearest-neighbour random walk

    NARCIS (Netherlands)

    Cohen, J.W.

    1996-01-01

    The present study concerns the analysis of the hitting point identity for a nearest-neighbour random walk of which the one-step transition to the $NE$, $SE$, $SW$ and $NW$ are the only transitions with nonzero probabilities. The one-step transition vector has a symmetrical probability distribution w

  11. Movie Recommendation using Random Walks over the Contextual Graph

    DEFF Research Database (Denmark)

    Bogers, Toine

    algorithm that makes it easy to include different types of contextual information. It models the browsing process of a user on a movie database website by taking random walks over the contextual graph. We present our approach in this paper and highlight a number of future extensions with additional...

  12. States recognition in random walk Markov chain via binary Entropy

    Directory of Open Access Journals (Sweden)

    Morteza Khodabin

    2013-03-01

    Full Text Available In this paper, a new method for specification of recurrence or transient of states in one and two dimensional simple random walk based on upper and lower bounds of {it r}-combinations from a set of m elements $(C^{m}_{r}$ via binary entropy is introduced.

  13. Adaptive importance sampling of random walks on continuous state spaces

    Energy Technology Data Exchange (ETDEWEB)

    Baggerly, K.; Cox, D.; Picard, R.

    1998-11-01

    The authors consider adaptive importance sampling for a random walk with scoring in a general state space. Conditions under which exponential convergence occurs to the zero-variance solution are reviewed. These results generalize previous work for finite, discrete state spaces in Kollman (1993) and in Kollman, Baggerly, Cox, and Picard (1996). This paper is intended for nonstatisticians and includes considerable explanatory material.

  14. Vibration driven random walk in a Chladni experiment

    Science.gov (United States)

    Grabec, Igor

    2017-01-01

    Drifting of sand particles bouncing on a vibrating membrane of a Chladni experiment is characterized statistically. Records of trajectories reveal that bounces are circularly distributed and random. The mean length of their horizontal displacement is approximately proportional to the vibration amplitude above the critical level and amounts about one fourth of the corresponding bounce height. For the description of horizontal drifting of particles a model of vibration driven random walk is proposed that yields a good agreement between experimental and numerically simulated data.

  15. Continuity and anomalous fluctuations in random walks in dynamic random environments: numerics, phase diagrams and conjectures

    CERN Document Server

    Avena, L

    2012-01-01

    We perform simulations for one dimensional continuous-time random walks in two dynamic random environments with fast (independent spin-flips) and slow (simple symmetric exclusion) decay of space-time correlations, respectively. We focus on the asymptotic speeds and the scaling limits of such random walks. We observe different behaviors depending on the dynamics of the underlying random environment and the ratio between the jump rate of the random walk and the one of the environment. We compare our data with well known results for static random environment. We observe that the non-diffusive regime known so far only for the static case can occur in the dynamic setup too. Such anomalous fluctuations emerge in a new phase diagram. Further we discuss possible consequences for general static and dynamic random environments.

  16. Bounds of Deviation for Branching Chains in Random Environments

    Institute of Scientific and Technical Information of China (English)

    Wei Gang WANG

    2011-01-01

    We consider non-extinct branching processes in general random environments. Under the condition of means and second moments of each generation being bounded, we give the upper bounds and lower bounds for some form deviations of the process.

  17. Prostate Cancer Segmentation Using Multispectral Random Walks

    Science.gov (United States)

    Artan, Yusuf; Haider, Masoom A.; Yetik, Imam Samil

    Several studies have shown the advantages of multispectral magnetic resonance imaging (MRI) as a noninvasive imaging technique for prostate cancer localization. However, a large proportion of these studies are with human readers. There is a significant inter and intra-observer variability for human readers, and it is substantially difficult for humans to analyze the large dataset of multispectral MRI. To solve these problems a few studies were proposed for fully automated cancer localization in the past. However, fully automated methods are highly sensitive to parameter selection and often may not produce desirable segmentation results. In this paper, we present a semi-supervised segmentation algorithm by extending a graph based semi-supervised random walker algorithm to perform prostate cancer segmentation with multispectral MRI. Unlike classical random walker which can be applied only to dataset of single type of MRI, we develop a new method that can be applied to multispectral images. We prove the effectiveness of the proposed method by presenting the qualitative and quantitative results of multispectral MRI datasets acquired from 10 biopsy-confirmed cancer patients. Our results demonstrate that the multispectral MRI noticeably increases the sensitivity and jakkard measures of prostate cancer localization compared to single MR images; 0.71 sensitivity and 0.56 jakkard for multispectral images compared to 0.51 sensitivity and 0.44 jakkard for single MR image based segmentation.

  18. Coverage maximization under resource constraints using proliferating random walks

    Indian Academy of Sciences (India)

    Sudipta Saha; Niloy Ganguly; Abhijit Guria

    2015-02-01

    Dissemination of information has been one of the prime needs in almost every kind of communication network. The existing algorithms for this service, try to maximize the coverage, i.e., the number of distinct nodes to which a given piece of information could be conveyed under the constraints of time and energy. However, the problem becomes challenging for unstructured and decentralized environments. Due to its simplicity and adaptability, random walk (RW) has been a very useful tool for such environments. Different variants of this technique have been studied. In this paper, we study a history-based non-uniform proliferating random strategy where new walkers are dynamically introduced in the sparse regions of the network. Apart from this, we also study the breadth-first characteristics of the random walk-based algorithms through an appropriately designed metrics.

  19. Sub-Markov Random Walk for Image Segmentation.

    Science.gov (United States)

    Dong, Xingping; Shen, Jianbing; Shao, Ling; Van Gool, Luc

    2016-02-01

    A novel sub-Markov random walk (subRW) algorithm with label prior is proposed for seeded image segmentation, which can be interpreted as a traditional random walker on a graph with added auxiliary nodes. Under this explanation, we unify the proposed subRW and other popular random walk (RW) algorithms. This unifying view will make it possible for transferring intrinsic findings between different RW algorithms, and offer new ideas for designing novel RW algorithms by adding or changing auxiliary nodes. To verify the second benefit, we design a new subRW algorithm with label prior to solve the segmentation problem of objects with thin and elongated parts. The experimental results on both synthetic and natural images with twigs demonstrate that the proposed subRW method outperforms previous RW algorithms for seeded image segmentation.

  20. Random Walks and Diffusions on Graphs and Databases An Introduction

    CERN Document Server

    Blanchard, Philippe

    2011-01-01

    Most networks and databases that humans have to deal with contain large, albeit finite number of units. Their structure, for maintaining functional consistency of the components, is essentially not random and calls for a precise quantitative description of relations between nodes (or data units) and all network components. This book is an introduction, for both graduate students and newcomers to the field, to the theory of graphs and random walks on such graphs. The methods based on random walks and diffusions for exploring the structure of finite connected graphs and databases are reviewed (Markov chain analysis). This provides the necessary basis for consistently discussing a number of applications such diverse as electric resistance networks, estimation of land prices, urban planning, linguistic databases, music, and gene expression regulatory networks.

  1. Periodic Walks on Large Regular Graphs and Random Matrix Theory

    CERN Document Server

    Oren, Idan

    2011-01-01

    We study the distribution of the number of (non-backtracking) periodic walks on large regular graphs. We propose a formula for the ratio between the variance of the number of $t$-periodic walks and its mean, when the cardinality of the vertex set $V$ and the period $t$ approach $\\infty$ with $t/V\\rightarrow \\tau$ for any $\\tau$. This formula is based on the conjecture that the spectral statistics of the adjacency eigenvalues is given by Random Matrix Theory (RMT). We provide numerical and theoretical evidence for the validity of this conjecture. The key tool used in this study is a trace formula which expresses the spectral density of $d$-regular graphs, in terms of periodic walks.

  2. On a zero-one law for the norm process of transient random walk

    CERN Document Server

    Matsumoto, Ayako

    2009-01-01

    A zero-one law of Engelbert--Schmidt type is proven for the norm process of a transient random walk. An invariance principle for random walk local times and a limit version of Jeulin's lemma play key roles.

  3. An effective Hamiltonian approach to quantum random walk

    Science.gov (United States)

    Sarkar, Debajyoti; Paul, Niladri; Bhattacharya, Kaushik; Ghosh, Tarun Kanti

    2017-03-01

    In this article we present an effective Hamiltonian approach for discrete time quantum random walk. A form of the Hamiltonian for one-dimensional quantum walk has been prescribed, utilizing the fact that Hamiltonians are generators of time translations. Then an attempt has been made to generalize the techniques to higher dimensions. We find that the Hamiltonian can be written as the sum of a Weyl Hamiltonian and a Dirac comb potential. The time evolution operator obtained from this prescribed Hamiltonian is in complete agreement with that of the standard approach. But in higher dimension we find that the time evolution operator is additive, instead of being multiplicative (see Chandrashekar, Sci. Rep. 3, 2829 (18)). We showed that in the case of two-step walk, the time evolution operator effectively can have multiplicative form. In the case of a square lattice, quantum walk has been studied computationally for different coins and the results for both the additive and the multiplicative approaches have been compared. Using the graphene Hamiltonian, the walk has been studied on a graphene lattice and we conclude the preference of additive approach over the multiplicative one.

  4. An effective Hamiltonian approach to quantum random walk

    Indian Academy of Sciences (India)

    DEBAJYOTI SARKAR; NILADRI PAUL; KAUSHIK BHATTACHARYA; TARUN KANTI GHOSH

    2017-03-01

    In this article we present an effective Hamiltonian approach for discrete time quantum random walk. A form of the Hamiltonian for one-dimensional quantum walk has been prescribed, utilizing the fact that Hamiltoniansare generators of time translations. Then an attempt has been made to generalize the techniques to higher dimensions. We find that the Hamiltonian can be written as the sum of a Weyl Hamiltonian and a Dirac comb potential. The time evolution operator obtained from this prescribed Hamiltonian is in complete agreement with that of the standard approach. But in higher dimension we find that the time evolution operator is additive, instead of being multiplicative (see Chandrashekar, $\\it{Sci. Rep}$. 3, 2829 (2013)). We showed that in the case of two-step walk, the time evolution operator effectively can have multiplicative form. In the case of a square lattice, quantum walk has been studied computationally for different coins and the results for both the additive and the multiplicative approaches have been compared. Using the graphene Hamiltonian, the walk has been studied on a graphene lattice and we conclude the preference of additive approach over the multiplicative one.

  5. Two-Dimensional Random Interlacements and Late Points for Random Walks

    Science.gov (United States)

    Comets, Francis; Popov, Serguei; Vachkovskaia, Marina

    2016-04-01

    We define the model of two-dimensional random interlacements using simple random walk trajectories conditioned on never hitting the origin, and then obtain some properties of this model. Also, for a random walk on a large torus conditioned on not hitting the origin up to some time proportional to the mean cover time, we show that the law of the vacant set around the origin is close to that of random interlacements at the corresponding level. Thus, this new model provides a way to understand the structure of the set of late points of the covering process from a microscopic point of view.

  6. a Random Walk in Theoretical Physics

    Science.gov (United States)

    Roberts, Bruce Wharton

    1995-01-01

    This thesis covers four diverse topics, representing a cross section of theoretical physics (and mathematical biology). The initial two subjects deal with nonequilibrium dynamics of spatially extended systems. These two topics are spatiotemporal chaos in the complex Ginzburg-Landau equation and a mathematical model for biological evolution and mass extinctions. The study of the complex Ginzburg -Landau equation provides results on the topological defects that exist in this system. The defect-defect correlation function is calculated numerically, and the result is discussed in the context of generic scale invariance and in terms of analytic bounds. The biological evolution work provides a simple, coarse-grained description of the evolutionary process and its interaction with the physical environment. It provides testable predictions about the distribution of extinction sizes and species lifetimes found in the fossil record. The third topic covered in this thesis is real -space renormalization of the random field Ising model. The results provide evidence about the nature of the phases of the system through calculation of renormalization flows in parameter space. The calculation also gives critical exponents for the transition between phases, as well as the heights of barriers between metastable states. The final topic deals with the fractional quantum Hall effect in double quantum wells. Analytic work is done which provides a framework for calculating collective excitations within the single-mode approximation. These excitations are then calculated using Monte Carlo techniques and numerical integration. These calculations yield information about density fluctuations and excitonic modes, the latter of which can be related to tunneling spectral moments.

  7. On the pertinence to Physics of random walks induced by random dynamical systems: a survey

    Science.gov (United States)

    Petritis, Dimitri

    2016-08-01

    Let be an abstract space and a denumerable (finite or infinite) alphabet. Suppose that is a family of functions such that for all we have and a family of transformations . The pair ((Sa)a , (pa)a ) is termed an iterated function system with place dependent probabilities. Such systems can be thought as generalisations of random dynamical systems. As a matter of fact, suppose we start from a given ; we pick then randomly, with probability pa (x), the transformation Sa and evolve to Sa (x). We are interested in the behaviour of the system when the iteration continues indefinitely. Random walks of the above type are omnipresent in both classical and quantum Physics. To give a small sample of occurrences we mention: random walks on the affine group, random walks on Penrose lattices, random walks on partially directed lattices, evolution of density matrices induced by repeated quantum measurements, quantum channels, quantum random walks, etc. In this article, we review some basic properties of such systems and provide with a pathfinder in the extensive bibliography (both on mathematical and physical sides) where the main results have been originally published.

  8. Continuous Time Random Walks for the Evolution of Lagrangian Velocities

    CERN Document Server

    Dentz, Marco; Comolli, Alessandro; Borgne, Tanguy Le; Lester, Daniel R

    2016-01-01

    We develop a continuous time random walk (CTRW) approach for the evolution of Lagrangian velocities in steady heterogeneous flows based on a stochastic relaxation process for the streamwise particle velocities. This approach describes persistence of velocities over a characteristic spatial scale, unlike classical random walk methods, which model persistence over a characteristic time scale. We first establish the relation between Eulerian and Lagrangian velocities for both equidistant and isochrone sampling along streamlines, under transient and stationary conditions. Based on this, we develop a space continuous CTRW approach for the spatial and temporal dynamics of Lagrangian velocities. While classical CTRW formulations have non-stationary Lagrangian velocity statistics, the proposed approach quantifies the evolution of the Lagrangian velocity statistics under both stationary and non-stationary conditions. We provide explicit expressions for the Lagrangian velocity statistics, and determine the behaviors of...

  9. Statistical Modeling of Robotic Random Walks on Different Terrain

    Science.gov (United States)

    Naylor, Austin; Kinnaman, Laura

    Issues of public safety, especially with crowd dynamics and pedestrian movement, have been modeled by physicists using methods from statistical mechanics over the last few years. Complex decision making of humans moving on different terrains can be modeled using random walks (RW) and correlated random walks (CRW). The effect of different terrains, such as a constant increasing slope, on RW and CRW was explored. LEGO robots were programmed to make RW and CRW with uniform step sizes. Level ground tests demonstrated that the robots had the expected step size distribution and correlation angles (for CRW). The mean square displacement was calculated for each RW and CRW on different terrains and matched expected trends. The step size distribution was determined to change based on the terrain; theoretical predictions for the step size distribution were made for various simple terrains. It's Dr. Laura Kinnaman, not sure where to put the Prefix.

  10. Strong approximation of continuous local martingales by simple random walks

    CERN Document Server

    Szekely, Balazs

    2010-01-01

    The aim of this paper is to represent any continuous local martingale as an almost sure limit of a nested sequence of simple, symmetric random walks, time changed by a discrete quadratic variation process. One basis of this is a similar construction of Brownian motion. The other major tool is a representation of continuous local martingales given by Dambis, Dubins and Schwarz (DDS) in terms of Brownian motion time-changed by the quadratic variation. Rates of convergence (which are conjectured to be nearly optimal in the given setting) are also supplied. A necessary and sufficient condition for the independence of the random walks and the discrete time changes or, equivalently, for the independence of the DDS Brownian motion and the quadratic variation is proved to be the symmetry of increments of the martingale given the past, which is a reformulation of an earlier result by Ocone.

  11. Convex minorants of random walks and L\\'evy processes

    CERN Document Server

    Abramson, Josh; Ross, Nathan; Bravo, Gerónimo Uribe

    2011-01-01

    This article provides an overview of recent work on descriptions and properties of the convex minorant of random walks and L\\'evy processes which summarize and extend the literature on these subjects. The results surveyed include point process descriptions of the convex minorant of random walks and L\\'evy processes on a fixed finite interval, up to an independent exponential time, and in the infinite horizon case. These descriptions follow from the invariance of these processes under an adequate path transformation. In the case of Brownian motion, we note how further special properties of this process, including time-inversion, imply a sequential description for the convex minorant of the Brownian meander.

  12. Visual Saliency and Attention as Random Walks on Complex Networks

    CERN Document Server

    Costa, L F

    2006-01-01

    The unmatched versatility of vision in mammals is totally dependent on purposive eye movements and selective attention guided by saliencies in the presented images. The current article shows how concepts and tools from the areas of random walks, Markov chains, complex networks and artificial image analysis can be naturally combined in order to provide a unified and biologically plausible model for saliency detection and visual attention, which become indistinguishable in the process. Images are converted into complex networks by considering pixels as nodes while connections are established in terms of fields of influence defined by visual features such as tangent fields induced by luminance contrasts, distance, and size. Random walks are performed on such networks in order to emulate attentional shifts and even eye movements in the case of large shapes, and the frequency of visits to each node is conveniently obtained from the eigenequation defined by the stochastic matrix associated to the respectively drive...

  13. On the Emergence of Shortest Paths by Reinforced Random Walks

    CERN Document Server

    Figueiredo, Daniel R

    2016-01-01

    The co-evolution between network structure and functional performance is a fundamental and challenging problem whose complexity emerges from the intrinsic interdependent nature of structure and function. Within this context, we investigate the interplay between the efficiency of network navigation (i.e., path lengths) and network structure (i.e., edge weights). We propose a simple and tractable model based on iterative biased random walks where edge weights increase over time as function of the traversed path length. Under mild assumptions, we prove that biased random walks will eventually only traverse shortest paths in their journey towards the destination. We further characterize the transient regime proving that the probability to traverse non-shortest paths decays according to a power-law. We also highlight various properties in this dynamic, such as the trade-off between exploration and convergence, and preservation of initial network plasticity. We believe the proposed model and results can be of inter...

  14. Biasing the random walk of a molecular motor

    Energy Technology Data Exchange (ETDEWEB)

    Astumian, R Dean [Department of Physics, University of Maine, Orono, ME 04469-5709 (United States)

    2005-11-30

    Biomolecular motors are often described in mechanical terms, with analogy to cars, turbines, judo throws, levers, etc. It is important to remember however that because of their small size, and because of the aqueous environment in which molecular motors move, viscous drag and thermal noise dominate the inertial forces that drive macroscopic machines. The sequence of motions-conformational changes-by which a motor protein moves can best be described as a random walk, with transitions from one state to another occurring by thermal activation over energy barriers. In this paper I will address the question of how this random walk is biased by a non-equilibrium chemical reaction (ATP hydrolysis) so that the motor molecule moves preferentially (with almost unit certainty) in one direction, even when an external force is applied to drive it in the opposite direction. I will also discuss how these 'soft matter' motors can achieve thermodynamic efficiencies of nearly 100%.

  15. A generalized model via random walks for information filtering

    Science.gov (United States)

    Ren, Zhuo-Ming; Kong, Yixiu; Shang, Ming-Sheng; Zhang, Yi-Cheng

    2016-08-01

    There could exist a simple general mechanism lurking beneath collaborative filtering and interdisciplinary physics approaches which have been successfully applied to online E-commerce platforms. Motivated by this idea, we propose a generalized model employing the dynamics of the random walk in the bipartite networks. Taking into account the degree information, the proposed generalized model could deduce the collaborative filtering, interdisciplinary physics approaches and even the enormous expansion of them. Furthermore, we analyze the generalized model with single and hybrid of degree information on the process of random walk in bipartite networks, and propose a possible strategy by using the hybrid degree information for different popular objects to toward promising precision of the recommendation.

  16. Bose-Einstein Correlations from Random Walk Models

    CERN Document Server

    Tomasik, Boris; Pisút, J; Tomasik, Boris; Heinz, Ulrich; Pisut, Jan

    1998-01-01

    We argue that the recently suggested ``random walk models'' for the extrapolation of hadronic transverse mass spectra from pp or pA to AB collisions fail to describe existing data on Bose-Einstein correlations. In particular they are unable to reproduce the measured magnitude and K_\\perp-dependence of R_s in Pb+Pb collisions and the increase of R_l with increasing size of the collision system.

  17. The random walk of a low-Reynolds-number swimmer

    Science.gov (United States)

    Rafaï, Salima; Garcia, Michaël; Berti, Stefano; Peyla, Philippe

    2010-11-01

    Swimming at a micrometer scale demands particular strategies. Indeed when inertia is negligible as compared to viscous forces (i.e. Reynolds number Re is lower than unity), hydrodynamics equations are reversible in time. To achieve propulsion a low Reynolds number, swimmers must then deform in a way that is not invariant under time reversal. Here we investigate the dispersal properties of self propelled organisms by means of microscopy and cell tracking. Our system of interest is the microalga Chlamydomonas Reinhardtii, a motile single celled green alga about 10 micrometers in diameter that swims with two flagellae. In the case of dilute suspensions, we show that tracked trajectories are well modelled by a correlated random walk. This process is based on short time correlations in the direction of movement called persistence. At longer times, correlations are lost and a standard random walk caracterizes the trajectories. Moreover, high speed imaging enables us to show how speed fluctuations at very short times affect the statistical description of the dynamics. Finally we show how drag forces modify the characteristics of this particular random walk.

  18. Random walk of microswimmers: puller and pusher cases

    Science.gov (United States)

    Rafai, Salima; Peyla, Philippe; Dyfcom Team

    2014-11-01

    Swimming at a micrometer scale demands particular strategies. Indeed when inertia is negligible as compared to viscous forces (i.e. Reynolds number Re is lower than unity), hydrodynamics equations are reversible in time. To achieve propulsion a low Reynolds number, swimmers must then deform in a way that is not invariant under time reversal. Here we investigate the dispersal properties of self propelled organisms by means of microscopy and cell tracking. Our systems of interest are, on the one hand, the microalga Chlamydomonas Reinhardtii, a puller-type swimmer and on the other hand, Lingulodinium polyedrum, a pusher. Both are quasi-spherical single celled alga. In the case of dilute suspensions, we show that tracked trajectories are well modelled by a correlated random walk. This process is based on short time correlations in the direction of movement called persistence. At longer times, correlations are lost and a standard random walk characterizes the trajectories. Finally we show how drag forces modify the characteristics of this particular random walk.

  19. Random walk theory and exchange rate dynamics in transition economies

    Directory of Open Access Journals (Sweden)

    Gradojević Nikola

    2010-01-01

    Full Text Available This paper investigates the validity of the random walk theory in the Euro-Serbian dinar exchange rate market. We apply Andrew Lo and Archie MacKinlay's (1988 conventional variance ratio test and Jonathan Wright's (2000 non-parametric ranks and signs based variance ratio tests to the daily Euro/Serbian dinar exchange rate returns using the data from January 2005 - December 2008. Both types of variance ratio tests overwhelmingly reject the random walk hypothesis over the data span. To assess the robustness of our findings, we examine the forecasting performance of a non-linear, nonparametric model in the spirit of Francis Diebold and James Nason (1990 and find that it is able to significantly improve upon the random walk model, thus confirming the existence of foreign exchange market imperfections in a small transition economy such as Serbia. In the last part of the paper, we conduct a comparative study on how our results relate to those of other transition economies in the region.

  20. Random Walk Routing in WSNs with Regular Topologies

    Institute of Scientific and Technical Information of China (English)

    Hui Tian; Hong Shen; Teruo Matsuzawa

    2006-01-01

    Topology is one of the most important characteristics for any type of networks because it represents the network's inherent properties and has great impact on the performance of the network. For wireless sensor networks (WSN),a well-deployed regular topology can help save more energy than what a random topology can do. WSNs with regular topologies can prolong network lifetime as studied in many previous work. However, little work has been done in developing effective routing algorithms for WSNs with regular topologies, except routing along a shortest path with the knowledge of global location information of sensor nodes. In this paper, a new routing protocol based on random walk is proposed. It does not require global location information. It also achieves load balancing property inherently for WSNs which is difficult to achieve by other routing protocols. In the scenarios where the message required to be sent to the base station is in comparatively small size with the inquiry message among neighboring nodes, it is proved that the random walk routing protocol can guarantee high probability of successful transmission from the source to the base station with the same amount of energy consumption as the shortest path routing. Since in many applications of WSNs, sensor nodes often send only beep-like small messages to the base station to report their status, our proposed random walk routing is thus a viable scheme and can work very efficiently especially in these application scenarios. The random walk routing provides load balancing in the WSN as mentioned, however, the nodes near to the base station are inevitably under heavier burden than those far away from the base station. Therefore, a density-aware deployment scheme is further proposed to guarantee that the heavy-load nodes do not affect the network lifetime even if their energy is exhausted. The main idea is deploying sensors with different densities according to their distance to the base station. It will be

  1. Random walks on coset spaces with applications to Furstenberg entropy

    CERN Document Server

    Bowen, Lewis

    2010-01-01

    We study the Poisson boundary of a random walk on the coset space of a random subgroup of a locally compact group whose law is conjugation-invariant. Then we construct a path of ergodic stationary actions of the free group on which the Furstenberg entropy varies continuously, thereby solving the Furstenberg entropy realization problem for free groups. This result is motivated by the general problem of understanding the structure of stationary actions and more specifically by works of Nevo and Zimmer which proved the Furstenberg entropies of stationary actions of a higher rank semisimple Lie group satisfying a certain mixing condition are restricted to a finite set.

  2. Process-level quenched large deviations for random walk in random environment

    CERN Document Server

    Rassoul-Agha, Firas

    2009-01-01

    We consider a bounded step size random walk in an ergodic random environment with some ellipticity, on an integer lattice of arbitrary dimension. We prove a level 3 large deviation principle, under almost every environment, with rate function related to a relative entropy.

  3. Almost Sure Invariance Principle for Continuous-Space Random Walk in Dynamic Random Environment

    CERN Document Server

    Joseph, Mathew

    2010-01-01

    We consider a random walk on $\\R^d$ in a polynomially mixing random environment that is refreshed at each time step. We use a martingale approach to give a necessary and sufficient condition for the almost-sure functional central limit theorem to hold.

  4. Some Probability Properties of Random Walk in Time-Random Environment

    Institute of Scientific and Technical Information of China (English)

    Zhang Xiao-min; Li Bo

    2004-01-01

    A general formulation of the stochastic model for random walk in time-random environment and an equivalent definition is established in this paper. Moreover, some basic probability relations similar to the classical case which are very useful in the corresponding research of fractal properties are given. At the end, a typical example is provided to show the recurrence and transience.

  5. Strong approximation for the general Kesten-Spitzer random walk in independent random scenery

    Institute of Scientific and Technical Information of China (English)

    2001-01-01

    This paper is to prove that, if a one-dimensional random wa lkcan be approximated by a Brownian motion, then the related random walk in a g eneral independent scenery can be approximated by a Brownian motion in Brownian scenery.

  6. Subdiffusivity of a Random Walk Among a Poisson System of Moving Traps on {Z}

    Science.gov (United States)

    Athreya, Siva; Drewitz, Alexander; Sun, Rongfeng

    2017-03-01

    We consider a random walk among a Poisson system of moving traps on {Z}. In earlier work (Drewitz et al. Springer Proc. Math. 11, 119-158 2012), the quenched and annealed survival probabilities of this random walk have been investigated. Here we study the path of the random walk conditioned on survival up to time t in the annealed case and show that it is subdiffusive. As a by-product, we obtain an upper bound on the number of so-called thin points of a one-dimensional random walk, as well as a bound on the total volume of the holes in the random walk's range.

  7. Continuous state branching processes in random environment: The Brownian case

    OpenAIRE

    Palau, Sandra; Pardo, Juan Carlos

    2015-01-01

    We consider continuous state branching processes that are perturbed by a Brownian motion. These processes are constructed as the unique strong solution of a stochastic differential equation. The long-term extinction and explosion behaviours are studied. In the stable case, the extinction and explosion probabilities are given explicitly. We find three regimes for the asymptotic behaviour of the explosion probability and, as in the case of branching processes in random environment, we find five...

  8. Some Minorants and Majorants of Random Walks and Levy Processes

    Science.gov (United States)

    Abramson, Joshua Simon

    This thesis consists of four chapters, all relating to some sort of minorant or majorant of random walks or Levy processes. In Chapter 1 we provide an overview of recent work on descriptions and properties of the convex minorant of random walks and Levy processes as detailed in Chapter 2, [72] and [73]. This work rejuvenated the field of minorants, and led to the work in all the subsequent chapters. The results surveyed include point process descriptions of the convex minorant of random walks and Levy processes on a fixed finite interval, up to an independent exponential time, and in the infinite horizon case. These descriptions follow from the invariance of these processes under an adequate path transformation. In the case of Brownian motion, we note how further special properties of this process, including time-inversion, imply a sequential description for the convex minorant of the Brownian meander. This chapter is based on [3], which was co-written with Jim Pitman, Nathan Ross and Geronimo Uribe Bravo. Chapter 1 serves as a long introduction to Chapter 2, in which we offer a unified approach to the theory of concave majorants of random walks. The reasons for the switch from convex minorants to concave majorants are discussed in Section 1.1, but the results are all equivalent. This unified theory is arrived at by providing a path transformation for a walk of finite length that leaves the law of the walk unchanged whilst providing complete information about the concave majorant - the path transformation is different from the one discussed in Chapter 1, but this is necessary to deal with a more general case than the standard one as done in Section 2.6. The path transformation of Chapter 1, which is discussed in detail in Section 2.8, is more relevant to the limiting results for Levy processes that are of interest in Chapter 1. Our results lead to a description of a walk of random geometric length as a Poisson point process of excursions away from its concave

  9. A Novel Algorithm of Quantum Random Walk in Server Traffic Control and Task Scheduling

    Directory of Open Access Journals (Sweden)

    Dong Yumin

    2014-01-01

    Full Text Available A quantum random walk optimization model and algorithm in network cluster server traffic control and task scheduling is proposed. In order to solve the problem of server load balancing, we research and discuss the distribution theory of energy field in quantum mechanics and apply it to data clustering. We introduce the method of random walk and illuminate what the quantum random walk is. Here, we mainly research the standard model of one-dimensional quantum random walk. For the data clustering problem of high dimensional space, we can decompose one m-dimensional quantum random walk into m one-dimensional quantum random walk. In the end of the paper, we compare the quantum random walk optimization method with GA (genetic algorithm, ACO (ant colony optimization, and SAA (simulated annealing algorithm. In the same time, we prove its validity and rationality by the experiment of analog and simulation.

  10. Influence of weight heterogeneity on random walks in scale-free networks

    Science.gov (United States)

    Li, Ling; Guan, Jihong; Qi, Zhaohui

    2016-07-01

    Many systems are best described by weighted networks, in which the weights of the edges are heterogeneous. In this paper, we focus on random walks in weighted network, investigating the impacts of weight heterogeneity on the behavior of random walks. We study random walks in a family of weighted scale-free tree-like networks with power-law weight distribution. We concentrate on three cases of random walk problems: with a trap located at a hub node, a leaf adjacent to a hub node, and a farthest leaf node from a hub. For all these cases, we calculate analytically the global mean first passage time (GMFPT) measuring the efficiency of random walk, as well as the leading scaling of GMFPT. We find a significant decrease in the dominating scaling of GMFPT compared with the corresponding binary networks in all three random walk problems, which implies that weight heterogeneity has a significant influence on random walks in scale-free networks.

  11. Random trees with superexponential branching weights

    Energy Technology Data Exchange (ETDEWEB)

    Janson, Svante [Department of Mathematics, Uppsala University, PO Box 480, SE-751 06 Uppsala (Sweden); Jonsson, Thordur [Science Institute, University of Iceland, Dunhaga 3, 107 Reykjavik (Iceland); Stefansson, Sigurdur Oern, E-mail: svante.janson@math.uu.se, E-mail: thjons@raunvis.hi.is, E-mail: sigste@nordita.org [NORDITA, Roslagstullsbacken 23, SE-106 91 Stockholm (Sweden)

    2011-12-02

    We study rooted planar random trees with a probability distribution which is proportional to a product of weight factors w{sub n} associated with the vertices of the tree and depending only on their individual degrees n. We focus on the case when w{sub n} grows faster than exponentially with n. In this case, the measures on trees of finite size N converge weakly as N tends to infinity to a measure which is concentrated on a single tree with one vertex of infinite degree. For explicit weight factors of the form w{sub n} = ((n - 1){!}){sup {alpha}} with {alpha} > 0, we obtain more refined results about the approach to the infinite volume limit. (paper)

  12. Law of large numbers for a class of random walks in dynamic random environments

    CERN Document Server

    Avena, L; Redig, F

    2009-01-01

    In this paper we consider a class of one-dimensional interacting particle systems in equilibrium, constituting a dynamic random environment, together with a nearest-neighbor random walk that on occupied/vacant sites has a local drift to the right/left. We adapt a regeneration-time argument originally developed by Comets and Zeitouni for static random environments to prove that, under a space-time mixing property for the dynamic random environment called cone-mixing, the random walk has an a.s. constant global speed. In addition, we show that if the dynamic random environment is exponentially mixing in space-time and the local drifts are small, then the global speed can be written as a power series in the size of the local drifts. From the first term in this series the sign of the global speed can be read off. The results can be easily extended to higher dimensions.

  13. Infinitely dimensional control Markov branching chains in random environments

    Institute of Scientific and Technical Information of China (English)

    2006-01-01

    First of all we introduce the concepts of infinitely dimensional control Markov branching chains in random environments (β-MBCRE) and prove the existence of such chains, then we introduce the concepts of conditional generating functionals and random Markov transition functions of such chains and investigate their branching property. Base on these concepts we calculate the moments of the β-MBCRE and obtain the main results of this paper such as extinction probabilities, polarization and proliferation rate. Finally we discuss the classification ofβ-MBCRE according to the different standards.

  14. Memoryless Routing in Convex Subdivisions: Random Walks are Optimal

    CERN Document Server

    Chen, Dan; Dujmovic, Vida; Morin, Pat

    2009-01-01

    A memoryless routing algorithm is one in which the decision about the next edge on the route to a vertex t for a packet currently located at vertex v is made based only on the coordinates of v, t, and the neighbourhood, N(v), of v. The current paper explores the limitations of such algorithms by showing that, for any (randomized) memoryless routing algorithm A, there exists a convex subdivision on which A takes Omega(n^2) expected time to route a message between some pair of vertices. Since this lower bound is matched by a random walk, this result implies that the geometric information available in convex subdivisions is not helpful for this class of routing algorithms. The current paper also shows the existence of triangulations for which the Random-Compass algorithm proposed by Bose etal (2002,2004) requires 2^{\\Omega(n)} time to route between some pair of vertices.

  15. Discrete random walk models for space-time fractional diffusion

    Energy Technology Data Exchange (ETDEWEB)

    Gorenflo, Rudolf; Mainardi, Francesco; Moretti, Daniele; Pagnini, Gianni; Paradisi, Paolo

    2002-11-01

    A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. By space-time fractional diffusion equation we mean an evolution equation obtained from the standard linear diffusion equation by replacing the second-order space derivative with a Riesz-Feller derivative of order {alpha} is part of (0,2] and skewness {theta} (module{theta}{<=}{l_brace}{alpha},2-{alpha}{r_brace}), and the first-order time derivative with a Caputo derivative of order {beta} is part of (0,1]. Such evolution equation implies for the flux a fractional Fick's law which accounts for spatial and temporal non-locality. The fundamental solution (for the Cauchy problem) of the fractional diffusion equation can be interpreted as a probability density evolving in time of a peculiar self-similar stochastic process that we view as a generalized diffusion process. By adopting appropriate finite-difference schemes of solution, we generate models of random walk discrete in space and time suitable for simulating random variables whose spatial probability density evolves in time according to this fractional diffusion equation.

  16. Anomalous diffusion in correlated continuous time random walks

    Energy Technology Data Exchange (ETDEWEB)

    Tejedor, Vincent; Metzler, Ralf, E-mail: metz@ph.tum.d [Physics Department T30 g, Technical University of Munich, 85747 Garching (Germany)

    2010-02-26

    We demonstrate that continuous time random walks in which successive waiting times are correlated by Gaussian statistics lead to anomalous diffusion with the mean squared displacement (r{sup 2}(t)) {approx_equal} t{sup 2/3}. Long-ranged correlations of the waiting times with a power-law exponent alpha (0 < alpha <= 2) give rise to subdiffusion of the form (r{sup 2}(t)) {approx_equal} t{sup {alpha}/(1+{alpha})}. In contrast, correlations in the jump lengths are shown to produce superdiffusion. We show that in both cases weak ergodicity breaking occurs. Our results are in excellent agreement with simulations. (fast track communication)

  17. Approximated maximum likelihood estimation in multifractal random walks

    CERN Document Server

    Løvsletten, Ola

    2011-01-01

    We present an approximated maximum likelihood method for the multifractal random walk processes of [E. Bacry et al., Phys. Rev. E 64, 026103 (2001)]. The likelihood is computed using a Laplace approximation and a truncation in the dependency structure for the latent volatility. The procedure is implemented as a package in the R computer language. Its performance is tested on synthetic data and compared to an inference approach based on the generalized method of moments. The method is applied to estimate parameters for various financial stock indices.

  18. Random Walks and Boundaries of CAT(0) Cubical complexes

    OpenAIRE

    Fernós, Talia; Lécureux, Jean; Mathéus, Fréderic

    2016-01-01

    We show under weak hypotheses that the pushforward $\\{Z_no\\}$ of a random-walk to a CAT(0) cube complex converges to a point on the boundary. We introduce the notion of squeezing points, which allows us to consider the convergence in either the Roller boundary or the visual boundary, with the appropriate hypotheses. This study allows us to show that any nonelementary action necessarily contains regular elements, that is, elements that act as rank-1 hyperbolic isometries in each irreducible fa...

  19. A note on the recurrence of edge reinforced random walks

    CERN Document Server

    Tournier, Laurent

    2009-01-01

    We give a short proof of Theorem 2.1 from [MR07], stating that the linearly edge reinforced random walk (ERRW) on a locally finite graph is recurrent if and only if it returns to its starting point almost surely. This result was proved in [MR07] by means of the much stronger property that the law of the ERRW is a mixture of Markov chains. Our proof only uses this latter property on finite graphs, in which case it is a consequence of De Finetti's theorem on exchangeability.

  20. Turbulent pair dispersion as a continuous-time random walk

    CERN Document Server

    Thalabard, Simon; Bec, Jeremie

    2014-01-01

    The phenomenology of turbulent relative dispersion is revisited. A heuristic scenario is proposed, in which pairs of tracers undergo a succession of independent ballistic separations during time intervals whose lengths fluctuate. This approach suggests that the logarithm of the distance between tracers self-averages and performs a continuous-time random walk. This leads to specific predictions for the probability distribution of separations, that differ from those obtained using scale-dependent eddy-diffusivity models (e.g. in the framework of Richardson's approach). Such predictions are tested against high-resolution simulations and shed new lights on the explosive separation between tracers.

  1. A General Random Walk Model of Molecular Motor

    Institute of Scientific and Technical Information of China (English)

    WANG Xian-Ju; AI Bao-Quan; LIU Guo-Tao; LIU Liang-Gang

    2003-01-01

    A general random walk model framework is presented which can be used to statistically describe the internaldynamics and external mechanical movement of molecular motors along filament track. The motion of molecular motorin a periodic potential and a constant force is considered. We show that the molecular motor's movement becomesslower with the potential barrier increasing, but if the forceis increased, the molecular motor's movement becomesfaster. The relation between the effective rate constant and the potential barrier's height, and that between the effectiverate constant and the value of the force are discussed. Our results are consistent with the experiments and relevanttheoretical consideration, and can be used to explain some physiological phenomena.

  2. Non-equilibrium Phase Transitions: Activated Random Walks at Criticality

    Science.gov (United States)

    Cabezas, M.; Rolla, L. T.; Sidoravicius, V.

    2014-06-01

    In this paper we present rigorous results on the critical behavior of the Activated Random Walk model. We conjecture that on a general class of graphs, including , and under general initial conditions, the system at the critical point does not reach an absorbing state. We prove this for the case where the sleep rate is infinite. Moreover, for the one-dimensional asymmetric system, we identify the scaling limit of the flow through the origin at criticality. The case remains largely open, with the exception of the one-dimensional totally-asymmetric case, for which it is known that there is no fixation at criticality.

  3. Nonlocal operators, parabolic-type equations, and ultrametric random walks

    Energy Technology Data Exchange (ETDEWEB)

    Chacón-Cortes, L. F., E-mail: fchaconc@math.cinvestav.edu.mx; Zúñiga-Galindo, W. A., E-mail: wazuniga@math.cinvestav.edu.mx [Centro de Investigacion y de Estudios Avanzados del I.P.N., Departamento de Matematicas, Av. Instituto Politecnico Nacional 2508, Col. San Pedro Zacatenco, Mexico D.F., C.P. 07360 (Mexico)

    2013-11-15

    In this article, we introduce a new type of nonlocal operators and study the Cauchy problem for certain parabolic-type pseudodifferential equations naturally associated to these operators. Some of these equations are the p-adic master equations of certain models of complex systems introduced by Avetisov, V. A. and Bikulov, A. Kh., “On the ultrametricity of the fluctuation dynamicmobility of protein molecules,” Proc. Steklov Inst. Math. 265(1), 75–81 (2009) [Tr. Mat. Inst. Steklova 265, 82–89 (2009) (Izbrannye Voprosy Matematicheskoy Fiziki i p-adicheskogo Analiza) (in Russian)]; Avetisov, V. A., Bikulov, A. Kh., and Zubarev, A. P., “First passage time distribution and the number of returns for ultrametric random walks,” J. Phys. A 42(8), 085003 (2009); Avetisov, V. A., Bikulov, A. Kh., and Osipov, V. A., “p-adic models of ultrametric diffusion in the conformational dynamics of macromolecules,” Proc. Steklov Inst. Math. 245(2), 48–57 (2004) [Tr. Mat. Inst. Steklova 245, 55–64 (2004) (Izbrannye Voprosy Matematicheskoy Fiziki i p-adicheskogo Analiza) (in Russian)]; Avetisov, V. A., Bikulov, A. Kh., and Osipov, V. A., “p-adic description of characteristic relaxation in complex systems,” J. Phys. A 36(15), 4239–4246 (2003); Avetisov, V. A., Bikulov, A. H., Kozyrev, S. V., and Osipov, V. A., “p-adic models of ultrametric diffusion constrained by hierarchical energy landscapes,” J. Phys. A 35(2), 177–189 (2002); Avetisov, V. A., Bikulov, A. Kh., and Kozyrev, S. V., “Description of logarithmic relaxation by a model of a hierarchical random walk,” Dokl. Akad. Nauk 368(2), 164–167 (1999) (in Russian). The fundamental solutions of these parabolic-type equations are transition functions of random walks on the n-dimensional vector space over the field of p-adic numbers. We study some properties of these random walks, including the first passage time.

  4. Bisexual Galton-Watson Branching Processes in Random Environments

    Institute of Scientific and Technical Information of China (English)

    Shi-xia Ma

    2006-01-01

    In this paper, we consider a bisexual Galton-Watson branching process whose offspring probability distribution is controlled by a random environment process. Some results for the probability generating functions associated with the process are obtained and sufficient conditions for certain extinction and for non-certain extinction are established.

  5. Comparison of Random Waypoint & Random Walk Mobility Model under DSR, AODV & DSDV MANET Routing Protocols

    CERN Document Server

    Aslam, Muhammad Zaheer

    2011-01-01

    Mobile Adhoc Network is a kind of wireless ad hoc network where nodes are connected wirelessly and the network is self configuring. MANET may work in a standalone manner or may be a part of another network. In this paper we have compared Random Walk Mobility Model and Random Waypoint Mobility Model over two reactive routing protocols Dynamic Source Routing (DSR) and Adhoc On-Demand Distance Vector Routing (AODV) protocol and one Proactive routing protocol Distance Sequenced Distance Vector Routing (DSDV) Our analysis showed that DSR, AODV & DSDV under Random Walk and Random Way Point Mobility models have similar results for similar inputs however as the pause time increases so does the difference in performance rises. They show that their motion, direction, angle of direction, speed is same under both mobility models. We have made their analysis on packet delivery ratio, throughput and routing overhead. We have tested them with different criteria like different number of nodes, speed and different maximum...

  6. Random-walk baryogenesis via primordial black holes

    CERN Document Server

    Semiz, İbrahim

    2016-01-01

    Gravitation violates baryon number $B$: A star has a huge amount of it, while a black hole forming from the star has none. Consider primordial black holes before the hadronic annihiliation in the early universe, encountering and absorbing baryons and antibaryons: Each such absorption changes $B$ of the universe by one unit, up or down. But the absorption events are $uncorrelated$ $and$ $random$, hence they amount to a random walk in $B$-space, leading to the expectation of a net $|B|$ at the end. While the scale of this effect is most uncertain, it must exist. We explore some ramifications, including the change of net $|B|$ with expansion, connection with universe topology, and possible observational signatures.

  7. Cochlea segmentation using iterated random walks with shape prior

    Science.gov (United States)

    Ruiz Pujadas, Esmeralda; Kjer, Hans Martin; Vera, Sergio; Ceresa, Mario; González Ballester, Miguel Ángel

    2016-03-01

    Cochlear implants can restore hearing to deaf or partially deaf patients. In order to plan the intervention, a model from high resolution µCT images is to be built from accurate cochlea segmentations and then, adapted to a patient-specific model. Thus, a precise segmentation is required to build such a model. We propose a new framework for segmentation of µCT cochlear images using random walks where a region term is combined with a distance shape prior weighted by a confidence map to adjust its influence according to the strength of the image contour. Then, the region term can take advantage of the high contrast between the background and foreground and the distance prior guides the segmentation to the exterior of the cochlea as well as to less contrasted regions inside the cochlea. Finally, a refinement is performed preserving the topology using a topological method and an error control map to prevent boundary leakage. We tested the proposed approach with 10 datasets and compared it with the latest techniques with random walks and priors. The experiments suggest that this method gives promising results for cochlea segmentation.

  8. Combinatorial Approximation Algorithms for MaxCut using Random Walks

    CERN Document Server

    Kale, Satyen

    2010-01-01

    We give the first combinatorial approximation algorithm for Maxcut that beats the trivial 0.5 factor by a constant. The main partitioning procedure is very intuitive, natural, and easily described. It essentially performs a number of random walks and aggregates the information to provide the partition. We can control the running time to get an approximation factor-running time tradeoff. We show that for any constant b > 1.5, there is an O(n^{b}) algorithm that outputs a (0.5+delta)-approximation for Maxcut, where delta = delta(b) is some positive constant. One of the components of our algorithm is a weak local graph partitioning procedure that may be of independent interest. Given a starting vertex $i$ and a conductance parameter phi, unless a random walk of length ell = O(log n) starting from i mixes rapidly (in terms of phi and ell), we can find a cut of conductance at most phi close to the vertex. The work done per vertex found in the cut is sublinear in n.

  9. Dynamic decoupling in the presence of 1D random walk

    Science.gov (United States)

    Chakrabarti, Arnab; Chakraborty, Ipsita; Bhattacharyya, Rangeet

    2016-05-01

    In the recent past, many dynamic decoupling sequences have been proposed for the suppression of decoherence of spins connected to thermal baths of various natures. Dynamic decoupling schemes for suppressing decoherence due to Gaussian diffusion have also been developed. In this work, we study the relative performances of dynamic decoupling schemes in the presence of a non-stationary Gaussian noise such as a 1D random walk. Frequency domain analysis is not suitable to determine the performances of various dynamic decoupling schemes in suppressing decoherence due to such a process. Thus, in this work, we follow a time domain calculation to arrive at the following conclusions: in the presence of such a noise, we show that (i) the traditional Carr-Purcell-Meiboom-Gill (CPMG) sequence outperforms Uhrig’s dynamic decoupling scheme, (ii) CPMG remains the optimal sequence for suppression of decoherence due to random walk in the presence of an external field gradient. Later, the theoretical predictions are experimentally verified by using nuclear magnetic resonance spectroscopy on spin 1/2 particles diffusing in a liquid medium.

  10. Do MENA stock market returns follow a random walk process?

    Directory of Open Access Journals (Sweden)

    Salim Lahmiri

    2013-01-01

    Full Text Available In this research, three variance ratio tests: the standard variance ratio test, the wild bootstrap multiple variance ratio test, and the non-parametric rank scores test are adopted to test the random walk hypothesis (RWH of stock markets in Middle East and North Africa (MENA region using most recent data from January 2010 to September 2012. The empirical results obtained by all three econometric tests show that the RWH is strongly rejected for Kuwait, Tunisia, and Morocco. However, the standard variance ratio test and the wild bootstrap multiple variance ratio test reject the null hypothesis of random walk in Jordan and KSA, while non-parametric rank scores test do not. We may conclude that Jordan and KSA stock market are weak efficient. In sum, the empirical results suggest that return series in Kuwait, Tunisia, and Morocco are predictable. In other words, predictable patterns that can be exploited in these markets still exit. Therefore, investors may make profits in such less efficient markets.

  11. The Random Walk Model Based on Bipartite Network

    Directory of Open Access Journals (Sweden)

    Zhang Man-Dun

    2016-01-01

    Full Text Available With the continuing development of the electronic commerce and growth of network information, there is a growing possibility for citizens to be confused by the information. Though the traditional technology of information retrieval have the ability to relieve the overload of information in some extent, it can not offer a targeted personality service based on user’s interests and activities. In this context, the recommendation algorithm arose. In this paper, on the basis of conventional recommendation, we studied the scheme of random walk based on bipartite network and the application of it. We put forward a similarity measurement based on implicit feedback. In this method, a uneven character vector is imported(the weight of item in the system. We put forward a improved random walk pattern which make use of partial or incomplete neighbor information to create recommendation information. In the end, there is an experiment in the real data set, the recommendation accuracy and practicality are improved. We promise the reality of the result of the experiment

  12. The Laplace Functional and Moments for Markov Branching Chains in Random Environments

    Institute of Scientific and Technical Information of China (English)

    HU Di-he; ZHANG Shu-lin

    2005-01-01

    The concepts of random Markov matrix, Markov branching chain in random environment (MBCRE) and Laplace functional of Markov branching chain in random environment (LFMBCRE) are introduced. The properties of LFMBCRE and the explicit formulas of moments of MBCRE are given.

  13. THE DIMENSIONS OF THE RANGE OF RANDOM WALKS IN TIME-RANDOM ENVIRONMENTS

    Institute of Scientific and Technical Information of China (English)

    2006-01-01

    Suppose {Xn} is a random walk in time-random environment with state space Zd, |Xn| approaches infinity, then under some reasonable conditions of stability, the upper bound of the discrete Packing dimension of the range of {Xn} is any stability index α.Moreover, if the environment is stationary, a similar result for the lower bound of the discrete Hausdorff dimension is derived. Thus, the range is a fractal set for almost every environment.

  14. From chromosome crumpling to the interacting randomly branched polymers

    Science.gov (United States)

    Everaers, Ralf

    The conformational statistics of ring polymers in melts or dense solutions is strongly affected by their quenched microscopic topological state. The effect is particularly strong for non-concatenated unknotted rings, which are known to crumple and segregate and which have been implicated as models for the generic behavior of interphase chromosomes. In we have used a computationally efficient multi-scale approach to identify the subtle physics underlying their behavior, where we combine massive Molecular Dynamics simulations on the fiber level with Monte Carlo simulations of a wide range of lattice models for the large scale structure. This allowed us to show that ring melts can be quantitatively mapped to coarse-grained melts of interacting randomly branched primitive paths. To elucidate the behavior of interacting branched polymers, we use a combination of scaling arguments and computer simulations. The simulations are carried out for different statistical ensembles: ideal randomly branching polymers, melts of interacting randomly branching polymers, and self-avoiding trees with annealed and quenched connectivities. In all cases, we perform a detailed analysis of the tree connectivities and conformations. We find that the scaling behaviour of average properties is very well described by the Flory theory of Gutin et al. [Macromolecules 26, 1293 (1993)]. A detailed study of the corresponding distribution functions allows us to propose a coherent framework of the behavior of interacting trees, including generalised Fisher-Pincus relationships and the detailed analysis of contacts statistics.

  15. Random walks in nonuniform environments with local dynamic interactions

    Science.gov (United States)

    Baker, Christopher M.; Hughes, Barry D.; Landman, Kerry A.

    2013-10-01

    We consider a class of lattice random walk models in which the random walker is initially confined to a finite connected set of allowed sites but has the opportunity to enlarge this set by colliding with its boundaries, each such collision having a given probability of breaking through. The model is motivated by an analogy to cell motility in tissue, where motile cells have the ability to remodel extracellular matrix, but is presented here as a generic model for stochastic erosion. For the one-dimensional case, we report some exact analytic results, some mean-field type analytic approximate results and simulations. We compute exactly the mean and variance of the time taken to enlarge the interval from a single site to a given size. The problem of determining the statistics of the interval length and the walker's position at a given time is more difficult and we report several interesting observations from simulations. Our simulations include the case in which the initial interval length is random and the case in which the initial state of the lattice is a random mixture of allowed and forbidden sites, with the walker placed at random on an allowed site. To illustrate the extension of these ideas to higher-dimensional systems, we consider the erosion of the simple cubic lattice commencing from a single site and report simulations of measures of cluster size and shape and the mean-square displacement of the walker.

  16. Scaling limit of the recurrent biased random walk on a Galton-Watson tree

    OpenAIRE

    Aïdékon, Elie; de Raphélis, Loïc

    2015-01-01

    We show that the trace of the null recurrent biased random walk on a Galton-Watson tree properly renormalized converges to the Brownian forest. Our result extends to the setting of the random walk in random environment on a Galton-Watson tree.

  17. Large deviations for the local times of a random walk among random conductances

    CERN Document Server

    König, Wolfgang; Wolff, Tilman

    2011-01-01

    We derive an annealed large deviation principle for the normalised local times of a continuous-time random walk among random conductances in a finite domain in $\\Z^d$ in the spirit of Donsker-Varadhan \\cite{DV75}. We work in the interesting case that the conductances may assume arbitrarily small values. Thus, the underlying picture of the principle is a joint strategy of small values of the conductances and large holding times of the walk. The speed and the rate function of our principle are explicit in terms of the lower tails of the conductance distribution. As an application, we identify the logarithmic asymptotics of the lower tails of the principal eigenvalue of the randomly perturbed negative Laplace operator in the domain.

  18. Predicting genetic interactions with random walks on biological networks

    Directory of Open Access Journals (Sweden)

    Singh Ambuj K

    2009-01-01

    Full Text Available Abstract Background Several studies have demonstrated that synthetic lethal genetic interactions between gene mutations provide an indication of functional redundancy between molecular complexes and pathways. These observations help explain the finding that organisms are able to tolerate single gene deletions for a large majority of genes. For example, system-wide gene knockout/knockdown studies in S. cerevisiae and C. elegans revealed non-viable phenotypes for a mere 18% and 10% of the genome, respectively. It has been postulated that the low percentage of essential genes reflects the extensive amount of genetic buffering that occurs within genomes. Consistent with this hypothesis, systematic double-knockout screens in S. cerevisiae and C. elegans show that, on average, 0.5% of tested gene pairs are synthetic sick or synthetic lethal. While knowledge of synthetic lethal interactions provides valuable insight into molecular functionality, testing all combinations of gene pairs represents a daunting task for molecular biologists, as the combinatorial nature of these relationships imposes a large experimental burden. Still, the task of mapping pairwise interactions between genes is essential to discovering functional relationships between molecular complexes and pathways, as they form the basis of genetic robustness. Towards the goal of alleviating the experimental workload, computational techniques that accurately predict genetic interactions can potentially aid in targeting the most likely candidate interactions. Building on previous studies that analyzed properties of network topology to predict genetic interactions, we apply random walks on biological networks to accurately predict pairwise genetic interactions. Furthermore, we incorporate all published non-interactions into our algorithm for measuring the topological relatedness between two genes. We apply our method to S. cerevisiae and C. elegans datasets and, using a decision tree

  19. Computer simulations of melts of randomly branching polymers

    Science.gov (United States)

    Rosa, Angelo; Everaers, Ralf

    2016-10-01

    Randomly branching polymers with annealed connectivity are model systems for ring polymers and chromosomes. In this context, the branched structure represents transient folding induced by topological constraints. Here we present computer simulations of melts of annealed randomly branching polymers of 3 ≤ N ≤ 1800 segments in d = 2 and d = 3 dimensions. In all cases, we perform a detailed analysis of the observed tree connectivities and spatial conformations. Our results are in excellent agreement with an asymptotic scaling of the average tree size of R ˜ N1/d, suggesting that the trees behave as compact, territorial fractals. The observed swelling relative to the size of ideal trees, R ˜ N1/4, demonstrates that excluded volume interactions are only partially screened in melts of annealed trees. Overall, our results are in good qualitative agreement with the predictions of Flory theory. In particular, we find that the trees swell by the combination of modified branching and path stretching. However, the former effect is subdominant and difficult to detect in d = 3 dimensions.

  20. Scaling analysis of random walks with persistence lengths: Application to self-avoiding walks

    Science.gov (United States)

    Granzotti, C. R. F.; Martinez, A. S.; da Silva, M. A. A.

    2016-05-01

    We develop an approach for performing scaling analysis of N -step random walks (RWs). The mean square end-to-end distance, , is written in terms of inner persistence lengths (IPLs), which we define by the ensemble averages of dot products between the walker's position and displacement vectors, at the j th step. For RW models statistically invariant under orthogonal transformations, we analytically introduce a relation between and the persistence length, λN, which is defined as the mean end-to-end vector projection in the first step direction. For self-avoiding walks (SAWs) on 2D and 3D lattices we introduce a series expansion for λN, and by Monte Carlo simulations we find that λ∞ is equal to a constant; the scaling corrections for λN can be second- and higher-order corrections to scaling for . Building SAWs with typically 100 steps, we estimate the exponents ν0 and Δ1 from the IPL behavior as function of j . The obtained results are in excellent agreement with those in the literature. This shows that only an ensemble of paths with the same length is sufficient for determining the scaling behavior of , being that the whole information needed is contained in the inner part of the paths.

  1. Limit theorems for one and two-dimensional random walks in random scenery

    CERN Document Server

    Castell, Fabienne; Pène, Françoise

    2011-01-01

    Random walks in random scenery are processes defined by $Z_n:=\\sum_{k=1}^n\\xi_{X_1+...+X_k}$, where $(X_k,k\\ge 1)$ and $(\\xi_y,y\\in{\\mathbb Z}^d)$ are two independent sequences of i.i.d. random variables with values in ${\\mathbb Z}^d$ and $\\mathbb R$ respectively. We suppose that the distributions of $X_1$ and $\\xi_0$ belong to the normal basin of attraction of stable distribution of index $\\alpha\\in(0,2]$ and $\\beta\\in(0,2]$. When $d=1$ and $\\alpha\

  2. The average inter-crossing number of equilateral random walks and polygons

    Science.gov (United States)

    Diao, Y.; Dobay, A.; Stasiak, A.

    2005-09-01

    In this paper, we study the average inter-crossing number between two random walks and two random polygons in the three-dimensional space. The random walks and polygons in this paper are the so-called equilateral random walks and polygons in which each segment of the walk or polygon is of unit length. We show that the mean average inter-crossing number ICN between two equilateral random walks of the same length n is approximately linear in terms of n and we were able to determine the prefactor of the linear term, which is a=\\frac{3\\ln 2}{8}\\approx 0.2599 . In the case of two random polygons of length n, the mean average inter-crossing number ICN is also linear, but the prefactor of the linear term is different from that of the random walks. These approximations apply when the starting points of the random walks and polygons are of a distance ρ apart and ρ is small compared to n. We propose a fitting model that would capture the theoretical asymptotic behaviour of the mean average ICN for large values of ρ. Our simulation result shows that the model in fact works very well for the entire range of ρ. We also study the mean ICN between two equilateral random walks and polygons of different lengths. An interesting result is that even if one random walk (polygon) has a fixed length, the mean average ICN between the two random walks (polygons) would still approach infinity if the length of the other random walk (polygon) approached infinity. The data provided by our simulations match our theoretical predictions very well.

  3. When human walking becomes random walking: fractal analysis and modeling of gait rhythm fluctuations

    Science.gov (United States)

    Hausdorff, Jeffrey M.; Ashkenazy, Yosef; Peng, Chang-K.; Ivanov, Plamen Ch.; Stanley, H. Eugene; Goldberger, Ary L.

    2001-12-01

    We present a random walk, fractal analysis of the stride-to-stride fluctuations in the human gait rhythm. The gait of healthy young adults is scale-free with long-range correlations extending over hundreds of strides. This fractal scaling changes characteristically with maturation in children and older adults and becomes almost completely uncorrelated with certain neurologic diseases. Stochastic modeling of the gait rhythm dynamics, based on transitions between different “neural centers”, reproduces distinctive statistical properties of the gait pattern. By tuning one model parameter, the hopping (transition) range, the model can describe alterations in gait dynamics from childhood to adulthood - including a decrease in the correlation and volatility exponents with maturation.

  4. Random walks on Sierpinski gaskets of different dimensions

    Science.gov (United States)

    Weber, Sebastian; Klafter, Joseph; Blumen, Alexander

    2010-11-01

    We study random walks (RWs) on classical and dual Sierpinski gaskets (SG and DSG), naturally embedded in d -dimensional Euclidian spaces (ESs). For large d the spectral dimension ds approaches 2, the marginal RW dimension. In contrast to RW over two-dimensional ES, RWs over SG and DSG show a very rich behavior. First, the time discrete scale invariance leads to logarithmic-periodic (log-periodic) oscillations in the RW properties monitored, which increase in amplitude with d . Second, the asymptotic approach to the theoretically predicted RW power laws is significantly altered depending on d and on the variant of the fractal (SG or DSG) under study. In addition, we discuss the suitability of standard RW properties to determine ds , a question of great practical relevance.

  5. A simplified analytical random walk model for proton dose calculation

    Science.gov (United States)

    Yao, Weiguang; Merchant, Thomas E.; Farr, Jonathan B.

    2016-10-01

    We propose an analytical random walk model for proton dose calculation in a laterally homogeneous medium. A formula for the spatial fluence distribution of primary protons is derived. The variance of the spatial distribution is in the form of a distance-squared law of the angular distribution. To improve the accuracy of dose calculation in the Bragg peak region, the energy spectrum of the protons is used. The accuracy is validated against Monte Carlo simulation in water phantoms with either air gaps or a slab of bone inserted. The algorithm accurately reflects the dose dependence on the depth of the bone and can deal with small-field dosimetry. We further applied the algorithm to patients’ cases in the highly heterogeneous head and pelvis sites and used a gamma test to show the reasonable accuracy of the algorithm in these sites. Our algorithm is fast for clinical use.

  6. Correlated continuous time random walk and option pricing

    Science.gov (United States)

    Lv, Longjin; Xiao, Jianbin; Fan, Liangzhong; Ren, Fuyao

    2016-04-01

    In this paper, we study a correlated continuous time random walk (CCTRW) with averaged waiting time, whose probability density function (PDF) is proved to follow stretched Gaussian distribution. Then, we apply this process into option pricing problem. Supposing the price of the underlying is driven by this CCTRW, we find this model captures the subdiffusive characteristic of financial markets. By using the mean self-financing hedging strategy, we obtain the closed-form pricing formulas for a European option with and without transaction costs, respectively. At last, comparing the obtained model with the classical Black-Scholes model, we find the price obtained in this paper is higher than that obtained from the Black-Scholes model. A empirical analysis is also introduced to confirm the obtained results can fit the real data well.

  7. Multifractal analysis and simulation of multifractal random walks

    Science.gov (United States)

    Schmitt, Francois G.; Huang, Yongxiang

    2016-04-01

    Multifractal time series, characterized by a scale invariance and large fluctuations at all scales, are found in many fields of natural and applied sciences. They are found i.e. in many geophysical fields, such as atmospheric and oceanic turbulence, hydrology, earth sciences. Here we consider a quite general type of multifractal time series, called multifractal random walk, as non stationary stochastic processes with intermittent stationary increments. We first quickly recall how such time series can be analyzed and characterized, using structure functions and arbitrary order Hilbert spectral analysis. We then discuss the simulation approach. The main object is to provide a stochastic process generating time series having the same multiscale properties We review recent works on this topic, and provide stochastic simulations in order to verify the theoretical predictions. In the lognormal framework we provide a h - μ plane expressing the scale invariant properties of these simulations. The theoretical plane is compared to simulation results.

  8. A General Random Walk Model of Molecular Motor

    Institute of Scientific and Technical Information of China (English)

    WANGXian-Ju; AIBao-Quan; LIUGuo-Tao; LIULiang-Gang

    2003-01-01

    A general random walk model framework is presented which can be used to statistically describe the internal dynamics and external mechanical movement of molecular motors along filament track. The motion of molecular motor in a periodic potential and a constant force is considered. We show that the molecular motor's movement becomes slower with the potential barrier increasing, but if the force is increased, the molecular motor''s movement becomes faster. The relation between the effective rate constant and the potential battler's height, and that between the effective rate constant and the value of the force are discussed. Our results are consistent with the experiments and relevant theoretical consideration, and can be used to explain some physiological phenomena.

  9. Maps of random walks on complex networks reveal community structure.

    Science.gov (United States)

    Rosvall, Martin; Bergstrom, Carl T

    2008-01-29

    To comprehend the multipartite organization of large-scale biological and social systems, we introduce an information theoretic approach that reveals community structure in weighted and directed networks. We use the probability flow of random walks on a network as a proxy for information flows in the real system and decompose the network into modules by compressing a description of the probability flow. The result is a map that both simplifies and highlights the regularities in the structure and their relationships. We illustrate the method by making a map of scientific communication as captured in the citation patterns of >6,000 journals. We discover a multicentric organization with fields that vary dramatically in size and degree of integration into the network of science. Along the backbone of the network-including physics, chemistry, molecular biology, and medicine-information flows bidirectionally, but the map reveals a directional pattern of citation from the applied fields to the basic sciences.

  10. Composition of many spins, random walks and statistics

    CERN Document Server

    Polychronakos, Alexios P

    2016-01-01

    The multiplicities of the decomposition of the product of an arbitrary number $n$ of spin $s$ states into irreducible $SU(2)$ representations are computed. Two complementary methods are presented, one based on random walks in representation space and another based on the partition function of the system in the presence of a magnetic field. The large-$n$ scaling limit of these multiplicities is derived, including nonperturbative corrections, and related to semiclassical features of the system. A physical application of these results to ferromagnetism is explicitly worked out. Generalizations involving several types of spins, as well as spin distributions, are also presented. The corresponding problem for (anti-)symmetric composition of spins is also considered and shown to obey remarkable duality and bosonization relations and exhibit qualitatively different large-$n$ scaling properties.

  11. Correlated continuous-time random walks in external force fields

    Science.gov (United States)

    Magdziarz, Marcin; Metzler, Ralf; Szczotka, Wladyslaw; Zebrowski, Piotr

    2012-05-01

    We study the anomalous diffusion of a particle in an external force field whose motion is governed by nonrenewal continuous time random walks with correlated waiting times. In this model the current waiting time Ti is equal to the previous waiting time Ti-1 plus a small increment. Based on the associated coupled Langevin equations the force field is systematically introduced. We show that in a confining potential the relaxation dynamics follows power-law or stretched exponential pattern, depending on the model parameters. The process obeys a generalized Einstein-Stokes-Smoluchowski relation and observes the second Einstein relation. The stationary solution is of Boltzmann-Gibbs form. The case of an harmonic potential is discussed in some detail. We also show that the process exhibits aging and ergodicity breaking.

  12. Maximal Displacement for Bridges of Random Walks in a Random Environment

    CERN Document Server

    Gantert, Nina

    2009-01-01

    It is well known that the distribution of simple random walks on $\\bf{Z}$ conditioned on returning to the origin after $2n$ steps does not depend on $p= P(S_1 = 1)$, the probability of moving to the right. Moreover, conditioned on $\\{S_{2n}=0\\}$ the maximal displacement $\\max_{k\\leq 2n} |S_k|$ converges in distribution when scaled by $\\sqrt{n}$ (diffusive scaling). We consider the analogous problem for transient random walks in random environments on $\\bf{Z}$. We show that under the quenched law $P_\\omega$ (conditioned on the environment $\\omega$), the maximal displacement of the random walk when conditioned to return to the origin at time $2n$ is no longer necessarily of the order $\\sqrt{n}$. If the environment is nestling (both positive and negative local drifts exist) then the maximal displacement conditioned on returning to the origin at time $2n$ is of order $n^{\\kappa/(\\kappa+1)}$, where the constant $\\kappa>0$ depends on the law on environment. On the other hand, if the environment is marginally nestli...

  13. Random walk hierarchy measure: What is more hierarchical, a chain, a tree or a star?

    Science.gov (United States)

    Czégel, Dániel; Palla, Gergely

    2015-01-01

    Signs of hierarchy are prevalent in a wide range of systems in nature and society. One of the key problems is quantifying the importance of hierarchical organisation in the structure of the network representing the interactions or connections between the fundamental units of the studied system. Although a number of notable methods are already available, their vast majority is treating all directed acyclic graphs as already maximally hierarchical. Here we propose a hierarchy measure based on random walks on the network. The novelty of our approach is that directed trees corresponding to multi level pyramidal structures obtain higher hierarchy scores compared to directed chains and directed stars. Furthermore, in the thermodynamic limit the hierarchy measure of regular trees is converging to a well defined limit depending only on the branching number. When applied to real networks, our method is computationally very effective, as the result can be evaluated with arbitrary precision by subsequent multiplications of the transition matrix describing the random walk process. In addition, the tests on real world networks provided very intuitive results, e.g., the trophic levels obtained from our approach on a food web were highly consistent with former results from ecology. PMID:26657012

  14. Random walk hierarchy measure: What is more hierarchical, a chain, a tree or a star?

    CERN Document Server

    Czégel, Dániel

    2015-01-01

    Signs of hierarchy are prevalent in a wide range of systems in nature and society. One of the key problems is quantifying the importance of hierarchical organisation in the structure of the network representing the interactions or connections between the fundamental units of the studied system. Although a number of notable methods are already available, their vast majority is treating all directed acyclic graphs as already maximally hierarchical. Here we propose a hierarchy measure based on random walks on the network. The novelty of our approach is that directed trees corresponding to multi level pyramidal structures obtain higher hierarchy scores compared to directed chains and directed stars. Furthermore, in the thermodynamic limit the hierarchy measure of regular trees is converging to a well defined limit depending only on the branching number. When applied to real networks, our method is computationally very effective, as the result can be evaluated with arbitrary precision by subsequent multiplications...

  15. Law of large numbers for a transient random walk driven by a symmetric exclusion process

    CERN Document Server

    Avena, Luca; Völlering, Florian

    2011-01-01

    We consider a one-dimensional simple symmetric exclusion process in equilibrium, constituting a dynamic random environment for a nearest-neighbor random walk that on occupied/vacant sites has two different local drifts to the right. We prove that the random walk has an a.s. positive constant global speed by using a regeneration-time argument. This result is part of an ongoing project aiming to analyze the behavior of random walks in slowly mixing dynamic random environments. A brief discussion on this topic is presented.

  16. Stretched Exponential Relaxation in Disordered Complex Systems: Fractal Time Random Walk Model

    Institute of Scientific and Technical Information of China (English)

    Ekrem Aydmer

    2007-01-01

    We have analytically derived the relaxation function for one-dimensional disordered complex systems in terms of autocorrelation function of fractal time random walk by using operator formalism. We have shown that the relaxation function has stretched exponential, i.e. the Kohlrausch-Williams-Watts character for a fractal time random walk process.

  17. Random walk with a boundary line as a free massive boson with a defect line

    CERN Document Server

    Valleriani, A

    1995-01-01

    We show that the problem of Random Walk with boundary attractive potential may be mapped onto the free massive bosonic Quantum Field Theory with a line of defect. This mapping permits to recover the statistical properties of the Random Walks by using boundary S--matrix and Form Factor techniques.

  18. An example of the difference between quantum and classical random walks

    CERN Document Server

    Childs, A M; Gutmann, S; Childs, Andrew M.; Farhi, Edward; Gutmann, Sam

    2002-01-01

    In this note, we discuss a general definition of quantum random walks on graphs and illustrate with a simple graph the possibility of very different behavior between a classical random walk and its quantum analogue. In this graph, propagation between a particular pair of nodes is exponentially faster in the quantum case.

  19. Ranking competitors using degree-neutralized random walks.

    Directory of Open Access Journals (Sweden)

    Seungkyu Shin

    Full Text Available Competition is ubiquitous in many complex biological, social, and technological systems, playing an integral role in the evolutionary dynamics of the systems. It is often useful to determine the dominance hierarchy or the rankings of the components of the system that compete for survival and success based on the outcomes of the competitions between them. Here we propose a ranking method based on the random walk on the network representing the competitors as nodes and competitions as directed edges with asymmetric weights. We use the edge weights and node degrees to define the gradient on each edge that guides the random walker towards the weaker (or the stronger node, which enables us to interpret the steady-state occupancy as the measure of the node's weakness (or strength that is free of unwarranted degree-induced bias. We apply our method to two real-world competition networks and explore the issues of ranking stabilization and prediction accuracy, finding that our method outperforms other methods including the baseline win-loss differential method in sparse networks.

  20. Ranking Competitors Using Degree-Neutralized Random Walks

    CERN Document Server

    Shin, Seungkyu; Park, Juyong

    2016-01-01

    Competition is ubiquitous in many complex biological, social, and technological systems, playing an integral role in the evolutionary dynamics of the systems. It is often useful to determine the dominance hierarchy or the rankings of the components of the system that compete for survival and success based on the outcomes of the competitions between them. Here we propose a ranking method based on the random walk on the network representing the competitors as nodes and competitions as directed edges with asymmetric weights. We use the edge weights and node degrees to define the gradient on each edge that guides the random walker towards the weaker (or the stronger) node, which enables us to interpret the steady-state occupancy as the measure of the node's weakness (or strength) that is free of unwarranted degree-induced bias. We apply our method to two real-world competition networks and explore the issues of ranking stabilization and prediction accuracy, finding that our method outperforms other methods includ...

  1. Characteristic times of biased random walks on complex networks

    CERN Document Server

    Bonaventura, Moreno; Latora, Vito

    2013-01-01

    We consider degree-biased random walkers whose probability to move from a node to one of its neighbours of degree k is proportional to k^{\\alpha}, where \\alpha is a tuning parameter. We study both numerically and analytically three types of characteristic times, namely: i) the time the walker needs to come back to the starting node, ii) the time it takes to pass from a given node, and iii) the time it takes to visit all the nodes of the network. We consider a large database of real-world networks and we show that the value of \\alpha which minimizes the three characteristic times is different from the value \\alpha_{min}=-1 analytically found for uncorrelated networks in the mean-field approximation. In addition to this, assortative networks have preferentially a value of \\alpha_{min} in the range [-1,-0.5], while disassortative networks have \\alpha_{min} in the range [-0.5, 0]. When only local information is available, degree-biased random walks can guarantee smaller characteristic times by means of an appropr...

  2. Ranking competitors using degree-neutralized random walks.

    Science.gov (United States)

    Shin, Seungkyu; Ahnert, Sebastian E; Park, Juyong

    2014-01-01

    Competition is ubiquitous in many complex biological, social, and technological systems, playing an integral role in the evolutionary dynamics of the systems. It is often useful to determine the dominance hierarchy or the rankings of the components of the system that compete for survival and success based on the outcomes of the competitions between them. Here we propose a ranking method based on the random walk on the network representing the competitors as nodes and competitions as directed edges with asymmetric weights. We use the edge weights and node degrees to define the gradient on each edge that guides the random walker towards the weaker (or the stronger) node, which enables us to interpret the steady-state occupancy as the measure of the node's weakness (or strength) that is free of unwarranted degree-induced bias. We apply our method to two real-world competition networks and explore the issues of ranking stabilization and prediction accuracy, finding that our method outperforms other methods including the baseline win-loss differential method in sparse networks.

  3. Kardar-Parisi-Zhang Equation and Large Deviations for Random Walks in Weak Random Environments

    Science.gov (United States)

    Corwin, Ivan; Gu, Yu

    2017-01-01

    We consider the transition probabilities for random walks in 1+1 dimensional space-time random environments (RWRE). For critically tuned weak disorder we prove a sharp large deviation result: after appropriate rescaling, the transition probabilities for the RWRE evaluated in the large deviation regime, converge to the solution to the stochastic heat equation (SHE) with multiplicative noise (the logarithm of which is the KPZ equation). We apply this to the exactly solvable Beta RWRE and additionally present a formal derivation of the convergence of certain moment formulas for that model to those for the SHE.

  4. THE EXISTENCE AND MOMENTS OF CANONICAL BRANCHING CHAIN IN RANDOM ENVIRONMENT

    Institute of Scientific and Technical Information of China (English)

    胡迪鹤

    2004-01-01

    The concepts of branching chain in random environmnet and canonical branching chain in random environment axe introduced. Moreover the existence of these chains is proved. Finally the exact formulas of mathematical expectation and variance of branching chain in random environment axe also given.

  5. Random walk approach for dispersive transport in pipe networks

    Science.gov (United States)

    Sämann, Robert; Graf, Thomas; Neuweiler, Insa

    2016-04-01

    Keywords: particle transport, random walk, pipe, network, HYSTEM-EXTAN, OpenGeoSys After heavy pluvial events in urban areas the available drainage system may be undersized at peak flows (Fuchs, 2013). Consequently, rainwater in the pipe network is likely to spill out through manholes. The presence of hazardous contaminants in the pipe drainage system represents a potential risk to humans especially when the contaminated drainage water reaches the land surface. Real-time forecasting of contaminants in the drainage system needs a quick calculation. Numerical models to predict the fate of contaminants are usually based on finite volume methods. Those are not applicable here because of their volume averaging elements. Thus, a more efficient method is preferable, which is independent from spatial discretization. In the present study, a particle-based method is chosen to calculate transport paths and spatial distribution of contaminants within a pipe network. A random walk method for particles in turbulent flow in partially filled pipes has been developed. Different approaches for in-pipe-mixing and node-mixing with respect to the geometry in a drainage network are shown. A comparison of dispersive behavior and calculation time is given to find the fastest model. The HYSTEM-EXTRAN (itwh, 2002) model is used to provide hydrodynamic conditions in the pipe network according to surface runoff scenarios in order to real-time predict contaminant transport in an urban pipe network system. The newly developed particle-based model will later be coupled to the subsurface flow model OpenGeoSys (Kolditz et al., 2012). References: Fuchs, L. (2013). Gefährdungsanalyse zur Überflutungsvorsorge kommunaler Entwässerungssysteme. Sanierung und Anpassung von Entwässerungssystemen-Alternde Infrastruktur und Klimawandel, Österreichischer Wasser-und Abfallwirtschaftsverband, Wien, ISBN, 978-3. itwh (2002). Modellbeschreibung, Institut für technisch-wissenschaftliche Hydrologie Gmb

  6. On the Domination of Random Walk on a Discrete Cylinder by Random Interlacements

    CERN Document Server

    Sznitman, Alain-Sol

    2009-01-01

    We consider simple random walk on a discrete cylinder with base a large d-dimensional torus of side-length N, when d is two or more. We develop a stochastic domination control on the local picture left by the random walk in boxes of side-length almost of order N, at certain random times comparable to the square of the number of sites in the base. We show a domination control in terms of the trace left in similar boxes by random interlacements in the infinite (d+1)-dimensional cubic lattice at a suitably adjusted level. As an application we derive a lower bound on the disconnection time of the discrete cylinder, which as a by-product shows the tightness of the laws of the ratio of the square of the number of sites in the base to the disconnection time. This fact had previously only been established when d is at least 17, in arXiv: math/0701414.

  7. Peer-to-Peer Topology Formation Using Random Walk

    Science.gov (United States)

    Kwong, Kin-Wah; Tsang, Danny H. K.

    Peer-to-Peer (P2P) systems such as live video streaming and content sharing are usually composed of a huge number of users with heterogeneous capacities. As a result, designing a distributed algorithm to form such a giant-scale topology in a heterogeneous environment is a challenging question because, on the one hand, the algorithm should exploit the heterogeneity of users' capacities to achieve load-balancing and, on the other hand, the overhead of the algorithm should be kept as low as possible. To meet such requirements, we introduce a very simple protocol for building heterogeneous unstructured P2P networks. The basic idea behind our protocol is to exploit a simple, distributed nature of random walk sampling to assist the peers in selecting their suitable neighbors in terms of capacity and connectivity to achieve load-balancing. To gain more insights into our proposed protocol, we also develop a detailed analysis to investigate our protocol under any heterogeneous P2P environment. The analytical results are validated by the simulations. The ultimate goal of this chapter is to stimulate further research to explore the fundamental issues in heterogeneous P2P networks.

  8. Scale-free avalanches in the multifractal random walk

    CERN Document Server

    Bartolozzi, M

    2007-01-01

    Avalanches, or Avalanche-like, events are often observed in the dynamical behaviour of many complex systems which span from solar flaring to the Earth's crust dynamics and from traffic flows to financial markets. Self-organized criticality (SOC) is one of the most popular theories able to explain this intermittent charge/discharge behaviour. Despite a large amount of theoretical work, empirical tests for SOC are still in their infancy. In the present paper we address the common problem of revealing SOC from a simple time series without having much information about the underlying system. As a working example we use a modified version of the multifractal random walk originally proposed as a model for the stock market dynamics. The study reveals, despite the lack of the typical ingredients of SOC, an avalanche-like dynamics similar to that of many physical systems. While, on one hand, the results confirm the relevance of cascade models in representing turbulent-like phenomena, on the other, they also raise the ...

  9. Scale-free avalanches in the multifractal random walk

    Science.gov (United States)

    Bartolozzi, M.

    2007-06-01

    Avalanches, or Avalanche-like, events are often observed in the dynamical behaviour of many complex systems which span from solar flaring to the Earth's crust dynamics and from traffic flows to financial markets. Self-organized criticality (SOC) is one of the most popular theories able to explain this intermittent charge/discharge behaviour. Despite a large amount of theoretical work, empirical tests for SOC are still in their infancy. In the present paper we address the common problem of revealing SOC from a simple time series without having much information about the underlying system. As a working example we use a modified version of the multifractal random walk originally proposed as a model for the stock market dynamics. The study reveals, despite the lack of the typical ingredients of SOC, an avalanche-like dynamics similar to that of many physical systems. While, on one hand, the results confirm the relevance of cascade models in representing turbulent-like phenomena, on the other, they also raise the question about the current state of reliability of SOC inference from time series analysis.

  10. Radio Variability and Random Walk Noise Properties of Four Blazars

    CERN Document Server

    Park, Jong-Ho

    2014-01-01

    We present the results of a time series analysis of the long-term radio lightcurves of four blazars: 3C 279, 3C 345, 3C 446, and BL Lacertae. We exploit the data base of the University of Michigan Radio Astronomy Observatory (UMRAO) monitoring program which provides densely sampled lightcurves spanning 32 years in time in three frequency bands located at 4.8, 8, and 14.5 GHz. Our sources show mostly flat or inverted (spectral indices -0.5 < alpha < 0) spectra, in agreement with optically thick emission. All lightcurves show strong variability on all time scales. Analyzing the time lags between the lightcurves from different frequency bands, we find that we can distinguish high-peaking flares and low-peaking flares in accord with the classification of Valtaoja et al. (1992). The periodograms (temporal power spectra) of the observed lightcurves are consistent with random-walk powerlaw noise without any indication of (quasi-)periodic variability. The fact that all four sources studied are in agreement with...

  11. Electron avalanche structure determined by random walk theory

    Science.gov (United States)

    Englert, G. W.

    1973-01-01

    A self-consistent avalanche solution which accounts for collective long range Coulomb interactions as well as short range elastic and inelastic collisions between electrons and background atoms is made possible by a random walk technique. Results show that the electric field patterns in the early formation stages of avalanches in helium are close to those obtained from theory based on constant transport coefficients. Regions of maximum and minimum induced electrostatic potential phi are located on the axis of symmetry and within the volume covered by the electron swarm. As formation time continues, however, the region of minimum phi moves to slightly higher radii and the electric field between the extrema becomes somewhat erratic. In the intermediate formation periods the avalanche growth is slightly retarded by the high concentration of ions in the tail which oppose the external electric field. Eventually the formation of ions and electrons in the localized regions of high field strength more than offset this effect causing a very abrupt increase in avalanche growth.

  12. Random walk models of worker sorting in ant colonies.

    Science.gov (United States)

    Sendova-Franks, Ana B; Van Lent, Jan

    2002-07-21

    Sorting can be an important mechanism for the transfer of information from one level of biological organization to another. Here we study the algorithm underlying worker sorting in Leptothorax ant colonies. Worker sorting is related to task allocation and therefore to the adaptive advantages associated with an efficient system for the division of labour in ant colonies. We considered four spatially explicit individual-based models founded on two-dimensional correlated random walk. Our aim was to establish whether sorting at the level of the worker population could occur with minimal assumptions about the behavioural algorithm of individual workers. The behaviour of an individual worker in the models could be summarized by the rule "move if you can, turn always". We assume that the turning angle of a worker is individually specific and negatively dependent on the magnitude of an internal parameter micro which could be regarded as a measure of individual experience or task specialization. All four models attained a level of worker sortedness that was compatible with results from experiments onLeptothorax ant colonies. We found that the presence of a sorting pivot, such as the nest wall or an attraction force towards the centre of the worker population, was crucial for sorting. We make a distinction between such pivots and templates and discuss the biological implications of their difference.

  13. Stochastic calculus for uncoupled continuous-time random walks.

    Science.gov (United States)

    Germano, Guido; Politi, Mauro; Scalas, Enrico; Schilling, René L

    2009-06-01

    The continuous-time random walk (CTRW) is a pure-jump stochastic process with several applications not only in physics but also in insurance, finance, and economics. A definition is given for a class of stochastic integrals driven by a CTRW, which includes the Itō and Stratonovich cases. An uncoupled CTRW with zero-mean jumps is a martingale. It is proved that, as a consequence of the martingale transform theorem, if the CTRW is a martingale, the Itō integral is a martingale too. It is shown how the definition of the stochastic integrals can be used to easily compute them by Monte Carlo simulation. The relations between a CTRW, its quadratic variation, its Stratonovich integral, and its Itō integral are highlighted by numerical calculations when the jumps in space of the CTRW have a symmetric Lévy alpha -stable distribution and its waiting times have a one-parameter Mittag-Leffler distribution. Remarkably, these distributions have fat tails and an unbounded quadratic variation. In the diffusive limit of vanishing scale parameters, the probability density of this kind of CTRW satisfies the space-time fractional diffusion equation (FDE) or more in general the fractional Fokker-Planck equation, which generalizes the standard diffusion equation, solved by the probability density of the Wiener process, and thus provides a phenomenologic model of anomalous diffusion. We also provide an analytic expression for the quadratic variation of the stochastic process described by the FDE and check it by Monte Carlo.

  14. Estimates for the Tail Probability of the Supremum of a Random Walk with Independent Increments

    Institute of Scientific and Technical Information of China (English)

    Yang YANG; Kaiyong WANG

    2011-01-01

    The authors investigate the tail probability of the supremum of a random walk with independent increments and obtain some equivalent assertions in the case that the increments are independent and identically distributed random variables with Osubexponential integrated distributions.A uniform upper bound is derived for the distribution of the supremum of a random walk with independent but non-identically distributed increments,whose tail distributions are dominated by a common tail distribution with an O-subexponential integrated distribution.

  15. The linking number and the writhe of uniform random walks and polygons in confined spaces

    Science.gov (United States)

    Panagiotou, E.; Millett, K. C.; Lambropoulou, S.

    2010-01-01

    Random walks and polygons are used to model polymers. In this paper we consider the extension of the writhe, self-linking number and linking number to open chains. We then study the average writhe, self-linking and linking number of random walks and polygons over the space of configurations as a function of their length. We show that the mean squared linking number, the mean squared writhe and the mean squared self-linking number of oriented uniform random walks or polygons of length n, in a convex confined space, are of the form O(n2). Moreover, for a fixed simple closed curve in a convex confined space, we prove that the mean absolute value of the linking number between this curve and a uniform random walk or polygon of n edges is of the form O(\\sqrt{n}) . Our numerical studies confirm those results. They also indicate that the mean absolute linking number between any two oriented uniform random walks or polygons, of n edges each, is of the form O(n). Equilateral random walks and polygons are used to model polymers in θ-conditions. We use numerical simulations to investigate how the self-linking and linking number of equilateral random walks scale with their length.

  16. Lagrangian modelling of plankton motion: From deceptively simple random walks to Fokker-Planck and back again

    DEFF Research Database (Denmark)

    Visser, Andre

    2008-01-01

    The movement of plankton, either by turbulent mixing or their own inherent motility, can be simulated in a Lagrangian framework as a random walk. Validation of random walk simulations is essential. There is a continuum of mathematically valid stochastic integration schemes upon which random walk ...... Elsevier B.V. All rights reserved....

  17. Quantum Random Walks and their Convergence to Evans-Hudson Flows

    Indian Academy of Sciences (India)

    Lingaraj Sahu

    2008-08-01

    Using coordinate-free basic operators on toy Fock spaces, quantum random walks are defined following the ideas of Attal and Pautrat. Extending the result for one dimensional noise, strong convergence of quantum random walks associated with bounded structure maps to Evans–Hudson flow is proved under suitable assumptions. Starting from the bounded generator of a given uniformly continuous quantum dynamical semigroup on a von Neumann algebra, we have constructed quantum random walks which converges strongly and the strong limit gives an Evans–Hudson dilation for the semigroup.

  18. Universal adaptive self-stabilizing traversal scheme: random walk and reloading wave

    CERN Document Server

    Bernard, Thibault; Sohier, Devan

    2011-01-01

    In this paper, we investigate random walk based token circulation in dynamic environments subject to failures. We describe hypotheses on the dynamic environment that allow random walks to meet the important property that the token visits any node infinitely often. The randomness of this scheme allows it to work on any topology, and require no adaptation after a topological change, which is a desirable property for applications to dynamic systems. For random walks to be a traversal scheme and to answer the concurrence problem, one needs to guarantee that exactly one token circulates in the system. In the presence of transient failures, configurations with multiple tokens or with no token can occur. The meeting property of random walks solves the cases with multiple tokens. The reloading wave mechanism we propose, together with timeouts, allows to detect and solve cases with no token. This traversal scheme is self-stabilizing, and universal, meaning that it needs no assumption on the system topology. We describ...

  19. Age-dependent branching processes in random environments

    Institute of Scientific and Technical Information of China (English)

    2008-01-01

    We consider an age-dependent branching process in random environments. The environments are represented by a stationary and ergodic sequence ξ = (ξ0,ξ1,...) of random variables. Given an environment ξ, the process is a non-homogenous Galton-Watson process, whose particles in n-th generation have a life length distribution G(ξn) on R+, and reproduce independently new particles according to a probability law p(ξn) on N. Let Z(t) be the number of particles alive at time t. We first find a characterization of the conditional probability generating function of Z(t) (given the environment ξ) via a functional equation, and obtain a criterion for almost certain extinction of the process by comparing it with an embedded Galton-Watson process. We then get expressions of the conditional mean EξZ(t) and the global mean EZ(t), and show their exponential growth rates by studying a renewal equation in random environments.

  20. Age-dependent branching processes in random environments

    Institute of Scientific and Technical Information of China (English)

    LI YingQiu; LIU QuanSheng

    2008-01-01

    We consider an age-dependent branching process in random environments.The environments are represented by a stationary and ergodic sequence ξ = (ξ0,ξ1,...) of random variables.Given an environment ξ,the process is a non-homogenous Galton-Watson process,whose particles in n-th generation have a life length distribution G(ξn) on R+,and reproduce independently new particles according to a probability law p(ξn) on N.Let Z(t) be the number of particles alive at time t.We first find a characterization of the conditional probability generating function of Z(t) (given the environment ξ) via a functional equation,and obtain a criterion for almost certain extinction of the process by comparing it with an embedded Galton-Watson process.We then get expressions of the conditional mean EξZ(t) and the global mean EZ(t),and show their exponential growth rates by studying a renewal equation in random environments.

  1. Movie Recommendation using Random Walks over the Contextual Graph

    DEFF Research Database (Denmark)

    Bogers, Toine

    Recommender systems have become an essential tool in fighting information overload. However, the majority of recommendation algorithms focus only on using ratings information, while disregarding information about the context of the recommendation process. We present ContextWalk, a recommendation...

  2. A Realization of a Quasi-Random Walk for Atoms in Time-Dependent Optical Potentials

    Directory of Open Access Journals (Sweden)

    Torsten Hinkel

    2015-09-01

    Full Text Available We consider the time dependent dynamics of an atom in a two-color pumped cavity, longitudinally through a side mirror and transversally via direct driving of the atomic dipole. The beating of the two driving frequencies leads to a time dependent effective optical potential that forces the atom into a non-trivial motion, strongly resembling a discrete random walk behavior between lattice sites. We provide both numerical and analytical analysis of such a quasi-random walk behavior.

  3. Quantum random walks with multiphoton interference and high order correlation functions

    CERN Document Server

    Gard, Bryan T; Anisimov, Petr M; Lee, Hwang; Dowling, Jonathan P

    2011-01-01

    We show a simulation of quantum random walks with multiple photons using a staggered array of 50/50 beam splitters with a bank of detectors at any desired level. We discuss the multiphoton interference effects that are inherent to this setup, and introduce one, two, and threefold coincidence detection schemes. The use of Feynman diagrams are used to intuitively explain the unique multiphoton interference effects of these quantum random walks.

  4. Continuous-time random walk and parametric subordination in fractional diffusion

    Energy Technology Data Exchange (ETDEWEB)

    Gorenflo, Rudolf [Department of Mathematics and Informatics, Free University of Berlin, Arnimallee 3, D-14195 Berlin (Germany); Mainardi, Francesco [Department of Physics, University of Bologna and INFN, Via Irnerio 46, I-40126 Bologna (Italy)]. E-mail: mainardi@bo.infn.it; Vivoli, Alessandro [Department of Physics, University of Bologna and INFN, Via Irnerio 46, I-40126 Bologna (Italy)

    2007-10-15

    The well-scaled transition to the diffusion limit in the framework of the theory of continuous-time random walk (CTRW) is presented starting from its representation as an infinite series that points out the subordinated character of the CTRW itself. We treat the CTRW as a combination of a random walk on the axis of physical time with a random walk in space, both walks happening in discrete operational time. In the continuum limit, we obtain a (generally non-Markovian) diffusion process governed by a space-time fractional diffusion equation. The essential assumption is that the probabilities for waiting times and jump-widths behave asymptotically like powers with negative exponents related to the orders of the fractional derivatives. By what we call parametric subordination, applied to a combination of a Markov process with a positively oriented Levy process, we generate and display sample paths for some special cases.

  5. Random walk study of electron motion in helium in crossed electromagnetic fields

    Science.gov (United States)

    Englert, G. W.

    1972-01-01

    Random walk theory, previously adapted to electron motion in the presence of an electric field, is extended to include a transverse magnetic field. In principle, the random walk approach avoids mathematical complexity and concomitant simplifying assumptions and permits determination of energy distributions and transport coefficients within the accuracy of available collisional cross section data. Application is made to a weakly ionized helium gas. Time of relaxation of electron energy distribution, determined by the random walk, is described by simple expressions based on energy exchange between the electron and an effective electric field. The restrictive effect of the magnetic field on electron motion, which increases the required number of collisions per walk to reach a terminal steady state condition, as well as the effect of the magnetic field on electron transport coefficients and mean energy can be quite adequately described by expressions involving only the Hall parameter.

  6. A path integral formula with applications to quantum random walks in Z{sup d}

    Energy Technology Data Exchange (ETDEWEB)

    Yang Weishih [Department of Mathematics, Temple University, Philadelphia, PA 19122 (United States); Liu, Chaobin [Department of Mathematics, Bowie State University, Bowie, MD 20715 (United States); Zhang Kai [Department of Mathematics, Temple University, Philadelphia, PA 19122 (United States)

    2007-07-20

    We consider general quantum random walks in a d-dimensional half-space. We first obtain a path integral formula for general quantum random walks in a d-dimensional space. Our path integral formula is valid for general quantum random walks on Cayley graphs as well. Then the path integral formula is applied to obtain the scaling limit of the exit distribution, the expectation of exit time and the asymptotic behaviour of the exit probabilities, for general quantum random walks in a half-space under some conditions on amplitude functions. The conditions are shown to be satisfied by both the Hadamard and Grover quantum random walks in two-dimensional half-spaces. For the two-dimensional case, we show that the critical exponent for the scaling limit of the hitting distribution is 1 as the lattice spacing tends to zero, i.e. the natural magnitude of the hitting position is of order O(1) if the lattice spacing is set to be 1/n. We also show that the rate of convergence of the total hitting probability has lower bound n{sup -2} and upper bound n{sup -2+{epsilon}} for any {epsilon} > 0. For a quantum random walk with a fixed starting point, we show that the probability of hitting times at the hyperplane decays faster than that of the classical random walk. In both one and two dimensions, given the event of a hit, the conditional expectation of hitting times is finite, in contrast to being infinite for the classical case. In the one-dimensional case, we also obtain an exact order of the probability distribution of the hitting time at 0.

  7. Random self-similar trees and a hierarchical branching process

    CERN Document Server

    Kovchegov, Yevgeniy

    2016-01-01

    We study self-similarity in random binary rooted trees. In a well-understood case of Galton-Watson trees, a distribution is called self-similar if it is invariant with respect to the operation of pruning, which cuts the tree leaves. This only happens in the critical case (a constant process progeny), which also exhibits other special symmetries. We extend the prune-invariance set-up to a non-Markov situation and trees with edge lengths. In this general case the class of self-similar processes becomes much richer and covers a variety of practically important situations. The main result is construction of the hierarchical branching processes that satisfy various self-similarity constraints (distributional, mean, in edge-lengths) depending on the process parameters. Taking the limit of averaged stochastic dynamics, as the number of trajectories increases, we obtain a deterministic system of differential equations that describes the process evolution. This system is used to establish a phase transition that separ...

  8. Human mammary epithelial cells exhibit a bimodal correlated random walk pattern.

    Directory of Open Access Journals (Sweden)

    Alka A Potdar

    Full Text Available BACKGROUND: Organisms, at scales ranging from unicellular to mammals, have been known to exhibit foraging behavior described by random walks whose segments confirm to Lévy or exponential distributions. For the first time, we present evidence that single cells (mammary epithelial cells that exist in multi-cellular organisms (humans follow a bimodal correlated random walk (BCRW. METHODOLOGY/PRINCIPAL FINDINGS: Cellular tracks of MCF-10A pBabe, neuN and neuT random migration on 2-D plastic substrates, analyzed using bimodal analysis, were found to reveal the BCRW pattern. We find two types of exponentially distributed correlated flights (corresponding to what we refer to as the directional and re-orientation phases each having its own correlation between move step-lengths within flights. The exponential distribution of flight lengths was confirmed using different analysis methods (logarithmic binning with normalization, survival frequency plots and maximum likelihood estimation. CONCLUSIONS/SIGNIFICANCE: Because of the presence of non-uniform turn angle distribution of move step-lengths within a flight and two different types of flights, we propose that the epithelial random walk is a BCRW comprising of two alternating modes with varying degree of correlations, rather than a simple persistent random walk. A BCRW model rather than a simple persistent random walk correctly matches the super-diffusivity in the cell migration paths as indicated by simulations based on the BCRW model.

  9. Return probability and recurrence for the random walk driven by two-dimensional Gaussian free field

    OpenAIRE

    Biskup, Marek; Ding, Jian; Goswami, Subhajit

    2016-01-01

    Given any $\\gamma>0$ and for $\\eta=\\{\\eta_v\\}_{v\\in \\mathbb Z^2}$ denoting a sample of the two-dimensional discrete Gaussian free field on $\\mathbb Z^2$ pinned at the origin, we consider the random walk on $\\mathbb Z^2$ among random conductances where the conductance of edge $(u, v)$ is given by $\\mathrm{e}^{\\gamma(\\eta_u + \\eta_v)}$. We show that, for almost every $\\eta$, this random walk is recurrent and that, with probability tending to 1 as $T\\to \\infty$, the return probability at time $2...

  10. Genetic Analysis of Daily Maximum Milking Speed by a Random Walk Model in Dairy Cows

    DEFF Research Database (Denmark)

    Karacaören, Burak; Janss, Luc; Kadarmideen, Haja

    Data were obtained from dairy cows stationed at research farm ETH Zurich for maximum milking speed. The main aims of this paper are a) to evaluate if the Wood curve is suitable to model mean lactation curve b) to predict longitudinal breeding values by random regression and random walk models...

  11. Einstein relation for biased random walk on Galton--Watson trees

    CERN Document Server

    Arous, Gerard Ben; Olla, Stefano; Zeitouni, Ofer

    2011-01-01

    We prove the Einstein relation, relating the velocity under a small perturbation to the diffusivity in equilibrium, for certain biased random walks on Galton--Watson trees. This provides the first example where the Einstein relation is proved for motion in random media with arbitrary deep traps.

  12. THE CONSTRUCTION OF MULTITYPE CANONICAL MARKOV BRANCHING CHAINS IN RANDOM ENVIRONMENTS

    Institute of Scientific and Technical Information of China (English)

    2006-01-01

    The investigation for branching processes has a long history by their strong physics background, but only a few authors have investigated the branching processes in random environments. First of all, the author introduces the concepts of the multitype canonical Markov branching chain in random environment (CMBCRE) and multitype Markov branching chain in random environment (MBCRE) and proved that CMBCRE must be MBCRE, and any MBCRE must be equivalent to another CMBCRE in distribution. The main results of this article are the construction of CMBCRE and some of its probability properties.

  13. A random walk-based method for segmentation of intravascular ultrasound images

    Science.gov (United States)

    Yan, Jiayong; Liu, Hong; Cui, Yaoyao

    2014-04-01

    Intravascular ultrasound (IVUS) is an important imaging technique that is used to study vascular wall architecture for diagnosis and assessment of the vascular diseases. Segmentation of lumen and media-adventitia boundaries from IVUS images is a basic and necessary step for quantitative assessment of the vascular walls. Due to ultrasound speckles, artifacts and individual differences, automated segmentation of IVUS images represents a challenging task. In this paper, a random walk based method is proposed for fully automated segmentation of IVUS images. Robust and accurate determination of the seed points for different regions is the key to successful use of the random walk algorithm in segmentation of IVUS images and is the focus of our work. The presented method mainly comprises five steps: firstly, the seed points inside the lumen and outside the adventitia are roughly estimated with intensity information, respectively; secondly, the seed points outside the adventitia are refined, and those of the media are determined through the results of applying random walk to the IVUS image with the roughly estimated seed points; thirdly, the media-adventitia boundary is detected by using random walk with the seed points obtained in the second step and the image gradient; fourthly, the seed points for media and lumen are refined; finally, the lumen boundary is extracted by using random walk again with the seed points obtained in the fourth step and the image gradient. The tests of the proposed algorithm on the in vivo dataset demonstrate the effectiveness of the presented IVUS image segmentation approach.

  14. Novel pseudo-random number generator based on quantum random walks

    Science.gov (United States)

    Yang, Yu-Guang; Zhao, Qian-Qian

    2016-02-01

    In this paper, we investigate the potential application of quantum computation for constructing pseudo-random number generators (PRNGs) and further construct a novel PRNG based on quantum random walks (QRWs), a famous quantum computation model. The PRNG merely relies on the equations used in the QRWs, and thus the generation algorithm is simple and the computation speed is fast. The proposed PRNG is subjected to statistical tests such as NIST and successfully passed the test. Compared with the representative PRNG based on quantum chaotic maps (QCM), the present QRWs-based PRNG has some advantages such as better statistical complexity and recurrence. For example, the normalized Shannon entropy and the statistical complexity of the QRWs-based PRNG are 0.999699456771172 and 1.799961178212329e-04 respectively given the number of 8 bits-words, say, 16Mbits. By contrast, the corresponding values of the QCM-based PRNG are 0.999448131481064 and 3.701210794388818e-04 respectively. Thus the statistical complexity and the normalized entropy of the QRWs-based PRNG are closer to 0 and 1 respectively than those of the QCM-based PRNG when the number of words of the analyzed sequence increases. It provides a new clue to construct PRNGs and also extends the applications of quantum computation.

  15. Optimized quantum random-walk search algorithm for multi-solution search

    Institute of Scientific and Technical Information of China (English)

    张宇超; 鲍皖苏; 汪翔; 付向群

    2015-01-01

    This study investigates the multi-solution search of the optimized quantum random-walk search algorithm on the hypercube. Through generalizing the abstract search algorithm which is a general tool for analyzing the search on the graph to the multi-solution case, it can be applied to analyze the multi-solution case of quantum random-walk search on the graph directly. Thus, the computational complexity of the optimized quantum random-walk search algorithm for the multi-solution search is obtained. Through numerical simulations and analysis, we obtain a critical value of the proportion of solutions q. For a given q, we derive the relationship between the success rate of the algorithm and the number of iterations when q is no longer than the critical value.

  16. Random walk of a swimmer in a low-Reynolds-number medium

    Science.gov (United States)

    Garcia, Michaël; Berti, Stefano; Peyla, Philippe; Rafaï, Salima

    2011-03-01

    Swimming at a micrometer scale demands particular strategies. When inertia is negligible compared to viscous forces, hydrodynamics equations are reversible in time. To achieve propulsion, microswimmers must therefore deform in a way that is not invariant under time reversal. Here, we investigate dispersal properties of the microalga Chlamydomonas reinhardtii by means of microscopy and cell tracking. We show that tracked trajectories are well modeled by a correlated random walk. This process is based on short time correlations in the direction of movement called persistence. At longer times, correlation is lost and a standard random walk characterizes the trajectories. Moreover, high-speed imaging enables us to show how the back-and-forth motion of flagella at very short times affects the statistical description of the dynamics. Finally, we show how drag forces modify the characteristics of this particular random walk.

  17. Random Walks on Directed Networks: Inference and Respondent-driven Sampling

    CERN Document Server

    Malmros, Jens; Britton, Tom

    2013-01-01

    Respondent driven sampling (RDS) is a method often used to estimate population properties (e.g. sexual risk behavior) in hard-to-reach populations. It combines an effective modified snowball sampling methodology with an estimation procedure that yields unbiased population estimates under the assumption that the sampling process behaves like a random walk on the social network of the population. Current RDS estimation methodology assumes that the social network is undirected, i.e. that all edges are reciprocal. However, empirical social networks in general also have non-reciprocated edges. To account for this fact, we develop a new estimation method for RDS in the presence of directed edges on the basis of random walks on directed networks. We distinguish directed and undirected edges and consider the possibility that the random walk returns to its current position in two steps through an undirected edge. We derive estimators of the selection probabilities of individuals as a function of the number of outgoing...

  18. Finding passwords by random walks: How long does it take?

    CERN Document Server

    Kabatiansky, G

    2009-01-01

    We compare an efficiency of a deterministic "lawnmower" and random search strategies for finding a prescribed sequence of letters (a password) of length M in which all letters are taken from the same Q-ary alphabet. We show that at best a random search takes two times longer than a "lawnmower" search.

  19. Eigenvalue vs perimeter in a shape theorem for self-interacting random walks

    OpenAIRE

    Biskup, Marek; Procaccia, Eviatar B.

    2016-01-01

    We study paths of time-length $t$ of a continuous-time random walk on $\\mathbb Z^2$ subject to self-interaction that depends on the geometry of the walk range and a collection of random, uniformly positive and finite edge weights. The interaction enters through a Gibbs weight at inverse temperature $\\beta$; the "energy" is the total sum of the edge weights for edges on the outer boundary of the range. For edge weights sampled from a translation-invariant, ergodic law, we prove that the range ...

  20. Bias phase and light power dependence of the random walk coefficient of fiber optic gyroscope

    Institute of Scientific and Technical Information of China (English)

    Jian Mi; Chunxi Zhang; Zheng Li; Zhanjun Wu

    2006-01-01

    @@ Taking account of shot noise, thermal noise, dark current noise, and intensity noise that come from broad band light source, the dependence of the random walk coefficient of fiber optic gyroscope (FOG) on bias phase and light power is studied theoretically and experimentally. It is shown that with different optical and electronic parameters, the optimal bias phase is different and should be adjusted accordingly to improve the FOG precision. By choosing appropriate bias phase, the random walk coefficient of the aim FOG is reduced from 0.0026 to 0.0019 deg./h1/2.

  1. Randomized Controlled Theory-Based, E-Mail-Mediated Walking Intervention.

    Science.gov (United States)

    Richards, Elizabeth A; Ogata, Niwako; Cheng, Ching-Wei

    2017-02-01

    The purpose of this study was to evaluate the ability of two concurrent randomized controlled interventions based on social cognitive theory to increase walking. A second purpose was to compare the efficacy of the intervention between two distinct groups: dog owners and non-dog owners. Adult dog owners ( n = 40) and non-dog owners ( n = 65) were randomized into control or intervention groups. Intervention groups received bi-weekly emails for first 4 weeks and then weekly email for the next 8 weeks targeting self-efficacy, social support, goal setting, and benefits/barriers to walking. Dog owner messages focused on dog walking while non-dog owners received general walking messages. Control groups received a 1-time email reviewing current physical activity guidelines. At 6 months, both intervention groups reported greater increases in walking and maintained these increases at 12 months. The greatest increases were seen in the dog owner intervention group. In conclusion, dog owners accumulated more walking, which may be attributed to the dog-owner relationship.

  2. Return probability for random walks on scale-free complex trees

    Energy Technology Data Exchange (ETDEWEB)

    Chelminiak, Przemyslaw, E-mail: geronimo@amu.edu.pl [Faculty of Physics, A. Mickiewicz University, Umultowska 85, 61-614 Poznan (Poland)

    2011-08-15

    The time course of random processes usually differs depending on the topology of complex networks which are a substrate for the process. However, as this Letter demonstrates, the first-return as well as the survival probabilities for random walks on the scale-free (SF) trees decay in time according to the same invariant power-law behavior. This means that both quantities are independent of the node power-law degree distributions which are distinguished by different scaling exponents. It is also shown here that the crucial property of the networks, affecting the dynamics of random walks, is their tree-like topology and not SF architecture. All analytical results quantifying these predictions have been verified through extensive computer simulations. -- Highlights: → We show that the first return of random walks on scale-free trees is recurrent. → As a consequence the survival probability of random walks is smaller than one. → This behavior is independent of the degree distribution of the scale-free trees. → It strongly depends on the network tree-like topology with a mean degree two.

  3. A Class of Random Walks in Reversible Dynamic Environments: Antisymmetry and Applications to the East Model

    Science.gov (United States)

    Avena, Luca; Blondel, Oriane; Faggionato, Alessandra

    2016-10-01

    We introduce via perturbation a class of random walks in reversible dynamic environments having a spectral gap. In this setting one can apply the mathematical results derived in Avena et al. (L^2-Perturbed Markov processes and applications to random walks in dynamic random environments, Preprint, 2016). As first results, we show that the asymptotic velocity is antisymmetric in the perturbative parameter and, for a subclass of random walks, we characterize the velocity and a stationary distribution of the environment seen from the walker as suitable series in the perturbative parameter. We then consider as a special case a random walk on the East model that tends to follow dynamical interfaces between empty and occupied regions. We study the asymptotic velocity and density profile for the environment seen from the walker. In particular, we determine the sign of the velocity when the density of the underlying East process is not 1 / 2, and we discuss the appearance of a drift in the balanced setting given by density 1 / 2.

  4. Is walking a random walk? Evidence for long-range correlations in stride interval of human gait

    Science.gov (United States)

    Hausdorff, Jeffrey M.; Peng, C.-K.; Ladin, Zvi; Wei, Jeanne Y.; Goldberger, Ary L.

    1995-01-01

    Complex fluctuation of unknown origin appear in the normal gait pattern. These fluctuations might be described as being (1) uncorrelated white noise, (2) short-range correlations, or (3) long-range correlations with power-law scaling. To test these possibilities, the stride interval of 10 healthy young men was measured as they walked for 9 min at their usual rate. From these time series we calculated scaling indexes by using a modified random walk analysis and power spectral analysis. Both indexes indicated the presence of long-range self-similar correlations extending over hundreds of steps; the stride interval at any time depended on the stride interval at remote previous times, and this dependence decayed in a scale-free (fractallike) power-law fashion. These scaling indexes were significantly different from those obtained after random shuffling of the original time series, indicating the importance of the sequential ordering of the stride interval. We demonstrate that conventional models of gait generation fail to reproduce the observed scaling behavior and introduce a new type of central pattern generator model that sucessfully accounts for the experimentally observed long-range correlations.

  5. Recurrence and Polya Number of General One-Dimensional Random Walks

    Institute of Scientific and Technical Information of China (English)

    张晓琨; 万晶; 陆静菊; 徐新平

    2011-01-01

    The recurrence properties of random walks can be characterized by P61ya number, i.e., the probability that the walker has returned to the origin at least once. In this paper, we consider recurrence properties for a general 1D random walk on a line, in which at each time step the walker can move to the left or right with probabilities l and r, or remain at the same position with probability o (l + r + o = 1). We calculate Polya number P of this model and find a simple expression for P as, P = 1 - △, where △ is the absolute difference of l and r (△= |l - r|). We prove this rigorous expression by the method of creative telescoping, and our result suggests that the walk is recurrent if and only if the left-moving probability l equals to the right-moving probability r.

  6. Continuous-Time Classical and Quantum Random Walk on Direct Product of Cayley Graphs

    Institute of Scientific and Technical Information of China (English)

    S. Salimi; M.A. Jafarizadeh

    2009-01-01

    In this paper we define direct product of graphs and give a recipe for obtaining probability of observing particle on vertices in the continuous-time classical and quantum random walk. In the recipe, the probability of observing particle on direct product of graph is obtained by multiplication of probability on the corresponding to sub-graphs, where this method is useful to determining probability of walk on complicated graphs. Using this method, we calculate the probability of continuous-time classical and quantum random walks on many of finite direct product Cayley graphs (complete cycle, complete Kn, charter and n-cube). Also, we inquire that the classical state the stationary uniform distribution is reached as t→∞ but for quantum state is not always satisfied.

  7. Simulation of the diffusion process in composite porous media by random walks

    Institute of Scientific and Technical Information of China (English)

    ZHANG Yong

    2005-01-01

    A new random-walk interpolation scheme was developed to simulate solute transport through composite porous media with different porosities as well as different diffusivities. The significant influences of the abrupt variations of porosity and diffusivity on solute transport were simulated by tracking random walkers through a linear interpolation domain across the heterogeneity interface. The displacements of the random walkers within the interpolation region were obtained explicitly by establishing the equivalence between the Fokker-Planck equation and the advection-dispersion equation. Applications indicate that the random-walk interpolation method can simulate one- and two-dimensional, 2nd-order diffusion processes in composite media without local mass conservation errors. In addition, both the theoretical derivations and the numerical simulations show that the drift and dispersion of particles depend on the type of Markov process selected to reflect the dynamics of random walkers. If the nonlinear Langevin equation is used, the gradient of porosity and the gradient of diffusivity strongly affect the drift displacement of particles. Therefore, random-walking particles driven by the gradient of porosity,the gradient of diffusivity, and the random diffusion, can imitate the transport of solute under only pure diffusion in composite porous media containing abrupt variations of porosity and diffusivity.

  8. Nordic Walking and chronic low back pain: design of a randomized clinical trial

    Directory of Open Access Journals (Sweden)

    Hartvigsen Jan

    2006-10-01

    Full Text Available Abstract Background Low Back Pain is a major public health problem all over the western world. Active approaches including exercise in the treatment of low back pain results in better outcomes for patients, but it is not known exactly which types of back exercises are most beneficial or whether general physical activity provide similar benefits. Nordic Walking is a popular and fast growing type of exercise in Northern Europe. Initial studies have demonstrated that persons performing Nordic Walking are able to exercise longer and harder compared to normal walking thereby increasing their cardiovascular metabolism. Until now no studies have been performed to investigate whether Nordic Walking has beneficial effects in relation to low back pain. The primary aim of this study is to investigate whether supervised Nordic Walking can reduce pain and improve function in a population of chronic low back pain patients when compared to unsupervised Nordic Walking and advice to stay active. In addition we investigate whether there is an increase in the cardiovascular metabolism in persons performing supervised Nordic Walking compared to persons who are advised to stay active. Finally, we investigate whether there is a difference in compliance between persons receiving supervised Nordic Walking and persons doing unsupervised Nordic Walking. Methods One hundred and fifty patients with low back pain for at least eight weeks and referred to a specialized secondary sector outpatient back pain clinic are included in the study. After completion of the standard back centre treatment patients are randomized into one of three groups: A Nordic Walking twice a week for eight weeks under supervision of a specially trained instructor; B Unsupervised Nordic Walking for eight weeks after one training session with an instructor; C A one hour motivational talk including advice to stay active. Outcome measures are pain, function, overall health, cardiovascular ability and

  9. Return Probability of the Open Quantum Random Walk with Time-Dependence

    Institute of Scientific and Technical Information of China (English)

    Clement Ampadu

    2013-01-01

    We study the open quantum random walk (OQRW) with time-dependence on the one-dimensional lattice space and obtain the associated limit distribution.As an application we study the return probability of the OQRW.We also ask,"What is the average time for the return probability of the OQRW?"

  10. Elliptic random-walk equation for suspension and tracer transport in porous media

    DEFF Research Database (Denmark)

    Shapiro, Alexander; Bedrikovetsky, P. G.

    2008-01-01

    We propose a new approach to transport of the suspensions and tracers in porous media. The approach is based on a modified version of the continuous time random walk (CTRW) theory. In the framework of this theory we derive an elliptic transport equation. The new equation contains the time...

  11. Using random walk models to simulate the vertical distribution of particles in a turbulent water column

    DEFF Research Database (Denmark)

    Visser, Andre

    1997-01-01

    Random walk simulation has the potential to be an extremely powerful tool in the investigation of turbulence in environmental processes. However, care must be taken in applying such simulations to the motion of particles in turbulent marine systems where turbulent diffusivity is commonly spatially...

  12. A random-walk model for pore pressure accumulation in marine soils

    DEFF Research Database (Denmark)

    Sumer, B. Mutlu; Cheng, Niang-Sheng

    1999-01-01

    A numerical random-walk model has been developed for the pore-water pressure. The model is based on the analogy between the variation of the pore pressure and the diffusion process of any passive quantity such as concentration. The pore pressure in the former process is analogous...

  13. Functional equation for the crossover in the model of one-dimensional Weierstrass random walks

    Science.gov (United States)

    Rudoi, Yu. G.; Kotel'nikova, O. A.

    2016-12-01

    We consider the problem of one-dimensional symmetric diffusion in the framework of Markov random walks of the Weierstrass type using two-parameter scaling for the transition probability. We construct a solution for the characteristic Lyapunov function as a sum of regular (homogeneous) and singular (nonhomogeneous) solutions and find the conditions for the crossover from normal to anomalous diffusion.

  14. Bounding the Edge Cover Time of Random Walks on Graphs

    Science.gov (United States)

    2011-07-21

    34. The Annals of Probability, Vol 16, No. 1, pp. 189-199, 1988. [21] Niels Erik N6rlund. Vorlesungen Uber Diffcrcnzenrechnung. New York, Chelsea, 1954...16, No. 1, pp. 189-199, 1988. [21] Niels Erik N6rlund. Voriesungen Uber Differenzenrcchnung. New York, Chelsea, 1954. [22] Prasad Tetali. "Random

  15. EQUIVALENT CONDITIONS OF LOCAL ASYMPTOTICS FOR THE OVERSHOOT OF A RANDOM WALK WITH HEAVY-TAILED INCREMENTS

    Institute of Scientific and Technical Information of China (English)

    Wang Kaiyong; Wang Yuebao; Yin Chuancun

    2011-01-01

    This article gives the equivalent conditions of the local asymptotics for the overshoot of a random walk with heavy-tailed increments, from which we find that the above asymptotics are different from the local asymptoties for the supremum of the random walk. To do this, the article first extends and improves some existing results about the solutions of renewal equations.

  16. Random walks in weighted networks with a perfect trap: an application of Laplacian spectra.

    Science.gov (United States)

    Lin, Yuan; Zhang, Zhongzhi

    2013-06-01

    Trapping processes constitute a primary problem of random walks, which characterize various other dynamical processes taking place on networks. Most previous works focused on the case of binary networks, while there is much less related research about weighted networks. In this paper, we propose a general framework for the trapping problem on a weighted network with a perfect trap fixed at an arbitrary node. By utilizing the spectral graph theory, we provide an exact formula for mean first-passage time (MFPT) from one node to another, based on which we deduce an explicit expression for average trapping time (ATT) in terms of the eigenvalues and eigenvectors of the Laplacian matrix associated with the weighted graph, where ATT is the average of MFPTs to the trap over all source nodes. We then further derive a sharp lower bound for the ATT in terms of only the local information of the trap node, which can be obtained in some graphs. Moreover, we deduce the ATT when the trap is distributed uniformly in the whole network. Our results show that network weights play a significant role in the trapping process. To apply our framework, we use the obtained formulas to study random walks on two specific networks: trapping in weighted uncorrelated networks with a deep trap, the weights of which are characterized by a parameter, and Lévy random walks in a connected binary network with a trap distributed uniformly, which can be looked on as random walks on a weighted network. For weighted uncorrelated networks we show that the ATT to any target node depends on the weight parameter, that is, the ATT to any node can change drastically by modifying the parameter, a phenomenon that is in contrast to that for trapping in binary networks. For Lévy random walks in any connected network, by using their equivalence to random walks on a weighted complete network, we obtain the optimal exponent characterizing Lévy random walks, which have the minimal average of ATTs taken over all

  17. Do walking strategies to increase physical activity reduce reported sitting in workplaces: a randomized control trial

    Directory of Open Access Journals (Sweden)

    Burton Nicola W

    2009-07-01

    Full Text Available Abstract Background Interventions designed to increase workplace physical activity may not automatically reduce high volumes of sitting, a behaviour independently linked to chronic diseases such as obesity and type II diabetes. This study compared the impact two different walking strategies had on step counts and reported sitting times. Methods Participants were white-collar university employees (n = 179; age 41.3 ± 10.1 years; 141 women, who volunteered and undertook a standardised ten-week intervention at three sites. Pre-intervention step counts (Yamax SW-200 and self-reported sitting times were measured over five consecutive workdays. Using pre-intervention step counts, employees at each site were randomly allocated to a control group (n = 60; maintain normal behaviour, a route-based walking group (n = 60; at least 10 minutes sustained walking each workday or an incidental walking group (n = 59; walking in workday tasks. Workday step counts and reported sitting times were re-assessed at the beginning, mid- and endpoint of intervention and group mean± SD steps/day and reported sitting times for pre-intervention and intervention measurement points compared using a mixed factorial ANOVA; paired sample-t-tests were used for follow-up, simple effect analyses. Results A significant interactive effect (F = 3.5; p t = 3.9, p t = 2.5, p Conclusion Compared to controls, both route and incidental walking increased physical activity in white-collar employees. Our data suggests that workplace walking, particularly through incidental movement, also has the potential to decrease employee sitting times, but there is a need for on-going research using concurrent and objective measures of sitting, standing and walking.

  18. Growth of Preferential Attachment Random Graphs Via Continuous-Time Branching Processes

    Indian Academy of Sciences (India)

    Krishna B Athreya; Arka P Ghosh; Sunder Sethuraman

    2008-08-01

    Some growth asymptotics of a version of `preferential attachment’ random graphs are studied through an embedding into a continuous-time branching scheme. These results complement and extend previous work in the literature.

  19. Test of Random Walk Behavior in Karachi Stock Exchange

    Directory of Open Access Journals (Sweden)

    Muhammad Mudassar

    2013-05-01

    Full Text Available Study was carried out to check the random behavior of the Karachi Stock Exchange (KSE 100 Index during the period of past three financial years to know whether investors could generate abnormal profits during the period or otherwise. Tests used were Runs Test, ADF Test, PP Test and Autocorrelation Function Test. During the study it was found that the performance of KSE 100 Index remained in weak form of inefficiency and investors have been able to generate excessive returns on their investment most of the times.

  20. Deterministic walks in quenched random environments of chaotic maps

    Energy Technology Data Exchange (ETDEWEB)

    Simula, Tapio [Mathematical Physics Laboratory, Department of Physics, Okayama University, Okayama 700-8530 (Japan); Stenlund, Mikko [Courant Institute of Mathematical Sciences, New York, NY 10012 (United States)], E-mail: mikko@cims.nyu.edu

    2009-06-19

    This paper concerns the propagation of particles through a quenched random medium. In the one- and two-dimensional models considered, the local dynamics is given by expanding circle maps and hyperbolic toral automorphisms, respectively. The particle motion in both models is chaotic and found to fluctuate about a linear drift. In the proper scaling limit, the cumulative distribution function of the fluctuations converges to a Gaussian one with system-dependent variance while the density function shows no convergence to any function. We have verified our analytical results using extreme precision numerical computations.

  1. δ-exceedance records and random adaptive walks

    Science.gov (United States)

    Park, Su-Chan; Krug, Joachim

    2016-08-01

    We study a modified record process where the kth record in a series of independent and identically distributed random variables is defined recursively through the condition {Y}k\\gt {Y}k-1-{δ }k-1 with a deterministic sequence {δ }k\\gt 0 called the handicap. For constant {δ }k\\equiv δ and exponentially distributed random variables it has been shown in previous work that the process displays a phase transition as a function of δ between a normal phase where the mean record value increases indefinitely and a stationary phase where the mean record value remains bounded and a finite fraction of all entries are records (Park et al 2015 Phys. Rev. E 91 042707). Here we explore the behavior for general probability distributions and decreasing and increasing sequences {δ }k, focusing in particular on the case when {δ }k matches the typical spacing between subsequent records in the underlying simple record process without handicap. We find that a continuous phase transition occurs only in the exponential case, but a novel kind of first order transition emerges when {δ }k is increasing. The problem is partly motivated by the dynamics of evolutionary adaptation in biological fitness landscapes, where {δ }k corresponds to the change of the deterministic fitness component after k mutational steps. The results for the record process are used to compute the mean number of steps that a population performs in such a landscape before being trapped at a local fitness maximum.

  2. A random walk on water (Henry Darcy Medal Lecture)

    Science.gov (United States)

    Koutsoyiannis, D.

    2009-04-01

    Randomness and uncertainty had been well appreciated in hydrology and water resources engineering in their initial steps as scientific disciplines. However, this changed through the years and, following other geosciences, hydrology adopted a naïve view of randomness in natural processes. Such a view separates natural phenomena into two mutually exclusive types, random or stochastic, and deterministic. When a classification of a specific process into one of these two types fails, then a separation of the process into two different, usually additive, parts is typically devised, each of which may be further subdivided into subparts (e.g., deterministic subparts such as periodic and aperiodic or trends). This dichotomous logic is typically combined with a manichean perception, in which the deterministic part supposedly represents cause-effect relationships and thus is physics and science (the "good"), whereas randomness has little relationship with science and no relationship with understanding (the "evil"). Probability theory and statistics, which traditionally provided the tools for dealing with randomness and uncertainty, have been regarded by some as the "necessary evil" but not as an essential part of hydrology and geophysics. Some took a step further to banish them from hydrology, replacing them with deterministic sensitivity analysis and fuzzy-logic representations. Others attempted to demonstrate that irregular fluctuations observed in natural processes are au fond manifestations of underlying chaotic deterministic dynamics with low dimensionality, thus attempting to render probabilistic descriptions unnecessary. Some of the above recent developments are simply flawed because they make erroneous use of probability and statistics (which, remarkably, provide the tools for such analyses), whereas the entire underlying logic is just a false dichotomy. To see this, it suffices to recall that Pierre Simon Laplace, perhaps the most famous proponent of determinism in

  3. Interval-walking training for the treatment of type 2 diabetes: a randomized, controlled trial

    DEFF Research Database (Denmark)

    Karstoft, Kristian; Winding, Kamilla; Knudsen, Sine H.;

    Formål: To evaluate the feasibility of free-living walking training in type 2 diabetes patients, and to investigate the effects of interval-walking training (IWT) versus continuous-walking training (CWT) upon self reported health, physical fitness, body composition and glycemic control. Metoder......: Subjects with type 2 diabetes were randomized to a control (n = 8), CWT (n = 12), or IWT group (n = 12). Training groups were prescribed five sessions per week (60 min/session) and were controlled with an accelerometer and a heart-rate monitor. CWT performed all training at moderate intensity, whereas IWT.......05) and maximum (Ptype 2 diabetes patients. CWT offsets the deterioration in glycemia seen in the control group, and IWT is superior to energy...

  4. Integrated photonic 3D waveguide arrays for quantum random walks on a circle

    CERN Document Server

    Linjordet, Trond

    2010-01-01

    Quantum random walks (QRWs) can be used to perform both quantum simulations and quantum algorithms. In order to exploit this potential, quantum walks on different types of graphs must be physically implemented. To this end this we design, model and experimentally fabricate, using the femtosecond laser direct-write technique, a 3D tubular waveguide array within glass to implement a photonic quantum walk on a circle. The boundary conditions of a QRW on a circle naturally suggests a 3D waveguide implementation - allowing much simpler device design than what could be achieved using a 2D waveguide architecture. We show that, in some cases, three-dimensional photonic circuits can be more suited to the simulation of complex quantum phenomena.

  5. A Directed Continuous Time Random Walk Model with Jump Length Depending on Waiting Time

    Directory of Open Access Journals (Sweden)

    Long Shi

    2014-01-01

    Full Text Available In continuum one-dimensional space, a coupled directed continuous time random walk model is proposed, where the random walker jumps toward one direction and the waiting time between jumps affects the subsequent jump. In the proposed model, the Laplace-Laplace transform of the probability density function P(x,t of finding the walker at position x at time t is completely determined by the Laplace transform of the probability density function φ(t of the waiting time. In terms of the probability density function of the waiting time in the Laplace domain, the limit distribution of the random process and the corresponding evolving equations are derived.

  6. Random walks across the sea: the origin of rogue waves?

    CERN Document Server

    Birkholz, Simon; Veselić, Ivan; Demircan, Ayhan; Steinmeyer, Günter

    2015-01-01

    Ocean rogue waves are large and suddenly appearing surface gravity waves, which may cause severe damage to ships and other maritime structures. Despite years of research, the exact origin of rogue waves is still disputed. Linear interference of waves with random phase has often been cited as one possible explanation, but apparently does not satisfactorily explain the probability of extreme events in the ocean. Other explanations therefore suggested a decisive role of a nonlinearity in the system. Here we show that linear interference of a finite and variable number of waves may very well explain the heavy tail in the wave height distribution. Our model can explain all prototypical ocean rogue waves reported so far, including the "three sisters" as well as rogue holes. We further suggest nonlinear time series analysis for estimation of the characteristic number of interfering waves for a given sea state. If ocean dynamics is ruled by interference of less than ten waves, rogue waves cannot appear as a matter of...

  7. Limit distributions of random walks on stochastic matrices

    Indian Academy of Sciences (India)

    Santanu Chakraborty; Arunava Mukherjea

    2014-11-01

    Problems similar to Ann. Prob. 22 (1994) 424–430 and J. Appl. Prob. 23 (1986) 1019–1024 are considered here. The limit distribution of the sequence $X_{n}X_{n−1}\\ldots X_{1}$, where $(X_{n})_{n≥ 1}$ is a sequence of i.i.d. 2 × 2 stochastic matrices with each $X_{n}$ distributed as , is identified here in a number of discrete situations. A general method is presented and it covers the cases when the random components $C_{n}$ and $D_{n}$ (not necessarily independent), $(C_{n}, D_{n})$ being the first column of $X_{n}$, have the same (or different) Bernoulli distributions. Thus $(C_{n}, D_{n})$ is valued in $\\{0, r\\}^{2}$, where is a positive real number. If for a given positive real , with $0 < r ≤ \\frac{1}{2}$, $r^{-1}C_{n}$ and $r^{-1}D_{n}$ are each Bernoulli with parameters $p_{1}$ and $p_{2}$ respectively, $0 < p_{1}$, $p_{2} < 1$ (which means $C_{n}\\sim p_{1}_{\\{r\\}} + (1 - p_{1})_{\\{0\\}}$ and $D_{n} \\sim p_{2}_{\\{r\\}} + (1 - p_{2})_{\\{0\\}}$), then it is well known that the weak limit of the sequence $^{n}$ exists whose support is contained in the set of all 2 × 2 rank one stochastic matrices. We show that $S()$, the support of , consists of the end points of a countable number of disjoint open intervals and we have calculated the -measure of each such point. To the best of our knowledge, these results are new.

  8. Central limit theorem for biased random walk on multi-type Galton-Watson trees

    CERN Document Server

    Dembo, Amir

    2010-01-01

    Let T be a rooted multi-type Galton-Watson (MGW) tree of finitely many types with at least one offspring at each vertex, and an offspring distribution with exponential tails. The lambda-biased random walk (X_t, t>=0) on T is the nearest-neighbor random walk which, when at a vertex v with d(v) offspring, moves closer to the root with probability lambda/(lambda+d(v)), and to each of the offspring with probability 1/(lambda+d(v)). This walk is recurrent for lambda >= rho and transient for 0 <= lambda < rho, with rho the Perron-Frobenius eigenvalue for the (assumed) irreducible matrix of expected offspring numbers. We prove the following quenched CLT for the critical value lambda = rho: for almost every T, the process |X_{floor(nt)}|/sqrt{n} converges in law as n tends to infinity to a deterministic positive multiple of a reflected Brownian motion. Following the approach of Peres and Zeitouni (2008) for Galton-Watson trees, our proof is based on a new explicit description of a reversing measure for the walk...

  9. Random and Directed Walk-Based Top-  Queries in Wireless Sensor Networks

    Directory of Open Access Journals (Sweden)

    Jun-Song Fu

    2015-05-01

    Full Text Available In wireless sensor networks, filter-based top-  query approaches are the state-of-the-art solutions and have been extensively researched in the literature, however, they are very sensitive to the network parameters, including the size of the network, dynamics of the sensors’ readings and declines in the overall range of all the readings. In this work, a random walk-based top-  query approach called RWTQ and a directed walk-based top-  query approach called DWTQ are proposed. At the beginning of a top-  query, one or several tokens are sent to the specific node(s in the network by the base station. Then, each token walks in the network independently to record and process the readings in a random or directed way. A strategy of choosing the “right” way in DWTQ is carefully designed for the token(s to arrive at the high-value regions as soon as possible. When designing the walking strategy for DWTQ, the spatial correlations of the readings are also considered. Theoretical analysis and simulation results indicate that RWTQ and DWTQ both are very robust against these parameters discussed previously. In addition, DWTQ outperforms TAG, FILA and EXTOK in transmission cost, energy consumption and network lifetime.

  10. A partially reflecting random walk on spheres algorithm for electrical impedance tomography

    Science.gov (United States)

    Maire, Sylvain; Simon, Martin

    2015-12-01

    In this work, we develop a probabilistic estimator for the voltage-to-current map arising in electrical impedance tomography. This novel so-called partially reflecting random walk on spheres estimator enables Monte Carlo methods to compute the voltage-to-current map in an embarrassingly parallel manner, which is an important issue with regard to the corresponding inverse problem. Our method uses the well-known random walk on spheres algorithm inside subdomains where the diffusion coefficient is constant and employs replacement techniques motivated by finite difference discretization to deal with both mixed boundary conditions and interface transmission conditions. We analyze the global bias and the variance of the new estimator both theoretically and experimentally. Subsequently, the variance of the new estimator is considerably reduced via a novel control variate conditional sampling technique which yields a highly efficient hybrid forward solver coupling probabilistic and deterministic algorithms.

  11. Elephant random walks and their connection to Pólya-type urns

    Science.gov (United States)

    Baur, Erich; Bertoin, Jean

    2016-11-01

    In this paper, we explain the connection between the elephant random walk (ERW) and an urn model à la Pólya and derive functional limit theorems for the former. The ERW model was introduced in [Phys. Rev. E 70, 045101 (2004), 10.1103/PhysRevE.70.045101] to study memory effects in a highly non-Markovian setting. More specifically, the ERW is a one-dimensional discrete-time random walk with a complete memory of its past. The influence of the memory is measured in terms of a memory parameter p between zero and one. In the past years, a considerable effort has been undertaken to understand the large-scale behavior of the ERW, depending on the choice of p . Here, we use known results on urns to explicitly solve the ERW in all memory regimes. The method works as well for ERWs in higher dimensions and is widely applicable to related models.

  12. Exponential moments of self-intersection local times of stable random walks in subcritical dimensions

    CERN Document Server

    Castell, Fabienne; Mélot, Clothilde

    2012-01-01

    Let $(X_t, t \\geq 0)$ be an $\\alpha$-stable random walk with values in $\\Z^d$. Let $l_t(x) = \\int_0^t \\delta_x(X_s) ds$ be its local time. For $p>1$, not necessarily integer, $I_t = \\sum_x l_t^p(x)$ is the so-called $p$-fold self- intersection local time of the random walk. When $p(d -\\alpha) < d$, we derive precise logarithmic asymptotics of the probability $P(I_t \\geq r_t)$ for all scales $r_t \\gg \\E(I_t)$. Our result extends previous works by Chen, Li and Rosen 2005, Becker and K\\"onig 2010, and Laurent 2012.

  13. Stationary Probability and First-Passage Time of Biased Random Walk

    Science.gov (United States)

    Li, Jing-Wen; Tang, Shen-Li; Xu, Xin-Ping

    2016-09-01

    In this paper, we consider the stationary probability and first-passage time of biased random walk on 1D chain, where at each step the walker moves to the left and right with probabilities p and q respectively (0 ⩽ p, q ⩽ 1, p + q = 1). We derive exact analytical results for the stationary probability and first-passage time as a function of p and q for the first time. Our results suggest that the first-passage time shows a double power-law F ˜ (N - 1)γ, where the exponent γ = 2 for N |p - q|-1. Our study sheds useful insights into the biased random-walk process. Supported by the National Natural Science Foundation of China under Grant No. 11205110, Shanghai Key Laboratory of Intelligent Information Processing (IIPL-2011-009), and Innovative Training Program for College Students under Grant No. 2015xj070

  14. Observing random walks of atoms in buffer gas through resonant light absorption

    CERN Document Server

    Aoki, Kenichiro

    2016-01-01

    Using resonant light absorption, random walk motions of rubidium atoms in nitrogen buffer gas are observed directly. The transmitted light intensity through atomic vapor is measured and its spectrum is obtained, down to orders of magnitude below the shot noise level to detect fluctuations caused by atomic motions. To understand the measured spectra, the spectrum for atoms performing random walks in a gaussian light beam is computed and its analytical form is obtained. The spectrum has $1/f^2$ ($f$: frequency) behavior at higher frequencies, crossing over to a different, but well defined behavior at lower frequencies. The properties of this theoretical spectrum agree excellently with the measured spectrum. This understanding also enables us to obtain the diffusion constant, the photon cross section of atoms in buffer gas and the atomic number density, from a single spectral measurement. We further discuss other possible applications of our experimental method and analysis.

  15. Lagging/Leading Coupled Continuous Time Random Walks, Renewal Times and their Joint Limits

    CERN Document Server

    Straka, Peter

    2010-01-01

    Subordinating a random walk to a renewal process yields a continuous time random walk (CTRW) model for diffusion, including the possibility of anomalous diffusion. Transition densities of scaling limits of power law CTRWs have been shown to solve fractional Fokker-Planck equations. We consider limits of sequences of CTRWs which arise when both waiting times and jumps are taken from an infinitesimal triangular array. We identify two different limit processes $X_t$ and $Y_t$ when waiting times precede or follow jumps, respectively. In the limiting procedure, we keep track of the renewal times of the CTRWs and hence find two more limit processes. Finally, we calculate the joint law of all four limit processes evaluated at a fixed time $t$.

  16. The continuous time random walk, still trendy: fifty-year history, state of art and outlook

    Science.gov (United States)

    Kutner, Ryszard; Masoliver, Jaume

    2017-03-01

    In this article we demonstrate the very inspiring role of the continuous-time random walk (CTRW) formalism, the numerous modifications permitted by its flexibility, its various applications, and the promising perspectives in the various fields of knowledge. A short review of significant achievements and possibilities is given. However, this review is still far from completeness. We focused on a pivotal role of CTRWs mainly in anomalous stochastic processes discovered in physics and beyond. This article plays the role of an extended announcement of the Eur. Phys. J. B Special Issue [http://epjb.epj.org/open-calls-for-papers/123-epj-b/1090-ctrw-50-years-on">http://epjb.epj.org/open-calls-for-papers/123-epj-b/1090-ctrw-50-years-on] containing articles which show incredible possibilities of the CTRWs. Contribution to the Topical Issue "Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.

  17. On Origin of Power-Law Distributions in Self-Organized Criticality from Random Walk Treatment

    Institute of Scientific and Technical Information of China (English)

    CHANG Zhe; CAO Xiao-Feng; GUAN Cheng-Bo; DENG Zong-Wei; HUANG Chao-Guang; YANG Chun-Bin; LI Xin

    2008-01-01

    The origin of power-law distributions in self-organized criticality is investigated by treating the variation of the number of active sites in the system as a stochastic process. An avalanche is then regarded as a first-return random walk process in a one-dimensional lattice. We assume that the variation of the number of active sites has three possibilities in each update: to increase by 1 with probability fl, to decrease by 1 with probability f2, or remain unchanged with probability 1-f1-f2. This mimics the dynamics in the system. Power-law distributions of the lifetime are found when the random walk is unbiased with equal probability to move in opposite directions. This shows that power-law distributions in self-organized criticality may be caused by the balance of competitive interactions.

  18. Continuous Time Random Walks for Non-Local Radial Solute Transport

    CERN Document Server

    Dentz, Marco; Borgne, Tanguy le

    2016-01-01

    This paper derives and analyzes continuous time random walk (CTRW) models in radial flow geometries for the quantification of non-local solute transport induced by heterogeneous flow distributions and by mobile-immobile mass transfer processes. To this end we derive a general CTRW framework in radial coordinates starting from the random walk equations for radial particle positions and times. The particle density, or solute concentration is governed by a non-local radial advection-dispersion equation (ADE). Unlike in CTRWs for uniform flow scenarios, particle transition times here depend on the radial particle position, which renders the CTRW non-stationary. As a consequence, the memory kernel characterizing the non-local ADE, is radially dependent. Based on this general formulation, we derive radial CTRW implementations that (i) emulate non-local radial transport due to heterogeneous advection, (ii) model multirate mass transfer (MRMT) between mobile and immobile continua, and (iii) quantify both heterogeneou...

  19. Development and application of a random walk model of atmospheric diffusion in the emergency response of nuclear accidents

    Institute of Scientific and Technical Information of China (English)

    CHI Bing; LI Hong; FANG Dong

    2007-01-01

    Plume concentration prediction is one of the main contents of radioactive consequence assessment for early emergency response to nuclear accidents. Random characteristics of atmospheric diffusion itself was described, a random walk model of atmospheric diffusion (Random Walk) was introduced and compared with the Lagrangian puff model (RIMPUFF) in the nuclear emergency decision support system (RODOS) developed by the European Community for verification. The results show the concentrations calculated by the two models are quite close except that the plume area calculated by Random Walk is a little smaller than that by RIMPUFF. The random walk model for atmospheric diffusion can simulate the atmospheric diffusion in case of nuclear accidents, and provide more actual information for early emergency and consequence assessment as one of the atmospheric diffusion module of the nuclear emergency decision support system.

  20. α-TRANSIENCE AND α-RECURRENCE FOR RANDOM WALKS AND L(E)VY PROCESSES

    Institute of Scientific and Technical Information of China (English)

    ZHANG HUIZENG; ZHAO MINZHI; YING JIANGANG

    2005-01-01

    The authors investigate the α-transience and α-recurrence for random walks and Levy processes by means of the associated moment generating function, give a dichotomy theorem for not one-sided processes and prove that the process X is quasisymmetric if and only if X is not α-recurrent for all α< 0 which gives a probabilistic explanation of quasi-symmetry, a concept originated from C. J. Stone.

  1. Step-Step Random Walk Network with Power-Law Clique-Degree Distribution

    Institute of Scientific and Technical Information of China (English)

    YANG Han-Xin; WANG Bing-Hong; LIU Jian-Guo; HAN Xiao-Pu; ZHOU Tao

    2008-01-01

    We propose a simple mechanism for generating scale-free networks with degree exponent γ=3, where the new node is connected to the existing nodes by step-by-step random walk. It is found that the clique-degree distribution based on our model obeys a power-law form, which is in agreement with the recently empirical evidences. In addition, our model displays the small-world effect and the hierarchical structure.

  2. Forecasting Performance of Random Walk with Drift and Feed Forward Neural Network Models

    Directory of Open Access Journals (Sweden)

    Augustine D. Pwasong

    2015-08-01

    Full Text Available In this study, linear and nonlinear methods were used to model forecasting performances on the daily crude oil production data of the Nigerian National Petroleum Corporation (NNPC. The linear model considered here is the random walk with drift, while the nonlinear model is the feed forward neural network model. The results indicate that nonlinear methods have better forecasting performance greater than linear methods based on the mean error square sense. The root mean square error (RMSE and the mean absolute error (MAE were applied to ascertain the assertion that nonlinear methods have better forecasting performance greater than linear methods. Autocorrelation functions emerging from the increment series, that is, log difference series and difference series of the daily crude oil production data of the NNPC indicates significant autocorrelations. As a result of the foregoing assertion we deduced that the daily crude oil production series of the NNPC is not firmly a random walk process. However, the original daily crude oil production series of the NNPC was considered to be a random walk with drift when we are not trying to forecast immediate values. The analysis for this study was simulated using MATLAB software, version 8.03

  3. Distributed clone detection in static wireless sensor networks: random walk with network division.

    Directory of Open Access Journals (Sweden)

    Wazir Zada Khan

    Full Text Available Wireless Sensor Networks (WSNs are vulnerable to clone attacks or node replication attacks as they are deployed in hostile and unattended environments where they are deprived of physical protection, lacking physical tamper-resistance of sensor nodes. As a result, an adversary can easily capture and compromise sensor nodes and after replicating them, he inserts arbitrary number of clones/replicas into the network. If these clones are not efficiently detected, an adversary can be further capable to mount a wide variety of internal attacks which can emasculate the various protocols and sensor applications. Several solutions have been proposed in the literature to address the crucial problem of clone detection, which are not satisfactory as they suffer from some serious drawbacks. In this paper we propose a novel distributed solution called Random Walk with Network Division (RWND for the detection of node replication attack in static WSNs which is based on claimer-reporter-witness framework and combines a simple random walk with network division. RWND detects clone(s by following a claimer-reporter-witness framework and a random walk is employed within each area for the selection of witness nodes. Splitting the network into levels and areas makes clone detection more efficient and the high security of witness nodes is ensured with moderate communication and memory overheads. Our simulation results show that RWND outperforms the existing witness node based strategies with moderate communication and memory overheads.

  4. Large deviations for self-intersection local times of stable random walks

    CERN Document Server

    Laurent, Clément

    2010-01-01

    Let $(X_t,t\\geq 0)$ be a random walk on $\\mathbb{Z}^d$. Let $ l_T(x)= \\int_0^T \\delta_x(X_s)ds$ the local time at the state $x$ and $ I_T= \\sum\\limits_{x\\in\\mathbb{Z}^d} l_T(x)^q $ the q-fold self-intersection local time (SILT). In \\cite{Castell} Castell proves a large deviations principle for the SILT of the simple random walk in the critical case $q(d-2)=d$. In the supercritical case $q(d-2)>d$, Chen and M\\"orters obtain in \\cite{ChenMorters} a large deviations principle for the intersection of $q$ independent random walks, and Asselah obtains in \\cite{Asselah5} a large deviations principle for the SILT with $q=2$. We extend these results to an $\\alpha$-stable process (i.e. $\\alpha\\in]0,2]$) in the case where $q(d-\\alpha)\\geq d$.

  5. Empirical scaling of the length of the longest increasing subsequences of random walks

    Science.gov (United States)

    Mendonça, J. Ricardo G.

    2017-02-01

    We provide Monte Carlo estimates of the scaling of the length L n of the longest increasing subsequences of n-step random walks for several different distributions of step lengths, short and heavy-tailed. Our simulations indicate that, barring possible logarithmic corrections, {{L}n}∼ {{n}θ} with the leading scaling exponent 0.60≲ θ ≲ 0.69 for the heavy-tailed distributions of step lengths examined, with values increasing as the distribution becomes more heavy-tailed, and θ ≃ 0.57 for distributions of finite variance, irrespective of the particular distribution. The results are consistent with existing rigorous bounds for θ, although in a somewhat surprising manner. For random walks with step lengths of finite variance, we conjecture that the correct asymptotic behavior of L n is given by \\sqrt{n}\\ln n , and also propose the form for the subleading asymptotics. The distribution of L n was found to follow a simple scaling form with scaling functions that vary with θ. Accordingly, when the step lengths are of finite variance they seem to be universal. The nature of this scaling remains unclear, since we lack a working model, microscopic or hydrodynamic, for the behavior of the length of the longest increasing subsequences of random walks.

  6. The adaptive dynamic community detection algorithm based on the non-homogeneous random walking

    Science.gov (United States)

    Xin, Yu; Xie, Zhi-Qiang; Yang, Jing

    2016-05-01

    With the changing of the habit and custom, people's social activity tends to be changeable. It is required to have a community evolution analyzing method to mine the dynamic information in social network. For that, we design the random walking possibility function and the topology gain function to calculate the global influence matrix of the nodes. By the analysis of the global influence matrix, the clustering directions of the nodes can be obtained, thus the NRW (Non-Homogeneous Random Walk) method for detecting the static overlapping communities can be established. We design the ANRW (Adaptive Non-Homogeneous Random Walk) method via adapting the nodes impacted by the dynamic events based on the NRW. The ANRW combines the local community detection with dynamic adaptive adjustment to decrease the computational cost for ANRW. Furthermore, the ANRW treats the node as the calculating unity, thus the running manner of the ANRW is suitable to the parallel computing, which could meet the requirement of large dataset mining. Finally, by the experiment analysis, the efficiency of ANRW on dynamic community detection is verified.

  7. Estimating mean first passage time of biased random walks with short relaxation time on complex networks.

    Directory of Open Access Journals (Sweden)

    Zhuo Qi Lee

    Full Text Available Biased random walk has been studied extensively over the past decade especially in the transport and communication networks communities. The mean first passage time (MFPT of a biased random walk is an important performance indicator in those domains. While the fundamental matrix approach gives precise solution to MFPT, the computation is expensive and the solution lacks interpretability. Other approaches based on the Mean Field Theory relate MFPT to the node degree alone. However, nodes with the same degree may have very different local weight distribution, which may result in vastly different MFPT. We derive an approximate bound to the MFPT of biased random walk with short relaxation time on complex network where the biases are controlled by arbitrarily assigned node weights. We show that the MFPT of a node in this general case is closely related to not only its node degree, but also its local weight distribution. The MFPTs obtained from computer simulations also agree with the new theoretical analysis. Our result enables fast estimation of MFPT, which is useful especially to differentiate between nodes that have very different local node weight distribution even though they share the same node degrees.

  8. Drug-target interaction prediction by random walk on the heterogeneous network.

    Science.gov (United States)

    Chen, Xing; Liu, Ming-Xi; Yan, Gui-Ying

    2012-07-01

    Predicting potential drug-target interactions from heterogeneous biological data is critical not only for better understanding of the various interactions and biological processes, but also for the development of novel drugs and the improvement of human medicines. In this paper, the method of Network-based Random Walk with Restart on the Heterogeneous network (NRWRH) is developed to predict potential drug-target interactions on a large scale under the hypothesis that similar drugs often target similar target proteins and the framework of Random Walk. Compared with traditional supervised or semi-supervised methods, NRWRH makes full use of the tool of the network for data integration to predict drug-target associations. It integrates three different networks (protein-protein similarity network, drug-drug similarity network, and known drug-target interaction networks) into a heterogeneous network by known drug-target interactions and implements the random walk on this heterogeneous network. When applied to four classes of important drug-target interactions including enzymes, ion channels, GPCRs and nuclear receptors, NRWRH significantly improves previous methods in terms of cross-validation and potential drug-target interaction prediction. Excellent performance enables us to suggest a number of new potential drug-target interactions for drug development.

  9. A Mixed-Methods Randomized Controlled Trial of Financial Incentives and Peer Networks to Promote Walking among Older Adults

    Science.gov (United States)

    Kullgren, Jeffrey T.; Harkins, Kristin A.; Bellamy, Scarlett L.; Gonzales, Amy; Tao, Yuanyuan; Zhu, Jingsan; Volpp, Kevin G.; Asch, David A.; Heisler, Michele; Karlawish, Jason

    2014-01-01

    Background: Financial incentives and peer networks could be delivered through eHealth technologies to encourage older adults to walk more. Methods: We conducted a 24-week randomized trial in which 92 older adults with a computer and Internet access received a pedometer, daily walking goals, and weekly feedback on goal achievement. Participants…

  10. Symmetry in stochasticity: Random walk models of large-scale structure

    Indian Academy of Sciences (India)

    Ravi K Sheth

    2011-07-01

    This paper describes the insights gained from the excursion set approach, in which various questions about the phenomenology of large-scale structure formation can be mapped to problems associated with the first crossing distribution of appropriately defined barriers by random walks. Much of this is summarized in R K Sheth, AIP Conf. Proc. 1132, 158 (2009). So only a summary is given here, and instead a few new excursion set related ideas and results which are not published elsewhere are presented. One is a generalization of the formation time distribution to the case in which formation corresponds to the time when half the mass was first assembled in pieces, each of which was at least 1/ times the final mass, and where ≥ 2; another is an analysis of the first crossing distribution of the Ornstein–Uhlenbeck process. The first derives from the mirror-image symmetry argument for random walks which Chandrasekhar described so elegantly in 1943; the second corrects a misuse of this argument. Finally, some discussion of the correlated steps and correlated walks assumptions associated with the excursion set approach, and the relation between these and peaks theory are also included. These are problems in which Chandra’s mirror-image symmetry is broken.

  11. Solvable continuous-time random walk model of the motion of tracer particles through porous media.

    Science.gov (United States)

    Fouxon, Itzhak; Holzner, Markus

    2016-08-01

    We consider the continuous-time random walk (CTRW) model of tracer motion in porous medium flows based on the experimentally determined distributions of pore velocity and pore size reported by Holzner et al. [M. Holzner et al., Phys. Rev. E 92, 013015 (2015)PLEEE81539-375510.1103/PhysRevE.92.013015]. The particle's passing through one channel is modeled as one step of the walk. The step (channel) length is random and the walker's velocity at consecutive steps of the walk is conserved with finite probability, mimicking that at the turning point there could be no abrupt change of velocity. We provide the Laplace transform of the characteristic function of the walker's position and reductions for different cases of independence of the CTRW's step duration τ, length l, and velocity v. We solve our model with independent l and v. The model incorporates different forms of the tail of the probability density of small velocities that vary with the model parameter α. Depending on that parameter, all types of anomalous diffusion can hold, from super- to subdiffusion. In a finite interval of α, ballistic behavior with logarithmic corrections holds, which was observed in a previously introduced CTRW model with independent l and τ. Universality of tracer diffusion in the porous medium is considered.

  12. Weak convergence of stochastic integrals driven by continuous-time random walks

    CERN Document Server

    Burr, Meredith N

    2011-01-01

    Brownian motion is a well-known model for normal diffusion, but not all physical phenomena behave according to a Brownian motion. Many phenomena exhibit irregular diffusive behavior, called anomalous diffusion. Examples of anomalous diffusion have been observed in physics, hydrology, biology, and finance, among many other fields. Continuous-time random walks (CTRWs), introduced by Montroll and Weiss, serve as models for anomalous diffusion. CTRWs generalize the usual random walk model by allowing random waiting times between successive random jumps. Under certain conditions on the jumps and waiting times, scaled CTRWs can be shown to converge in distribution to a limit process M(t) in the cadlag space D[0,infinity) with the Skorohod J_1 or M_1 topology. An interesting question is whether stochastic integrals driven by the scaled CTRWs X^n(t) converge in distribution to a stochastic integral driven by the CTRW limit process M(t). We prove weak convergence of the stochastic integrals driven by CTRWs for certain...

  13. A model for a correlated random walk based on the ordered extension of pseudopodia.

    Directory of Open Access Journals (Sweden)

    Peter J M Van Haastert

    Full Text Available Cell migration in the absence of external cues is well described by a correlated random walk. Most single cells move by extending protrusions called pseudopodia. To deduce how cells walk, we have analyzed the formation of pseudopodia by Dictyostelium cells. We have observed that the formation of pseudopodia is highly ordered with two types of pseudopodia: First, de novo formation of pseudopodia at random positions on the cell body, and therefore in random directions. Second, pseudopod splitting near the tip of the current pseudopod in alternating right/left directions, leading to a persistent zig-zag trajectory. Here we analyzed the probability frequency distributions of the angles between pseudopodia and used this information to design a stochastic model for cell movement. Monte Carlo simulations show that the critical elements are the ratio of persistent splitting pseudopodia relative to random de novo pseudopodia, the Left/Right alternation, the angle between pseudopodia and the variance of this angle. Experiments confirm predictions of the model, showing reduced persistence in mutants that are defective in pseudopod splitting and in mutants with an irregular cell surface.

  14. Interpolating between random walks and optimal transportation routes: Flow with multiple sources and targets

    Science.gov (United States)

    Guex, Guillaume

    2016-05-01

    In recent articles about graphs, different models proposed a formalism to find a type of path between two nodes, the source and the target, at crossroads between the shortest-path and the random-walk path. These models include a freely adjustable parameter, allowing to tune the behavior of the path toward randomized movements or direct routes. This article presents a natural generalization of these models, namely a model with multiple sources and targets. In this context, source nodes can be viewed as locations with a supply of a certain good (e.g. people, money, information) and target nodes as locations with a demand of the same good. An algorithm is constructed to display the flow of goods in the network between sources and targets. With again a freely adjustable parameter, this flow can be tuned to follow routes of minimum cost, thus displaying the flow in the context of the optimal transportation problem or, by contrast, a random flow, known to be similar to the electrical current flow if the random-walk is reversible. Moreover, a source-targetcoupling can be retrieved from this flow, offering an optimal assignment to the transportation problem. This algorithm is described in the first part of this article and then illustrated with case studies.

  15. A New Type of Limit Theorems for the One-Dimensional Quantum Random Walk

    CERN Document Server

    Konno, N

    2002-01-01

    In this paper we consider the one-dimensional quantum random walk X^{\\phi}_n at time n starting from initial qubit state \\phi determined by 2 \\times 2 unitary matrix U. We give a combinatorial expression for the characteristic function of X^{\\phi}_n. The expression clarifies the dependence of it on components of unitary matrix U and initial qubit state \\phi. As a consequence of the above results, we present a new type of limit theorems for the Hadamard walk. In contrast with the de Moivre-Laplace limit theorem, our symmetric case implies that X^{\\phi}_n/n \\Rightarrow Z^{\\phi} where Z^{\\phi} has a density 1 / \\pi (1-x^2) \\sqrt{1-2x^2} for x \\in (- \\sqrt{2}/2, \\sqrt{2}/2). Moreover we discuss some known simulation results based on our limit theorems.

  16. Excursions and local limit theorems for Bessel-like random walks

    CERN Document Server

    Alexander, Kenneth S

    2009-01-01

    We consider reflecting random walks on the nonnegative integers with drift of order 1/x at height x. We establish explicit asymptotics for various probabilities associated to such walks, including the distribution of the hitting time of 0 and first return time to 0, and the probability of being at a given height k at time n (uniformly in a large range of k.) In particular, for drift of form -\\delta/2x + o(1/x) with \\delta > -1, we show that the probability of a first return to 0 at time n is asymptotically n^{-c}\\phi(n), where c = (3+\\delta)/2 and \\phi is a slowly varying function given explicitly in terms of the o(1/x) terms.

  17. Unbinding of mutually avoiding random walks and two-dimensional quantum gravity

    Science.gov (United States)

    Carlon, Enrico; Baiesi, Marco

    2004-12-01

    We analyze the unbinding transition for a two-dimensional lattice polymer in which the constituent strands are mutually avoiding random walks. At low temperatures the strands are bound and form a single self-avoiding walk. We show that unbinding in this model is a strong first order transition. The entropic exponents associated with denaturated loops and end-segment distributions show sharp differences at the transition point and in the high temperature phase. Their values can be deduced from some exact arguments relying on a conformal mapping of copolymer networks into a fluctuating geometry, i.e., in the presence of quantum gravity. An excellent agreement between analytical and numerical estimates is observed for all cases analyzed.

  18. Powder Mixing Simulation Using Random Walk Model in Eco-material Preparation

    Institute of Scientific and Technical Information of China (English)

    ZHANG Ji-ru; HU Zai-liang; LIU Zu-de

    2004-01-01

    The eco-material composition is not well-distributed in preparation. The eco-material samples were taken for computer image analysis, and its particle numbers and appearance parameters were measured. Based on the mechanism of connective mixing and diffusion, the particles distribution was simulated by a computer using the random walk with Levy flight. The results show that the eco-material microstructure simulated by a computer has an idealized porous structure. The particles distribution has a cluster characteristic that changes with the different size and number of particles in Levy flight trajectory. Each cluster consists of a collection of clusters and shows a structure of self-similar cluster,hence presents a well-defined fractal property. The results obtained from SEM observation are in good agreement with the numerical simulations, and show that the convective mixing presents in the Levy flight walk.

  19. Quantitative characterisation of an engineering write-up using random walk analysis

    Directory of Open Access Journals (Sweden)

    Sunday A. Oke

    2008-02-01

    Full Text Available This contribution reports on the investigation of correlation properties in an English scientific text (engineering write-up by means of a random walk. Though the idea to use a random walk to characterise correlations is not new (it was used e.g. in the genome analysis and in the analysis of texts, a random walk approach to the analysis of an English scientific text is still far from being exploited in its full strength as demonstrated in this paper. A method of high-dimensional embedding is proposed. Case examples were drawn arbitrarily from four engineering write-ups (Ph.D. synopsis of three engineering departments in the Faculty of Technology, University of Ibadan, Nigeria. Thirteen additional analyses of non-engineering English texts were made and the results compared to the engineering English texts. Thus, a total of seventeen write-ups of eight Faculties and sixteen Departments of the University of Ibadan were considered. The characterising exponents which relate the average distance of random walkers away from a known starting position to the elapsed time steps were estimated for the seventeen cases according to the power law and in three different dimensional spaces. The average characteristic exponent obtained for the seventeen cases and over three different dimensional spaces studied was 1.42 to 2-decimal with a minimum and a maximum coefficient of determination (R2 of 0.9495 and 0.9994 respectively. This is found to be 284% of the average characterising exponent value (0.5, as supported by the literature for random walkers based on the pseudo-random number generator. The average characteristic exponent obtained for the four cases that were engineering-based and over the three different dimensional studied spaces was 1.41 to 2-decimal (closer by 99.3% to 1.42 with a minimum and a maximum coefficient of determination (R2 of 0.9507 and 0.9974 respectively. This is found to be 282% of the average characterising exponent value (0.5, as

  20. An Adaptive K-random Walks Method for Peer-to-Peer Networks

    Directory of Open Access Journals (Sweden)

    Mahdi Ghorbani

    2013-05-01

    Full Text Available Designing an intelligent search method in peer-to-peer networks will significantly affect efficiency of the network taking into account sending a search query to nodes which have more probably stored the desired object. Machine learning techniques such as learning automaton can be used as an appropriate tool for this purpose. This paper tries to present a search method based on the learning automaton for the peer-to-peer networks, in which each node is selected according to values stored in its memory for sending the search queries rather than being selected randomly. The probable values are stored in tables and they indicate history of the node in previous searches for finding the desired object. For evaluation, simulation is used to demonstrate that the proposed algorithm outperforms K-random walk method which randomly sends the search queries to the nodes.

  1. Lyapunov Exponents for Branching Processes in a Random Environment: The Effect of Information

    Science.gov (United States)

    Hautphenne, Sophie; Latouche, Guy

    2016-04-01

    We consider multitype branching processes evolving in a Markovian random environment. To determine whether or not the branching process becomes extinct almost surely is akin to computing the maximal Lyapunov exponent of a sequence of random matrices, which is a notoriously difficult problem. We define Markov chains associated to the branching process, and we construct bounds for the Lyapunov exponent. The bounds are obtained by adding or by removing information: to add information results in a lower bound, to remove information results in an upper bound, and we show that adding less information improves the lower bound. We give a few illustrative examples and we observe that the upper bound is generally more accurate than the lower bounds.

  2. Random walks with fractally correlated traps: Stretched exponential and power-law survival kinetics

    Science.gov (United States)

    Plyukhin, Dan; Plyukhin, Alex V.

    2016-10-01

    We consider the survival probability f (t ) of a random walk with a constant hopping rate w on a host lattice of fractal dimension d and spectral dimension ds≤2 , with spatially correlated traps. The traps form a sublattice with fractal dimension dawa which may be finite (imperfect traps) or infinite (perfect traps). Initial coordinates are chosen randomly at or within a fixed distance of a trap. For weakly absorbing traps (wa≪w ), we find that f (t ) can be closely approximated by a stretched exponential function over the initial stage of relaxation, with stretching exponent α =1 -(d -da) /dw , where dw is the random walk dimension of the host lattice. At the end of this initial stage there occurs a crossover to power-law kinetics f (t ) ˜t-α with the same exponent α as for the stretched exponential regime. For strong absorption wa≳w , including the limit of perfect traps wa→∞ , the stretched exponential regime is absent and the decay of f (t ) follows, after a short transient, the aforementioned power law for all times.

  3. A Continuous Time Random Walk Description of Monodisperse, Hard-Sphere Colloids below the Ordering Transition

    Science.gov (United States)

    Lechman, Jeremy; Pierce, Flint

    2012-02-01

    Diffusive transport is a ubiquitous process that is typically understood in terms of a classical random walk of non-interacting particles. Here we present the results for a model of hard-sphere colloids in a Newtonian incompressible solvent at various volume fractions below the ordering transition (˜50%). We numerically simulate the colloidal systems via Fast Lubrication Dynamics -- a Brownian Dynamics approach with corrected mean-field hydrodynamic interactions. Colloid-colloid interactions are also included so that we effectively solve a system of interacting Langevin equations. The results of the simulations are analyzed in terms of the diffusion coefficient as a function of time with the early and late time diffusion coefficients comparing well with experimental results. An interpretation of the full time dependent behavior of the diffusion coefficient and mean-squared displacement is given in terms of a continuous time random walk. Therefore, the deterministic, continuum diffusion equation which arises from the discrete, interacting random walkers is presented. Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000.

  4. Non-Markovian random walks and nonlinear reactions: Subdiffusion and propagating fronts

    Science.gov (United States)

    Fedotov, Sergei

    2010-01-01

    The main aim of the paper is to incorporate the nonlinear kinetic term into non-Markovian transport equations described by a continuous time random walk (CTRW) with nonexponential waiting time distributions. We consider three different CTRW models with reactions. We derive nonlinear Master equations for the mesoscopic density of reacting particles corresponding to CTRW with arbitrary jump and waiting time distributions. We apply these equations to the problem of front propagation in the reaction-transport systems with Kolmogorov-Petrovskii-Piskunov kinetics and anomalous diffusion. We have found an explicit expression for the speed of a propagating front in the case of subdiffusive transport.

  5. Localization on 4 sites for Vertex-reinforced random walks on $\\mathbb Z$

    CERN Document Server

    Basdevant, Anne-Laure; Singh, Arvind

    2012-01-01

    We characterize non-decreasing weight functions for which the associated one-dimensional vertex reinforced random walk (VRRW) localizes on 4 sites. A phase transition appears for weights of order $n\\log \\log n$: for weights growing faster than this rate, the VRRW localizes almost surely on at most 4 sites whereas for weights growing slower, the VRRW cannot localize on less than 5 sites. When $w$ is of order $n\\log \\log n$, the VRRW localizes almost surely on either 4 or 5 sites, both events happening with positive probability.

  6. Elliptic equation for random walks. Application to transport in microporous media

    DEFF Research Database (Denmark)

    Shapiro, Alexander

    2007-01-01

    We consider a process of random walks with arbitrary residence time distribution. We show that in many cases this process may not be described by the classical (Fick) parabolic diffusion equation, but an elliptic equation. An additional term proportional to the second time derivative takes...... into account the distribution of the residence times of molecules ill pores. The new elliptic diffusion equation is strictly derived by the operator approach. A criterion showing where the new equation should be applied instead of the standard diffusion equation is obtained. Boundary conditions are studied...

  7. Random walk in degree space and the time-dependent Watts-Strogatz model

    CERN Document Server

    Grande, H L Casa; Hase, M O

    2016-01-01

    In this work, we propose a scheme that provides an analytical estimate for the time-dependent degree distribution of some networks. This scheme maps the problem into a random walk in degree space, and then we choose the paths that are responsible for the dominant contributions. The method is illustrated on the dynamical versions of the Erd\\"os-R\\'enyi and Watts-Strogatz graphs, which were introduced as static models in the original formulation. We have succeeded in obtaining an analytical form for the dynamics Watts-Strogatz model, which is asymptotically exact for some regimes.

  8. Cognitive benefits of social dancing and walking in old age: the Dancing Mind randomized controlled trial

    Directory of Open Access Journals (Sweden)

    Dafna eMerom

    2016-02-01

    Full Text Available Background: A physically active lifestyle has the potential to prevent cognitive decline and dementia, yet the optimal type of physical activity/exercise remains unclear. Dance is of special interest as it complex sensorimotor rhythmic activity with additional cognitive, social and affective dimensions. Objectives: to determine whether dance benefits executive function more than walking, an activity that is simple and functional. Methods: Two-arm randomised controlled trial among community-dwelling older adults. The intervention group received 1 hour of ballroom dancing twice weekly over 8 months (~69sessions in local community dance studios. The control group received a combination of a home walking program with a pedometer and optional biweekly group-based walking in local community park to facilitate socialisation. Main outcomes: Main outcomes: executive function tests: processing speed and task shift by the Trail Making Tests (TMT, response inhibition by the Stroop Colour-Word Test (SCWT, working memory by the Digit Span Backwards (DSB test, immediate and delayed verbal recall by the Rey Auditory Verbal Learning Test (RAVLT and visuospatial recall by the Brief Visuospatial Memory Test (BVST. Results: One hundred and fifteen adults (69.5 years, SD6.4 completed baseline and delayed baseline (3 weeks apart before being randomised to either dance (n=60 or walking (n=55. Of those randomized, 79 (68% completed the follow-up measurements (32 weeks from baseline. In the dance group only, ‘non-completers’ had significant lower baseline scores on all executive function tests than those completed the full program. Intention-to-treat analyses showed no group effect. In a random effects model including participants who completed all measurements, adjusted for baseline score and covariates (age, education, estimated verbal intelligence, community, a between group effect in favour of dance was noted only for BVST total learning (Cohen’s D Effect size

  9. A Random-Walk-Model for heavy metal particles in natural waters; Ein Random-Walk-Modell fuer Schwermetallpartikel in natuerlichen Gewaessern

    Energy Technology Data Exchange (ETDEWEB)

    Wollschlaeger, A.

    1996-12-31

    The presented particle tracking model is for the numerical calculation of heavy metal transport in natural waters. The Navier-Stokes-Equations are solved with the Finite-Element-Method. The advective movement of the particles is interpolated from the velocities on the discrete mesh. The influence of turbulence is simulated with a Random-Walk-Model where particles are distributed due to a given probability function. Both parts are added and lead to the new particle position. The characteristics of the heavy metals are assigned to the particules as their attributes. Dissolved heavy metals are transported only by the flow. Heavy metals which are bound to particulate matter have an additional settling velocity. The sorption and the remobilization processes are approximated through a probability law which maintains the proportionality ratio between dissolved heavy metals and those which are bound to particulate matter. At the bed heavy metals bound to particulate matter are subjected to deposition and erosion processes. The model treats these processes by considering the absorption intensity of the heavy metals to the bottom sediments. Calculations of the Weser estuary show that the particle tracking model allows the simulation of the heavy metal behaviour even under complex flow conditions. (orig.) [Deutsch] Das vorgestellte Partikelmodell dient zur numerischen Berechnung des Schwermetalltransports in natuerlichen Gewaessern. Die Navier-Stokes-Gleichungen werden mit der Methode der Finiten Elemente geloest. Die advektive Bewegung der Teilchen ergibt sich aus der Interpolation der Geschwindigkeiten auf dem diskreten Netz. Der Einfluss der Turbulenz wird mit einem Random-Walk-Modell simuliert, bei dem sich die Partikel anhand einer vorgegebenen Wahrscheinlichkeitsfunktion verteilen. Beide Bewegungsanteile werden zusammengefasst und ergeben die neue Partikelposition. Die Eigenschaften der Schwermetalle werden den Partikeln als Attribute zugeordnet. Geloeste Schwermetalle

  10. Effective-medium approximation for lattice random walks with long-range jumps

    Science.gov (United States)

    Thiel, Felix; Sokolov, Igor M.

    2016-07-01

    We consider the random walk on a lattice with random transition rates and arbitrarily long-range jumps. We employ Bruggeman's effective-medium approximation (EMA) to find the disorder-averaged (coarse-grained) dynamics. The EMA procedure replaces the disordered system with a cleverly guessed reference system in a self-consistent manner. We give necessary conditions on the reference system and discuss possible physical mechanisms of anomalous diffusion. In the case of a power-law scaling between transition rates and distance, lattice variants of Lévy-flights emerge as the effective medium, and the problem is solved analytically, bearing the effective anomalous diffusivity. Finally, we discuss several example distributions and demonstrate very good agreement with numerical simulations.

  11. Two-step memory within Continuous Time Random Walk. Description of double-action market dynamics

    CERN Document Server

    Gubiec, Tomasz

    2013-01-01

    By means of a novel version of the Continuous-Time Random Walk (CTRW) model with memory, we describe, for instance, the stochastic process of a single share price on a double-auction market within the high frequency time scale. The memory present in the model is understood as dependence between successive share price jumps, while waiting times between price changes are considered as i.i.d. random variables. The range of this memory is defined herein by dependence between three successive jumps of the process. This dependence is motivated both empirically, by analysis of empirical two-point histograms, and theoretically, by analysis of the bid-ask bounce mechanism containing some delay. Our model turns out to be analytically solvable, which enables us a direct comparison of its predictions with empirical counterparts, for instance, with so significant and commonly used quantity as velocity autocorrelation function. This work strongly extends the capabilities of the CTRW formalism.

  12. Bottlenecks, burstiness, and fat tails regulate mixing times of non-Poissonian random walks

    CERN Document Server

    Delvenne, Jean-Charles; Rocha, Luis E C

    2013-01-01

    We focus on general continuous-time random walks on networks and find that the mixing time, i.e. the relaxation time for the random process to reach stationarity, is determined by a combination of three factors: the spectral gap, associated to bottlenecks in the underlying topology, burstiness, related to the second moment of the waiting time distribution, and the characteristic time of its exponential tail, which is an indicator of the tail `fatness'. We show theoretically that a strong modular structure dampens the importance of burstiness, and empirically that either of the three factors may be dominant in real-life data. These results provide a theoretical framework for the modeling of diffusion on temporal networks representing human interactions, often characterized by non-Poissonian contact patterns.

  13. Effective-medium approximation for lattice random walks with long-range jumps.

    Science.gov (United States)

    Thiel, Felix; Sokolov, Igor M

    2016-07-01

    We consider the random walk on a lattice with random transition rates and arbitrarily long-range jumps. We employ Bruggeman's effective-medium approximation (EMA) to find the disorder-averaged (coarse-grained) dynamics. The EMA procedure replaces the disordered system with a cleverly guessed reference system in a self-consistent manner. We give necessary conditions on the reference system and discuss possible physical mechanisms of anomalous diffusion. In the case of a power-law scaling between transition rates and distance, lattice variants of Lévy-flights emerge as the effective medium, and the problem is solved analytically, bearing the effective anomalous diffusivity. Finally, we discuss several example distributions and demonstrate very good agreement with numerical simulations.

  14. Scaling Behavior of the First Arrival Time of a Random-Walking Magnetic Domain

    Energy Technology Data Exchange (ETDEWEB)

    Im, M.-Y.; Lee, S.-H.; Kim, D.-H.; Fischer, P.; Shin, S.-C.

    2008-02-04

    We report a universal scaling behavior of the first arrival time of a traveling magnetic domain wall into a finite space-time observation window of a magneto-optical microscope enabling direct visualization of a Barkhausen avalanche in real time. The first arrival time of the traveling magnetic domain wall exhibits a nontrivial fluctuation and its statistical distribution is described by universal power-law scaling with scaling exponents of 1.34 {+-} 0.07 for CoCr and CoCrPt films, despite their quite different domain evolution patterns. Numerical simulation of the first arrival time with an assumption that the magnetic domain wall traveled as a random walker well matches our experimentally observed scaling behavior, providing an experimental support for the random-walking model of traveling magnetic domain walls.

  15. Effective degrees of freedom of a random walk on a fractal.

    Science.gov (United States)

    Balankin, Alexander S

    2015-12-01

    We argue that a non-Markovian random walk on a fractal can be treated as a Markovian process in a fractional dimensional space with a suitable metric. This allows us to define the fractional dimensional space allied to the fractal as the ν-dimensional space F(ν) equipped with the metric induced by the fractal topology. The relation between the number of effective spatial degrees of freedom of walkers on the fractal (ν) and fractal dimensionalities is deduced. The intrinsic time of random walk in F(ν) is inferred. The Laplacian operator in F(ν) is constructed. This allows us to map physical problems on fractals into the corresponding problems in F(ν). In this way, essential features of physics on fractals are revealed. Particularly, subdiffusion on path-connected fractals is elucidated. The Coulomb potential of a point charge on a fractal embedded in the Euclidean space is derived. Intriguing attributes of some types of fractals are highlighted.

  16. Anomalous diffusion and Levy random walk of magnetic field lines in three dimensional turbulence

    Energy Technology Data Exchange (ETDEWEB)

    Zimbardo, G.; Veltri, P.; Basile, G.; Principato, S. [Dipartimento di Fisica, Universita della Calabria, I-87030 Arcavacata di Rende (Italy)

    1995-07-01

    The transport of magnetic field lines is studied numerically where three dimensional (3-D) magnetic fluctuations, with a power law spectrum, and periodic over the simulation box are superimposed on an average uniform magnetic field. The weak and the strong turbulence regime, {delta}{ital B}{similar_to}{ital B}{sub 0}, are investigated. In the weak turbulence case, magnetic flux tubes are separated from each other by percolating layers in which field lines undergo a chaotic motion. In this regime the field lines may exhibit Levy, rather than Gaussian, random walk, changing from Levy flights to trapped motion. The anomalous diffusion laws {l_angle}{Delta}{ital x}{sup 2}{sub {ital i}}{r_angle}{proportional_to}{ital s}{sup {alpha}} with {alpha}{gt}1 and {alpha}{lt}1, are obtained for a number of cases, and the non-Gaussian character of the field line random walk is pointed out by computing the kurtosis. Increasing the fluctuation level, and, therefore stochasticity, normal diffusion ({alpha}{congruent}1) is recovered and the kurtoses reach their Gaussian value. However, the numerical results show that neither the quasi-linear theory nor the two dimensional percolation theory can be safely extrapolated to the considered 3-D strong turbulence regime. {copyright} {ital 1995} {ital American} {ital Institute} {ital of} {ital Physics}.

  17. Random-walk mobility analysis of Lisbon's plans for the post-1755 reconstruction

    Science.gov (United States)

    de Sampayo, Mafalda Teixeira; Sousa-Rodrigues, David

    2016-11-01

    The different options for the reconstruction of the city of Lisbon in the aftermath of the 1755 earthquake are studied with an agent-based model based on randomwalks. This method gives a comparative quantitative measure of mobility of the circulation spaces within the city. The plans proposed for the city of Lisbon signified a departure from the medieval mobility city model. The intricacy of the old city circulation spaces is greatly reduced in the new plans and the mobility between different areas is substantially improved. The simulation results of the random-walk model show that those plans keeping the main force lines of the old city presented less improvement in terms ofmobility. The plans that had greater design freedom were, by contrast, easier to navigate. Lisbon's reconstruction followed a plan that included a shift in the traditional notions of mobility. This affected the daily lives of its citizens by potentiating an easy access to the waterfront, simplifying orientation and navigability. Using the random-walk model it is shown how to quantitatively measure the potential that synthetic plans have in terms of the permeability and navigability of different city public spaces.

  18. Transverse momentum spectra of the produced hadrons at SPS energy and a random walk model

    Indian Academy of Sciences (India)

    Bedangadas Mohanty

    2014-05-01

    The transverse momentum spectra of the produced hadrons have been compared to a model, which is based on the assumption that a nucleus–nucleus collision is a superposition of isotropically decaying thermal sources at a given freeze-out temperature. The freeze-out temperature in nucleus–nucleus collisions is fixed from the inverse slope of the transverse momentum spectra of hadrons in nucleon–nucleon collision. The successive collisions in the nuclear reaction lead to gain in transverse momentum, as the nucleons propagate in the nucleus following a random walk pattern. The average transverse rapidity shift per collision is determined from the nucleon–nucleus collision data. Using this information, we obtain parameter-free result for the transverse momentum distribution of produced hadrons in nucleus–nucleus collisions. It is observed that such a model is able to explain the transverse mass spectra of the produced pions at SPS energies. However, it fails to satisfactorily explain the transverse mass spectra of kaons and protons. This indicates the presence of collective effect which cannot be accounted for, by the initial state collision broadening of transverse momentum of produced hadrons, the basis of random walk model.

  19. Local and global survival for nonhomogeneous random walk systems on Z

    CERN Document Server

    Bertacchi, Daniela; Zucca, Fabio

    2012-01-01

    We study an interacting random walk system on Z where at time 0 there is an active particle at 0 and one inactive particle on each site $n \\ge 1$. Particles become active when hit by another active particle. Once activated perform an asymmetric nearest neighbour random walk which depends only on the starting location of the particle. We give conditions for global survival, local survival and infinite activation both in the case where all particles are immortal and in the case where particles have geometrically distributed lifespan (with parameter depending on the starting location of the particle). In particular, in the immortal case, we prove a 0-1 law for the probability of local survival when all particles drift to the right. Besides that, we give sufficient conditions for local survival or local extinction when all particles drift to the left. In the mortal case, we provide sufficient conditions for global survival, local survival and local extinction. Analysis of explicit examples is provided.

  20. A random walk simulation of scalar mixing in flows through submerged vegeta-tions

    Institute of Scientific and Technical Information of China (English)

    梁东方

    2014-01-01

    The scalar transport phenomena in vertical two-dimensional flows are studied using the random walk method. The establi-shed Lagrangian model is first applied to study the idealized longitudinal dispersion in open channels, before being used to investi-gate the scalar mixing characteristics of the flows through submerged vegetations. The longitudinal dispersion coefficients of the fully-developed boundary layer flows, with and without vegetations, are calculated based on the positions of the particles. A conve-nient way of incorporating the effects of vegetations is proposed, where all the flow parameters are regarded to be continually distri-buted over the depth. The simulation results show high accuracy of the developed random walk method, and indicate that the new method of accounting for the vegetation effects is appropriate for all the test cases considered. The predicted longitudinal dispersion coefficients agree well with the measurements. The merit of the new method is highlighted by its simplicity and efficiency in com-parison with the conventional method that assumes the discontinuous distribution of the flow parameters over the depth.

  1. A lattice-model representation of continuous-time random walks

    Energy Technology Data Exchange (ETDEWEB)

    Campos, Daniel [School of Mathematics, Department of Applied Mathematics, University of Manchester, Manchester M60 1QD (United Kingdom); Mendez, Vicenc [Grup de Fisica Estadistica, Departament de Fisica, Universitat Autonoma de Barcelona, 08193 Bellaterra (Barcelona) (Spain)], E-mail: daniel.campos@uab.es, E-mail: vicenc.mendez@uab.es

    2008-02-29

    We report some ideas for constructing lattice models (LMs) as a discrete approach to the reaction-dispersal (RD) or reaction-random walks (RRW) models. The analysis of a rather general class of Markovian and non-Markovian processes, from the point of view of their wavefront solutions, let us show that in some regimes their macroscopic dynamics (front speed) turns out to be different from that by classical reaction-diffusion equations, which are often used as a mean-field approximation to the problem. So, the convenience of a more general framework as that given by the continuous-time random walks (CTRW) is claimed. Here we use LMs as a numerical approach in order to support that idea, while in previous works our discussion was restricted to analytical models. For the two specific cases studied here, we derive and analyze the mean-field expressions for our LMs. As a result, we are able to provide some links between the numerical and analytical approaches studied.

  2. A Random-Walk Based Privacy-Preserving Access Control for Online Social Networks

    Directory of Open Access Journals (Sweden)

    You-sheng Zhou

    2016-02-01

    Full Text Available Online social networks are popularized with people to connect friends, share resources etc. Meanwhile, the online social networks always suffer the problem of privacy exposure. The existing methods to prevent exposure are to enforce access control provided by the social network providers or social network users. However, those enforcements are impractical since one of essential goal of social network application is to share updates freely and instantly. To better the security and availability in social network applications, a novel random walking based access control of social network is proposed in this paper. Unlike using explicit attribute based match in the existing schemes, the results from random walking are employed to securely compute L1 distance between two social network users in the presented scheme, which not only avoids the leakage of private attributes, but also enables each social network user to define access control policy independently. The experimental results show that the proposed scheme can facilitate the access control for online social network.

  3. Exact solution for a random walk in a time-dependent 1D random environment: the point-to-point Beta polymer

    Science.gov (United States)

    Thiery, Thimothée; Le Doussal, Pierre

    2017-01-01

    We consider the Beta polymer, an exactly solvable model of directed polymer on the square lattice, introduced by Barraquand and Corwin (BC) (2016 Probab. Theory Relat. Fields 1-16). We study the statistical properties of its point to point partition sum. The problem is equivalent to a model of a random walk in a time-dependent (and in general biased) 1D random environment. In this formulation, we study the sample to sample fluctuations of the transition probability distribution function (PDF) of the random walk. Using the Bethe ansatz we obtain exact formulas for the integer moments, and Fredholm determinant formulas for the Laplace transform of the directed polymer partition sum/random walk transition probability. The asymptotic analysis of these formulas at large time t is performed both (i) in a diffusive vicinity, x˜ {{t}1/2} , of the optimal direction (in space-time) chosen by the random walk, where the fluctuations of the PDF are found to be Gamma distributed; (ii) in the large deviations regime, x˜ t , of the random walk, where the fluctuations of the logarithm of the PDF are found to grow with time as t 1/3 and to be distributed according to the Tracy-Widom GUE distribution. Our exact results complement those of BC for the cumulative distribution function of the random walk in regime (ii), and in regime (i) they unveil a novel fluctuation behavior. We also discuss the crossover regime between (i) and (ii), identified as x˜ {{t}3/4} . Our results are confronted to extensive numerical simulations of the model.

  4. Derrida's Generalized Random Energy models; 4, Continuous state branching and coalescents

    CERN Document Server

    Bovier, A

    2003-01-01

    In this paper we conclude our analysis of Derrida's Generalized Random Energy Models (GREM) by identifying the thermodynamic limit with a one-parameter family of probability measures related to a continuous state branching process introduced by Neveu. Using a construction introduced by Bertoin and Le Gall in terms of a coherent family of subordinators related to Neveu's branching process, we show how the Gibbs geometry of the limiting Gibbs measure is given in terms of the genealogy of this process via a deterministic time-change. This construction is fully universal in that all different models (characterized by the covariance of the underlying Gaussian process) differ only through that time change, which in turn is expressed in terms of Parisi's overlap distribution. The proof uses strongly the Ghirlanda-Guerra identities that impose the structure of Neveu's process as the only possible asymptotic random mechanism.

  5. Approximation of the Lévy Feller advection dispersion process by random walk and finite difference method

    Science.gov (United States)

    Liu, Q.; Liu, F.; Turner, I.; Anh, V.

    2007-03-01

    In this paper we present a random walk model for approximating a Lévy-Feller advection-dispersion process, governed by the Lévy-Feller advection-dispersion differential equation (LFADE). We show that the random walk model converges to LFADE by use of a properly scaled transition to vanishing space and time steps. We propose an explicit finite difference approximation (EFDA) for LFADE, resulting from the Grünwald-Letnikov discretization of fractional derivatives. As a result of the interpretation of the random walk model, the stability and convergence of EFDA for LFADE in a bounded domain are discussed. Finally, some numerical examples are presented to show the application of the present technique.

  6. Ageing first passage time density in continuous time random walks and quenched energy landscapes

    Science.gov (United States)

    Krüsemann, Henning; Godec, Aljaž; Metzler, Ralf

    2015-07-01

    We study the first passage dynamics of an ageing stochastic process in the continuous time random walk (CTRW) framework. In such CTRW processes the test particle performs a random walk, in which successive steps are separated by random waiting times distributed in terms of the waiting time probability density function \\psi (t)≃ {t}-1-α (0≤slant α ≤slant 2). An ageing stochastic process is defined by the explicit dependence of its dynamic quantities on the ageing time ta, the time elapsed between its preparation and the start of the observation. Subdiffusive ageing CTRWs with 0\\lt α \\lt 1 describe systems such as charge carriers in amorphous semiconducters, tracer dispersion in geological and biological systems, or the dynamics of blinking quantum dots. We derive the exact forms of the first passage time density for an ageing subdiffusive CTRW in the semi-infinite, confined, and biased case, finding different scaling regimes for weakly, intermediately, and strongly aged systems: these regimes, with different scaling laws, are also found when the scaling exponent is in the range 1\\lt α \\lt 2, for sufficiently long ta. We compare our results with the ageing motion of a test particle in a quenched energy landscape. We test our theoretical results in the quenched landscape against simulations: only when the bias is strong enough, the correlations from returning to previously visited sites become insignificant and the results approach the ageing CTRW results. With small bias or without bias, the ageing effects disappear and a change in the exponent compared to the case of a completely annealed landscape can be found, reflecting the build-up of correlations in the quenched landscape.

  7. The McMillan Theorem for Colored Branching Processes and Dimensions of Random Fractals

    Directory of Open Access Journals (Sweden)

    Victor Bakhtin

    2014-12-01

    Full Text Available For the simplest colored branching process, we prove an analog to the McMillan theorem and calculate the Hausdorff dimensions of random fractals defined in terms of the limit behavior of empirical measures generated by finite genetic lines. In this setting, the role of Shannon’s entropy is played by the Kullback–Leibler divergence, and the Hausdorff dimensions are computed by means of the so-called Billingsley–Kullback entropy, defined in the paper.

  8. Collapse transition of a hydrophobic self-avoiding random walk in a coarse-grained model solvent.

    Science.gov (United States)

    Gaudreault, Mathieu; Viñals, Jorge

    2009-08-01

    In order to study solvation effects on protein folding, we analyze the collapse transition of a self-avoiding random walk composed of hydrophobic segments that is embedded in a lattice model of a solvent. As expected, hydrophobic interactions lead to an attractive potential of mean force among chain segments. As a consequence, the random walk in solvent undergoes a collapse transition at a higher temperature than in its absence. Chain collapse is accompanied by the formation of a region depleted of solvent around the chain. In our simulation, the depleted region at collapse is as large as our computational domain.

  9. Collapse transition of a hydrophobic self-avoiding random walk in a coarse-grained model solvent

    Science.gov (United States)

    Gaudreault, Mathieu; Viñals, Jorge

    2009-08-01

    In order to study solvation effects on protein folding, we analyze the collapse transition of a self-avoiding random walk composed of hydrophobic segments that is embedded in a lattice model of a solvent. As expected, hydrophobic interactions lead to an attractive potential of mean force among chain segments. As a consequence, the random walk in solvent undergoes a collapse transition at a higher temperature than in its absence. Chain collapse is accompanied by the formation of a region depleted of solvent around the chain. In our simulation, the depleted region at collapse is as large as our computational domain.

  10. Generalized Pareto for Pattern-Oriented Random Walk Modelling of Organisms' Movements.

    Directory of Open Access Journals (Sweden)

    Sophie Bertrand

    Full Text Available How organisms move and disperse is crucial to understand how population dynamics relates to the spatial heterogeneity of the environment. Random walk (RW models are typical tools to describe movement patterns. Whether Lévy or alternative RW better describes forager movements is keenly debated. We get around this issue using the Generalized Pareto Distribution (GPD. GPD includes as specific cases Normal, exponential and power law distributions, which underlie Brownian, Poisson-like and Lévy walks respectively. Whereas previous studies typically confronted a limited set of candidate models, GPD lets the most likely RW model emerge from the data. We illustrate the wide applicability of the method using GPS-tracked seabird foraging movements and fishing vessel movements tracked by Vessel Monitoring System (VMS, both collected in the Peruvian pelagic ecosystem. The two parameters from the fitted GPD, a scale and a shape parameter, provide a synoptic characterization of the observed movement in terms of characteristic scale and diffusive property. They reveal and quantify the variability, among species and individuals, of the spatial strategies selected by predators foraging on a common prey field. The GPD parameters constitute relevant metrics for (1 providing a synthetic and pattern-oriented description of movement, (2 using top predators as ecosystem indicators and (3 studying the variability of spatial behaviour among species or among individuals with different personalities.

  11. Generalized Pareto for Pattern-Oriented Random Walk Modelling of Organisms' Movements.

    Science.gov (United States)

    Bertrand, Sophie; Joo, Rocío; Fablet, Ronan

    2015-01-01

    How organisms move and disperse is crucial to understand how population dynamics relates to the spatial heterogeneity of the environment. Random walk (RW) models are typical tools to describe movement patterns. Whether Lévy or alternative RW better describes forager movements is keenly debated. We get around this issue using the Generalized Pareto Distribution (GPD). GPD includes as specific cases Normal, exponential and power law distributions, which underlie Brownian, Poisson-like and Lévy walks respectively. Whereas previous studies typically confronted a limited set of candidate models, GPD lets the most likely RW model emerge from the data. We illustrate the wide applicability of the method using GPS-tracked seabird foraging movements and fishing vessel movements tracked by Vessel Monitoring System (VMS), both collected in the Peruvian pelagic ecosystem. The two parameters from the fitted GPD, a scale and a shape parameter, provide a synoptic characterization of the observed movement in terms of characteristic scale and diffusive property. They reveal and quantify the variability, among species and individuals, of the spatial strategies selected by predators foraging on a common prey field. The GPD parameters constitute relevant metrics for (1) providing a synthetic and pattern-oriented description of movement, (2) using top predators as ecosystem indicators and (3) studying the variability of spatial behaviour among species or among individuals with different personalities.

  12. Biased Random-Walk Learning A Neurobiological Correlate to Trial-and-Error

    CERN Document Server

    Anderson, R W

    1993-01-01

    Neural network models offer a theoretical testbed for the study of learning at the cellular level. The only experimentally verified learning rule, Hebb's rule, is extremely limited in its ability to train networks to perform complex tasks. An identified cellular mechanism responsible for Hebbian-type long-term potentiation, the NMDA receptor, is highly versatile. Its function and efficacy are modulated by a wide variety of compounds and conditions and are likely to be directed by non-local phenomena. Furthermore, it has been demonstrated that NMDA receptors are not essential for some types of learning. We have shown that another neural network learning rule, the chemotaxis algorithm, is theoretically much more powerful than Hebb's rule and is consistent with experimental data. A biased random-walk in synaptic weight space is a learning rule immanent in nervous activity and may account for some types of learning -- notably the acquisition of skilled movement.

  13. Most likely paths to error when estimating the mean of a reflected random walk

    CERN Document Server

    Duffy, Ken R

    2009-01-01

    It is known that simulation of the mean position of a reflected random walk $\\{W_n\\}$ exhibits non-standard behavior, even for light-tailed increment distributions with negative drift. The Large Deviation Principle (LDP) holds for deviations below the mean, but for deviations at the usual speed above the mean the rate function is null. This paper takes a deeper look at this phenomenon. Conditional on a large sample mean, a complete sample path LDP analysis is obtained. Let $I$ denote the rate function for the one dimensional increment process. If $I$ is coercive, then given a large simulated mean position, under general conditions our results imply that the most likely asymptotic behavior, $\\psi$, of the paths $n^{-1} W_{\\lfloor tn\\rfloor}$ is to be zero apart from on an interval $[T_0,T_1]\\subset[0,1]$ and to satisfy the functional equation \

  14. Random walk in nonhomogeneous environments: A possible approach to human and animal mobility

    Science.gov (United States)

    Srokowski, Tomasz

    2017-03-01

    The random walk process in a nonhomogeneous medium, characterized by a Lévy stable distribution of jump length, is discussed. The width depends on a position: either before the jump or after that. In the latter case, the density slope is affected by the variable width and the variance may be finite; then all kinds of the anomalous diffusion are predicted. In the former case, only the time characteristics are sensitive to the variable width. The corresponding Langevin equation with different interpretations of the multiplicative noise is discussed. The dependence of the distribution width on position after jump is interpreted in terms of cognitive abilities and related to such problems as migration in a human population and foraging habits of animals.

  15. Simply and multiply scaled diffusion limits for continuous time random walks

    Energy Technology Data Exchange (ETDEWEB)

    Gorenflo, Rudolf [Erstes Mathematisches Institut, Freie Universitaet Berlin, Arnimallee 3, D-14195 Berlin (Germany); Mainardi, Francesco [Dipartimento di Fisica, Universita di Bologna and INFN, Via Irnerio 46, I-40126 Bologna (Italy)

    2005-01-01

    First a survey is presented on how space-time fractional diffusion processes can be obtained by well-scaled limiting from continuous time random walks under the sole assumption of asymptotic power laws (with appropriate exponents for the tail behaviour of waiting times and jumps). The spatial operator in the limiting pseudo-differential equation is the inverse of a general Riesz-Feller potential operator. The analysis is carried out via the transforms of Fourier and Laplace. Then mixtures of waiting time distributions, likewise of jump distributions, are considered, and it is shown that correct multiple scaling in the limit yields diffusion equations with distributed order fractional derivatives (fractional operators being replaced by integrals over such ones, with the order of differentiation as variable of integration). It is outlined how in this way super-fast and super-slow diffusion can be modelled.

  16. Random walks with shape prior for cochlea segmentation in ex vivo μCT

    DEFF Research Database (Denmark)

    Ruiz Pujadas, Esmeralda; Kjer, Hans Martin; Piella, Gemma;

    2016-01-01

    Purpose Cochlear implantation is a safe and effective surgical procedure to restore hearing in deaf patients. However, the level of restoration achieved may vary due to differences in anatomy, implant type and surgical access. In order to reduce the variability of the surgical outcomes, we...... previously proposed the use of a high-resolution model built from μCT images and then adapted to patient-specific clinical CT scans. As the accuracy of the model is dependent on the precision of the original segmentation, it is extremely important to have accurate μCT segmentation algorithms. Methods We...... propose a new framework for cochlea segmentation in ex vivo μCT images using random walks where a distance-based shape prior is combined with a region term estimated by a Gaussian mixture model. The prior is also weighted by a confidence map to adjust its influence according to the strength of the image...

  17. On the temporal order of first-passage times in one-dimensional lattice random walks

    Science.gov (United States)

    Sanders, J. B.; Temme, N. M.

    2005-10-01

    A random walk problem with particles on discrete double infinite linear grids is discussed. The model is based on the work of Montroll and others. A probability connected with the problem is given in the form of integrals containing modified Bessel functions of the first kind. By using several transformations, simpler integrals are obtained from which for two and three particles asymptotic approximations are derived for large values of the parameters. Expressions of the probability for n particles are also derived.I returned and saw under the sun, that the race is not to the swift, nor the battle to the strong, neither yet bread to the wise, nor yet riches to men of understanding, nor yet favour to men of skill; but time and chance happeneth to them all. George Orwell, Politics and the English Language, Selected Essays, Penguin Books, 1957. (The citation is from Ecclesiastes 9:11.)

  18. Random-walk model to study cycles emerging from the exploration-exploitation trade-off

    Science.gov (United States)

    Kazimierski, Laila D.; Abramson, Guillermo; Kuperman, Marcelo N.

    2015-01-01

    We present a model for a random walk with memory, phenomenologically inspired in a biological system. The walker has the capacity to remember the time of the last visit to each site and the step taken from there. This memory affects the behavior of the walker each time it reaches an already visited site modulating the probability of repeating previous moves. This probability increases with the time elapsed from the last visit. A biological analog of the walker is a frugivore, with the lattice sites representing plants. The memory effect can be associated with the time needed by plants to recover its fruit load. We propose two different strategies, conservative and explorative, as well as intermediate cases, leading to nonintuitive interesting results, such as the emergence of cycles.

  19. RecRWR: a recursive random walk method for improved identification of diseases.

    Science.gov (United States)

    Arrais, Joel Perdiz; Oliveira, José Luís

    2015-01-01

    High-throughput methods such as next-generation sequencing or DNA microarrays lack precision, as they return hundreds of genes for a single disease profile. Several computational methods applied to physical interaction of protein networks have been successfully used in identification of the best disease candidates for each expression profile. An open problem for these methods is the ability to combine and take advantage of the wealth of biomedical data publicly available. We propose an enhanced method to improve selection of the best disease targets for a multilayer biomedical network that integrates PPI data annotated with stable knowledge from OMIM diseases and GO biological processes. We present a comprehensive validation that demonstrates the advantage of the proposed approach, Recursive Random Walk with Restarts (RecRWR). The obtained results outline the superiority of the proposed approach, RecRWR, in identifying disease candidates, especially with high levels of biological noise and benefiting from all data available.

  20. Diffusion Limits of the Random Walk Metropolis Algorithm in High Dimensions

    CERN Document Server

    Mattingly, Jonathan C; Stuart, Andrew M

    2010-01-01

    Diffusion limits of MCMC methods in high dimensions provide a useful theoretical tool for studying computational complexity. In particular they lead directly to precise estimates of the number of steps required to explore the target measure, in stationarity, as a function of the dimension of the state space. However, to date such results have only been proved for target measures with a product structure, severely limiting their applicability. The purpose of this paper is to study diffusion limits for a class of naturally occuring high dimensional measures, found from the approximation of measures on a Hilbert space which are absolutely continuous with respect to a Gaussian reference measure. The diffusion limit of a random walk Metropolis algorithm to an infinite dimensional Hilbert space valued SDE (or SPDE) is proved, facilitating understanding of the computational complexity of the algorithm.

  1. Upper tails of self-intersection local times of random walks: survey of proof techniques

    CERN Document Server

    König, Wolfgang

    2010-01-01

    The asymptotics of the probability that the self-intersection local time of a random walk on $\\Z^d$ exceeds its expectation by a large amount is a fascinating subject because of its relation to some models from Statistical Mechanics, to large-deviation theory and variational analysis and because of the variety of the effects that can be observed. However, the proof of the upper bound is notoriously difficult and requires various sophisticated techniques. We survey some heuristics and some recently elaborated techniques and results. This is an extended summary of a talk held on the CIRM-conference on {\\it Excess self-intersection local times, and related topics} in Luminy, 6-10 Dec., 2010.

  2. Combining numerical simulations with time-domain random walk for pathogen risk assessment in groundwater

    Science.gov (United States)

    Cvetkovic, V.; Molin, S.

    2012-02-01

    We present a methodology that combines numerical simulations of groundwater flow and advective transport in heterogeneous porous media with analytical retention models for computing the infection risk probability from pathogens in aquifers. The methodology is based on the analytical results presented in [1,2] for utilising the colloid filtration theory in a time-domain random walk framework. It is shown that in uniform flow, the results from the numerical simulations of advection yield comparable results as the analytical TDRW model for generating advection segments. It is shown that spatial variability of the attachment rate may be significant, however, it appears to affect risk in a different manner depending on if the flow is uniform or radially converging. In spite of the fact that numerous issues remain open regarding pathogen transport in aquifers on the field scale, the methodology presented here may be useful for screening purposes, and may also serve as a basis for future studies that would include greater complexity.

  3. A random walk evolution model of wireless sensor networks and virus spreading

    Institute of Scientific and Technical Information of China (English)

    Wang Ya-Qi; Yang Xiao-Yuan

    2013-01-01

    In this paper,considering both cluster heads and sensor nodes,we propose a novel evolving a network model based on a random walk to study the fault tolerance decrease of wireless sensor networks (WSNs) due to node failure,and discuss the spreading dynamic behavior of viruses in the evolution model.A theoretical analysis shows that the WSN generated by such an evolution model not only has a strong fault tolerance,but also can dynamically balance the energy loss of the entire network.It is also found that although the increase of the density of cluster heads in the network reduces the network efficiency,it can effectively inhibit the spread of viruses.In addition,the heterogeneity of the network improves the network efficiency and enhances the virus prevalence.We confirm all the theoretical results with sufficient numerical simulations.

  4. Degree distributions of the visibility graphs mapped from fractional Brownian motions and multifractal random walks

    Energy Technology Data Exchange (ETDEWEB)

    Ni Xiaohui [School of Business, East China University of Science and Technology, Shanghai 200237 (China)] [School of Science, East China University of Science and Technology, Shanghai 200237 (China)] [Research Center for Econophysics, East China University of Science and Technology, Shanghai 200237 (China); Jiang Zhiqiang [School of Business, East China University of Science and Technology, Shanghai 200237 (China)] [School of Science, East China University of Science and Technology, Shanghai 200237 (China)] [Research Center for Econophysics, East China University of Science and Technology, Shanghai 200237 (China)] [Chair of Entrepreneurial Risks, D-MTEC, ETH Zurich, Kreuplatz 5, CH-8032 Zurich (Switzerland); Zhou Weixing, E-mail: wxzhou@ecust.edu.c [School of Business, East China University of Science and Technology, Shanghai 200237 (China)] [School of Science, East China University of Science and Technology, Shanghai 200237 (China)] [Research Center for Econophysics, East China University of Science and Technology, Shanghai 200237 (China)] [Engineering Research Center of Process Systems Engineering (Ministry of Education), East China University of Science and Technology, Shanghai 200237 (China)] [Research Center on Fictitious Economics and Data Science, Chinese Academy of Sciences, Beijing 100080 (China)

    2009-10-12

    The dynamics of a complex system is usually recorded in the form of time series, which can be studied through its visibility graph from a complex network perspective. We investigate the visibility graphs extracted from fractional Brownian motions and multifractal random walks, and find that the degree distributions exhibit power-law behaviors, in which the power-law exponent alpha is a linear function of the Hurst index H of the time series. We also find that the degree distribution of the visibility graph is mainly determined by the temporal correlation of the original time series with minor influence from the possible multifractal nature. As an example, we study the visibility graphs constructed from three Chinese stock market indexes and unveil that the degree distributions have power-law tails, where the tail exponents of the visibility graphs and the Hurst indexes of the indexes are close to the alphaapproxH linear relationship.

  5. Continuous time random walk: Galilei invariance and relation for the nth moment

    Science.gov (United States)

    Sau Fa, Kwok

    2011-01-01

    We consider a decoupled continuous time random walk model with a generic waiting time probability density function (PDF). For the force-free case we derive an integro-differential diffusion equation which is related to the Galilei invariance for the probability density. We also derive a general relation which connects the nth moment in the presence of any external force to the second moment without external force, i.e. it is valid for any waiting time PDF. This general relation includes the generalized second Einstein relation, which connects the first moment in the presence of any external force to the second moment without any external force. These expressions for the first two moments are verified by using several kinds of the waiting time PDF. Moreover, we present new anomalous diffusion behaviours for a waiting time PDF given by a product of power-law and exponential function.

  6. One-dimensional random walk of nanosized liquid Pb inclusions on dislocations in Al

    DEFF Research Database (Denmark)

    Johnson, E.; Levinsen, M.T.; Steenstrup, S.;

    2004-01-01

    to and perpendicular to the dislocations respectively. Movements parallel to the dislocation lines display properties of partially confined one-dimensional random walks where smaller inclusions can be seen to move over distances that are many times their own sizes. In contrast, the trajectories perpendicular......Migration of nanosized liquid Pb inclusions attached to dislocations in Al has been observed during in-situ transmission electron microscopy heating experiments and monitored by real-time video recordings. The movements of the inclusions can be separated into two independent components parallel...... to the dislocation lines are within narrowly confined spaces. Frame-by-frame analysis of digitized video sequences recorded at different temperatures for the same inclusion attached to a nearly horizontal dislocation illustrates the two types of movement. The step lengths parallel to the dislocation increase rapidly...

  7. An improved random walk algorithm for the implicit Monte Carlo method

    Science.gov (United States)

    Keady, Kendra P.; Cleveland, Mathew A.

    2017-01-01

    In this work, we introduce a modified Implicit Monte Carlo (IMC) Random Walk (RW) algorithm, which increases simulation efficiency for multigroup radiative transfer problems with strongly frequency-dependent opacities. To date, the RW method has only been implemented in "fully-gray" form; that is, the multigroup IMC opacities are group-collapsed over the full frequency domain of the problem to obtain a gray diffusion problem for RW. This formulation works well for problems with large spatial cells and/or opacities that are weakly dependent on frequency; however, the efficiency of the RW method degrades when the spatial cells are thin or the opacities are a strong function of frequency. To address this inefficiency, we introduce a RW frequency group cutoff in each spatial cell, which divides the frequency domain into optically thick and optically thin components. In the modified algorithm, opacities for the RW diffusion problem are obtained by group-collapsing IMC opacities below the frequency group cutoff. Particles with frequencies above the cutoff are transported via standard IMC, while particles below the cutoff are eligible for RW. This greatly increases the total number of RW steps taken per IMC time-step, which in turn improves the efficiency of the simulation. We refer to this new method as Partially-Gray Random Walk (PGRW). We present numerical results for several multigroup radiative transfer problems, which show that the PGRW method is significantly more efficient than standard RW for several problems of interest. In general, PGRW decreases runtimes by a factor of ∼2-4 compared to standard RW, and a factor of ∼3-6 compared to standard IMC. While PGRW is slower than frequency-dependent Discrete Diffusion Monte Carlo (DDMC), it is also easier to adapt to unstructured meshes and can be used in spatial cells where DDMC is not applicable. This suggests that it may be optimal to employ both DDMC and PGRW in a single simulation.

  8. Flexible sampling large-scale social networks by self-adjustable random walk

    Science.gov (United States)

    Xu, Xiao-Ke; Zhu, Jonathan J. H.

    2016-12-01

    Online social networks (OSNs) have become an increasingly attractive gold mine for academic and commercial researchers. However, research on OSNs faces a number of difficult challenges. One bottleneck lies in the massive quantity and often unavailability of OSN population data. Sampling perhaps becomes the only feasible solution to the problems. How to draw samples that can represent the underlying OSNs has remained a formidable task because of a number of conceptual and methodological reasons. Especially, most of the empirically-driven studies on network sampling are confined to simulated data or sub-graph data, which are fundamentally different from real and complete-graph OSNs. In the current study, we propose a flexible sampling method, called Self-Adjustable Random Walk (SARW), and test it against with the population data of a real large-scale OSN. We evaluate the strengths of the sampling method in comparison with four prevailing methods, including uniform, breadth-first search (BFS), random walk (RW), and revised RW (i.e., MHRW) sampling. We try to mix both induced-edge and external-edge information of sampled nodes together in the same sampling process. Our results show that the SARW sampling method has been able to generate unbiased samples of OSNs with maximal precision and minimal cost. The study is helpful for the practice of OSN research by providing a highly needed sampling tools, for the methodological development of large-scale network sampling by comparative evaluations of existing sampling methods, and for the theoretical understanding of human networks by highlighting discrepancies and contradictions between existing knowledge/assumptions of large-scale real OSN data.

  9. Random walks in the quarter plane algebraic methods, boundary value problems, applications to queueing systems and analytic combinatorics

    CERN Document Server

    Fayolle, Guy; Malyshev, Vadim

    2017-01-01

    This monograph aims to promote original mathematical methods to determine the invariant measure of two-dimensional random walks in domains with boundaries. Such processes arise in numerous applications and are of interest in several areas of mathematical research, such as Stochastic Networks, Analytic Combinatorics, and Quantum Physics. This second edition consists of two parts. Part I is a revised upgrade of the first edition (1999), with additional recent results on the group of a random walk. The theoretical approach given therein has been developed by the authors since the early 1970s. By using Complex Function Theory, Boundary Value Problems, Riemann Surfaces, and Galois Theory, completely new methods are proposed for solving functional equations of two complex variables, which can also be applied to characterize the Transient Behavior of the walks, as well as to find explicit solutions to the one-dimensional Quantum Three-Body Problem, or to tackle a new class of Integrable Systems. Part II borrows spec...

  10. Conditional limit theorems for intermediately subcritical branching processes in random environment

    CERN Document Server

    Afanasyev, Valeriy; Kersting, Götz; Vatutin, Vladimir

    2011-01-01

    For a branching process in random environment it is assumed that the offspring distribution of the individuals varies in a random fashion, independently from one generation to the other. For the subcritical regime a kind of phase transition appears. In this paper we study the intermediately subcritical case, which constitutes the borderline within this phase transition. We study the asymptotic behavior of the survival probability. Next the size of the population and the shape of the random environment conditioned on non-extinction is examined. Finally we show that conditioned on non-extinction periods of small and large population sizes alternate. This kind of 'bottleneck' behavior appears under the annealed approach only in the intermediately subcritical case.

  11. Walking adaptability therapy after stroke: study protocol for a randomized controlled trial

    NARCIS (Netherlands)

    Timmermans, C.; Roerdink, M.; Ooijen, van M.W.; Meskens, C.G.; Janssen, T.W.J.; Beek, P.J.

    2016-01-01

    Background: Walking in everyday life requires the ability to adapt walking to the environment. This adaptability is often impaired after stroke, and this might contribute to the increased fall risk after stroke. To improve safe community ambulation, walking adaptability training might be beneficial

  12. Dispersal and habitat connectivity in complex heterogeneous landscapes: an analysis with a GIS based random walk model

    NARCIS (Netherlands)

    Schippers, P.; Verboom, J.; Knaapen, J.P.; Apeldoorn, van R.

    1996-01-01

    A grid-based random walk model has been developed to simulate animal dispersal, taking landscape heterogeneity and linear barriers such as roads and rivers into account. The model can be used to estimate connectivity and has been parameterized for thebadger in the central part of the Netherlands. Th

  13. Testing the imprint of nonstandard cosmologies on void profiles using Monte Carlo random walks

    Science.gov (United States)

    Achitouv, Ixandra

    2016-11-01

    Using Monte Carlo random walks of a log-normal distribution, we show how to qualitatively study void properties for nonstandard cosmologies. We apply this method to an f (R ) modified gravity model and recover the N -body simulation results of [1 I. Achitouv, M. Baldi, E. Puchwein, and J. Weller, Phys. Rev. D 93, 103522 (2016).] for the void profiles and their deviation from GR. This method can potentially be extended to study other properties of the large scale structures such as the abundance of voids or overdense environments. We also introduce a new way to identify voids in the cosmic web, using only a few measurements of the density fluctuations around random positions. This algorithm allows us to select voids with specific profiles and radii. As a consequence, we can target classes of voids with higher differences between f (R ) and standard gravity void profiles. Finally, we apply our void criteria to galaxy mock catalogues and discuss how the flexibility of our void finder can be used to reduce systematic errors when probing the growth rate in the galaxy-void correlation function.

  14. Testing the imprint of non-standard cosmologies on void profiles using Monte Carlo random walks

    CERN Document Server

    Achitouv, Ixandra

    2016-01-01

    Using a Monte Carlo random walks of a log-normal distribution, we show how to qualitatively study void properties for non-standard cosmologies. We apply this method to an f(R) modified gravity model and recover the N-body simulation results of (Achitouv et al. 2016) for the void profiles and their deviation from GR. This method can potentially be extended to study other properties of the large scale structures such as the abundance of voids or overdense environments. We also introduce a new way to identify voids in the cosmic web, using only a few measurements of the density fluctuations around random positions. This algorithm allows to select voids with specific profiles and radii. As a consequence, we can target classes of voids with higher differences between f(R) and standard gravity void profiles. Finally we apply our void criteria to galaxy mock catalogues and discuss how the flexibility of our void finder can be used to reduce systematics errors when probing the growth rate in the galaxy-void correlati...

  15. Revisiting random walks in fractal media: on the occurrence of time discrete scale invariance.

    Science.gov (United States)

    Bab, M A; Fabricius, G; Albano, Ezequiel V

    2008-01-28

    This paper addresses the kinetic behavior of random walks in fractal media. We perform extensive numerical simulations of both single and annihilating random walkers on several Sierpinski carpets, in order to study the time behavior of three observables: the average number of distinct sites visited by a single walker, the mean-square displacement from the origin, and the density of annihilating random walkers. We found that the time behavior of those observables is given by a power law modulated by soft logarithmic-periodic oscillations. We conjecture that logarithmic-periodic oscillations are a manifestation of a time domain discrete scale iNvariance (DSI) that occurs as a consequence of the spatial DSI of the substrate. Our conjecture implies that the logarithmic periods of oscillations in space and time domains are linked by a dynamic exponent z, through z=log(tau)/log(b(1)), where tau and b(1) are the fundamental scaling ratios of the DSI symmetry in the time and space domains, respectively. We use this relationship in order to compute z for different observables and fractals. Furthermore, we check the values obtained with independent measurements provided by the power-law behavior of the mean-square displacement with time [R(2)(t) proportional variant t(2/z)]. The very good agreement obtained between both computations of the z exponent gives strong support to the idea of an intimate interplay between spatial and time symmetry properties that we expect will have a quite general scope. We expect that the application of the outlined concepts in the field of dynamic processes in fractal media will stimulate further research.

  16. Effect of body awareness training on balance and walking ability in chronic stroke patients: a randomized controlled trial.

    Science.gov (United States)

    Bang, Dae-Hyouk; Cho, Hyuk-Shin

    2016-01-01

    [Purpose] To investigate the effects of body awareness training on balance and walking ability in chronic stroke patients. [Subjects] The subjects were randomly assigned to a body awareness training group (n=6) and a control group (n=6). [Methods] Patients in the body awareness training group received body awareness training for 20 minutes, followed by walking training for 30 minutes a day, 5 days a week for 4 weeks. The control group received walking training for 30 minutes a day, 5 days a week for 4 weeks. [Results] After the intervention, both groups showed significant improvements in the Berg Balance Scale, Timed Up and Go Test, and 10 m walk test compared with baseline results. The body awareness training group showed more significant improvements in the Berg Balance Scale and Timed Up and Go Test than the control group. There was no significant difference in the 10 m walk test between the groups. [Conclusion] The results of this study suggest that body awareness training has a positive effect on balance in patients with chronic stroke.

  17. Effect of inspiratory muscle training on respiratory capacity and walking ability with subacute stroke patients: a randomized controlled pilot trial.

    Science.gov (United States)

    Jung, Kyeong-Man; Bang, Dae-Hyouk

    2017-02-01

    [Purpose] To investigate the effects of inspiratory muscle training on respiratory capacity and walking ability in subacute stroke patients. [Subjects and Methods] The subjects were randomly assigned to an experimental group (n=6) or a control group (n=6). Patients in the experimental group received inspiratory muscle training for 30 minutes (six sets of five-minutes) and traditional physical therapy once a day, five days a week, for four weeks. The control group received aerobic exercise for 30 minutes and traditional physical therapy for 30 minutes a day, five days a week, for four weeks. [Results] After the intervention, both groups showed significant improvements in the forced vital capacity, forced expiratory volume in one second, 10-meter walking test, and six-minute walking test over the baseline results. There were significant between-group differences for the forced vital capacity, forced expiratory volume in one second, and six-minute walking test. No statistically significant differences were observed for measures of saturation pulse oximetry oxygen and 10-meter walking test between the groups. [Conclusion] These findings gave some indications that inspiratory muscle training may benefit in patients with subacute stroke, and it is feasible to be included in rehabilitation program with this population.

  18. Biased random walk in spatially embedded networks with total cost constraint

    Science.gov (United States)

    Niu, Rui-Wu; Pan, Gui-Jun

    2016-11-01

    We investigate random walk with a bias toward a target node in spatially embedded networks with total cost restriction introduced by Li et al. (2010). Precisely, The network is built from a two-dimension regular lattice to be improved by adding long-range shortcuts with probability P(rij) ∼rij-α, where rij is the Manhattan distance between sites i and j, and α is a variable exponent, the total length of the long-range connections is restricted. Bias is represented as a probability p of the packet or particle to travel at every hop toward the node which has the smallest Manhattan distance to the target node. By studying the mean first passage time (MFPT) for different exponent log , we find that the best transportation condition is obtained with an exponent α = d + 1(d = 2) for all p. The special phenomena can be possibly explained by the theory of information entropy, we find that when α = d + 1(d = 2), the spatial network with total cost restriction becomes an optimal network which has a maximum information entropy. In addition, the scaling of the MFPT with the size of the network is also investigated, and finds that the scaling of the MFPT with L follows a linear distribution for all p > 0.

  19. Random walk with nonuniform angular distribution biased by an external periodic pulse

    Science.gov (United States)

    Acharyya, Aranyak

    2016-11-01

    We studied the motion of a random walker in two dimensions with nonuniform angular distribution biased by an external periodic pulse. Here, we analytically calculated the mean square displacement (end-to-end distance of a walk after n time steps), without bias and with bias. We determined the average x-component of the final displacement of the walker. Interestingly, we noted that for a particular periodicity of the bias, this average x-component of the final displacement becomes approximately zero. The average y-component of the final displacement is found to be zero for any perodicity of the bias, and its reason can be attributed to the nature of the probability density function of the angle (subtended by the displacement vector with the x-axis). These analytical results are also supported by computer simulations. The present study may be thought of as a model for arresting the bacterial motion (along a preferred direction) by an external periodic bias. This article will be useful for undergraduate students of physics, statistics and biology as an example of an interdisciplinary approach to understand a way to control bacterial motion.

  20. A general "bang-bang" principle for predicting the maximum of a random walk

    CERN Document Server

    Allaart, Pieter C

    2009-01-01

    Let $(B_t)_{0\\leq t\\leq T}$ be either a Bernoulli random walk or a Brownian motion with drift, and let $M_t:=\\max\\{B_s: 0\\leq s\\leq t\\}$, $0\\leq t\\leq T$. This paper solves the general optimal prediction problem \\sup_{0\\leq\\tau\\leq T}\\sE[f(M_T-B_\\tau)], where the supremum is over all stopping times $\\tau$ adapted to the natural filtration of $(B_t)$, and $f$ is a nonincreasing convex function. The optimal stopping time $\\tau^*$ is shown to be of "bang-bang" type: $\\tau^*\\equiv 0$ if the drift of the underlying process $(B_t)$ is negative, and $\\tau^*\\equiv T$ is the drift is positive. This result generalizes recent findings by S. Yam, S. Yung and W. Zhou [{\\em J. Appl. Probab.} {\\bf 46} (2009), 651--668] and J. Du Toit and G. Peskir [{\\em Ann. Appl. Probab.} {\\bf 19} (2009), 983--1014], and provides additional mathematical justification for the dictum in finance that one should sell bad stocks immediately, but keep good ones as long as possible.

  1. Random Walks, Electric Networks and The Transience Class problem of Sandpiles

    CERN Document Server

    Choure, Ayush

    2011-01-01

    The Abelian Sandpile Model is a discrete diffusion process defined on graphs (Dhar \\cite{DD90}, Dhar et al. \\cite{DD95}) which serves as the standard model of \\textit{self-organized criticality}. The transience class of a sandpile is defined as the maximum number of particles that can be added without making the system recurrent (\\cite{BT05}). We develop the theory of discrete diffusions in contrast to continuous harmonic functions on graphs and establish deep connections between standard results in the study of random walks on graphs and sandpiles on graphs. Using this connection and building other necessary machinery we improve the main result of Babai and Gorodezky (SODA 2007,\\cite{LB07}) of the bound on the transience class of an $n \\times n$ grid, from $O(n^{30})$ to $O(n^{7})$. Proving that the transience class is small validates the general notion that for most natural phenomenon, the time during which the system is transient is small. In addition, we use the machinery developed to prove a number of au...

  2. Are the Variability Properties of the Kepler AGN Light Curves Consistent with a Damped Random Walk?

    CERN Document Server

    Kasliwal, Vishal P; Richards, Gordon T

    2015-01-01

    We test the consistency of active galactic nuclei (AGN) optical flux variability with the \\textit{damped random walk} (DRW) model. Our sample consists of 20 multi-quarter \\textit{Kepler} AGN light curves including both Type 1 and 2 Seyferts, radio-loud and -quiet AGN, quasars, and blazars. \\textit{Kepler} observations of AGN light curves offer a unique insight into the variability properties of AGN light curves because of the very rapid ($11.6-28.6$ min) and highly uniform rest-frame sampling combined with a photometric precision of $1$ part in $10^{5}$ over a period of 3.5 yr. We categorize the light curves of all 20 objects based on visual similarities and find that the light curves fall into 5 broad categories. We measure the first order structure function of these light curves and model the observed light curve with a general broken power-law PSD characterized by a short-timescale power-law index $\\gamma$ and turnover timescale $\\tau$. We find that less than half the objects are consistent with a DRW and ...

  3. Random Walks in Anderson's Garden: A Journey from Cuprates to Cooper Pair Insulators and Beyond

    CERN Document Server

    Baskaran, G

    2016-01-01

    Anderson's Garden is a drawing presented to Philip W. Anderson on the eve of his 60th birthday celebration, in 1983. This cartoon (Fig. 1), whose author is unknown, succinctly depicts some of Anderson's pre-1983 works, as a blooming garden. As an avid reader of Anderson's papers, random walk in Anderson's garden had become a part of my routine since graduate school days. This was of immense help and prepared me for a wonderful collaboration with the gardener himself, on the resonating valence bond (RVB) theory of High Tc cuprates and quantum spin liquids, at Princeton. The result was bountiful - the first (RVB mean field) theory for i) quantum spin liquids, ii) emergent fermi surfaces in Mott insulators and iii) superconductivity in doped Mott insulators. Beyond mean field theory - i) emergent gauge fields, ii) Ginzbuerg Landau theory with RVB gauge fields, iii) prediction of superconducting dome, iv) an early identification and study of a non-fermi liquid normal state of cuprates and so on. Here I narrate th...

  4. Limitations on the recovery of the true AGN variability parameters using Damped Random Walk modeling

    CERN Document Server

    Kozłowski, Szymon

    2016-01-01

    Context: The damped random walk (DRW) stochastic process is nowadays frequently used to model aperiodic light curves of AGNs. A number of correlations between the DRW model parameters, the signal decorrelation timescale and amplitude, and the physical AGN parameters such as the black hole mass or luminosity have been reported. Aims: We are interested in whether it is plausible to correctly measure the DRW parameters from a typical ground-based survey, in particular how accurate the recovered DRW parameters are compared to the input ones. Methods: By means of Monte Carlo simulations of AGN light curves, we study the impact of the light curve length, the source magnitude, cadence, and additional light on the DRW model parameters. Results: The most significant finding is that currently existing surveys are going to return unconstrained DRW decorrelation timescales, because typical rest-frame data do not probe long enough timescales or the white noise part of PSD for DRW. The experiment length must be at least te...

  5. Continuous-time random walk for open systems: fluctuation theorems and counting statistics.

    Science.gov (United States)

    Esposito, Massimiliano; Lindenberg, Katja

    2008-05-01

    We consider continuous-time random walks (CTRW) for open systems that exchange energy and matter with multiple reservoirs. Each waiting time distribution (WTD) for times between steps is characterized by a positive parameter alpha , which is set to alpha=1 if it decays at least as fast as t{-2} at long times and therefore has a finite first moment. A WTD with alpha<1 decays as t{-alpha-1} . A fluctuation theorem for the trajectory quantity R , defined as the logarithm of the ratio of the probability of a trajectory and the probability of the time reversed trajectory, holds for any CTRW. However, R can be identified as a trajectory entropy change only if the WTDs have alpha=1 and satisfy separability (also called "direction time independence"). For nonseparable WTDs with alpha=1 , R can only be identified as a trajectory entropy change at long times, and a fluctuation theorem for the entropy change then only holds at long times. For WTDs with 0

  6. Finite current stationary states of random walks on one-dimensional lattices with aperiodic disorder

    Science.gov (United States)

    Miki, Hiroshi

    2016-11-01

    Stationary states of random walks with finite induced drift velocity on one-dimensional lattices with aperiodic disorder are investigated by scaling analysis. Three aperiodic sequences, the Thue-Morse (TM), the paperfolding (PF), and the Rudin-Shapiro (RS) sequences, are used to construct the aperiodic disorder. These are binary sequences, composed of two symbols A and B, and the ratio of the number of As to that of Bs converges to unity in the infinite sequence length limit, but their effects on diffusional behavior are different. For the TM model, the stationary distribution is extended, as in the case without current, and the drift velocity is independent of the system size. For the PF model and the RS model, as the system size increases, the hierarchical and fractal structure and the localized structure, respectively, are broken by a finite current and changed to an extended distribution if the system size becomes larger than a certain threshold value. Correspondingly, the drift velocity is saturated in a large system while in a small system it decreases as the system size increases.

  7. Backward jump continuous-time random walk: An application to market trading

    Science.gov (United States)

    Gubiec, Tomasz; Kutner, Ryszard

    2010-10-01

    The backward jump modification of the continuous-time random walk model or the version of the model driven by the negative feedback was herein derived for spatiotemporal continuum in the context of a share price evolution on a stock exchange. In the frame of the model, we described stochastic evolution of a typical share price on a stock exchange with a moderate liquidity within a high-frequency time scale. The model was validated by satisfactory agreement of the theoretical velocity autocorrelation function with its empirical counterpart obtained for the continuous quotation. This agreement is mainly a result of a sharp backward correlation found and considered in this article. This correlation is a reminiscence of such a bid-ask bounce phenomenon where backward price jump has the same or almost the same length as preceding jump. We suggested that this correlation dominated the dynamics of the stock market with moderate liquidity. Although assumptions of the model were inspired by the market high-frequency empirical data, its potential applications extend beyond the financial market, for instance, to the field covered by the Le Chatelier-Braun principle of contrariness.

  8. Identifying and Analyzing Novel Epilepsy-Related Genes Using Random Walk with Restart Algorithm

    Science.gov (United States)

    Guo, Wei; Shang, Dong-Mei; Cao, Jing-Hui; Feng, Kaiyan; Wang, ShaoPeng

    2017-01-01

    As a pathological condition, epilepsy is caused by abnormal neuronal discharge in brain which will temporarily disrupt the cerebral functions. Epilepsy is a chronic disease which occurs in all ages and would seriously affect patients' personal lives. Thus, it is highly required to develop effective medicines or instruments to treat the disease. Identifying epilepsy-related genes is essential in order to understand and treat the disease because the corresponding proteins encoded by the epilepsy-related genes are candidates of the potential drug targets. In this study, a pioneering computational workflow was proposed to predict novel epilepsy-related genes using the random walk with restart (RWR) algorithm. As reported in the literature RWR algorithm often produces a number of false positive genes, and in this study a permutation test and functional association tests were implemented to filter the genes identified by RWR algorithm, which greatly reduce the number of suspected genes and result in only thirty-three novel epilepsy genes. Finally, these novel genes were analyzed based upon some recently published literatures. Our findings implicate that all novel genes were closely related to epilepsy. It is believed that the proposed workflow can also be applied to identify genes related to other diseases and deepen our understanding of the mechanisms of these diseases.

  9. State-independent importance sampling for random walks with regularly varying increments

    Directory of Open Access Journals (Sweden)

    Karthyek R. A. Murthy

    2015-03-01

    Full Text Available We develop importance sampling based efficient simulation techniques for three commonly encountered rare event probabilities associated with random walks having i.i.d. regularly varying increments; namely, 1 the large deviation probabilities, 2 the level crossing probabilities, and 3 the level crossing probabilities within a regenerative cycle. Exponential twisting based state-independent methods, which are effective in efficiently estimating these probabilities for light-tailed increments are not applicable when the increments are heavy-tailed. To address the latter case, more complex and elegant state-dependent efficient simulation algorithms have been developed in the literature over the last few years. We propose that by suitably decomposing these rare event probabilities into a dominant and further residual components, simpler state-independent importance sampling algorithms can be devised for each component resulting in composite unbiased estimators with desirable efficiency properties. When the increments have infinite variance, there is an added complexity in estimating the level crossing probabilities as even the well known zero-variance measures have an infinite expected termination time. We adapt our algorithms so that this expectation is finite while the estimators remain strongly efficient. Numerically, the proposed estimators perform at least as well, and sometimes substantially better than the existing state-dependent estimators in the literature.

  10. Transport of dense pollutants: nonlinear random walk modeling and experimental validation

    Science.gov (United States)

    Zoia, A.; Latrille, C.; Cartalade, A.

    2009-04-01

    Fickian transport with uncorrelated particles paths is recovered. We have tested the proposed random walk model on experimental measurements of dense contaminant transport obtained with the BEETI experimental device, a dichromatic X-ray source coupled with a NaI detector [5] This setup allows quantitatively assessing the contaminant concentration cℓ(t) inside a vertical 80 cm column (as a function of time), at various sections ℓ. The injected contaminant is KI and the column is filled with homogeneously mixed Fontainebleau sand. As a salient feature, contaminant profiles are sensibly skewed (depending on the flow direction) and therefore non-Gaussian. Monte Carlo estimates of concentration profiles and temporal moments have been computed and a good agreement is found between simulation results and experimental data, for both downwards and upwards injection, at various flow regimes and molar concentrations. The proposed random walk model is admittedly simple, since the full spectrum of interactions that actually take place between the velocity and density fields [2-4] has been condensed in a single nonlinear coupling at the scale of particles trajectories. Yet, despite its simplicity, it compares well to the set of dense contaminant transport measurements. Finally, the random walk approach has been rephrased in terms of a more general nonlinear master equation [6], thus providing a link with the Continuous Time Random Walk (CTRW) formalism [1,7]. The CTRW framework can be used to deal with heterogenous and/or unsaturated porous media and this allows extending our model, so to make predictions about pollutants behavior in such complex materials. References [1] B. Berkowitz, A. Cortis, M. Dentz, and H. Scher, Rev. Geophys. 44, RG2003 (2006). [2] S. M. Hassanizadeh and A. Leijnse, Adv. Water Resour. 18, 203 (1995). [3] C. T. Simmons, T. R. Fenstemaker, and J. M. Sharp Jr., J. Contam. Hydrology 52, 245 (2001). [4] H.-J. G. Diersch and O. Kolditz, Adv. Water Resour

  11. Path statistics, memory, and coarse-graining of continuous-time random walks on networks.

    Science.gov (United States)

    Manhart, Michael; Kion-Crosby, Willow; Morozov, Alexandre V

    2015-12-01

    Continuous-time random walks (CTRWs) on discrete state spaces, ranging from regular lattices to complex networks, are ubiquitous across physics, chemistry, and biology. Models with coarse-grained states (for example, those employed in studies of molecular kinetics) or spatial disorder can give rise to memory and non-exponential distributions of waiting times and first-passage statistics. However, existing methods for analyzing CTRWs on complex energy landscapes do not address these effects. Here we use statistical mechanics of the nonequilibrium path ensemble to characterize first-passage CTRWs on networks with arbitrary connectivity, energy landscape, and waiting time distributions. Our approach can be applied to calculating higher moments (beyond the mean) of path length, time, and action, as well as statistics of any conservative or non-conservative force along a path. For homogeneous networks, we derive exact relations between length and time moments, quantifying the validity of approximating a continuous-time process with its discrete-time projection. For more general models, we obtain recursion relations, reminiscent of transfer matrix and exact enumeration techniques, to efficiently calculate path statistics numerically. We have implemented our algorithm in PathMAN (Path Matrix Algorithm for Networks), a Python script that users can apply to their model of choice. We demonstrate the algorithm on a few representative examples which underscore the importance of non-exponential distributions, memory, and coarse-graining in CTRWs.

  12. RRW: repeated random walks on genome-scale protein networks for local cluster discovery

    Directory of Open Access Journals (Sweden)

    Can Tolga

    2009-09-01

    Full Text Available Abstract Background We propose an efficient and biologically sensitive algorithm based on repeated random walks (RRW for discovering functional modules, e.g., complexes and pathways, within large-scale protein networks. Compared to existing cluster identification techniques, RRW implicitly makes use of network topology, edge weights, and long range interactions between proteins. Results We apply the proposed technique on a functional network of yeast genes and accurately identify statistically significant clusters of proteins. We validate the biological significance of the results using known complexes in the MIPS complex catalogue database and well-characterized biological processes. We find that 90% of the created clusters have the majority of their catalogued proteins belonging to the same MIPS complex, and about 80% have the majority of their proteins involved in the same biological process. We compare our method to various other clustering techniques, such as the Markov Clustering Algorithm (MCL, and find a significant improvement in the RRW clusters' precision and accuracy values. Conclusion RRW, which is a technique that exploits the topology of the network, is more precise and robust in finding local clusters. In addition, it has the added flexibility of being able to find multi-functional proteins by allowing overlapping clusters.

  13. Scaling Behaviors of Branched Polymers

    CERN Document Server

    Aoki, H; Kawai, H; Kitazawa, Y; Aoki, Hajime; Iso, Satoshi; Kawai, Hikaru; Kitazawa, Yoshihisa

    2000-01-01

    We study the thermodynamic behavior of branched polymers. We first study random walks in order to clarify the thermodynamic relation between the canonical ensemble and the grand canonical ensemble. We then show that correlation functions for branched polymers are given by those for $\\phi^3$ theory with a single mass insertion, not those for the $\\phi^3$ theory themselves. In particular, the two-point function behaves as $1/p^4$, not as $1/p^2$, in the scaling region. This behavior is consistent with the fact that the Hausdorff dimension of the branched polymer is four.

  14. Magnetic Field Line Random Walk in Isotropic Turbulence with Varying Mean Field

    Science.gov (United States)

    Sonsrettee, W.; Subedi, P.; Ruffolo, D.; Matthaeus, W. H.; Snodin, A. P.; Wongpan, P.; Chuychai, P.; Rowlands, G.; Vyas, S.

    2016-08-01

    In astrophysical plasmas, the magnetic field line random walk (FLRW) plays an important role in guiding particle transport. The FLRW behavior is scaled by the Kubo number R=(b/{B}0)({{\\ell }}\\parallel /{{\\ell }}\\perp ) for rms magnetic fluctuation b, large-scale mean field {{\\boldsymbol{B}}}0, and coherence scales parallel ({{\\ell }}\\parallel ) and perpendicular ({{\\ell }}\\perp ) to {{\\boldsymbol{B}}}0. Here we use a nonperturbative analytic framework based on Corrsin’s hypothesis, together with direct computer simulations, to examine the R-scaling of the FLRW for varying B 0 with finite b and isotropic fluctuations with {{\\ell }}\\parallel /{{\\ell }}\\perp =1, instead of the well-studied route of varying {{\\ell }}\\parallel /{{\\ell }}\\perp for b \\ll {B}0. The FLRW for isotropic magnetic fluctuations is also of astrophysical interest regarding transport processes in the interstellar medium. With a mean field, fluctuations may have variance anisotropy, so we consider limiting cases of isotropic variance and transverse variance (with b z = 0). We obtain analytic theories, and closed-form solutions for extreme cases. Padé approximants are provided to interpolate all versions of theory and simulations to any B 0. We demonstrate that, for isotropic turbulence, Corrsin-based theories generally work well, and with increasing R there is a transition from quasilinear to Bohm diffusion. This holds even with b z = 0, when different routes to R\\to ∞ are mathematically equivalent; in contrast with previous studies, we find that a Corrsin-based theory with random ballistic decorrelation works well even up to R = 400, where the effects of trapping are barely perceptible in simulation results.

  15. Magnetic Field Line Random Walk in Isotropic Turbulence with Zero Mean Field

    Science.gov (United States)

    Sonsrettee, W.; Subedi, P.; Ruffolo, D.; Matthaeus, W. H.; Snodin, A. P.; Wongpan, P.; Chuychai, P.

    2015-01-01

    In astrophysical plasmas, magnetic field lines often guide the motions of thermal and non-thermal particles. The field line random walk (FLRW) is typically considered to depend on the Kubo number R = (b/B 0)(l∥/l) for rms magnetic fluctuation b, large-scale mean field B 0, and parallel and perpendicular coherence scales l∥ and l, respectively. Here we examine the FLRW when R → ∞ by taking B 0 → 0 for finite bz (fluctuation component along B 0), which differs from the well-studied route with bz = 0 or bz Lt B 0 as the turbulence becomes quasi-two-dimensional (quasi-2D). Fluctuations with B 0 = 0 are typically isotropic, which serves as a reasonable model of interstellar turbulence. We use a non-perturbative analytic framework based on Corrsin's hypothesis to determine closed-form solutions for the asymptotic field line diffusion coefficient for three versions of the theory, which are directly related to the k -1 or k -2 moment of the power spectrum. We test these theories by performing computer simulations of the FLRW, obtaining the ratio of diffusion coefficients for two different parameterizations of a field line. Comparing this with theoretical ratios, the random ballistic decorrelation version of the theory agrees well with the simulations. All results exhibit an analog to Bohm diffusion. In the quasi-2D limit, previous works have shown that Corrsin-based theories deviate substantially from simulation results, but here we find that as B 0 → 0, they remain in reasonable agreement. We conclude that their applicability is limited not by large R, but rather by quasi-two-dimensionality.

  16. MAGNETIC FIELD LINE RANDOM WALK IN ISOTROPIC TURBULENCE WITH ZERO MEAN FIELD

    Energy Technology Data Exchange (ETDEWEB)

    Sonsrettee, W.; Ruffolo, D.; Snodin, A. P.; Wongpan, P. [Department of Physics, Faculty of Science, Mahidol University, Bangkok 10400 (Thailand); Subedi, P.; Matthaeus, W. H. [Bartol Research Institute, University of Delaware, Newark, DE 19716 (United States); Chuychai, P., E-mail: bturbulence@gmail.com, E-mail: david.ruf@mahidol.ac.th, E-mail: andrew.snodin@gmail.com, E-mail: pat.wongpan@postgrad.otago.ac.nz, E-mail: piyanate@gmail.com, E-mail: prasub@udel.edu, E-mail: whm@udel.edu [Thailand Center of Excellence in Physics, CHE, Ministry of Education, Bangkok 10400 (Thailand)

    2015-01-01

    In astrophysical plasmas, magnetic field lines often guide the motions of thermal and non-thermal particles. The field line random walk (FLRW) is typically considered to depend on the Kubo number R = (b/B {sub 0})(ℓ{sub ∥}/ℓ ) for rms magnetic fluctuation b, large-scale mean field B {sub 0}, and parallel and perpendicular coherence scales ℓ{sub ∥} and ℓ , respectively. Here we examine the FLRW when R → ∞ by taking B {sub 0} → 0 for finite b{sub z} (fluctuation component along B {sub 0}), which differs from the well-studied route with b{sub z} = 0 or b{sub z} << B {sub 0} as the turbulence becomes quasi-two-dimensional (quasi-2D). Fluctuations with B {sub 0} = 0 are typically isotropic, which serves as a reasonable model of interstellar turbulence. We use a non-perturbative analytic framework based on Corrsin's hypothesis to determine closed-form solutions for the asymptotic field line diffusion coefficient for three versions of the theory, which are directly related to the k {sup –1} or k {sup –2} moment of the power spectrum. We test these theories by performing computer simulations of the FLRW, obtaining the ratio of diffusion coefficients for two different parameterizations of a field line. Comparing this with theoretical ratios, the random ballistic decorrelation version of the theory agrees well with the simulations. All results exhibit an analog to Bohm diffusion. In the quasi-2D limit, previous works have shown that Corrsin-based theories deviate substantially from simulation results, but here we find that as B {sub 0} → 0, they remain in reasonable agreement. We conclude that their applicability is limited not by large R, but rather by quasi-two-dimensionality.

  17. Elephants can always remember: Exact long-range memory effects in a non-Markovian random walk

    Science.gov (United States)

    Schütz, Gunter M.; Trimper, Steffen

    2004-10-01

    We consider a discrete-time random walk where the random increment at time step t depends on the full history of the process. We calculate exactly the mean and variance of the position and discuss its dependence on the initial condition and on the memory parameter p . At a critical value pc(1)=1/2 where memory effects vanish there is a transition from a weakly localized regime [where the walker (elephant) returns to its starting point] to an escape regime. Inside the escape regime there is a second critical value where the random walk becomes superdiffusive. The probability distribution is shown to be governed by a non-Markovian Fokker-Planck equation with hopping rates that depend both on time and on the starting position of the walk. On large scales the memory organizes itself into an effective harmonic oscillator potential for the random walker with a time-dependent spring constant k=(2p-1)/t . The solution of this problem is a Gaussian distribution with time-dependent mean and variance which both depend on the initiation of the process.

  18. A non-Levy random walk in chacma baboons: what does it mean?

    Directory of Open Access Journals (Sweden)

    Cédric Sueur

    Full Text Available The Lévy walk is found from amoebas to humans and has been described as the optimal strategy for food research. Recent results, however, have generated controversy about this conclusion since animals also display alternatives to the Lévy walk such as the Brownian walk or mental maps and because movement patterns found in some species only seem to depend on food patches distribution. Here I show that movement patterns of chacma baboons do not follow a Lévy walk but a Brownian process. Moreover this Brownian walk is not the main process responsible for movement patterns of baboons. Findings about their speed and trajectories show that baboons use metal maps and memory to find resources. Thus the Brownian process found in this species appears to be more dependent on the environment or might be an alternative when known food patches are depleted and when animals have to find new resources.

  19. Step angles to reduce the north-finding error caused by rate random walk with fiber optic gyroscope.

    Science.gov (United States)

    Wang, Qin; Xie, Jun; Yang, Chuanchuan; He, Changhong; Wang, Xinyue; Wang, Ziyu

    2015-10-20

    We study the relationship between the step angles and the accuracy of north finding with fiber optic gyroscopes. A north-finding method with optimized step angles is proposed to reduce the errors caused by rate random walk (RRW). Based on this method, the errors caused by both angle random walk and RRW are reduced by increasing the number of positions. For when the number of positions is even, we proposed a north-finding method with symmetric step angles that can reduce the error caused by RRW and is not affected by the azimuth angles. Experimental results show that, compared with the traditional north-finding method, the proposed methods with the optimized step angles and the symmetric step angles can reduce the north-finding errors by 67.5% and 62.5%, respectively. The method with symmetric step angles is not affected by the azimuth angles and can offer consistent high accuracy for any azimuth angles.

  20. Continuous Time Random Walk and different diffusive regimes - doi: 10.4025/actascitechnol.v34i2.11521

    Directory of Open Access Journals (Sweden)

    Haroldo Valetin Ribeiro

    2012-03-01

    Full Text Available We investigate how it is possible to obtain different diffusive regimes from the Continuous Time Random Walk (CTRW approach performing suitable changes for the waiting time and jumping distributions in order to get two or more regimes for the same diffusive process. We also obtain diffusion-like equations related to these processes and investigate the connection of the results with anomalous diffusion. 

  1. Intravitreal Triamcinolone for Acute Branch Retinal Vein Occlusion: a Randomized Clinical Trial

    Directory of Open Access Journals (Sweden)

    Alireza Ramezani

    2011-01-01

    Full Text Available Purpose: To evaluate the therapeutic effect of intravitreal triamcinolone (IVT injection for recent branch retinal vein occlusion (BRVO. Methods: In a randomized controlled clinical trial, 30 phakic eyes with recent (less than 10 weeks′ duration BRVO were assigned to two groups. The treatment group (16 eyes received 4 mg IVT and the control group (14 eyes received subconjunctival sham injections. Changes in visual acuity (VA were the main outcome measure. Results: VA and central macular thickness (CMT changes were not significantly different between the study groups at any time point. Within group analysis showed significant VA improvement from baseline in the IVT group up to three months (P 0.05. Significant reduction in CMT was noticed only in the treatment group (‑172 ± 202 μm, P = 0.029 and at 4 months. Ocular hypertension occurred in 4 (25% and 2 (14.3% eyes in the IVT and control groups, respectively. Conclusion: A single IVT injection had a non-significant beneficial effect on VA and CMT in acute BRVO as compared to the natural history of the condition. The 3-month deferred treatment protocol advocated by the Branch Vein Occlusion Study Group may be a safer option than IVT injection considering its potential side effects.

  2. Random walks on three-strand braids and on related hyperbolic groups 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion; 02.50.-r Probability theory, stochastic processes, and statistics; 02.40.Ky Riemannian geometries;

    CERN Document Server

    Nechaev, S

    2003-01-01

    We investigate the statistical properties of random walks on the simplest nontrivial braid group B sub 3 , and on related hyperbolic groups. We provide a method using Cayley graphs of groups allowing us to compute explicitly the probability distribution of the basic statistical characteristics of random trajectories - the drift and the return probability. The action of the groups under consideration in the hyperbolic plane is investigated, and the distribution of a geometric invariant - the hyperbolic distance - is analysed. It is shown that a random walk on B sub 3 can be viewed as a 'magnetic random walk' on the group PSL(2, Z).

  3. Beyond Random Walk and Metropolis-Hastings Samplers: Why You Should Not Backtrack for Unbiased Graph Sampling

    CERN Document Server

    Lee, Chul-Ho; Eun, Do Young

    2012-01-01

    Graph sampling via crawling has been actively considered as a generic and important tool for collecting uniform node samples so as to consistently estimate and uncover various characteristics of complex networks. The so-called simple random walk with re-weighting (SRW-rw) and Metropolis-Hastings (MH) algorithm have been popular in the literature for such unbiased graph sampling. However, an unavoidable downside of their core random walks -- slow diffusion over the space, can cause poor estimation accuracy. In this paper, we propose non-backtracking random walk with re-weighting (NBRW-rw) and MH algorithm with delayed acceptance (MHDA) which are theoretically guaranteed to achieve, at almost no additional cost, not only unbiased graph sampling but also higher efficiency (smaller asymptotic variance of the resulting unbiased estimators) than the SRW-rw and the MH algorithm, respectively. In particular, a remarkable feature of the MHDA is its applicability for any non-uniform node sampling like the MH algorithm,...

  4. The importance of being atomic: Ecological invasions as random walks instead of waves.

    Science.gov (United States)

    Reluga, Timothy C

    2016-12-01

    Invasions are one of the most easily identified spatial phenomena in ecology, and have inspired a rich variety of theories for ecologists' and naturalists' consideration. However, a number of arguments over the sensitivities of invasion rates to stochasticity, density-dependence, dimension, and discreteness persist in the literature. The standard mathematical approach to invasions is based on Fisher's analysis of traveling waves solutions for the spread of an advantageous allele. In this paper, we exploit an alternative theory based on Ellner's premise that species invasions are best interpreted not as waves, but as random walks, and that the discreteness of living organisms is fundamentally important. Using a density-dependent invasion model in a stationary environment with indivisible (atomic) individuals where reproduction and dispersal are stochastic and independent, we show 4 key properties of Ellner's invasions previously suggested by simulation analysis: (1) greater spatial dispersal stochasticity quickens invasions, (2) greater demographic stochasticity slows invasions, (3) negative density-dependence slows invasions, and (4) greater temporal dispersal stochasticity quickens invasions. We prove the first three results by using generating functions and stochastic-dominance methods to rank furthest-forward dispersal distributions. The fourth result is proven in the special case of atomless theory, but remains an open conjecture in atomic theory. In addition, we explain why, unlike atomless invasions, an infinitely wide atomic invasion in two-dimensions can travel faster than a finite-width invasion and a one-dimensional invasion. The paper concludes with a classification of invasion dynamics based on dispersal kernel tails.

  5. Anisotropy of the monomer random walk in a polymer melt: local-order and connectivity effects

    Science.gov (United States)

    Bernini, S.; Leporini, D.

    2016-05-01

    The random walk of a bonded monomer in a polymer melt is anisotropic due to local order and bond connectivity. We investigate both effects by molecular-dynamics simulations on melts of fully-flexible linear chains ranging from dimers (M  =  2) up to entangled polymers (M  =  200). The corresponding atomic liquid is also considered a reference system. To disentangle the influence of the local geometry and the bond arrangements, and to reveal their interplay, we define suitable measures of the anisotropy emphasising either the former or the latter aspect. Connectivity anisotropy, as measured by the correlation between the initial bond orientation and the direction of the subsequent monomer displacement, shows a slight enhancement due to the local order at times shorter than the structural relaxation time. At intermediate times—when the monomer displacement is comparable to the bond length—a pronounced peak and then decays slowly as t -1/2, becoming negligible when the displacement is as large as about five bond lengths, i.e. about four monomer diameters or three Kuhn lengths. Local-geometry anisotropy, as measured by the correlation between the initial orientation of a characteristic axis of the Voronoi cell and the subsequent monomer dynamics, is affected at shorter times than the structural relaxation time by the cage shape with antagonistic disturbance by the connectivity. Differently, at longer times, the connectivity favours the persistence of the local-geometry anisotropy, which vanishes when the monomer displacement exceeds the bond length. Our results strongly suggest that the sole consideration of the local order is not enough to understand the microscopic origin of the rattling amplitude of the trapped monomer in the cage of the neighbours.

  6. Identifying co-targets to fight drug resistance based on a random walk model

    Directory of Open Access Journals (Sweden)

    Chen Liang-Chun

    2012-01-01

    Full Text Available Abstract Background Drug resistance has now posed more severe and emergent threats to human health and infectious disease treatment. However, wet-lab approaches alone to counter drug resistance have so far still achieved limited success due to less knowledge about the underlying mechanisms of drug resistance. Our approach apply a heuristic search algorithm in order to extract active network under drug treatment and use a random walk model to identify potential co-targets for effective antibacterial drugs. Results We use interactome network of Mycobacterium tuberculosis and gene expression data which are treated with two kinds of antibiotic, Isoniazid and Ethionamide as our test data. Our analysis shows that the active drug-treated networks are associated with the trigger of fatty acid metabolism and synthesis and nicotinamide adenine dinucleotide (NADH-related processes and those results are consistent with the recent experimental findings. Efflux pumps processes appear to be the major mechanisms of resistance but SOS response is significantly up-regulation under Isoniazid treatment. We also successfully identify the potential co-targets with literature confirmed evidences which are related to the glycine-rich membrane, adenosine triphosphate energy and cell wall processes. Conclusions With gene expression and interactome data supported, our study points out possible pathways leading to the emergence of drug resistance under drug treatment. We develop a computational workflow for giving new insights to bacterial drug resistance which can be gained by a systematic and global analysis of the bacterial regulation network. Our study also discovers the potential co-targets with good properties in biological and graph theory aspects to overcome the problem of drug resistance.

  7. Equivalence between Step Selection Functions and Biased Correlated Random Walks for Statistical Inference on Animal Movement.

    Science.gov (United States)

    Duchesne, Thierry; Fortin, Daniel; Rivest, Louis-Paul

    2015-01-01

    Animal movement has a fundamental impact on population and community structure and dynamics. Biased correlated random walks (BCRW) and step selection functions (SSF) are commonly used to study movements. Because no studies have contrasted the parameters and the statistical properties of their estimators for models constructed under these two Lagrangian approaches, it remains unclear whether or not they allow for similar inference. First, we used the Weak Law of Large Numbers to demonstrate that the log-likelihood function for estimating the parameters of BCRW models can be approximated by the log-likelihood of SSFs. Second, we illustrated the link between the two approaches by fitting BCRW with maximum likelihood and with SSF to simulated movement data in virtual environments and to the trajectory of bison (Bison bison L.) trails in natural landscapes. Using simulated and empirical data, we found that the parameters of a BCRW estimated directly from maximum likelihood and by fitting an SSF were remarkably similar. Movement analysis is increasingly used as a tool for understanding the influence of landscape properties on animal distribution. In the rapidly developing field of movement ecology, management and conservation biologists must decide which method they should implement to accurately assess the determinants of animal movement. We showed that BCRW and SSF can provide similar insights into the environmental features influencing animal movements. Both techniques have advantages. BCRW has already been extended to allow for multi-state modeling. Unlike BCRW, however, SSF can be estimated using most statistical packages, it can simultaneously evaluate habitat selection and movement biases, and can easily integrate a large number of movement taxes at multiple scales. SSF thus offers a simple, yet effective, statistical technique to identify movement taxis.

  8. Directed random walks and constraint programming reveal active pathways in hepatocyte growth factor signaling.

    Science.gov (United States)

    Kittas, Aristotelis; Delobelle, Aurélien; Schmitt, Sabrina; Breuhahn, Kai; Guziolowski, Carito; Grabe, Niels

    2016-01-01

    An effective means to analyze mRNA expression data is to take advantage of established knowledge from pathway databases, using methods such as pathway-enrichment analyses. However, pathway databases are not case-specific and expression data could be used to infer gene-regulation patterns in the context of specific pathways. In addition, canonical pathways may not always describe the signaling mechanisms properly, because interactions can frequently occur between genes in different pathways. Relatively few methods have been proposed to date for generating and analyzing such networks, preserving the causality between gene interactions and reasoning over the qualitative logic of regulatory effects. We present an algorithm (MCWalk) integrated with a logic programming approach, to discover subgraphs in large-scale signaling networks by random walks in a fully automated pipeline. As an exemplary application, we uncover the signal transduction mechanisms in a gene interaction network describing hepatocyte growth factor-stimulated cell migration and proliferation from gene-expression measured with microarray and RT-qPCR using in-house perturbation experiments in a keratinocyte-fibroblast co-culture. The resulting subgraphs illustrate possible associations of hepatocyte growth factor receptor c-Met nodes, differentially expressed genes and cellular states. Using perturbation experiments and Answer Set programming, we are able to select those which are more consistent with the experimental data. We discover key regulator nodes by measuring the frequency with which they are traversed when connecting signaling between receptors and significantly regulated genes and predict their expression-shift consistently with the measured data. The Java implementation of MCWalk is publicly available under the MIT license at: https://bitbucket.org/akittas/biosubg.

  9. Multiscale modeling of interwoven Kevlar fibers based on random walk to predict yarn structural response

    Science.gov (United States)

    Recchia, Stephen

    Kevlar is the most common high-end plastic filament yarn used in body armor, tire reinforcement, and wear resistant applications. Kevlar is a trade name for an aramid fiber. These are fibers in which the chain molecules are highly oriented along the fiber axis, so the strength of the chemical bond can be exploited. The bulk material is extruded into filaments that are bound together into yarn, which may be chorded with other materials as in car tires, woven into a fabric, or layered in an epoxy to make composite panels. The high tensile strength to low weight ratio makes this material ideal for designs that decrease weight and inertia, such as automobile tires, body panels, and body armor. For designs that use Kevlar, increasing the strength, or tenacity, to weight ratio would improve performance or reduce cost of all products that are based on this material. This thesis computationally and experimentally investigates the tenacity and stiffness of Kevlar yarns with varying twist ratios. The test boundary conditions were replicated with a geometrically accurate finite element model, resulting in a customized code that can reproduce tortuous filaments in a yarn was developed. The solid model geometry capturing filament tortuosity was implemented through a random walk method of axial geometry creation. A finite element analysis successfully recreated the yarn strength and stiffness dependency observed during the tests. The physics applied in the finite element model was reproduced in an analytical equation that was able to predict the failure strength and strain dependency of twist ratio. The analytical solution can be employed to optimize yarn design for high strength applications.

  10. Systematic Angle Random Walk Estimation of the Constant Rate Biased Ring Laser Gyro

    Directory of Open Access Journals (Sweden)

    Guohu Feng

    2013-02-01

    Full Text Available An actual account of the angle random walk (ARW coefficients of gyros in the constant rate biased rate ring laser gyro (RLG inertial navigation system (INS is very important in practical engineering applications. However, no reported experimental work has dealt with the issue of characterizing the ARW of the constant rate biased RLG in the INS. To avoid the need for high cost precise calibration tables and complex measuring set-ups, the objective of this study is to present a cost-effective experimental approach to characterize the ARW of the gyros in the constant rate biased RLG INS. In the system, turntable dynamics and other external noises would inevitably contaminate the measured RLG data, leading to the question of isolation of such disturbances. A practical observation model of the gyros in the constant rate biased RLG INS was discussed, and an experimental method based on the fast orthogonal search (FOS for the practical observation model to separate ARW error from the RLG measured data was proposed. Validity of the FOS-based method was checked by estimating the ARW coefficients of the mechanically dithered RLG under stationary and turntable rotation conditions. By utilizing the FOS-based method, the average ARW coefficient of the constant rate biased RLG in the postulate system is estimated. The experimental results show that the FOS-based method can achieve high denoising ability. This method estimate the ARW coefficients of the constant rate biased RLG in the postulate system accurately. The FOS-based method does not need precise calibration table with high cost and complex measuring set-up, and Statistical results of the tests will provide us references in engineering application of the constant rate biased RLG INS.

  11. 3rd Workshop on Branching Processes and their Applications

    CERN Document Server

    González, Miguel; Gutiérrez, Cristina; Martínez, Rodrigo; Minuesa, Carmen; Molina, Manuel; Mota, Manuel; Ramos, Alfonso; WBPA15

    2016-01-01

    This volume gathers papers originally presented at the 3rd Workshop on Branching Processes and their Applications (WBPA15), which was held from 7 to 10 April 2015 in Badajoz, Spain (http://branching.unex.es/wbpa15/index.htm). The papers address a broad range of theoretical and practical aspects of branching process theory. Further, they amply demonstrate that the theoretical research in this area remains vital and topical, as well as the relevance of branching concepts in the development of theoretical approaches to solving new problems in applied fields such as Epidemiology, Biology, Genetics, and, of course, Population Dynamics. The topics covered can broadly be classified into the following areas: 1. Coalescent Branching Processes 2. Branching Random Walks 3. Population Growth Models in Varying and Random Environments 4. Size/Density/Resource-Dependent Branching Models 5. Age-Dependent Branching Models 6. Special Branching Models 7. Applications in Epidemiology 8. Applications in Biology and Genetics Offer...

  12. Random walks in fractal media: a theoretical evaluation of the periodicity of the oscillations in dynamic observables

    Energy Technology Data Exchange (ETDEWEB)

    Maltz, Alberto L [Departamento de Matematica, Universidad Nacional de La Plata, Casilla de Correo 172 (1900) La Plata (Argentina); Fabricius, Gabriel; Bab, Marisa A; Albano, Ezequiel V [Instituto de Investigaciones FisicoquImicas Teoricas y Aplicadas (INIFTA), CCT La Plata, UNLP, CONICET. Casilla de Correo 16, Sucursal 4, (1900) La Plata (Argentina)

    2008-12-12

    In this work we address the time evolution of random walks on a special type of Sierpinski carpets, which we call walk similar (WS). By considering highly symmetric fractals (symmetrically self-similar graphs (SSG)), very recently Kroen and Teufl (2003 Trans. Am. Math. Soc. 356 393) have developed a technique based on the fact that the random walk gives rise to an equivalent process in a similar subset. The method is used in order to obtain the time scaling factor ({tau}) as the average passing time (APT) of the walker from a site in the subset to any different site in the subset. For SSG, the APT is independent of the starting point. In the present work we generalize this technique under the less stringent symmetry conditions of the WS carpets, such that the APT depends on the starting point. Therefore, we calculate exactly the weighted APT ({tau}*). By performing Monte Carlo simulations on several WS carpets we verify that {tau}* plays the role of {tau} by setting the logarithmic period of the oscillatory asymptotic behaviour of dynamic observables.

  13. Low-frequency vibratory exercise reduces the risk of bone fracture more than walking: a randomized controlled trial

    Directory of Open Access Journals (Sweden)

    Leal Alejo

    2006-11-01

    Full Text Available Abstract Background Whole-body vibration (WBV is a new type of exercise that has been increasingly tested for the ability to prevent bone fractures and osteoporosis in frail people. There are two currently marketed vibrating plates: a the whole plate oscillates up and down; b reciprocating vertical displacements on the left and right side of a fulcrum, increasing the lateral accelerations. A few studies have shown recently the effectiveness of the up-and-down plate for increasing Bone Mineral Density (BMD and balance; but the effectiveness of the reciprocating plate technique remains mainly unknown. The aim was to compare the effects of WBV using a reciprocating platform at frequencies lower than 20 Hz and a walking-based exercise programme on BMD and balance in post-menopausal women. Methods Twenty-eight physically untrained post-menopausal women were assigned at random to a WBV group or a Walking group. Both experimental programmes consisted of 3 sessions per week for 8 months. Each vibratory session included 6 bouts of 1 min (12.6 Hz in frequency and 3 cm in amplitude with 60° of knee flexion with 1 min rest between bouts. Each walking session was 55 minutes of walking and 5 minutes of stretching. Hip and lumbar BMD (g·cm-2 were measured using dual-energy X-ray absorptiometry and balance was assessed by the blind flamingo test. ANOVA for repeated measurements was adjusted by baseline data, weight and age. Results After 8 months, BMD at the femoral neck in the WBV group was increased by 4.3% (P = 0.011 compared to the Walking group. In contrast, the BMD at the lumbar spine was unaltered in both groups. Balance was improved in the WBV group (29% but not in the Walking group. Conclusion The 8-month course of vibratory exercise using a reciprocating plate is feasible and is more effective than walking to improve two major determinants of bone fractures: hip BMD and balance.

  14. Limitations on the recovery of the true AGN variability parameters using damped random walk modeling

    Science.gov (United States)

    Kozłowski, Szymon

    2017-01-01

    Context. The damped random walk (DRW) stochastic process is nowadays frequently used to model aperiodic light curves of active galactic nuclei (AGNs). A number of correlations between the DRW model parameters, the signal decorrelation timescale and amplitude, and the physical AGN parameters, such as the black hole mass or luminosity, have been reported. Aims: We are interested in whether or not it is plausible to correctly measure the DRW parameters from a typical ground-based survey, and, in particular, in how accurate the recovered DRW parameters are compared to the input ones. Methods: By means of Monte Carlo simulations of AGN light curves, we studied the impact of the light curve length, the source magnitude (the photometric properties of a survey), cadence, and additional light (e.g., from a host galaxy) on the DRW model parameters. Results: The most significant finding is that currently existing surveys are going to return unconstrained DRW decorrelation timescales, because typical rest-frame data do not probe long enough timescales or the white noise part of the power spectral density for DRW. The experiment length must be at least ten times longer than the true DRW decorrelation timescale, being presumably in the vicinity of one year, thus meaning the necessity for AGN light curves measuring a minimum of 10 years (rest-frame). The DRW timescales for sufficiently long light curves are typically weakly biased, and the exact bias depends on the fitting method and used priors. The DRW amplitude is mostly affected by the photometric noise (the source magnitude or the signal-to-noise ratio), cadence, and the AGN host light. Conclusions: Because the DRW parameters appear to be incorrectly determined from typically existing data, the reported correlations of the DRW variability and physical AGN parameters from other works seem unlikely to be correct. In particular, the anti-correlation of the DRW decorrelation timescale with redshift is a manifestation of the

  15. Large deviation principle for one-dimensional random walk in dynamic random environment: attractive spin-flips and simple symmetric exclusion

    CERN Document Server

    Avena, L; Redig, F

    2009-01-01

    Consider a one-dimensional shift-invariant attractive spin-flip system in equilibrium, constituting a dynamic random environment, together with a nearest-neighbor random walk that on occupied sites has a local drift to the right but on vacant sites has a local drift to the left. In previous work we proved a law of large numbers for dynamic random environments satisfying a space-time mixing property called cone-mixing. If an attractive spin-flip system has a finite average coupling time at the origin for two copies starting from the all-occupied and the all-vacant configuration, respectively, then it is cone-mixing. In the present paper we prove a large deviation principle for the empirical speed of the random walk, both quenched and annealed, and exhibit some properties of the associated rate functions. Under an exponential space-time mixing condition for the spin-flip system, which is stronger than cone-mixing, the two rate functions have a unique zero, i.e., the slow-down phenomenon known to be possible in ...

  16. Enumeration of closed random walks in the square lattice according to their areas

    CERN Document Server

    Mohammad-Noori, Morteza

    2010-01-01

    We study the area distribution of closed walks of length $n$, beginning and ending at the origin. The concept of area of a walk in the square lattice is generalized and the usefulness of the new concept is demonstrated through a simple argument. It is concluded that the number of walks of length $n$ and area $s$ equals to the coefficient of $z^s$ in the expression $(x+x^{-1}+y+y^{-1})^n$, where the calculations are performed in a special group ring $R[x,y,z]$. A polynomial time algorithm for calculating these values, is then concluded. Finally, the provided algorithm and the results of implementation are compared with previous works.

  17. Differing averaged and quenched large deviations for random walks in random environments in dimensions two and three

    CERN Document Server

    Yilmaz, Atilla

    2009-01-01

    We consider the quenched and averaged (or annealed) large deviation rate functions $I_q$ and $I_a$ for space-time and (the usual) space-only RWRE on $\\mathbb{Z}^d$. By Jensen's inequality, $I_a\\leq I_q$. In the space-time case, when $d\\geq3+1$, $I_q$ and $I_a$ are known to be equal on an open set containing the typical velocity $\\xi_o$. When $d=1+1$, we prove that $I_q$ and $I_a$ are equal only at $\\xi_o$. Similarly, when $d=2+1$, we show that $I_awalks on $\\mathbb{Z}^d$ with $d=2$ or 3, and prove that $I_q$ and $I_a$ are not identically equal on any open set containing $\\xi_o$ whenever the walk is in that class. This is very different from the known results for non-nestling walks on $\\mathbb{Z}^d$ with $d\\geq4$.

  18. Analysis of Individual Social-ecological Mediators and Moderators and Their Ability to Explain Effect of a Randomized Neighborhood Walking Intervention

    Directory of Open Access Journals (Sweden)

    Michael Yvonne L

    2009-07-01

    Full Text Available Abstract Background Using data from the SHAPE trial, a randomized 6-month neighborhood-based intervention designed to increase walking activity among older adults, this study identified and analyzed social-ecological factors mediating and moderating changes in walking activity. Methods Three potential mediators (social cohesion, walking efficacy, and perception of neighborhood problems and minutes of brisk walking were assessed at baseline, 3-months, and 6-months. One moderator, neighborhood walkability, was assessed using an administrative GIS database. The mediating effect of change in process variables on change in brisk walking was tested using a product-of-coefficients test, and we evaluated the moderating effect of neighborhood walkability on change in brisk walking by testing the significance of the interaction between walkability and intervention status. Results Only one of the hypothesized mediators, walking efficacy, explained the intervention effect (product of the coefficients (95% CI = 8.72 (2.53, 15.56. Contrary to hypotheses, perceived neighborhood problems appeared to suppress the intervention effects (product of the coefficients (95% CI = -2.48, -5.6, -0.22. Neighborhood walkability did not moderate the intervention effect. Conclusion Walking efficacy may be an important mediator of lay-lead walking interventions for sedentary older adults. Social-ecologic theory-based analyses can support clinical interventions to elucidate the mediators and moderators responsible for producing intervention effects.

  19. Effects of nordic walking and exercise in type 2 diabetes mellitus: a randomized controlled trial

    DEFF Research Database (Denmark)

    Gram, Bibi; Christensen, Robin; Christiansen, Christian

    2010-01-01

    Both Nordic walking and Exercise on Prescription have potential as elements in the management of type 2 diabetes mellitus. These programs are recommended, but their effectiveness has not yet been established. The aim was to evaluate the efficacy of these 2 interventions compared with standard...

  20. Segmentation of anatomical branching structures based on texture features and conditional random field

    Science.gov (United States)

    Nuzhnaya, Tatyana; Bakic, Predrag; Kontos, Despina; Megalooikonomou, Vasileios; Ling, Haibin

    2012-02-01

    This work is a part of our ongoing study aimed at understanding a relation between the topology of anatomical branching structures with the underlying image texture. Morphological variability of the breast ductal network is associated with subsequent development of abnormalities in patients with nipple discharge such as papilloma, breast cancer and atypia. In this work, we investigate complex dependence among ductal components to perform segmentation, the first step for analyzing topology of ductal lobes. Our automated framework is based on incorporating a conditional random field with texture descriptors of skewness, coarseness, contrast, energy and fractal dimension. These features are selected to capture the architectural variability of the enhanced ducts by encoding spatial variations between pixel patches in galactographic image. The segmentation algorithm was applied to a dataset of 20 x-ray galactograms obtained at the Hospital of the University of Pennsylvania. We compared the performance of the proposed approach with fully and semi automated segmentation algorithms based on neural network classification, fuzzy-connectedness, vesselness filter and graph cuts. Global consistency error and confusion matrix analysis were used as accuracy measurements. For the proposed approach, the true positive rate was higher and the false negative rate was significantly lower compared to other fully automated methods. This indicates that segmentation based on CRF incorporated with texture descriptors has potential to efficiently support the analysis of complex topology of the ducts and aid in development of realistic breast anatomy phantoms.

  1. An analytical method for disentangling the roles of adhesion and crowding for random walk models on a crowded lattice

    Science.gov (United States)

    Ellery, Adam J.; Baker, Ruth E.; Simpson, Matthew J.

    2016-10-01

    Migration of cells and molecules in vivo is affected by interactions with obstacles. These interactions can include crowding effects, as well as adhesion/repulsion between the motile cell/molecule and the obstacles. Here we present an analytical framework that can be used to separately quantify the roles of crowding and adhesion/repulsion using a lattice-based random walk model. Our method leads to an exact calculation of the long time Fickian diffusivity, and avoids the need for computationally expensive stochastic simulations.

  2. Can sedentary behavior be made more active? A randomized pilot study of TV commercial stepping versus walking

    Directory of Open Access Journals (Sweden)

    Steeves Jeremy A

    2012-08-01

    Full Text Available Abstract Background There is a growing problem of physical inactivity in America, and approximately a quarter of the population report being completely sedentary during their leisure time. In the U.S., TV viewing is the most common leisure-time activity. Stepping in place during TV commercials (TV Commercial Stepping could increase physical activity. The purpose of this study was to examine the feasibility of incorporating physical activity (PA into a traditionally sedentary activity, by comparing TV Commercial Stepping during 90 min/d of TV programming to traditional exercise (Walking. Methods A randomized controlled pilot study of the impact of 6 months of TV Commercial Stepping versus Walking 30 min/day in adults was conducted. 58 sedentary, overweight (body mass index 33.5 ± 4.8 kg/m2 adults (age 52.0 ± 8.6 y were randomly assigned to one of two 6-mo behavioral PA programs: 1 TV Commercial Stepping; or 2 Walking 30 min/day. To help facilitate behavior changes participants received 6 monthly phone calls, attended monthly meetings for the first 3 months, and received monthly newsletters for the last 3 months. Using intent-to-treat analysis, changes in daily steps, TV viewing, diet, body weight, waist and hip circumference, and percent fat were compared at baseline, 3, and 6 mo. Data were collected in 2010–2011, and analyzed in 2011. Results Of the 58 subjects, 47 (81% were retained for follow-up at the completion of the 6-mo program. From baseline to 6-mo, both groups significantly increased their daily steps [4611 ± 1553 steps/d vs. 7605 ± 2471 steps/d (TV Commercial Stepping; 4909 ± 1335 steps/d vs. 7865 ± 1939 steps/d (Walking; P  Conclusions Participants in both the TV Commercial Stepping and Walking groups had favorable changes in daily steps, TV viewing, diet, and anthropometrics. PA can be performed while viewing TV commercials and this may be a feasible alternative to traditional approaches for

  3. Effects of Yoga Versus Walking on Mood, Anxiety, and Brain GABA Levels: A Randomized Controlled MRS Study

    Science.gov (United States)

    Whitfield, Theodore H.; Owen, Liz; Rein, Tasha; Karri, Surya K.; Yakhkind, Aleksandra; Perlmutter, Ruth; Prescot, Andrew; Renshaw, Perry F.; Ciraulo, Domenic A.; Jensen, J. Eric

    2010-01-01

    Abstract Objectives Yoga and exercise have beneficial effects on mood and anxiety. γ-Aminobutyric acid (GABA)-ergic activity is reduced in mood and anxiety disorders. The practice of yoga postures is associated with increased brain GABA levels. This study addresses the question of whether changes in mood, anxiety, and GABA levels are specific to yoga or related to physical activity. Methods Healthy subjects with no significant medical/psychiatric disorders were randomized to yoga or a metabolically matched walking intervention for 60 minutes 3 times a week for 12 weeks. Mood and anxiety scales were taken at weeks 0, 4, 8, 12, and before each magnetic resonance spectroscopy scan. Scan 1 was at baseline. Scan 2, obtained after the 12-week intervention, was followed by a 60-minute yoga or walking intervention, which was immediately followed by Scan 3. Results The yoga subjects (n = 19) reported greater improvement in mood and greater decreases in anxiety than the walking group (n = 15). There were positive correlations between improved mood and decreased anxiety and thalamic GABA levels. The yoga group had positive correlations between changes in mood scales and changes in GABA levels. Conclusions The 12-week yoga intervention was associated with greater improvements in mood and anxiety than a metabolically matched walking exercise. This is the first study to demonstrate that increased thalamic GABA levels are associated with improved mood and decreased anxiety. It is also the first time that a behavioral intervention (i.e., yoga postures) has been associated with a positive correlation between acute increases in thalamic GABA levels and improvements in mood and anxiety scales. Given that pharmacologic agents that increase the activity of the GABA system are prescribed to improve mood and decrease anxiety, the reported correlations are in the expected direction. The possible role of GABA in mediating the beneficial effects of yoga on mood and anxiety warrants

  4. Cognitive benefits of social dancing and walking in old age: the Dancing Mind randomized controlled trial

    OpenAIRE

    Dafna eMerom; Anne eGrunseit; Ranmalee eEramudugolla; Barbarra eJefferis; Jade eMcneil; Anstey, Kaarin J.

    2016-01-01

    Background: A physically active lifestyle has the potential to prevent cognitive decline and dementia, yet the optimal type of physical activity/exercise remains unclear. Dance is of special interest as it complex sensorimotor rhythmic activity with additional cognitive, social and affective dimensions. Objectives: to determine whether dance benefits executive function more than walking, an activity that is simple and functional. Methods: Two-arm randomised controlled trial among community-d...

  5. Exact two-point resistance, and the simple random walk on the complete graph minus N edges

    Energy Technology Data Exchange (ETDEWEB)

    Chair, Noureddine, E-mail: n.chair@ju.edu.jo

    2012-12-15

    An analytical approach is developed to obtain the exact expressions for the two-point resistance and the total effective resistance of the complete graph minus N edges of the opposite vertices. These expressions are written in terms of certain numbers that we introduce, which we call the Bejaia and the Pisa numbers; these numbers are the natural generalizations of the bisected Fibonacci and Lucas numbers. The correspondence between random walks and the resistor networks is then used to obtain the exact expressions for the first passage and mean first passage times on this graph. - Highlights: Black-Right-Pointing-Pointer We obtain exact formulas for the two-point resistance of the complete graph minus N edges. Black-Right-Pointing-Pointer We obtain also the total effective resistance of this graph. Black-Right-Pointing-Pointer We modified Schwatt's formula on trigonometrical power sum to suit our computations. Black-Right-Pointing-Pointer We introduced the generalized bisected Fibonacci and Lucas numbers: the Bejaia and the Pisa numbers. Black-Right-Pointing-Pointer The first passage and mean first passage times of the random walks have exact expressions.

  6. The 't/2 law' for quantum random walks on the line starting in the classical state

    Energy Technology Data Exchange (ETDEWEB)

    Liu Chaobin [Department of Mathematics, Bowie State University, Bowie, MD 20715 (United States)], E-mail: cliu@bowiestate.edu

    2008-09-05

    Based on the theory of unitary matrices, our treatment of the theory of quantum random walks simplifies and clarifies certain prior derivations based on Fourier transform methods. Given a quantum random walk on the line determined by a 2x 2 unitary matrix U, we show how the first two moments of the position probability distribution are determined by the eigenvalues of U. By varying the 'coin operator' A, we show that the leading term of the standard deviation of the position probability distribution is ct, where t denotes time and 0 {<=} c {<=} 1. However, it turns out that the maximum value of c, namely c = 1, is achievable when and only when the coin operator A is diagonal, and the initial state is unbiased. Starting in the classical state |0) x |1), our approach confirms that the maximum value of the leading term of the standard deviation of the position probability distribution is t/2, which, by way of known examples, is verified to be achievable.

  7. A seed-expanding method based on random walks for community detection in networks with ambiguous community structures

    Science.gov (United States)

    Su, Yansen; Wang, Bangju; Zhang, Xingyi

    2017-02-01

    Community detection has received a great deal of attention, since it could help to reveal the useful information hidden in complex networks. Although most previous modularity-based and local modularity-based community detection algorithms could detect strong communities, they may fail to exactly detect several weak communities. In this work, we define a network with clear or ambiguous community structures based on the types of its communities. A seed-expanding method based on random walks is proposed to detect communities for networks, especially for the networks with ambiguous community structures. We identify local maximum degree nodes, and detect seed communities in a network. Then, the probability of a node belonging to each community is calculated based on the total probability model and random walks, and each community is expanded by repeatedly adding the node which is most likely to belong to it. Finally, we use the community optimization method to ensure that each node is in a community. Experimental results on both computer-generated and real-world networks demonstrate that the quality of the communities detected by the proposed algorithm is superior to the- state-of-the-art algorithms in the networks with ambiguous community structures.

  8. Prioritization of rheumatoid arthritis risk subpathways based on global immune subpathway interaction network and random walk strategy.

    Science.gov (United States)

    Lv, Wenhua; Wang, Qiuyu; Chen, He; Jiang, Yongshuai; Zheng, Jiajia; Shi, Miao; Xu, Yanjun; Han, Junwei; Li, Chunquan; Zhang, Ruijie

    2015-11-01

    The initiation and development of rheumatoid arthritis (RA) is closely related to mutual dysfunction of multiple pathways. Furthermore, some similar molecular mechanisms are shared between RA and other immune diseases. Therefore it is vital to reveal the molecular mechanism of RA through searching for subpathways of immune diseases and investigating the crosstalk effect among subpathways. Here we exploited an integrated approach combining both construction of a subpathway-subpathway interaction network and a random walk strategy to prioritize RA risk subpathways. Our research can be divided into three parts: (1) acquisition of risk genes and identification of risk subpathways of 85 immune diseases by using subpathway-lenient distance similarity (subpathway-LDS) method; (2) construction of a global immune subpathway interaction (GISI) network with subpathways identified by subpathway-LDS; (3) optimization of RA risk subpathways by random walk strategy based on GISI network. The results showed that our method could effectively identify RA risk subpathways, such as MAPK signaling pathway, prostate cancer pathway and chemokine signaling pathway. The integrated strategy considering crosstalk between immune subpathways significantly improved the effect of risk subpathway identification. With the development of GWAS, our method will provide insight into exploring molecular mechanisms of immune diseases and might be a promising approach for studying other diseases.

  9. Extinction probabilities for a distylous plant population modeled by an inhomogeneous random walk on the positive quadrant

    CERN Document Server

    Lafitte-Godillon, Pauline; Tran, Viet Chi

    2012-01-01

    In this paper, we study a distylous flower population in which self-reproduction is not permitted. Individuals are diploid, and two alleles, A and a, can be found at the considered locus S. Pollen and ovules of flowers with the same genotype at locus S cannot mate. This prevents the pollen of a given flower to fecundate its stigmates. Only genotypes AA and Aa can be maintained in the population, so that the latter can be described by a random walk in the positive quadrant whose components are the number of individuals of each genotype. This random walk is not homogeneous and its transitions depend on the location of the process. We are interested in the computation of the extinction probabilities, where extinction happens when one of the axis is reached by the process. These extinction probabilities, which depend on the initial condition, satisfy a doubly-indexed recurrence equation that cannot be solved directly. We consider the associated generating function and show that it satisfies a partial differential...

  10. Effects on Balance and Walking with the CoDuSe Balance Exercise Program in People with Multiple Sclerosis: A Multicenter Randomized Controlled Trial

    Science.gov (United States)

    von Koch, Lena

    2016-01-01

    Background. Balance and walking impairments are frequent in people with multiple sclerosis (MS). Objective. The aim was to investigate the effects of a group-based balance exercise program targeting core stability, dual tasking, and sensory strategies (CoDuSe) on balance, postural sway, walking, perceived walking limitations, and balance confidence. Design. A single-blinded randomized multicenter trial. No intervention was given to controls. Participants. People with MS able to walk 100 meters but unable to maintain tandem stance ≥30 seconds. Eighty-seven participants were randomized to intervention or control. Intervention. The 60-minute CoDuSe group program, twice weekly for seven weeks, supervised by physical therapists. Measurements. Primary outcome was dynamic balance (Berg Balance Scale (BBS)). Secondary outcomes were postural sway, walking (Timed-Up and Go test; Functional Gait Assessment (FGA)), MS Walking Scale, and Activities-specific Balance Confidence (ABC) Scale. Assessments were performed before and after (week 8) the intervention. Results. 73 participants fulfilled the study. There were significant differences between the intervention and the control groups in change in the BBS and in the secondary measures: postural sway with eyes open, FGA, MS Walking Scale, and ABC scale in favor of the intervention. Conclusions. The seven-week CoDuSe program improved dynamic balance more than no intervention. PMID:28042485

  11. Effects on Balance and Walking with the CoDuSe Balance Exercise Program in People with Multiple Sclerosis: A Multicenter Randomized Controlled Trial

    Directory of Open Access Journals (Sweden)

    Anette Forsberg

    2016-01-01

    Full Text Available Background. Balance and walking impairments are frequent in people with multiple sclerosis (MS. Objective. The aim was to investigate the effects of a group-based balance exercise program targeting core stability, dual tasking, and sensory strategies (CoDuSe on balance, postural sway, walking, perceived walking limitations, and balance confidence. Design. A single-blinded randomized multicenter trial. No intervention was given to controls. Participants. People with MS able to walk 100 meters but unable to maintain tandem stance ≥30 seconds. Eighty-seven participants were randomized to intervention or control. Intervention. The 60-minute CoDuSe group program, twice weekly for seven weeks, supervised by physical therapists. Measurements. Primary outcome was dynamic balance (Berg Balance Scale (BBS. Secondary outcomes were postural sway, walking (Timed-Up and Go test; Functional Gait Assessment (FGA, MS Walking Scale, and Activities-specific Balance Confidence (ABC Scale. Assessments were performed before and after (week 8 the intervention. Results. 73 participants fulfilled the study. There were significant differences between the intervention and the control groups in change in the BBS and in the secondary measures: postural sway with eyes open, FGA, MS Walking Scale, and ABC scale in favor of the intervention. Conclusions. The seven-week CoDuSe program improved dynamic balance more than no intervention.

  12. Angular Distribution of Particles Emerging from a Diffusive Region and its Implications for the Fleck-Canfield Random Walk Algorithm for Implicit Monte Carlo Radiation Transport

    CERN Document Server

    Cooper, M A

    2000-01-01

    We present various approximations for the angular distribution of particles emerging from an optically thick, purely isotropically scattering region into a vacuum. Our motivation is to use such a distribution for the Fleck-Canfield random walk method [1] for implicit Monte Carlo (IMC) [2] radiation transport problems. We demonstrate that the cosine distribution recommended in the original random walk paper [1] is a poor approximation to the angular distribution predicted by transport theory. Then we examine other approximations that more closely match the transport angular distribution.

  13. Asymptotic Behavior for Random Walks in Time-Random Environment on Z1%直线上时间随机环境下随机游动的渐近性质

    Institute of Scientific and Technical Information of China (English)

    胡学平; 祝东进

    2008-01-01

    In this paper,we give a general model of random walks in time-random environment in any countable space.Moreover,when the environment is independently identically distributed,a recurrence-transience criterion and the law of large numbers are derived in the nearest-neighbor case on Z1.At last,under regularity conditions,we prove that the RWIRE {Xn} on Z1 satisfies a central limit theorem,which is similar to the corresponding results in the case of classical random walks.

  14. Node-avoiding Levy flight - A numerical test of the epsilon expansion. [random walk

    Science.gov (United States)

    Halley, J. W.; Nakanishi, H.

    1985-01-01

    A study is conducted of an extension of Levy flight to include self-repulsion in the path of the walk. The extension is called node-avoiding Levy flight and its equivalence to the n approaches 0 limit of a statistical mechanical model for a magnetic system with long-range interactions between the spins is shown. By use of this equivalence it is possible to make a detailed comparison beween the results of the epsilon expansion for the magnetic model, a Monte Carlo simulation of the Levy flight model, and the results of a Flory-type argument. This is the first comparison of the epsilon expansion for epsilon much less than 1 with a numerical simulation for any model. Some speculations are made on applications of the model of node-avoiding Levy flight.

  15. Random walk approach to spin dynamics in a two-dimensional electron gas with spin-orbit coupling

    Energy Technology Data Exchange (ETDEWEB)

    Yang, Luyi; Orenstein, J.; Lee, Dung-Hai

    2010-09-27

    We introduce and solve a semiclassical random walk (RW) model that describes the dynamics of spin polarization waves in zinc-blende semiconductor quantum wells. We derive the dispersion relations for these waves, including the Rashba, linear and cubic Dresselhaus spin-orbit interactions, as well as the effects of an electric field applied parallel to the spin polarization wave vector. In agreement with calculations based on quantum kinetic theory [P. Kleinert and V. V. Bryksin, Phys. Rev. B 76, 205326 (2007)], the RW approach predicts that spin waves acquire a phase velocity in the presence of the field that crosses zero at a nonzero wave vector, q{sub 0}. In addition, we show that the spin-wave decay rate is independent of field at q{sub 0} but increases as (q-q{sub 0}){sup 2} for q {ne} q{sub 0}. These predictions can be tested experimentally by suitable transient spin grating experiments.

  16. On the simple random-walk models of ion-channel gate dynamics reflecting long-term memory.

    Science.gov (United States)

    Wawrzkiewicz, Agata; Pawelek, Krzysztof; Borys, Przemyslaw; Dworakowska, Beata; Grzywna, Zbigniew J

    2012-06-01

    Several approaches to ion-channel gating modelling have been proposed. Although many models describe the dwell-time distributions correctly, they are incapable of predicting and explaining the long-term correlations between the lengths of adjacent openings and closings of a channel. In this paper we propose two simple random-walk models of the gating dynamics of voltage and Ca(2+)-activated potassium channels which qualitatively reproduce the dwell-time distributions, and describe the experimentally observed long-term memory quite well. Biological interpretation of both models is presented. In particular, the origin of the correlations is associated with fluctuations of channel mass density. The long-term memory effect, as measured by Hurst R/S analysis of experimental single-channel patch-clamp recordings, is close to the behaviour predicted by our models. The flexibility of the models enables their use as templates for other types of ion channel.

  17. Study delay and dispersion effects in dynamic susceptibility contrast MRI based on local density random walk distribution

    Science.gov (United States)

    Li, Xingfeng; Tian, Jie; Wang, Xiaoxiang; Dai, Jianping; Ai, Lin

    2004-04-01

    The aim of this study was to assess the validation of the local density random walk (LDRW) function to correct the delayed and dispersed arterial input function (AIF) data derived from dynamic susceptibility contrast magnetic resonance imaging (DSC-MRI). Instead of using the gamma-variate function to smooth and extrapolate the AIF curves, we suggested a method which was based on diffusion with drift approach. Forty-seven AIF curves from ten patients were segmented to test the effectiveness of the proposed method. The results of the comparisons with the gamma-variate function showed that the LDRW distribution function may provide a new means for more accurate correction of AIF curves.

  18. The non-random walk of stock prices: the long-term correlation between signs and sizes

    Science.gov (United States)

    La Spada, G.; Farmer, J. D.; Lillo, F.

    2008-08-01

    We investigate the random walk of prices by developing a simple model relating the properties of the signs and absolute values of individual price changes to the diffusion rate (volatility) of prices at longer time scales. We show that this benchmark model is unable to reproduce the diffusion properties of real prices. Specifically, we find that for one hour intervals this model consistently over-predicts the volatility of real price series by about 70%, and that this effect becomes stronger as the length of the intervals increases. By selectively shuffling some components of the data while preserving others we are able to show that this discrepancy is caused by a subtle but long-range non-contemporaneous correlation between the signs and sizes of individual returns. We conjecture that this is related to the long-memory of transaction signs and the need to enforce market efficiency.

  19. Logical-Rule Models of Classification Response Times: A Synthesis of Mental-Architecture, Random-Walk, and Decision-Bound Approaches

    Science.gov (United States)

    Fific, Mario; Little, Daniel R.; Nosofsky, Robert M.

    2010-01-01

    We formalize and provide tests of a set of logical-rule models for predicting perceptual classification response times (RTs) and choice probabilities. The models are developed by synthesizing mental-architecture, random-walk, and decision-bound approaches. According to the models, people make independent decisions about the locations of stimuli…

  20. The effect of walking and vitamin B supplementation on quality of life in community-dwelling adults with mild cognitive impairment : A randomized, controlled trial

    NARCIS (Netherlands)

    Uffelen, J.G.Z. van; Chin A Paw, M.J.M.; Hopman-Rock, M.; Mechelen, W. van

    2007-01-01

    Objectives: To examine the effect of walking and vitamin B supplementation on quality-of-life (QoL) in community-dwelling adults with mild cognitive impairment. Methods: One year, double-blind, placebo-controlled trial. Participants were randomized to: (1) twice-weekly, group-based, moderate-intensi

  1. Random walk, zonation and the food searching strategy of Terebralia palustris (Mollusca, Potamididae) in Kenya

    Science.gov (United States)

    Vannini, Marco; Cannicci, Stefano; Mrabu, Elisha; Rorandelli, Rocco; Fratini, Sara

    2008-12-01

    Terebralia palustris is a common mud-whelk present at a particularly high density in all Indo-West Pacific mangroves. Young snails feed on nothing but mud while larger specimens are able to feed on fallen leaves too. In Kenya (Mida Creek) under the canopy, competition for mangrove leaves can be very high due to the high density of Sesarmidae crabs. On open exposed muddy platforms, no Sesarmidae occur but the leaf density is very low because the leaves are only randomly present as they are deposited and removed twice a day by the tide. However, the snail density is always very high, raising the question as to whether the snails use a special searching strategy to optimize their resource finding rather than a purely random movement. By analyzing the snails' movements on a uniform area at different levels and comparing them with simulated random paths, we could show that the snails' movements are not purely random. The distribution of different size classes of T. palustris in Mida Creek was known to be quite odd: the same simulation approach suggests that the zonation asymmetry could reasonably be due to the stochastic recruitment of juveniles in space and time and maintained by a substantial long-lasting spatial inertia.

  2. A Telehealth Intervention Using Nintendo Wii Fit Balance Boards and iPads to Improve Walking in Older Adults With Lower Limb Amputation (Wii.n.Walk): Study Protocol for a Randomized Controlled Trial

    Science.gov (United States)

    Imam, Bita; Finlayson, Heather C; Eng, Janice J; Payne, Michael WC; Jarus, Tal; Goldsmith, Charles H; Mitchell, Ian M

    2014-01-01

    Background The number of older adults living with lower limb amputation (LLA) who require rehabilitation for improving their walking capacity and mobility is growing. Existing rehabilitation practices frequently fail to meet this demand. Nintendo Wii Fit may be a valuable tool to enable rehabilitation interventions. Based on pilot studies, we have developed “Wii.n.Walk”, an in-home telehealth Wii Fit intervention targeted to improve walking capacity in older adults with LLA. Objective The objective of this study is to determine whether the Wii.n.Walk intervention enhances walking capacity compared to an attention control group. Methods This project is a multi-site (Vancouver BC, London ON), parallel, evaluator-blind randomized controlled trial. Participants include community-dwelling older adults over the age of 50 years with unilateral transtibial or transfemoral amputation. Participants will be stratified by site and block randomized in triplets to either the Wii.n.Walk intervention or an attention control group employing the Wii Big Brain cognitive software. This trial will include both supervised and unsupervised phases. During the supervised phase, both groups will receive 40-minute sessions of supervised group training three times per week for a duration of 4 weeks. Participants will complete the first week of the intervention in groups of three at their local rehabilitation center with a trainer. The remaining 3 weeks will take place at participants’ homes using remote supervision by the trainer using Apple iPad technology. At the end of 4 weeks, the supervised period will end and the unsupervised period will begin. Participants will retain the Wii console and be encouraged to continue using the program for an additional 4 weeks’ duration. The primary outcome measure will be the “Two-Minute Walk Test” to measure walking capacity. Outcome measures will be evaluated for all participants at baseline, after the end of both the supervised and

  3. Evaluation of the Effectiveness of Tai Chi versus Brisk Walking in Reducing Cardiovascular Risk Factors: Protocol for a Randomized Controlled Trial

    Directory of Open Access Journals (Sweden)

    Aileen W. K. Chan

    2016-07-01

    Full Text Available Physical inactivity is one of the major modifiable lifestyle risk factors for cardiovascular disease (CVD. This protocol aims to evaluate the effectiveness of Tai Chi versus brisk walking in reducing CVD risk factors. This is a randomized controlled trial with three arms, namely, Tai Chi group, walking group, and control group. The Tai Chi group will receive Tai Chi training, which consists of two 60-min sessions each week for three months, and self-practice for 30 min every day. The walking group will perform brisk walking for 30 min every day. The control group will receive their usual care. 246 subjects with CVD risk factors will be recruited from two outpatient clinics. The primary outcome is blood pressure. Secondary outcomes include fasting blood for lipid profile, sugar and glycated haemoglobin (HbA1c; body mass index, waist circumference, body fat percentage; perceived stress level and quality of life. Data collections will be conducted at baseline, 3-month, 6-month and 9-month. Generalized estimating equations model will be used to compare the changes in outcomes across time between groups. It is expected that both the Tai Chi and walking groups could maintain better health and have improved quality of life, and that Tai Chi will be more effective than brisk walking in reducing CVD risk factors.

  4. Avalanches, branching ratios, and clustering of attractors in random Boolean networks and in the segment polarity network of Drosophila

    Energy Technology Data Exchange (ETDEWEB)

    Berdahl, Andrew; Shreim, Amer; Sood, Vishal; Davidsen, Joern; Paczuski, Maya [Complexity Science Group, Department of Physics and Astronomy, University of Calgary, Calgary, Alberta T2N 1N4 (Canada)], E-mail: aberdahl@phas.ucalgary.ca

    2008-06-15

    We discuss basic features of emergent complexity in dynamical systems far from equilibrium by focusing on the network structure of their state space. We start by measuring the distributions of avalanche and transient times in random Boolean networks (RBNs) and in the Drosophila polarity network by exact enumeration. A transient time is the duration of the transient from a starting state to an attractor. An avalanche is a special transient which starts as a single Boolean element perturbation of an attractor state. Significant differences at short times between the avalanche and the transient times for RBNs with small connectivity K-compared to the number of elements N-indicate that attractors tend to cluster in configuration space. In addition, one bit flip has a non-negligible chance to put an attractor state directly onto another attractor. This clustering is also present in the segment polarity gene network of Drosophila melanogaster, suggesting that this may be a robust feature of biological regulatory networks. We also define and measure a branching ratio for the state space networks and find evidence for a new timescale that diverges roughly linearly with N for 2{<=}K<random map nor can the random map exhibit clustering of attractors. We further show that for K=2 the branching ratio exhibits the largest variation with distance from the attractor compared to other values of K and that the avalanche durations exhibit no characteristic scale within our statistical resolution. Hence, we propose that the branching ratio and the avalanche duration are new indicators for scale-free behavior that may or may not be found simultaneously with other indicators of emergent complexity in extended, deterministic dynamical systems.

  5. Continuous-time random walk models of DNA electrophoresis in a post array: part I. Evaluation of existing models.

    Science.gov (United States)

    Olson, Daniel W; Ou, Jia; Tian, Mingwei; Dorfman, Kevin D

    2011-02-01

    Several continuous-time random walk (CTRW) models exist to predict the dynamics of DNA in micropost arrays, but none of them quantitatively describes the separation seen in experiments or simulations. In Part I of this series, we examine the assumptions underlying these models by observing single molecules of λ DNA during electrophoresis in a regular, hexagonal array of oxidized silicon posts. Our analysis takes advantage of a combination of single-molecule videomicroscopy and previous Brownian dynamics simulations. Using a custom-tracking program, we automatically identify DNA-post collisions and thus study a large ensemble of events. Our results show that the hold-up time and the distance between collisions for consecutive collisions are uncorrelated. The distance between collisions is a random variable, but it can be smaller than the minimum value predicted by existing models of DNA transport in post arrays. The current CTRW models correctly predict the exponential decay in the probability density of the collision hold-up times, but they fail to account for the influence of finite-sized posts on short hold-up times. The shortcomings of the existing models identified here motivate the development of a new CTRW approach, which is presented in Part II of this series.

  6. Multilevel compression of random walks on networks reveals hierarchical organization in large integrated systems

    CERN Document Server

    Rosvall, M

    2010-01-01

    To comprehend the hierarchical organization of large integrated systems, we introduce the hierarchical map equation that reveals multilevel structures in networks. In this information-theoretic approach, we exploit the duality between compression and pattern detection; by compressing a description of a random walker as a proxy for real flow on a network, we find regularities in the network that induce this system-wide flow. Finding the shortest multilevel description of the random walker therefore gives us the best hierarchical clustering of the network, the optimal number of levels and modular partition at each level, with respect to the dynamics on the network. With a novel search algorithm, we extract and illustrate the rich multilevel organization of several large social and biological networks. For example, from the global air traffic network we uncover countries and continents, and from the pattern of scientific communication we reveal more than 100 scientific fields organized in four major disciplines:...

  7. Price Formation Modelling by Continuous-Time Random Walk: An Empirical Study

    Directory of Open Access Journals (Sweden)

    Frédéric Délèze

    2015-01-01

    Full Text Available Markovian and non-Markovian\tmodels are presented to\tmodel the futures\tmarket price formation.\tWe show that\tthe\twaiting-time\tand\tthe\tsurvival\tprobabilities\thave\ta\tsignificant\timpact\ton\tthe\tprice\tdynamics.\tThis\tstudy tests\tanalytical\tsolutions\tand\tpresent\tnumerical\tresults for the\tprobability\tdensity function\tof the\tcontinuoustime random\twalk\tusing\ttick-by-tick\tquotes\tprices\tfor\tthe\tDAX\t30\tindex\tfutures.

  8. Multicomponent effective medium-correlated random walk theory for the diffusion of fluid mixtures through porous media.

    Science.gov (United States)

    Bonilla, Mauricio R; Bhatia, Suresh K

    2012-01-10

    Molecular transport in nanoconfined spaces plays a key role in many emerging technologies for gas separation and storage, as well as in nanofluidics. The infiltration of fluid mixtures into the voids of porous frameworks having complex topologies is common place to these technologies, and optimizing their performance entails developing a deeper understanding of how the flow of these mixtures is affected by the morphology of the pore space, particularly its pore size distribution and pore connectivity. Although several techniques have been developed for the estimation of the effective diffusivity characterizing the transport of single fluids through porous materials, this is not the case for fluid mixtures, where the only alternatives rely on a time-consuming solution of the pore network equations or adaptations of the single fluid theories which are useful for a limited type of systems. In this paper, a hybrid multicomponent effective medium-correlated random walk theory for the calculation of the effective transport coefficients matrix of fluid mixtures diffusing through porous materials is developed. The theory is suitable for those systems in which component fluxes at the single pore level can be related to the potential gradients of the different species through linear flux laws and corresponds to a generalization of the classical single fluid effective medium theory for the analysis of random resistor networks. Comparison with simulation of the diffusion of binary CO(2)/H(2)S and ternary CO(2)/H(2)S/C(3)H(8) gas mixtures in membranes modeled as large networks of randomly oriented pores with both continuous and discrete pore size distributions demonstrates the power of the theory, which was tested using the well-known generalized Maxwell-Stefan model for surface diffusion at the single pore level.

  9. Multilevel compression of random walks on networks reveals hierarchical organization in large integrated systems.

    Directory of Open Access Journals (Sweden)

    Martin Rosvall

    Full Text Available To comprehend the hierarchical organization of large integrated systems, we introduce the hierarchical map equation, which reveals multilevel structures in networks. In this information-theoretic approach, we exploit the duality between compression and pattern detection; by compressing a description of a random walker as a proxy for real flow on a network, we find regularities in the network that induce this system-wide flow. Finding the shortest multilevel description of the random walker therefore gives us the best hierarchical clustering of the network--the optimal number of levels and modular partition at each level--with respect to the dynamics on the network. With a novel search algorithm, we extract and illustrate the rich multilevel organization of several large social and biological networks. For example, from the global air traffic network we uncover countries and continents, and from the pattern of scientific communication we reveal more than 100 scientific fields organized in four major disciplines: life sciences, physical sciences, ecology and earth sciences, and social sciences. In general, we find shallow hierarchical structures in globally interconnected systems, such as neural networks, and rich multilevel organizations in systems with highly separated regions, such as road networks.

  10. Anomalous particle diffusion and Levy random walk of magnetic field lines in three dimensional solar wind turbulence

    Energy Technology Data Exchange (ETDEWEB)

    Zimbardo, G.

    2005-07-01

    Plasma transport in the presence of turbulence depends on a variety of parameters like the fluctuation level ? B/B0, the ratio between the particle Larmor radius and the turbulence correlation lengths, and the turbulence anisotropy. In this presentation, we review the results of numerical simulations of plasma and magnetic field line transport in the case of anisotropic magnetic turbulence, for parameter values close to those of the solar wind. We assume a uniform background magnetic field B0 = B0ez and a Fourier representation for magnetic fluctuations, with wavectors forming any angle with respect to B0. The energy density spectrum is a power law, and in k space the constant amplitude surfaces are ellipsoids, described by the correlation lengths lx, ly, lz, which quantify the anisotropy of turbulence. For magnetic field lines, we find that transport perpendicular to the background field depends on the Kubo number R = ? B B0 lz lx . For small Kubo numbers, R ? 1, we find anomalous, non Gaussian transport regimes (both sub and superdiffusive) which can be described as a Levy random walk. Increasing the Kubo number, i.e., the fluctuation level ? B/B0 and/or the ratio lz/lx, we find first a quasilinear and then a percolative regime, both corresponding to Gaussian diffusion. For particles, we find that transport parallel and perpendicular to the background magnetic field heavily depends on the turbulence anisotropy and on the particle Larmor radius. For turbulence levels typical of the solar wind, ? B/B0 ? 0.5 ?1, when the ratio between the particle Larmor radius and the turbulence correlation lengths is small, anomalous regimes are found in the case lz/lx ? 1, with Levy random walk (superdiffusion) along the magnetic field and subdiffusion in the perpendicular directions. Conversely, for lz/lx > 1 normal, Gaussian diffusion is found. Increasing the ratio between the particle Larmor radius and the turbulence correlation lengths, the parallel superdiffusion is

  11. Anomalous particle diffusion and Levy random walk of magnetic field lines in three-dimensional solar wind turbulence

    Energy Technology Data Exchange (ETDEWEB)

    Zimbardo, Gaetano [Dipartimento di Fisica, Universita della Calabria, Ponte P. Bucci, Cubo 31C, I-87036 Arcavacata di Rende (Italy)

    2005-12-15

    Plasma transport in the presence of turbulence depends on a variety of parameters such as the fluctuation level, {delta}B/B{sub 0}, the ratio between the particle Larmor radius and the turbulence correlation length, and the turbulence anisotropy. In this paper, we present the results of numerical simulations of plasma and magnetic field line transport in the case of anisotropic magnetic turbulence, for parameter values close to those of the solar wind. We assume a uniform background magnetic field B{sub 0} = B{sub 0} e{sub z} and a Fourier representation for magnetic fluctuations, which includes wavectors oblique with respect to B{sub 0}. The energy density spectrum is a power law, and in k space it is described by the correlation lengths l{sub x}, l{sub y}, l{sub z}, which quantify the anisotropy of turbulence. For magnetic field lines, transport perpendicular to the background field depends on the Kubo number R ({delta}B/B{sub 0}) (l{sub z}/l{sub x}). For small Kubo numbers, R << 1, anomalous, non-Gaussian transport regimes (both sub- and superdiffusive) are found, which can be described as a Levy random walk. Increasing the Kubo number, i.e. the fluctuation level, {delta}B/B{sub 0}, or the ratio l{sub z}/l{sub x}, we find first a quasilinear regime and then a percolative regime, both corresponding to Gaussian diffusion. For particles, we find that transport parallel and perpendicular to the background magnetic field depends heavily on the turbulence anisotropy and on the particle Larmor radius. For turbulence levels typical of the solar wind, {delta}B/B{sub 0}{approx_equal} 0.5-1, when the ratio between the particle Larmor radius and the turbulence correlation lengths is small, anomalous regimes are found in the case l{sub z}/l{sub x} {<=} 1, with a Levy random walk (superdiffusion) along the magnetic field and subdiffusion in the perpendicular directions. Conversely, for l{sub z}/l{sub x} > 1 normal Gaussian diffusion is found. A possible expression for

  12. Molecular motion in cell membranes: analytic study of fence-hindered random walks

    CERN Document Server

    Kenkre, V M; Kalay, Z

    2008-01-01

    A theoretical calculation is presented to describe the confined motion of transmembrane molecules in cell membranes. The study is analytic, based on Master equations for the probability of the molecules moving as random walkers, and leads to explicit usable solutions including expressions for the molecular mean square displacement and effective diffusion constants. One outcome is a detailed understanding of the dependence of the time variation of the mean square displacement on the initial placement of the molecule within the confined region. How to use the calculations is illustrated by extracting (confinement) compartment sizes from experimentally reported published observations from single particle tracking experiments on the diffusion of gold-tagged G-protein coupled mu-opioid receptors in the normal rat kidney cell membrane, and by further comparing the analytical results to observations on the diffusion of phospholipids, also in normal rat kidney cells.

  13. Segmentation of heterogeneous or small FDG PET positive tissue based on a 3D-locally adaptive random walk algorithm.

    Science.gov (United States)

    Onoma, D P; Ruan, S; Thureau, S; Nkhali, L; Modzelewski, R; Monnehan, G A; Vera, P; Gardin, I

    2014-12-01

    A segmentation algorithm based on the random walk (RW) method, called 3D-LARW, has been developed to delineate small tumors or tumors with a heterogeneous distribution of FDG on PET images. Based on the original algorithm of RW [1], we propose an improved approach using new parameters depending on the Euclidean distance between two adjacent voxels instead of a fixed one and integrating probability densities of labels into the system of linear equations used in the RW. These improvements were evaluated and compared with the original RW method, a thresholding with a fixed value (40% of the maximum in the lesion), an adaptive thresholding algorithm on uniform spheres filled with FDG and FLAB method, on simulated heterogeneous spheres and on clinical data (14 patients). On these three different data, 3D-LARW has shown better segmentation results than the original RW algorithm and the three other methods. As expected, these improvements are more pronounced for the segmentation of small or tumors having heterogeneous FDG uptake.

  14. Random walk in genome space: A key ingredient of intermittent dynamics of community assembly on evolutionary time scales

    KAUST Repository

    Murase, Yohsuke

    2010-06-01

    Community assembly is studied using individual-based multispecies models. The models have stochastic population dynamics with mutation, migration, and extinction of species. Mutants appear as a result of mutation of the resident species, while migrants have no correlation with the resident species. It is found that the dynamics of community assembly with mutations are quite different from the case with migrations. In contrast to mutation models, which show intermittent dynamics of quasi-steady states interrupted by sudden reorganizations of the community, migration models show smooth and gradual renewal of the community. As a consequence, instead of the 1/f diversity fluctuations found for the mutation models, 1/f2, random-walk like fluctuations are observed for the migration models. In addition, a characteristic species-lifetime distribution is found: a power law that is cut off by a "skewed" distribution in the long-lifetime regime. The latter has a longer tail than a simple exponential function, which indicates an age-dependent species-mortality function. Since this characteristic profile has been observed, both in fossil data and in several other mathematical models, we conclude that it is a universal feature of macroevolution. © 2010 Elsevier Ltd.

  15. Analytical and empirical fluctuation functions of the EEG microstate random walk - Short-range vs. long-range correlations.

    Science.gov (United States)

    von Wegner, F; Tagliazucchi, E; Brodbeck, V; Laufs, H

    2016-11-01

    We analyze temporal autocorrelations and the scaling behaviour of EEG microstate sequences during wakeful rest. We use the recently introduced random walk approach and compute its fluctuation function analytically under the null hypothesis of a short-range correlated, first-order Markov process. The empirical fluctuation function and the Hurst parameter H as a surrogate parameter of long-range correlations are computed from 32 resting state EEG recordings and for a set of first-order Markov surrogate data sets with equilibrium distribution and transition matrices identical to the empirical data. In order to distinguish short-range correlations (H ≈ 0.5) from previously reported long-range correlations (H > 0.5) statistically, confidence intervals for H and the fluctuation functions are constructed under the null hypothesis. Comparing three different estimation methods for H, we find that only one data set consistently shows H > 0.5, compatible with long-range correlations, whereas the majority of experimental data sets cannot be consistently distinguished from Markovian scaling behaviour. Our analysis suggests that the scaling behaviour of resting state EEG microstate sequences, though markedly different from uncorrelated, zero-order Markov processes, can often not be distinguished from a short-range correlated, first-order Markov process. Our results do not prove the microstate process to be Markovian, but challenge the approach to parametrize resting state EEG by single parameter models.

  16. Global industrial impact coefficient based on random walk process and inter-country input-output table

    Science.gov (United States)

    Xing, Lizhi; Dong, Xianlei; Guan, Jun

    2017-04-01

    Input-output table is very comprehensive and detailed in describing the national economic system with lots of economic relationships, which contains supply and demand information among industrial sectors. The complex network, a theory and method for measuring the structure of complex system, can describe the structural characteristics of the internal structure of the research object by measuring the structural indicators of the social and economic system, revealing the complex relationship between the inner hierarchy and the external economic function. This paper builds up GIVCN-WIOT models based on World Input-Output Database in order to depict the topological structure of Global Value Chain (GVC), and assumes the competitive advantage of nations is equal to the overall performance of its domestic sectors' impact on the GVC. Under the perspective of econophysics, Global Industrial Impact Coefficient (GIIC) is proposed to measure the national competitiveness in gaining information superiority and intermediate interests. Analysis of GIVCN-WIOT models yields several insights including the following: (1) sectors with higher Random Walk Centrality contribute more to transmitting value streams within the global economic system; (2) Half-Value Ratio can be used to measure robustness of open-economy macroeconomics in the process of globalization; (3) the positive correlation between GIIC and GDP indicates that one country's global industrial impact could reveal its international competitive advantage.

  17. Records for the number of distinct sites visited by a random walk on the fully-connected lattice

    CERN Document Server

    Turban, L

    2016-01-01

    We consider a random walk on the fully-connected lattice with $N$ sites and study the time evolution of the number of distinct sites $s$ visited by the walker on a subset with $n$ sites. A record value $v$ is obtained for $s$ at a record time $t$ when the walker visits a site of the subset for the first time. The record time $t$ is a partial covering time when $v

  18. Effect of 60Co-gamma radiation on the random walk error of interferometric fiber optic gyroscopes

    Institute of Scientific and Technical Information of China (English)

    2010-01-01

    Two 60Co-gamma radiation experiments were launched to explore the radiation effect on optical components and interferometric fiber optic gyroscope (IFOG). In optical components radiation experiment, the result showed that polarization-maintaining (PM) fiber coil loss was the most affected parameter in all the RWC (random walk coefficient) related parameters, compared with the weak sensitivity of other components parameters. In the IFOG radiation experiment, the RWC performance degradation was found to be almost due to an increase of the PM fiber attenuation. Based on the experiment result, a RWC prediction model in radiation, which is obtained by embedding PM fiber loss expression into the RWC model, was built following a power law of dose and dose rate. An IFOG RWC in space radiation environment was predicted from radiation dose and dose rate by the RWC prediction model. This RWC value calculated from test data is fully accorded to the RWC value predicted from radiation dose.

  19. Correlation of electron transport and photocatalysis of nanocrystalline clusters studied by Monte-Carlo continuity random walking.

    Science.gov (United States)

    Liu, Baoshun; Li, Ziqiang; Zhao, Xiujian

    2015-02-21

    In this research, Monte-Carlo Continuity Random Walking (MC-RW) model was used to study the relation between electron transport and photocatalysis of nano-crystalline (nc) clusters. The effects of defect energy disorder, spatial disorder of material structure, electron density, and interfacial transfer/recombination on the electron transport and the photocatalysis were studied. Photocatalytic activity is defined as 1/τ from a statistical viewpoint with τ being the electron average lifetime. Based on the MC-RW simulation, a clear physical and chemical "picture" was given for the photocatalytic kinetic analysis of nc-clusters. It is shown that the increase of defect energy disorder and material spatial structural disorder, such as the decrease of defect trap number, the increase of crystallinity, the increase of particle size, and the increase of inter-particle connection, can enhance photocatalytic activity through increasing electron transport ability. The increase of electron density increases the electron Fermi level, which decreases the activation energy for electron de-trapping from traps to extending states, and correspondingly increases electron transport ability and photocatalytic activity. Reducing recombination of electrons and holes can increase electron transport through the increase of electron density and then increases the photocatalytic activity. In addition to the electron transport, the increase of probability for electrons to undergo photocatalysis can increase photocatalytic activity through the increase of the electron interfacial transfer speed.

  20. Discrete-Time Pricing and Optimal Exercise of American Perpetual Warrants in the Geometric Random Walk Model

    Energy Technology Data Exchange (ETDEWEB)

    Vanderbei, Robert J., E-mail: rvdb@princeton.edu [Princeton University, Department of Operations Research and Financial Engineering (United States); P Latin-Small-Letter-Dotless-I nar, Mustafa C., E-mail: mustafap@bilkent.edu.tr [Bilkent University, Department of Industrial Engineering (Turkey); Bozkaya, Efe B. [Sabanc Latin-Small-Letter-Dotless-I University, Faculty of Administrative Sciences (Turkey)

    2013-02-15

    An American option (or, warrant) is the right, but not the obligation, to purchase or sell an underlying equity at any time up to a predetermined expiration date for a predetermined amount. A perpetual American option differs from a plain American option in that it does not expire. In this study, we solve the optimal stopping problem of a perpetual American option (both call and put) in discrete time using linear programming duality. Under the assumption that the underlying stock price follows a discrete time and discrete state Markov process, namely a geometric random walk, we formulate the pricing problem as an infinite dimensional linear programming (LP) problem using the excessive-majorant property of the value function. This formulation allows us to solve complementary slackness conditions in closed-form, revealing an optimal stopping strategy which highlights the set of stock-prices where the option should be exercised. The analysis for the call option reveals that such a critical value exists only in some cases, depending on a combination of state-transition probabilities and the economic discount factor (i.e., the prevailing interest rate) whereas it ceases to be an issue for the put.

  1. Random walks based multi-image segmentation: Quasiconvexity results and GPU-based solutions.

    Science.gov (United States)

    Collins, Maxwell D; Xu, Jia; Grady, Leo; Singh, Vikas

    2012-01-01

    We recast the Cosegmentation problem using Random Walker (RW) segmentation as the core segmentation algorithm, rather than the traditional MRF approach adopted in the literature so far. Our formulation is similar to previous approaches in the sense that it also permits Cosegmentation constraints (which impose consistency between the extracted objects from ≥ 2 images) using a nonparametric model. However, several previous nonparametric cosegmentation methods have the serious limitation that they require adding one auxiliary node (or variable) for every pair of pixels that are similar (which effectively limits such methods to describing only those objects that have high entropy appearance models). In contrast, our proposed model completely eliminates this restrictive dependence -the resulting improvements are quite significant. Our model further allows an optimization scheme exploiting quasiconvexity for model-based segmentation with no dependence on the scale of the segmented foreground. Finally, we show that the optimization can be expressed in terms of linear algebra operations on sparse matrices which are easily mapped to GPU architecture. We provide a highly specialized CUDA library for Cosegmentation exploiting this special structure, and report experimental results showing these advantages.

  2. Walks on Weighted Networks

    Institute of Scientific and Technical Information of China (English)

    WU An-Cai; XU Xin-Jian; WU Zhi-Xi; WANG Ying-Hai

    2007-01-01

    We investigate the dynamics of random walks on weighted networks. Assuming that the edge weight and the node strength are used as local information by a random walker. Two kinds of walks, weight-dependent walk and strength-dependent walk, are studied. Exact expressions for stationary distribution and average return time are derived and confirmed by computer simulations. The distribution of average return time and the mean-square that a weight-dependent walker can arrive at a new territory more easily than a strength-dependent one.

  3. Mixed random walks with a trap in scale-free networks including nearest-neighbor and next-nearest-neighbor jumps

    CERN Document Server

    Zhang, Zhongzhi; Sheng, Yibin

    2015-01-01

    Random walks including non-nearest-neighbor jumps appear in many real situations such as the diffusion of adatoms and have found numerous applications including PageRank search algorithm, however, related theoretical results are much less for this dynamical process. In this paper, we present a study of mixed random walks in a family of fractal scale-free networks, where both nearest-neighbor and next-nearest-neighbor jumps are included. We focus on trapping problem in the network family, which is a particular case of random walks with a perfect trap fixed at the central high-degree node. We derive analytical expressions for the average trapping time (ATT), a quantitative indicator measuring the efficiency of the trapping process, by using two different methods, the results of which are consistent with each other. Furthermore, we analytically determine all the eigenvalues and their multiplicities for the fundamental matrix characterizing the dynamical process. Our results show that although next-nearest-neighb...

  4. Solar Energetic Particle Acceleration in the Solar Corona with Simulated Field Line Random Walk and Wave Generation

    Science.gov (United States)

    Arthur, A. D.; le Roux, J. A.

    2014-12-01

    Observations of extreme solar energetic particle (SEP) events associated with coronal mass ejection driven shocks have detected particle energies up to a few GeV at 1 AU within the first ~10 minutes to 1 hour of shock acceleration. It is currently not well understood whether or not shock acceleration can act alone in these events or if some combination of successive shocks or solar flares is required. To investigate this, we updated our current model which has been successfully applied to the termination shock and traveling interplanetary shocks. The model solves the time-dependent Focused Transport Equation including particle preheating due to the cross shock electric field and the divergence, adiabatic compression, and acceleration of the solar wind. Particle interaction with MHD wave turbulence is modeled in terms of gyro-resonant interactions with parallel propagating Alfvén waves and diffusive shock acceleration is included via the first-order Fermi mechanism for parallel shocks. The observed onset times of the extreme SEP events place the shock in the corona when the particles escape upstream, therefore, we extended our model to include coronal conditions for the solar wind and magnetic field. Additional features were introduced to investigate two aspects of MHD wave turbulence in contributing to efficient particle acceleration at a single fast parallel shock; (1) We simulate field-line random walk on time scales much larger than a particle gyro-period to investigate how the stochastic element added to particle injection and the first-order Fermi mechanism affects the efficiency of particle acceleration. (2) Previous modeling efforts show that the ambient solar wind turbulence is too weak to quickly accelerate SEPs to GeV energies. To improve the efficiency of acceleration for a single shock, we included upstream Alfvén wave amplification due to gyro-resonant interactions with SEPs and we constrained the wave growth to not violate the Bohm limit.

  5. SOME LIMIT PROPERTIES OF LOCAL TIME FOR RANDOM WALK%随机游动局部时的某些极限性质

    Institute of Scientific and Technical Information of China (English)

    闻继威; 严云良

    2006-01-01

    Let X,X1,X2,...be i.i.d.random variables with EX2+δ0).Consider a one-dimensional random walk S={Sn}n≥0,starting from S0=0.Let ξk]=x}.A strong approximation of ξ*(n) by the local time for Wiener process is presented and the limsup-type and liminf-type laws of iterated logarithm of the maximum local time ξ*(n) are obtained.Furthermore,the precise asymptotics in the law of iterated logarithm of ξ*(n) is proved.

  6. Kinetic study of the heterogeneous photocatalysis of porous nanocrystalline TiO₂ assemblies using a continuous random walk simulation.

    Science.gov (United States)

    Liu, Baoshun; Zhao, Xiujian

    2014-10-28

    The continuous time random walk (CTRW) simulation was used to study the photocatalytic kinetics of nanocrystalline (nc)-TiO2 assemblies in this research. nc-TiO2 assemblies, such as nc-TiO2 porous films and nc-TiO2 hierarchical structures, are now widely used in photocatalysis. The nc-TiO2 assemblies have quasi-disordered networks consisting of many tiny nanoparticles, so the charge transport within them can be studied by CTRW simulation. We considered the experimental facts that the holes can be quickly trapped and transferred to organic species just after photogeneration, and the electrons transfer to O2 slowly and accumulate in the conduction band of TiO2, which is believed to be the rate-limiting process of the photocatalysis under low light intensity and low organic concentration. Due to the existence of numerous traps, the electron transport within the nc-TiO2 assemblies follows a multi-trapping (MT) mechanism, which significantly limits the electron diffusion speed. The electrons need to undergo several steps of MT transport before transferring to oxygen, so it is highly important that the electron transport in nc-TiO2 networks is determined for standard photocatalytic reactions. Based on the MT transport model, the transient decays of photocurrents during the photocatalytic oxidation of formic acid were studied by CTRW simulation, and are in good accordance with experiments. The steady state photocatalysis was also simulated. The effects of organic concentration, light intensity, temperature, and nc-TiO2 crystallinity on the photocatalytic kinetics were investigated, and were also consistent with the experimental results. Due to the agreement between the simulation and the experiments for both the transient and the steady state photocatalysis, the MT charge transport should be an important mechanism that controls the kinetics of recombination and photocatalysis in nc-TiO2 assemblies. Also, our research provides a new methodology to study the photocatalytic

  7. Ising spins on randomly multi-branched Husimi square lattice: Thermodynamics and phase transition in cross-dimensional range

    Science.gov (United States)

    Huang, Ran

    2016-10-01

    An inhomogeneous random recursive lattice is constructed from the multi-branched Husimi square lattice. The number of repeating units connected on one vertex is randomly set to be 2 or 3 with a fixed ratio P2 or P3 with P2 +P3 = 1. The lattice is designed to describe complex thermodynamic systems with variable coordinating neighbors, e.g. the asymmetric range around the surface of a bulk system. Classical ferromagnetic spin-1 Ising model is solved on the lattice to achieve an annealed solution via the local exact calculation technique. The model exhibits distinct spontaneous magnetization similar to the deterministic system, with however rigorous thermal fluctuations and significant singularities on the entropy behavior around the critical temperature, indicating a complex superheating frustration in the cross-dimensional range induced by the stochasticity. The critical temperature was found to be exponentially correlated to the structural ratio P with the coefficient fitted as 0.53187, while the ground state energy presents linear correlation to P, implying a well-defined average property according to the structural ratio.

  8. Varied overground walking-task practice versus body-weight-supported treadmill training in ambulatory adults within one year of stroke: a randomized controlled trial protocol

    Directory of Open Access Journals (Sweden)

    DePaul Vincent G

    2011-10-01

    Full Text Available Abstract Background Although task-oriented training has been shown to improve walking outcomes after stroke, it is not yet clear whether one task-oriented approach is superior to another. The purpose of this study is to compare the effectiveness of the Motor Learning Walking Program (MLWP, a varied overground walking task program consistent with key motor learning principles, to body-weight-supported treadmill training (BWSTT in community-dwelling, ambulatory, adults within 1 year of stroke. Methods/Design A parallel, randomized controlled trial with stratification by baseline gait speed will be conducted. Allocation will be controlled by a central randomization service and participants will be allocated to the two active intervention groups (1:1 using a permuted block randomization process. Seventy participants will be assigned to one of two 15-session training programs. In MLWP, one physiotherapist will supervise practice of various overground walking tasks. Instructions, feedback, and guidance will be provided in a manner that facilitates self-evaluation and problem solving. In BWSTT, training will emphasize repetition of the normal gait cycle while supported over a treadmill, assisted by up to three physiotherapists. Outcomes will be assessed by a blinded assessor at baseline, post-intervention and at 2-month follow-up. The primary outcome will be post-intervention comfortable gait speed. Secondary outcomes include fast gait speed, walking endurance, balance self-efficacy, participation in community mobility, health-related quality of life, and goal attainment. Groups will be compared using analysis of covariance with baseline gait speed strata as the single covariate. Intention-to-treat analysis will be used. Discussion In order to direct clinicians, patients, and other health decision-makers, there is a need for a head-to-head comparison of different approaches to active, task-related walking training after stroke. We hypothesize that

  9. A random energy model for size dependence : recurrence vs. transience

    NARCIS (Netherlands)

    Külske, Christof

    1998-01-01

    We investigate the size dependence of disordered spin models having an infinite number of Gibbs measures in the framework of a simplified 'random energy model for size dependence'. We introduce two versions (involving either independent random walks or branching processes), that can be seen as gener

  10. Anomalous stress diffusion, Omori's law and Continuous Time Random Walk in the 2010 Efpalion aftershock sequence (Corinth rift, Greece)

    Science.gov (United States)

    Michas, Georgios; Vallianatos, Filippos; Karakostas, Vassilios; Papadimitriou, Eleftheria; Sammonds, Peter

    2014-05-01

    Efpalion aftershock sequence occurred in January 2010, when an M=5.5 earthquake was followed four days later by another strong event (M=5.4) and numerous aftershocks (Karakostas et al., 2012). This activity interrupted a 15 years period of low to moderate earthquake occurrence in Corinth rift, where the last major event was the 1995 Aigion earthquake (M=6.2). Coulomb stress analysis performed in previous studies (Karakostas et al., 2012; Sokos et al., 2012; Ganas et al., 2013) indicated that the second major event and most of the aftershocks were triggered due to stress transfer. The aftershocks production rate decays as a power-law with time according to the modified Omori law (Utsu et al., 1995) with an exponent larger than one for the first four days, while after the occurrence of the second strong event the exponent turns to unity. We consider the earthquake sequence as a point process in time and space and study its spatiotemporal evolution considering a Continuous Time Random Walk (CTRW) model with a joint probability density function of inter-event times and jumps between the successive earthquakes (Metzler and Klafter, 2000). Jump length distribution exhibits finite variance, whereas inter-event times scale as a q-generalized gamma distribution (Michas et al., 2013) with a long power-law tail. These properties are indicative of a subdiffusive process in terms of CTRW. Additionally, the mean square displacement of aftershocks is constant with time after the occurrence of the first event, while it changes to a power-law with exponent close to 0.15 after the second major event, illustrating a slow diffusive process. During the first four days aftershocks cluster around the epicentral area of the second major event, while after that and taking as a reference the second event, the aftershock zone is migrating slowly with time to the west near the epicentral area of the first event. This process is much slower from what would be expected from normal diffusion, a

  11. TESTING THE WEAK-FORM EFFICIENCY OF THE ROMANIAN CAPITAL MARKET BY ASSESSING THE RANDOM WALK-LIKE BEHAVIOUR OF STOCK PRICES

    Directory of Open Access Journals (Sweden)

    PAŞCA LUCIAN

    2015-04-01

    Full Text Available This paper attempts to test the efficiency of the Romanian Capital Market by assessing some basic statistical properties of prices for the ten most liquid stocks listed on the Bucharest Stock Exchange. More specifically, by testing if stock price series exhibit a random walk-like behaviour. For robustness of the results, two unit root tests—the Augmented Dickey-Fuller and the Kwiatkowski-Phillips-Schmidt-Shin—are used to measure stationarity for both prices and returns, and determine if price dynamics is determined by an order one integrated process (a proxy for the random walk. Further Lo and MacKinley‘s Variance Ratio Test is applied to study if the variance of returns is a linear time-dependent function (a well-known property of a random variable. The analysis is done for a period between 15 October 1997, or the listing date on the stock exchange, respectively, and 10 April 2013, for both daily and weekly observations. Furthermore, to take into account the distortive effects of the financial turmoil from 2007-2009 on market efficiency, a separate analysis has been conducted for two sub-periods, pre- and post-recession, respectively.

  12. 基于Mean Shift和随机游走的图像分割算法%Image Segmentation Algorithm Based on Mean Shift and Random Walk

    Institute of Scientific and Technical Information of China (English)

    穆克; 程伟; 褚俊霞

    2012-01-01

    An improved random walk algorithm was proposed herein.First,Mean Shift algorithm was adopted to preprocess the image,which was partitioned into a series of homogeneous areas,so that the homogeneous areas were taken as nodes to walk at random,with noise inhibited while reducing the number of nodes.Second,PMD was used to define the weight between regions.Thirdly,seeds were improved to have added the auxiliary seeds,and the auxiliary and signed seeds were used to walk random,with region merging realized.The final image segmentation was reached.Experimental results expatiates that the proposed method highlights the segmentation accuracy.%提出了一种改进的随机游走算法。首先,采用Mean Shift算法对图像进行预处理,将图像划分成一些同质区域,用同质区域作为节点进行随机游走,在降低节点数的同时也抑制了噪声对分割的影响;其次,利用马氏距离定义区域之间的权值;对种子点进行了改进,增加了辅助种子点,利用辅助种子点和用户标记的种子点进行随机游走,实现同质区域的合并,实现图像的最终分割。实验结果表明,该算法提高了图像分割的精度。

  13. Random walk analysis of fiber optic gyroscope%光纤陀螺随机游走分析方法研究

    Institute of Scientific and Technical Information of China (English)

    祝树生; 任建新; 张安峰

    2009-01-01

    光纤陀螺测试中,随机游走系数的分析对陀螺整体性能的评价起着很重要的作用.分别介绍了分析光纤陀螺随机游走噪声的两种方法:Allan方差法和改进的Allan方差法.分别应用这两种方法,在对某型光纤陀螺(FOG)实测静态数据计算的基础上进一步分析了该光纤陀螺中的噪声分量,并对分析结果进行比较.最终计算结果表明:在增加计算时间为代价的前提下,改进Allan方差法能方便地区别出各种噪声,并明显提高了光纤陀螺各随机噪声游走系数的计算精度.%The analysis of random walk coefficient is very important to the overall performance evaluation of fiber optic gyro (FOG). Two methods were introduced to analyze FOG random walk noise, Allan variance and modified Allan variance. Static data were used to calculate the noise contents in fiber optic gyroscope (FOG)'s output with these two methods, and the results were compared. The final results show that modified Allan variance can distinguish all types of noise easily with increased computation time and the computation accuracy of the various FOG random walk noise coefficients can be improved.

  14. Effects of Tai Chi and Walking Exercises on Weight Loss, Metabolic Syndrome Parameters, and Bone Mineral Density: A Cluster Randomized Controlled Trial

    Directory of Open Access Journals (Sweden)

    Stanley Sai-Chuen Hui

    2015-01-01

    Full Text Available Tai Chi and walking are both moderate-intensity physical activity (PA that can be easily practiced in daily life. The objective of the study was to determine the effects of these two PAs on weight loss, metabolic syndrome parameters, and bone mineral density (BMD in Chinese adults. We randomized 374 middle-aged subjects (45.8 ± 5.3 years into 12-week training (45 minutes per day, 5 days per week of Tai Chi (n=124 or self-paced walking (n=121 or control group (n=129. On average, Tai Chi and walking groups lost 0.50 and 0.76 kg of body weight and 0.47 and 0.59 kg of fat mass after intervention, respectively. The between-group difference of waist circumference (WC and fasting blood glucose (FBG was −3.7 cm and −0.18 mmol/L for Tai Chi versus control and −4.1 cm and −0.22 mmol/L for walking versus control. No significant differences were observed regarding lean mass, blood pressure, triglycerides, total cholesterol, high-density and low-density lipoprotein cholesterol, and BMD compared to control. Change in lean mass, not fat mass or total weight loss, was significantly correlated to the change in BMD. Our results suggest that both of these two PAs can produce moderate weight loss and significantly improve the WC and FBG in Hong Kong Chinese adults, with no additional effects on BMD.

  15. A NOTE ON ASYMPTOTIC BEHAVIOR FOR NEGATIVE DRIFT RANDOM WALK WITH DEPENDENT HEAVY-TAILED STEPS AND ITS APPLICATION TO RISK THEORY

    Institute of Scientific and Technical Information of China (English)

    2007-01-01

    In this article, the dependent steps of a negative drift random walk are modelled as a two-sided linear process Xn =-μ+∞∑j=-∞ψn-jεj, where {ε, εn; -∞< n < +∞}is a sequence of independent, identically distributed random variables with zero mean, μ>0 is a constant and the coefficients {ψi;-∞< i <∞} satisfy 0 <∞∑j=-∞|jψj| <∞. Under the conditions that the distribution function of |ε| has dominated variation and ε satisfies certain tail balance conditions, the asymptotic behavior of P{supn≥0(-nμ+∞∑j=-∞εjβnj) > x}is discussed. Then the result is applied to ultimate ruin probability.

  16. A randomized trial comparing structured and lifestyle goals in an internet-mediated walking program for people with type 2 diabetes

    Directory of Open Access Journals (Sweden)

    Fortlage Laurie A

    2007-11-01

    Full Text Available Abstract Background The majority of individuals with type 2 diabetes do not exercise regularly. Pedometer-based walking interventions can help; however, pedometer-based interventions targeting only total daily accumulated steps might not yield the same health benefits as physical activity programs specifying a minimum duration and intensity of physical activity bouts. Methods This pilot randomized trial compared two goal-setting strategies: 1 lifestyle goals targeting total daily accumulated step counts and 2 structured goals targeting bout steps defined as walking that lasts for 10 minutes or longer at a pace of at least 60 steps per minute. We sought to determine which goal-setting strategy was more effective at increasing bout steps. Participants were sedentary adults with type 2 diabetes. All participants: wore enhanced pedometers with embedded USB ports; uploaded detailed, time-stamped step-count data to a website called Stepping Up to Health; and received automated step-count feedback, automatically calculated goals, and tailored motivational messages throughout the six-week intervention. Only the automated goal calculations and step-count feedback differed between the two groups. The primary outcome of interest was increase in steps taken during the previously defined bouts of walking (lasting at least 10 minutes or longer at a pace of at least 60 steps per minute between baseline and end of the intervention. Results Thirty-five participants were randomized and 30 (86% completed the pilot study. Both groups significantly increased bout steps, but there was no statistically significant difference between groups. Among study completers, bout steps increased by 1921 ± 2729 steps a day. Those who received lifestyle goals were more satisfied with the intervention (p = 0.006 and wore the pedometer more often (p Conclusion In this six-week intervention, Lifestyle Goals group participants achieved increases in bout steps comparable to the

  17. Effects of transcutaneous electrical nerve stimulation on pain, walking function, respiratory muscle strength and vital capacity in kidney donors: a protocol of a randomized controlled trial

    Directory of Open Access Journals (Sweden)

    Galli Thiago Tafarel

    2013-01-01

    Full Text Available Abstract Background Pain is a negative factor in the recovery process of postoperative patients, causing pulmonary alterations and complications and affecting functional capacity. Thus, it is plausible to introduce transcutaneous electrical nerve stimulation (TENS for pain relief to subsequently reduce complications caused by this pain in the postoperative period. The objective of this paper is to assess the effects of TENS on pain, walking function, respiratory muscle strength and vital capacity in kidney donors. Methods/design Seventy-four patients will be randomly allocated into 2 groups: active TENS or placebo TENS. All patients will be assessed for pain intensity, walk function (Iowa Gait Test, respiratory muscle strength (maximal inspiratory pressure and maximal expiratory pressure and vital capacity before and after the TENS application. The data will be collected by an assessor who is blinded to the group allocation. Discussion This study is the first to examine the effects of TENS in this population. TENS during the postoperative period may result in pain relief and improvements in pulmonary tests and mobility, thus leading to an improved quality of life and further promoting organ donation. Trial registration Registro Brasileiro de Ensaios Clinicos (ReBEC, number RBR-8xtkjp.

  18. A randomized trial of the effect of a walking regimen on the functional status of 100 adult allogeneic donor hematopoietic cell transplant patients.

    Science.gov (United States)

    DeFor, Todd E; Burns, Linda J; Gold, Eva-Maria A; Weisdorf, Daniel J

    2007-08-01

    To investigate the impact of exercise on adult allogeneic hematopoietic cell transplant recipients, we randomized 100 patients to either a structured walking regimen or to a control group with no formal exercise program. Starting on the day of admission for transplant, patients in the exercise arm were asked to walk on a treadmill twice a day for 15 minutes while in the hospital. After discharge, they were asked to walk once a day for 30 minutes. The effect of the exercise program was primarily measured by the change in the Karnofsky score (KPS) from transplant admission to day 100 posttransplant, which was scored by the attending physician who was blinded to the assigned exercise regimen. The decline in KPS was smaller in the exercise group than in the control group: 10 points versus 20 points. This difference was not statistically significant in the total study population (P=.21) but was statistically significant among the subset of older and less fit patients receiving nonmyeloablative pretransplant conditioning (P=.04). Sixty-four percent of patients on the exercise arm who had a baseline KPSor=90 by day 100 compared to 18% of the control arm (P=.03). Thirty-two percent of patients with a baseline score>or=90 had a score>or=90 by day 100 in both groups (P=.99). Analyses of patients' self reported scores at the time of discharge for physical and emotional well-being showed that the exercise arm had better scores for physical well-being (Ppatients, scores for physical and emotional well-being were both higher in the exercise arm (P=.02). Length of hospitalization and survival were not different between the 2 study arms. We conclude that assignment of a structured walking regimen to patients can lead to better physical performance during the recovery period and by patient assessment, a better perceived physical and emotional state. In addition, exercise has a greater impact among patients who are less fit coming into transplant. Structured exercise may have a

  19. Walking abnormalities

    Science.gov (United States)

    ... safety reasons, especially on uneven ground. See a physical therapist for exercise therapy and walking retraining. For a ... the right position for standing and walking. A physical therapist can supply these and provide exercise therapy, if ...

  20. A Lagrangian Particle Random Walk Model for Simulating A Deep-Sea Hydrothermal Plume with both Buoyant and Non-Buoyant Features

    Institute of Scientific and Technical Information of China (English)

    TIAN Yu; LI Wei; ZHANG Ai-qun

    2013-01-01

    This paper presents a computational model of simulating a deep-sea hydrothermal plume based on a Lagrangian particle random walk algorithm.This model achieves the efficient process to calculate a numerical plume developed in a fluid-advected environment with the characteristics such as significant filament intermittency and significant plume meander due to flow variation with both time and location.Especially,this model addresses both non-buoyant and buoyant features of a deep-sea hydrothermal plume in three dimensions,which significantly challenge a strategy for tracing the deep-sea hydrothermal plume and localizing its source.This paper also systematically discusses stochastic initial and boundary conditions that are critical to generate a proper numerical plume.The developed model is a powerful tool to evaluate and optimize strategies for the tracking of a deep-sea hydrothermal plume via an autonomous underwater vehicle (AUV).

  1. INVERSION SYMMETRY, ARCHITECTURE AND DISPERSITY, AND THEIR EFFECTS ON THERMODYNAMICS IN BULK AND CONFINED REGIONS: FROM RANDOMLY BRANCHED POLYMERS TO LINEAR CHAINS, STARS AND DENDRIMERS

    Directory of Open Access Journals (Sweden)

    P.D.Gujrati

    2002-01-01

    Full Text Available Theoretical evidence is presented in this review that architectural aspects can play an important role, not only in the bulk but also in confined geometries by using our recursive lattice theory, which is equally applicable to fixed architectures (regularly branched polymers, stars, dendrimers, brushes, linear chains, etc. and variable architectures, i.e. randomly branched structures. Linear chains possess an inversion symmetry (IS of a magnetic system (see text, whose presence or absence determines the bulk phase diagram. Fixed architectures possess the IS and yield a standard bulk phase diagram in which there exists a theta point at which two critical lines C and C' meet and the second virial coefficient A2 vanishes. The critical line C appears only for infinitely large polymers, and an order parameter is identified for this criticality. The critical line C' exists for polymers of all sizes and represents phase separation criticality. Variable architectures, which do not possess the IS, give rise to a topologically different phase diagram with no theta point in general. In confined regions next to surfaces, it is not the IS but branching and monodispersity, which becomes important in the surface regions. We show that branching plays no important role for polydisperse systems, but become important for monodisperse systems. Stars and linear chains behave differently near a surface.

  2. Effect of a nutrition supplement and physical activity program on pneumonia and walking capacity in Chilean older people: a factorial cluster randomized trial.

    Directory of Open Access Journals (Sweden)

    Alan D Dangour

    2011-04-01

    Full Text Available BACKGROUND: Ageing is associated with increased risk of poor health and functional decline. Uncertainties about the health-related benefits of nutrition and physical activity for older people have precluded their widespread implementation. We investigated the effectiveness and cost-effectiveness of a national nutritional supplementation program and/or a physical activity intervention among older people in Chile. METHODS AND FINDINGS: We conducted a cluster randomized factorial trial among low to middle socioeconomic status adults aged 65-67.9 years living in Santiago, Chile. We randomized 28 clusters (health centers into the study and recruited 2,799 individuals in 2005 (~100 per cluster. The interventions were a daily micronutrient-rich nutritional supplement, or two 1-hour physical activity classes per week, or both interventions, or neither, for 24 months. The primary outcomes, assessed blind to allocation, were incidence of pneumonia over 24 months, and physical function assessed by walking capacity 24 months after enrollment. Adherence was good for the nutritional supplement (~75%, and moderate for the physical activity intervention (~43%. Over 24 months the incidence rate of pneumonia did not differ between intervention and control clusters (32.5 versus 32.6 per 1,000 person years respectively; risk ratio = 1.00; 95% confidence interval 0.61-1.63; p = 0.99. In intention-to-treat analysis, after 24 months there was a significant difference in walking capacity between the intervention and control clusters (mean difference 33.8 meters; 95% confidence interval 13.9-53.8; p = 0.001. The overall cost of the physical activity intervention over 24 months was US$164/participant; equivalent to US$4.84/extra meter walked. The number of falls and fractures was balanced across physical activity intervention arms and no serious adverse events were reported for either intervention. CONCLUSIONS: Chile's nutritional supplementation program for

  3. Outcomes of a dedicated stent in coronary bifurcations with large side branches : A subanalysis of the randomized TRYTON bifurcation study

    NARCIS (Netherlands)

    Généreux, Philippe; Kini, Annapoorna; Lesiak, Maciej; Kumsars, Indulis; Fontos, Géza; Slagboom, Ton; Ungi, Imre; Metzger, D. Christopher; Wykrzykowska, Joanna J.; Stella, Pieter R.; Bartorelli, Antonio L.; Fearon, William F.; Lefèvre, Thierry; Feldman, Robert L.; Tarantini, Giuseppe; Bettinger, Nicolas; Minalu Ayele, Girma; LaSalle, Laura; Francese, Dominic P.; Onuma, Yoshinobu; Grundeken, Maik J.; Garcia-Garcia, Hector M.; Laak, Linda L.; Cutlip, Donald E.; Kaplan, Aaron V.; Serruys, Patrick W.; Leon, Martin B.

    2016-01-01

    Objectives: To examine the benefit of the Tryton dedicated side branch (SB) stent compared with provisional stenting in the treatment of complex bifurcation lesions involving large SBs. Background: The TRYTON Trial was designed to evaluate the utility of a dedicated SB stent to treat true bifurcatio

  4. The distribution of first hitting times of random walks on Erd\\H{o}s-R\\'enyi networks

    CERN Document Server

    Tishby, Ido; Katzav, Eytan

    2016-01-01

    We present analytical results for the distribution of first hitting times of random walkers on Erd\\H{o}s-R\\'enyi networks. Starting from a random initial node, a random walker hops randomly between adjacent nodes on the network until it hits a node which it has already visited before. At this point, the path is terminated. The path length $d$, pursued by the random walker from the initial node up to its termination is called the first hitting time or the first intersection length. Using recursion equations, we obtain analytical results for the tail distribution of the path lengths, $P(d>\\ell)$. The results are found to be in excellent agreement with simulations. It turns out that the distribution $P(d>\\ell)$ follows a product of an exponential distribution and a Rayleigh distribution. We also obtain expressions for the mean, median and standard deviation of this distribution in terms of the network size and its mean degree. It is found that the first hitting time is much shorter than the last hitting time of ...

  5. Neighborhood walkability, fear and risk of falling and response to walking promotion: The Easy Steps to Health 12-month randomized controlled trial

    Directory of Open Access Journals (Sweden)

    D. Merom

    2015-01-01

    Low perceived walkability was shaped by health status and did not appear to be a barrier to walking behavior. There appears to be a greater impact of, and thus, need for, interventions to encourage walking in environments perceived not to have supportive walking infrastructure. Future studies on built environments and walking should gather information on fall-related risk factors to better understand how these characteristics interact.

  6. A polymer, random walk model for the size-distribution of large DNA fragments after high linear energy transfer radiation

    Science.gov (United States)

    Ponomarev, A. L.; Brenner, D.; Hlatky, L. R.; Sachs, R. K.

    2000-01-01

    DNA double-strand breaks (DSBs) produced by densely ionizing radiation are not located randomly in the genome: recent data indicate DSB clustering along chromosomes. Stochastic DSB clustering at large scales, from > 100 Mbp down to energy transfer (LET) radiation, are obtained. They are found to be non-linear when the dose becomes so large that there is a significant probability of overlapping or close juxtaposition, along one chromosome, for different DSB clusters from different tracks. The non-linearity is more evident for large fragments than for small. The DNAbreak results furnish an example of the RLC (randomly located clusters) analytic formalism, which generalizes the broken-stick fragment-size distribution of the random-breakage model that is often applied to low-LET data.

  7. 随机环境中受控分枝过程的稳定性%STABILITY OF CONTROLLED BRANCHING CHAINS IN RANDOM ENVIRONMENT

    Institute of Scientific and Technical Information of China (English)

    王伟刚; 胡迪鹤

    2009-01-01

    本文研究了控制函数独立同分布,并且第n代的繁殖情况取决于环境的随机环境中分枝过程.给出了该模型稳定的充分条件,当环境平稳遍历时,得到了过程几乎处处灭绝的充分条件.%We consider controlled branching chains in random environments, that the controlled functions are i.i.d. random variables and the reproduction of an individual in the n-th season depends on the environments. Some results on process stability are shown. The extinction probabilities are given when environments are stationary and ergodic.

  8. Physical implementation of quantum walks

    CERN Document Server

    Manouchehri, Kia

    2013-01-01

    Given the extensive application of random walks in virtually every science related discipline, we may be at the threshold of yet another problem solving paradigm with the advent of quantum walks. Over the past decade, quantum walks have been explored for their non-intuitive dynamics, which may hold the key to radically new quantum algorithms. This growing interest has been paralleled by a flurry of research into how one can implement quantum walks in laboratories. This book presents numerous proposals as well as actual experiments for such a physical realization, underpinned by a wide range of

  9. Deterministic Walks with Choice

    Energy Technology Data Exchange (ETDEWEB)

    Beeler, Katy E.; Berenhaut, Kenneth S.; Cooper, Joshua N.; Hunter, Meagan N.; Barr, Peter S.

    2014-01-10

    This paper studies deterministic movement over toroidal grids, integrating local information, bounded memory and choice at individual nodes. The research is motivated by recent work on deterministic random walks, and applications in multi-agent systems. Several results regarding passing tokens through toroidal grids are discussed, as well as some open questions.

  10. Quantum Walks on the Hypercube

    CERN Document Server

    Moore, Cristopher; Moore, Cristopher; Russell, Alexander

    2001-01-01

    Recently, it has been shown that one-dimensional quantum walks can mix more quickly than classical random walks, suggesting that quantum Monte Carlo algorithms can outperform their classical counterparts. We study two quantum walks on the n-dimensional hypercube, one in discrete time and one in continuous time. In both cases we show that the quantum walk mixes in (\\pi/4)n steps, faster than the O(n log n) steps required by the classical walk. In the continuous-time case, the probability distribution is {\\em exactly} uniform at this time. More importantly, these walks expose several subtleties in the definition of mixing time for quantum walks. Even though the continuous-time walk has an O(n) instantaneous mixing time at which it is precisely uniform, it never approaches the uniform distribution when the stopping time is chosen randomly as in [AharonovAKV2001]. Our analysis treats interference between terms of different phase more carefully than is necessary for the walk on the cycle; previous general bounds p...

  11. Probability distribution of the number of distinct sites visited by a random walk on the finite-size fully-connected lattice

    CERN Document Server

    Turban, L

    2016-01-01

    The probability distribution of the number $s$ of distinct sites visited up to time $t$ by a random walk on the fully-connected lattice with $N$ sites is first obtained by solving the eigenvalue problem associated with the discrete master equation. Then, using generating function techniques, we compute the joint probability distribution of $s$ and $r$, where $r$ is the number of sites visited only once up to time $t$. Mean values, variances and covariance are deduced from the generating functions and their finite-size-scaling behaviour is studied. Introducing properly centered and scaled variables $u$ and $v$ for $r$ and $s$ and working in the scaling limit ($t\\to\\infty$, $N\\to\\infty$ with $w=t/N$ fixed) the joint probability density of $u$ and $v$ is shown to be a bivariate Gaussian density. It follows that the fluctuations of $r$ and $s$ around their mean values in a finite-size system are Gaussian in the scaling limit. The same type of finite-size scaling is expected to hold on periodic lattices above the ...

  12. Communication: Distinguishing between short-time non-Fickian diffusion and long-time Fickian diffusion for a random walk on a crowded lattice

    Science.gov (United States)

    Ellery, Adam J.; Baker, Ruth E.; Simpson, Matthew J.

    2016-05-01

    The motion of cells and molecules through biological environments is often hindered by the presence of other cells and molecules. A common approach to modeling this kind of hindered transport is to examine the mean squared displacement (MSD) of a motile tracer particle in a lattice-based stochastic random walk in which some lattice sites are occupied by obstacles. Unfortunately, stochastic models can be computationally expensive to analyze because we must average over a large ensemble of identically prepared realizations to obtain meaningful results. To overcome this limitation we describe an exact method for analyzing a lattice-based model of the motion of an agent moving through a crowded environment. Using our approach we calculate the exact MSD of the motile agent. Our analysis confirms the existence of a transition period where, at first, the MSD does not follow a power law with time. However, after a sufficiently long period of time, the MSD increases in proportion to time. This latter phase corresponds to Fickian diffusion with a reduced diffusivity owing to the presence of the obstacles. Our main result is to provide a mathematically motivated, reproducible, and objective estimate of the amount of time required for the transport to become Fickian. Our new method to calculate this crossover time does not rely on stochastic simulations.

  13. Fractional Brownian motions via random walk in the complex plane and via fractional derivative. Comparison and further results on their Fokker-Planck equations

    Energy Technology Data Exchange (ETDEWEB)

    Jumarie, Guy E-mail: jumarie.guy@uqam.ca

    2004-11-01

    There are presently two different models of fractional Brownian motions available in the literature: the Riemann-Liouville fractional derivative of white noise on the one hand, and the complex-valued Brownian motion of order n defined by using a random walk in the complex plane, on the other hand. The paper provides a comparison between these two approaches, and in addition, takes this opportunity to contribute some complements. These two models are more or less equivalent on the theoretical standpoint for fractional order between 0 and 1/2, but their practical significances are quite different. Otherwise, for order larger than 1/2, the fractional derivative model has no counterpart in the complex plane. These differences are illustrated by an example drawn from mathematical finance. Taylor expansion of fractional order provides the expression of fractional difference in terms of finite difference, and this allows us to improve the derivation of Fokker-Planck equation and Kramers-Moyal expansion, and to get more insight in their relation with stochastic differential equations of fractional order. In the case of multi-fractal systems, the Fokker-Planck equation can be solved by using path integrals, and the fractional dynamic equations of the state moments of the stochastic system can be easily obtained. By combining fractional derivative and complex white noise of order n, one obtains a family of complex-valued fractional Brownian motions which exhibits long-range dependence. The conclusion outlines suggestions for further research, mainly regarding Lorentz transformation of fractional noises.

  14. A self-organizing model for task allocation via frequent task quitting and random walks in the honeybee.

    Science.gov (United States)

    Johnson, Brian R

    2009-10-01

    Social insect colonies are able to quickly redistribute their thousands of workers between tasks that vary strongly in space and time. How individuals collectively track spatial variability is particularly puzzling because bees have access only to local information. This work presents and tests a model showing how honeybees solve their fundamental within-nest spatial task-allocation problem. The algorithm, which is self-organizing and derived from empirical studies, couples two processes with opposing effects. Frequent task quitting, followed by patrols, during which bees are insensitive to task stimuli, serves to randomize individual location throughout the nest without reference to variation in task demand, while a foraging-for-work-like mechanism provides the opposing force of localizing individuals to areas of high task demand. This simple model is shown to generate sophisticated patterns of task allocation. It allocates bees to tasks in proportion to their demand, independent of their spatial distribution in the nest, and also reallocates labor in response to temporal changes in task demand. Finally, the model shows that task-allocation patterns at the colony level do not reflect colonies allocating particular individuals to tasks. In contrast, they reflect a dynamic equilibrium of workers switching between tasks and locations in the nest.

  15. 基于Random Walks算法的心脏双源CT左心房分割%Study of left atrium segmentation in dual source CT image with random walks algorithms

    Institute of Scientific and Technical Information of China (English)

    何昌保; 马秀丽; 余长明

    2016-01-01

    For dual source CT image with contrast media,due to heart soft tissue density and contrast media uneven distribution result in the CT value of heart tissues uneven and boundary fuzzy,taking a single image segmentation algorithm is too difficult to obtain satisfactory results,so morphological reconstruction and random walks hybrid method is proposed in this paper.Firstly,we used morphological reconstruction operation on image smoothing filtering, which makes the heart cavity gray information convergence and gray level differences with the surrounding tissue and get the left atrium area with the fuzzy boundary;Then the random walks algorithm sets the seed points for each region of the image,and gives the weight of each side,and takes the weight of the edge as the transfer probability.For each unlabeled point is calculated from the point of first arrival probability of seed points.Finally,according to the first hit probability to choose the maximum that a class as belonging to the class,attribute of the unlabeled points and finally get the accurate left atrial.%针对在传统的CT介入式治疗过程中,胸腔中软组织较多软组织的厚度和注射的造影剂在心脏中呈现的不均匀分布,导致在采用CT成像的图像中胸腔内部各组织之间存在边界模糊或者确实等状况,本文提出一种采用形态重构和随机行走相结合的分割方法。首先利用形态学开闭运算对图像进行化简,并使得心脏 CT腔体边界分离,进而使得各个组织组织分离,再结合Random walks算法。从而使得不需要标记太多种子点的情况下提高了分割的速度和准确性,实验证明该方法能够达到预期的目标。

  16. Random walk on lattices: graph-theoretic approach to simulating long-range diffusion-attachment growth models.

    Science.gov (United States)

    Limkumnerd, Surachate

    2014-03-01

    Interest in thin-film fabrication for industrial applications have driven both theoretical and computational aspects of modeling its growth. One of the earliest attempts toward understanding the morphological structure of a film's surface is through a class of solid-on-solid limited-mobility growth models such as the Family, Wolf-Villain, or Das Sarma-Tamborenea models, which have produced fascinating surface roughening behaviors. These models, however, restrict the motion of an incidence atom to be within the neighborhood of its landing site, which renders them inept for simulating long-distance surface diffusion such as that observed in thin-film growth using a molecular-beam epitaxy technique. Naive extension of these models by repeatedly applying the local diffusion rules for each hop to simulate large diffusion length can be computationally very costly when certain statistical aspects are demanded. We present a graph-theoretic approach to simulating a long-range diffusion-attachment growth model. Using the Markovian assumption and given a local diffusion bias, we derive the transition probabilities for a random walker to traverse from one lattice site to the others after a large, possibly infinite, number of steps. Only computation with linear-time complexity is required for the surface morphology calculation without other probabilistic measures. The formalism is applied, as illustrations, to simulate surface growth on a two-dimensional flat substrate and around a screw dislocation under the modified Wolf-Villain diffusion rule. A rectangular spiral ridge is observed in the latter case with a smooth front feature similar to that obtained from simulations using the well-known multiple registration technique. An algorithm for computing the inverse of a class of substochastic matrices is derived as a corollary.

  17. Efficient quantum walk on a quantum processor

    OpenAIRE

    Qiang, Xiaogang; Loke, Thomas; Montanaro, Ashley; Aungskunsiri, Kanin; Zhou, Xiao-Qi; O'Brien, Jeremy; Wang, Jingbo; Matthews, Jonathan

    2016-01-01

    The random walk formalism is used across a wide range of applications, from modelling share prices to predicting population genetics. Likewise quantum walks have shown much potential as a frame- work for developing new quantum algorithms. In this paper, we present explicit efficient quantum circuits for implementing continuous-time quantum walks on the circulant class of graphs. These circuits allow us to sample from the output probability distributions of quantum walks on circulant graphs ef...

  18. ON MARKOV CHAINS IN SPACE-TIME RANDOM ENVIRONMENTS

    Institute of Scientific and Technical Information of China (English)

    Hu Dihe; Hu Xiaoyu

    2009-01-01

    In Section 1, the authors establish the models of two kinds of Markov chains in space-time random environments (MCSTRE and MCSTRE(+)) with Abstract state space. In Section 2, the authors construct a MCSTRE and a MCSTRE(+) by an initial distribution Ф and a random Markov kernel (RMK) p(γ). In Section 3, the authors establish several equivalence theorems on MCSTRE and MCSTRE(+). Finally, the authors give two very important examples of MCMSTRE, the random walk in spce-time random environment and the Markov branching chain in space-time random environment.

  19. Walking Problems

    Science.gov (United States)

    ... your legs or feet Movement disorders such as Parkinson's disease Diseases such as arthritis or multiple sclerosis Vision or balance problems Treatment of walking problems depends on the cause. Physical therapy, surgery, or mobility aids may help.

  20. Relaxed random walk model coupled with ecological niche modeling unravel the dispersal dynamics of a Neotropical savanna tree species in the deeper Quaternary

    Directory of Open Access Journals (Sweden)

    Rosane Garcia Collevatti

    2015-08-01

    Full Text Available Understanding the dispersal routes of Neotropical savanna tree species is an essential step to unravel the effects of past climate change on genetic patterns, species distribution and population demography. Here we reconstruct the demographic history and dispersal dynamics of the Neotropical savanna tree species Tabebuia aurea to understand the effects of Quaternary climate change on its current spatial patterns of genetic diversity. We sampled 285 individuals from 21 populations throughout Brazilian savannas and sequenced all individuals for three chloroplast intergenic spacers and ITS nrDNA. We analyzed data using a multi-model inference framework by coupling the relaxed random walk model, ecological niche modeling (ENM and statistical phylogeography. The most recent common ancestor of T. aurea lineages dated from ~4.0 ± 2.5 Ma. Tabebuia aurea lineages cyclically dispersed from the West towards the Central-West Brazil, and from the Southeast towards the East and Northeast Brazil, following the paleodistribution dynamics shown by the ENMs through the last glacial cycle. A historical refugium through time may have allowed dispersal of lineages among populations of Central Brazil, overlapping with population expansion during interglacial periods and the diversification of new lineages. Range and population expansion through the Quaternary were, respectively, the most frequent prediction from ENMs and the most likely demographic scenario from coalescent simulations. Consistent phylogeographic patterns among multiple modeling inferences indicate a promising approach, allowing us to understand how cyclical climate changes through the Quaternary drove complex population dynamics and the current patterns of species distribution and genetic diversity.

  1. A stochastic study of electron transfer kinetics in nano-particulate photocatalysis: a comparison of the quasi-equilibrium approximation with a random walking model.

    Science.gov (United States)

    Liu, Baoshun; Zhao, Xiujian; Yu, Jiaguo; Fujishima, Akira; Nakata, Kazuya

    2016-11-23

    In the photocatalysis of porous nano-crystalline materials, the transfer of electrons to O2 plays an important role, which includes the electron transport to photocatalytic active centers and successive interfacial transfer to O2. The slowest of them will determine the overall speed of electron transfer in the photocatalysis reaction. Considering the photocatalysis of porous nano-crystalline TiO2 as an example, although some experimental results have shown that the electron kinetics are limited by the interfacial transfer, we still lack the depth of understanding the microscopic mechanism from a theoretical viewpoint. In the present research, a stochastic quasi-equilibrium (QE) theoretical model and a stochastic random walking (RW) model were established to discuss the electron transport and electron interfacial transfer by taking the electron multi-trapping transport and electron interfacial transfer from the photocatalytic active centers to O2 into consideration. By carefully investigating the effect of the electron Fermi level (EF) and the photocatalytic center number on electron transport, we showed that the time taken for an electron to transport to a photocatalytic center predicated by the stochastic RW model was much lower than that predicted by the stochastic QE model, indicating that the electrons cannot reach a QE state during their transport to photocatalytic centers. The stochastic QE model predicted that the electron kinetics of a real photocatalysis for porous nano-crystalline TiO2 should be limited by electron transport, whereas the stochastic RW model showed that the electron kinetics of a real photocatalysis can be limited by the interfacial transfer. Our simulation results show that the stochastic RW model was more in line with the real electron kinetics that have been observed in experiments, therefore it is concluded that the photoinduced electrons cannot reach a QE state before transferring to O2.

  2. Symmetricity of Distribution for One-Dimensional Hadamard Walk

    CERN Document Server

    Konno, N; Soshi, T; Konno, Norio; Namiki, Takao; Soshi, Takahiro

    2002-01-01

    In this paper we study a one-dimensional quantum random walk with the Hadamard transformation which is often called the Hadamard walk. We construct the Hadamard walk using a transition matrix on probability amplitude and give some results on symmetricity of probability distributions for the Hadamard walk.

  3. Random walk in fock space

    Science.gov (United States)

    Szybisz, L.; Zabolitzky, John G.

    We describe a Monte-Carlo algorithm to solve exactly the ground-state problem for a system of up to four nucleons interacting via a scalar neutral meson field. The mesonic degrees of freedom are treated exactly without recourse to the potential approximation.

  4. Random walks and cell size.

    Science.gov (United States)

    Agutter, P S; Wheatley, D N

    2000-11-01

    For many years, it has been believed that diffusion is the principle motive force for distributing molecules within the cell. Yet, our current information about the cell makes this improbable. Furthermore, the argument that limitations responsible for the relative constancy of cell size--which seldom varies by more than a factor of 2, whereas organisms can vary in mass by up to 10(24)--are based on the limits of diffusion is questionable. This essay seeks to develop an alternative explanation based on transport of molecules along structural elements in the cytoplasm and nucleus. This mechanism can better account for cell size constancy, in light of modern biological knowledge of the complex microstructure of the cell, than simple diffusion.

  5. Reaction-diffusion-branching models of stock price fluctuations

    Science.gov (United States)

    Tang, Lei-Han; Tian, Guang-Shan

    Several models of stock trading (Bak et al., Physica A 246 (1997) 430.) are analyzed in analogy with one-dimensional, two-species reaction-diffusion-branching processes. Using heuristic and scaling arguments, we show that the short-time market price variation is subdiffusive with a Hurst exponent H=1/4. Biased diffusion towards the market price and blind-eyed copying lead to crossovers to the empirically observed random-walk behavior ( H=1/2) at long times. The calculated crossover forms and diffusion constants are shown to agree well with simulation data.

  6. Quantum walks and search algorithms

    CERN Document Server

    Portugal, Renato

    2013-01-01

    This book addresses an interesting area of quantum computation called quantum walks, which play an important role in building quantum algorithms, in particular search algorithms. Quantum walks are the quantum analogue of classical random walks. It is known that quantum computers have great power for searching unsorted databases. This power extends to many kinds of searches, particularly to the problem of finding a specific location in a spatial layout, which can be modeled by a graph. The goal is to find a specific node knowing that the particle uses the edges to jump from one node to the next. This book is self-contained with main topics that include: Grover's algorithm, describing its geometrical interpretation and evolution by means of the spectral decomposition of the evolution operater Analytical solutions of quantum walks on important graphs like line, cycles, two-dimensional lattices, and hypercubes using Fourier transforms Quantum walks on generic graphs, describing methods to calculate the limiting d...

  7. Experiments performed with bubbly flow in vertical pipes at different flow conditions covering the transition region: simulation by coupling Eulerian, Lagrangian and 3D random walks models

    Science.gov (United States)

    Muñoz-Cobo, José; Chiva, Sergio; El Aziz Essa, Mohamed; Mendes, Santos

    2012-08-01

    Two phase flow experiments with different superficial velocities of gas and water were performed in a vertical upward isothermal cocurrent air-water flow column with conditions ranging from bubbly flow, with very low void fraction, to transition flow with some cap and slug bubbles and void fractions around 25%. The superficial velocities of the liquid and the gas phases were varied from 0.5 to 3 m/s and from 0 to 0.6 m/s, respectively. Also to check the effect of changing the surface tension on the previous experiments small amounts of 1-butanol were added to the water. These amounts range from 9 to 75 ppm and change the surface tension. This study is interesting because in real cases the surface tension of the water diminishes with temperature, and with this kind of experiments we can study indirectly the effect of changing the temperature on the void fraction distribution. The following axial and radial distributions were measured in all these experiments: void fraction, interfacial area concentration, interfacial velocity, Sauter mean diameter and turbulence intensity. The range of values of the gas superficial velocities in these experiments covered the range from bubbly flow to the transition to cap/slug flow. Also with transition flow conditions we distinguish two groups of bubbles in the experiments, the small spherical bubbles and the cap/slug bubbles. Special interest was devoted to the transition region from bubbly to cap/slug flow; the goal was to understand the physical phenomena that take place during this transition A set of numerical simulations of some of these experiments for bubbly flow conditions has been performed by coupling a Lagrangian code, that tracks the three dimensional motion of the individual bubbles in cylindrical coordinates inside the field of the carrier liquid, to an Eulerian model that computes the magnitudes of continuous phase and to a 3D random walk model that takes on account the fluctuation in the velocity field of the

  8. Supervised and non-supervised Nordic walking in the treatment of chronic low back pain: a single blind randomized clinical trial

    DEFF Research Database (Denmark)

    Hartvigsen, Jan; Morsø, Lars; Bendix, Tom;

    2010-01-01

    further assessed using the Patient Specific Function Scale. Furthermore, information on time off work, use of medication, and concurrent treatment for their low back pain was collected. Objective measurements of physical activity levels for the supervised and unsupervised Nordic walking groups were...

  9. The effect of regular walks on various health aspects in older people with dementia : protocol of a randomized-controlled trial

    NARCIS (Netherlands)

    Volkers, Karin M.; Scherder, Erik J. A.

    2011-01-01

    Background: Physical activity has proven to be beneficial for physical functioning, cognition, depression, anxiety, rest-activity rhythm, quality of life (QoL), activities of daily living (ADL) and pain in older people. The aim of this study is to investigate the effect of walking regularly on physi

  10. A note on asymptotic behavior of Galton-Watson branching processes in random environments%关于随机环境中的Galton-Watson分枝过程渐近性质的一个注记

    Institute of Scientific and Technical Information of China (English)

    王汉兴; 赵飞; 卢金余

    2006-01-01

    In this paper, we investigate Galton-Watson branching processes in random environments. In the case where the environmental process is a Markov chain which is positive recurrent or has a transition matrix Q (θ,α) such that supθ Q (θ,α)> 0 for some α, we prove that the model has the asymptotic behavior being similar to that of Galton-Watson branching processes. In other case where the environments are non-stationary independent, the sufficient conditions are obtained for certain extinction and uncertain extinction for the model.

  11. Multicomponent physical exercise with simultaneous cognitive training to enhance dual-task walking of older adults: a secondary analysis of a 6-month randomized controlled trial with 1-year follow-up

    Directory of Open Access Journals (Sweden)

    Eggenberger P

    2015-10-01

    Full Text Available Patrick Eggenberger,1 Nathan Theill,2,3 Stefan Holenstein,1 Vera Schumacher,4,5 Eling D de Bruin1,6,7 1Department of Health Sciences and Technology, Institute of Human Movement Sciences and Sport, ETH Zurich, 2Division of Psychiatry Research, 3Center for Gerontology, 4Department of Gerontopsychology and Gerontology, 5University Research Priority Program “Dynamics of Healthy Aging”, University of Zurich, Zurich, Switzerland; 6Department of Epidemiology, CAPHRI School for Public Health and Primary Care, 7Centre for Evidence Based Physiotherapy, Maastricht University, Maastricht, the Netherlands Background: About one-third of people older than 65 years fall at least once a year. Physical exercise has been previously demonstrated to improve gait, enhance physical fitness, and prevent falls. Nonetheless, the addition of cognitive training components may potentially increase these effects, since cognitive impairment is related to gait irregularities and fall risk. We hypothesized that simultaneous cognitive–physical training would lead to greater improvements in dual-task (DT gait compared to exclusive physical training.Methods: Elderly persons older than 70 years and without cognitive impairment were randomly assigned to the following groups: 1 virtual reality video game dancing (DANCE, 2 treadmill walking with simultaneous verbal memory training (MEMORY, or 3 treadmill walking (PHYS. Each program was complemented with strength and balance exercises. Two 1-hour training sessions per week over 6 months were applied. Gait variables, functional fitness (Short Physical Performance Battery, 6-minute walk, and fall frequencies were assessed at baseline, after 3 months and 6 months, and at 1-year follow-up. Multiple regression analyses with planned comparisons were carried out.Results: Eighty-nine participants were randomized to three groups initially; 71 completed the training and 47 were available at 1-year follow-up. DANCE/MEMORY showed a

  12. Exercise-induced muscle damage is reduced in resistance-trained males by branched chain amino acids: a randomized, double-blind, placebo controlled study

    Directory of Open Access Journals (Sweden)

    Howatson Glyn

    2012-07-01

    Full Text Available Abstract Background It is well documented that exercise-induced muscle damage (EIMD decreases muscle function and causes soreness and discomfort. Branched-chain amino acid (BCAA supplementation has been shown to increase protein synthesis and decrease muscle protein breakdown, however, the effects of BCAAs on recovery from damaging resistance training are unclear. Therefore, the aim of this study was to examine the effects of a BCAA supplementation on markers of muscle damage elicited via a sport specific bout of damaging exercise in trained volunteers. Methods Twelve males (mean ± SD age, 23 ± 2 y; stature, 178.3 ± 3.6 cm and body mass, 79.6 ± 8.4 kg were randomly assigned to a supplement (n = 6 or placebo (n = 6 group. The damaging exercise consisted of 100 consecutive drop-jumps. Creatine kinase (CK, maximal voluntary contraction (MVC, muscle soreness (DOMS, vertical jump (VJ, thigh circumference (TC and calf circumference (CC were measured as markers of muscle damage. All variables were measured immediately before the damaging exercise and at 24, 48, 72 and 96 h post-exercise. Results A significant time effect was seen for all variables. There were significant group effects showing a reduction in CK efflux and muscle soreness in the BCAA group compared to the placebo (P Conclusion The present study has shown that BCAA administered before and following damaging resistance exercise reduces indices of muscle damage and accelerates recovery in resistance-trained males. It seems likely that BCAA provided greater bioavailablity of substrate to improve protein synthesis and thereby the extent of secondary muscle damage associated with strenuous resistance exercise. Clinical Trial Registration Number: NCT01529281.

  13. Does Nordic walking improves the postural control and gait parameters of women between the age 65 and 74: a randomized trial.

    Science.gov (United States)

    Kocur, Piotr; Wiernicka, Marzena; Wilski, Maciej; Kaminska, Ewa; Furmaniuk, Lech; Maslowska, Marta Flis; Lewandowski, Jacek

    2015-12-01

    [Purpose] To assess the effect of 12-weeks Nordic walking training on gait parameters and some elements of postural control. [Subjects and Methods] Sixty-seven women aged 65 to 74 years were enrolled in this study. The subjects were divided into a Nordic Walking group (12 weeks of Nordic walking training, 3 times a week for 75 minutes) and a control group. In both study groups, a set of functional tests were conducted at the beginning and at the end of the study: the Forward Reach Test (FRT) and the Upward Reach Test (URT) on a stabilometric platform, and the analysis of gait parameters on a treadmill. [Results] The NW group showed improvements in: the range of reach in the FRT test and the URT test in compared to the control group. The length of the gait cycle and gait cycle frequency also showed changes in the NW group compared to the control group. [Conclusion] A 12-week NW training program had a positive impact on selected gait parameters and may improve the postural control of women aged over 65 according to the results selected functional tests.

  14. Two randomized controlled studies comparing the nutritional benefits of branched-chain amino acid (BCAA) granules and a BCAA-enriched nutrient mixture for patients with esophageal varices after endoscopic treatment

    OpenAIRE

    Sakai, Yoshiyuki; Iwata, Yoshinori; Enomoto, Hirayuki; Saito, Masaki; Yoh, Kazunori; Ishii, Akio; Takashima, Tomoyuki; Aizawa, Nobuhiro; Ikeda, Naoto; Tanaka, Hironori; Iijima, Hiroko; Nishiguchi, Shuhei

    2014-01-01

    Background The usefulness of branched-chain amino acid (BCAA) granules and BCAA-enriched nutrient mixtures for patients with liver cirrhosis is often reported. However, no randomized controlled studies have investigated the usefulness of these supplements in the nutritional intervention of cirrhotic patients receiving endoscopic treatment for esophageal varices. Methods Patients without BCAA before endoscopic treatment were divided into study 1, and those who received BCAA were divided into s...

  15. 随机环境中分枝过程的暂留性与灭绝概率的性质%Some Properties of Branching Processes in Random Environments

    Institute of Scientific and Technical Information of China (English)

    胡杨利; 杨向群

    2012-01-01

    从随机环境中分枝过程是随机环境中马氏链入手,讨论了随机环境中分枝过程状态的暂留性、常返性以及灭绝概率的性质.%Based on the fact that branching processes in random environments are Markovian chains in random environments, transience and recurrence of the states are discussed and some properties of the extinction probability are obtained.

  16. Online Branches

    Institute of Scientific and Technical Information of China (English)

    刘洪毓

    2002-01-01

    Many people dislike walking to the bank and standing in long lines. They are dissatisfied with their bank's limited hours, too. They want to do some banking at night, and on weekends. For such people, their problems may soon be over.

  17. Two- and 6-minute walk tests assess walking capability equally in neuromuscular diseases

    DEFF Research Database (Denmark)

    Andersen, Linda Kahr; Knak, Kirsten Lykke; Witting, Nanna;

    2016-01-01

    to participate on 2 test days, each consisting of 1 2MWT and 1 6MWT separated by a minimum 30-minute period of rest. The order of the walk tests was randomly assigned via sealed envelopes. A group of 38 healthy controls completed 1 6MWT. RESULTS: The mean walking distance for the 2MWT was 142.8 meters......OBJECTIVE: This methodologic study investigates if the 2-minute walk test (2MWT) can be a valid alternative to the 6-minute walk test (6MWT) to describe walking capability in patients with neuromuscular diseases. METHODS: Patients (n = 115) with different neuromuscular diseases were invited...... and for the 6MWT 405.3 meters. The distance walked in the 2MWT was highly correlated to the distance walked in the 6MWT (r = 0.99, p minute in the 6MWT, both among patients and healthy controls, which was not evident in the 2MWT...

  18. 无线传感器网络中基于角度的定向随机步幻影路由协议%Angle-based directed random walk phantem routing protocol for WSNs

    Institute of Scientific and Technical Information of China (English)

    黄北北; 冯勇; 李修琪; 黄祺

    2016-01-01

    为了更好地保护源位置隐私,提出了一种新的源位置隐私保护方法,通过使用相邻节点的斜率的反正切值来确定幻影路径上下一跳节点选择范围,使得幻影源的选取在不暴露源位置方向信息的情况下能够远离真实源,且能够生成更多不重复的幻影源,更灵活地控制幻影源的选取,使幻影源的分布较为均匀,从而能够更好地提高源位置隐私保护的性能。仿真实验表明:相比传统的基于跳数的定向随机步方法和完全随机步方法,该方法在能耗与安全周期上有着相对明显的优势,因而该方法能够更好地保护源位置隐私。%To protect source location privacy,a novel angle-based directed random walk( ABDRW)routing protocol is proposed,which use the arctangent value of the slope of the adjacent nodes to determine the scope of the next phantom nodes on phantom path,this approach can generate more different phantom sources that are far away from the real source,and thus enhances the source location privacy protection. Comparing with several existing typical methods,such as hop-based directed random walk( HBDRW)and the completely random walk phantom routing(CRWPR),ABDRW protocol can reach higher source location privacy protection performance on safety period and energy consumption,through flexible selection and more uniform distribution of phantom source, so it can protect the source location privacy better.

  19. Web Topic Boosting Strategy and Simulation Model by Random Walk on Heterogeneous Graph%基于异质图随机游走的网络话题优化策略与仿真模型

    Institute of Scientific and Technical Information of China (English)

    信怀义

    2016-01-01

    Web topics are noisy.Users can boost the topic by two ways when they browsing the Internet - add related web pages into the topic and delete unrelated contents from the topic,this process is called web topic boosting.In this paper,we proposed a heterogeneous graph based random walk model to simulate web topic boosting.In this model,heterogeneous graph simulates relationships among web contents and random walk simulates the behavior of web browsing.The random walking produces a probability ranking of objects to a given noisy topic,buy which we can de-termine the boosted topic.The results demonstrate that our model simulates web topic boosting process correctly and completely.In addition,the user studies also demonstrate the effectiveness of this model.%网络话题充满噪声,用户在浏览网络的过程中,逐步添加关联性高的网页到话题中,并从话题中删除关联性低的网页,从而形成纯净话题,这就是话题优化的过程.基于此,本文提出一种基于异质图随机游走的模型来模拟用户优化话题的过程,异质图模拟网络内容的关联性,而随机游走模拟用户浏览网络的过程.对于一个网络话题,该模型能够计算出所有网页属于该话题的概率,根据概率分布就能够判断真正属于该话题的网页,从而模拟网络话题优化的过程.仿真结果证实,本文提出的模型可以准确、完整的模拟话题的优化.而通过用户对优化结果的主观评价,同样证实了模型的有效性.

  20. A combined exercise model for ‎improving muscle strength, balance, ‎walking distance, and motor agility ‎in multiple sclerosis patients: A ‎randomized clinical trial

    Directory of Open Access Journals (Sweden)

    Bahram Sangelaji

    2016-08-01

    Full Text Available Background: Multiple sclerosis (MS is a neurological disease with a variety of signs and symptoms. Exercise therapy has been shown to improve physical functions in MS. However, questions about an optimal exercise therapy remain. In this regard, we suggest a combined exercise therapy including aerobic and resistance exercises for MS patients. The study is designed to observe, test and compare the effects of proposed combined exercises on strength, balance, agility, fatigue, speed, and walking distance in people with mild to moderate MS [0 < expanded disability status scale (EDSS < 5].Methods: A total of 40 people with relapse-remitting MS (16 male, 0 < EDSS < 5 were randomized into one of the four groups (3 intervention and one control. The intervention consisted of various combinations of aerobic and resistance exercises with different repetition rates. Pre- and post-intervention scores of fatigue severity scale (FSS, timed up and go (TUG test, 6-minute walk test (6MWT, 10- and 20-MWT, Berg balance scale (BBS, and one repetition maximum (1RM test were recorded and analyzed.Results: For most tests, post-intervention values of the group 1, with 3-aerobic and 1-resistance exercises, were significantly higher compared to control group (P < 0.050. However, no significant progression was observed in the other two intervention groups.Conclusion: A combination of three aerobic exercises with one resistance exercise may result in improved balance, locomotion, and endurance in MS patients.