WorldWideScience

Sample records for toric homogeneous markov

  1. Stochastic model of milk homogenization process using Markov's chain

    Directory of Open Access Journals (Sweden)

    A. A. Khvostov

    2016-01-01

    Full Text Available The process of development of a mathematical model of the process of homogenization of dairy products is considered in the work. The theory of Markov's chains was used in the development of the mathematical model, Markov's chain with discrete states and continuous parameter for which the homogenisation pressure is taken, being the basis for the model structure. Machine realization of the model is implemented in the medium of structural modeling MathWorks Simulink™. Identification of the model parameters was carried out by minimizing the standard deviation calculated from the experimental data for each fraction of dairy products fat phase. As the set of experimental data processing results of the micrographic images of fat globules of whole milk samples distribution which were subjected to homogenization at different pressures were used. Pattern Search method was used as optimization method with the Latin Hypercube search algorithm from Global Optimization Тoolbox library. The accuracy of calculations averaged over all fractions of 0.88% (the relative share of units, the maximum relative error was 3.7% with the homogenization pressure of 30 MPa, which may be due to the very abrupt change in properties from the original milk in the particle size distribution at the beginning of the homogenization process and the lack of experimental data at homogenization pressures of below the specified value. The mathematical model proposed allows to calculate the profile of volume and mass distribution of the fat phase (fat globules in the product, depending on the homogenization pressure and can be used in the laboratory and research of dairy products composition, as well as in the calculation, design and modeling of the process equipment of the dairy industry enterprises.

  2. A semi-Markov model for the duration of stay in a non-homogenous ...

    African Journals Online (AJOL)

    The semi-Markov approach to a non-homogenous manpower system is considered. The mean duration of stay in a grade and the total duration of stay in the system are obtained. A renewal type equation is developed and used in deriving the limiting distribution of the semi – Markov process. Empirical estimators of the ...

  3. Toric topology

    CERN Document Server

    Buchstaber, Victor M

    2015-01-01

    This book is about toric topology, a new area of mathematics that emerged at the end of the 1990s on the border of equivariant topology, algebraic and symplectic geometry, combinatorics, and commutative algebra. It has quickly grown into a very active area with many links to other areas of mathematics, and continues to attract experts from different fields. The key players in toric topology are moment-angle manifolds, a class of manifolds with torus actions defined in combinatorial terms. Construction of moment-angle manifolds relates to combinatorial geometry and algebraic geometry of toric v

  4. A Correlated Random Effects Model for Non-homogeneous Markov Processes with Nonignorable Missingness.

    Science.gov (United States)

    Chen, Baojiang; Zhou, Xiao-Hua

    2013-05-01

    Life history data arising in clusters with prespecified assessment time points for patients often feature incomplete data since patients may choose to visit the clinic based on their needs. Markov process models provide a useful tool describing disease progression for life history data. The literature mainly focuses on time homogeneous process. In this paper we develop methods to deal with non-homogeneous Markov process with incomplete clustered life history data. A correlated random effects model is developed to deal with the nonignorable missingness, and a time transformation is employed to address the non-homogeneity in the transition model. Maximum likelihood estimate based on the Monte-Carlo EM algorithm is advocated for parameter estimation. Simulation studies demonstrate that the proposed method works well in many situations. We also apply this method to an Alzheimer's disease study.

  5. The combinational structure of non-homogeneous Markov chains with countable states

    Directory of Open Access Journals (Sweden)

    A. Mukherjea

    1983-01-01

    Full Text Available Let P(s,t denote a non-homogeneous continuous parameter Markov chain with countable state space E and parameter space [a,b], −∞0}. It is shown in this paper that R(s,t is reflexive, transitive, and independent of (s,t, shomogeneity condition holds. It is also shown that the relation R(s,t, unlike in the finite state space case, cannot be expressed even as an infinite (countable product of reflexive transitive relations for certain non-homogeneous chains in the case when E is infinite.

  6. Non-homogeneous Markov process models with informative observations with an application to Alzheimer's disease.

    Science.gov (United States)

    Chen, Baojiang; Zhou, Xiao-Hua

    2011-05-01

    Identifying risk factors for transition rates among normal cognition, mildly cognitive impairment, dementia and death in an Alzheimer's disease study is very important. It is known that transition rates among these states are strongly time dependent. While Markov process models are often used to describe these disease progressions, the literature mainly focuses on time homogeneous processes, and limited tools are available for dealing with non-homogeneity. Further, patients may choose when they want to visit the clinics, which creates informative observations. In this paper, we develop methods to deal with non-homogeneous Markov processes through time scale transformation when observation times are pre-planned with some observations missing. Maximum likelihood estimation via the EM algorithm is derived for parameter estimation. Simulation studies demonstrate that the proposed method works well under a variety of situations. An application to the Alzheimer's disease study identifies that there is a significant increase in transition rates as a function of time. Furthermore, our models reveal that the non-ignorable missing mechanism is perhaps reasonable. Copyright © 2011 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

  7. Toric Vaisman manifolds

    Science.gov (United States)

    Pilca, Mihaela

    2016-09-01

    Vaisman manifolds are strongly related to Kähler and Sasaki geometry. In this paper we introduce toric Vaisman structures and show that this relationship still holds in the toric context. It is known that the so-called minimal covering of a Vaisman manifold is the Riemannian cone over a Sasaki manifold. We show that if a complete Vaisman manifold is toric, then the associated Sasaki manifold is also toric. Conversely, a toric complete Sasaki manifold, whose Kähler cone is equipped with an appropriate compatible action, gives rise to a toric Vaisman manifold. In the special case of a strongly regular compact Vaisman manifold, we show that it is toric if and only if the corresponding Kähler quotient is toric.

  8. Dependability analysis of systems modeled by non-homogeneous Markov chains

    Energy Technology Data Exchange (ETDEWEB)

    Platis, Agapios; Limnios, Nikolaos; Le Du, Marc

    1998-09-01

    The case of time non-homogeneous Markov systems in discrete time is studied in this article. In order to have measures adapted to this kind of systems, some reliability and performability measures are formulated, such as reliability, availability, maintainability and different time variables including new indicators more dedicated to electrical systems like instantaneous expected load curtailed and the expected energy not supplied on a time interval. The previous indicators are also formulated in the case of cyclic chains where asymptotic results can be obtained. The interest of taking into account hazard rate time variation, is to get more accurate and more instructive indicators but also be able to access new performability indicators that cannot be obtained by classical methods. To illustrate this, an example from an Electricite De France electrical substation is solved.

  9. Supervised self-organization of homogeneous swarms using ergodic projections of Markov chains.

    Science.gov (United States)

    Chattopadhyay, Ishanu; Ray, Asok

    2009-12-01

    This paper formulates a self-organization algorithm to address the problem of global behavior supervision in engineered swarms of arbitrarily large population sizes. The swarms considered in this paper are assumed to be homogeneous collections of independent identical finite-state agents, each of which is modeled by an irreducible finite Markov chain. The proposed algorithm computes the necessary perturbations in the local agents' behavior, which guarantees convergence to the desired observed state of the swarm. The ergodicity property of the swarm, which is induced as a result of the irreducibility of the agent models, implies that while the local behavior of the agents converges to the desired behavior only in the time average, the overall swarm behavior converges to the specification and stays there at all times. A simulation example illustrates the underlying concept.

  10. A comparison of non-homogeneous Markov regression models with application to Alzheimer’s disease progression

    Science.gov (United States)

    Hubbard, R. A.; Zhou, X.H.

    2011-01-01

    Markov regression models are useful tools for estimating the impact of risk factors on rates of transition between multiple disease states. Alzheimer’s disease (AD) is an example of a multi-state disease process in which great interest lies in identifying risk factors for transition. In this context, non-homogeneous models are required because transition rates change as subjects age. In this report we propose a non-homogeneous Markov regression model that allows for reversible and recurrent disease states, transitions among multiple states between observations, and unequally spaced observation times. We conducted simulation studies to demonstrate performance of estimators for covariate effects from this model and compare performance with alternative models when the underlying non-homogeneous process was correctly specified and under model misspecification. In simulation studies, we found that covariate effects were biased if non-homogeneity of the disease process was not accounted for. However, estimates from non-homogeneous models were robust to misspecification of the form of the non-homogeneity. We used our model to estimate risk factors for transition to mild cognitive impairment (MCI) and AD in a longitudinal study of subjects included in the National Alzheimer’s Coordinating Center’s Uniform Data Set. Using our model, we found that subjects with MCI affecting multiple cognitive domains were significantly less likely to revert to normal cognition. PMID:22419833

  11. Combinatorial construction of toric residues

    OpenAIRE

    Khetan, Amit; Soprounov, Ivan

    2004-01-01

    The toric residue is a map depending on n+1 semi-ample divisors on a complete toric variety of dimension n. It appears in a variety of contexts such as sparse polynomial systems, mirror symmetry, and GKZ hypergeometric functions. In this paper we investigate the problem of finding an explicit element whose toric residue is equal to one. Such an element is shown to exist if and only if the associated polytopes are essential. We reduce the problem to finding a collection of partitions of the la...

  12. Secant cumulants and toric geometry

    NARCIS (Netherlands)

    Michalek, M.; Oeding, L.; Zwiernik, P.W.

    2012-01-01

    We study the secant line variety of the Segre product of projective spaces using special cumulant coordinates adapted for secant varieties. We show that the secant variety is covered by open normal toric varieties. We prove that in cumulant coordinates its ideal is generated by binomial quadrics. We

  13. Frobenius splitting of projective toric bundles

    Indian Academy of Sciences (India)

    He Xin

    2018-03-19

    Mar 19, 2018 ... Firstly it is easy to see that the image of s under the restriction map (2.5) falls in the χ-isotypical component of (Uσ , E), i.e. for all t ∈ T .... σ falls in the χ-isotypical component of (E,Uσ ). D. As mentioned in Remark 2.3, for a vector v .... The determinant of a toric bundle. LetE be a toric bundle on a toric variety X ...

  14. Modelling lifetime cost consequences of toric compared with standard IOLs in cataract surgery of astigmatic patients in four European countries.

    Science.gov (United States)

    Laurendeau, C; Lafuma, A; Berdeaux, G

    2009-09-01

    To compare the lifetime costs of freeing astigmatic patients from spectacles after bilateral cataract surgery implanting toric intraocular lenses (IOLs: i.e., Acrysof Toric) versus monofocal IOLs, in France, Italy, Germany and Spain. A Markov model followed patient cohorts from cataract surgery until death. Prevalence rates of patients not needing spectacles and the types of spectacles prescribed for those requiring them were obtained from clinical trials and national surveys. The economic perspective was societal. Mortality rates were incorporated into the model. Discount rates were applied. A sensitivity analysis was performed on non-discounted costs. Fewer patients with toric IOLs needed spectacles for distance vision than patients with monofocal IOLs. With monofocal IOLs more than 66% of patients needed complex spectacles compared to less than 25% implanted with toric IOLs. In France and Italy, toric IOLs reduced overall costs relative to otherwise high spectacle costs after cataract surgery. Savings were 897.0 euros (France), 822.5 euros (Germany), 895.8 euros (Italy) and 391.6 euros (Spain), without discounting. On applying a 3% discount rate the costs became 691.7 euros, 646.4 euros, 693.9 euros and 308.2 euros, respectively. Bilateral toric IOL implants in astigmatic patients decreased spectacle dependence for distance vision and the need for complex spectacles. The economic consequences for patients depended on the national spectacle costs usually incurred after cataract surgery.

  15. Toric Codes, Multiplicative Structure and Decoding

    DEFF Research Database (Denmark)

    Hansen, Johan Peder

    2017-01-01

    Long linear codes constructed from toric varieties over finite fields, their multiplicative structure and decoding. The main theme is the inherent multiplicative structure on toric codes. The multiplicative structure allows for \\emph{decoding}, resembling the decoding of Reed-Solomon codes and al...

  16. The topology of toric origami manifolds

    OpenAIRE

    Holm, Tara; Pires, Ana Rita

    2012-01-01

    A folded symplectic form on a manifold is a closed 2-form with the mildest possible degeneracy along a hypersurface. A special class of folded symplectic manifolds are the origami symplectic manifolds, studied by Cannas da Silva, Guillemin and Pires, who classified toric origami manifolds by combinatorial origami templates. In this paper, we examine the topology of toric origami manifolds that have acyclic origami template and co-orientable folding hypersurface. We prove that the cohomology i...

  17. Computerized calculation scheme for toric intraocular lenses.

    Science.gov (United States)

    Langenbucher, Achim; Seitz, Berthold

    2004-06-01

    While a number of intraocular lens (IOL) power prediction formulae are well established for determination of spherical lenses, no common strategy has been published for the computation of toric IOLs. The purpose of this study is to describe a paraxial computing scheme for tracing an axial pencil of rays through the 'optical system eye' containing astigmatic refractive surfaces with their axes at random. The capabilities of this computing scheme are demonstrated with clinical examples. Based on a schematic model eye with spherocylindric surfaces, we use two alternative notations for description of vergences or prescriptions: (1) standard notation (refraction in both cardinal meridians and axis), and (2) component notation (spherical equivalent and cylindric component in 0 degrees and 45 degrees. Refractive surfaces are added to the vergence in component notation, whereas the transformation of the vergence through media is performed in the standard notation for both cardinal meridians. For calculation of the toric lens implant, a pencil of rays is traced through the spectacle and the cornea to the estimated lens position as well as backwards from the retina to the estimated lens position. For calculation of residual spectacle refraction, a pencil of rays is traced backwards from the retina through the toric lens implant and the cornea to the spectacle plane. In example 1 we calculate a 'thin toric lens' for compensation of a corneal astigmatism to achieve a spherical target refraction. In example 2 we compute a 'thick toric lens', which has to compensate for an oblique corneal astigmatism and rotate the spectacle cylinder to the against the rule position to enhance near vision. In example 3 we estimate the residual refraction at the corneal plane after implantation of a thick toric lens, when the cylinder of the lens implant is compensating the corneal cylinder in part and the axis of implantation is not fully aligned with the axis of the corneal astigmatism. This

  18. Mapping spaces and automorphism groups of toric noncommutative spaces

    Science.gov (United States)

    Barnes, Gwendolyn E.; Schenkel, Alexander; Szabo, Richard J.

    2017-09-01

    We develop a sheaf theory approach to toric noncommutative geometry which allows us to formalize the concept of mapping spaces between two toric noncommutative spaces. As an application, we study the `internalized' automorphism group of a toric noncommutative space and show that its Lie algebra has an elementary description in terms of braided derivations.

  19. Global embeddings for branes at toric singularities

    CERN Document Server

    Balasubramanian, Vijay; Braun, Volker; García-Etxebarria, Iñaki

    2012-01-01

    We describe how local toric singularities, including the Toric Lego construction, can be embedded in compact Calabi-Yau manifolds. We study in detail the addition of D-branes, including non-compact flavor branes as typically used in semi-realistic model building. The global geometry provides constraints on allowable local models. As an illustration of our discussion we focus on D3 and D7-branes on (the partially resolved) (dP0)^3 singularity, its embedding in a specific Calabi-Yau manifold as a hypersurface in a toric variety, the related type IIB orientifold compactification, as well as the corresponding F-theory uplift. Our techniques generalize naturally to complete intersections, and to a large class of F-theory backgrounds with singularities.

  20. c-Extremization from toric geometry

    Science.gov (United States)

    Amariti, Antonio; Cassia, Luca; Penati, Silvia

    2018-04-01

    We derive a geometric formulation of the 2d central charge cr from infinite families of 4d N = 1 superconformal field theories topologically twisted on constant curvature Riemann surfaces. They correspond to toric quiver gauge theories and are associated to D3 branes probing five dimensional Sasaki-Einstein geometries in the AdS/CFT correspondence. We show that cr can be expressed in terms of the areas of the toric diagram describing the moduli space of the 4d theory, both for toric geometries with smooth and singular horizons. We also study the relation between a-maximization in 4d and c-extremization in 2d, giving further evidences of the mixing of the baryonic symmetries with the exact R-current in two dimensions.

  1. Perturbed Markov chains

    OpenAIRE

    Solan, Eilon; Vieille, Nicolas

    2015-01-01

    We study irreducible time-homogenous Markov chains with finite state space in discrete time. We obtain results on the sensitivity of the stationary distribution and other statistical quantities with respect to perturbations of the transition matrix. We define a new closeness relation between transition matrices, and use graph-theoretic techniques, in contrast with the matrix analysis techniques previously used.

  2. Markov processes

    CERN Document Server

    Kirkwood, James R

    2015-01-01

    Review of ProbabilityShort HistoryReview of Basic Probability DefinitionsSome Common Probability DistributionsProperties of a Probability DistributionProperties of the Expected ValueExpected Value of a Random Variable with Common DistributionsGenerating FunctionsMoment Generating FunctionsExercisesDiscrete-Time, Finite-State Markov ChainsIntroductionNotationTransition MatricesDirected Graphs: Examples of Markov ChainsRandom Walk with Reflecting BoundariesGambler’s RuinEhrenfest ModelCentral Problem of Markov ChainsCondition to Ensure a Unique Equilibrium StateFinding the Equilibrium StateTransient and Recurrent StatesIndicator FunctionsPerron-Frobenius TheoremAbsorbing Markov ChainsMean First Passage TimeMean Recurrence Time and the Equilibrium StateFundamental Matrix for Regular Markov ChainsDividing a Markov Chain into Equivalence ClassesPeriodic Markov ChainsReducible Markov ChainsSummaryExercisesDiscrete-Time, Infinite-State Markov ChainsRenewal ProcessesDelayed Renewal ProcessesEquilibrium State f...

  3. Markov Chains and Markov Processes

    OpenAIRE

    Ogunbayo, Segun

    2016-01-01

    Markov chain, which was named after Andrew Markov is a mathematical system that transfers a state to another state. Many real world systems contain uncertainty. This study helps us to understand the basic idea of a Markov chain and how is been useful in our daily lives. For some times there had been suspense on distinct predictions and future existences. Also in different games there had been different expectations or results involved. That is the reason why we need Markov chains to predict o...

  4. Toric Varieties and Codes, Error-correcting Codes, Quantum Codes, Secret Sharing and Decoding

    DEFF Research Database (Denmark)

    Hansen, Johan Peder

    We present toric varieties and associated toric codes and their decoding. Toric codes are applied to construct Linear Secret Sharing Schemes (LSSS) with strong multiplication by the Massey construction. Asymmetric Quantum Codes are obtained from toric codes by the A.R. Calderbank P.W. Shor and A.......M. Steane construction of stabilizer codes (CSS) from linear codes containing their dual codes....

  5. Markov chains theory and applications

    CERN Document Server

    Sericola, Bruno

    2013-01-01

    Markov chains are a fundamental class of stochastic processes. They are widely used to solve problems in a large number of domains such as operational research, computer science, communication networks and manufacturing systems. The success of Markov chains is mainly due to their simplicity of use, the large number of available theoretical results and the quality of algorithms developed for the numerical evaluation of many metrics of interest.The author presents the theory of both discrete-time and continuous-time homogeneous Markov chains. He carefully examines the explosion phenomenon, the

  6. Recurrence relations for toric N = 1 superconformal blocks

    Science.gov (United States)

    Hadasz, Leszek; Jaskólski, Zbigniew; Suchanek, Paulina

    2012-09-01

    General 1-point toric blocks in all sectors of N = 1 superconformal field theories are analyzed. The recurrence relations for blocks coefficients are derived by calculating their residues and large Δ asymptotics.

  7. Toric implantable collamer lens for keratoconus

    Directory of Open Access Journals (Sweden)

    Mathew Kurian Kummelil

    2013-01-01

    Full Text Available Keratoconus is a progressive non-inflammatory thinning of the cornea that induces myopia and irregular astigmatism and decreases the quality of vision due to monocular diplopia, halos, or ghost images. Keratoconus patients unfit for corneal procedures and intolerant to refractive correction by spectacles or contact lenses have been implanted toric posterior chamber phakic intraocular lenses (PC pIOLs alone or combined with other surgical procedures to correct the refractive errors associated with keratoconus as an off label procedure with special informed consent from the patients. Several reports attest to the safety and efficacy of the procedure, though the associated corneal higher order aberrations would have an impact on the final visual quality.

  8. Does correcting astigmatism with toric lenses improve driving performance?

    Science.gov (United States)

    Cox, Daniel J; Banton, Thomas; Record, Steven; Grabman, Jesse H; Hawkins, Ronald J

    2015-04-01

    Driving is a vision-based activity of daily living that impacts safety. Because visual disruption can compromise driving safety, contact lens wearers with astigmatism may pose a driving safety risk if they experience residual blur from spherical lenses that do not correct their astigmatism or if they experience blur from toric lenses that rotate excessively. Given that toric lens stabilization systems are continually improving, this preliminary study tested the hypothesis that astigmats wearing toric contact lenses, compared with spherical lenses, would exhibit better overall driving performance and driving-specific visual abilities. A within-subject, single-blind, crossover, randomized design was used to evaluate driving performance in 11 young adults with astigmatism (-0.75 to -1.75 diopters cylinder). Each participant drove a highly immersive, virtual reality driving simulator (210 degrees field of view) with (1) no correction, (2) spherical contact lens correction (ACUVUE MOIST), and (3) toric contact lens correction (ACUVUE MOIST for Astigmatism). Tactical driving skills such as steering, speed management, and braking, as well as operational driving abilities such as visual acuity, contrast sensitivity, and foot and arm reaction time, were quantified. There was a main effect for type of correction on driving performance (p = 0.05). Correction with toric lenses resulted in significantly safer tactical driving performance than no correction (p driving safety from no correction (p = 0.118). Operational tests differentiated corrected from uncorrected performance for both spherical (p = 0.008) and toric (p = 0.011) lenses, but they were not sensitive enough to differentiate toric from spherical lens conditions. Given previous research showing that deficits in these tactical skills are predictive of future real-world collisions, these preliminary data suggest that correcting low to moderate astigmatism with toric lenses may be important to driving safety. Their

  9. Inhomogeneous Markov point processes by transformation

    DEFF Research Database (Denmark)

    Jensen, Eva B. Vedel; Nielsen, Linda Stougaard

    2000-01-01

    We construct parametrized models for point processes, allowing for both inhomogeneity and interaction. The inhomogeneity is obtained by applying parametrized transformations to homogeneous Markov point processes. An interesting model class, which can be constructed by this transformation approach......, is that of exponential inhomogeneous Markov point processes. Statistical inference For such processes is discussed in some detail....

  10. Finite Markov processes and their applications

    CERN Document Server

    Iosifescu, Marius

    2007-01-01

    A self-contained treatment of finite Markov chains and processes, this text covers both theory and applications. Author Marius Iosifescu, vice president of the Romanian Academy and director of its Center for Mathematical Statistics, begins with a review of relevant aspects of probability theory and linear algebra. Experienced readers may start with the second chapter, a treatment of fundamental concepts of homogeneous finite Markov chain theory that offers examples of applicable models.The text advances to studies of two basic types of homogeneous finite Markov chains: absorbing and ergodic ch

  11. A toric varieties approach to geometrical structure of multi partite states

    International Nuclear Information System (INIS)

    Heydari, Hoshang

    2010-01-01

    We investigate the geometrical structures of multipartite states based on construction of toric varieties. In particular, we describe pure quantum systems in terms of affine toric varieties and projective embedding of these varieties in complex projective spaces. We show that a quantum system can be corresponds to a toric variety of a fan which is constructed by gluing together affine toric varieties of polytopes. Moreover, we show that the projective toric varieties are the spaces of separable multipartite quantum states. The construction is a generalization of the complex multi-projective Segre variety. Our construction suggests a systematic way of looking at the structures of multipartite quantum systems.

  12. Generating the Fukaya categories of compact toric varieties

    OpenAIRE

    Smith, Jack

    2018-01-01

    Let $X$ be a compact toric variety. The quantum cohomology of $X$ decomposes as a direct sum, and associated to each summand $Q$ is a toric fibre $L_Q$ with rank $1$ local system. By building an explicit twisted-complex-like object, we show that on $Q$ the Kodaira-Spencer isomorphism of Fukaya-Oh-Ohta-Ono factors through the closed-open string map to the Hochschild cohomology of $L_Q$. We deduce that the latter is injective and hence, assuming an appropriate version of Abouzaid's criterion, t...

  13. Toric Methods in F-Theory Model Building

    Directory of Open Access Journals (Sweden)

    Johanna Knapp

    2011-01-01

    Full Text Available We discuss recent constructions of global F-theory GUT models and explain how to make use of toric geometry to do calculations within this framework. After introducing the basic properties of global F-theory GUTs, we give a self-contained review of toric geometry and introduce all the tools that are necessary to construct and analyze global F-theory models. We will explain how to systematically obtain a large class of compact Calabi-Yau fourfolds which can support F-theory GUTs by using the software package PALP.

  14. LIO pseudofácica suplementar sulcoflex® toric sobre LIO acrysof® toric

    Directory of Open Access Journals (Sweden)

    Hilton Arcoverde Gonçalves de Medeiros

    2013-10-01

    Full Text Available Para correção de alta hipermetropia e astigmatismo irregular secundário a múltiplas cirurgias refrativas em uma mulher de 45 anos, foi utilizada a sutura das incisões radiais, com implante de lente intraocular (LIO Acrysof® Toric. Para correção do residual de erro refracional, foi implantada LIO pseudofácica tórica suplementar sobre LIO Primária. A acuidade visual (AV inicial era de LogMAR 0,9 e a final de LogMAR 0,3. O implante da LIO suplementar tórica sobre LIO tórica primária mostrou-se uma boa opção, proporcionando melhora da acuidade visual.

  15. The quantum equivariant cohomology of toric manifolds through mirror symmetry

    OpenAIRE

    Baptista, J. M.

    2008-01-01

    Using mirror symmetry as described by Hori and Vafa, we compute the quantum equivariant cohomology ring of toric manifolds. This ring arises naturally in topological gauged sigma-models and is related to the Hamiltonian Gromov-Witten invariants of the target manifold.

  16. The quantum equivariant cohomology of toric manifolds through mirror symmetry

    NARCIS (Netherlands)

    Baptista, J.M.

    2009-01-01

    Using mirror symmetry as described by Hori and Vafa, we compute the quantum equivariant cohomology ring of toric manifolds. This ring arises naturally in topological gauged sigma-models and is related to the Hamiltonian Gromov-Witten invariants of the target manifold.

  17. Fluctuation in visual acuity during soft toric contact lens wear.

    Science.gov (United States)

    Chamberlain, Paul; Morgan, Philip B; Moody, Kurt J; Maldonado-Codina, Carole

    2011-04-01

    To quantify changes in visual acuity (VA) with soft toric contact lenses as a result of lens movement and/or rotational instability caused by versional eye movements. A novel chart for vision assessment at near (40 cm) for soft toric contact lenses (VANT chart),consisting of a central, color-coded logMAR panel and eight peripheral letter targets set on a white background measuring 60 × 40 cm was constructed. In the developmental phase of the work, 10 subjects (20 eyes) wore 2 toric lenses in random order, and the impact of rapid and delayed eye versions in 8 directions of gaze on VANT acuity was investigated. In phase 2, 35 subjects (68 eyes) wore 4 toric lenses in random order, and a streamlined clinical protocol using the VANT chart was implemented. Standard assessments of toric lens fit and distance VA were also performed. Testing in the first phase showed no difference for change in VA for rapid vs. delayed version movements, (p = 0.17) but acuity reduction was greater for diagonal compared with horizontal/vertical versions (p = 0.06). As such, testing in phase 2 proceeded using rapid, diagonal versions only. In this second phase, there were differences for low-contrast distance VA measures between lens types (p = 0.02) and for both VANT baseline acuity (p = 0.03) and postversion acuity (p = 0.04), but no differences were found between lenses for magnitude of vision loss (p = 0.91), which was about one line. No relationship was established between the magnitude of vision loss and measured rotational stability (p = 0.75). This work has demonstrated that conventional approaches to measuring VA do not fully replicate the "real world" experience of soft toric lens wearers. The VANT chart has shown that VA is reduced immediately after versional eye movements and suggests that more dynamic methods of assessing visual performance should be considered for soft toric contact lens wearers, especially given the apparent inability of lens stability measurements to predict

  18. Markov processes and controlled Markov chains

    CERN Document Server

    Filar, Jerzy; Chen, Anyue

    2002-01-01

    The general theory of stochastic processes and the more specialized theory of Markov processes evolved enormously in the second half of the last century. In parallel, the theory of controlled Markov chains (or Markov decision processes) was being pioneered by control engineers and operations researchers. Researchers in Markov processes and controlled Markov chains have been, for a long time, aware of the synergies between these two subject areas. However, this may be the first volume dedicated to highlighting these synergies and, almost certainly, it is the first volume that emphasizes the contributions of the vibrant and growing Chinese school of probability. The chapters that appear in this book reflect both the maturity and the vitality of modern day Markov processes and controlled Markov chains. They also will provide an opportunity to trace the connections that have emerged between the work done by members of the Chinese school of probability and the work done by the European, US, Central and South Ameri...

  19. A characterization of Markovian homogeneous multicomponent Gaussian fields

    International Nuclear Information System (INIS)

    Ekhaguere, G.O.S.

    1980-01-01

    Necessary and sufficient conditions are given for a certain class of homogeneous multicomponent Gaussian generalized stochastic fields to possess a Markov property equivalent to Nelson's. The class of Markov fields so characterized has a as a cubclass the class of Markov fields which lead by Nelson's Reconstruction Theorem to some covariant (free) quantum fields. (orig.)

  20. Toric Intraocular Lens Outcomes in Patients With Glaucoma.

    Science.gov (United States)

    Brown, Reay H; Zhong, Le; Bozeman, Caroline W; Lynch, Mary G

    2015-06-01

    To report the outcomes of toric intraocular lens implantation in patients with glaucoma and corneal astigmatism. One hundred twenty-six eyes of 87 patients with glaucoma and corneal astigmatism that underwent cataract surgery with an AcrySof toric intraocular lens (Alcon Laboratories, Inc., Fort Worth, TX) implant were selected for this single-center, retrospective case series. Corrected distance visual acuity, intraocular pressure, and refractive astigmatism were measured in each eye preoperatively and postoperatively. Uncorrected distance visual acuity and toric alignment were measured postoperatively. The uncorrected distance visual acuity was 0.04 ± 0.08 logMAR (20/22 Snellen) for all eyes. Ninety-eight percent of all eyes achieved an uncorrected distance visual acuity of 20/40 or better, with 76% achieving 20/25 or better and 47% achieving 20/20. The corrected distance visual acuity for all eyes was 0.01 ± 0.03 logMAR (20/20.5 Snellen) postoperatively. The refractive cylinder improved from 1.47 ± 1.10 diopters preoperatively to 0.31 ± 0.37 diopters postoperatively. The residual refractive cylinder was 1.00 diopter or less in 97% of eyes, 0.75 diopters or less in 90% of eyes, and 0.50 diopters or less in 83% of eyes. Mean misalignment was 4.4° ± 5.1°. Intraocular pressure decreased by a mean of 2.3 ± 3.3 mm Hg following the surgery. Toric intraocular lenses can reliably reduce astigmatism and improve uncorrected vision in eyes with cataract and glaucoma. Copyright 2015, SLACK Incorporated.

  1. Dynamic balancing of planar mechanisms using toric geometry

    OpenAIRE

    Moore, Brian; Schicho, Josef; Gosselin, Clement M.

    2007-01-01

    In this paper, a new method to determine the complete set of dynamically balanced planar four-bar mechanims is presented. Using complex variables to model the kinematics of the mechanism, the dynamic balancing constraints are written as algebraic equations over complex variables and joint angular velocities. After elimination of the joint angular velocity variables, the problem is formulated as a problem of factorization of Laurent polynomials. Using toric polynomial division, necessary and s...

  2. Gauge theories from toric geometry and brane tilings

    International Nuclear Information System (INIS)

    Franco, Sebastian; Hanany, Amihay; Martelli, Dario; Sparks, James; Vegh, David; Wecht, Brian

    2006-01-01

    We provide a general set of rules for extracting the data defining a quiver gauge theory from a given toric Calabi-Yau singularity. Our method combines information from the geometry and topology of Sasaki-Einstein manifolds, AdS/CFT, dimers, and brane tilings. We explain how the field content, quantum numbers, and superpotential of a superconformal gauge theory on D3-branes probing a toric Calabi-Yau singularity can be deduced. The infinite family of toric singularities with known horizon Sasaki-Einstein manifolds L a,b,c is used to illustrate these ideas. We construct the corresponding quiver gauge theories, which may be fully specified by giving a tiling of the plane by hexagons with certain gluing rules. As checks of this construction, we perform a-maximisation as well as Z-minimisation to compute the exact R-charges of an arbitrary such quiver. We also examine a number of examples in detail, including the infinite subfamily L a,b,a , whose smallest member is the Suspended Pinch Point

  3. Squashed Toric Sigma Models and Mock Modular Forms

    Science.gov (United States)

    Gupta, Rajesh Kumar; Murthy, Sameer

    2018-05-01

    We study a class of two-dimensional N}=(2,2)} sigma models called squashed toric sigma models, using their Gauged Linear Sigma Models (GLSM) description. These models are obtained by gauging the global {U(1)} symmetries of toric GLSMs and introducing a set of corresponding compensator superfields. The geometry of the resulting vacuum manifold is a deformation of the corresponding toric manifold in which the torus fibration maintains a constant size in the interior of the manifold, thus producing a neck-like region. We compute the elliptic genus of these models, using localization, in the case when the unsquashed vacuum manifolds obey the Calabi-Yau condition. The elliptic genera have a non-holomorphic dependence on the modular parameter {τ} coming from the continuum produced by the neck. In the simplest case corresponding to squashed {C / Z_{2 the elliptic genus is a mixed mock Jacobi form which coincides with the elliptic genus of the {N=(2,2)} {SL(2,R) / U(1)} cigar coset.

  4. Efficient Incorporation of Markov Random Fields in Change Detection

    DEFF Research Database (Denmark)

    Aanæs, Henrik; Nielsen, Allan Aasbjerg; Carstensen, Jens Michael

    2009-01-01

    of noise, implying that the pixel-wise classifier is also noisy. There is thus a need for incorporating local homogeneity constraints into such a change detection framework. For this modelling task Markov Random Fields are suitable. Markov Random Fields have, however, previously been plagued by lack...

  5. A Martingale Decomposition of Discrete Markov Chains

    DEFF Research Database (Denmark)

    Hansen, Peter Reinhard

    We consider a multivariate time series whose increments are given from a homogeneous Markov chain. We show that the martingale component of this process can be extracted by a filtering method and establish the corresponding martingale decomposition in closed-form. This representation is useful fo...

  6. Markov stochasticity coordinates

    International Nuclear Information System (INIS)

    Eliazar, Iddo

    2017-01-01

    Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.

  7. Decisive Markov Chains

    OpenAIRE

    Abdulla, Parosh Aziz; Henda, Noomene Ben; Mayr, Richard

    2007-01-01

    We consider qualitative and quantitative verification problems for infinite-state Markov chains. We call a Markov chain decisive w.r.t. a given set of target states F if it almost certainly eventually reaches either F or a state from which F can no longer be reached. While all finite Markov chains are trivially decisive (for every set F), this also holds for many classes of infinite Markov chains. Infinite Markov chains which contain a finite attractor are decisive w.r.t. every set F. In part...

  8. Markov stochasticity coordinates

    Energy Technology Data Exchange (ETDEWEB)

    Eliazar, Iddo, E-mail: iddo.eliazar@intel.com

    2017-01-15

    Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.

  9. Toric Lego: A method for modular model building

    CERN Document Server

    Balasubramanian, Vijay; García-Etxebarria, Iñaki

    2010-01-01

    Within the context of local type IIB models arising from branes at toric Calabi-Yau singularities, we present a systematic way of joining any number of desired sectors into a consistent theory. The different sectors interact via massive messengers with masses controlled by tunable parameters. We apply this method to a toy model of the minimal supersymmetric standard model (MSSM) interacting via gauge mediation with a metastable supersymmetry breaking sector and an interacting dark matter sector. We discuss how a mirror procedure can be applied in the type IIA case, allowing us to join certain intersecting brane configurations through massive mediators.

  10. Toric codes and quantum doubles from two-body Hamiltonians

    Energy Technology Data Exchange (ETDEWEB)

    Brell, Courtney G; Bartlett, Stephen D; Doherty, Andrew C [Centre for Engineered Quantum Systems, School of Physics, University of Sydney, Sydney (Australia); Flammia, Steven T, E-mail: cbrell@physics.usyd.edu.au [Perimeter Institute for Theoretical Physics, Waterloo (Canada)

    2011-05-15

    We present here a procedure to obtain the Hamiltonians of the toric code and Kitaev quantum double models as the low-energy limits of entirely two-body Hamiltonians. Our construction makes use of a new type of perturbation gadget based on error-detecting subsystem codes. The procedure is motivated by a projected entangled pair states (PEPS) description of the target models, and reproduces the target models' behavior using only couplings that are natural in terms of the original Hamiltonians. This allows our construction to capture the symmetries of the target models.

  11. Modeling nonhomogeneous Markov processes via time transformation.

    Science.gov (United States)

    Hubbard, R A; Inoue, L Y T; Fann, J R

    2008-09-01

    Longitudinal studies are a powerful tool for characterizing the course of chronic disease. These studies are usually carried out with subjects observed at periodic visits giving rise to panel data. Under this observation scheme the exact times of disease state transitions and sequence of disease states visited are unknown and Markov process models are often used to describe disease progression. Most applications of Markov process models rely on the assumption of time homogeneity, that is, that the transition rates are constant over time. This assumption is not satisfied when transition rates depend on time from the process origin. However, limited statistical tools are available for dealing with nonhomogeneity. We propose models in which the time scale of a nonhomogeneous Markov process is transformed to an operational time scale on which the process is homogeneous. We develop a method for jointly estimating the time transformation and the transition intensity matrix for the time transformed homogeneous process. We assess maximum likelihood estimation using the Fisher scoring algorithm via simulation studies and compare performance of our method to homogeneous and piecewise homogeneous models. We apply our methodology to a study of delirium progression in a cohort of stem cell transplantation recipients and show that our method identifies temporal trends in delirium incidence and recovery.

  12. Spontaneous Rotation of a Toric Implantable Collamer Lens

    Directory of Open Access Journals (Sweden)

    Alejandro Navas

    2010-11-01

    Full Text Available We present a case of toric implantable collamer lens (TICL spontaneous rotation in a patient with myopic astigmatism. A 23-year-old female underwent TICL implantation. Preoperative uncorrected visual acuity (UCVA was 20/800 and 20/1200, respectively, with –7.75 –4.25 × 0° and –8.25 –5.25 × 180°. The left eye achieved an UCVA of 20/30. After 3 months of successful implantation of TICL in the left eye, the patient presented with a sudden decrease in visual acuity in the left eye. UCVA was 20/100 with a refraction of +2.50 –4.50 × 165°. We observed the toric marks with a 30° rotation from the original position and decided to reposition the TICL, obtaining a final UCVA of 20/25, which remained stable at 6 months’ follow-up. TICL can present a considerable rotation that compromises visual acuity. The relocation of TICL is a safe and effective procedure to recover visual acuity due to significant spontaneous TICL rotation.

  13. The toric SO(10) F-theory landscape

    Energy Technology Data Exchange (ETDEWEB)

    Buchmuller, W.; Dierigl, M.; Oehlmann, P.K. [Deutsches Elektronen-Synchrotron (DESY), Hamburg (Germany); Ruehle, F. [Oxford Univ. (United Kingdom). Rudolf Peierls Centre for Theoretical Physics

    2017-09-15

    Supergravity theories in more than four dimensions with grand unified gauge symmetries are an important intermediate step towards the ultraviolet completion of the Standard Model in string theory. Using toric geometry, we classify and analyze six-dimensional F-theory vacua with gauge group SO(10) taking into account Mordell-Weil U(1) and discrete gauge factors. We determine the full matter spectrum of these models, including charged and neutral SO(10) singlets. Based solely on the geometry, we compute all matter multiplicities and confirm the cancellation of gauge and gravitational anomalies independent of the base space. Particular emphasis is put on symmetry enhancements at the loci of matter fields and to the frequent appearance of superconformal points. They are linked to non-toric Kaehler deformations which contribute to the counting of degrees of freedom. We compute the anomaly coefficients for these theories as well by using a base-independent blow-up procedure and superconformal matter transitions. Finally, we identify six-dimensional supergravity models which can yield the Standard Model with high-scale supersymmetry by further compactification to four dimensions in an Abelian flux background.

  14. The toric SO(10) F-theory landscape

    International Nuclear Information System (INIS)

    Buchmuller, W.; Dierigl, M.; Oehlmann, P.K.; Ruehle, F.

    2017-09-01

    Supergravity theories in more than four dimensions with grand unified gauge symmetries are an important intermediate step towards the ultraviolet completion of the Standard Model in string theory. Using toric geometry, we classify and analyze six-dimensional F-theory vacua with gauge group SO(10) taking into account Mordell-Weil U(1) and discrete gauge factors. We determine the full matter spectrum of these models, including charged and neutral SO(10) singlets. Based solely on the geometry, we compute all matter multiplicities and confirm the cancellation of gauge and gravitational anomalies independent of the base space. Particular emphasis is put on symmetry enhancements at the loci of matter fields and to the frequent appearance of superconformal points. They are linked to non-toric Kaehler deformations which contribute to the counting of degrees of freedom. We compute the anomaly coefficients for these theories as well by using a base-independent blow-up procedure and superconformal matter transitions. Finally, we identify six-dimensional supergravity models which can yield the Standard Model with high-scale supersymmetry by further compactification to four dimensions in an Abelian flux background.

  15. Semi-Markov processes

    CERN Document Server

    Grabski

    2014-01-01

    Semi-Markov Processes: Applications in System Reliability and Maintenance is a modern view of discrete state space and continuous time semi-Markov processes and their applications in reliability and maintenance. The book explains how to construct semi-Markov models and discusses the different reliability parameters and characteristics that can be obtained from those models. The book is a useful resource for mathematicians, engineering practitioners, and PhD and MSc students who want to understand the basic concepts and results of semi-Markov process theory. Clearly defines the properties and

  16. Fields From Markov Chains

    DEFF Research Database (Denmark)

    Justesen, Jørn

    2005-01-01

    A simple construction of two-dimensional (2-D) fields is presented. Rows and columns are outcomes of the same Markov chain. The entropy can be calculated explicitly.......A simple construction of two-dimensional (2-D) fields is presented. Rows and columns are outcomes of the same Markov chain. The entropy can be calculated explicitly....

  17. Functional and refractive results after one month of AcrySof toric intraocular lens implantation

    Directory of Open Access Journals (Sweden)

    Francisco Alba-Bueno

    2011-04-01

    Conclusions: The implantation of SN60T toric IOL in patients with CA higher than 0.75 D is a safe, predictable and effective way of reducing refractive astigmatism in patients undergoing cataract surgery.

  18. Non-homogeneous dynamic Bayesian networks for continuous data

    NARCIS (Netherlands)

    Grzegorczyk, Marco; Husmeier, Dirk

    Classical dynamic Bayesian networks (DBNs) are based on the homogeneous Markov assumption and cannot deal with non-homogeneous temporal processes. Various approaches to relax the homogeneity assumption have recently been proposed. The present paper presents a combination of a Bayesian network with

  19. Markov Tail Chains

    OpenAIRE

    janssen, Anja; Segers, Johan

    2013-01-01

    The extremes of a univariate Markov chain with regularly varying stationary marginal distribution and asymptotically linear behavior are known to exhibit a multiplicative random walk structure called the tail chain. In this paper we extend this fact to Markov chains with multivariate regularly varying marginal distributions in Rd. We analyze both the forward and the backward tail process and show that they mutually determine each other through a kind of adjoint relation. In ...

  20. Toric intraocular lens implantation versus astigmatic keratotomy to correct astigmatism during phacoemulsification.

    Science.gov (United States)

    Titiyal, Jeewan S; Khatik, Mukesh; Sharma, Namrata; Sehra, Sri Vatsa; Maharana, Parfulla K; Ghatak, Urmimala; Agarwal, Tushar; Khokhar, Sudarshan; Chawla, Bhavana

    2014-05-01

    To compare toric intraocular lens (IOL) implantation and astigmatic keratotomy (AK) in correction of astigmatism during phacoemulsification. Tertiary care hospital. Prospective randomized trial. Consecutive patients with visually significant cataract and moderate astigmatism (1.25 to 3.00 diopters [D]) were randomized into 2 groups. Temporal clear corneal 2.75 mm phacoemulsification with toric IOL implantation was performed in the toric IOL group and with 30-degree coupled AK at the 7.0 mm optic zone in the keratotomy group. The uncorrected (UDVA) and corrected (CDVA) distance visual acuities, refraction, keratometry, topography, central corneal thickness, and endothelial cell density were evaluated preoperatively and 1 day, 1 week, and 1 and 3 months postoperatively. The study enrolled 34 eyes (34 patients), 17 in each group. There was no difference in UDVA or CDVA between the 2 groups at any follow-up visit. The mean preoperative and postoperative refractive cylinder was 2.00 D ± 0.49 (SD) and 0.33 ± 0.17 D, respectively, in the toric IOL group and 1.95 ± 0.47 D and 0.57 ± 0.41 D, respectively, in the keratotomy group (P=.10). The mean residual astigmatism at 3 months was 0.44 ± 1.89 @ 160 in the toric IOL group and 0.77 ± 1.92 @ 174 in the keratotomy group (P=.61). All eyes in the toric IOL group and 14 eyes (84%) in the keratotomy group achieved a residual refractive cylinder of 1.00 D or less (P=.17). Toric IOL implantation was comparable to AK in eyes with moderate astigmatism having phacoemulsification. Copyright © 2014 ASCRS and ESCRS. Published by Elsevier Inc. All rights reserved.

  1. Evaluation of optical performance of 4 aspheric toric intraocular lenses using an optical bench system: Influence of pupil size, decentration, and rotation.

    Science.gov (United States)

    Kim, Min-Ji; Yoo, Young-Sik; Joo, Choun-Ki; Yoon, Geunyoung

    2015-10-01

    To evaluate the effect of pupil size, degree of intraocular lens (IOL) decentration, and rotation of 4 aspheric toric IOLs on the image quality. Department of Ophthalmology, Seoul St. Mary's Hospital, Seoul, South Korea. Experimental study. Four aspheric toric intraocular lenses (IOLs)-the Precizon (transitional conic toric IOL), AT Torbi 709M (bitoric IOL), SN6AT4 (posterior toric surface IOL), and ZCT225 (anterior toric surface IOL)-were evaluated using the optical bench metrology system. Measurements included changes in spherical aberrations, relative spherical equivalent (SE), and image quality at different pupil diameters and image quality degradation due to decentration and rotation of the IOLs. Change in relative SE with pupil size in aberration-free toric IOLs (transitional conic toric and bitoric IOLs) was greater than in negatively aspheric toric IOLs (posterior toric surface and anterior toric surface IOLs). In contrast, the aberration-free IOLs showed higher contrast than the negatively aspheric IOLs. When IOLs were decentered by 1.0 mm, the contrast reduction rates at 17.6 cycles per degree for the transitional conic toric IOL, bitoric IOL, posterior toric surface IOL, and anterior toric surface IOL were 5.1%, 3.1%, 12.2%, and 15.8%, respectively. Rotation-induced deterioration of contrast to 0.5 required a much higher rotation for the transitional conic toric IOL than for the other 3 IOLs. The transitional conic toric IOL and bitoric IOL provided superior image quality despite pupil size changes and the presence of decentration. The transitional conic toric IOL demonstrated maximum rotation tolerance compared with the other IOLs. No author has a financial or proprietary interest in any material or method mentioned. Copyright © 2015 ASCRS and ESCRS. Published by Elsevier Inc. All rights reserved.

  2. The semi-Markov process. Generalizations and calculation rules for application in the analysis of systems

    International Nuclear Information System (INIS)

    Hirschmann, H.

    1983-06-01

    The consequences of the basic assumptions of the semi-Markov process as defined from a homogeneous renewal process with a stationary Markov condition are reviewed. The notion of the semi-Markov process is generalized by its redefinition from a nonstationary Markov renewal process. For both the nongeneralized and the generalized case a representation of the first order conditional state probabilities is derived in terms of the transition probabilities of the Markov renewal process. Some useful calculation rules (regeneration rules) are derived for the conditional state probabilities of the semi-Markov process. Compared to the semi-Markov process in its usual definition the generalized process allows the analysis of a larger class of systems. For instance systems with arbitrarily distributed lifetimes of their components can be described. There is also a chance to describe systems which are modified during time by forces or manipulations from outside. (Auth.)

  3. Logical error rate scaling of the toric code

    International Nuclear Information System (INIS)

    Watson, Fern H E; Barrett, Sean D

    2014-01-01

    To date, a great deal of attention has focused on characterizing the performance of quantum error correcting codes via their thresholds, the maximum correctable physical error rate for a given noise model and decoding strategy. Practical quantum computers will necessarily operate below these thresholds meaning that other performance indicators become important. In this work we consider the scaling of the logical error rate of the toric code and demonstrate how, in turn, this may be used to calculate a key performance indicator. We use a perfect matching decoding algorithm to find the scaling of the logical error rate and find two distinct operating regimes. The first regime admits a universal scaling analysis due to a mapping to a statistical physics model. The second regime characterizes the behaviour in the limit of small physical error rate and can be understood by counting the error configurations leading to the failure of the decoder. We present a conjecture for the ranges of validity of these two regimes and use them to quantify the overhead—the total number of physical qubits required to perform error correction. (paper)

  4. Phasic Triplet Markov Chains.

    Science.gov (United States)

    El Yazid Boudaren, Mohamed; Monfrini, Emmanuel; Pieczynski, Wojciech; Aïssani, Amar

    2014-11-01

    Hidden Markov chains have been shown to be inadequate for data modeling under some complex conditions. In this work, we address the problem of statistical modeling of phenomena involving two heterogeneous system states. Such phenomena may arise in biology or communications, among other fields. Namely, we consider that a sequence of meaningful words is to be searched within a whole observation that also contains arbitrary one-by-one symbols. Moreover, a word may be interrupted at some site to be carried on later. Applying plain hidden Markov chains to such data, while ignoring their specificity, yields unsatisfactory results. The Phasic triplet Markov chain, proposed in this paper, overcomes this difficulty by means of an auxiliary underlying process in accordance with the triplet Markov chains theory. Related Bayesian restoration techniques and parameters estimation procedures according to the new model are then described. Finally, to assess the performance of the proposed model against the conventional hidden Markov chain model, experiments are conducted on synthetic and real data.

  5. The sagitta and lens thickness: the exact solution and a matrix approximation for lenses with toric, spherical, and cylindrical surfaces.

    Science.gov (United States)

    Harris, W F

    1989-03-01

    The exact equation for sagitta of spherical surfaces is generalized to toric surfaces which include spherical and cylindrical surfaces as special cases. Lens thickness, therefore, can be calculated accurately anywhere on a lens even in cases of extreme spherical and cylindrical powers and large diameters. The sagittae of tire- and barrel-form toric surfaces differ off the principal meridians, as is shown by a numerical example. The same holds for pulley- and capstan-form toric surfaces. A general expression is given for thickness at an arbitrary point on a toric lens. Approximate expressions are derived and re-expressed in terms of matrices. The matrix provides an elegant means of generalizing equations for spherical surfaces and lenses to toric surfaces and lenses.

  6. Reflector homogenization

    International Nuclear Information System (INIS)

    Sanchez, R.; Ragusa, J.; Santandrea, S.

    2004-01-01

    The problem of the determination of a homogeneous reflector that preserves a set of prescribed albedo is considered. Duality is used for a direct estimation of the derivatives needed in the iterative calculation of the optimal homogeneous cross sections. The calculation is based on the preservation of collapsed multigroup albedo obtained from detailed reference calculations and depends on the low-order operator used for core calculations. In this work we analyze diffusion and transport as low-order operators and argue that the P 0 transfers are the best choice for the unknown cross sections to be adjusted. Numerical results illustrate the new approach for SP N core calculations. (Author)

  7. Q-factorial Gorenstein toric Fano varieties with large Picard number

    DEFF Research Database (Denmark)

    Nill, Benjamin; Øbro, Mikkel

    2010-01-01

    In dimension $d$, ${\\boldsymbol Q}$-factorial Gorenstein toric Fano varieties with Picard number $\\rho_X$ correspond to simplicial reflexive polytopes with $\\rho_X + d$ vertices. Casagrande showed that any $d$-dimensional simplicial reflexive polytope has at most $3 d$ and $3d-1$ vertices if $d......$ is even and odd, respectively. Moreover, for $d$ even there is up to unimodular equivalence only one such polytope with $3 d$ vertices, corresponding to the product of $d/2$ copies of a del Pezzo surface of degree six. In this paper we completely classify all $d$-dimensional simplicial reflexive polytopes...... having $3d-1$ vertices, corresponding to $d$-dimensional ${\\boldsymbol Q}$-factorial Gorenstein toric Fano varieties with Picard number $2d-1$. For $d$ even, there exist three such varieties, with two being singular, while for $d > 1$ odd there exist precisely two, both being nonsingular toric fiber...

  8. Clinical assessment of diclofenac sodium eye drops in toric intraocular lens implantation

    Directory of Open Access Journals (Sweden)

    Yan Luo

    2013-05-01

    Full Text Available AIM:To evaluate the application of diclofenac sodium eye drops in toric intraocular lens implantation. METHODS: From January 2011 to February 2012, 38 eyes of 37 patients, who underwent toric intraocular lens implantation in this hospital, were randomly divided into diclofenac sodium eye drops group(trial groupand control group. Patient's degree of cooperation during surgery and inflammation postoperation after 1 day, 3,7, days, 1 month and 3 months were evaluated. RESULTS: Patient's degree of cooperation during surgery in the trial group(1.53±0.62was significantly better than in the control group(2.40±0.88, P<0.05. Inflammation reaction was gentle in the trial group 1 day postoperatively. CONCLUSION: Diclofenac sodium eye drops used during toric intraocular lens implantation can obviously alleviate eye irritation, and increase the cooperation of patients.

  9. Markov set-chains

    CERN Document Server

    Hartfiel, Darald J

    1998-01-01

    In this study extending classical Markov chain theory to handle fluctuating transition matrices, the author develops a theory of Markov set-chains and provides numerous examples showing how that theory can be applied. Chapters are concluded with a discussion of related research. Readers who can benefit from this monograph are those interested in, or involved with, systems whose data is imprecise or that fluctuate with time. A background equivalent to a course in linear algebra and one in probability theory should be sufficient.

  10. Evaluation of rotation and visual outcomes after implantation of monofocal and multifocal toric intraocular lenses.

    Science.gov (United States)

    Garzón, Nuria; Poyales, Francisco; de Zárate, Begoña Ortíz; Ruiz-García, Jose Luis; Quiroga, Juan Antonio

    2015-02-01

    To evaluate rotational stability and its influence on postoperative visual acuity of different monofocal and multifocal toric intraocular lenses (IOLs). A prospective interventional study was designed. Ninety-one patients with a mean age of 71.65 ± 11.82 years were implanted with toric IOLs after phacoemulsification. Three monofocal toric IOLs (the Lentis LT [Oculentis, Berlin, Germany], enVista [Bausch & Lomb, Rochester, NY], and AcrySof IQ [Alcon Laboratories, Inc., Fort Worth, TX]) and one multifocal toric IOL (AcrySof IQ ReSTOR; Alcon Laboratories, Inc.) were implanted. Preoperative and postoperative images were taken to calculate the misalignment due to the marking method. To evaluate rotation in the different follow-up visits, another photograph was taken 1 hour and 1, 7 and 30 days postoperatively. Refraction, uncorrected distance visual acuity (UDVA), and corrected distance visual acuity were measured 30 days postoperatively. Postoperative UDVA was 0.1 logMAR or better in 64.6% of eyes implanted with monofocal IOLs and 46.4% of eyes implanted with multifocal IOLs. The enVista toric IOL showed the best UDVA compared to the other monofocal IOLs, with 81% of eyes with 0.1 logMAR or better. The mean misalignment in the total group studied was 0.07° ± 0.60°; 69.6% of monofocal IOLs and 67.9% of multifocal IOLs showed less than 5° of rotation. A correlation was found between postoperative UDVA and rotation in the monofocal and multifocal IOLs implanted (r = 0.439 [P < .011] and = 0.787 [P = .001], respectively). At 1 month postoperatively, UDVA was slightly more affected by IOL rotation in multifocal than monofocal toric IOLs. The marking method was also effective. Copyright 2015, SLACK Incorporated.

  11. Confluence reduction for Markov automata

    NARCIS (Netherlands)

    Timmer, Mark; Katoen, Joost P.; van de Pol, Jaco; Stoelinga, Mariëlle Ida Antoinette

    2016-01-01

    Markov automata are a novel formalism for specifying systems exhibiting nondeterminism, probabilistic choices and Markovian rates. As expected, the state space explosion threatens the analysability of these models. We therefore introduce confluence reduction for Markov automata, a powerful reduction

  12. An Optimal Dissipative Encoder for the Toric Code

    Science.gov (United States)

    2014-01-16

    Topological quantummemory J. Math. Phys. 43 4452–505 [6] Diehl S, Micheli A, Kantian A, Kraus B, Büchler H P and Zoller P 2008 Quantum states and phases in...Diehl S, Kantian A, Micheli A and Zoller P 2008 Preparation of entangled states by quantum Markov processes Phys. Rev. A 78 042307 [12] Marvian I 2013...Information Theory (Cambridge: Cambridge University Press) [20] Wolf M and Cirac J I 2008 Dividing quantum channels Commun. Math. Phys. 279 147 11

  13. Secret Sharing Schemes with a large number of players from Toric Varieties

    DEFF Research Database (Denmark)

    Hansen, Johan P.

    A general theory for constructing linear secret sharing schemes over a finite field $\\Fq$ from toric varieties is introduced. The number of players can be as large as $(q-1)^r-1$ for $r\\geq 1$. We present general methods for obtaining the reconstruction and privacy thresholds as well as conditions...... for multiplication on the associated secret sharing schemes. In particular we apply the method on certain toric surfaces. The main results are ideal linear secret sharing schemes where the number of players can be as large as $(q-1)^2-1$. We determine bounds for the reconstruction and privacy thresholds...

  14. Process Algebra and Markov Chains

    NARCIS (Netherlands)

    Brinksma, Hendrik; Hermanns, H.; Brinksma, Hendrik; Hermanns, H.; Katoen, Joost P.

    This paper surveys and relates the basic concepts of process algebra and the modelling of continuous time Markov chains. It provides basic introductions to both fields, where we also study the Markov chains from an algebraic perspective, viz. that of Markov chain algebra. We then proceed to study

  15. Process algebra and Markov chains

    NARCIS (Netherlands)

    Brinksma, E.; Hermanns, H.; Brinksma, E.; Hermanns, H.; Katoen, J.P.

    2001-01-01

    This paper surveys and relates the basic concepts of process algebra and the modelling of continuous time Markov chains. It provides basic introductions to both fields, where we also study the Markov chains from an algebraic perspective, viz. that of Markov chain algebra. We then proceed to study

  16. Deformed quantum double realization of the toric code and beyond

    Science.gov (United States)

    Padmanabhan, Pramod; Ibieta-Jimenez, Juan Pablo; Bernabe Ferreira, Miguel Jorge; Teotonio-Sobrinho, Paulo

    2016-09-01

    Quantum double models, such as the toric code, can be constructed from transfer matrices of lattice gauge theories with discrete gauge groups and parametrized by the center of the gauge group algebra and its dual. For general choices of these parameters the transfer matrix contains operators acting on links which can also be thought of as perturbations to the quantum double model driving it out of its topological phase and destroying the exact solvability of the quantum double model. We modify these transfer matrices with perturbations and extract exactly solvable models which remain in a quantum phase, thus nullifying the effect of the perturbation. The algebra of the modified vertex and plaquette operators now obey a deformed version of the quantum double algebra. The Abelian cases are shown to be in the quantum double phase whereas the non-Abelian phases are shown to be in a modified phase of the corresponding quantum double phase. These are illustrated with the groups Zn and S3. The quantum phases are determined by studying the excitations of these systems namely their fusion rules and the statistics. We then go further to construct a transfer matrix which contains the other Z2 phase namely the double semion phase. More generally for other discrete groups these transfer matrices contain the twisted quantum double models. These transfer matrices can be thought of as being obtained by introducing extra parameters into the transfer matrix of lattice gauge theories. These parameters are central elements belonging to the tensor products of the algebra and its dual and are associated to vertices and volumes of the three dimensional lattice. As in the case of the lattice gauge theories we construct the operators creating the excitations in this case and study their braiding and fusion properties.

  17. Markov Chain Monte Carlo

    Indian Academy of Sciences (India)

    be obtained as a limiting value of a sample path of a suitable ... makes a mathematical model of chance and deals with the problem by .... Is the Markov chain aperiodic? It is! Here is how you can see it. Suppose that after you do the cut, you hold the top half in your right hand, and the bottom half in your left. Then there.

  18. Composable Markov Building Blocks

    NARCIS (Netherlands)

    Evers, S.; Fokkinga, M.M.; Apers, Peter M.G.; Prade, H.; Subrahmanian, V.S.

    2007-01-01

    In situations where disjunct parts of the same process are described by their own first-order Markov models and only one model applies at a time (activity in one model coincides with non-activity in the other models), these models can be joined together into one. Under certain conditions, nearly all

  19. Composable Markov Building Blocks

    NARCIS (Netherlands)

    Evers, S.; Fokkinga, M.M.; Apers, Peter M.G.

    2007-01-01

    In situations where disjunct parts of the same process are described by their own first-order Markov models, these models can be joined together under the constraint that there can only be one activity at a time, i.e. the activities of one model coincide with non-activity in the other models. Under

  20. Markov Chain Monte Carlo

    Indian Academy of Sciences (India)

    Home; Journals; Resonance – Journal of Science Education; Volume 7; Issue 3. Markov Chain Monte Carlo - Examples. Arnab Chakraborty. General Article Volume 7 Issue 3 March 2002 pp 25-34. Fulltext. Click here to view fulltext PDF. Permanent link: https://www.ias.ac.in/article/fulltext/reso/007/03/0025-0034. Keywords.

  1. Partially Hidden Markov Models

    DEFF Research Database (Denmark)

    Forchhammer, Søren Otto; Rissanen, Jorma

    1996-01-01

    Partially Hidden Markov Models (PHMM) are introduced. They differ from the ordinary HMM's in that both the transition probabilities of the hidden states and the output probabilities are conditioned on past observations. As an illustration they are applied to black and white image compression where...

  2. Shape Modelling Using Markov Random Field Restoration of Point Correspondences

    DEFF Research Database (Denmark)

    Paulsen, Rasmus Reinhold; Hilger, Klaus Baggesen

    2003-01-01

    A method for building statistical point distribution models is proposed. The novelty in this paper is the adaption of Markov random field regularization of the correspondence field over the set of shapes. The new approach leads to a generative model that produces highly homogeneous polygonized sh...

  3. Reflector homogenization

    Energy Technology Data Exchange (ETDEWEB)

    Sanchez, R.; Ragusa, J.; Santandrea, S. [Commissariat a l' Energie Atomique, Direction de l' Energie Nucleaire, Service d' Etudes de Reacteurs et de Modelisation Avancee, CEA de Saclay, DM2S/SERMA 91 191 Gif-sur-Yvette cedex (France)]. e-mail: richard.sanchez@cea.fr

    2004-07-01

    The problem of the determination of a homogeneous reflector that preserves a set of prescribed albedo is considered. Duality is used for a direct estimation of the derivatives needed in the iterative calculation of the optimal homogeneous cross sections. The calculation is based on the preservation of collapsed multigroup albedo obtained from detailed reference calculations and depends on the low-order operator used for core calculations. In this work we analyze diffusion and transport as low-order operators and argue that the P{sub 0} transfers are the best choice for the unknown cross sections to be adjusted. Numerical results illustrate the new approach for SP{sub N} core calculations. (Author)

  4. Toric Intraocular Lenses in the Correction of Astigmatism During Cataract Surgery

    DEFF Research Database (Denmark)

    Kessel, Line; Andresen, Jens; Tendal, Britta

    2016-01-01

    TOPIC: We performed a systematic review and meta-analysis to evaluate the benefit and harms associated with implantation of toric intraocular lenses (IOLs) during cataract surgery. Outcomes were postoperative uncorrected distance visual acuity (UCDVA) and distance spectacle independence. Harms were...

  5. F-Theory on all Toric Hypersurface Fibrations and its Higgs Branches

    CERN Document Server

    Klevers, Denis; Oehlmann, Paul-Konstantin; Piragua, Hernan; Reuter, Jonas

    2015-01-01

    We consider F-theory compactifications on genus-one fibered Calabi-Yau manifolds with their fibers realized as hypersurfaces in the toric varieties associated to the 16 reflexive 2D polyhedra. We present a base-independent analysis of the codimension one, two and three singularities of these fibrations. We use these geometric results to determine the gauge groups, matter representations, 6D matter multiplicities and 4D Yukawa couplings of the corresponding effective theories. All these theories have a non-trivial gauge group and matter content. We explore the network of Higgsings relating these theories. Such Higgsings geometrically correspond to extremal transitions induced by blow-ups in the 2D toric varieties. We recover the 6D effective theories of all 16 toric hypersurface fibrations by repeatedly Higgsing the theories that exhibit Mordell-Weil torsion. We find that the three Calabi-Yau manifolds without section, whose fibers are given by the toric hypersurfaces in P^2, P^1x P^1 and the recently studied ...

  6. Image-guided system versus manual marking for toric intraocular lens alignment in cataract surgery

    NARCIS (Netherlands)

    Webers, V.S.C.; Bauer, N.J.C.; Visser, N.; Berendschot, T.T.J.M.; van den Biggelaar, F.J.H.M.; Nuijts, R.M.M.A.

    2017-01-01

    Purpose To compare the accuracy of toric intraocular lens (IOL) alignment using the Verion Image-Guided System versus a conventional manual ink-marking procedure. Setting University Eye Clinic Maastricht, Maastricht, the Netherlands. Design Prospective randomized clinical trial. Methods Eyes with

  7. SECRET SHARING SCHEMES WITH STRONG MULTIPLICATION AND A LARGE NUMBER OF PLAYERS FROM TORIC VARIETIES

    DEFF Research Database (Denmark)

    Hansen, Johan Peder

    2017-01-01

    This article consider Massey's construction for constructing linear secret sharing schemes from toric varieties over a finite field $\\Fq$ with $q$ elements. The number of players can be as large as $(q-1)^r-1$ for $r\\geq 1$. The schemes have strong multiplication, such schemes can be utilized in ...

  8. Generalized Markov branching models

    OpenAIRE

    Li, Junping

    2005-01-01

    In this thesis, we first considered a modified Markov branching process incorporating both state-independent immigration and resurrection. After establishing the criteria for regularity and uniqueness, explicit expressions for the extinction probability and mean extinction time are presented. The criteria for recurrence and ergodicity are also established. In addition, an explicit expression for the equilibrium distribution is presented.\\ud \\ud We then moved on to investigate the basic proper...

  9. Pairwise Choice Markov Chains

    OpenAIRE

    Ragain, Stephen; Ugander, Johan

    2016-01-01

    As datasets capturing human choices grow in richness and scale---particularly in online domains---there is an increasing need for choice models that escape traditional choice-theoretic axioms such as regularity, stochastic transitivity, and Luce's choice axiom. In this work we introduce the Pairwise Choice Markov Chain (PCMC) model of discrete choice, an inferentially tractable model that does not assume any of the above axioms while still satisfying the foundational axiom of uniform expansio...

  10. Distinguishing Hidden Markov Chains

    OpenAIRE

    Kiefer, Stefan; Sistla, A. Prasad

    2015-01-01

    Hidden Markov Chains (HMCs) are commonly used mathematical models of probabilistic systems. They are employed in various fields such as speech recognition, signal processing, and biological sequence analysis. We consider the problem of distinguishing two given HMCs based on an observation sequence that one of the HMCs generates. More precisely, given two HMCs and an observation sequence, a distinguishing algorithm is expected to identify the HMC that generates the observation sequence. Two HM...

  11. Fermionic Markov Chains

    OpenAIRE

    Fannes, Mark; Wouters, Jeroen

    2012-01-01

    We study a quantum process that can be considered as a quantum analogue for the classical Markov process. We specifically construct a version of these processes for free Fermions. For such free Fermionic processes we calculate the entropy density. This can be done either directly using Szeg\\"o's theorem for asymptotic densities of functions of Toeplitz matrices, or through an extension of said theorem to rates of functions, which we present in this article.

  12. Pemodelan Markov Switching Autoregressive

    OpenAIRE

    Ariyani, Fiqria Devi; Warsito, Budi; Yasin, Hasbi

    2014-01-01

    Transition from depreciation to appreciation of exchange rate is one of regime switching that ignored by classic time series model, such as ARIMA, ARCH, or GARCH. Therefore, economic variables are modeled by Markov Switching Autoregressive (MSAR) which consider the regime switching. MLE is not applicable to parameters estimation because regime is an unobservable variable. So that filtering and smoothing process are applied to see the regime probabilities of observation. Using this model, tran...

  13. Approximate quantum Markov chains

    CERN Document Server

    Sutter, David

    2018-01-01

    This book is an introduction to quantum Markov chains and explains how this concept is connected to the question of how well a lost quantum mechanical system can be recovered from a correlated subsystem. To achieve this goal, we strengthen the data-processing inequality such that it reveals a statement about the reconstruction of lost information. The main difficulty in order to understand the behavior of quantum Markov chains arises from the fact that quantum mechanical operators do not commute in general. As a result we start by explaining two techniques of how to deal with non-commuting matrices: the spectral pinching method and complex interpolation theory. Once the reader is familiar with these techniques a novel inequality is presented that extends the celebrated Golden-Thompson inequality to arbitrarily many matrices. This inequality is the key ingredient in understanding approximate quantum Markov chains and it answers a question from matrix analysis that was open since 1973, i.e., if Lieb's triple ma...

  14. A relation between non-Markov and Markov processes

    International Nuclear Information System (INIS)

    Hara, H.

    1980-01-01

    With the aid of a transformation technique, it is shown that some memory effects in the non-Markov processes can be eliminated. In other words, some non-Markov processes are rewritten in a form obtained by the random walk process; the Markov process. To this end, two model processes which have some memory or correlation in the random walk process are introduced. An explanation of the memory in the processes is given. (orig.)

  15. Dynamic modeling of presence of occupants using inhomogeneous Markov chains

    DEFF Research Database (Denmark)

    Andersen, Philip Hvidthøft Delff; Iversen, Anne; Madsen, Henrik

    2014-01-01

    on time of day, and by use of a filter of the observations it is able to capture per-employee sequence dynamics. Simulations using this method are compared with simulations using homogeneous Markov chains and show far better ability to reproduce key properties of the data. The method is based...... on inhomogeneous Markov chains with where the transition probabilities are estimated using generalized linear models with polynomials, B-splines, and a filter of passed observations as inputs. For treating the dispersion of the data series, a hierarchical model structure is used where one model is for low presence...

  16. Non-stationary Markov chains

    OpenAIRE

    Mallak, Saed

    1996-01-01

    Ankara : Department of Mathematics and Institute of Engineering and Sciences of Bilkent University, 1996. Thesis (Master's) -- Bilkent University, 1996. Includes bibliographical references leaves leaf 29 In thi.s work, we studierl the Ergodicilv of Non-Stationary .Markov chains. We gave several e.xainples with different cases. We proved that given a sec[uence of Markov chains such that the limit of this sec|uence is an Ergodic Markov chain, then the limit of the combination ...

  17. Markov Chain Monte Carlo Methods

    Indian Academy of Sciences (India)

    Keywords. Markov chain; state space; stationary transition probability; stationary distribution; irreducibility; aperiodicity; stationarity; M-H algorithm; proposal distribution; acceptance probability; image processing; Gibbs sampler.

  18. Musical Markov Chains

    Science.gov (United States)

    Volchenkov, Dima; Dawin, Jean René

    A system for using dice to compose music randomly is known as the musical dice game. The discrete time MIDI models of 804 pieces of classical music written by 29 composers have been encoded into the transition matrices and studied by Markov chains. Contrary to human languages, entropy dominates over redundancy, in the musical dice games based on the compositions of classical music. The maximum complexity is achieved on the blocks consisting of just a few notes (8 notes, for the musical dice games generated over Bach's compositions). First passage times to notes can be used to resolve tonality and feature a composer.

  19. On Weak Markov's Principle

    DEFF Research Database (Denmark)

    Kohlenbach, Ulrich Wilhelm

    2002-01-01

    We show that the so-called weak Markov's principle (WMP) which states that every pseudo-positive real number is positive is underivable in E-HA + AC. Since allows one to formalize (atl eastl arge parts of) Bishop's constructive mathematics, this makes it unlikely that WMP can be proved within...... the framework of Bishop-style mathematics (which has been open for about 20 years). The underivability even holds if the ine.ective schema of full comprehension (in all types) for negated formulas (in particular for -free formulas) is added, which allows one to derive the law of excluded middle...

  20. Comparative evaluation of rotational stability and visual outcome of toric intraocular lenses with and without a capsular tension ring

    Directory of Open Access Journals (Sweden)

    Anju Rastogi

    2018-01-01

    Full Text Available Purpose: To evaluate the rotational stability of toric intraocular lens (IOL when co-implanted with a capsular tension ring (CTR as compared to that of a toric IOL without a CTR. Methods: This was a prospective randomized clinical trial performed in a tertiary care centre in India. Fifty adult human eyes with visually significant cataract and regular corneal astigmatism ≥1.5D divided into two groups of 25 eyes each, A and B by simple randomization. Eyes with corneal pathology, lens subluxation, and a specular endothelial cell count <2000/mm2 were excluded from the study. The eyes in both the groups underwent standard phacoemulsification and were implanted with a toric IOL. In Group A, a CTR was put in the bag before IOL implantation. The groups were called for follow-up on day 1, 1 week, 1 month, and 3 months, postoperatively. The axis of the toric IOL on each visit was measured by slit lamp imaging in retroillumination and analyzed digitally. Results: Mean rotation of toric IOL at 3 months postoperatively was 1.85 ± 1.72° in Group A and 4.02 ± 2.04° in Group B. The difference was statistically significant (P = 0.003. Conclusion: Coimplantation of a CTR is a safe and effective technique for ensuring better rotational stability of toric IOLs.

  1. Use of the Toric Surgical Marker to Aid in Intraoperative Plaque Placement for the USC Eye Physics Plaques to Treat Uveal Melanoma: A New Surgical Technique.

    Science.gov (United States)

    Berry, Jesse L; Kim, Jonathan W; Jennelle, Richard; Astrahan, Melvin

    2015-09-01

    To describe a new surgical technique for intraoperative placement of Eye Physics (EP) plaques for uveal melanoma using a toric marker. A toric marker is designed for cataract surgery to align the axis of astigmatism; its use was modified in this protocol to mark the axis of suture coordinates as calculated by Plaque Simulator (PS) software. The toric marker can be used to localize suture coordinates, in degrees, during intraoperative plaque placement. Linear marking using the toric marker decreases potential inaccuracies associated with the surgeon estimating 'clock-hours' by dot placement. Use of the toric marker aided surgical placement of EP plaques. The EP planning protocol is now designed to display the suture coordinates either by clock-hours or degrees, per surgeon preference. Future research is necessary to determine whether routine use of the toric marker improves operative efficiency. [Ophthalmic Surg Lasers Imaging Retina. 2015;46:866-870.]. Copyright 2015, SLACK Incorporated.

  2. Markov chain modelling of pitting corrosion in underground pipelines

    Energy Technology Data Exchange (ETDEWEB)

    Caleyo, F. [Departamento de Ingenieri' a Metalurgica, ESIQIE, IPN, UPALM Edif. 7, Zacatenco, Mexico D. F. 07738 (Mexico)], E-mail: fcaleyo@gmail.com; Velazquez, J.C. [Departamento de Ingenieri' a Metalurgica, ESIQIE, IPN, UPALM Edif. 7, Zacatenco, Mexico D. F. 07738 (Mexico); Valor, A. [Facultad de Fisica, Universidad de La Habana, San Lazaro y L, Vedado, 10400 La Habana (Cuba); Hallen, J.M. [Departamento de Ingenieri' a Metalurgica, ESIQIE, IPN, UPALM Edif. 7, Zacatenco, Mexico D. F. 07738 (Mexico)

    2009-09-15

    A continuous-time, non-homogenous linear growth (pure birth) Markov process has been used to model external pitting corrosion in underground pipelines. The closed form solution of Kolmogorov's forward equations for this type of Markov process is used to describe the transition probability function in a discrete pit depth space. The identification of the transition probability function can be achieved by correlating the stochastic pit depth mean with the deterministic mean obtained experimentally. Monte-Carlo simulations previously reported have been used to predict the time evolution of the mean value of the pit depth distribution for different soil textural classes. The simulated distributions have been used to create an empirical Markov chain-based stochastic model for predicting the evolution of pitting corrosion depth and rate distributions from the observed properties of the soil. The proposed model has also been applied to pitting corrosion data from pipeline repeated in-line inspections and laboratory immersion experiments.

  3. Markov chain modelling of pitting corrosion in underground pipelines

    International Nuclear Information System (INIS)

    Caleyo, F.; Velazquez, J.C.; Valor, A.; Hallen, J.M.

    2009-01-01

    A continuous-time, non-homogenous linear growth (pure birth) Markov process has been used to model external pitting corrosion in underground pipelines. The closed form solution of Kolmogorov's forward equations for this type of Markov process is used to describe the transition probability function in a discrete pit depth space. The identification of the transition probability function can be achieved by correlating the stochastic pit depth mean with the deterministic mean obtained experimentally. Monte-Carlo simulations previously reported have been used to predict the time evolution of the mean value of the pit depth distribution for different soil textural classes. The simulated distributions have been used to create an empirical Markov chain-based stochastic model for predicting the evolution of pitting corrosion depth and rate distributions from the observed properties of the soil. The proposed model has also been applied to pitting corrosion data from pipeline repeated in-line inspections and laboratory immersion experiments.

  4. Nonlinear Markov processes: Deterministic case

    International Nuclear Information System (INIS)

    Frank, T.D.

    2008-01-01

    Deterministic Markov processes that exhibit nonlinear transition mechanisms for probability densities are studied. In this context, the following issues are addressed: Markov property, conditional probability densities, propagation of probability densities, multistability in terms of multiple stationary distributions, stability analysis of stationary distributions, and basin of attraction of stationary distribution

  5. Visual function after implantation of single-piece toric hydrophilic acrylic intraocular lenses with hydrophobic surface six months after cataract surgery

    Directory of Open Access Journals (Sweden)

    Alja Črnej

    2012-06-01

    Conclusion: Patients with medium to high corneal astigmatism and implanted single-piece toric hydrophilic acrylic IOLs with hydrophobic surface have very good visual function six months postoperatively.

  6. D-branes at toric singularities: model building, Yukawa couplings and flavour physics

    International Nuclear Information System (INIS)

    Krippendorf, Sven; Dolan, Matthew J.; Maharana, Anshuman; Quevedo, Fernando

    2010-02-01

    We discuss general properties of D-brane model building at toric singularities. Using dimer techniques to obtain the gauge theory from the structure of the singularity, we extract results on the matter sector and superpotential of the corresponding gauge theory. We show that the number of families in toric phases is always less than or equal to three, with a unique exception being the zeroth Hirzebruch surface. With the physical input of three generations we find that the lightest family of quarks is massless and the masses of the other two can be hierarchically separated. We compute the CKM matrix for explicit models in this setting and find the singularities possess sufficient structure to allow for realistic mixing between generations and CP violation. (author)

  7. Topological open string amplitudes on local toric del Pezzo surfaces via remodeling the B-model

    International Nuclear Information System (INIS)

    Manabe, Masahide

    2009-01-01

    We study topological strings on local toric del Pezzo surfaces by a method called remodeling the B-model which was recently proposed by Bouchard, Klemm, Marino and Pasquetti. For a large class of local toric del Pezzo surfaces we prove a functional formula of the Bergman kernel which is the basic constituent of the topological string amplitudes by the topological recursion relation of Eynard and Orantin. Because this formula is written as a functional of the period, we can obtain the topological string amplitudes at any point of the moduli space by a simple change of variables of the Picard-Fuchs equations for the period. By this formula and mirror symmetry we compute the A-model amplitudes on K F 2 , and predict the open orbifold Gromov-Witten invariants of C 3 /Z 4 .

  8. Flux through a Markov chain

    International Nuclear Information System (INIS)

    Floriani, Elena; Lima, Ricardo; Ourrad, Ouerdia; Spinelli, Lionel

    2016-01-01

    Highlights: • The flux through a Markov chain of a conserved quantity (mass) is studied. • Mass is supplied by an external source and ends in the absorbing states of the chain. • Meaningful for modeling open systems whose dynamics has a Markov property. • The analytical expression of mass distribution is given for a constant source. • The expression of mass distribution is given for periodic or random sources. - Abstract: In this paper we study the flux through a finite Markov chain of a quantity, that we will call mass, which moves through the states of the chain according to the Markov transition probabilities. Mass is supplied by an external source and accumulates in the absorbing states of the chain. We believe that studying how this conserved quantity evolves through the transient (non-absorbing) states of the chain could be useful for the modelization of open systems whose dynamics has a Markov property.

  9. Analysis of quantum error-correcting codes: Symplectic lattice codes and toric codes

    Science.gov (United States)

    Harrington, James William

    Quantum information theory is concerned with identifying how quantum mechanical resources (such as entangled quantum states) can be utilized for a number of information processing tasks, including data storage, computation, communication, and cryptography. Efficient quantum algorithms and protocols have been developed for performing some tasks (e.g. , factoring large numbers, securely communicating over a public channel, and simulating quantum mechanical systems) that appear to be very difficult with just classical resources. In addition to identifying the separation between classical and quantum computational power, much of the theoretical focus in this field over the last decade has been concerned with finding novel ways of encoding quantum information that are robust against errors, which is an important step toward building practical quantum information processing devices. In this thesis I present some results on the quantum error-correcting properties of oscillator codes (also described as symplectic lattice codes) and toric codes. Any harmonic oscillator system (such as a mode of light) can be encoded with quantum information via symplectic lattice codes that are robust against shifts in the system's continuous quantum variables. I show the existence of lattice codes whose achievable rates match the one-shot coherent information over the Gaussian quantum channel. Also, I construct a family of symplectic self-dual lattices and search for optimal encodings of quantum information distributed between several oscillators. Toric codes provide encodings of quantum information into two-dimensional spin lattices that are robust against local clusters of errors and which require only local quantum operations for error correction. Numerical simulations of this system under various error models provide a calculation of the accuracy threshold for quantum memory using toric codes, which can be related to phase transitions in certain condensed matter models. I also present

  10. Visual outcomes after implantation of a novel refractive toric multifocal intraocular lens

    Directory of Open Access Journals (Sweden)

    Talita Shimoda

    2014-04-01

    Full Text Available Purpose: To assess the postoperative outcomes of a novel toric multifocal in traocular lens (IOL in patients with cataract and corneal astigmatism. Methods: This prospective nonrandomized study included patients with cataract, corneal astigmatism, and a motivation for spectacle independence. In all patients, a Rayner M-flex® T toric IOL was implanted in the capsular bag. Three months after surgery, the distance, intermediate, and near visual acuities; spherical equivalent; residual refractive astigmatism; defocus curve; and contrast sensitivity were evaluated. A patient satisfaction and visual phenomena questionnaire was administered to all patients. Results: Thirty-four eyes of 18 patients were included in this study. Three months after surgery, the mean corrected distance visual acuity (logMAR was 0.00 ± 0.08 at 6 m, 0.20 ± 0.09 at 70 cm, and 0.08 ± 0.11 at 40 cm. Uncorrected distance vision acuity was 20/40 or better in 100% eyes. The preoperative mean refractive cylinder (RC was -2.19 (SD: ± 0.53. After a 3-month follow-up, the average RC was -0.44 D (SD: ± 0.27; p<0.001. Contrast sensitivity levels were high. At the last follow-up, 87.5% patients were spectacle-independent for near, intermediate, and distance vision, and approximately 44% patients reported halos and glare. Conclusion: Toric multifocal IOL implantation in patients with cataract and corneal astigmatism using the Rayner M-flex® T toric IOL was a simple, safe, and accurate option. This technology provides surgeons with a feasible option for meeting patient expectations of an enhanced lifestyle resulting from decreased spectacle dependence.

  11. Image-guided system versus manual marking for toric intraocular lens alignment in cataract surgery.

    Science.gov (United States)

    Webers, Valentijn S C; Bauer, Noel J C; Visser, Nienke; Berendschot, Tos T J M; van den Biggelaar, Frank J H M; Nuijts, Rudy M M A

    2017-06-01

    To compare the accuracy of toric intraocular lens (IOL) alignment using the Verion Image-Guided System versus a conventional manual ink-marking procedure. University Eye Clinic Maastricht, Maastricht, the Netherlands. Prospective randomized clinical trial. Eyes with regular corneal astigmatism of at least 1.25 diopters (D) that required cataract surgery and toric IOL implantation (Acrysof SN6AT3-T9) were randomly assigned to the image-guided group or the manual-marking group. The primary outcome was the alignment of the toric IOL based on preoperative images and images taken immediately after surgery. Secondary outcome measures were residual astigmatism, uncorrected distance visual acuity (UDVA), and complications. The study enrolled 36 eyes (24 patients). The mean toric IOL misalignment was significantly less in the image-guided group than in the manual group 1 hour (1.3 degrees ± 1.6 [SD] versus 2.8 ± 1.8 degrees; P = .02) and 3 months (1.7 ± 1.5 degrees versus 3.1 ± 2.1 degrees; P image-guided group and manual group, respectively (P > .05). The mean UDVA was 0.03 ± 0.10 logarithm of minimum angle of resolution (logMAR) and 0.04 ± 0.09 logMAR, respectively (both P > .05). No intraoperative complications occurred during any surgery. The IOL misalignment was significantly less with digital marking than with manual marking; this did not result in a better UDVA or lower residual refractive astigmatism. Copyright © 2017 ASCRS and ESCRS. Published by Elsevier Inc. All rights reserved.

  12. Refined toric branes, surface operators and factorization of generalized Macdonald polynomials

    Science.gov (United States)

    Zenkevich, Yegor

    2017-09-01

    We find new universal factorization identities for generalized Macdonald polynomials on the topological locus. We prove the identities (which include all previously known forumlas of this kind) using factorization identities for matrix model averages, which are themselves consequences of Ding-Iohara-Miki constraints. Factorized expressions for generalized Macdonald polynomials are identified with refined topological string amplitudes containing a toric brane on an intermediate preferred leg, surface operators in gauge theory and certain degenerate CFT vertex operators.

  13. Correction of High Astigmatism after Penetrating Keratoplasty with Toric Multifocal Intraocular Lens Implantation

    Directory of Open Access Journals (Sweden)

    Raffaele Nuzzi

    2017-07-01

    Full Text Available After penetrating keratoplasty (PK, high astigmatism is often induced, being frequently about 4–6 dpt. According to the entity and typology of astigmatism, different methods of correction can be used. Selective suture removal, relaxing incisions, wedge resections, compression sutures, photorefractive keratectomy, and laser-assisted in situ keratomileusis can reduce corneal astigmatism and ametropia, but meanwhile they can cause a reduction in the corneal integrity and cause an over- or undercorrection. In case of moderate-to-high regular astigmatisms, the authors propose a toric multifocal intraocular lens (IOL implantation to preserve the corneal integrity (especially in PK after herpetic corneal leukoma keratitis. We evaluated a 45-year-old patient who at the age of 30 was subjected to PK in his left eye due to corneal leukoma herpetic keratitis, which led to high astigmatism (7.50 dpt cyl. 5°. The patient was subjected to phacoemulsification and customized toric multifocal IOL implantation in his left eye. The correction of PK-induced residual astigmatism with a toric IOL implantation is an excellent choice but has to be evaluated in relation to patient age, corneal integrity, longevity graft, and surgical risk. It seems to be a well-tolerated therapeutic choice and with good results.

  14. Three-form periods on Calabi-Yau fourfolds: toric hypersurfaces and F-theory applications

    Energy Technology Data Exchange (ETDEWEB)

    Greiner, Sebastian; Grimm, Thomas W. [Institute for Theoretical Physics and Center for Extreme Matter and Emergent Phenomena, Utrecht University,Leuvenlaan 4, 3584 CE Utrecht (Netherlands); Max-Planck-Institut für Physik, Föhringer Ring 6, 80805 Munich (Germany)

    2017-05-30

    The study of the geometry of Calabi-Yau fourfolds is relevant for compactifications of string theory, M-theory, and F-theory to various dimensions. This work introduces the mathematical machinery to derive the complete moduli dependence of the periods of non-trivial three-forms for fourfolds realized as hypersurfaces in toric ambient spaces. It sets the stage to determine Picard-Fuchs-type differential equations and integral expressions for these forms. The key tool is the observation that non-trivial three-forms on fourfold hypersurfaces in toric ambient spaces always stem from divisors that are build out of trees of toric surfaces fibered over Riemann surfaces. The three-form periods are then non-trivially related to the one-form periods of these Riemann surfaces. In general, the three-form periods are known to vary holomorphically over the complex structure moduli space and play an important role in the effective actions arising in fourfold compactifications. We discuss two explicit example fourfolds for F-theory compactifications in which the three-form periods determine axion decay constants.

  15. Methodology of homogeneous and non-homogeneous Markov Chains for modeling bridge element deterioration.

    Science.gov (United States)

    2008-08-01

    Bridge management is an important activity of transportation agencies in the US : and in many other countries. A critical aspect of bridge management is to reliably predict : the deterioration of bridge structures, so that appropriate or optimal acti...

  16. F-theory on all toric hypersurface fibrations and its Higgs branches

    Energy Technology Data Exchange (ETDEWEB)

    Klevers, Denis [Department of Physics and Astronomy, University of Pennsylvania,Philadelphia, PA 19104-6396 (United States); Theory Group, Physics Department, CERN,CH-1211, Geneva 23 (Switzerland); Peña, Damián Kaloni Mayorga; Oehlmann, Paul-Konstantin [Bethe Center for Theoretical Physics, Physikalisches Institut der Universität Bonn,Nussallee 12, 53115 Bonn (Germany); Piragua, Hernan [Department of Physics and Astronomy, University of Pennsylvania,Philadelphia, PA 19104-6396 (United States); Reuter, Jonas [Bethe Center for Theoretical Physics, Physikalisches Institut der Universität Bonn,Nussallee 12, 53115 Bonn (Germany)

    2015-01-27

    We consider F-theory compactifications on genus-one fibered Calabi-Yau manifolds with their fibers realized as hypersurfaces in the toric varieties associated to the 16 reflexive 2D polyhedra. We present a base-independent analysis of the codimension one, two and three singularities of these fibrations. We use these geometric results to determine the gauge groups, matter representations, 6D matter multiplicities and 4D Yukawa couplings of the corresponding effective theories. All these theories have a non-trivial gauge group and matter content. We explore the network of Higgsings relating these theories. Such Higgsings geometrically correspond to extremal transitions induced by blow-ups in the 2D toric varieties. We recover the 6D effective theories of all 16 toric hypersurface fibrations by repeatedly Higgsing the theories that exhibit Mordell-Weil torsion. We find that the three Calabi-Yau manifolds without section, whose fibers are given by the toric hypersurfaces in ℙ{sup 2}, ℙ{sup 1}×ℙ{sup 1} and the recently studied ℙ{sup 2}(1,1,2), yield F-theory realizations of SUGRA theories with discrete gauge groups ℤ{sub 3}, ℤ{sub 2} and ℤ{sub 4}. This opens up a whole new arena for model building with discrete global symmetries in F-theory. In these three manifolds, we also find codimension two I{sub 2}-fibers supporting matter charged only under these discrete gauge groups. Their 6D matter multiplicities are computed employing ideal techniques and the associated Jacobian fibrations. We also show that the Jacobian of the biquadric fibration has one rational section, yielding one U(1)-gauge field in F-theory. Furthermore, the elliptically fibered Calabi-Yau manifold based on dP{sub 1} has a U(1)-gauge field induced by a non-toric rational section. In this model, we find the first F-theory realization of matter with U(1)-charge q=3.

  17. Regeneration and general Markov chains

    Directory of Open Access Journals (Sweden)

    Vladimir V. Kalashnikov

    1994-01-01

    Full Text Available Ergodicity, continuity, finite approximations and rare visits of general Markov chains are investigated. The obtained results permit further quantitative analysis of characteristics, such as, rates of convergence, continuity (measured as a distance between perturbed and non-perturbed characteristics, deviations between Markov chains, accuracy of approximations and bounds on the distribution function of the first visit time to a chosen subset, etc. The underlying techniques use the embedding of the general Markov chain into a wide sense regenerative process with the help of splitting construction.

  18. Quadratic Variation by Markov Chains

    DEFF Research Database (Denmark)

    Hansen, Peter Reinhard; Horel, Guillaume

    We introduce a novel estimator of the quadratic variation that is based on the the- ory of Markov chains. The estimator is motivated by some general results concerning filtering contaminated semimartingales. Specifically, we show that filtering can in prin- ciple remove the effects of market...... microstructure noise in a general framework where little is assumed about the noise. For the practical implementation, we adopt the dis- crete Markov chain model that is well suited for the analysis of financial high-frequency prices. The Markov chain framework facilitates simple expressions and elegant analyti...

  19. ''adding'' algorithm for the Markov chain formalism for radiation transfer

    International Nuclear Information System (INIS)

    Esposito, L.W.

    1979-01-01

    The Markov chain radiative transfer method of Esposito and House has been shown to be both efficient and accurate for calculation of the diffuse reflection from a homogeneous scattering planetary atmosphere. The use of a new algorithm similar to the ''adding'' formula of Hansen and Travis extends the application of this formalism to an arbitrarily deep atmosphere. The basic idea for this algorithm is to consider a preceding calculation as a single state of a new Markov chain. Successive application of this procedure makes calculation possible for any optical depth without increasing the size of the linear system used. The time required for the algorithm is comparable to that for a doubling calculation for a homogeneous atmosphere, but for a non-homogeneous atmosphere the new method is considerably faster than the standard ''adding'' routine. As with he standard ''adding'' method, the information on the internal radiation field is lost during the calculation. This method retains the advantage of the earlier Markov chain method that the time required is relatively insensitive to the number of illumination angles or observation angles for which the diffuse reflection is calculated. A technical write-up giving fuller details of the algorithm and a sample code are available from the author

  20. Neyman, Markov processes and survival analysis.

    Science.gov (United States)

    Yang, Grace

    2013-07-01

    J. Neyman used stochastic processes extensively in his applied work. One example is the Fix and Neyman (F-N) competing risks model (1951) that uses finite homogeneous Markov processes to analyse clinical trials with breast cancer patients. We revisit the F-N model, and compare it with the Kaplan-Meier (K-M) formulation for right censored data. The comparison offers a way to generalize the K-M formulation to include risks of recovery and relapses in the calculation of a patient's survival probability. The generalization is to extend the F-N model to a nonhomogeneous Markov process. Closed-form solutions of the survival probability are available in special cases of the nonhomogeneous processes, like the popular multiple decrement model (including the K-M model) and Chiang's staging model, but these models do not consider recovery and relapses while the F-N model does. An analysis of sero-epidemiology current status data with recurrent events is illustrated. Fix and Neyman used Neyman's RBAN (regular best asymptotic normal) estimates for the risks, and provided a numerical example showing the importance of considering both the survival probability and the length of time of a patient living a normal life in the evaluation of clinical trials. The said extension would result in a complicated model and it is unlikely to find analytical closed-form solutions for survival analysis. With ever increasing computing power, numerical methods offer a viable way of investigating the problem.

  1. Unmixing hyperspectral images using Markov random fields

    International Nuclear Information System (INIS)

    Eches, Olivier; Dobigeon, Nicolas; Tourneret, Jean-Yves

    2011-01-01

    This paper proposes a new spectral unmixing strategy based on the normal compositional model that exploits the spatial correlations between the image pixels. The pure materials (referred to as endmembers) contained in the image are assumed to be available (they can be obtained by using an appropriate endmember extraction algorithm), while the corresponding fractions (referred to as abundances) are estimated by the proposed algorithm. Due to physical constraints, the abundances have to satisfy positivity and sum-to-one constraints. The image is divided into homogeneous distinct regions having the same statistical properties for the abundance coefficients. The spatial dependencies within each class are modeled thanks to Potts-Markov random fields. Within a Bayesian framework, prior distributions for the abundances and the associated hyperparameters are introduced. A reparametrization of the abundance coefficients is proposed to handle the physical constraints (positivity and sum-to-one) inherent to hyperspectral imagery. The parameters (abundances), hyperparameters (abundance mean and variance for each class) and the classification map indicating the classes of all pixels in the image are inferred from the resulting joint posterior distribution. To overcome the complexity of the joint posterior distribution, Markov chain Monte Carlo methods are used to generate samples asymptotically distributed according to the joint posterior of interest. Simulations conducted on synthetic and real data are presented to illustrate the performance of the proposed algorithm.

  2. Toric Geometry, Sasaki-Einstein Manifolds and a New Infinite Class of AdS/CFT Duals

    CERN Document Server

    Martelli, D; Martelli, Dario; Sparks, James

    2006-01-01

    Recently an infinite family of explicit Sasaki-Einstein metrics Y^{p,q} on S^2 x S^3 has been discovered, where p and q are two coprime positive integers, with qtoric. Aided by several recent results in toric geometry, we show that these are Kahler quotients C^4//U(1), namely the vacua of gauged linear sigma models with charges (p,p,-p+q,-p-q), thereby generalising the conifold, which is p=1,q=0. We present the corresponding toric diagrams and show that these may be embedded in the toric diagram for the orbifold C^3/Z_{p+1}xZ_{p+1} for all q

    toric quiver gauge theories with gauge group SU(N)^{2p}. As a non-trivial example, we show that Y^{2,1} is an explicit irregular Sasaki-Einstein metric on the horizon of the complex cone over the first del Pezz...

  3. Comparative evaluation of rotational stability and visual outcome of toric intraocular lenses with and without a capsular tension ring.

    Science.gov (United States)

    Rastogi, Anju; Khanam, Samreen; Goel, Yashpal; Thacker, Prolima; Kumar, Prateek

    2018-03-01

    To evaluate the rotational stability of toric intraocular lens (IOL) when co-implanted with a capsular tension ring (CTR) as compared to that of a toric IOL without a CTR. This was a prospective randomized clinical trial performed in a tertiary care centre in India. Fifty adult human eyes with visually significant cataract and regular corneal astigmatism ≥1.5D divided into two groups of 25 eyes each, A and B by simple randomization. Eyes with corneal pathology, lens subluxation, and a specular endothelial cell count IOL. In Group A, a CTR was put in the bag before IOL implantation. The groups were called for follow-up on day 1, 1 week, 1 month, and 3 months, postoperatively. The axis of the toric IOL on each visit was measured by slit lamp imaging in retroillumination and analyzed digitally. Mean rotation of toric IOL at 3 months postoperatively was 1.85 ± 1.72° in Group A and 4.02 ± 2.04° in Group B. The difference was statistically significant (P = 0.003). Coimplantation of a CTR is a safe and effective technique for ensuring better rotational stability of toric IOLs.

  4. Markov Chain Monte Carlo Methods

    Indian Academy of Sciences (India)

    Systat Software Asia-Pacific. Ltd., in Bangalore, where the technical work for the development of the statistical software Systat takes ... In Part 4, we discuss some applications of the Markov ... one can construct the joint probability distribution of.

  5. Reviving Markov processes and applications

    International Nuclear Information System (INIS)

    Cai, H.

    1988-01-01

    In this dissertation we study a procedure which restarts a Markov process when the process is killed by some arbitrary multiplicative functional. The regenerative nature of this revival procedure is characterized through a Markov renewal equation. An interesting duality between the revival procedure and the classical killing operation is found. Under the condition that the multiplicative functional possesses an intensity, the generators of the revival process can be written down explicitly. An intimate connection is also found between the perturbation of the sample path of a Markov process and the perturbation of a generator (in Kato's sense). The applications of the theory include the study of the processes like piecewise-deterministic Markov process, virtual waiting time process and the first entrance decomposition (taboo probability)

  6. Confluence reduction for Markov automata

    NARCIS (Netherlands)

    Timmer, Mark; van de Pol, Jan Cornelis; Stoelinga, Mariëlle Ida Antoinette

    Markov automata are a novel formalism for specifying systems exhibiting nondeterminism, probabilistic choices and Markovian rates. Recently, the process algebra MAPA was introduced to efficiently model such systems. As always, the state space explosion threatens the analysability of the models

  7. Confluence Reduction for Markov Automata

    NARCIS (Netherlands)

    Timmer, Mark; van de Pol, Jan Cornelis; Stoelinga, Mariëlle Ida Antoinette; Braberman, Victor; Fribourg, Laurent

    Markov automata are a novel formalism for specifying systems exhibiting nondeterminism, probabilistic choices and Markovian rates. Recently, the process algebra MAPA was introduced to efficiently model such systems. As always, the state space explosion threatens the analysability of the models

  8. A Probabilistic Short-Term Water Demand Forecasting Model Based on the Markov Chain

    Directory of Open Access Journals (Sweden)

    Francesca Gagliardi

    2017-07-01

    Full Text Available This paper proposes a short-term water demand forecasting method based on the use of the Markov chain. This method provides estimates of future demands by calculating probabilities that the future demand value will fall within pre-assigned intervals covering the expected total variability. More specifically, two models based on homogeneous and non-homogeneous Markov chains were developed and presented. These models, together with two benchmark models (based on artificial neural network and naïve methods, were applied to three real-life case studies for the purpose of forecasting the respective water demands from 1 to 24 h ahead. The results obtained show that the model based on a homogeneous Markov chain provides more accurate short-term forecasts than the one based on a non-homogeneous Markov chain, which is in line with the artificial neural network model. Both Markov chain models enable probabilistic information regarding the stochastic demand forecast to be easily obtained.

  9. Analyzing the profit-loss sharing contracts with Markov model

    Directory of Open Access Journals (Sweden)

    Imam Wahyudi

    2016-12-01

    Full Text Available The purpose of this paper is to examine how to use first order Markov chain to build a reliable monitoring system for the profit-loss sharing based contracts (PLS as the mode of financing contracts in Islamic bank with censored continuous-time observations. The paper adopts the longitudinal analysis with the first order Markov chain framework. Laplace transform was used with homogenous continuous time assumption, from discretized generator matrix, to generate the transition matrix. Various metrics, i.e.: eigenvalue and eigenvector were used to test the first order Markov chain assumption. Cox semi parametric model was used also to analyze the momentum and waiting time effect as non-Markov behavior. The result shows that first order Markov chain is powerful as a monitoring tool for Islamic banks. We find that waiting time negatively affected present rating downgrade (upgrade significantly. Likewise, momentum covariate showed negative effect. Finally, the result confirms that different origin rating have different movement behavior. The paper explores the potential of Markov chain framework as a risk management tool for Islamic banks. It provides valuable insight and integrative model for banks to manage their borrower accounts. This model can be developed to be a powerful early warning system to identify which borrower needs to be monitored intensively. Ultimately, this model could potentially increase the efficiency, productivity and competitiveness of Islamic banks in Indonesia. The analysis used only rating data. Further study should be able to give additional information about the determinant factors of rating movement of the borrowers by incorporating various factors such as contract-related factors, bank-related factors, borrower-related factors and macroeconomic factors.

  10. Line bundle twisted chiral de Rham complex and bound states of D-branes on toric manifolds

    International Nuclear Information System (INIS)

    Parkhomenko, S.E.

    2014-01-01

    In this note we calculate elliptic genus in various examples of twisted chiral de Rham complex on two-dimensional toric compact manifolds and Calabi–Yau hypersurfaces in toric manifolds. At first the elliptic genus is calculated for the line bundle twisted chiral de Rham complex on a compact smooth toric manifold and K3 hypersurface in P 3 . Then we twist chiral de Rham complex by sheaves localized on positive codimension submanifolds in P 2 and calculate in each case the elliptic genus. In the last example the elliptic genus of chiral de Rham complex on P 2 twisted by SL(N) vector bundle with instanton number k is calculated. In all the cases considered we find the infinite tower of open string oscillator contributions and identify directly the open string boundary conditions of the corresponding bound state of D-branes

  11. Clinical Outcomes after Uncomplicated Cataract Surgery with Implantation of the Tecnis Toric Intraocular Lens

    Directory of Open Access Journals (Sweden)

    Wojciech Lubiński

    2016-01-01

    Full Text Available Purpose. To evaluate the clinical outcomes after uncomplicated cataract surgery with implantation of an aspheric toric intraocular lens (IOL during a 6-month follow-up. Methods. Prospective study including 27 consecutive eyes of 18 patients (mean age: 66.1±11.4 years with a visually significant cataract and corneal astigmatism ≥ 0.75 D and undergoing uncomplicated cataract surgery with implantation of the Tecnis ZCT toric IOL (Abbott Medical Optics. Visual, refractive, and keratometric outcomes as well as IOL rotation were evaluated during a 6-month follow-up. At the end of the follow-up, patient satisfaction and perception of optical/visual disturbances were also evaluated using a subjective questionnaire. Results. At 6 months after surgery, mean LogMAR uncorrected (UDVA and corrected distance visual acuity (CDVA were 0.19±0.12 and 0.14±0.10, respectively. Postoperative UDVA of 20/40 or better was achieved in 92.6% of eyes. Mean refractive cylinder decreased significantly from −3.73±1.96 to −1.42±0.88 D (p<0.001, while keratometric cylinder did not change significantly (p=0.44. Mean absolute IOL rotation was 1.1±2.4°, with values of more than 5° in only 2 eyes (6.9%. Mean patient satisfaction score was 9.70±0.46, using a scale from 0 (not at all satisfied to 10 (very satisfied. No postoperative optical/visual disturbances were reported. Conclusion. Cataract surgery with implantation of the Tecnis toric IOL is an effective method of refractive correction in eyes with corneal astigmatism due to the good IOL positional stability, providing high levels of patient’s satisfaction.

  12. An analysis of the visual results when using toric lenses in cataract surgery

    Directory of Open Access Journals (Sweden)

    Astor Grumann Junior

    2015-02-01

    Full Text Available Purpose: To evaluate the postoperative results when using the toric IOL during phacoemulsification. Methods: Retrospective cohort based study on the 95 eyes of 67 patients, selected by a census. Analyzed patients with cataracts who had undergone phacoemulsification placement with AcrySof® toric IOL from january 2010 to december 2012. For analysis purposes, it was considered successful when the residual astigmatism was d”0.75 diopters. The Wilcoxon test for related samples was used to compare non-parametric samples, while the Student T test was used for samples with normal distribution. A p d”0.05 significance level was granted. Results: The average age of the population was 73.00 (±10.87, there was a higher incidence of females (56.8% and no difference in the side of the affected eye. The average preoperative spherical component was 0.86 (±2.89, since the average cylindrical component was -1.53 (±1.09, with a predominance of the shaft against the rule (51.6%. The logarithmic visual acuity (logMAR preoperative average was 0.32 (±0.25. The average postoperative spherical component was -0.02 (±0.53. Surgical success was obtained in 71 eyes (74.7% having a significant decrease (p <0.001 in the cylindrical component and postoperative logarithmic visual acuity, with the respective values of - 0.61 (±0.55 and 0.08 (±0.14, with the remaining axis against the rule (33.7%. Conclusions: The toric lenses were safe and reproducible with regards to postoperative results and therefore an important option for obtaining excellent final refractometric results.

  13. Software-based evaluation of toric IOL orientation in a multicenter clinical study.

    Science.gov (United States)

    Kasthurirangan, Sanjeev; Feuchter, Lucas; Smith, Pamela; Nixon, Donald

    2014-12-01

    To evaluate the rotational stability of a new one-piece hydrophobic acrylic toric intraocular lens (IOL) using a custom-developed software for analysis of slit-lamp photographs. In a prospective, multicenter study, 174 eyes were implanted with the TECNIS Toric IOL (Abbott Medical Optics, Inc., Santa Ana, CA). A custom-developed software was used to analyze high-resolution slit-lamp photographs of 156 eyes taken at day 1 (baseline) and 1, 3, and 6 months postoperatively. The software uses iris and sclera landmarks to align the baseline image and later images for comparison. Validation of software was performed through repeated analyses of protractor images rotated from 0.1° to 10.0° and randomly selected photographs of 20 eyes. Software validation showed precision (repeatability plus reproducibility variation) of 0.02° using protractor images and 2.22° using slit-lamp photographs. Good quality slit-lamp images and clear landmarks were necessary for precise measurements. At 6 months, 94.2% of eyes had 5° or less change in IOL orientation versus baseline; only 2 eyes (1.4%) had axis shift greater than 30°. Most eyes were within 5° or less of rotation between 1 and 3 months (92.9%) and 3 and 6 months (94.1%). Mean absolute axis change (± standard deviation) from 1 day to 6 months was 2.70° ± 5.51°. The new custom software was precise and quick in analyzing slit-lamp photographs to determine postoperative toric IOL rotation. Copyright 2014, SLACK Incorporated.

  14. Flag varieties, toric varieties, and suspensions: Three instances of infinite transitivity

    International Nuclear Information System (INIS)

    Arzhantsev, Ivan V; Zaidenberg, M G; Kuyumzhiyan, Karine G

    2012-01-01

    We say that a group G acts infinitely transitively on a set X if for every m element of N the induced diagonal action of G is transitive on the cartesian mth power X m backslash Δ with the diagonals removed. We describe three classes of affine algebraic varieties such that their automorphism groups act infinitely transitively on their smooth loci. The first class consists of normal affine cones over flag varieties, the second of nondegenerate affine toric varieties, and the third of iterated suspensions over affine varieties with infinitely transitive automorphism groups. Bibliography: 42 titles.

  15. Sutureless, Glueless, Scleral Fixation of Single-Piece and Toric Intraocular Lens: A Novel Technique

    Directory of Open Access Journals (Sweden)

    Aditya Kelkar

    2015-07-01

    Full Text Available Sutureless, glueless, scleral fixation of an intraocular lens is a known technique of fixing a lens in the scleral pockets. However, this technique is applied to single-piece and toric lenses instead of 3-piece lenses, allowing the advantage of the use of premium lenses in patients with poor capsular support. Favourable results without complications of pigment dispersion, iris transillumination defects, dysphotopsia, elevated intraocular pressure, intraocular hemorrhage and cystoid macular edema with a well-centered, stable intraocular lens have been observed in the 3-month postoperative period in both cases.

  16. Maximizing Entropy over Markov Processes

    DEFF Research Database (Denmark)

    Biondi, Fabrizio; Legay, Axel; Nielsen, Bo Friis

    2013-01-01

    The channel capacity of a deterministic system with confidential data is an upper bound on the amount of bits of data an attacker can learn from the system. We encode all possible attacks to a system using a probabilistic specification, an Interval Markov Chain. Then the channel capacity...... as a reward function, a polynomial algorithm to verify the existence of an system maximizing entropy among those respecting a specification, a procedure for the maximization of reward functions over Interval Markov Chains and its application to synthesize an implementation maximizing entropy. We show how...... to use Interval Markov Chains to model abstractions of deterministic systems with confidential data, and use the above results to compute their channel capacity. These results are a foundation for ongoing work on computing channel capacity for abstractions of programs derived from code....

  17. Maximizing entropy over Markov processes

    DEFF Research Database (Denmark)

    Biondi, Fabrizio; Legay, Axel; Nielsen, Bo Friis

    2014-01-01

    The channel capacity of a deterministic system with confidential data is an upper bound on the amount of bits of data an attacker can learn from the system. We encode all possible attacks to a system using a probabilistic specification, an Interval Markov Chain. Then the channel capacity...... as a reward function, a polynomial algorithm to verify the existence of a system maximizing entropy among those respecting a specification, a procedure for the maximization of reward functions over Interval Markov Chains and its application to synthesize an implementation maximizing entropy. We show how...... to use Interval Markov Chains to model abstractions of deterministic systems with confidential data, and use the above results to compute their channel capacity. These results are a foundation for ongoing work on computing channel capacity for abstractions of programs derived from code. © 2014 Elsevier...

  18. Markov Networks in Evolutionary Computation

    CERN Document Server

    Shakya, Siddhartha

    2012-01-01

    Markov networks and other probabilistic graphical modes have recently received an upsurge in attention from Evolutionary computation community, particularly in the area of Estimation of distribution algorithms (EDAs).  EDAs have arisen as one of the most successful experiences in the application of machine learning methods in optimization, mainly due to their efficiency to solve complex real-world optimization problems and their suitability for theoretical analysis. This book focuses on the different steps involved in the conception, implementation and application of EDAs that use Markov networks, and undirected models in general. It can serve as a general introduction to EDAs but covers also an important current void in the study of these algorithms by explaining the specificities and benefits of modeling optimization problems by means of undirected probabilistic models. All major developments to date in the progressive introduction of Markov networks based EDAs are reviewed in the book. Hot current researc...

  19. Customized toric intraocular lens implantation for correction of extreme corneal astigmatism due to corneal scarring

    Directory of Open Access Journals (Sweden)

    R Bassily

    2010-03-01

    Full Text Available R Bassily, J LuckOphthalmology Department, Royal United Hospital, Combe Park, Bath, UKAbstract: A 76-year-old woman presented with decreased visual function due to cataract formation. Twenty-five years prior she developed right sided corneal ulceration that left her with 10.8 diopters (D of irregular astigmatism at 71.8° (steep axis. Her uncorrected visual acuity was 6/24 and could only ever wear a balanced lens due to the high cylindrical error. Cataract surgery was planned with a custom designed toric intraocular lens (IOL with +16.0 D sphere inserted via a wound at the steep axis of corneal astigmatism. Postoperative refraction was -0.75/+1.50 × 177° with a visual acuity of 6/9 that has remained unchanged at six-week follow-up with no IOL rotation. This case demonstrates the value of high power toric IOLs for the correction of pathological corneal astigmatism.Keywords: intraocular lens, corneal ulceration, visual acuity, scarring

  20. Visual and Refractive Outcomes after Cataract Surgery with Implantation of a New Toric Intraocular Lens

    Directory of Open Access Journals (Sweden)

    Cinzia Mazzini

    2013-06-01

    Full Text Available Purpose: The aim of this study was to evaluate and report the visual, refractive and aberrometric outcomes of cataract surgery with implantation of the new aspheric Tecnis ZCT toric intraocular lens (IOL in eyes with low to moderate corneal astigmatism. Methods: We conducted a prospective study of 19 consecutive eyes of 17 patients (mean age: 78 years with a visually significant cataract and moderate corneal astigmatism [higher than 1 diopter (D] undergoing cataract surgery with implantation of the aspheric Tecnis ZCT toric IOL (Abbott Medical Optics. Visual, refractive and aberrometric changes were evaluated during a 6-month follow-up. Ocular aberrations as well as IOL rotation were evaluated by means of the OPD-Station II (Nidek. Results: The six-month postoperative spherical equivalent and power vector components of the refractive cylinder were within ±0.50 D in all eyes (100%. Postoperative logMAR uncorrected and corrected distance visual acuities (UDVA/CDVA were 0.1 (about 20/25 or better in almost all eyes (94.74%. The mean logMAR CDVA improved significantly from 0.41 ± 0.23 to 0.02 ± 0.05 (p Conclusion: Cataract surgery with implantation of the aspheric Tecnis ZCT IOL is a predictable and effective procedure for visual rehabilitation in eyes with cataract and low to moderate corneal astigmatism, providing an excellent postoperative ocular optical quality.

  1. Entanglement negativity and sudden death in the toric code at finite temperature

    Science.gov (United States)

    Hart, O.; Castelnovo, C.

    2018-04-01

    We study the fate of quantum correlations at finite temperature in the two-dimensional toric code using the logarithmic entanglement negativity. We are able to obtain exact results that give us insight into how thermal excitations affect quantum entanglement. The toric code has two types of elementary excitations (defects) costing different energies. We show that an O (1 ) density of the lower energy defect is required to degrade the zero-temperature entanglement between two subsystems in contact with one another. However, one type of excitation alone is not sufficient to kill all quantum correlations, and an O (1 ) density of the higher energy defect is required to cause the so-called sudden death of the negativity. Interestingly, if the energy cost of one of the excitations is taken to infinity, quantum correlations survive up to arbitrarily high temperatures, a feature that is likely shared with other quantum spin liquids and frustrated systems in general, when projected down to their low-energy states. We demonstrate this behavior both for small subsystems, where we can prove that the negativity is a necessary and sufficient condition for separability, as well as for extended subsystems, where it is only a necessary condition. We further observe that the negativity per boundary degree of freedom at a given temperature increases (parametrically) with the size of the boundary, and that quantum correlations between subsystems with extended boundaries are more robust to thermal fluctuations.

  2. Markov chains and mixing times

    CERN Document Server

    Levin, David A; Wilmer, Elizabeth L

    2009-01-01

    This book is an introduction to the modern approach to the theory of Markov chains. The main goal of this approach is to determine the rate of convergence of a Markov chain to the stationary distribution as a function of the size and geometry of the state space. The authors develop the key tools for estimating convergence times, including coupling, strong stationary times, and spectral methods. Whenever possible, probabilistic methods are emphasized. The book includes many examples and provides brief introductions to some central models of statistical mechanics. Also provided are accounts of r

  3. Markov Models for Handwriting Recognition

    CERN Document Server

    Plotz, Thomas

    2011-01-01

    Since their first inception, automatic reading systems have evolved substantially, yet the recognition of handwriting remains an open research problem due to its substantial variation in appearance. With the introduction of Markovian models to the field, a promising modeling and recognition paradigm was established for automatic handwriting recognition. However, no standard procedures for building Markov model-based recognizers have yet been established. This text provides a comprehensive overview of the application of Markov models in the field of handwriting recognition, covering both hidden

  4. Analysis and design of Markov jump systems with complex transition probabilities

    CERN Document Server

    Zhang, Lixian; Shi, Peng; Zhu, Yanzheng

    2016-01-01

    The book addresses the control issues such as stability analysis, control synthesis and filter design of Markov jump systems with the above three types of TPs, and thus is mainly divided into three parts. Part I studies the Markov jump systems with partially unknown TPs. Different methodologies with different conservatism for the basic stability and stabilization problems are developed and compared. Then the problems of state estimation, the control of systems with time-varying delays, the case involved with both partially unknown TPs and uncertain TPs in a composite way are also tackled. Part II deals with the Markov jump systems with piecewise homogeneous TPs. Methodologies that can effectively handle control problems in the scenario are developed, including the one coping with the asynchronous switching phenomenon between the currently activated system mode and the controller/filter to be designed. Part III focuses on the Markov jump systems with memory TPs. The concept of σ-mean square stability is propo...

  5. Large deviations for Markov chains in the positive quadrant

    Energy Technology Data Exchange (ETDEWEB)

    Borovkov, A A; Mogul' skii, A A [S.L. Sobolev Institute for Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk (Russian Federation)

    2001-10-31

    The paper deals with so-called N-partially space-homogeneous time-homogeneous Markov chains X(y,n), n=0,1,2,..., X(y,0)=y, in the positive quadrant. These Markov chains are characterized by the following property of the transition probabilities P(y,A)=P(X(y,1) element of A): for some N{>=}0 the measure P(y,dx) depends only on x{sub 2}, y{sub 2}, and x{sub 1}-y{sub 1} in the domain x{sub 1}>N, y{sub 1}>N, and only on x{sub 1}, y{sub 1}, and x{sub 2}-y{sub 2} in the domain x{sub 2}>N, y{sub 2}>N. For such chains the asymptotic behaviour is found for a fixed set B as s{yields}{infinity}, |x|{yields}{infinity}, and n{yields}{infinity}. Some other conditions on the growth of parameters are also considered, for example, |x-y|{yields}{infinity}, |y|{yields}{infinity}. A study is made of the structure of the most probable trajectories, which give the main contribution to this asymptotics, and a number of other results pertaining to the topic are established. Similar results are obtained for the narrower class of 0-partially homogeneous ergodic chains under less restrictive moment conditions on the transition probabilities P(y,dx). Moreover, exact asymptotic expressions for the probabilities P(X(0,n) element of x+B) are found for 0-partially homogeneous ergodic chains under some additional conditions. The interest in partially homogeneous Markov chains in positive octants is due to the mathematical aspects (new and interesting problems arise in the framework of general large deviation theory) as well as applied issues, for such chains prove to be quite accurate mathematical models for numerous basic types of queueing and communication networks such as the widely known Jackson networks, polling systems, or communication networks associated with the ALOHA algorithm. There is a vast literature dealing with the analysis of these objects. The present paper is an attempt to find the extent to which an asymptotic analysis is possible for Markov chains of this type in their general

  6. Consistency and refinement for Interval Markov Chains

    DEFF Research Database (Denmark)

    Delahaye, Benoit; Larsen, Kim Guldstrand; Legay, Axel

    2012-01-01

    Interval Markov Chains (IMC), or Markov Chains with probability intervals in the transition matrix, are the base of a classic specification theory for probabilistic systems [18]. The standard semantics of IMCs assigns to a specification the set of all Markov Chains that satisfy its interval...

  7. A Markov reward model checker

    NARCIS (Netherlands)

    Katoen, Joost P.; Maneesh Khattri, M.; Zapreev, I.S.; Zapreev, I.S.

    2005-01-01

    This short tool paper introduces MRMC, a model checker for discrete-time and continuous-time Markov reward models. It supports reward extensions of PCTL and CSL, and allows for the automated verification of properties concerning long-run and instantaneous rewards as well as cumulative rewards. In

  8. Adaptive Partially Hidden Markov Models

    DEFF Research Database (Denmark)

    Forchhammer, Søren Otto; Rasmussen, Tage

    1996-01-01

    Partially Hidden Markov Models (PHMM) have recently been introduced. The transition and emission probabilities are conditioned on the past. In this report, the PHMM is extended with a multiple token version. The different versions of the PHMM are applied to bi-level image coding....

  9. Markov Decision Processes in Practice

    NARCIS (Netherlands)

    Boucherie, Richardus J.; van Dijk, N.M.

    2017-01-01

    It is over 30 years ago since D.J. White started his series of surveys on practical applications of Markov decision processes (MDP), over 20 years after the phenomenal book by Martin Puterman on the theory of MDP, and over 10 years since Eugene A. Feinberg and Adam Shwartz published their Handbook

  10. Comparison of clinical outcomes between limbal relaxing incisions and toric intraocular lenses in eyes with astigmatic corneas

    Directory of Open Access Journals (Sweden)

    Giuliano de Oliveira Freitas

    2014-01-01

    Full Text Available Objective: To compare refractive and vectorial outcomes of limbal relaxing incisions (LRI versus toric intraocular lenses (IOL in the treatment of preexisting corneal astigmatism at the time of phacoemulsification. Methods: This longitudinal observational case series assessed 62 eyes of 31 consecutive cataract patients with preoperative corneal astigmatism between 0.75 and 2.50 diopters in both eyes. Patients were randomly assorted in two groups: one assigned to receive AcrySof Toric™ IOL in both eyes, and another one assigned to have AcrySof Natural™ IOL associated with LRI, also in both eyes. All patients were re-evaluated, postoperatively, at 1, 3 and 6 months, when refractive astigmatism analysis was performed using vectorial methods proposed by Thibos. Variability of outcomes within each group and between groups were assessed and compared. Results: Manifest refractive cylinder, in diopters (D, as means ± standard deviation, in the LRI group for 1-month, 3-month and 6-month re-evalutions were respectively -0.66 ± 0.30; -0.70 ± 0.21 and -0.74 ± 0.26 when compared to -0.58 ± 0.24; -0.63 ± 0.20, and -0.62 ± 0.17 in the toric IOL group. (p value ≥ 0.06. Vectorial analysis evidenced greater astigmatism reduction in the toric IOL group in the 6th postoperative month, when postoperative mean astigmatic power vector was 0.31 D, when compared to 0.37 D in the LRI group (p value = 0.00. Conclusions: A trend of slightly better refractive outcomes favoring toric IOL group was seen, although such a trend was not statistically significant. Vectorial analysis, however, suggests that the use of toric IOL may constitute a more advantageous approach in the treatment of pre-existing corneal astigmatism, simultaneously with phacoemulsification.

  11. Variance reduction techniques in the simulation of Markov processes

    International Nuclear Information System (INIS)

    Lessi, O.

    1987-01-01

    We study a functional r of the stationary distribution of a homogeneous Markov chain. It is often difficult or impossible to perform the analytical calculation of r and so it is reasonable to estimate r by a simulation process. A consistent estimator r(n) of r is obtained with respect to a chain with a countable state space. Suitably modifying the estimator r(n) of r one obtains a new consistent estimator which has a smaller variance than r(n). The same is obtained in the case of finite state space

  12. Self-dual random-plaquette gauge model and the quantum toric code

    Science.gov (United States)

    Takeda, Koujin; Nishimori, Hidetoshi

    2004-05-01

    We study the four-dimensional Z2 random-plaquette lattice gauge theory as a model of topological quantum memory, the toric code in particular. In this model, the procedure of quantum error correction works properly in the ordered (Higgs) phase, and phase boundary between the ordered (Higgs) and disordered (confinement) phases gives the accuracy threshold of error correction. Using self-duality of the model in conjunction with the replica method, we show that this model has exactly the same mathematical structure as that of the two-dimensional random-bond Ising model, which has been studied very extensively. This observation enables us to derive a conjecture on the exact location of the multicritical point (accuracy threshold) of the model, pc=0.889972…, and leads to several nontrivial results including bounds on the accuracy threshold in three dimensions.

  13. Self-dual random-plaquette gauge model and the quantum toric code

    International Nuclear Information System (INIS)

    Takeda, Koujin; Nishimori, Hidetoshi

    2004-01-01

    We study the four-dimensional Z 2 random-plaquette lattice gauge theory as a model of topological quantum memory, the toric code in particular. In this model, the procedure of quantum error correction works properly in the ordered (Higgs) phase, and phase boundary between the ordered (Higgs) and disordered (confinement) phases gives the accuracy threshold of error correction. Using self-duality of the model in conjunction with the replica method, we show that this model has exactly the same mathematical structure as that of the two-dimensional random-bond Ising model, which has been studied very extensively. This observation enables us to derive a conjecture on the exact location of the multicritical point (accuracy threshold) of the model, p c =0.889972..., and leads to several nontrivial results including bounds on the accuracy threshold in three dimensions

  14. Exact results for N=2 supersymmetric gauge theories on compact toric manifolds and equivariant Donaldson invariants

    International Nuclear Information System (INIS)

    Bershtein, Mikhail; Bonelli, Giulio; Ronzani, Massimiliano; Tanzini, Alessandro

    2016-01-01

    We provide a contour integral formula for the exact partition function of N=2 supersymmetric U(N) gauge theories on compact toric four-manifolds by means of supersymmetric localisation. We perform the explicit evaluation of the contour integral for U(2) N=2"∗ theory on ℙ"2 for all instanton numbers. In the zero mass case, corresponding to the N=4 supersymmetric gauge theory, we obtain the generating function of the Euler characteristics of instanton moduli spaces in terms of mock-modular forms. In the decoupling limit of infinite mass we find that the generating function of local and surface observables computes equivariant Donaldson invariants, thus proving in this case a long-standing conjecture by N. Nekrasov. In the case of vanishing first Chern class the resulting equivariant Donaldson polynomials are new.

  15. [Refractive precision and objective quality of vision after toric lens implantation in cataract surgery].

    Science.gov (United States)

    Debois, A; Nochez, Y; Bezo, C; Bellicaud, D; Pisella, P-J

    2012-10-01

    To study efficacy and predictability of toric IOL implantation for correction of preoperative corneal astigmatism by analysing spherocylindrical refractive precision and objective quality of vision. Prospective study of 13 eyes undergoing micro-incisional cataract surgery through a 1.8mm corneal incision with toric IOL implantation (Lentis L313T(®), Oculentis) to treat over one D of preoperative corneal astigmatism. Preoperative evaluation included keratometry, subjective refraction, and total and corneal aberrometry (KR-1(®), Topcon). Six months postoperatively, measurements included slit lamp photography, documenting IOL rotation, tilt or decentration, uncorrected visual acuity, best-corrected visual acuity and objective quality of vision measurement (OQAS(®) Visiometrics, Spain). Postoperatively, mean uncorrected distance visual acuity was 8.33/10 ± 1.91 (0.09 ± 0.11 LogMar). Mean postoperative refractive sphere was 0.13 ± 0.73 diopters. Mean refractive astigmatism was -0.66 ± 0.56 diopters with corneal astigmatism of 2.17 ± 0.68 diopters. Mean IOL rotation was 4.4° ± 3.6° (range 0° to 10°). Mean rotation of this IOL at 6 months was less than 5°, demonstrating stability of the optic within the capsular bag. Objective quality of vision measurements were consistent with subjective uncorrected visual acuity. Implantation of the L313T(®) IOL is safe and effective for correction of corneal astigmatism in 1.8mm micro-incisional cataract surgery. Copyright © 2012 Elsevier Masson SAS. All rights reserved.

  16. Dynamic simulation of the effect of soft toric contact lenses movement on retinal image quality.

    Science.gov (United States)

    Niu, Yafei; Sarver, Edwin J; Stevenson, Scott B; Marsack, Jason D; Parker, Katrina E; Applegate, Raymond A

    2008-04-01

    To report the development of a tool designed to dynamically simulate the effect of soft toric contact lens movement on retinal image quality, initial findings on three eyes, and the next steps to be taken to improve the utility of the tool. Three eyes of two subjects wearing soft toric contact lenses were cyclopleged with 1% cyclopentolate and 2.5% phenylephrine. Four hundred wavefront aberration measurements over a 5-mm pupil were recorded during soft contact lens wear at 30 Hz using a complete ophthalmic analysis system aberrometer. Each wavefront error measurement was input into Visual Optics Laboratory (version 7.15, Sarver and Associates, Inc.) to generate a retinal simulation of a high contrast log MAR visual acuity chart. The individual simulations were combined into a single dynamic movie using a custom MatLab PsychToolbox program. Visual acuity was measured for each eye reading the movie with best cycloplegic spectacle correction through a 3-mm artificial pupil to minimize the influence of the eyes' uncorrected aberrations. Comparison of the simulated acuity was made to values recorded while the subject read unaberrated charts with contact lenses through a 5-mm artificial pupil. For one study eye, average acuity was the same as the natural contact lens viewing condition. For the other two study eyes visual acuity of the best simulation was more than one line worse than natural viewing conditions. Dynamic simulation of retinal image quality, although not yet perfect, is a promising technique for visually illustrating the optical effects on image quality because of the movements of alignment-sensitive corrections.

  17. Markov chains and mixing times

    CERN Document Server

    Levin, David A

    2017-01-01

    Markov Chains and Mixing Times is a magical book, managing to be both friendly and deep. It gently introduces probabilistic techniques so that an outsider can follow. At the same time, it is the first book covering the geometric theory of Markov chains and has much that will be new to experts. It is certainly THE book that I will use to teach from. I recommend it to all comers, an amazing achievement. -Persi Diaconis, Mary V. Sunseri Professor of Statistics and Mathematics, Stanford University Mixing times are an active research topic within many fields from statistical physics to the theory of algorithms, as well as having intrinsic interest within mathematical probability and exploiting discrete analogs of important geometry concepts. The first edition became an instant classic, being accessible to advanced undergraduates and yet bringing readers close to current research frontiers. This second edition adds chapters on monotone chains, the exclusion process and hitting time parameters. Having both exercises...

  18. Markov Chain Ontology Analysis (MCOA).

    Science.gov (United States)

    Frost, H Robert; McCray, Alexa T

    2012-02-03

    Biomedical ontologies have become an increasingly critical lens through which researchers analyze the genomic, clinical and bibliographic data that fuels scientific research. Of particular relevance are methods, such as enrichment analysis, that quantify the importance of ontology classes relative to a collection of domain data. Current analytical techniques, however, remain limited in their ability to handle many important types of structural complexity encountered in real biological systems including class overlaps, continuously valued data, inter-instance relationships, non-hierarchical relationships between classes, semantic distance and sparse data. In this paper, we describe a methodology called Markov Chain Ontology Analysis (MCOA) and illustrate its use through a MCOA-based enrichment analysis application based on a generative model of gene activation. MCOA models the classes in an ontology, the instances from an associated dataset and all directional inter-class, class-to-instance and inter-instance relationships as a single finite ergodic Markov chain. The adjusted transition probability matrix for this Markov chain enables the calculation of eigenvector values that quantify the importance of each ontology class relative to other classes and the associated data set members. On both controlled Gene Ontology (GO) data sets created with Escherichia coli, Drosophila melanogaster and Homo sapiens annotations and real gene expression data extracted from the Gene Expression Omnibus (GEO), the MCOA enrichment analysis approach provides the best performance of comparable state-of-the-art methods. A methodology based on Markov chain models and network analytic metrics can help detect the relevant signal within large, highly interdependent and noisy data sets and, for applications such as enrichment analysis, has been shown to generate superior performance on both real and simulated data relative to existing state-of-the-art approaches.

  19. Markov processes characterization and convergence

    CERN Document Server

    Ethier, Stewart N

    2009-01-01

    The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists."[A]nyone who works with Markov processes whose state space is uncountably infinite will need this most impressive book as a guide and reference."-American Scientist"There is no question but that space should immediately be reserved for [this] book on the library shelf. Those who aspire to mastery of the contents should also reserve a large number of long winter evenings."-Zentralblatt f?r Mathematik und ihre Grenzgebiete/Mathematics Abstracts"Ethier and Kurtz have produced an excellent treatment of the modern theory of Markov processes that [is] useful both as a reference work and as a graduate textbook."-Journal of Statistical PhysicsMarkov Proce...

  20. Inferring animal densities from tracking data using Markov chains.

    Directory of Open Access Journals (Sweden)

    Hal Whitehead

    Full Text Available The distributions and relative densities of species are keys to ecology. Large amounts of tracking data are being collected on a wide variety of animal species using several methods, especially electronic tags that record location. These tracking data are effectively used for many purposes, but generally provide biased measures of distribution, because the starts of the tracks are not randomly distributed among the locations used by the animals. We introduce a simple Markov-chain method that produces unbiased measures of relative density from tracking data. The density estimates can be over a geographical grid, and/or relative to environmental measures. The method assumes that the tracked animals are a random subset of the population in respect to how they move through the habitat cells, and that the movements of the animals among the habitat cells form a time-homogenous Markov chain. We illustrate the method using simulated data as well as real data on the movements of sperm whales. The simulations illustrate the bias introduced when the initial tracking locations are not randomly distributed, as well as the lack of bias when the Markov method is used. We believe that this method will be important in giving unbiased estimates of density from the growing corpus of animal tracking data.

  1. Inferring animal densities from tracking data using Markov chains.

    Science.gov (United States)

    Whitehead, Hal; Jonsen, Ian D

    2013-01-01

    The distributions and relative densities of species are keys to ecology. Large amounts of tracking data are being collected on a wide variety of animal species using several methods, especially electronic tags that record location. These tracking data are effectively used for many purposes, but generally provide biased measures of distribution, because the starts of the tracks are not randomly distributed among the locations used by the animals. We introduce a simple Markov-chain method that produces unbiased measures of relative density from tracking data. The density estimates can be over a geographical grid, and/or relative to environmental measures. The method assumes that the tracked animals are a random subset of the population in respect to how they move through the habitat cells, and that the movements of the animals among the habitat cells form a time-homogenous Markov chain. We illustrate the method using simulated data as well as real data on the movements of sperm whales. The simulations illustrate the bias introduced when the initial tracking locations are not randomly distributed, as well as the lack of bias when the Markov method is used. We believe that this method will be important in giving unbiased estimates of density from the growing corpus of animal tracking data.

  2. Markov Chain Model with Catastrophe to Determine Mean Time to Default of Credit Risky Assets

    Science.gov (United States)

    Dharmaraja, Selvamuthu; Pasricha, Puneet; Tardelli, Paola

    2017-11-01

    This article deals with the problem of probabilistic prediction of the time distance to default for a firm. To model the credit risk, the dynamics of an asset is described as a function of a homogeneous discrete time Markov chain subject to a catastrophe, the default. The behaviour of the Markov chain is investigated and the mean time to the default is expressed in a closed form. The methodology to estimate the parameters is given. Numerical results are provided to illustrate the applicability of the proposed model on real data and their analysis is discussed.

  3. Mechanical Homogenization Increases Bacterial Homogeneity in Sputum

    Science.gov (United States)

    Stokell, Joshua R.; Khan, Ammad

    2014-01-01

    Sputum obtained from patients with cystic fibrosis (CF) is highly viscous and often heterogeneous in bacterial distribution. Adding dithiothreitol (DTT) is the standard method for liquefaction prior to processing sputum for molecular detection assays. To determine if DTT treatment homogenizes the bacterial distribution within sputum, we measured the difference in mean total bacterial abundance and abundance of Burkholderia multivorans between aliquots of DTT-treated sputum samples with and without a mechanical homogenization (MH) step using a high-speed dispersing element. Additionally, we measured the effect of MH on bacterial abundance. We found a significant difference between the mean bacterial abundances in aliquots that were subjected to only DTT treatment and those of the aliquots which included an MH step (all bacteria, P = 0.04; B. multivorans, P = 0.05). There was no significant effect of MH on bacterial abundance in sputum. Although our results are from a single CF patient, they indicate that mechanical homogenization increases the homogeneity of bacteria in sputum. PMID:24759710

  4. Management of moderate and severe corneal astigmatism with AcrySof® toric intraocular lens implantation - Our experience.

    Science.gov (United States)

    Farooqui, Javed Hussain; Koul, Archana; Dutta, Ranjan; Shroff, Noshir Minoo

    2015-01-01

    Visual performance following toric intraocular lens implantation for cataract with moderate and severe astigmatism. Cataract services, Shroff Eye Centre, New Delhi, India. Case series. This prospective study included 64 eyes of 40 patients with more than 1.50 dioptre (D) of pre-existing corneal astigmatism undergoing phacoemulsification with implantation of the AcrySof® toric IntraOcular Lens (IOL). The unaided visual acuity (UCVA), best corrected visual acuity (BCVA), residual refractive sphere and refractive cylinders were evaluated. Toric IOL axis and alignment error was measured by slit lamp method and Adobe Photoshop (version 7) method. Patient satisfaction was evaluated using a satisfaction questionnaire at 3 months. The mean residual refractive astigmatism was 0.57 D at the final follow-up of 3 months. Mean alignment error was 3.44 degrees (SD = 2.60) by slit lamp method and 3.88 degrees (SD = 2.86) by Photoshop method. Forty-six (71.9%) eyes showed misalignment of 5 degrees or less, and 60 (93.8%) eyes showed misalignment of 10 degrees or less. The mean log MAR UCVA at 1st post-op day was 0.172 (SD = 0.02), on 7th post-op day was 0.138 (SD = 0.11), and on 30th post-op day was 0.081 (SD = 0.11). The mean log MAR BCVA at three months was -0.04 (SD = 0.76). We believe that implantation of AcrySof® toric IOL is an effective, safe and predictable method to correct high amounts of corneal astigmatism during cataract surgery.

  5. Management of moderate and severe corneal astigmatism with AcrySof® toric intraocular lens implantation – Our experience

    Science.gov (United States)

    Farooqui, Javed Hussain; Koul, Archana; Dutta, Ranjan; Shroff, Noshir Minoo

    2015-01-01

    Purpose Visual performance following toric intraocular lens implantation for cataract with moderate and severe astigmatism. Setting Cataract services, Shroff Eye Centre, New Delhi, India. Design Case series. Method This prospective study included 64 eyes of 40 patients with more than 1.50 dioptre (D) of pre-existing corneal astigmatism undergoing phacoemulsification with implantation of the AcrySof® toric IntraOcular Lens (IOL). The unaided visual acuity (UCVA), best corrected visual acuity (BCVA), residual refractive sphere and refractive cylinders were evaluated. Toric IOL axis and alignment error was measured by slit lamp method and Adobe Photoshop (version 7) method. Patient satisfaction was evaluated using a satisfaction questionnaire at 3 months. Results The mean residual refractive astigmatism was 0.57 D at the final follow-up of 3 months. Mean alignment error was 3.44 degrees (SD = 2.60) by slit lamp method and 3.88 degrees (SD = 2.86) by Photoshop method. Forty-six (71.9%) eyes showed misalignment of 5 degrees or less, and 60 (93.8%) eyes showed misalignment of 10 degrees or less. The mean log MAR UCVA at 1st post-op day was 0.172 (SD = 0.02), on 7th post-op day was 0.138 (SD = 0.11), and on 30th post-op day was 0.081 (SD = 0.11). The mean log MAR BCVA at three months was −0.04 (SD = 0.76). Conclusion We believe that implantation of AcrySof® toric IOL is an effective, safe and predictable method to correct high amounts of corneal astigmatism during cataract surgery. PMID:26586976

  6. Verification of Open Interactive Markov Chains

    OpenAIRE

    Brazdil, Tomas; Hermanns, Holger; Krcal, Jan; Kretinsky, Jan; Rehak, Vojtech

    2012-01-01

    Interactive Markov chains (IMC) are compositional behavioral models extending both labeled transition systems and continuous-time Markov chains. IMC pair modeling convenience - owed to compositionality properties - with effective verification algorithms and tools - owed to Markov properties. Thus far however, IMC verification did not consider compositionality properties, but considered closed systems. This paper discusses the evaluation of IMC in an open and thus compositional interpretation....

  7. Spectral methods for quantum Markov chains

    Energy Technology Data Exchange (ETDEWEB)

    Szehr, Oleg

    2014-05-08

    The aim of this project is to contribute to our understanding of quantum time evolutions, whereby we focus on quantum Markov chains. The latter constitute a natural generalization of the ubiquitous concept of a classical Markov chain to describe evolutions of quantum mechanical systems. We contribute to the theory of such processes by introducing novel methods that allow us to relate the eigenvalue spectrum of the transition map to convergence as well as stability properties of the Markov chain.

  8. Spectral methods for quantum Markov chains

    International Nuclear Information System (INIS)

    Szehr, Oleg

    2014-01-01

    The aim of this project is to contribute to our understanding of quantum time evolutions, whereby we focus on quantum Markov chains. The latter constitute a natural generalization of the ubiquitous concept of a classical Markov chain to describe evolutions of quantum mechanical systems. We contribute to the theory of such processes by introducing novel methods that allow us to relate the eigenvalue spectrum of the transition map to convergence as well as stability properties of the Markov chain.

  9. A scaling analysis of a cat and mouse Markov chain

    NARCIS (Netherlands)

    Litvak, Nelli; Robert, Philippe

    2012-01-01

    If ($C_n$) a Markov chain on a discrete state space $S$, a Markov chain ($C_n, M_n$) on the product space $S \\times S$, the cat and mouse Markov chain, is constructed. The first coordinate of this Markov chain behaves like the original Markov chain and the second component changes only when both

  10. Criterion of Semi-Markov Dependent Risk Model

    Institute of Scientific and Technical Information of China (English)

    Xiao Yun MO; Xiang Qun YANG

    2014-01-01

    A rigorous definition of semi-Markov dependent risk model is given. This model is a generalization of the Markov dependent risk model. A criterion and necessary conditions of semi-Markov dependent risk model are obtained. The results clarify relations between elements among semi-Markov dependent risk model more clear and are applicable for Markov dependent risk model.

  11. 6D F-theory models and elliptically fibered Calabi-Yau threefolds over semi-toric base surfaces

    Energy Technology Data Exchange (ETDEWEB)

    Martini, Gabriella; Taylor, Washington [Center for Theoretical Physics, Department of Physics, Massachusetts Institute of Technology,77 Massachusetts Avenue, Cambridge, MA 02139 (United States)

    2015-06-10

    We carry out a systematic study of a class of 6D F-theory models and associated Calabi-Yau threefolds that are constructed using base surfaces with a generalization of toric structure. In particular, we determine all smooth surfaces with a structure invariant under a single ℂ{sup ∗} action (sometimes called “T-varieties” in the mathematical literature) that can act as bases for an elliptic fibration with section of a Calabi-Yau threefold. We identify 162,404 distinct bases, which include as a subset the previously studied set of strictly toric bases. Calabi-Yau threefolds constructed in this fashion include examples with previously unknown Hodge numbers. There are also bases over which the generic elliptic fibration has a Mordell-Weil group of sections with nonzero rank, corresponding to non-Higgsable U(1) factors in the 6D supergravity model; this type of structure does not arise for generic elliptic fibrations in the purely toric context.

  12. 6D F-theory models and elliptically fibered Calabi-Yau threefolds over semi-toric base surfaces

    International Nuclear Information System (INIS)

    Martini, Gabriella; Taylor, Washington

    2015-01-01

    We carry out a systematic study of a class of 6D F-theory models and associated Calabi-Yau threefolds that are constructed using base surfaces with a generalization of toric structure. In particular, we determine all smooth surfaces with a structure invariant under a single ℂ ∗ action (sometimes called “T-varieties” in the mathematical literature) that can act as bases for an elliptic fibration with section of a Calabi-Yau threefold. We identify 162,404 distinct bases, which include as a subset the previously studied set of strictly toric bases. Calabi-Yau threefolds constructed in this fashion include examples with previously unknown Hodge numbers. There are also bases over which the generic elliptic fibration has a Mordell-Weil group of sections with nonzero rank, corresponding to non-Higgsable U(1) factors in the 6D supergravity model; this type of structure does not arise for generic elliptic fibrations in the purely toric context.

  13. Markov Decision Process Measurement Model.

    Science.gov (United States)

    LaMar, Michelle M

    2018-03-01

    Within-task actions can provide additional information on student competencies but are challenging to model. This paper explores the potential of using a cognitive model for decision making, the Markov decision process, to provide a mapping between within-task actions and latent traits of interest. Psychometric properties of the model are explored, and simulation studies report on parameter recovery within the context of a simple strategy game. The model is then applied to empirical data from an educational game. Estimates from the model are found to correlate more strongly with posttest results than a partial-credit IRT model based on outcome data alone.

  14. Quasi-Feller Markov chains

    Directory of Open Access Journals (Sweden)

    Jean B. Lasserre

    2000-01-01

    Full Text Available We consider the class of Markov kernels for which the weak or strong Feller property fails to hold at some discontinuity set. We provide a simple necessary and sufficient condition for existence of an invariant probability measure as well as a Foster-Lyapunov sufficient condition. We also characterize a subclass, the quasi (weak or strong Feller kernels, for which the sequences of expected occupation measures share the same asymptotic properties as for (weak or strong Feller kernels. In particular, it is shown that the sequences of expected occupation measures of strong and quasi strong-Feller kernels with an invariant probability measure converge setwise to an invariant measure.

  15. Markov process of muscle motors

    International Nuclear Information System (INIS)

    Kondratiev, Yu; Pechersky, E; Pirogov, S

    2008-01-01

    We study a Markov random process describing muscle molecular motor behaviour. Every motor is either bound up with a thin filament or unbound. In the bound state the motor creates a force proportional to its displacement from the neutral position. In both states the motor spends an exponential time depending on the state. The thin filament moves at a velocity proportional to the average of all displacements of all motors. We assume that the time which a motor stays in the bound state does not depend on its displacement. Then one can find an exact solution of a nonlinear equation appearing in the limit of an infinite number of motors

  16. Semi-Markov Chains and Hidden Semi-Markov Models toward Applications Their Use in Reliability and DNA Analysis

    CERN Document Server

    Barbu, Vlad

    2008-01-01

    Semi-Markov processes are much more general and better adapted to applications than the Markov ones because sojourn times in any state can be arbitrarily distributed, as opposed to the geometrically distributed sojourn time in the Markov case. This book concerns with the estimation of discrete-time semi-Markov and hidden semi-Markov processes

  17. Functionality and homogeneity.

    NARCIS (Netherlands)

    2011-01-01

    Functionality and homogeneity are two of the five Sustainable Safety principles. The functionality principle aims for roads to have but one exclusive function and distinguishes between traffic function (flow) and access function (residence). The homogeneity principle aims at differences in mass,

  18. Bilateral implantation of +3.0 D multifocal toric intraocular lenses: results of a US Food and Drug Administration clinical trial.

    Science.gov (United States)

    Lehmann, Robert; Modi, Satish; Fisher, Bret; Michna, Magda; Snyder, Michael

    2017-01-01

    The purpose of this study was to evaluate the clinical outcomes of apodized diffractive +3.0 D multifocal toric intraocular lens (IOL) implantations in subjects with preoperative corneal astigmatism. This was a prospective cohort study conducted at 21 US sites. The study population consisted of 574 subjects, aged ≥21 years, with preoperative astigmatism 0.75-2.82 D, and potential postoperative visual acuity (VA) ≥0.2 logMAR, undergoing bilateral cataract removal by phacoemulsification. The intervention was bilateral implantation of aspheric apodized diffractive +3.0 D multifocal toric or spherical multifocal nontoric IOLs. The main outcome measures were monocular uncorrected near and distance VA and safety at 12 months. A total of 373/386 and 182/188 subjects implanted with multifocal toric and nontoric IOLs, respectively, completed 12-month follow-up after the second implantation. Toric IOLs were nonin-ferior in monocular uncorrected distance (4 m) and near (40 cm) VA but had >1 line better binocular uncorrected intermediate VA (50, 60, and 70 cm) than nontoric IOLs. Toric IOLs reduced cylinder to within 0.50 D and 1.0 D of target in 278 (74.5%) and 351 (94.1%) subjects, respectively. Mean ± standard deviation (SD) differences between intended and achieved axis orientation in the first and second implanted eyes were 5.0°±6.1° and 4.7°±4.0°, respectively. Mean ± SD 12-month IOL rotations in the first and second implanted eyes were 2.7°±5.8° and 2.2°±2.7°, respectively. No subject receiving toric IOLs required secondary surgical intervention due to optical lens properties. Multifocal toric IOLs were noninferior to multifocal nontoric IOLs in uncorrected distance and near VAs in subjects with preexisting corneal astigmatism and effectively corrected astigmatism of 0.75-2.82 D.

  19. Homogenization of Mammalian Cells.

    Science.gov (United States)

    de Araújo, Mariana E G; Lamberti, Giorgia; Huber, Lukas A

    2015-11-02

    Homogenization is the name given to the methodological steps necessary for releasing organelles and other cellular constituents as a free suspension of intact individual components. Most homogenization procedures used for mammalian cells (e.g., cavitation pump and Dounce homogenizer) rely on mechanical force to break the plasma membrane and may be supplemented with osmotic or temperature alterations to facilitate membrane disruption. In this protocol, we describe a syringe-based homogenization method that does not require specialized equipment, is easy to handle, and gives reproducible results. The method may be adapted for cells that require hypotonic shock before homogenization. We routinely use it as part of our workflow to isolate endocytic organelles from mammalian cells. © 2015 Cold Spring Harbor Laboratory Press.

  20. Modeling of EAST ICRF antenna performance using the full-wave code TORIC

    Energy Technology Data Exchange (ETDEWEB)

    Edlund, E. M., E-mail: eedlund@pppl.gov [Princeton Plasma Physics Laboratory, Princeton, NJ (United States); Bonoli, P. T.; Porkolab, M.; Wukitch, S. J. [MIT Plasma Science and Fusion Center, Cambridge, MA (United States)

    2015-12-10

    Access to advanced operating regimes in the EAST tokamak will require a combination of electron-cyclotron resonance heating (ECRH), neutral beam injection (NBI) and ion cyclotron range frequency heating (ICRF), with the addition of lower-hybrid current drive (LHCD) for current profile control. Prior experiments at the EAST tokamak facility have shown relatively weak response of the plasma temperature to application of ICRF heating, with typical coupled power about 2 MW out of 12 MW source. The launched spectrum, at n{sub φ} = 34 for 0-π -0-π phasing and 27 MHz, is largely inaccessible at line-averaged densities of approximately 2 × 10{sup 19} m{sup −3}. However, with variable antenna phasing and frequency, this system has considerable latitude to explore different heating schemes. To develop an ICRF actuator control model, we have used the full-wave code TORIC to explore the physics of ICRF wave propagation in EAST. The results presented from this study use a spectrum analysis using a superposition of n{sub φ} spanning −50 to +50. The low density regime typical of EAST plasmas results in a perpendicular wavelength comparable to the minor radius which results in global cavity resonance effects and eigenmode formation when the single-pass absorption is low. This behavior indicates that improved performance can be attained by lowering the peak of the k{sub ||} spectrum by using π/3 phasing of the 4-strap antenna. Based on prior studies conducted at Alcator C-Mod, this phasing is also expected to have the advantage of nearly divergence-free box currents, which should result in reduced levels of impurity production. Significant enhancements of the loading resistance may be achieved by using low k{sub ||} phasing and a combination of magnetic field and frequency to vary the location of the resonance and mode conversion regions. TORIC calculations indicate that the significant power may be channeled to the electrons and deuterium majority. We expect that

  1. Use of Markov chains for forecasting labor requirements in black coal mines

    Energy Technology Data Exchange (ETDEWEB)

    Penar, L.; Przybyla, H.

    1987-01-01

    Increasing mining depth, deterioration of mining conditions and technology development are causes of changes in labor requirements. In mines with stable coal output these changes in most cases are of a qualitative character, in mines with an increasing or decreasing coal output they are of a quantitative character. Methods for forecasting personnel needs, in particular professional requirements, are discussed. Quantitative and qualitative changes are accurately described by heterogenous Markov chains. A structure consisting of interdependent variables is the subject of a forecast. Changes that occur within the structure of time units is the subject of investigations. For a homogenous Markov chain probabilities of a transition from the i-state to the j-state are determined (the probabilities being time independent). For a heterogenous Markov chain probabilities of a transition from the i-state to the j-state are non-conditioned. The method was developed for the ODRA 1325 computers. 8 refs.

  2. Stochastic modeling of pitting corrosion in underground pipelines using Markov chains

    Energy Technology Data Exchange (ETDEWEB)

    Velazquez, J.C.; Caleyo, F.; Hallen, J.M.; Araujo, J.E. [Instituto Politecnico Nacional (IPN), Mexico D.F. (Mexico). Escuela Superior de Ingenieria Quimica e Industrias Extractivas (ESIQIE); Valor, A. [Universidad de La Habana, La Habana (Cuba)

    2009-07-01

    A non-homogenous, linear growth (pure birth) Markov process, with discrete states in continuous time, has been used to model external pitting corrosion in underground pipelines. The transition probability function for the pit depth is obtained from the analytical solution of the forward Kolmogorov equations for this process. The parameters of the transition probability function between depth states can be identified from the observed time evolution of the mean of the pit depth distribution. Monte Carlo simulations were used to predict the time evolution of the mean value of the pit depth distribution in soils with different physicochemical characteristics. The simulated distributions have been used to create an empirical Markov-chain-based stochastic model for predicting the evolution of pitting corrosion from the observed properties of the soil in contact with the pipeline. Real- life case studies, involving simulated and measured pit depth distributions are presented to illustrate the application of the proposed Markov chains model. (author)

  3. Timed Comparisons of Semi-Markov Processes

    DEFF Research Database (Denmark)

    Pedersen, Mathias Ruggaard; Larsen, Kim Guldstrand; Bacci, Giorgio

    2018-01-01

    -Markov processes, and investigate the question of how to compare two semi-Markov processes with respect to their time-dependent behaviour. To this end, we introduce the relation of being “faster than” between processes and study its algorithmic complexity. Through a connection to probabilistic automata we obtain...

  4. Probabilistic Reachability for Parametric Markov Models

    DEFF Research Database (Denmark)

    Hahn, Ernst Moritz; Hermanns, Holger; Zhang, Lijun

    2011-01-01

    Given a parametric Markov model, we consider the problem of computing the rational function expressing the probability of reaching a given set of states. To attack this principal problem, Daws has suggested to first convert the Markov chain into a finite automaton, from which a regular expression...

  5. Markov-modulated and feedback fluid queues

    NARCIS (Netherlands)

    Scheinhardt, Willem R.W.

    1998-01-01

    In the last twenty years the field of Markov-modulated fluid queues has received considerable attention. In these models a fluid reservoir receives and/or releases fluid at rates which depend on the actual state of a background Markov chain. In the first chapter of this thesis we give a short

  6. The SPH homogeneization method

    International Nuclear Information System (INIS)

    Kavenoky, Alain

    1978-01-01

    The homogeneization of a uniform lattice is a rather well understood topic while difficult problems arise if the lattice becomes irregular. The SPH homogeneization method is an attempt to generate homogeneized cross sections for an irregular lattice. Section 1 summarizes the treatment of an isolated cylindrical cell with an entering surface current (in one velocity theory); Section 2 is devoted to the extension of the SPH method to assembly problems. Finally Section 3 presents the generalisation to general multigroup problems. Numerical results are obtained for a PXR rod bundle assembly in Section 4

  7. Homogeneity of Inorganic Glasses

    DEFF Research Database (Denmark)

    Jensen, Martin; Zhang, L.; Keding, Ralf

    2011-01-01

    Homogeneity of glasses is a key factor determining their physical and chemical properties and overall quality. However, quantification of the homogeneity of a variety of glasses is still a challenge for glass scientists and technologists. Here, we show a simple approach by which the homogeneity...... of different glass products can be quantified and ranked. This approach is based on determination of both the optical intensity and dimension of the striations in glasses. These two characteristic values areobtained using the image processing method established recently. The logarithmic ratio between...

  8. Classification Using Markov Blanket for Feature Selection

    DEFF Research Database (Denmark)

    Zeng, Yifeng; Luo, Jian

    2009-01-01

    Selecting relevant features is in demand when a large data set is of interest in a classification task. It produces a tractable number of features that are sufficient and possibly improve the classification performance. This paper studies a statistical method of Markov blanket induction algorithm...... for filtering features and then applies a classifier using the Markov blanket predictors. The Markov blanket contains a minimal subset of relevant features that yields optimal classification performance. We experimentally demonstrate the improved performance of several classifiers using a Markov blanket...... induction as a feature selection method. In addition, we point out an important assumption behind the Markov blanket induction algorithm and show its effect on the classification performance....

  9. Quantum Markov Chain Mixing and Dissipative Engineering

    DEFF Research Database (Denmark)

    Kastoryano, Michael James

    2012-01-01

    This thesis is the fruit of investigations on the extension of ideas of Markov chain mixing to the quantum setting, and its application to problems of dissipative engineering. A Markov chain describes a statistical process where the probability of future events depends only on the state...... of the system at the present point in time, but not on the history of events. Very many important processes in nature are of this type, therefore a good understanding of their behaviour has turned out to be very fruitful for science. Markov chains always have a non-empty set of limiting distributions...... (stationary states). The aim of Markov chain mixing is to obtain (upper and/or lower) bounds on the number of steps it takes for the Markov chain to reach a stationary state. The natural quantum extensions of these notions are density matrices and quantum channels. We set out to develop a general mathematical...

  10. Pupil Influence on the Visual Outcomes of a New-Generation Multifocal Toric Intraocular Lens With a Surface-Embedded Near Segment.

    Science.gov (United States)

    Wang, Mengmeng; Corpuz, Christine Carole C; Huseynova, Tukezban; Tomita, Minoru

    2016-02-01

    To evaluate the influences of preoperative pupil parameters on the visual outcomes of a new-generation multifocal toric intraocular lens (IOL) model with a surface-embedded near segment. In this prospective study, patients with cataract had phacoemulsification and implantation of Lentis Mplus toric LU-313 30TY IOLs (Oculentis GmbH, Berlin, Germany). The visual and optical outcomes were measured and compared preoperatively and postoperatively. The correlations between preoperative pupil parameters (diameter and decentration) and 3-month postoperative visual outcomes were evaluated using the Spearman's rank-order correlation coefficient (Rs) for the nonparametric data. A total of 27 eyes (16 patients) were enrolled into the current study. Statistically significant improvements in visual and refractive performances were found after the implantation of Lentis Mplus toric LU-313 30TY IOLs (P 0; P .05). Lentis Mplus toric LU-313 30TY IOLs provided excellent visual and optical performances during the 3-month follow-up. The preoperative pupil size is an important parameter when this toric multifocal IOL model is contemplated for surgery. Copyright 2016, SLACK Incorporated.

  11. Exact quantization conditions, toric Calabi-Yau and non-perturbative topological string

    Energy Technology Data Exchange (ETDEWEB)

    Sun, Kaiwen [Department of Mathematics, University of Science and Technology of China,96 Jinzhai Road, Hefei, Anhui 230026 (China); Wang, Xin; Huang, Min-xin [Interdisciplinary Center for Theoretical Study,Department of Modern Physics, University of Science and Technology of China,96 Jinzhai Road, Hefei, Anhui 230026 (China)

    2017-01-16

    We establish the precise relation between the Nekrasov-Shatashvili (NS) quantization scheme and Grassi-Hatsuda-Mariño conjecture for the mirror curve of arbitrary toric Calabi-Yau threefold. For a mirror curve of genus g, the NS quantization scheme leads to g quantization conditions for the corresponding integrable system. The exact NS quantization conditions enjoy a self S-duality with respect to Planck constant ℏ and can be derived from the Lockhart-Vafa partition function of non-perturbative topological string. Based on a recent observation on the correspondence between spectral theory and topological string, another quantization scheme was proposed by Grassi-Hatsuda-Mariño, in which there is a single quantization condition and the spectra are encoded in the vanishing of a quantum Riemann theta function. We demonstrate that there actually exist at least g nonequivalent quantum Riemann theta functions and the intersections of their theta divisors coincide with the spectra determined by the exact NS quantization conditions. This highly nontrivial coincidence between the two quantization schemes requires infinite constraints among the refined Gopakumar-Vafa invariants. The equivalence for mirror curves of genus one has been verified for some local del Pezzo surfaces. In this paper, we generalize the correspondence to higher genus, and analyze in detail the resolved ℂ{sup 3}/ℤ{sub 5} orbifold and several SU(N) geometries. We also give a proof for some models at ℏ=2π/k.

  12. The Bacterial Sequential Markov Coalescent.

    Science.gov (United States)

    De Maio, Nicola; Wilson, Daniel J

    2017-05-01

    Bacteria can exchange and acquire new genetic material from other organisms directly and via the environment. This process, known as bacterial recombination, has a strong impact on the evolution of bacteria, for example, leading to the spread of antibiotic resistance across clades and species, and to the avoidance of clonal interference. Recombination hinders phylogenetic and transmission inference because it creates patterns of substitutions (homoplasies) inconsistent with the hypothesis of a single evolutionary tree. Bacterial recombination is typically modeled as statistically akin to gene conversion in eukaryotes, i.e. , using the coalescent with gene conversion (CGC). However, this model can be very computationally demanding as it needs to account for the correlations of evolutionary histories of even distant loci. So, with the increasing popularity of whole genome sequencing, the need has emerged for a faster approach to model and simulate bacterial genome evolution. We present a new model that approximates the coalescent with gene conversion: the bacterial sequential Markov coalescent (BSMC). Our approach is based on a similar idea to the sequential Markov coalescent (SMC)-an approximation of the coalescent with crossover recombination. However, bacterial recombination poses hurdles to a sequential Markov approximation, as it leads to strong correlations and linkage disequilibrium across very distant sites in the genome. Our BSMC overcomes these difficulties, and shows a considerable reduction in computational demand compared to the exact CGC, and very similar patterns in simulated data. We implemented our BSMC model within new simulation software FastSimBac. In addition to the decreased computational demand compared to previous bacterial genome evolution simulators, FastSimBac provides more general options for evolutionary scenarios, allowing population structure with migration, speciation, population size changes, and recombination hotspots. FastSimBac is

  13. Benchmarking monthly homogenization algorithms

    Science.gov (United States)

    Venema, V. K. C.; Mestre, O.; Aguilar, E.; Auer, I.; Guijarro, J. A.; Domonkos, P.; Vertacnik, G.; Szentimrey, T.; Stepanek, P.; Zahradnicek, P.; Viarre, J.; Müller-Westermeier, G.; Lakatos, M.; Williams, C. N.; Menne, M.; Lindau, R.; Rasol, D.; Rustemeier, E.; Kolokythas, K.; Marinova, T.; Andresen, L.; Acquaotta, F.; Fratianni, S.; Cheval, S.; Klancar, M.; Brunetti, M.; Gruber, C.; Prohom Duran, M.; Likso, T.; Esteban, P.; Brandsma, T.

    2011-08-01

    The COST (European Cooperation in Science and Technology) Action ES0601: Advances in homogenization methods of climate series: an integrated approach (HOME) has executed a blind intercomparison and validation study for monthly homogenization algorithms. Time series of monthly temperature and precipitation were evaluated because of their importance for climate studies and because they represent two important types of statistics (additive and multiplicative). The algorithms were validated against a realistic benchmark dataset. The benchmark contains real inhomogeneous data as well as simulated data with inserted inhomogeneities. Random break-type inhomogeneities were added to the simulated datasets modeled as a Poisson process with normally distributed breakpoint sizes. To approximate real world conditions, breaks were introduced that occur simultaneously in multiple station series within a simulated network of station data. The simulated time series also contained outliers, missing data periods and local station trends. Further, a stochastic nonlinear global (network-wide) trend was added. Participants provided 25 separate homogenized contributions as part of the blind study as well as 22 additional solutions submitted after the details of the imposed inhomogeneities were revealed. These homogenized datasets were assessed by a number of performance metrics including (i) the centered root mean square error relative to the true homogeneous value at various averaging scales, (ii) the error in linear trend estimates and (iii) traditional contingency skill scores. The metrics were computed both using the individual station series as well as the network average regional series. The performance of the contributions depends significantly on the error metric considered. Contingency scores by themselves are not very informative. Although relative homogenization algorithms typically improve the homogeneity of temperature data, only the best ones improve precipitation data

  14. Schmidt games and Markov partitions

    International Nuclear Information System (INIS)

    Tseng, Jimmy

    2009-01-01

    Let T be a C 2 -expanding self-map of a compact, connected, C ∞ , Riemannian manifold M. We correct a minor gap in the proof of a theorem from the literature: the set of points whose forward orbits are nondense has full Hausdorff dimension. Our correction allows us to strengthen the theorem. Combining the correction with Schmidt games, we generalize the theorem in dimension one: given a point x 0 in M, the set of points whose forward orbit closures miss x 0 is a winning set. Finally, our key lemma, the no matching lemma, may be of independent interest in the theory of symbolic dynamics or the theory of Markov partitions

  15. Markov chains models, algorithms and applications

    CERN Document Server

    Ching, Wai-Ki; Ng, Michael K; Siu, Tak-Kuen

    2013-01-01

    This new edition of Markov Chains: Models, Algorithms and Applications has been completely reformatted as a text, complete with end-of-chapter exercises, a new focus on management science, new applications of the models, and new examples with applications in financial risk management and modeling of financial data.This book consists of eight chapters.  Chapter 1 gives a brief introduction to the classical theory on both discrete and continuous time Markov chains. The relationship between Markov chains of finite states and matrix theory will also be highlighted. Some classical iterative methods

  16. Markov chains analytic and Monte Carlo computations

    CERN Document Server

    Graham, Carl

    2014-01-01

    Markov Chains: Analytic and Monte Carlo Computations introduces the main notions related to Markov chains and provides explanations on how to characterize, simulate, and recognize them. Starting with basic notions, this book leads progressively to advanced and recent topics in the field, allowing the reader to master the main aspects of the classical theory. This book also features: Numerous exercises with solutions as well as extended case studies.A detailed and rigorous presentation of Markov chains with discrete time and state space.An appendix presenting probabilistic notions that are nec

  17. A scaling analysis of a cat and mouse Markov chain

    NARCIS (Netherlands)

    Litvak, Nelli; Robert, Philippe

    Motivated by an original on-line page-ranking algorithm, starting from an arbitrary Markov chain $(C_n)$ on a discrete state space ${\\cal S}$, a Markov chain $(C_n,M_n)$ on the product space ${\\cal S}^2$, the cat and mouse Markov chain, is constructed. The first coordinate of this Markov chain

  18. Homogenization approach in engineering

    International Nuclear Information System (INIS)

    Babuska, I.

    1975-10-01

    Homogenization is an approach which studies the macrobehavior of a medium by its microproperties. Problems with a microstructure play an essential role in such fields as mechanics, chemistry, physics, and reactor engineering. Attention is concentrated on a simple specific model problem to illustrate results and problems typical of the homogenization approach. Only the diffusion problem is treated here, but some statements are made about the elasticity of composite materials. The differential equation is solved for linear cases with and without boundaries and for the nonlinear case. 3 figures, 1 table

  19. Toric K3-fibred Calabi-Yau manifolds with del Pezzo divisors for string compactifications

    Energy Technology Data Exchange (ETDEWEB)

    Cicoli, Michele [Deutsches Elektronen-Synchrotron (DESY), Hamburg (Germany); Mayrhofer, Christoph [Heidelberg Univ. (Germany). Inst. fuer Theoretische Physik; Kreuzer, Maximilian

    2011-06-15

    We analyse several explicit toric examples of compact K3-fibred Calabi-Yau three-folds which can be used for the study of string dualities and are crucial ingredients for the construction of LARGE Volume type IIB vacua with promising applications to cosmology and particle phenomenology. In order to build a phenomenologically viable model, on top of the two moduli corresponding to the base and the K3 fibre, we demand also the existence of two additional rigid divisors: the first supporting the non-perturbative effects needed to achieve moduli stabilisation, and the second allowing the presence of chiral matter on wrapped D-branes. We clarify the topology of these rigid divisors by discussing the interplay between a diagonal structure of the Calabi-Yau volume and D-terms. Del Pezzo divisors appearing in the volume form in a completely diagonal way are natural candidates for supporting non-perturbative effects and for quiver constructions, while 'non-diagonal' del Pezzo and rigid but not del Pezzo divisors are particularly interesting for model building in the geometric regime. Searching through the existing list of four dimensional reflexive lattice polytopes, we find 158 examples admitting a Calabi-Yau hypersurface which is a K3 fibration with four Kaehler moduli where at least one of them is a 'diagonal' del Pezzo. We work out explicitly the topological details of a few examples showing how, in the case of simplicial polytopes, all the del Pezzo divisors are 'diagonal', while 'non-diagonal' ones appear only in the case of non-simplicial polytopes. A companion paper will use these results in the study of moduli stabilisation for globally consistent explicit Calabi-Yau compactifications with the local presence of chirality. (orig.)

  20. Toric K3-fibred Calabi-Yau manifolds with del Pezzo divisors for string compactifications

    International Nuclear Information System (INIS)

    Cicoli, Michele; Mayrhofer, Christoph; Kreuzer, Maximilian

    2011-06-01

    We analyse several explicit toric examples of compact K3-fibred Calabi-Yau three-folds which can be used for the study of string dualities and are crucial ingredients for the construction of LARGE Volume type IIB vacua with promising applications to cosmology and particle phenomenology. In order to build a phenomenologically viable model, on top of the two moduli corresponding to the base and the K3 fibre, we demand also the existence of two additional rigid divisors: the first supporting the non-perturbative effects needed to achieve moduli stabilisation, and the second allowing the presence of chiral matter on wrapped D-branes. We clarify the topology of these rigid divisors by discussing the interplay between a diagonal structure of the Calabi-Yau volume and D-terms. Del Pezzo divisors appearing in the volume form in a completely diagonal way are natural candidates for supporting non-perturbative effects and for quiver constructions, while 'non-diagonal' del Pezzo and rigid but not del Pezzo divisors are particularly interesting for model building in the geometric regime. Searching through the existing list of four dimensional reflexive lattice polytopes, we find 158 examples admitting a Calabi-Yau hypersurface which is a K3 fibration with four Kaehler moduli where at least one of them is a 'diagonal' del Pezzo. We work out explicitly the topological details of a few examples showing how, in the case of simplicial polytopes, all the del Pezzo divisors are 'diagonal', while 'non-diagonal' ones appear only in the case of non-simplicial polytopes. A companion paper will use these results in the study of moduli stabilisation for globally consistent explicit Calabi-Yau compactifications with the local presence of chirality. (orig.)

  1. Observation uncertainty in reversible Markov chains.

    Science.gov (United States)

    Metzner, Philipp; Weber, Marcus; Schütte, Christof

    2010-09-01

    In many applications one is interested in finding a simplified model which captures the essential dynamical behavior of a real life process. If the essential dynamics can be assumed to be (approximately) memoryless then a reasonable choice for a model is a Markov model whose parameters are estimated by means of Bayesian inference from an observed time series. We propose an efficient Monte Carlo Markov chain framework to assess the uncertainty of the Markov model and related observables. The derived Gibbs sampler allows for sampling distributions of transition matrices subject to reversibility and/or sparsity constraints. The performance of the suggested sampling scheme is demonstrated and discussed for a variety of model examples. The uncertainty analysis of functions of the Markov model under investigation is discussed in application to the identification of conformations of the trialanine molecule via Robust Perron Cluster Analysis (PCCA+) .

  2. Generated dynamics of Markov and quantum processes

    CERN Document Server

    Janßen, Martin

    2016-01-01

    This book presents Markov and quantum processes as two sides of a coin called generated stochastic processes. It deals with quantum processes as reversible stochastic processes generated by one-step unitary operators, while Markov processes are irreversible stochastic processes generated by one-step stochastic operators. The characteristic feature of quantum processes are oscillations, interference, lots of stationary states in bounded systems and possible asymptotic stationary scattering states in open systems, while the characteristic feature of Markov processes are relaxations to a single stationary state. Quantum processes apply to systems where all variables, that control reversibility, are taken as relevant variables, while Markov processes emerge when some of those variables cannot be followed and are thus irrelevant for the dynamic description. Their absence renders the dynamic irreversible. A further aim is to demonstrate that almost any subdiscipline of theoretical physics can conceptually be put in...

  3. Confluence reduction for Markov automata (extended version)

    NARCIS (Netherlands)

    Timmer, Mark; van de Pol, Jan Cornelis; Stoelinga, Mariëlle Ida Antoinette

    Markov automata are a novel formalism for specifying systems exhibiting nondeterminism, probabilistic choices and Markovian rates. Recently, the process algebra MAPA was introduced to efficiently model such systems. As always, the state space explosion threatens the analysability of the models

  4. Semi-Markov Arnason-Schwarz models.

    Science.gov (United States)

    King, Ruth; Langrock, Roland

    2016-06-01

    We consider multi-state capture-recapture-recovery data where observed individuals are recorded in a set of possible discrete states. Traditionally, the Arnason-Schwarz model has been fitted to such data where the state process is modeled as a first-order Markov chain, though second-order models have also been proposed and fitted to data. However, low-order Markov models may not accurately represent the underlying biology. For example, specifying a (time-independent) first-order Markov process involves the assumption that the dwell time in each state (i.e., the duration of a stay in a given state) has a geometric distribution, and hence that the modal dwell time is one. Specifying time-dependent or higher-order processes provides additional flexibility, but at the expense of a potentially significant number of additional model parameters. We extend the Arnason-Schwarz model by specifying a semi-Markov model for the state process, where the dwell-time distribution is specified more generally, using, for example, a shifted Poisson or negative binomial distribution. A state expansion technique is applied in order to represent the resulting semi-Markov Arnason-Schwarz model in terms of a simpler and computationally tractable hidden Markov model. Semi-Markov Arnason-Schwarz models come with only a very modest increase in the number of parameters, yet permit a significantly more flexible state process. Model selection can be performed using standard procedures, and in particular via the use of information criteria. The semi-Markov approach allows for important biological inference to be drawn on the underlying state process, for example, on the times spent in the different states. The feasibility of the approach is demonstrated in a simulation study, before being applied to real data corresponding to house finches where the states correspond to the presence or absence of conjunctivitis. © 2015, The International Biometric Society.

  5. A Bayesian model for binary Markov chains

    Directory of Open Access Journals (Sweden)

    Belkheir Essebbar

    2004-02-01

    Full Text Available This note is concerned with Bayesian estimation of the transition probabilities of a binary Markov chain observed from heterogeneous individuals. The model is founded on the Jeffreys' prior which allows for transition probabilities to be correlated. The Bayesian estimator is approximated by means of Monte Carlo Markov chain (MCMC techniques. The performance of the Bayesian estimates is illustrated by analyzing a small simulated data set.

  6. Bayesian analysis of Markov point processes

    DEFF Research Database (Denmark)

    Berthelsen, Kasper Klitgaard; Møller, Jesper

    2006-01-01

    Recently Møller, Pettitt, Berthelsen and Reeves introduced a new MCMC methodology for drawing samples from a posterior distribution when the likelihood function is only specified up to a normalising constant. We illustrate the method in the setting of Bayesian inference for Markov point processes...... a partially ordered Markov point process as the auxiliary variable. As the method requires simulation from the "unknown" likelihood, perfect simulation algorithms for spatial point processes become useful....

  7. Subharmonic projections for a quantum Markov semigroup

    International Nuclear Information System (INIS)

    Fagnola, Franco; Rebolledo, Rolando

    2002-01-01

    This article introduces a concept of subharmonic projections for a quantum Markov semigroup, in view of characterizing the support projection of a stationary state in terms of the semigroup generator. These results, together with those of our previous article [J. Math. Phys. 42, 1296 (2001)], lead to a method for proving the existence of faithful stationary states. This is often crucial in the analysis of ergodic properties of quantum Markov semigroups. The method is illustrated by applications to physical models

  8. Transition Effect Matrices and Quantum Markov Chains

    Science.gov (United States)

    Gudder, Stan

    2009-06-01

    A transition effect matrix (TEM) is a quantum generalization of a classical stochastic matrix. By employing a TEM we obtain a quantum generalization of a classical Markov chain. We first discuss state and operator dynamics for a quantum Markov chain. We then consider various types of TEMs and vector states. In particular, we study invariant, equilibrium and singular vector states and investigate projective, bistochastic, invertible and unitary TEMs.

  9. Markov chains of nonlinear Markov processes and an application to a winner-takes-all model for social conformity

    Energy Technology Data Exchange (ETDEWEB)

    Frank, T D [Center for the Ecological Study of Perception and Action, Department of Psychology, University of Connecticut, 406 Babbidge Road, Storrs, CT 06269 (United States)

    2008-07-18

    We discuss nonlinear Markov processes defined on discrete time points and discrete state spaces using Markov chains. In this context, special attention is paid to the distinction between linear and nonlinear Markov processes. We illustrate that the Chapman-Kolmogorov equation holds for nonlinear Markov processes by a winner-takes-all model for social conformity. (fast track communication)

  10. Markov chains of nonlinear Markov processes and an application to a winner-takes-all model for social conformity

    International Nuclear Information System (INIS)

    Frank, T D

    2008-01-01

    We discuss nonlinear Markov processes defined on discrete time points and discrete state spaces using Markov chains. In this context, special attention is paid to the distinction between linear and nonlinear Markov processes. We illustrate that the Chapman-Kolmogorov equation holds for nonlinear Markov processes by a winner-takes-all model for social conformity. (fast track communication)

  11. Dynamics of homogeneous nucleation

    DEFF Research Database (Denmark)

    Toxværd, Søren

    2015-01-01

    The classical nucleation theory for homogeneous nucleation is formulated as a theory for a density fluctuation in a supersaturated gas at a given temperature. But molecular dynamics simulations reveal that it is small cold clusters which initiates the nucleation. The temperature in the nucleating...

  12. Homogeneous bilateral block shifts

    Indian Academy of Sciences (India)

    Douglas class were classified in [3]; they are unilateral block shifts of arbitrary block size (i.e. dim H(n) can be anything). However, no examples of irreducible homogeneous bilateral block shifts of block size larger than 1 were known until now.

  13. Homogeneity and Entropy

    Science.gov (United States)

    Tignanelli, H. L.; Vazquez, R. A.; Mostaccio, C.; Gordillo, S.; Plastino, A.

    1990-11-01

    RESUMEN. Presentamos una metodologia de analisis de la homogeneidad a partir de la Teoria de la Informaci6n, aplicable a muestras de datos observacionales. ABSTRACT:Standard concepts that underlie Information Theory are employed in order design a methodology that enables one to analyze the homogeneity of a given data sample. Key : DATA ANALYSIS

  14. Homogeneous Poisson structures

    International Nuclear Information System (INIS)

    Shafei Deh Abad, A.; Malek, F.

    1993-09-01

    We provide an algebraic definition for Schouten product and give a decomposition for any homogenenous Poisson structure in any n-dimensional vector space. A large class of n-homogeneous Poisson structures in R k is also characterized. (author). 4 refs

  15. Markov Processes in Image Processing

    Science.gov (United States)

    Petrov, E. P.; Kharina, N. L.

    2018-05-01

    Digital images are used as an information carrier in different sciences and technologies. The aspiration to increase the number of bits in the image pixels for the purpose of obtaining more information is observed. In the paper, some methods of compression and contour detection on the basis of two-dimensional Markov chain are offered. Increasing the number of bits on the image pixels will allow one to allocate fine object details more precisely, but it significantly complicates image processing. The methods of image processing do not concede by the efficiency to well-known analogues, but surpass them in processing speed. An image is separated into binary images, and processing is carried out in parallel with each without an increase in speed, when increasing the number of bits on the image pixels. One more advantage of methods is the low consumption of energy resources. Only logical procedures are used and there are no computing operations. The methods can be useful in processing images of any class and assignment in processing systems with a limited time and energy resources.

  16. Adaptive Markov Chain Monte Carlo

    KAUST Repository

    Jadoon, Khan

    2016-08-08

    A substantial interpretation of electromagnetic induction (EMI) measurements requires quantifying optimal model parameters and uncertainty of a nonlinear inverse problem. For this purpose, an adaptive Bayesian Markov chain Monte Carlo (MCMC) algorithm is used to assess multi-orientation and multi-offset EMI measurements in an agriculture field with non-saline and saline soil. In the MCMC simulations, posterior distribution was computed using Bayes rule. The electromagnetic forward model based on the full solution of Maxwell\\'s equations was used to simulate the apparent electrical conductivity measured with the configurations of EMI instrument, the CMD mini-Explorer. The model parameters and uncertainty for the three-layered earth model are investigated by using synthetic data. Our results show that in the scenario of non-saline soil, the parameters of layer thickness are not well estimated as compared to layers electrical conductivity because layer thicknesses in the model exhibits a low sensitivity to the EMI measurements, and is hence difficult to resolve. Application of the proposed MCMC based inversion to the field measurements in a drip irrigation system demonstrate that the parameters of the model can be well estimated for the saline soil as compared to the non-saline soil, and provide useful insight about parameter uncertainty for the assessment of the model outputs.

  17. Fitting Hidden Markov Models to Psychological Data

    Directory of Open Access Journals (Sweden)

    Ingmar Visser

    2002-01-01

    Full Text Available Markov models have been used extensively in psychology of learning. Applications of hidden Markov models are rare however. This is partially due to the fact that comprehensive statistics for model selection and model assessment are lacking in the psychological literature. We present model selection and model assessment statistics that are particularly useful in applying hidden Markov models in psychology. These statistics are presented and evaluated by simulation studies for a toy example. We compare AIC, BIC and related criteria and introduce a prediction error measure for assessing goodness-of-fit. In a simulation study, two methods of fitting equality constraints are compared. In two illustrative examples with experimental data we apply selection criteria, fit models with constraints and assess goodness-of-fit. First, data from a concept identification task is analyzed. Hidden Markov models provide a flexible approach to analyzing such data when compared to other modeling methods. Second, a novel application of hidden Markov models in implicit learning is presented. Hidden Markov models are used in this context to quantify knowledge that subjects express in an implicit learning task. This method of analyzing implicit learning data provides a comprehensive approach for addressing important theoretical issues in the field.

  18. Homogeneous group, research, institution

    Directory of Open Access Journals (Sweden)

    Francesca Natascia Vasta

    2014-09-01

    Full Text Available The work outlines the complex connection among empiric research, therapeutic programs and host institution. It is considered the current research state in Italy. Italian research field is analyzed and critic data are outlined: lack of results regarding both the therapeutic processes and the effectiveness of eating disorders group analytic treatment. The work investigates on an eating disorders homogeneous group, led into an eating disorder outpatient service. First we present the methodological steps the research is based on including the strong connection among theory and clinical tools. Secondly clinical tools are described and the results commented. Finally, our results suggest the necessity of validating some more specifical hypothesis: verifying the relationship between clinical improvement (sense of exclusion and painful emotions reduction and specific group therapeutic processes; verifying the relationship between depressive feelings, relapses and transition trough a more differentiated groupal field.Keywords: Homogeneous group; Eating disorders; Institutional field; Therapeutic outcome

  19. Homogeneous turbulence dynamics

    CERN Document Server

    Sagaut, Pierre

    2018-01-01

    This book provides state-of-the-art results and theories in homogeneous turbulence, including anisotropy and compressibility effects with extension to quantum turbulence, magneto-hydodynamic turbulence  and turbulence in non-newtonian fluids. Each chapter is devoted to a given type of interaction (strain, rotation, shear, etc.), and presents and compares experimental data, numerical results, analysis of the Reynolds stress budget equations and advanced multipoint spectral theories. The role of both linear and non-linear mechanisms is emphasized. The link between the statistical properties and the dynamics of coherent structures is also addressed. Despite its restriction to homogeneous turbulence, the book is of interest to all people working in turbulence, since the basic physical mechanisms which are present in all turbulent flows are explained. The reader will find a unified presentation of the results and a clear presentation of existing controversies. Special attention is given to bridge the results obta...

  20. Homogen Mur - et udviklingsprojekt

    DEFF Research Database (Denmark)

    Dahl, Torben; Beim, Anne; Sørensen, Peter

    1997-01-01

    Mølletorvet i Slagelse er det første byggeri i Danmark, hvor ydervæggen er udført af homogene bærende og isolerende teglblokke. Byggeriet viser en række af de muligheder, der både med hensyn til konstruktioner, energiforhold og arkitektur ligger i anvendelsen af homogent blokmurværk.......Mølletorvet i Slagelse er det første byggeri i Danmark, hvor ydervæggen er udført af homogene bærende og isolerende teglblokke. Byggeriet viser en række af de muligheder, der både med hensyn til konstruktioner, energiforhold og arkitektur ligger i anvendelsen af homogent blokmurværk....

  1. Homogenization of resonant chiral metamaterials

    DEFF Research Database (Denmark)

    Andryieuski, Andrei; Menzel, C.; Rockstuhl, Carsten

    2010-01-01

    Homogenization of metamaterials is a crucial issue as it allows to describe their optical response in terms of effective wave parameters as, e.g., propagation constants. In this paper we consider the possible homogenization of chiral metamaterials. We show that for meta-atoms of a certain size...... an analytical criterion for performing the homogenization and a tool to predict the homogenization limit. We show that strong coupling between meta-atoms of chiral metamaterials may prevent their homogenization at all....

  2. Homogeneous M2 duals

    International Nuclear Information System (INIS)

    Figueroa-O’Farrill, José; Ungureanu, Mara

    2016-01-01

    Motivated by the search for new gravity duals to M2 branes with N>4 supersymmetry — equivalently, M-theory backgrounds with Killing superalgebra osp(N|4) for N>4 — we classify (except for a small gap) homogeneous M-theory backgrounds with symmetry Lie algebra so(n)⊕so(3,2) for n=5,6,7. We find that there are no new backgrounds with n=6,7 but we do find a number of new (to us) backgrounds with n=5. All backgrounds are metrically products of the form AdS 4 ×P 7 , with P riemannian and homogeneous under the action of SO(5), or S 4 ×Q 7 with Q lorentzian and homogeneous under the action of SO(3,2). At least one of the new backgrounds is supersymmetric (albeit with only N=2) and we show that it can be constructed from a supersymmetric Freund-Rubin background via a Wick rotation. Two of the new backgrounds have only been approximated numerically.

  3. Homogeneous M2 duals

    Energy Technology Data Exchange (ETDEWEB)

    Figueroa-O’Farrill, José [School of Mathematics and Maxwell Institute for Mathematical Sciences,The University of Edinburgh,James Clerk Maxwell Building, The King’s Buildings, Peter Guthrie Tait Road,Edinburgh EH9 3FD, Scotland (United Kingdom); Ungureanu, Mara [Humboldt-Universität zu Berlin, Institut für Mathematik,Unter den Linden 6, 10099 Berlin (Germany)

    2016-01-25

    Motivated by the search for new gravity duals to M2 branes with N>4 supersymmetry — equivalently, M-theory backgrounds with Killing superalgebra osp(N|4) for N>4 — we classify (except for a small gap) homogeneous M-theory backgrounds with symmetry Lie algebra so(n)⊕so(3,2) for n=5,6,7. We find that there are no new backgrounds with n=6,7 but we do find a number of new (to us) backgrounds with n=5. All backgrounds are metrically products of the form AdS{sub 4}×P{sup 7}, with P riemannian and homogeneous under the action of SO(5), or S{sup 4}×Q{sup 7} with Q lorentzian and homogeneous under the action of SO(3,2). At least one of the new backgrounds is supersymmetric (albeit with only N=2) and we show that it can be constructed from a supersymmetric Freund-Rubin background via a Wick rotation. Two of the new backgrounds have only been approximated numerically.

  4. Comparing the Zeiss Callisto Eye and the Alcon Verion Image Guided System Toric Lens Alignment Technologies.

    Science.gov (United States)

    Hura, Arjan S; Osher, Robert H

    2017-07-01

    To compare the alignment meridian generated by the Zeiss Callisto Eye (Carl Zeiss AG, Dublin, CA) and the Alcon Verion Image Guided System (Alcon Laboratories, Inc., Fort Worth, TX). In this retrospective comparative evaluation of technology, intraoperative images were captured at different steps in the same surgery, allowing the comparison of the guidance lines generated by the Verion system to the parallel guidance lines generated by the Callisto Eye system. Measurements of each hemi-meridian were quantified using Adobe Photoshop 2015 CC software (Adobe Systems, San Jose, CA). The numbers of degrees separating these alignment meridians were calculated, entered into a database, and analyzed. The authors found that of 98 captured images of 16 eyes, the two technologies were identical in 0 eyes (θ 1 = θ 2 = 0), similar by 3° in 52 (53%) captured images (θ 1 ≠ θ 2 ≠ 0), and different by at least 3° in 46 (47%) captured images (θ 1 ≠ θ 2 ≠ 0). The target meridians were superimposed, the target lines were minimally separated, and the target lines were dissimilar. It was noted that some intraoperative variation occurred from measurement to measurement. Within the small group of 16 cases of routine toric lens implantation in this study, the absolute average number of degrees of misalignment between the Verion and Callisto Eye systems was 3.355 for θ 1 and 3.838 for θ 2 . On average, the intraoperative variation termed "drift" was noted to be 3.963° for θ 1 , and 4.557° for θ 2 . The authors found that small deviations were frequent when comparing two sophisticated technologies. Although deviations greater than 3° occurred in less than 47% of captured images from 16 eyes, smaller but significant variations of less than 3° occurred in 53% of captured images from 16 eyes. It was rare to identify a large deviation. However, the authors identified "drift" in the same eye when measurements were taken at different times. The results indicate that the two

  5. Tokunaga and Horton self-similarity for level set trees of Markov chains

    International Nuclear Information System (INIS)

    Zaliapin, Ilia; Kovchegov, Yevgeniy

    2012-01-01

    Highlights: ► Self-similar properties of the level set trees for Markov chains are studied. ► Tokunaga and Horton self-similarity are established for symmetric Markov chains and regular Brownian motion. ► Strong, distributional self-similarity is established for symmetric Markov chains with exponential jumps. ► It is conjectured that fractional Brownian motions are Tokunaga self-similar. - Abstract: The Horton and Tokunaga branching laws provide a convenient framework for studying self-similarity in random trees. The Horton self-similarity is a weaker property that addresses the principal branching in a tree; it is a counterpart of the power-law size distribution for elements of a branching system. The stronger Tokunaga self-similarity addresses so-called side branching. The Horton and Tokunaga self-similarity have been empirically established in numerous observed and modeled systems, and proven for two paradigmatic models: the critical Galton–Watson branching process with finite progeny and the finite-tree representation of a regular Brownian excursion. This study establishes the Tokunaga and Horton self-similarity for a tree representation of a finite symmetric homogeneous Markov chain. We also extend the concept of Horton and Tokunaga self-similarity to infinite trees and establish self-similarity for an infinite-tree representation of a regular Brownian motion. We conjecture that fractional Brownian motions are also Tokunaga and Horton self-similar, with self-similarity parameters depending on the Hurst exponent.

  6. RESEARCH ABSORBING STATES OF THE SYSTEM USING MARKOV CHAINS AND FUNDAMENTAL MATRIX

    Directory of Open Access Journals (Sweden)

    Тетяна Мефодіївна ОЛЕХ

    2016-02-01

    Full Text Available The article discusses the use Markov chains to research models that reflect the essential properties of systems, including methods of measuring the parameters of projects and assess their effectiveness. In the study carried out by its decomposition system for certain discrete state and create a diagram of transitions between these states. Specificity displays various objects Markov homogeneous chains with discrete states and discrete time determined by the method of calculation of transition probabilities. A model of success criteria for absorbing state system that is universal for all projects. A breakdown of passages to the matrix submatrices. The variation elements under matrix Q n with growth linked to the definition of important quantitative characteristics of absorbing circuits: 1 the probability of achieving the status of absorbing any given; 2 the mean number of steps needed to achieve the absorbing state; 3 the mean time that the system spends in each state to hit irreversible system in absorbing state. Built fundamental matrix that allowed calculating the different characteristics of the system. Considered fundamental matrix for supposedly modeled absorbing Markov chain, which gives the forecast for the behavior of the system in the future regardless of the absolute value of the time elapsed from the starting point. This property illustrates the fundamental matrix Markov process that characterizes it as a process without aftereffect.

  7. Zipf exponent of trajectory distribution in the hidden Markov model

    Science.gov (United States)

    Bochkarev, V. V.; Lerner, E. Yu

    2014-03-01

    This paper is the first step of generalization of the previously obtained full classification of the asymptotic behavior of the probability for Markov chain trajectories for the case of hidden Markov models. The main goal is to study the power (Zipf) and nonpower asymptotics of the frequency list of trajectories of hidden Markov frequencys and to obtain explicit formulae for the exponent of the power asymptotics. We consider several simple classes of hidden Markov models. We prove that the asymptotics for a hidden Markov model and for the corresponding Markov chain can be essentially different.

  8. Zipf exponent of trajectory distribution in the hidden Markov model

    International Nuclear Information System (INIS)

    Bochkarev, V V; Lerner, E Yu

    2014-01-01

    This paper is the first step of generalization of the previously obtained full classification of the asymptotic behavior of the probability for Markov chain trajectories for the case of hidden Markov models. The main goal is to study the power (Zipf) and nonpower asymptotics of the frequency list of trajectories of hidden Markov frequencys and to obtain explicit formulae for the exponent of the power asymptotics. We consider several simple classes of hidden Markov models. We prove that the asymptotics for a hidden Markov model and for the corresponding Markov chain can be essentially different

  9. Performance Modeling of Communication Networks with Markov Chains

    CERN Document Server

    Mo, Jeonghoon

    2010-01-01

    This book is an introduction to Markov chain modeling with applications to communication networks. It begins with a general introduction to performance modeling in Chapter 1 where we introduce different performance models. We then introduce basic ideas of Markov chain modeling: Markov property, discrete time Markov chain (DTMe and continuous time Markov chain (CTMe. We also discuss how to find the steady state distributions from these Markov chains and how they can be used to compute the system performance metric. The solution methodologies include a balance equation technique, limiting probab

  10. Markov Jump Processes Approximating a Non-Symmetric Generalized Diffusion

    International Nuclear Information System (INIS)

    Limić, Nedžad

    2011-01-01

    Consider a non-symmetric generalized diffusion X(⋅) in ℝ d determined by the differential operator A(x) = -Σ ij ∂ i a ij (x)∂ j + Σ i b i (x)∂ i . In this paper the diffusion process is approximated by Markov jump processes X n (⋅), in homogeneous and isotropic grids G n ⊂ℝ d , which converge in distribution in the Skorokhod space D([0,∞),ℝ d ) to the diffusion X(⋅). The generators of X n (⋅) are constructed explicitly. Due to the homogeneity and isotropy of grids, the proposed method for d≥3 can be applied to processes for which the diffusion tensor {a ij (x)} 11 dd fulfills an additional condition. The proposed construction offers a simple method for simulation of sample paths of non-symmetric generalized diffusion. Simulations are carried out in terms of jump processes X n (⋅). For piece-wise constant functions a ij on ℝ d and piece-wise continuous functions a ij on ℝ 2 the construction and principal algorithm are described enabling an easy implementation into a computer code.

  11. HOMOGENEOUS NUCLEAR POWER REACTOR

    Science.gov (United States)

    King, L.D.P.

    1959-09-01

    A homogeneous nuclear power reactor utilizing forced circulation of the liquid fuel is described. The reactor does not require fuel handling outside of the reactor vessel during any normal operation including complete shutdown to room temperature, the reactor being selfregulating under extreme operating conditions and controlled by the thermal expansion of the liquid fuel. The liquid fuel utilized is a uranium, phosphoric acid, and water solution which requires no gus exhaust system or independent gas recombining system, thereby eliminating the handling of radioiytic gas.

  12. Homogeneous Finsler Spaces

    CERN Document Server

    Deng, Shaoqiang

    2012-01-01

    "Homogeneous Finsler Spaces" is the first book to emphasize the relationship between Lie groups and Finsler geometry, and the first to show the validity in using Lie theory for the study of Finsler geometry problems. This book contains a series of new results obtained by the author and collaborators during the last decade. The topic of Finsler geometry has developed rapidly in recent years. One of the main reasons for its surge in development is its use in many scientific fields, such as general relativity, mathematical biology, and phycology (study of algae). This monograph introduc

  13. Homogeneity spoil spectroscopy

    International Nuclear Information System (INIS)

    Hennig, J.; Boesch, C.; Martin, E.; Grutter, R.

    1987-01-01

    One of the problems of in vivo MR spectroscopy of P-31 is spectra localization. Surface coil spectroscopy, which is the method of choice for clinical applications, suffers from the high-intensity signal from subcutaneous muscle tissue, which masks the spectrum of interest from deeper structures. In order to suppress this signal while maintaining the simplicity of surface coil spectroscopy, the authors introduced a small sheet of ferromagnetically dotted plastic between the surface coil and the body. This sheet destroys locally the field homogeneity and therefore all signal from structures around the coil. The very high reproducibility of the simple experimental procedure allows long-term studies important for monitoring tumor therapy

  14. Coding with partially hidden Markov models

    DEFF Research Database (Denmark)

    Forchhammer, Søren; Rissanen, J.

    1995-01-01

    Partially hidden Markov models (PHMM) are introduced. They are a variation of the hidden Markov models (HMM) combining the power of explicit conditioning on past observations and the power of using hidden states. (P)HMM may be combined with arithmetic coding for lossless data compression. A general...... 2-part coding scheme for given model order but unknown parameters based on PHMM is presented. A forward-backward reestimation of parameters with a redefined backward variable is given for these models and used for estimating the unknown parameters. Proof of convergence of this reestimation is given....... The PHMM structure and the conditions of the convergence proof allows for application of the PHMM to image coding. Relations between the PHMM and hidden Markov models (HMM) are treated. Results of coding bi-level images with the PHMM coding scheme is given. The results indicate that the PHMM can adapt...

  15. Markov and mixed models with applications

    DEFF Research Database (Denmark)

    Mortensen, Stig Bousgaard

    This thesis deals with mathematical and statistical models with focus on applications in pharmacokinetic and pharmacodynamic (PK/PD) modelling. These models are today an important aspect of the drug development in the pharmaceutical industry and continued research in statistical methodology within...... or uncontrollable factors in an individual. Modelling using SDEs also provides new tools for estimation of unknown inputs to a system and is illustrated with an application to estimation of insulin secretion rates in diabetic patients. Models for the eect of a drug is a broader area since drugs may affect...... for non-parametric estimation of Markov processes are proposed to give a detailed description of the sleep process during the night. Statistically the Markov models considered for sleep states are closely related to the PK models based on SDEs as both models share the Markov property. When the models...

  16. Consistent Estimation of Partition Markov Models

    Directory of Open Access Journals (Sweden)

    Jesús E. García

    2017-04-01

    Full Text Available The Partition Markov Model characterizes the process by a partition L of the state space, where the elements in each part of L share the same transition probability to an arbitrary element in the alphabet. This model aims to answer the following questions: what is the minimal number of parameters needed to specify a Markov chain and how to estimate these parameters. In order to answer these questions, we build a consistent strategy for model selection which consist of: giving a size n realization of the process, finding a model within the Partition Markov class, with a minimal number of parts to represent the process law. From the strategy, we derive a measure that establishes a metric in the state space. In addition, we show that if the law of the process is Markovian, then, eventually, when n goes to infinity, L will be retrieved. We show an application to model internet navigation patterns.

  17. Markov decision processes in artificial intelligence

    CERN Document Server

    Sigaud, Olivier

    2013-01-01

    Markov Decision Processes (MDPs) are a mathematical framework for modeling sequential decision problems under uncertainty as well as Reinforcement Learning problems. Written by experts in the field, this book provides a global view of current research using MDPs in Artificial Intelligence. It starts with an introductory presentation of the fundamental aspects of MDPs (planning in MDPs, Reinforcement Learning, Partially Observable MDPs, Markov games and the use of non-classical criteria). Then it presents more advanced research trends in the domain and gives some concrete examples using illustr

  18. Markov bridges, bisection and variance reduction

    DEFF Research Database (Denmark)

    Asmussen, Søren; Hobolth, Asger

    . In this paper we firstly consider the problem of generating sample paths from a continuous-time Markov chain conditioned on the endpoints using a new algorithm based on the idea of bisection. Secondly we study the potential of the bisection algorithm for variance reduction. In particular, examples are presented......Time-continuous Markov jump processes is a popular modelling tool in disciplines ranging from computational finance and operations research to human genetics and genomics. The data is often sampled at discrete points in time, and it can be useful to simulate sample paths between the datapoints...

  19. Inhomogeneous Markov Models for Describing Driving Patterns

    DEFF Research Database (Denmark)

    Iversen, Emil Banning; Møller, Jan K.; Morales, Juan Miguel

    2017-01-01

    . Specifically, an inhomogeneous Markov model that captures the diurnal variation in the use of a vehicle is presented. The model is defined by the time-varying probabilities of starting and ending a trip, and is justified due to the uncertainty associated with the use of the vehicle. The model is fitted to data...... collected from the actual utilization of a vehicle. Inhomogeneous Markov models imply a large number of parameters. The number of parameters in the proposed model is reduced using B-splines....

  20. Inhomogeneous Markov Models for Describing Driving Patterns

    DEFF Research Database (Denmark)

    Iversen, Jan Emil Banning; Møller, Jan Kloppenborg; Morales González, Juan Miguel

    . Specically, an inhomogeneous Markov model that captures the diurnal variation in the use of a vehicle is presented. The model is dened by the time-varying probabilities of starting and ending a trip and is justied due to the uncertainty associated with the use of the vehicle. The model is tted to data...... collected from the actual utilization of a vehicle. Inhomogeneous Markov models imply a large number of parameters. The number of parameters in the proposed model is reduced using B-splines....

  1. Detecting Structural Breaks using Hidden Markov Models

    DEFF Research Database (Denmark)

    Ntantamis, Christos

    Testing for structural breaks and identifying their location is essential for econometric modeling. In this paper, a Hidden Markov Model (HMM) approach is used in order to perform these tasks. Breaks are defined as the data points where the underlying Markov Chain switches from one state to another....... The estimation of the HMM is conducted using a variant of the Iterative Conditional Expectation-Generalized Mixture (ICE-GEMI) algorithm proposed by Delignon et al. (1997), that permits analysis of the conditional distributions of economic data and allows for different functional forms across regimes...

  2. Predicting Protein Secondary Structure with Markov Models

    DEFF Research Database (Denmark)

    Fischer, Paul; Larsen, Simon; Thomsen, Claus

    2004-01-01

    we are considering here, is to predict the secondary structure from the primary one. To this end we train a Markov model on training data and then use it to classify parts of unknown protein sequences as sheets, helices or coils. We show how to exploit the directional information contained...... in the Markov model for this task. Classifications that are purely based on statistical models might not always be biologically meaningful. We present combinatorial methods to incorporate biological background knowledge to enhance the prediction performance....

  3. Markov processes an introduction for physical scientists

    CERN Document Server

    Gillespie, Daniel T

    1991-01-01

    Markov process theory is basically an extension of ordinary calculus to accommodate functions whos time evolutions are not entirely deterministic. It is a subject that is becoming increasingly important for many fields of science. This book develops the single-variable theory of both continuous and jump Markov processes in a way that should appeal especially to physicists and chemists at the senior and graduate level.Key Features* A self-contained, prgamatic exposition of the needed elements of random variable theory* Logically integrated derviations of the Chapman-Kolmogorov e

  4. Prediction of Annual Rainfall Pattern Using Hidden Markov Model ...

    African Journals Online (AJOL)

    ADOWIE PERE

    Hidden Markov model is very influential in stochastic world because of its ... the earth from the clouds. The usual ... Rainfall modelling and ... Markov Models have become popular tools ... environment sciences, University of Jos, plateau state,.

  5. Extending Markov Automata with State and Action Rewards

    NARCIS (Netherlands)

    Guck, Dennis; Timmer, Mark; Blom, Stefan; Bertrand, N.; Bortolussi, L.

    This presentation introduces the Markov Reward Automaton (MRA), an extension of the Markov automaton that allows the modelling of systems incorporating rewards in addition to nondeterminism, discrete probabilistic choice and continuous stochastic timing. Our models support both rewards that are

  6. Markov chain model helps predict pitting corrosion depth and rate in underground pipelines

    Energy Technology Data Exchange (ETDEWEB)

    Caleyo, F.; Velazquez, J.C.; Hallen, J. M. [ESIQIE, Instituto Politecnico Nacional, Mexico D. F. (Mexico); Esquivel-Amezcua, A. [PEMEX PEP Region Sur, Villahermosa, Tabasco (Mexico); Valor, A. [Universidad de la Habana, Vedado, La Habana (Cuba)

    2010-07-01

    Recent reports place pipeline corrosion costs in North America at seven billion dollars per year. Pitting corrosion causes the higher percentage of failures among other corrosion mechanisms. This has motivated multiple modelling studies to be focused on corrosion pitting of underground pipelines. In this study, a continuous-time, non-homogenous pure birth Markov chain serves to model external pitting corrosion in buried pipelines. The analytical solution of Kolmogorov's forward equations for this type of Markov process gives the transition probability function in a discrete space of pit depths. The transition probability function can be completely identified by making a correlation between the stochastic pit depth mean and the deterministic mean obtained experimentally. The model proposed in this study can be applied to pitting corrosion data from repeated in-line pipeline inspections. Case studies presented in this work show how pipeline inspection and maintenance planning can be improved by using the proposed Markovian model for pitting corrosion.

  7. Prospective study of toric IOL outcomes based on the Lenstar LS 900® dual zone automated keratometer

    Directory of Open Access Journals (Sweden)

    Gundersen Kjell

    2012-07-01

    Full Text Available Abstract Background To establish clinical expectations when using the Lenstar LS 900® dual-zone automated keratometer for surgery planning of toric intraocular lenses. Methods Fifty eyes were measured with the Lenstar LS 900® dual-zone automated keratometer . Surgical planning was performed with the data from this device and the known surgically induced astigmatism of the surgeon. Post-operative refractions and visual acuity were measured at 1 month and 3 months. Results Clinical outcomes from 43 uncomplicated surgeries showed an average post-operative refractive astigmatism of 0.44D ±0.25D. Over 70% of eyes had 0.50D or less of refractive astigmatism and no eye had more than 1.0D of refractive astigmatism. Uncorrected visual acuity was 20/32 or better in all eyes at 3 months, with 70% of eyes 20/20 or better. A significantly higher number of eyes had 0.75D or more of post-operative refractive astigmatism when the standard deviation of the pre-operative calculated corneal astigmatism angle, reported by the keratometer, was > 5 degrees. Conclusions In this single-site study investigating the use of the keratometry from the Lenstar LS 900® for toric IOL surgical planning, clinical outcomes appear equivalent to those reported in the literature for manual keratometry and somewhat better than has been reported for some previous automated instruments. A high standard deviation in the pre-operative calculated astigmatism angle, as reported by the keratometer, appears to increase the likelihood of higher post-operative refractive astigmatism.

  8. Anterior stromal puncture with staining: A modified technique for preoperative reference corneal marking for toric lenses and its retrospective analyses

    Directory of Open Access Journals (Sweden)

    Sahil Bhandari

    2016-01-01

    Full Text Available Introduction: Toric intraocular lenses (IOLs are an effective way of compensating preexisting corneal astigmatism during cataract surgery. To achieve success, it is imperative to align the toric IOLs in desired position and preoperative reference marking is one among the three important steps for accurate alignment. To make the marking procedure simpler and effective, we have modified the conventional three-step slit lamp-based technique. Materials and Methods: Patient is seated in front of the slit lamp and asked to keep the chin over chin rest. A 26-gauge bent needle with tip stained by sterile blue ink marker is used to make anterior stromal puncture (ASP at the edges of horizontal 180° axis near the limbus. Results: A total of 58 eyes were retrospectively evaluated. Mean (+/-SD IOL deviation on day 1 and day 30 was 5.7 ± 6.5° and 4.7 ± 5.6°, respectively. Median IOL misalignment on day 1 and day 30 was 3°. Redialing of IOL was required in 2 (3.4% eyes only, all of which were performed within 1 week of surgery. In total, 2 (3.7% eyes had a residual astigmatism of − 0.5 Dcyl and − 1.0 Dcyl, respectively. Conclusion: ASP is an effective technique for reference marking, technically simpler and can be practiced by most of the surgeons. It avoids the necessity of high-end sophisticated machinery and gives a better platform for the reference corneal marking along with the benefit of reproducibility and simplicity.

  9. Homogeneous instantons in bigravity

    International Nuclear Information System (INIS)

    Zhang, Ying-li; Sasaki, Misao; Yeom, Dong-han

    2015-01-01

    We study homogeneous gravitational instantons, conventionally called the Hawking-Moss (HM) instantons, in bigravity theory. The HM instantons describe the amplitude of quantum tunneling from a false vacuum to the true vacuum. Corrections to General Relativity (GR) are found in a closed form. Using the result, we discuss the following two issues: reduction to the de Rham-Gabadadze-Tolley (dRGT) massive gravity and the possibility of preference for a large e-folding number in the context of the Hartle-Hawking (HH) no-boundary proposal. In particular, concerning the dRGT limit, it is found that the tunneling through the so-called self-accelerating branch is exponentially suppressed relative to the normal branch, and the probability becomes zero in the dRGT limit. As far as HM instantons are concerned, this could imply that the reduction from bigravity to the dRGT massive gravity is ill-defined.

  10. Master equation for She-Leveque scaling and its classification in terms of other Markov models of developed turbulence

    Science.gov (United States)

    Nickelsen, Daniel

    2017-07-01

    The statistics of velocity increments in homogeneous and isotropic turbulence exhibit universal features in the limit of infinite Reynolds numbers. After Kolmogorov’s scaling law from 1941, many turbulence models aim for capturing these universal features, some are known to have an equivalent formulation in terms of Markov processes. We derive the Markov process equivalent to the particularly successful scaling law postulated by She and Leveque. The Markov process is a jump process for velocity increments u(r) in scale r in which the jumps occur randomly but with deterministic width in u. From its master equation we establish a prescription to simulate the She-Leveque process and compare it with Kolmogorov scaling. To put the She-Leveque process into the context of other established turbulence models on the Markov level, we derive a diffusion process for u(r) using two properties of the Navier-Stokes equation. This diffusion process already includes Kolmogorov scaling, extended self-similarity and a class of random cascade models. The fluctuation theorem of this Markov process implies a ‘second law’ that puts a loose bound on the multipliers of the random cascade models. This bound explicitly allows for instances of inverse cascades, which are necessary to satisfy the fluctuation theorem. By adding a jump process to the diffusion process, we go beyond Kolmogorov scaling and formulate the most general scaling law for the class of Markov processes having both diffusion and jump parts. This Markov scaling law includes She-Leveque scaling and a scaling law derived by Yakhot.

  11. Perturbation theory for Markov chains via Wasserstein distance

    NARCIS (Netherlands)

    Rudolf, Daniel; Schweizer, Nikolaus

    2017-01-01

    Perturbation theory for Markov chains addresses the question of how small differences in the transition probabilities of Markov chains are reflected in differences between their distributions. We prove powerful and flexible bounds on the distance of the nth step distributions of two Markov chains

  12. Quantum Enhanced Inference in Markov Logic Networks.

    Science.gov (United States)

    Wittek, Peter; Gogolin, Christian

    2017-04-19

    Markov logic networks (MLNs) reconcile two opposing schools in machine learning and artificial intelligence: causal networks, which account for uncertainty extremely well, and first-order logic, which allows for formal deduction. An MLN is essentially a first-order logic template to generate Markov networks. Inference in MLNs is probabilistic and it is often performed by approximate methods such as Markov chain Monte Carlo (MCMC) Gibbs sampling. An MLN has many regular, symmetric structures that can be exploited at both first-order level and in the generated Markov network. We analyze the graph structures that are produced by various lifting methods and investigate the extent to which quantum protocols can be used to speed up Gibbs sampling with state preparation and measurement schemes. We review different such approaches, discuss their advantages, theoretical limitations, and their appeal to implementations. We find that a straightforward application of a recent result yields exponential speedup compared to classical heuristics in approximate probabilistic inference, thereby demonstrating another example where advanced quantum resources can potentially prove useful in machine learning.

  13. Markov Random Fields on Triangle Meshes

    DEFF Research Database (Denmark)

    Andersen, Vedrana; Aanæs, Henrik; Bærentzen, Jakob Andreas

    2010-01-01

    In this paper we propose a novel anisotropic smoothing scheme based on Markov Random Fields (MRF). Our scheme is formulated as two coupled processes. A vertex process is used to smooth the mesh by displacing the vertices according to a MRF smoothness prior, while an independent edge process label...

  14. Renewal characterization of Markov modulated Poisson processes

    Directory of Open Access Journals (Sweden)

    Marcel F. Neuts

    1989-01-01

    Full Text Available A Markov Modulated Poisson Process (MMPP M(t defined on a Markov chain J(t is a pure jump process where jumps of M(t occur according to a Poisson process with intensity λi whenever the Markov chain J(t is in state i. M(t is called strongly renewal (SR if M(t is a renewal process for an arbitrary initial probability vector of J(t with full support on P={i:λi>0}. M(t is called weakly renewal (WR if there exists an initial probability vector of J(t such that the resulting MMPP is a renewal process. The purpose of this paper is to develop general characterization theorems for the class SR and some sufficiency theorems for the class WR in terms of the first passage times of the bivariate Markov chain [J(t,M(t]. Relevance to the lumpability of J(t is also studied.

  15. Evaluation of Usability Utilizing Markov Models

    Science.gov (United States)

    Penedo, Janaina Rodrigues; Diniz, Morganna; Ferreira, Simone Bacellar Leal; Silveira, Denis S.; Capra, Eliane

    2012-01-01

    Purpose: The purpose of this paper is to analyze the usability of a remote learning system in its initial development phase, using a quantitative usability evaluation method through Markov models. Design/methodology/approach: The paper opted for an exploratory study. The data of interest of the research correspond to the possible accesses of users…

  16. Bayesian analysis for reversible Markov chains

    NARCIS (Netherlands)

    Diaconis, P.; Rolles, S.W.W.

    2006-01-01

    We introduce a natural conjugate prior for the transition matrix of a reversible Markov chain. This allows estimation and testing. The prior arises from random walk with reinforcement in the same way the Dirichlet prior arises from Pólya’s urn. We give closed form normalizing constants, a simple

  17. Bisimulation and Simulation Relations for Markov Chains

    NARCIS (Netherlands)

    Baier, Christel; Hermanns, H.; Katoen, Joost P.; Wolf, Verena; Aceto, L.; Gordon, A.

    2006-01-01

    Formal notions of bisimulation and simulation relation play a central role for any kind of process algebra. This short paper sketches the main concepts for bisimulation and simulation relations for probabilistic systems, modelled by discrete- or continuous-time Markov chains.

  18. Discounted Markov games : generalized policy iteration method

    NARCIS (Netherlands)

    Wal, van der J.

    1978-01-01

    In this paper, we consider two-person zero-sum discounted Markov games with finite state and action spaces. We show that the Newton-Raphson or policy iteration method as presented by Pollats-chek and Avi-Itzhak does not necessarily converge, contradicting a proof of Rao, Chandrasekaran, and Nair.

  19. Hidden Markov Models for Human Genes

    DEFF Research Database (Denmark)

    Baldi, Pierre; Brunak, Søren; Chauvin, Yves

    1997-01-01

    We analyse the sequential structure of human genomic DNA by hidden Markov models. We apply models of widely different design: conventional left-right constructs and models with a built-in periodic architecture. The models are trained on segments of DNA sequences extracted such that they cover com...

  20. Markov Trends in Macroeconomic Time Series

    NARCIS (Netherlands)

    R. Paap (Richard)

    1997-01-01

    textabstractMany macroeconomic time series are characterised by long periods of positive growth, expansion periods, and short periods of negative growth, recessions. A popular model to describe this phenomenon is the Markov trend, which is a stochastic segmented trend where the slope depends on the

  1. Optimal dividend distribution under Markov regime switching

    NARCIS (Netherlands)

    Jiang, Z.; Pistorius, M.

    2012-01-01

    We investigate the problem of optimal dividend distribution for a company in the presence of regime shifts. We consider a company whose cumulative net revenues evolve as a Brownian motion with positive drift that is modulated by a finite state Markov chain, and model the discount rate as a

  2. Revisiting Weak Simulation for Substochastic Markov Chains

    DEFF Research Database (Denmark)

    Jansen, David N.; Song, Lei; Zhang, Lijun

    2013-01-01

    of the logic PCTL\\x, and its completeness was conjectured. We revisit this result and show that soundness does not hold in general, but only for Markov chains without divergence. It is refuted for some systems with substochastic distributions. Moreover, we provide a counterexample to completeness...

  3. Fracture Mechanical Markov Chain Crack Growth Model

    DEFF Research Database (Denmark)

    Gansted, L.; Brincker, Rune; Hansen, Lars Pilegaard

    1991-01-01

    propagation process can be described by a discrete space Markov theory. The model is applicable to deterministic as well as to random loading. Once the model parameters for a given material have been determined, the results can be used for any structure as soon as the geometrical function is known....

  4. Multi-dimensional quasitoeplitz Markov chains

    Directory of Open Access Journals (Sweden)

    Alexander N. Dudin

    1999-01-01

    Full Text Available This paper deals with multi-dimensional quasitoeplitz Markov chains. We establish a sufficient equilibrium condition and derive a functional matrix equation for the corresponding vector-generating function, whose solution is given algorithmically. The results are demonstrated in the form of examples and applications in queues with BMAP-input, which operate in synchronous random environment.

  5. Markov chains with quasitoeplitz transition matrix

    Directory of Open Access Journals (Sweden)

    Alexander M. Dukhovny

    1989-01-01

    Full Text Available This paper investigates a class of Markov chains which are frequently encountered in various applications (e.g. queueing systems, dams and inventories with feedback. Generating functions of transient and steady state probabilities are found by solving a special Riemann boundary value problem on the unit circle. A criterion of ergodicity is established.

  6. Markov Chain Estimation of Avian Seasonal Fecundity

    Science.gov (United States)

    To explore the consequences of modeling decisions on inference about avian seasonal fecundity we generalize previous Markov chain (MC) models of avian nest success to formulate two different MC models of avian seasonal fecundity that represent two different ways to model renestin...

  7. Noise can speed convergence in Markov chains.

    Science.gov (United States)

    Franzke, Brandon; Kosko, Bart

    2011-10-01

    A new theorem shows that noise can speed convergence to equilibrium in discrete finite-state Markov chains. The noise applies to the state density and helps the Markov chain explore improbable regions of the state space. The theorem ensures that a stochastic-resonance noise benefit exists for states that obey a vector-norm inequality. Such noise leads to faster convergence because the noise reduces the norm components. A corollary shows that a noise benefit still occurs if the system states obey an alternate norm inequality. This leads to a noise-benefit algorithm that requires knowledge of the steady state. An alternative blind algorithm uses only past state information to achieve a weaker noise benefit. Simulations illustrate the predicted noise benefits in three well-known Markov models. The first model is a two-parameter Ehrenfest diffusion model that shows how noise benefits can occur in the class of birth-death processes. The second model is a Wright-Fisher model of genotype drift in population genetics. The third model is a chemical reaction network of zeolite crystallization. A fourth simulation shows a convergence rate increase of 64% for states that satisfy the theorem and an increase of 53% for states that satisfy the corollary. A final simulation shows that even suboptimal noise can speed convergence if the noise applies over successive time cycles. Noise benefits tend to be sharpest in Markov models that do not converge quickly and that do not have strong absorbing states.

  8. Model Checking Infinite-State Markov Chains

    NARCIS (Netherlands)

    Remke, Anne Katharina Ingrid; Haverkort, Boudewijn R.H.M.; Cloth, L.

    2004-01-01

    In this paper algorithms for model checking CSL (continuous stochastic logic) against infinite-state continuous-time Markov chains of so-called quasi birth-death type are developed. In doing so we extend the applicability of CSL model checking beyond the recently proposed case for finite-state

  9. Model Checking Markov Chains: Techniques and Tools

    NARCIS (Netherlands)

    Zapreev, I.S.

    2008-01-01

    This dissertation deals with four important aspects of model checking Markov chains: the development of efficient model-checking tools, the improvement of model-checking algorithms, the efficiency of the state-space reduction techniques, and the development of simulation-based model-checking

  10. Nonlinearly perturbed semi-Markov processes

    CERN Document Server

    Silvestrov, Dmitrii

    2017-01-01

    The book presents new methods of asymptotic analysis for nonlinearly perturbed semi-Markov processes with a finite phase space. These methods are based on special time-space screening procedures for sequential phase space reduction of semi-Markov processes combined with the systematical use of operational calculus for Laurent asymptotic expansions. Effective recurrent algorithms are composed for getting asymptotic expansions, without and with explicit upper bounds for remainders, for power moments of hitting times, stationary and conditional quasi-stationary distributions for nonlinearly perturbed semi-Markov processes. These results are illustrated by asymptotic expansions for birth-death-type semi-Markov processes, which play an important role in various applications. The book will be a useful contribution to the continuing intensive studies in the area. It is an essential reference for theoretical and applied researchers in the field of stochastic processes and their applications that will cont...

  11. Quantum Enhanced Inference in Markov Logic Networks

    Science.gov (United States)

    Wittek, Peter; Gogolin, Christian

    2017-04-01

    Markov logic networks (MLNs) reconcile two opposing schools in machine learning and artificial intelligence: causal networks, which account for uncertainty extremely well, and first-order logic, which allows for formal deduction. An MLN is essentially a first-order logic template to generate Markov networks. Inference in MLNs is probabilistic and it is often performed by approximate methods such as Markov chain Monte Carlo (MCMC) Gibbs sampling. An MLN has many regular, symmetric structures that can be exploited at both first-order level and in the generated Markov network. We analyze the graph structures that are produced by various lifting methods and investigate the extent to which quantum protocols can be used to speed up Gibbs sampling with state preparation and measurement schemes. We review different such approaches, discuss their advantages, theoretical limitations, and their appeal to implementations. We find that a straightforward application of a recent result yields exponential speedup compared to classical heuristics in approximate probabilistic inference, thereby demonstrating another example where advanced quantum resources can potentially prove useful in machine learning.

  12. Markov chain of distances between parked cars

    International Nuclear Information System (INIS)

    Seba, Petr

    2008-01-01

    We describe the distribution of distances between parked cars as a solution of certain Markov processes and show that its solution is obtained with the help of a distributional fixed point equation. Under certain conditions the process is solved explicitly. The resulting probability density is compared with the actual parking data measured in the city. (fast track communication)

  13. Continuity Properties of Distances for Markov Processes

    DEFF Research Database (Denmark)

    Jaeger, Manfred; Mao, Hua; Larsen, Kim Guldstrand

    2014-01-01

    In this paper we investigate distance functions on finite state Markov processes that measure the behavioural similarity of non-bisimilar processes. We consider both probabilistic bisimilarity metrics, and trace-based distances derived from standard Lp and Kullback-Leibler distances. Two desirable...

  14. Model Checking Structured Infinite Markov Chains

    NARCIS (Netherlands)

    Remke, Anne Katharina Ingrid

    2008-01-01

    In the past probabilistic model checking hast mostly been restricted to finite state models. This thesis explores the possibilities of model checking with continuous stochastic logic (CSL) on infinite-state Markov chains. We present an in-depth treatment of model checking algorithms for two special

  15. Hidden Markov models for labeled sequences

    DEFF Research Database (Denmark)

    Krogh, Anders Stærmose

    1994-01-01

    A hidden Markov model for labeled observations, called a class HMM, is introduced and a maximum likelihood method is developed for estimating the parameters of the model. Instead of training it to model the statistics of the training sequences it is trained to optimize recognition. It resembles MMI...

  16. Efficient Modelling and Generation of Markov Automata

    NARCIS (Netherlands)

    Koutny, M.; Timmer, Mark; Ulidowski, I.; Katoen, Joost P.; van de Pol, Jan Cornelis; Stoelinga, Mariëlle Ida Antoinette

    This paper introduces a framework for the efficient modelling and generation of Markov automata. It consists of (1) the data-rich process-algebraic language MAPA, allowing concise modelling of systems with nondeterminism, probability and Markovian timing; (2) a restricted form of the language, the

  17. A Metrized Duality Theorem for Markov Processes

    DEFF Research Database (Denmark)

    Kozen, Dexter; Mardare, Radu Iulian; Panangaden, Prakash

    2014-01-01

    We extend our previous duality theorem for Markov processes by equipping the processes with a pseudometric and the algebras with a notion of metric diameter. We are able to show that the isomorphisms of our previous duality theorem become isometries in this quantitative setting. This opens the wa...

  18. Short-term droughts forecast using Markov chain model in Victoria, Australia

    Science.gov (United States)

    Rahmat, Siti Nazahiyah; Jayasuriya, Niranjali; Bhuiyan, Muhammed A.

    2017-07-01

    A comprehensive risk management strategy for dealing with drought should include both short-term and long-term planning. The objective of this paper is to present an early warning method to forecast drought using the Standardised Precipitation Index (SPI) and a non-homogeneous Markov chain model. A model such as this is useful for short-term planning. The developed method has been used to forecast droughts at a number of meteorological monitoring stations that have been regionalised into six (6) homogenous clusters with similar drought characteristics based on SPI. The non-homogeneous Markov chain model was used to estimate drought probabilities and drought predictions up to 3 months ahead. The drought severity classes defined using the SPI were computed at a 12-month time scale. The drought probabilities and the predictions were computed for six clusters that depict similar drought characteristics in Victoria, Australia. Overall, the drought severity class predicted was quite similar for all the clusters, with the non-drought class probabilities ranging from 49 to 57 %. For all clusters, the near normal class had a probability of occurrence varying from 27 to 38 %. For the more moderate and severe classes, the probabilities ranged from 2 to 13 % and 3 to 1 %, respectively. The developed model predicted drought situations 1 month ahead reasonably well. However, 2 and 3 months ahead predictions should be used with caution until the models are developed further.

  19. The relationship between continuum homogeneity and statistical homogeneity in cosmology

    International Nuclear Information System (INIS)

    Stoeger, W.R.; Ellis, G.F.R.; Hellaby, C.

    1987-01-01

    Although the standard Friedmann-Lemaitre-Robertson-Walker (FLRW) Universe models are based on the concept that the Universe is spatially homogeneous, up to the present time no definition of this concept has been proposed that could in principle be tested by observation. Such a definition is here proposed, based on a simple spatial averaging procedure, which relates observable properties of the Universe to the continuum homogeneity idea that underlies the FLRW models. It turns out that the statistical homogeneity often used to describe the distribution of matter on a large scale does not imply spatial homogeneity according to this definition, and so cannot be simply related to a FLRW Universe model. Values are proposed for the homogeneity parameter and length scale of homogeneity of the Universe. (author)

  20. Clarification of basic factorization identity is for the almost semi-continuous latticed Poisson processes on the Markov chain

    Directory of Open Access Journals (Sweden)

    Gerich M. S.

    2012-12-01

    Full Text Available Let ${xi(t, x(t}$ be a homogeneous semi-continuous lattice Poisson process on the Markov chain.The jumps of one sign are geometrically distributed, and jumps of the opposite sign are arbitrary latticed distribution. For a suchprocesses the relations for the components of two-sided matrix factorization are established.This relations define the moment genereting functions for extremumf of the process and their complements.

  1. Evaluation of a new electronic preoperative reference marker for toric intraocular lens implantation by two different methods of analysis: Adobe Photoshop versus iTrace.

    Science.gov (United States)

    Farooqui, Javed Hussain; Sharma, Mansi; Koul, Archana; Dutta, Ranjan; Shroff, Noshir Minoo

    2017-01-01

    The aim of this study is to compare two different methods of analysis of preoperative reference marking for toric intraocular lens (IOL) after marking with an electronic marker. Cataract and IOL Implantation Service, Shroff Eye Centre, New Delhi, India. Fifty-two eyes of thirty patients planned for toric IOL implantation were included in the study. All patients had preoperative marking performed with an electronic preoperative two-step toric IOL reference marker (ASICO AE-2929). Reference marks were placed at 3-and 9-o'clock positions. Marks were analyzed with two systems. First, slit-lamp photographs taken and analyzed using Adobe Photoshop (version 7.0). Second, Tracey iTrace Visual Function Analyzer (version 5.1.1) was used for capturing corneal topograph examination and position of marks noted. Amount of alignment error was calculated. Mean absolute rotation error was 2.38 ± 1.78° by Photoshop and 2.87 ± 2.03° by iTrace which was not statistically significant ( P = 0.215). Nearly 72.7% of eyes by Photoshop and 61.4% by iTrace had rotation error ≤3° ( P = 0.359); and 90.9% of eyes by Photoshop and 81.8% by iTrace had rotation error ≤5° ( P = 0.344). No significant difference in absolute amount of rotation between eyes when analyzed by either method. Difference in reference mark positions when analyzed by two systems suggests the presence of varying cyclotorsion at different points of time. Both analysis methods showed an approximately 3° of alignment error, which could contribute to 10% loss of astigmatic correction of toric IOL. This can be further compounded by intra-operative marking errors and final placement of IOL in the bag.

  2. Optimization of hospital ward resources with patient relocation using Markov chain modeling

    DEFF Research Database (Denmark)

    Andersen, Anders Reenberg; Nielsen, Bo Friis; Reinhardt, Line Blander

    2017-01-01

    available to the hospital. Patient flow is modeled using a homogeneous continuous-time Markov chain and optimization is conducted using a local search heuristic. Our model accounts for patient relocation, which has not been done analytically in literature with similar scope. The study objective is to ensure...... are distributed. Furthermore, our heuristic is found to efficiently derive the optimal solution. Applying our model to the hospital case, we found that relocation of daily arrivals can be reduced by 11.7% by re-distributing beds that are already available to the hospital....

  3. Graph theoretical calculation of systems reliability with semi-Markov processes

    International Nuclear Information System (INIS)

    Widmer, U.

    1984-06-01

    The determination of the state probabilities and related quantities of a system characterized by an SMP (or a homogeneous MP) can be performed by means of graph-theoretical methods. The calculation procedures for semi-Markov processes based on signal flow graphs are reviewed. Some methods from electrotechnics are adapted in order to obtain a representation of the state probabilities by means of trees. From this some formulas are derived for the asymptotic state probabilities and for the mean life-time in reliability considerations. (Auth.)

  4. Homogenization of resonant chiral metamaterials

    OpenAIRE

    Andryieuski, Andrei; Menzel, Christoph; Rockstuhl, Carsten; Malureanu, Radu; Lederer, Falk; Lavrinenko, Andrei

    2010-01-01

    Homogenization of metamaterials is a crucial issue as it allows to describe their optical response in terms of effective wave parameters as e.g. propagation constants. In this paper we consider the possible homogenization of chiral metamaterials. We show that for meta-atoms of a certain size a critical density exists above which increasing coupling between neighboring meta-atoms prevails a reasonable homogenization. On the contrary, a dilution in excess will induce features reminiscent to pho...

  5. Bilipschitz embedding of homogeneous fractals

    OpenAIRE

    Lü, Fan; Lou, Man-Li; Wen, Zhi-Ying; Xi, Li-Feng

    2014-01-01

    In this paper, we introduce a class of fractals named homogeneous sets based on some measure versions of homogeneity, uniform perfectness and doubling. This fractal class includes all Ahlfors-David regular sets, but most of them are irregular in the sense that they may have different Hausdorff dimensions and packing dimensions. Using Moran sets as main tool, we study the dimensions, bilipschitz embedding and quasi-Lipschitz equivalence of homogeneous fractals.

  6. Combined special capsular tension ring and toric IOL implantation for management of post-DALK high regular astigmatism with subluxated traumatic cataract

    Directory of Open Access Journals (Sweden)

    Asim Kumar Kandar

    2014-01-01

    Full Text Available We report a case of 18-year-old male who has undergone phacoemulsification with implantation of toric IOL (AcrySof IQ SN6AT9 after fixation of lens capsule with Cionni′s capsular tension ring (CTR for subluxated traumatic cataract with high astigmatism after deep anterior lamellar keratoplasty (DALK. He underwent right eye DALK for advanced keratoconus four years earlier. He had history of trauma one year later with displaced clear crystalline lens into  anterior chamber and graft dehiscence, which was repaired successfully. The graft survived, but patient developed cataract with subluxated lens, for which phacoemulsification with implantation of toric IOL was done. Serial  topography showed regular corneal astigmatism of -5.50 diopter (K 1 42.75 D @130°, K 2 48.25 D @40°. At 10-month follow-up, the patient has BCVA 20/30 with + 0.75 DS/- 1.75 DC @ 110°. The capsular bag is quite stable with well-centered IOL. Combination of Cionni′s ring with toric IOL could be a good option to manage such complex cases.

  7. Combined special capsular tension ring and toric IOL implantation for management of post-DALK high regular astigmatism with subluxated traumatic cataract.

    Science.gov (United States)

    Kandar, Asim Kumar

    2014-07-01

    We report a case of 18-year-old male who has undergone phacoemulsification with implantation of toric IOL (AcrySof IQ SN6AT9) after fixation of lens capsule with Cionni's capsular tension ring (CTR) for subluxated traumatic cataract with high astigmatism after deep anterior lamellar keratoplasty (DALK). He underwent right eye DALK for advanced keratoconus four years earlier. He had history of trauma one year later with displaced clear crystalline lens into  anterior chamber and graft dehiscence, which was repaired successfully. The graft survived, but patient developed cataract with subluxated lens, for which phacoemulsification with implantation of toric IOL was done. Serial  topography showed regular corneal astigmatism of -5.50 diopter (K 1 42.75 D @130°, K 2 48.25 D @40°). At 10-month follow-up, the patient has BCVA 20/30 with + 0.75 DS/- 1.75 DC @ 110°. The capsular bag is quite stable with well-centered IOL. Combination of Cionni's ring with toric IOL could be a good option to manage such complex cases.

  8. Nuclear security assessment with Markov model approach

    International Nuclear Information System (INIS)

    Suzuki, Mitsutoshi; Terao, Norichika

    2013-01-01

    Nuclear security risk assessment with the Markov model based on random event is performed to explore evaluation methodology for physical protection in nuclear facilities. Because the security incidences are initiated by malicious and intentional acts, expert judgment and Bayes updating are used to estimate scenario and initiation likelihood, and it is assumed that the Markov model derived from stochastic process can be applied to incidence sequence. Both an unauthorized intrusion as Design Based Threat (DBT) and a stand-off attack as beyond-DBT are assumed to hypothetical facilities, and performance of physical protection and mitigation and minimization of consequence are investigated to develop the assessment methodology in a semi-quantitative manner. It is shown that cooperation between facility operator and security authority is important to respond to the beyond-DBT incidence. (author)

  9. MARKOV CHAIN PORTFOLIO LIQUIDITY OPTIMIZATION MODEL

    Directory of Open Access Journals (Sweden)

    Eder Oliveira Abensur

    2014-05-01

    Full Text Available The international financial crisis of September 2008 and May 2010 showed the importance of liquidity as an attribute to be considered in portfolio decisions. This study proposes an optimization model based on available public data, using Markov chain and Genetic Algorithms concepts as it considers the classic duality of risk versus return and incorporating liquidity costs. The work intends to propose a multi-criterion non-linear optimization model using liquidity based on a Markov chain. The non-linear model was tested using Genetic Algorithms with twenty five Brazilian stocks from 2007 to 2009. The results suggest that this is an innovative development methodology and useful for developing an efficient and realistic financial portfolio, as it considers many attributes such as risk, return and liquidity.

  10. An interlacing theorem for reversible Markov chains

    International Nuclear Information System (INIS)

    Grone, Robert; Salamon, Peter; Hoffmann, Karl Heinz

    2008-01-01

    Reversible Markov chains are an indispensable tool in the modeling of a vast class of physical, chemical, biological and statistical problems. Examples include the master equation descriptions of relaxing physical systems, stochastic optimization algorithms such as simulated annealing, chemical dynamics of protein folding and Markov chain Monte Carlo statistical estimation. Very often the large size of the state spaces requires the coarse graining or lumping of microstates into fewer mesoscopic states, and a question of utmost importance for the validity of the physical model is how the eigenvalues of the corresponding stochastic matrix change under this operation. In this paper we prove an interlacing theorem which gives explicit bounds on the eigenvalues of the lumped stochastic matrix. (fast track communication)

  11. An interlacing theorem for reversible Markov chains

    Energy Technology Data Exchange (ETDEWEB)

    Grone, Robert; Salamon, Peter [Department of Mathematics and Statistics, San Diego State University, San Diego, CA 92182-7720 (United States); Hoffmann, Karl Heinz [Institut fuer Physik, Technische Universitaet Chemnitz, D-09107 Chemnitz (Germany)

    2008-05-30

    Reversible Markov chains are an indispensable tool in the modeling of a vast class of physical, chemical, biological and statistical problems. Examples include the master equation descriptions of relaxing physical systems, stochastic optimization algorithms such as simulated annealing, chemical dynamics of protein folding and Markov chain Monte Carlo statistical estimation. Very often the large size of the state spaces requires the coarse graining or lumping of microstates into fewer mesoscopic states, and a question of utmost importance for the validity of the physical model is how the eigenvalues of the corresponding stochastic matrix change under this operation. In this paper we prove an interlacing theorem which gives explicit bounds on the eigenvalues of the lumped stochastic matrix. (fast track communication)

  12. Stochastic Dynamics through Hierarchically Embedded Markov Chains.

    Science.gov (United States)

    Vasconcelos, Vítor V; Santos, Fernando P; Santos, Francisco C; Pacheco, Jorge M

    2017-02-03

    Studying dynamical phenomena in finite populations often involves Markov processes of significant mathematical and/or computational complexity, which rapidly becomes prohibitive with increasing population size or an increasing number of individual configuration states. Here, we develop a framework that allows us to define a hierarchy of approximations to the stationary distribution of general systems that can be described as discrete Markov processes with time invariant transition probabilities and (possibly) a large number of states. This results in an efficient method for studying social and biological communities in the presence of stochastic effects-such as mutations in evolutionary dynamics and a random exploration of choices in social systems-including situations where the dynamics encompasses the existence of stable polymorphic configurations, thus overcoming the limitations of existing methods. The present formalism is shown to be general in scope, widely applicable, and of relevance to a variety of interdisciplinary problems.

  13. Exact solution of the hidden Markov processes

    Science.gov (United States)

    Saakian, David B.

    2017-11-01

    We write a master equation for the distributions related to hidden Markov processes (HMPs) and solve it using a functional equation. Thus the solution of HMPs is mapped exactly to the solution of the functional equation. For a general case the latter can be solved only numerically. We derive an exact expression for the entropy of HMPs. Our expression for the entropy is an alternative to the ones given before by the solution of integral equations. The exact solution is possible because actually the model can be considered as a generalized random walk on a one-dimensional strip. While we give the solution for the two second-order matrices, our solution can be easily generalized for the L values of the Markov process and M values of observables: We should be able to solve a system of L functional equations in the space of dimension M -1 .

  14. Handbook of Markov chain Monte Carlo

    CERN Document Server

    Brooks, Steve

    2011-01-01

    ""Handbook of Markov Chain Monte Carlo"" brings together the major advances that have occurred in recent years while incorporating enough introductory material for new users of MCMC. Along with thorough coverage of the theoretical foundations and algorithmic and computational methodology, this comprehensive handbook includes substantial realistic case studies from a variety of disciplines. These case studies demonstrate the application of MCMC methods and serve as a series of templates for the construction, implementation, and choice of MCMC methodology.

  15. Second Order Optimality in Markov Decision Chains

    Czech Academy of Sciences Publication Activity Database

    Sladký, Karel

    2017-01-01

    Roč. 53, č. 6 (2017), s. 1086-1099 ISSN 0023-5954 R&D Projects: GA ČR GA15-10331S Institutional support: RVO:67985556 Keywords : Markov decision chains * second order optimality * optimalilty conditions for transient, discounted and average models * policy and value iterations Subject RIV: BB - Applied Statistics, Operational Research OBOR OECD: Statistics and probability Impact factor: 0.379, year: 2016 http://library.utia.cas.cz/separaty/2017/E/sladky-0485146.pdf

  16. Dynamical fluctuations for semi-Markov processes

    Czech Academy of Sciences Publication Activity Database

    Maes, C.; Netočný, Karel; Wynants, B.

    2009-01-01

    Roč. 42, č. 36 (2009), 365002/1-365002/21 ISSN 1751-8113 R&D Projects: GA ČR GC202/07/J051 Institutional research plan: CEZ:AV0Z10100520 Keywords : nonequilibrium fluctuations * semi-Markov processes Subject RIV: BM - Solid Matter Physics ; Magnetism Impact factor: 1.577, year: 2009 http://www.iop.org/EJ/abstract/1751-8121/42/36/365002

  17. Analysis of a quantum Markov chain

    International Nuclear Information System (INIS)

    Marbeau, J.; Gudder, S.

    1990-01-01

    A quantum chain is analogous to a classical stationary Markov chain except that the probability measure is replaced by a complex amplitude measure and the transition probability matrix is replaced by a transition amplitude matrix. After considering the general situation, we study a particular example of a quantum chain whose transition amplitude matrix has the form of a Dirichlet matrix. Such matrices generate a discrete analog of the usual continuum Feynman amplitude. We then compute the probability distribution for these quantum chains

  18. Modelling of cyclical stratigraphy using Markov chains

    Energy Technology Data Exchange (ETDEWEB)

    Kulatilake, P.H.S.W.

    1987-07-01

    State-of-the-art on modelling of cyclical stratigraphy using first-order Markov chains is reviewed. Shortcomings of the presently available procedures are identified. A procedure which eliminates all the identified shortcomings is presented. Required statistical tests to perform this modelling are given in detail. An example (the Oficina formation in eastern Venezuela) is given to illustrate the presented procedure. 12 refs., 3 tabs. 1 fig.

  19. Markov Chains For Testing Redundant Software

    Science.gov (United States)

    White, Allan L.; Sjogren, Jon A.

    1990-01-01

    Preliminary design developed for validation experiment that addresses problems unique to assuring extremely high quality of multiple-version programs in process-control software. Approach takes into account inertia of controlled system in sense it takes more than one failure of control program to cause controlled system to fail. Verification procedure consists of two steps: experimentation (numerical simulation) and computation, with Markov model for each step.

  20. Operational Markov Condition for Quantum Processes

    Science.gov (United States)

    Pollock, Felix A.; Rodríguez-Rosario, César; Frauenheim, Thomas; Paternostro, Mauro; Modi, Kavan

    2018-01-01

    We derive a necessary and sufficient condition for a quantum process to be Markovian which coincides with the classical one in the relevant limit. Our condition unifies all previously known definitions for quantum Markov processes by accounting for all potentially detectable memory effects. We then derive a family of measures of non-Markovianity with clear operational interpretations, such as the size of the memory required to simulate a process or the experimental falsifiability of a Markovian hypothesis.

  1. Markov and semi-Markov switching linear mixed models used to identify forest tree growth components.

    Science.gov (United States)

    Chaubert-Pereira, Florence; Guédon, Yann; Lavergne, Christian; Trottier, Catherine

    2010-09-01

    Tree growth is assumed to be mainly the result of three components: (i) an endogenous component assumed to be structured as a succession of roughly stationary phases separated by marked change points that are asynchronous among individuals, (ii) a time-varying environmental component assumed to take the form of synchronous fluctuations among individuals, and (iii) an individual component corresponding mainly to the local environment of each tree. To identify and characterize these three components, we propose to use semi-Markov switching linear mixed models, i.e., models that combine linear mixed models in a semi-Markovian manner. The underlying semi-Markov chain represents the succession of growth phases and their lengths (endogenous component) whereas the linear mixed models attached to each state of the underlying semi-Markov chain represent-in the corresponding growth phase-both the influence of time-varying climatic covariates (environmental component) as fixed effects, and interindividual heterogeneity (individual component) as random effects. In this article, we address the estimation of Markov and semi-Markov switching linear mixed models in a general framework. We propose a Monte Carlo expectation-maximization like algorithm whose iterations decompose into three steps: (i) sampling of state sequences given random effects, (ii) prediction of random effects given state sequences, and (iii) maximization. The proposed statistical modeling approach is illustrated by the analysis of successive annual shoots along Corsican pine trunks influenced by climatic covariates. © 2009, The International Biometric Society.

  2. Temperature scaling method for Markov chains.

    Science.gov (United States)

    Crosby, Lonnie D; Windus, Theresa L

    2009-01-22

    The use of ab initio potentials in Monte Carlo simulations aimed at investigating the nucleation kinetics of water clusters is complicated by the computational expense of the potential energy determinations. Furthermore, the common desire to investigate the temperature dependence of kinetic properties leads to an urgent need to reduce the expense of performing simulations at many different temperatures. A method is detailed that allows a Markov chain (obtained via Monte Carlo) at one temperature to be scaled to other temperatures of interest without the need to perform additional large simulations. This Markov chain temperature-scaling (TeS) can be generally applied to simulations geared for numerous applications. This paper shows the quality of results which can be obtained by TeS and the possible quantities which may be extracted from scaled Markov chains. Results are obtained for a 1-D analytical potential for which the exact solutions are known. Also, this method is applied to water clusters consisting of between 2 and 5 monomers, using Dynamical Nucleation Theory to determine the evaporation rate constant for monomer loss. Although ab initio potentials are not utilized in this paper, the benefit of this method is made apparent by using the Dang-Chang polarizable classical potential for water to obtain statistical properties at various temperatures.

  3. Stencil method: a Markov model for transport in porous media

    Science.gov (United States)

    Delgoshaie, A. H.; Tchelepi, H.; Jenny, P.

    2016-12-01

    In porous media the transport of fluid is dominated by flow-field heterogeneity resulting from the underlying transmissibility field. Since the transmissibility is highly uncertain, many realizations of a geological model are used to describe the statistics of the transport phenomena in a Monte Carlo framework. One possible way to avoid the high computational cost of physics-based Monte Carlo simulations is to model the velocity field as a Markov process and use Markov Chain Monte Carlo. In previous works multiple Markov models for discrete velocity processes have been proposed. These models can be divided into two general classes of Markov models in time and Markov models in space. Both of these choices have been shown to be effective to some extent. However some studies have suggested that the Markov property cannot be confirmed for a temporal Markov process; Therefore there is not a consensus about the validity and value of Markov models in time. Moreover, previous spacial Markov models have only been used for modeling transport on structured networks and can not be readily applied to model transport in unstructured networks. In this work we propose a novel approach for constructing a Markov model in time (stencil method) for a discrete velocity process. The results form the stencil method are compared to previously proposed spacial Markov models for structured networks. The stencil method is also applied to unstructured networks and can successfully describe the dispersion of particles in this setting. Our conclusion is that both temporal Markov models and spacial Markov models for discrete velocity processes can be valid for a range of model parameters. Moreover, we show that the stencil model can be more efficient in many practical settings and is suited to model dispersion both on structured and unstructured networks.

  4. Homogeneous versus heterogeneous zeolite nucleation

    NARCIS (Netherlands)

    Dokter, W.H.; Garderen, van H.F.; Beelen, T.P.M.; Santen, van R.A.; Bras, W.

    1995-01-01

    Aggregates of fractal dimension were found in the intermediate gel phases that organize prior to nucleation and crystallization (shown right) of silicalite from a homogeneous reaction mixture. Small- and wide-angle X-ray scattering studies prove that for zeolites nucleation may be homogeneous or

  5. Homogeneous crystal nucleation in polymers.

    Science.gov (United States)

    Schick, C; Androsch, R; Schmelzer, J W P

    2017-11-15

    The pathway of crystal nucleation significantly influences the structure and properties of semi-crystalline polymers. Crystal nucleation is normally heterogeneous at low supercooling, and homogeneous at high supercooling, of the polymer melt. Homogeneous nucleation in bulk polymers has been, so far, hardly accessible experimentally, and was even doubted to occur at all. This topical review summarizes experimental findings on homogeneous crystal nucleation in polymers. Recently developed fast scanning calorimetry, with cooling and heating rates up to 10 6 K s -1 , allows for detailed investigations of nucleation near and even below the glass transition temperature, including analysis of nuclei stability. As for other materials, the maximum homogeneous nucleation rate for polymers is located close to the glass transition temperature. In the experiments discussed here, it is shown that polymer nucleation is homogeneous at such temperatures. Homogeneous nucleation in polymers is discussed in the framework of the classical nucleation theory. The majority of our observations are consistent with the theory. The discrepancies may guide further research, particularly experiments to progress theoretical development. Progress in the understanding of homogeneous nucleation is much needed, since most of the modelling approaches dealing with polymer crystallization exclusively consider homogeneous nucleation. This is also the basis for advancing theoretical approaches to the much more complex phenomena governing heterogeneous nucleation.

  6. Homogenization theory in reactor lattices

    International Nuclear Information System (INIS)

    Benoist, P.

    1986-02-01

    The purpose of the theory of homogenization of reactor lattices is to determine, by the mean of transport theory, the constants of a homogeneous medium equivalent to a given lattice, which allows to treat the reactor as a whole by diffusion theory. In this note, the problem is presented by laying emphasis on simplicity, as far as possible [fr

  7. Constructing Dynamic Event Trees from Markov Models

    International Nuclear Information System (INIS)

    Paolo Bucci; Jason Kirschenbaum; Tunc Aldemir; Curtis Smith; Ted Wood

    2006-01-01

    In the probabilistic risk assessment (PRA) of process plants, Markov models can be used to model accurately the complex dynamic interactions between plant physical process variables (e.g., temperature, pressure, etc.) and the instrumentation and control system that monitors and manages the process. One limitation of this approach that has prevented its use in nuclear power plant PRAs is the difficulty of integrating the results of a Markov analysis into an existing PRA. In this paper, we explore a new approach to the generation of failure scenarios and their compilation into dynamic event trees from a Markov model of the system. These event trees can be integrated into an existing PRA using software tools such as SAPHIRE. To implement our approach, we first construct a discrete-time Markov chain modeling the system of interest by: (a) partitioning the process variable state space into magnitude intervals (cells), (b) using analytical equations or a system simulator to determine the transition probabilities between the cells through the cell-to-cell mapping technique, and, (c) using given failure/repair data for all the components of interest. The Markov transition matrix thus generated can be thought of as a process model describing the stochastic dynamic behavior of the finite-state system. We can therefore search the state space starting from a set of initial states to explore all possible paths to failure (scenarios) with associated probabilities. We can also construct event trees of arbitrary depth by tracing paths from a chosen initiating event and recording the following events while keeping track of the probabilities associated with each branch in the tree. As an example of our approach, we use the simple level control system often used as benchmark in the literature with one process variable (liquid level in a tank), and three control units: a drain unit and two supply units. Each unit includes a separate level sensor to observe the liquid level in the tank

  8. Markov chains and semi-Markov models in time-to-event analysis.

    Science.gov (United States)

    Abner, Erin L; Charnigo, Richard J; Kryscio, Richard J

    2013-10-25

    A variety of statistical methods are available to investigators for analysis of time-to-event data, often referred to as survival analysis. Kaplan-Meier estimation and Cox proportional hazards regression are commonly employed tools but are not appropriate for all studies, particularly in the presence of competing risks and when multiple or recurrent outcomes are of interest. Markov chain models can accommodate censored data, competing risks (informative censoring), multiple outcomes, recurrent outcomes, frailty, and non-constant survival probabilities. Markov chain models, though often overlooked by investigators in time-to-event analysis, have long been used in clinical studies and have widespread application in other fields.

  9. Markov chain modeling of evolution of strains in reinforced concrete flexural beams

    Directory of Open Access Journals (Sweden)

    Anoop, M. B.

    2012-09-01

    Full Text Available From the analysis of experimentally observed variations in surface strains with loading in reinforced concrete beams, it is noted that there is a need to consider the evolution of strains (with loading as a stochastic process. Use of Markov Chains for modeling stochastic evolution of strains with loading in reinforced concrete flexural beams is studied in this paper. A simple, yet practically useful, bi-level homogeneous Gaussian Markov Chain (BLHGMC model is proposed for determining the state of strain in reinforced concrete beams. The BLHGMC model will be useful for predicting behavior/response of reinforced concrete beams leading to more rational design.A través del análisis de la evolución de la deformación superficial observada experimentalmente en vigas de hormigón armado al entrar en carga, se constata que dicho proceso debe considerarse estocástico. En este trabajo se estudia la utilización de cadenas de Markov para modelizar la evolución estocástica de la deformación de vigas flexotraccionadas. Se propone, para establecer el estado de deformación de estas, un modelo con distribución gaussiana tipo cadena de Markov homogénea de dos niveles (BLHGMC por sus siglas en inglés, cuyo empleo resulta sencillo y práctico. Se comprueba la utilidad del modelo BLHGMC para prever el comportamiento de estos elementos, lo que determina a su vez una mayor racionalidad a la hora de su cálculo y diseño

  10. Derivation of Markov processes that violate detailed balance

    Science.gov (United States)

    Lee, Julian

    2018-03-01

    Time-reversal symmetry of the microscopic laws dictates that the equilibrium distribution of a stochastic process must obey the condition of detailed balance. However, cyclic Markov processes that do not admit equilibrium distributions with detailed balance are often used to model systems driven out of equilibrium by external agents. I show that for a Markov model without detailed balance, an extended Markov model can be constructed, which explicitly includes the degrees of freedom for the driving agent and satisfies the detailed balance condition. The original cyclic Markov model for the driven system is then recovered as an approximation at early times by summing over the degrees of freedom for the driving agent. I also show that the widely accepted expression for the entropy production in a cyclic Markov model is actually a time derivative of an entropy component in the extended model. Further, I present an analytic expression for the entropy component that is hidden in the cyclic Markov model.

  11. Monte Carlo Simulation of Markov, Semi-Markov, and Generalized Semi- Markov Processes in Probabilistic Risk Assessment

    Science.gov (United States)

    English, Thomas

    2005-01-01

    A standard tool of reliability analysis used at NASA-JSC is the event tree. An event tree is simply a probability tree, with the probabilities determining the next step through the tree specified at each node. The nodal probabilities are determined by a reliability study of the physical system at work for a particular node. The reliability study performed at a node is typically referred to as a fault tree analysis, with the potential of a fault tree existing.for each node on the event tree. When examining an event tree it is obvious why the event tree/fault tree approach has been adopted. Typical event trees are quite complex in nature, and the event tree/fault tree approach provides a systematic and organized approach to reliability analysis. The purpose of this study was two fold. Firstly, we wanted to explore the possibility that a semi-Markov process can create dependencies between sojourn times (the times it takes to transition from one state to the next) that can decrease the uncertainty when estimating time to failures. Using a generalized semi-Markov model, we studied a four element reliability model and were able to demonstrate such sojourn time dependencies. Secondly, we wanted to study the use of semi-Markov processes to introduce a time variable into the event tree diagrams that are commonly developed in PRA (Probabilistic Risk Assessment) analyses. Event tree end states which change with time are more representative of failure scenarios than are the usual static probability-derived end states.

  12. [Succession caused by beaver (Castor fiber L.) life activity: II. A refined Markov model].

    Science.gov (United States)

    Logofet; Evstigneev, O I; Aleinikov, A A; Morozova, A O

    2015-01-01

    The refined Markov model of cyclic zoogenic successions caused by beaver (Castor fiber L.) life activity represents a discrete chain of the following six states: flooded forest, swamped forest, pond, grassy swamp, shrubby swamp, and wet forest, which correspond to certain stages of succession. Those stages are defined, and a conceptual scheme of probable transitions between them for one time step is constructed from the knowledge of beaver behaviour in small river floodplains of "Bryanskii Les" Reserve. We calibrated the corresponding matrix of transition probabilities according to the optimization principle: minimizing differences between the model outcome and reality; the model generates a distribution of relative areas corresponding to the stages of succession, that has to be compared to those gained from case studies in the Reserve during 2002-2006. The time step is chosen to equal 2 years, and the first-step data in the sum of differences are given various weights, w (between 0 and 1). The value of w = 0.2 is selected due to its optimality and for some additional reasons. By the formulae of finite homogeneous Markov chain theory, we obtained the main results of the calibrated model, namely, a steady-state distribution of stage areas, indexes of cyclicity, and the mean durations (M(j)) of succession stages. The results of calibration give an objective quantitative nature to the expert knowledge of the course of succession and get a proper interpretation. The 2010 data, which are not involved in the calibration procedure, enabled assessing the quality of prediction by the homogeneous model in short-term (from the 2006 situation): the error of model area distribution relative to the distribution observed in 2010 falls into the range of 9-17%, the best prognosis being given by the least optimal matrices (rejected values of w). This indicates a formally heterogeneous nature of succession processes in time. Thus, the refined version of the homogeneous Markov chain

  13. A Markov Process Inspired Cellular Automata Model of Road Traffic

    OpenAIRE

    Wang, Fa; Li, Li; Hu, Jianming; Ji, Yan; Yao, Danya; Zhang, Yi; Jin, Xuexiang; Su, Yuelong; Wei, Zheng

    2008-01-01

    To provide a more accurate description of the driving behaviors in vehicle queues, a namely Markov-Gap cellular automata model is proposed in this paper. It views the variation of the gap between two consequent vehicles as a Markov process whose stationary distribution corresponds to the observed distribution of practical gaps. The multiformity of this Markov process provides the model enough flexibility to describe various driving behaviors. Two examples are given to show how to specialize i...

  14. A New GMRES(m Method for Markov Chains

    Directory of Open Access Journals (Sweden)

    Bing-Yuan Pu

    2013-01-01

    Full Text Available This paper presents a class of new accelerated restarted GMRES method for calculating the stationary probability vector of an irreducible Markov chain. We focus on the mechanism of this new hybrid method by showing how to periodically combine the GMRES and vector extrapolation method into a much efficient one for improving the convergence rate in Markov chain problems. Numerical experiments are carried out to demonstrate the efficiency of our new algorithm on several typical Markov chain problems.

  15. Implantation of a multifocal toric intraocular lens with a surface-embedded near segment after repeated LASIK treatments.

    Science.gov (United States)

    Khoramnia, Ramin; Auffarth, Gerd U; Rabsilber, Tanja M; Holzer, Mike P

    2012-11-01

    We report a 66-year-old patient who presented with increasing hyperopia, astigmatism, and presbyopia in both eyes 8 years after bilateral laser in situ keratomileusis (LASIK) and LASIK enhancement in the left eye aiming for spectacle independence. Bilateral multifocal toric Lentis Mplus intraocular lenses (IOLs) with an embedded near segment and individually customized cylinder correction were implanted uneventfully following phacoemulsification. The Haigis-L formula after previous hyperopia correction was chosen for IOL power calculation and provided reliable results. Emmetropia was targeted and achieved. Three months postoperatively, the uncorrected distance visual acuity had increased from 0.40 logMAR to 0.10 logMAR in the right eye and from 0.20 logMAR to 0.00 logMAR in the left eye. The patient gained 6 lines of uncorrected near visual acuity: 0.20 logMAR in the right eye and 0.10 logMAR in the left eye. This case shows that customized premium IOL implantation can provide accurate results even in challenging cases. The International Vision Correction Research Centre, Department of Ophthalmology, University of Heidelberg, Heidelberg, Germany, has received research grants, lecture fees, and travel reimbursement from Oculentis GmbH. Copyright © 2012 ASCRS and ESCRS. Published by Elsevier Inc. All rights reserved.

  16. Homogeneous Spaces and Equivariant Embeddings

    CERN Document Server

    Timashev, DA

    2011-01-01

    Homogeneous spaces of linear algebraic groups lie at the crossroads of algebraic geometry, theory of algebraic groups, classical projective and enumerative geometry, harmonic analysis, and representation theory. By standard reasons of algebraic geometry, in order to solve various problems on a homogeneous space it is natural and helpful to compactify it keeping track of the group action, i.e. to consider equivariant completions or, more generally, open embeddings of a given homogeneous space. Such equivariant embeddings are the subject of this book. We focus on classification of equivariant em

  17. Context Tree Estimation in Variable Length Hidden Markov Models

    OpenAIRE

    Dumont, Thierry

    2011-01-01

    We address the issue of context tree estimation in variable length hidden Markov models. We propose an estimator of the context tree of the hidden Markov process which needs no prior upper bound on the depth of the context tree. We prove that the estimator is strongly consistent. This uses information-theoretic mixture inequalities in the spirit of Finesso and Lorenzo(Consistent estimation of the order for Markov and hidden Markov chains(1990)) and E.Gassiat and S.Boucheron (Optimal error exp...

  18. Deteksi Fraud Menggunakan Metode Model Markov Tersembunyi Pada Proses Bisnis

    Directory of Open Access Journals (Sweden)

    Andrean Hutama Koosasi

    2017-03-01

    Full Text Available Model Markov Tersembunyi merupakan sebuah metode statistik berdasarkan Model Markov sederhana yang memodelkan sistem serta membaginya dalam 2 (dua state, state tersembunyi dan state observasi. Dalam pengerjaan tugas akhir ini, penulis mengusulkan penggunaan metode Model Markov Tersembunyi untuk menemukan fraud didalam sebuah pelaksanaan proses bisnis. Dengan penggunaan metode Model Markov Tersembunyi ini, maka pengamatan terhadap elemen penyusun sebuah kasus/kejadian, yakni beberapa aktivitas, akan diperoleh sebuah nilai peluang, yang sekaligus memberikan prediksi terhadap kasus/kejadian tersebut, sebuah fraud atau tidak. Hasil ekpserimen ini menunjukkan bahwa metode yang diusulkan mampu memberikan prediksi akhir dengan evaluasi TPR sebesar 87,5% dan TNR sebesar 99,4%.

  19. Qualitative analysis of homogeneous universes

    International Nuclear Information System (INIS)

    Novello, M.; Araujo, R.A.

    1980-01-01

    The qualitative behaviour of cosmological models is investigated in two cases: Homogeneous and isotropic Universes containing viscous fluids in a stokesian non-linear regime; Rotating expanding universes in a state which matter is off thermal equilibrium. (Author) [pt

  20. A second stage homogenization method

    International Nuclear Information System (INIS)

    Makai, M.

    1981-01-01

    A second homogenization is needed before the diffusion calculation of the core of large reactors. Such a second stage homogenization is outlined here. Our starting point is the Floquet theorem for it states that the diffusion equation for a periodic core always has a particular solution of the form esup(j)sup(B)sup(x) u (x). It is pointed out that the perturbation series expansion of function u can be derived by solving eigenvalue problems and the eigenvalues serve to define homogenized cross sections. With the help of these eigenvalues a homogenized diffusion equation can be derived the solution of which is cos Bx, the macroflux. It is shown that the flux can be expressed as a series of buckling. The leading term in this series is the well known Wigner-Seitz formula. Finally three examples are given: periodic absorption, a cell with an absorber pin in the cell centre, and a cell of three regions. (orig.)

  1. Homogenization methods for heterogeneous assemblies

    International Nuclear Information System (INIS)

    Wagner, M.R.

    1980-01-01

    The third session of the IAEA Technical Committee Meeting is concerned with the problem of homogenization of heterogeneous assemblies. Six papers will be presented on the theory of homogenization and on practical procedures for deriving homogenized group cross sections and diffusion coefficients. That the problem of finding so-called ''equivalent'' diffusion theory parameters for the use in global reactor calculations is of great practical importance. In spite of this, it is fair to say that the present state of the theory of second homogenization is far from being satisfactory. In fact, there is not even a uniquely accepted approach to the problem of deriving equivalent group diffusion parameters. Common agreement exists only about the fact that the conventional flux-weighting technique provides only a first approximation, which might lead to acceptable results in certain cases, but certainly does not guarantee the basic requirement of conservation of reaction rates

  2. Markov Chain Analysis of Musical Dice Games

    Science.gov (United States)

    Volchenkov, D.; Dawin, J. R.

    2012-07-01

    A system for using dice to compose music randomly is known as the musical dice game. The discrete time MIDI models of 804 pieces of classical music written by 29 composers have been encoded into the transition matrices and studied by Markov chains. Contrary to human languages, entropy dominates over redundancy, in the musical dice games based on the compositions of classical music. The maximum complexity is achieved on the blocks consisting of just a few notes (8 notes, for the musical dice games generated over Bach's compositions). First passage times to notes can be used to resolve tonality and feature a composer.

  3. Pruning Boltzmann networks and hidden Markov models

    DEFF Research Database (Denmark)

    Pedersen, Morten With; Stork, D.

    1996-01-01

    We present sensitivity-based pruning algorithms for general Boltzmann networks. Central to our methods is the efficient calculation of a second-order approximation to the true weight saliencies in a cross-entropy error. Building upon previous work which shows a formal correspondence between linear...... Boltzmann chains and hidden Markov models (HMMs), we argue that our method can be applied to HMMs as well. We illustrate pruning on Boltzmann zippers, which are equivalent to two HMMs with cross-connection links. We verify that our second-order approximation preserves the rank ordering of weight saliencies...

  4. Decoding LDPC Convolutional Codes on Markov Channels

    Directory of Open Access Journals (Sweden)

    Kashyap Manohar

    2008-01-01

    Full Text Available Abstract This paper describes a pipelined iterative technique for joint decoding and channel state estimation of LDPC convolutional codes over Markov channels. Example designs are presented for the Gilbert-Elliott discrete channel model. We also compare the performance and complexity of our algorithm against joint decoding and state estimation of conventional LDPC block codes. Complexity analysis reveals that our pipelined algorithm reduces the number of operations per time step compared to LDPC block codes, at the expense of increased memory and latency. This tradeoff is favorable for low-power applications.

  5. Decoding LDPC Convolutional Codes on Markov Channels

    Directory of Open Access Journals (Sweden)

    Chris Winstead

    2008-04-01

    Full Text Available This paper describes a pipelined iterative technique for joint decoding and channel state estimation of LDPC convolutional codes over Markov channels. Example designs are presented for the Gilbert-Elliott discrete channel model. We also compare the performance and complexity of our algorithm against joint decoding and state estimation of conventional LDPC block codes. Complexity analysis reveals that our pipelined algorithm reduces the number of operations per time step compared to LDPC block codes, at the expense of increased memory and latency. This tradeoff is favorable for low-power applications.

  6. Evolving the structure of hidden Markov Models

    DEFF Research Database (Denmark)

    won, K. J.; Prugel-Bennett, A.; Krogh, A.

    2006-01-01

    A genetic algorithm (GA) is proposed for finding the structure of hidden Markov Models (HMMs) used for biological sequence analysis. The GA is designed to preserve biologically meaningful building blocks. The search through the space of HMM structures is combined with optimization of the emission...... and transition probabilities using the classic Baum-Welch algorithm. The system is tested on the problem of finding the promoter and coding region of C. jejuni. The resulting HMM has a superior discrimination ability to a handcrafted model that has been published in the literature....

  7. Honest Importance Sampling with Multiple Markov Chains.

    Science.gov (United States)

    Tan, Aixin; Doss, Hani; Hobert, James P

    2015-01-01

    Importance sampling is a classical Monte Carlo technique in which a random sample from one probability density, π 1 , is used to estimate an expectation with respect to another, π . The importance sampling estimator is strongly consistent and, as long as two simple moment conditions are satisfied, it obeys a central limit theorem (CLT). Moreover, there is a simple consistent estimator for the asymptotic variance in the CLT, which makes for routine computation of standard errors. Importance sampling can also be used in the Markov chain Monte Carlo (MCMC) context. Indeed, if the random sample from π 1 is replaced by a Harris ergodic Markov chain with invariant density π 1 , then the resulting estimator remains strongly consistent. There is a price to be paid however, as the computation of standard errors becomes more complicated. First, the two simple moment conditions that guarantee a CLT in the iid case are not enough in the MCMC context. Second, even when a CLT does hold, the asymptotic variance has a complex form and is difficult to estimate consistently. In this paper, we explain how to use regenerative simulation to overcome these problems. Actually, we consider a more general set up, where we assume that Markov chain samples from several probability densities, π 1 , …, π k , are available. We construct multiple-chain importance sampling estimators for which we obtain a CLT based on regeneration. We show that if the Markov chains converge to their respective target distributions at a geometric rate, then under moment conditions similar to those required in the iid case, the MCMC-based importance sampling estimator obeys a CLT. Furthermore, because the CLT is based on a regenerative process, there is a simple consistent estimator of the asymptotic variance. We illustrate the method with two applications in Bayesian sensitivity analysis. The first concerns one-way random effects models under different priors. The second involves Bayesian variable

  8. ANALYSING ACCEPTANCE SAMPLING PLANS BY MARKOV CHAINS

    Directory of Open Access Journals (Sweden)

    Mohammad Mirabi

    2012-01-01

    Full Text Available

    ENGLISH ABSTRACT: In this research, a Markov analysis of acceptance sampling plans in a single stage and in two stages is proposed, based on the quality of the items inspected. In a stage of this policy, if the number of defective items in a sample of inspected items is more than the upper threshold, the batch is rejected. However, the batch is accepted if the number of defective items is less than the lower threshold. Nonetheless, when the number of defective items falls between the upper and lower thresholds, the decision-making process continues to inspect the items and collect further samples. The primary objective is to determine the optimal values of the upper and lower thresholds using a Markov process to minimise the total cost associated with a batch acceptance policy. A solution method is presented, along with a numerical demonstration of the application of the proposed methodology.

    AFRIKAANSE OPSOMMING: In hierdie navorsing word ’n Markov-ontleding gedoen van aannamemonsternemingsplanne wat plaasvind in ’n enkele stap of in twee stappe na gelang van die kwaliteit van die items wat geïnspekteer word. Indien die eerste monster toon dat die aantal defektiewe items ’n boonste grens oorskry, word die lot afgekeur. Indien die eerste monster toon dat die aantal defektiewe items minder is as ’n onderste grens, word die lot aanvaar. Indien die eerste monster toon dat die aantal defektiewe items in die gebied tussen die boonste en onderste grense lê, word die besluitnemingsproses voortgesit en verdere monsters word geneem. Die primêre doel is om die optimale waardes van die booonste en onderste grense te bepaal deur gebruik te maak van ’n Markov-proses sodat die totale koste verbonde aan die proses geminimiseer kan word. ’n Oplossing word daarna voorgehou tesame met ’n numeriese voorbeeld van die toepassing van die voorgestelde oplossing.

  9. Vulnerability of networks of interacting Markov chains.

    Science.gov (United States)

    Kocarev, L; Zlatanov, N; Trajanov, D

    2010-05-13

    The concept of vulnerability is introduced for a model of random, dynamical interactions on networks. In this model, known as the influence model, the nodes are arranged in an arbitrary network, while the evolution of the status at a node is according to an internal Markov chain, but with transition probabilities that depend not only on the current status of that node but also on the statuses of the neighbouring nodes. Vulnerability is treated analytically and numerically for several networks with different topological structures, as well as for two real networks--the network of infrastructures and the EU power grid--identifying the most vulnerable nodes of these networks.

  10. Genetic Algorithms Principles Towards Hidden Markov Model

    Directory of Open Access Journals (Sweden)

    Nabil M. Hewahi

    2011-10-01

    Full Text Available In this paper we propose a general approach based on Genetic Algorithms (GAs to evolve Hidden Markov Models (HMM. The problem appears when experts assign probability values for HMM, they use only some limited inputs. The assigned probability values might not be accurate to serve in other cases related to the same domain. We introduce an approach based on GAs to find
    out the suitable probability values for the HMM to be mostly correct in more cases than what have been used to assign the probability values.

  11. Spinor structures on homogeneous spaces

    International Nuclear Information System (INIS)

    Lyakhovskii, V.D.; Mudrov, A.I.

    1993-01-01

    For multidimensional models of the interaction of elementary particles, the problem of constructing and classifying spinor fields on homogeneous spaces is exceptionally important. An algebraic criterion for the existence of spinor structures on homogeneous spaces used in multidimensional models is developed. A method of explicit construction of spinor structures is proposed, and its effectiveness is demonstrated in examples. The results are of particular importance for harmonic decomposition of spinor fields

  12. A personal view on homogenization

    International Nuclear Information System (INIS)

    Tartar, L.

    1987-02-01

    The evolution of some ideas is first described. Under the name homogenization are collected all the mathematical results who help understanding the relations between the microstructure of a material and its macroscopic properties. Homogenization results are given through a critically detailed bibliography. The mathematical models given are systems of partial differential equations, supposed to describe some properties at a scale ε and we want to understand what will happen to the solutions if ε tends to 0

  13. Epitope discovery with phylogenetic hidden Markov models.

    LENUS (Irish Health Repository)

    Lacerda, Miguel

    2010-05-01

    Existing methods for the prediction of immunologically active T-cell epitopes are based on the amino acid sequence or structure of pathogen proteins. Additional information regarding the locations of epitopes may be acquired by considering the evolution of viruses in hosts with different immune backgrounds. In particular, immune-dependent evolutionary patterns at sites within or near T-cell epitopes can be used to enhance epitope identification. We have developed a mutation-selection model of T-cell epitope evolution that allows the human leukocyte antigen (HLA) genotype of the host to influence the evolutionary process. This is one of the first examples of the incorporation of environmental parameters into a phylogenetic model and has many other potential applications where the selection pressures exerted on an organism can be related directly to environmental factors. We combine this novel evolutionary model with a hidden Markov model to identify contiguous amino acid positions that appear to evolve under immune pressure in the presence of specific host immune alleles and that therefore represent potential epitopes. This phylogenetic hidden Markov model provides a rigorous probabilistic framework that can be combined with sequence or structural information to improve epitope prediction. As a demonstration, we apply the model to a data set of HIV-1 protein-coding sequences and host HLA genotypes.

  14. Markov transitions and the propagation of chaos

    International Nuclear Information System (INIS)

    Gottlieb, A.

    1998-01-01

    The propagation of chaos is a central concept of kinetic theory that serves to relate the equations of Boltzmann and Vlasov to the dynamics of many-particle systems. Propagation of chaos means that molecular chaos, i.e., the stochastic independence of two random particles in a many-particle system, persists in time, as the number of particles tends to infinity. We establish a necessary and sufficient condition for a family of general n-particle Markov processes to propagate chaos. This condition is expressed in terms of the Markov transition functions associated to the n-particle processes, and it amounts to saying that chaos of random initial states propagates if it propagates for pure initial states. Our proof of this result relies on the weak convergence approach to the study of chaos due to Sztitman and Tanaka. We assume that the space in which the particles live is homomorphic to a complete and separable metric space so that we may invoke Prohorov's theorem in our proof. We also show that, if the particles can be in only finitely many states, then molecular chaos implies that the specific entropies in the n-particle distributions converge to the entropy of the limiting single-particle distribution

  15. Asymptotic evolution of quantum Markov chains

    Energy Technology Data Exchange (ETDEWEB)

    Novotny, Jaroslav [FNSPE, CTU in Prague, 115 19 Praha 1 - Stare Mesto (Czech Republic); Alber, Gernot [Institut fuer Angewandte Physik, Technische Universitaet Darmstadt, D-64289 Darmstadt (Germany)

    2012-07-01

    The iterated quantum operations, so called quantum Markov chains, play an important role in various branches of physics. They constitute basis for many discrete models capable to explore fundamental physical problems, such as the approach to thermal equilibrium, or the asymptotic dynamics of macroscopic physical systems far from thermal equilibrium. On the other hand, in the more applied area of quantum technology they also describe general characteristic properties of quantum networks or they can describe different quantum protocols in the presence of decoherence. A particularly, an interesting aspect of these quantum Markov chains is their asymptotic dynamics and its characteristic features. We demonstrate there is always a vector subspace (typically low-dimensional) of so-called attractors on which the resulting superoperator governing the iterative time evolution of quantum states can be diagonalized and in which the asymptotic quantum dynamics takes place. As the main result interesting algebraic relations are presented for this set of attractors which allow to specify their dual basis and to determine them in a convenient way. Based on this general theory we show some generalizations concerning the theory of fixed points or asymptotic evolution of random quantum operations.

  16. Monotone measures of ergodicity for Markov chains

    Directory of Open Access Journals (Sweden)

    J. Keilson

    1998-01-01

    Full Text Available The following paper, first written in 1974, was never published other than as part of an internal research series. Its lack of publication is unrelated to the merits of the paper and the paper is of current importance by virtue of its relation to the relaxation time. A systematic discussion is provided of the approach of a finite Markov chain to ergodicity by proving the monotonicity of an important set of norms, each measures of egodicity, whether or not time reversibility is present. The paper is of particular interest because the discussion of the relaxation time of a finite Markov chain [2] has only been clean for time reversible chains, a small subset of the chains of interest. This restriction is not present here. Indeed, a new relaxation time quoted quantifies the relaxation time for all finite ergodic chains (cf. the discussion of Q1(t below Equation (1.7]. This relaxation time was developed by Keilson with A. Roy in his thesis [6], yet to be published.

  17. Approximating Markov Chains: What and why

    International Nuclear Information System (INIS)

    Pincus, S.

    1996-01-01

    Much of the current study of dynamical systems is focused on geometry (e.g., chaos and bifurcations) and ergodic theory. Yet dynamical systems were originally motivated by an attempt to open-quote open-quote solve,close-quote close-quote or at least understand, a discrete-time analogue of differential equations. As such, numerical, analytical solution techniques for dynamical systems would seem desirable. We discuss an approach that provides such techniques, the approximation of dynamical systems by suitable finite state Markov Chains. Steady state distributions for these Markov Chains, a straightforward calculation, will converge to the true dynamical system steady state distribution, with appropriate limit theorems indicated. Thus (i) approximation by a computable, linear map holds the promise of vastly faster steady state solutions for nonlinear, multidimensional differential equations; (ii) the solution procedure is unaffected by the presence or absence of a probability density function for the attractor, entirely skirting singularity, fractal/multifractal, and renormalization considerations. The theoretical machinery underpinning this development also implies that under very general conditions, steady state measures are weakly continuous with control parameter evolution. This means that even though a system may change periodicity, or become chaotic in its limiting behavior, such statistical parameters as the mean, standard deviation, and tail probabilities change continuously, not abruptly with system evolution. copyright 1996 American Institute of Physics

  18. Mirror symmetry and the moduli space for generic hypersurfaces in toric varieties

    CERN Document Server

    Berglund, P; Klemm, A D

    1995-01-01

    The moduli dependence of (2,2) superstring compactifications based on Calabi--Yau hypersurfaces in weighted projective space has so far only been investigated for Fermat-type polynomial constraints. These correspond to Landau-Ginzburg orbifolds with c=9 whose potential is a sum of A-type singularities. Here we consider the generalization to arbitrary quasi-homogeneous singularities at c=9. We use mirror symmetry to derive the dependence of the models on the complexified K\\"ahler moduli and check the expansions of some topological correlation functions against explicit genus zero and genus one instanton calculations. As an important application we give examples of how non-algebraic (``twisted'') deformations can be mapped to algebraic ones, hence allowing us to study the full moduli space. We also study how moduli spaces can be nested in each other, thus enabling a (singular) transition from one theory to another. Following the recent work of Greene, Morrison and Strominger we show that this corresponds to bla...

  19. Homogenization of neutronic diffusion models

    International Nuclear Information System (INIS)

    Capdebosq, Y.

    1999-09-01

    In order to study and simulate nuclear reactor cores, one needs to access the neutron distribution in the core. In practice, the description of this density of neutrons is given by a system of diffusion equations, coupled by non differential exchange terms. The strong heterogeneity of the medium constitutes a major obstacle to the numerical computation of this models at reasonable cost. Homogenization appears as compulsory. Heuristic methods have been developed since the origin by nuclear physicists, under a periodicity assumption on the coefficients. They consist in doing a fine computation one a single periodicity cell, to solve the system on the whole domain with homogeneous coefficients, and to reconstruct the neutron density by multiplying the solutions of the two computations. The objectives of this work are to provide mathematically rigorous basis to this factorization method, to obtain the exact formulas of the homogenized coefficients, and to start on geometries where two periodical medium are placed side by side. The first result of this thesis concerns eigenvalue problem models which are used to characterize the state of criticality of the reactor, under a symmetry assumption on the coefficients. The convergence of the homogenization process is proved, and formulas of the homogenized coefficients are given. We then show that without symmetry assumptions, a drift phenomenon appears. It is characterized by the mean of a real Bloch wave method, which gives the homogenized limit in the general case. These results for the critical problem are then adapted to the evolution model. Finally, the homogenization of the critical problem in the case of two side by side periodic medium is studied on a one dimensional on equation model. (authors)

  20. 7 CFR 58.920 - Homogenization.

    Science.gov (United States)

    2010-01-01

    ... 7 Agriculture 3 2010-01-01 2010-01-01 false Homogenization. 58.920 Section 58.920 Agriculture... Procedures § 58.920 Homogenization. Where applicable concentrated products shall be homogenized for the... homogenization and the pressure at which homogenization is accomplished will be that which accomplishes the most...

  1. Comparative evaluation of toric intraocular lens alignment and visual quality with image-guided surgery and conventional three-step manual marking.

    Science.gov (United States)

    Titiyal, Jeewan S; Kaur, Manpreet; Jose, Cijin P; Falera, Ruchita; Kinkar, Ashutosh; Bageshwar, Lalit Ms

    2018-01-01

    To compare toric intraocular lens (IOL) alignment assisted by image-guided surgery or manual marking methods and its impact on visual quality. This prospective comparative study enrolled 80 eyes with cataract and astigmatism ≥1.5 D to undergo phacoemulsification with toric IOL alignment by manual marking method using bubble marker (group I, n=40) or Callisto eye and Z align (group II, n=40). Postoperatively, accuracy of alignment and visual quality was assessed with a ray tracing aberrometer. Primary outcome measure was deviation from the target axis of implantation. Secondary outcome measures were visual quality and acuity. Follow-up was performed on postoperative days (PODs) 1 and 30. Deviation from the target axis of implantation was significantly less in group II on PODs 1 and 30 (group I: 5.5°±3.3°, group II: 3.6°±2.6°; p =0.005). Postoperative refractive cylinder was -0.89±0.35 D in group I and -0.64±0.36 D in group II ( p =0.003). Visual acuity was comparable between both the groups. Visual quality measured in terms of Strehl ratio ( p image-guided surgery group. Significant negative correlation was observed between deviation from target axis and visual quality parameters (Strehl ratio and MTF) ( p Image-guided surgery allows precise alignment of toric IOL without need for reference marking. It is associated with superior visual quality which correlates with the precision of IOL alignment.

  2. Pathwise duals of monotone and additive Markov processes

    Czech Academy of Sciences Publication Activity Database

    Sturm, A.; Swart, Jan M.

    -, - (2018) ISSN 0894-9840 R&D Projects: GA ČR GAP201/12/2613 Institutional support: RVO:67985556 Keywords : pathwise duality * monotone Markov process * additive Markov process * interacting particle system Subject RIV: BA - General Mathematics Impact factor: 0.854, year: 2016 http://library.utia.cas.cz/separaty/2016/SI/swart-0465436.pdf

  3. An introduction to hidden Markov models for biological sequences

    DEFF Research Database (Denmark)

    Krogh, Anders Stærmose

    1998-01-01

    A non-matematical tutorial on hidden Markov models (HMMs) plus a description of one of the applications of HMMs: gene finding.......A non-matematical tutorial on hidden Markov models (HMMs) plus a description of one of the applications of HMMs: gene finding....

  4. Asymptotics for Estimating Equations in Hidden Markov Models

    DEFF Research Database (Denmark)

    Hansen, Jørgen Vinsløv; Jensen, Jens Ledet

    Results on asymptotic normality for the maximum likelihood estimate in hidden Markov models are extended in two directions. The stationarity assumption is relaxed, which allows for a covariate process influencing the hidden Markov process. Furthermore a class of estimating equations is considered...

  5. Markov trace on the Yokonuma-Hecke algebra

    International Nuclear Information System (INIS)

    Juyumaya, J.

    2002-11-01

    The objective of this note is to prove that there exists a Markov trace on the Yokonuma-Hecke algebra. A motivation to define a Markov trace is to get polynomial invariants for knots in the sense of Jones construction. (author)

  6. Compositionality for Markov reward chains with fast and silent transitions

    NARCIS (Netherlands)

    Markovski, J.; Sokolova, A.; Trcka, N.; Vink, de E.P.

    2009-01-01

    A parallel composition is defined for Markov reward chains with stochastic discontinuity, and with fast and silent transitions. In this setting, compositionality with respect to the relevant aggregation preorders is established. For Markov reward chains with fast transitions the preorders are

  7. Model Checking Markov Reward Models with Impulse Rewards

    NARCIS (Netherlands)

    Cloth, Lucia; Katoen, Joost-Pieter; Khattri, Maneesh; Pulungan, Reza; Bondavalli, Andrea; Haverkort, Boudewijn; Tang, Dong

    This paper considers model checking of Markov reward models (MRMs), continuous-time Markov chains with state rewards as well as impulse rewards. The reward extension of the logic CSL (Continuous Stochastic Logic) is interpreted over such MRMs, and two numerical algorithms are provided to check the

  8. Recursive smoothers for hidden discrete-time Markov chains

    Directory of Open Access Journals (Sweden)

    Lakhdar Aggoun

    2005-01-01

    Full Text Available We consider a discrete-time Markov chain observed through another Markov chain. The proposed model extends models discussed by Elliott et al. (1995. We propose improved recursive formulae to update smoothed estimates of processes related to the model. These recursive estimates are used to update the parameter of the model via the expectation maximization (EM algorithm.

  9. First hitting probabilities for semi markov chains and estimation

    DEFF Research Database (Denmark)

    Georgiadis, Stylianos

    2017-01-01

    We first consider a stochastic system described by an absorbing semi-Markov chain with finite state space and we introduce the absorption probability to a class of recurrent states. Afterwards, we study the first hitting probability to a subset of states for an irreducible semi-Markov chain...

  10. ANALYTIC WORD RECOGNITION WITHOUT SEGMENTATION BASED ON MARKOV RANDOM FIELDS

    NARCIS (Netherlands)

    Coisy, C.; Belaid, A.

    2004-01-01

    In this paper, a method for analytic handwritten word recognition based on causal Markov random fields is described. The words models are HMMs where each state corresponds to a letter; each letter is modelled by a NSHP­HMM (Markov field). Global models are build dynamically, and used for recognition

  11. A Markov decision model for optimising economic production lot size ...

    African Journals Online (AJOL)

    Adopting such a Markov decision process approach, the states of a Markov chain represent possible states of demand. The decision of whether or not to produce additional inventory units is made using dynamic programming. This approach demonstrates the existence of an optimal state-dependent EPL size, and produces ...

  12. Portfolio allocation under the vendor managed inventory: A Markov ...

    African Journals Online (AJOL)

    Portfolio allocation under the vendor managed inventory: A Markov decision process. ... Journal of Applied Sciences and Environmental Management ... This study provides a review of Markov decision processes and investigates its suitability for solutions to portfolio allocation problems under vendor managed inventory in ...

  13. Logics and Models for Stochastic Analysis Beyond Markov Chains

    DEFF Research Database (Denmark)

    Zeng, Kebin

    , because of the generality of ME distributions, we have to leave the world of Markov chains. To support ME distributions with multiple exits, we introduce a multi-exits ME distribution together with a process algebra MEME to express the systems having the semantics as Markov renewal processes with ME...

  14. [Hyperopic Laser-in-situ-Keratomileusis after trifocal intraocular lens implantation : Aberration-free femto-Laser-in-situ-Keratomileusis treatment after implantation of a diffractive, multifocal, toric intraocular lens-case analysis].

    Science.gov (United States)

    Hemkeppler, E; Böhm, M; Kohnen, T

    2018-05-29

    A 52-year-old highly myopic female patient was implanted with a multifocal, diffractive, toric intraocular lens because of the wish to be independent of eyeglasses. Despite high-quality, extensive preoperative examinations, a hyperopic refractive error remained postoperatively, which led to the patient's dissatisfaction. This error was treated with Laser-in-situ-Keratomileusis (LASIK). After corneal LASIK treatment and implantation of a diffractive toric multifocal intraocular lens the patient showed a good postoperative visual result without optical phenomena.

  15. Introduction to the numerical solutions of Markov chains

    CERN Document Server

    Stewart, Williams J

    1994-01-01

    A cornerstone of applied probability, Markov chains can be used to help model how plants grow, chemicals react, and atoms diffuse - and applications are increasingly being found in such areas as engineering, computer science, economics, and education. To apply the techniques to real problems, however, it is necessary to understand how Markov chains can be solved numerically. In this book, the first to offer a systematic and detailed treatment of the numerical solution of Markov chains, William Stewart provides scientists on many levels with the power to put this theory to use in the actual world, where it has applications in areas as diverse as engineering, economics, and education. His efforts make for essential reading in a rapidly growing field. Here, Stewart explores all aspects of numerically computing solutions of Markov chains, especially when the state is huge. He provides extensive background to both discrete-time and continuous-time Markov chains and examines many different numerical computing metho...

  16. Time series segmentation: a new approach based on Genetic Algorithm and Hidden Markov Model

    Science.gov (United States)

    Toreti, A.; Kuglitsch, F. G.; Xoplaki, E.; Luterbacher, J.

    2009-04-01

    The subdivision of a time series into homogeneous segments has been performed using various methods applied to different disciplines. In climatology, for example, it is accompanied by the well-known homogenization problem and the detection of artificial change points. In this context, we present a new method (GAMM) based on Hidden Markov Model (HMM) and Genetic Algorithm (GA), applicable to series of independent observations (and easily adaptable to autoregressive processes). A left-to-right hidden Markov model, estimating the parameters and the best-state sequence, respectively, with the Baum-Welch and Viterbi algorithms, was applied. In order to avoid the well-known dependence of the Baum-Welch algorithm on the initial condition, a Genetic Algorithm was developed. This algorithm is characterized by mutation, elitism and a crossover procedure implemented with some restrictive rules. Moreover the function to be minimized was derived following the approach of Kehagias (2004), i.e. it is the so-called complete log-likelihood. The number of states was determined applying a two-fold cross-validation procedure (Celeux and Durand, 2008). Being aware that the last issue is complex, and it influences all the analysis, a Multi Response Permutation Procedure (MRPP; Mielke et al., 1981) was inserted. It tests the model with K+1 states (where K is the state number of the best model) if its likelihood is close to K-state model. Finally, an evaluation of the GAMM performances, applied as a break detection method in the field of climate time series homogenization, is shown. 1. G. Celeux and J.B. Durand, Comput Stat 2008. 2. A. Kehagias, Stoch Envir Res 2004. 3. P.W. Mielke, K.J. Berry, G.W. Brier, Monthly Wea Rev 1981.

  17. Genetic Homogenization of Composite Materials

    Directory of Open Access Journals (Sweden)

    P. Tobola

    2009-04-01

    Full Text Available The paper is focused on numerical studies of electromagnetic properties of composite materials used for the construction of small airplanes. Discussions concentrate on the genetic homogenization of composite layers and composite layers with a slot. The homogenization is aimed to reduce CPU-time demands of EMC computational models of electrically large airplanes. First, a methodology of creating a 3-dimensional numerical model of a composite material in CST Microwave Studio is proposed focusing on a sufficient accuracy of the model. Second, a proper implementation of a genetic optimization in Matlab is discussed. Third, an association of the optimization script and a simplified 2-dimensional model of the homogeneous equivalent model in Comsol Multiphysics is proposed considering EMC issues. Results of computations are experimentally verified.

  18. FuzzyStatProb: An R Package for the Estimation of Fuzzy Stationary Probabilities from a Sequence of Observations of an Unknown Markov Chain

    Directory of Open Access Journals (Sweden)

    Pablo J. Villacorta

    2016-07-01

    Full Text Available Markov chains are well-established probabilistic models of a wide variety of real systems that evolve along time. Countless examples of applications of Markov chains that successfully capture the probabilistic nature of real problems include areas as diverse as biology, medicine, social science, and engineering. One interesting feature which characterizes certain kinds of Markov chains is their stationary distribution, which stands for the global fraction of time the system spends in each state. The computation of the stationary distribution requires precise knowledge of the transition probabilities. When the only information available is a sequence of observations drawn from the system, such probabilities have to be estimated. Here we review an existing method to estimate fuzzy transition probabilities from observations and, with them, obtain the fuzzy stationary distribution of the resulting fuzzy Markov chain. The method also works when the user directly provides fuzzy transition probabilities. We provide an implementation in the R environment that is the first available to the community and serves as a proof of concept. We demonstrate the usefulness of our proposal with computational experiments on a toy problem, namely a time-homogeneous Markov chain that guides the randomized movement of an autonomous robot that patrols a small area.

  19. The Markov moment problem and extremal problems

    CERN Document Server

    Kreĭn, M G; Louvish, D

    1977-01-01

    In this book, an extensive circle of questions originating in the classical work of P. L. Chebyshev and A. A. Markov is considered from the more modern point of view. It is shown how results and methods of the generalized moment problem are interlaced with various questions of the geometry of convex bodies, algebra, and function theory. From this standpoint, the structure of convex and conical hulls of curves is studied in detail and isoperimetric inequalities for convex hulls are established; a theory of orthogonal and quasiorthogonal polynomials is constructed; problems on limiting values of integrals and on least deviating functions (in various metrics) are generalized and solved; problems in approximation theory and interpolation and extrapolation in various function classes (analytic, absolutely monotone, almost periodic, etc.) are solved, as well as certain problems in optimal control of linear objects.

  20. Learning Markov Decision Processes for Model Checking

    DEFF Research Database (Denmark)

    Mao, Hua; Chen, Yingke; Jaeger, Manfred

    2012-01-01

    . The proposed learning algorithm is adapted from algorithms for learning deterministic probabilistic finite automata, and extended to include both probabilistic and nondeterministic transitions. The algorithm is empirically analyzed and evaluated by learning system models of slot machines. The evaluation......Constructing an accurate system model for formal model verification can be both resource demanding and time-consuming. To alleviate this shortcoming, algorithms have been proposed for automatically learning system models based on observed system behaviors. In this paper we extend the algorithm...... on learning probabilistic automata to reactive systems, where the observed system behavior is in the form of alternating sequences of inputs and outputs. We propose an algorithm for automatically learning a deterministic labeled Markov decision process model from the observed behavior of a reactive system...

  1. Learning Markov models for stationary system behaviors

    DEFF Research Database (Denmark)

    Chen, Yingke; Mao, Hua; Jaeger, Manfred

    2012-01-01

    to a single long observation sequence, and in these situations existing automatic learning methods cannot be applied. In this paper, we adapt algorithms for learning variable order Markov chains from a single observation sequence of a target system, so that stationary system properties can be verified using......Establishing an accurate model for formal verification of an existing hardware or software system is often a manual process that is both time consuming and resource demanding. In order to ease the model construction phase, methods have recently been proposed for automatically learning accurate...... the learned model. Experiments demonstrate that system properties (formulated as stationary probabilities of LTL formulas) can be reliably identified using the learned model....

  2. Neuroevolution Mechanism for Hidden Markov Model

    Directory of Open Access Journals (Sweden)

    Nabil M. Hewahi

    2011-12-01

    Full Text Available Hidden Markov Model (HMM is a statistical model based on probabilities. HMM is becoming one of the major models involved in many applications such as natural language
    processing, handwritten recognition, image processing, prediction systems and many more. In this research we are concerned with finding out the best HMM for a certain application domain. We propose a neuroevolution process that is based first on converting the HMM to a neural network, then generating many neural networks at random where each represents a HMM. We proceed by
    applying genetic operators to obtain new set of neural networks where each represents HMMs, and updating the population. Finally select the best neural network based on a fitness function.

  3. Improved hidden Markov model for nosocomial infections.

    Science.gov (United States)

    Khader, Karim; Leecaster, Molly; Greene, Tom; Samore, Matthew; Thomas, Alun

    2014-12-01

    We propose a novel hidden Markov model (HMM) for parameter estimation in hospital transmission models, and show that commonly made simplifying assumptions can lead to severe model misspecification and poor parameter estimates. A standard HMM that embodies two commonly made simplifying assumptions, namely a fixed patient count and binomially distributed detections is compared with a new alternative HMM that does not require these simplifying assumptions. Using simulated data, we demonstrate how each of the simplifying assumptions used by the standard model leads to model misspecification, whereas the alternative model results in accurate parameter estimates. © The Authors 2013. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. All rights reserved.

  4. Estimation and uncertainty of reversible Markov models.

    Science.gov (United States)

    Trendelkamp-Schroer, Benjamin; Wu, Hao; Paul, Fabian; Noé, Frank

    2015-11-07

    Reversibility is a key concept in Markov models and master-equation models of molecular kinetics. The analysis and interpretation of the transition matrix encoding the kinetic properties of the model rely heavily on the reversibility property. The estimation of a reversible transition matrix from simulation data is, therefore, crucial to the successful application of the previously developed theory. In this work, we discuss methods for the maximum likelihood estimation of transition matrices from finite simulation data and present a new algorithm for the estimation if reversibility with respect to a given stationary vector is desired. We also develop new methods for the Bayesian posterior inference of reversible transition matrices with and without given stationary vector taking into account the need for a suitable prior distribution preserving the meta-stable features of the observed process during posterior inference. All algorithms here are implemented in the PyEMMA software--http://pyemma.org--as of version 2.0.

  5. Monte Carlo simulation of Markov unreliability models

    International Nuclear Information System (INIS)

    Lewis, E.E.; Boehm, F.

    1984-01-01

    A Monte Carlo method is formulated for the evaluation of the unrealibility of complex systems with known component failure and repair rates. The formulation is in terms of a Markov process allowing dependences between components to be modeled and computational efficiencies to be achieved in the Monte Carlo simulation. Two variance reduction techniques, forced transition and failure biasing, are employed to increase computational efficiency of the random walk procedure. For an example problem these result in improved computational efficiency by more than three orders of magnitudes over analog Monte Carlo. The method is generalized to treat problems with distributed failure and repair rate data, and a batching technique is introduced and shown to result in substantial increases in computational efficiency for an example problem. A method for separating the variance due to the data uncertainty from that due to the finite number of random walks is presented. (orig.)

  6. Recombination Processes and Nonlinear Markov Chains.

    Science.gov (United States)

    Pirogov, Sergey; Rybko, Alexander; Kalinina, Anastasia; Gelfand, Mikhail

    2016-09-01

    Bacteria are known to exchange genetic information by horizontal gene transfer. Since the frequency of homologous recombination depends on the similarity between the recombining segments, several studies examined whether this could lead to the emergence of subspecies. Most of them simulated fixed-size Wright-Fisher populations, in which the genetic drift should be taken into account. Here, we use nonlinear Markov processes to describe a bacterial population evolving under mutation and recombination. We consider a population structure as a probability measure on the space of genomes. This approach implies the infinite population size limit, and thus, the genetic drift is not assumed. We prove that under these conditions, the emergence of subspecies is impossible.

  7. SHARP ENTRYWISE PERTURBATION BOUNDS FOR MARKOV CHAINS.

    Science.gov (United States)

    Thiede, Erik; VAN Koten, Brian; Weare, Jonathan

    For many Markov chains of practical interest, the invariant distribution is extremely sensitive to perturbations of some entries of the transition matrix, but insensitive to others; we give an example of such a chain, motivated by a problem in computational statistical physics. We have derived perturbation bounds on the relative error of the invariant distribution that reveal these variations in sensitivity. Our bounds are sharp, we do not impose any structural assumptions on the transition matrix or on the perturbation, and computing the bounds has the same complexity as computing the invariant distribution or computing other bounds in the literature. Moreover, our bounds have a simple interpretation in terms of hitting times, which can be used to draw intuitive but rigorous conclusions about the sensitivity of a chain to various types of perturbations.

  8. A Markov Chain Model for Contagion

    Directory of Open Access Journals (Sweden)

    Angelos Dassios

    2014-11-01

    Full Text Available We introduce a bivariate Markov chain counting process with contagion for modelling the clustering arrival of loss claims with delayed settlement for an insurance company. It is a general continuous-time model framework that also has the potential to be applicable to modelling the clustering arrival of events, such as jumps, bankruptcies, crises and catastrophes in finance, insurance and economics with both internal contagion risk and external common risk. Key distributional properties, such as the moments and probability generating functions, for this process are derived. Some special cases with explicit results and numerical examples and the motivation for further actuarial applications are also discussed. The model can be considered a generalisation of the dynamic contagion process introduced by Dassios and Zhao (2011.

  9. Markov state models of protein misfolding

    Science.gov (United States)

    Sirur, Anshul; De Sancho, David; Best, Robert B.

    2016-02-01

    Markov state models (MSMs) are an extremely useful tool for understanding the conformational dynamics of macromolecules and for analyzing MD simulations in a quantitative fashion. They have been extensively used for peptide and protein folding, for small molecule binding, and for the study of native ensemble dynamics. Here, we adapt the MSM methodology to gain insight into the dynamics of misfolded states. To overcome possible flaws in root-mean-square deviation (RMSD)-based metrics, we introduce a novel discretization approach, based on coarse-grained contact maps. In addition, we extend the MSM methodology to include "sink" states in order to account for the irreversibility (on simulation time scales) of processes like protein misfolding. We apply this method to analyze the mechanism of misfolding of tandem repeats of titin domains, and how it is influenced by confinement in a chaperonin-like cavity.

  10. Multivariate Markov chain modeling for stock markets

    Science.gov (United States)

    Maskawa, Jun-ichi

    2003-06-01

    We study a multivariate Markov chain model as a stochastic model of the price changes of portfolios in the framework of the mean field approximation. The time series of price changes are coded into the sequences of up and down spins according to their signs. We start with the discussion for small portfolios consisting of two stock issues. The generalization of our model to arbitrary size of portfolio is constructed by a recurrence relation. The resultant form of the joint probability of the stationary state coincides with Gibbs measure assigned to each configuration of spin glass model. Through the analysis of actual portfolios, it has been shown that the synchronization of the direction of the price changes is well described by the model.

  11. Anatomy Ontology Matching Using Markov Logic Networks

    Directory of Open Access Journals (Sweden)

    Chunhua Li

    2016-01-01

    Full Text Available The anatomy of model species is described in ontologies, which are used to standardize the annotations of experimental data, such as gene expression patterns. To compare such data between species, we need to establish relationships between ontologies describing different species. Ontology matching is a kind of solutions to find semantic correspondences between entities of different ontologies. Markov logic networks which unify probabilistic graphical model and first-order logic provide an excellent framework for ontology matching. We combine several different matching strategies through first-order logic formulas according to the structure of anatomy ontologies. Experiments on the adult mouse anatomy and the human anatomy have demonstrated the effectiveness of proposed approach in terms of the quality of result alignment.

  12. Crossing over...Markov meets Mendel.

    Science.gov (United States)

    Mneimneh, Saad

    2012-01-01

    Chromosomal crossover is a biological mechanism to combine parental traits. It is perhaps the first mechanism ever taught in any introductory biology class. The formulation of crossover, and resulting recombination, came about 100 years after Mendel's famous experiments. To a great extent, this formulation is consistent with the basic genetic findings of Mendel. More importantly, it provides a mathematical insight for his two laws (and corrects them). From a mathematical perspective, and while it retains similarities, genetic recombination guarantees diversity so that we do not rapidly converge to the same being. It is this diversity that made the study of biology possible. In particular, the problem of genetic mapping and linkage-one of the first efforts towards a computational approach to biology-relies heavily on the mathematical foundation of crossover and recombination. Nevertheless, as students we often overlook the mathematics of these phenomena. Emphasizing the mathematical aspect of Mendel's laws through crossover and recombination will prepare the students to make an early realization that biology, in addition to being experimental, IS a computational science. This can serve as a first step towards a broader curricular transformation in teaching biological sciences. I will show that a simple and modern treatment of Mendel's laws using a Markov chain will make this step possible, and it will only require basic college-level probability and calculus. My personal teaching experience confirms that students WANT to know Markov chains because they hear about them from bioinformaticists all the time. This entire exposition is based on three homework problems that I designed for a course in computational biology. A typical reader is, therefore, an instructional staff member or a student in a computational field (e.g., computer science, mathematics, statistics, computational biology, bioinformatics). However, other students may easily follow by omitting the

  13. Crossing over...Markov meets Mendel.

    Directory of Open Access Journals (Sweden)

    Saad Mneimneh

    Full Text Available Chromosomal crossover is a biological mechanism to combine parental traits. It is perhaps the first mechanism ever taught in any introductory biology class. The formulation of crossover, and resulting recombination, came about 100 years after Mendel's famous experiments. To a great extent, this formulation is consistent with the basic genetic findings of Mendel. More importantly, it provides a mathematical insight for his two laws (and corrects them. From a mathematical perspective, and while it retains similarities, genetic recombination guarantees diversity so that we do not rapidly converge to the same being. It is this diversity that made the study of biology possible. In particular, the problem of genetic mapping and linkage-one of the first efforts towards a computational approach to biology-relies heavily on the mathematical foundation of crossover and recombination. Nevertheless, as students we often overlook the mathematics of these phenomena. Emphasizing the mathematical aspect of Mendel's laws through crossover and recombination will prepare the students to make an early realization that biology, in addition to being experimental, IS a computational science. This can serve as a first step towards a broader curricular transformation in teaching biological sciences. I will show that a simple and modern treatment of Mendel's laws using a Markov chain will make this step possible, and it will only require basic college-level probability and calculus. My personal teaching experience confirms that students WANT to know Markov chains because they hear about them from bioinformaticists all the time. This entire exposition is based on three homework problems that I designed for a course in computational biology. A typical reader is, therefore, an instructional staff member or a student in a computational field (e.g., computer science, mathematics, statistics, computational biology, bioinformatics. However, other students may easily follow by

  14. Bayesian tomography by interacting Markov chains

    Science.gov (United States)

    Romary, T.

    2017-12-01

    In seismic tomography, we seek to determine the velocity of the undergound from noisy first arrival travel time observations. In most situations, this is an ill posed inverse problem that admits several unperfect solutions. Given an a priori distribution over the parameters of the velocity model, the Bayesian formulation allows to state this problem as a probabilistic one, with a solution under the form of a posterior distribution. The posterior distribution is generally high dimensional and may exhibit multimodality. Moreover, as it is known only up to a constant, the only sensible way to addressthis problem is to try to generate simulations from the posterior. The natural tools to perform these simulations are Monte Carlo Markov chains (MCMC). Classical implementations of MCMC algorithms generally suffer from slow mixing: the generated states are slow to enter the stationary regime, that is to fit the observations, and when one mode of the posterior is eventually identified, it may become difficult to visit others. Using a varying temperature parameter relaxing the constraint on the data may help to enter the stationary regime. Besides, the sequential nature of MCMC makes them ill fitted toparallel implementation. Running a large number of chains in parallel may be suboptimal as the information gathered by each chain is not mutualized. Parallel tempering (PT) can be seen as a first attempt to make parallel chains at different temperatures communicate but only exchange information between current states. In this talk, I will show that PT actually belongs to a general class of interacting Markov chains algorithm. I will also show that this class enables to design interacting schemes that can take advantage of the whole history of the chain, by authorizing exchanges toward already visited states. The algorithms will be illustrated with toy examples and an application to first arrival traveltime tomography.

  15. Spontaneous compactification to homogeneous spaces

    International Nuclear Information System (INIS)

    Mourao, J.M.

    1988-01-01

    The spontaneous compactification of extra dimensions to compact homogeneous spaces is studied. The methods developed within the framework of coset space dimensional reduction scheme and the most general form of invariant metrics are used to find solutions of spontaneous compactification equations

  16. Modeling Uncertainty of Directed Movement via Markov Chains

    Directory of Open Access Journals (Sweden)

    YIN Zhangcai

    2015-10-01

    Full Text Available Probabilistic time geography (PTG is suggested as an extension of (classical time geography, in order to present the uncertainty of an agent located at the accessible position by probability. This may provide a quantitative basis for most likely finding an agent at a location. In recent years, PTG based on normal distribution or Brown bridge has been proposed, its variance, however, is irrelevant with the agent's speed or divergent with the increase of the speed; so they are difficult to take into account application pertinence and stability. In this paper, a new method is proposed to model PTG based on Markov chain. Firstly, a bidirectional conditions Markov chain is modeled, the limit of which, when the moving speed is large enough, can be regarded as the Brown bridge, thus has the characteristics of digital stability. Then, the directed movement is mapped to Markov chains. The essential part is to build step length, the state space and transfer matrix of Markov chain according to the space and time position of directional movement, movement speed information, to make sure the Markov chain related to the movement speed. Finally, calculating continuously the probability distribution of the directed movement at any time by the Markov chains, it can be get the possibility of an agent located at the accessible position. Experimental results show that, the variance based on Markov chains not only is related to speed, but also is tending towards stability with increasing the agent's maximum speed.

  17. Irreversible Local Markov Chains with Rapid Convergence towards Equilibrium

    Science.gov (United States)

    Kapfer, Sebastian C.; Krauth, Werner

    2017-12-01

    We study the continuous one-dimensional hard-sphere model and present irreversible local Markov chains that mix on faster time scales than the reversible heat bath or Metropolis algorithms. The mixing time scales appear to fall into two distinct universality classes, both faster than for reversible local Markov chains. The event-chain algorithm, the infinitesimal limit of one of these Markov chains, belongs to the class presenting the fastest decay. For the lattice-gas limit of the hard-sphere model, reversible local Markov chains correspond to the symmetric simple exclusion process (SEP) with periodic boundary conditions. The two universality classes for irreversible Markov chains are realized by the totally asymmetric SEP (TASEP), and by a faster variant (lifted TASEP) that we propose here. We discuss how our irreversible hard-sphere Markov chains generalize to arbitrary repulsive pair interactions and carry over to higher dimensions through the concept of lifted Markov chains and the recently introduced factorized Metropolis acceptance rule.

  18. Markov processes from K. Ito's perspective (AM-155)

    CERN Document Server

    Stroock, Daniel W

    2003-01-01

    Kiyosi Itô''s greatest contribution to probability theory may be his introduction of stochastic differential equations to explain the Kolmogorov-Feller theory of Markov processes. Starting with the geometric ideas that guided him, this book gives an account of Itô''s program. The modern theory of Markov processes was initiated by A. N. Kolmogorov. However, Kolmogorov''s approach was too analytic to reveal the probabilistic foundations on which it rests. In particular, it hides the central role played by the simplest Markov processes: those with independent, identically distributed incremen

  19. Sampling rare fluctuations of discrete-time Markov chains

    Science.gov (United States)

    Whitelam, Stephen

    2018-03-01

    We describe a simple method that can be used to sample the rare fluctuations of discrete-time Markov chains. We focus on the case of Markov chains with well-defined steady-state measures, and derive expressions for the large-deviation rate functions (and upper bounds on such functions) for dynamical quantities extensive in the length of the Markov chain. We illustrate the method using a series of simple examples, and use it to study the fluctuations of a lattice-based model of active matter that can undergo motility-induced phase separation.

  20. Markov's theorem and algorithmically non-recognizable combinatorial manifolds

    International Nuclear Information System (INIS)

    Shtan'ko, M A

    2004-01-01

    We prove the theorem of Markov on the existence of an algorithmically non-recognizable combinatorial n-dimensional manifold for every n≥4. We construct for the first time a concrete manifold which is algorithmically non-recognizable. A strengthened form of Markov's theorem is proved using the combinatorial methods of regular neighbourhoods and handle theory. The proofs coincide for all n≥4. We use Borisov's group with insoluble word problem. It has two generators and twelve relations. The use of this group forms the base for proving the strengthened form of Markov's theorem

  1. Availability Control for Means of Transport in Decisive Semi-Markov Models of Exploitation Process

    Science.gov (United States)

    Migawa, Klaudiusz

    2012-12-01

    The issues presented in this research paper refer to problems connected with the control process for exploitation implemented in the complex systems of exploitation for technical objects. The article presents the description of the method concerning the control availability for technical objects (means of transport) on the basis of the mathematical model of the exploitation process with the implementation of the decisive processes by semi-Markov. The presented method means focused on the preparing the decisive for the exploitation process for technical objects (semi-Markov model) and after that specifying the best control strategy (optimal strategy) from among possible decisive variants in accordance with the approved criterion (criteria) of the activity evaluation of the system of exploitation for technical objects. In the presented method specifying the optimal strategy for control availability in the technical objects means a choice of a sequence of control decisions made in individual states of modelled exploitation process for which the function being a criterion of evaluation reaches the extreme value. In order to choose the optimal control strategy the implementation of the genetic algorithm was chosen. The opinions were presented on the example of the exploitation process of the means of transport implemented in the real system of the bus municipal transport. The model of the exploitation process for the means of transports was prepared on the basis of the results implemented in the real transport system. The mathematical model of the exploitation process was built taking into consideration the fact that the model of the process constitutes the homogenous semi-Markov process.

  2. Electro-magnetostatic homogenization of bianisotropic metamaterials

    OpenAIRE

    Fietz, Chris

    2012-01-01

    We apply the method of asymptotic homogenization to metamaterials with microscopically bianisotropic inclusions to calculate a full set of constitutive parameters in the long wavelength limit. Two different implementations of electromagnetic asymptotic homogenization are presented. We test the homogenization procedure on two different metamaterial examples. Finally, the analytical solution for long wavelength homogenization of a one dimensional metamaterial with microscopically bi-isotropic i...

  3. Detection of bursts in extracellular spike trains using hidden semi-Markov point process models.

    Science.gov (United States)

    Tokdar, Surya; Xi, Peiyi; Kelly, Ryan C; Kass, Robert E

    2010-08-01

    Neurons in vitro and in vivo have epochs of bursting or "up state" activity during which firing rates are dramatically elevated. Various methods of detecting bursts in extracellular spike trains have appeared in the literature, the most widely used apparently being Poisson Surprise (PS). A natural description of the phenomenon assumes (1) there are two hidden states, which we label "burst" and "non-burst," (2) the neuron evolves stochastically, switching at random between these two states, and (3) within each state the spike train follows a time-homogeneous point process. If in (2) the transitions from non-burst to burst and burst to non-burst states are memoryless, this becomes a hidden Markov model (HMM). For HMMs, the state transitions follow exponential distributions, and are highly irregular. Because observed bursting may in some cases be fairly regular-exhibiting inter-burst intervals with small variation-we relaxed this assumption. When more general probability distributions are used to describe the state transitions the two-state point process model becomes a hidden semi-Markov model (HSMM). We developed an efficient Bayesian computational scheme to fit HSMMs to spike train data. Numerical simulations indicate the method can perform well, sometimes yielding very different results than those based on PS.

  4. biomvRhsmm: Genomic Segmentation with Hidden Semi-Markov Model

    Directory of Open Access Journals (Sweden)

    Yang Du

    2014-01-01

    Full Text Available High-throughput technologies like tiling array and next-generation sequencing (NGS generate continuous homogeneous segments or signal peaks in the genome that represent transcripts and transcript variants (transcript mapping and quantification, regions of deletion and amplification (copy number variation, or regions characterized by particular common features like chromatin state or DNA methylation ratio (epigenetic modifications. However, the volume and output of data produced by these technologies present challenges in analysis. Here, a hidden semi-Markov model (HSMM is implemented and tailored to handle multiple genomic profile, to better facilitate genome annotation by assisting in the detection of transcripts, regulatory regions, and copy number variation by holistic microarray or NGS. With support for various data distributions, instead of limiting itself to one specific application, the proposed hidden semi-Markov model is designed to allow modeling options to accommodate different types of genomic data and to serve as a general segmentation engine. By incorporating genomic positions into the sojourn distribution of HSMM, with optional prior learning using annotation or previous studies, the modeling output is more biologically sensible. The proposed model has been compared with several other state-of-the-art segmentation models through simulation benchmarking, which shows that our efficient implementation achieves comparable or better sensitivity and specificity in genomic segmentation.

  5. Observational homogeneity of the Universe

    International Nuclear Information System (INIS)

    Bonnor, W.B.; Ellis, G.F.R.

    1986-01-01

    A new approach to observational homogeneity is presented. The observation that stars and galaxies in distant regions appear similar to those nearby may be taken to imply that matter has had a similar thermodynamic history in widely separated parts of the Universe (the Postulate of Uniform Thermal Histories, or PUTH). The supposition is now made that similar thermodynamic histories imply similar dynamical histories. Then the distant apparent similarity is evidence for spatial homogeneity of the Universe. General Relativity is used to test this idea, taking a perfect fluid model and implementing PUTH by the condition that the density and entropy per baryon shall be the same function of the proper time along all galaxy world-lines. (author)

  6. Conclusions about homogeneity and devitrification

    International Nuclear Information System (INIS)

    Larche, F.

    1997-01-01

    A lot of experimental data concerning homogeneity and devitrification of R7T7 glass have been published. It appears that: - the crystallization process is very limited, - the interfaces due to bubbles and the container wall favor crystallization locally but the ratio of crystallized volume remains always below a few per cents, and - crystallization has no damaging long-term effects as far as leaching tests can be trusted. (A.C.)

  7. Is charity a homogeneous good?

    OpenAIRE

    Backus, Peter

    2010-01-01

    In this paper I estimate income and price elasticities of donations to six different charitable causes to test the assumption that charity is a homogeneous good. In the US, charitable donations can be deducted from taxable income. This has long been recognized as producing a price, or taxprice, of giving equal to one minus the marginal tax rate faced by the donor. A substantial portion of the economic literature on giving has focused on estimating price and income elasticities of giving as th...

  8. Filtering of a Markov Jump Process with Counting Observations

    International Nuclear Information System (INIS)

    Ceci, C.; Gerardi, A.

    2000-01-01

    This paper concerns the filtering of an R d -valued Markov pure jump process when only the total number of jumps are observed. Strong and weak uniqueness for the solutions of the filtering equations are discussed

  9. The Independence of Markov's Principle in Type Theory

    DEFF Research Database (Denmark)

    Coquand, Thierry; Mannaa, Bassel

    2017-01-01

    for the generic point of this model. Instead we design an extension of type theory, which intuitively extends type theory by the addition of a generic point of Cantor space. We then show the consistency of this extension by a normalization argument. Markov's principle does not hold in this extension......In this paper, we show that Markov's principle is not derivable in dependent type theory with natural numbers and one universe. One way to prove this would be to remark that Markov's principle does not hold in a sheaf model of type theory over Cantor space, since Markov's principle does not hold......, and it follows that it cannot be proved in type theory....

  10. Classification of customer lifetime value models using Markov chain

    Science.gov (United States)

    Permana, Dony; Pasaribu, Udjianna S.; Indratno, Sapto W.; Suprayogi

    2017-10-01

    A firm’s potential reward in future time from a customer can be determined by customer lifetime value (CLV). There are some mathematic methods to calculate it. One method is using Markov chain stochastic model. Here, a customer is assumed through some states. Transition inter the states follow Markovian properties. If we are given some states for a customer and the relationships inter states, then we can make some Markov models to describe the properties of the customer. As Markov models, CLV is defined as a vector contains CLV for a customer in the first state. In this paper we make a classification of Markov Models to calculate CLV. Start from two states of customer model, we make develop in many states models. The development a model is based on weaknesses in previous model. Some last models can be expected to describe how real characters of customers in a firm.

  11. Markov Chain: A Predictive Model for Manpower Planning ...

    African Journals Online (AJOL)

    ADOWIE PERE

    Keywords: Markov Chain, Transition Probability Matrix, Manpower Planning, Recruitment, Promotion, .... movement of the workforce in Jordan productivity .... Planning periods, with T being the horizon, the value of t represents a session.

  12. Continuous-time Markov decision processes theory and applications

    CERN Document Server

    Guo, Xianping

    2009-01-01

    This volume provides the first book entirely devoted to recent developments on the theory and applications of continuous-time Markov decision processes (MDPs). The MDPs presented here include most of the cases that arise in applications.

  13. A simplified parsimonious higher order multivariate Markov chain model

    Science.gov (United States)

    Wang, Chao; Yang, Chuan-sheng

    2017-09-01

    In this paper, a simplified parsimonious higher-order multivariate Markov chain model (SPHOMMCM) is presented. Moreover, parameter estimation method of TPHOMMCM is give. Numerical experiments shows the effectiveness of TPHOMMCM.

  14. A tridiagonal parsimonious higher order multivariate Markov chain model

    Science.gov (United States)

    Wang, Chao; Yang, Chuan-sheng

    2017-09-01

    In this paper, we present a tridiagonal parsimonious higher-order multivariate Markov chain model (TPHOMMCM). Moreover, estimation method of the parameters in TPHOMMCM is give. Numerical experiments illustrate the effectiveness of TPHOMMCM.

  15. Optimisation of Hidden Markov Model using Baum–Welch algorithm ...

    Indian Academy of Sciences (India)

    The present work is a part of development of Hidden Markov Model. (HMM) based ... the Himalaya. In this work, HMMs have been developed for forecasting of maximum and minimum ..... data collection teams of Snow and Avalanche Study.

  16. Markov chain: a predictive model for manpower planning | Ezugwu ...

    African Journals Online (AJOL)

    In respect of organizational management, numerous previous studies have ... and to forecast the academic staff structure of the university in the next five years. ... Keywords: Markov Chain, Transition Probability Matrix, Manpower Planning, ...

  17. A Novel Method for Decoding Any High-Order Hidden Markov Model

    Directory of Open Access Journals (Sweden)

    Fei Ye

    2014-01-01

    Full Text Available This paper proposes a novel method for decoding any high-order hidden Markov model. First, the high-order hidden Markov model is transformed into an equivalent first-order hidden Markov model by Hadar’s transformation. Next, the optimal state sequence of the equivalent first-order hidden Markov model is recognized by the existing Viterbi algorithm of the first-order hidden Markov model. Finally, the optimal state sequence of the high-order hidden Markov model is inferred from the optimal state sequence of the equivalent first-order hidden Markov model. This method provides a unified algorithm framework for decoding hidden Markov models including the first-order hidden Markov model and any high-order hidden Markov model.

  18. On mixing of Markov measures associated with b−bistochastic QSOs

    Energy Technology Data Exchange (ETDEWEB)

    Mukhamedov, Farrukh; Embong, Ahmad Fadillah, E-mail: ahmadfadillah.90@gmail.com [Department of Computational Theoretical Sciences Faculty of Science, International Islamic University Malaysia P.O. Box, 141, 25200, Kuantan, Pahang (Malaysia)

    2016-06-02

    New majorization is in advantage as compared to the classical one since it can be defined as a partial order on sequences. We call it as b−order. Further, the defined order is used to establish a bistochasticity of nonlinear operators in which, in this study is restricted to the simplest case of nonlinear operators i.e quadratic operators. The discussions in this paper are based on bistochasticity of Quadratic Stochastic Operators (QSO) with respect to the b−order. In short, such operators are called b−bistochastic QSO. The main objectives in this paper are to show the construction of non-homogeneous Markov measures associated with QSO and to show the defined measures associated with the classes of b−bistochastic QSOs meet the mixing property.

  19. On mixing of Markov measures associated with b−bistochastic QSOs

    International Nuclear Information System (INIS)

    Mukhamedov, Farrukh; Embong, Ahmad Fadillah

    2016-01-01

    New majorization is in advantage as compared to the classical one since it can be defined as a partial order on sequences. We call it as b−order. Further, the defined order is used to establish a bistochasticity of nonlinear operators in which, in this study is restricted to the simplest case of nonlinear operators i.e quadratic operators. The discussions in this paper are based on bistochasticity of Quadratic Stochastic Operators (QSO) with respect to the b−order. In short, such operators are called b−bistochastic QSO. The main objectives in this paper are to show the construction of non-homogeneous Markov measures associated with QSO and to show the defined measures associated with the classes of b−bistochastic QSOs meet the mixing property.

  20. First Passage Moments of Finite-State Semi-Markov Processes

    Energy Technology Data Exchange (ETDEWEB)

    Warr, Richard [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Cordeiro, James [Air Force Research Lab. (AFRL), Wright-Patterson AFB, OH (United States)

    2014-03-31

    In this paper, we discuss the computation of first-passage moments of a regular time-homogeneous semi-Markov process (SMP) with a finite state space to certain of its states that possess the property of universal accessibility (UA). A UA state is one which is accessible from any other state of the SMP, but which may or may not connect back to one or more other states. An important characteristic of UA is that it is the state-level version of the oft-invoked process-level property of irreducibility. We adapt existing results for irreducible SMPs to the derivation of an analytical matrix expression for the first passage moments to a single UA state of the SMP. In addition, consistent point estimators for these first passage moments, together with relevant R code, are provided.

  1. Markov Chain Models for the Stochastic Modeling of Pitting Corrosion

    OpenAIRE

    Valor, A.; Caleyo, F.; Alfonso, L.; Velázquez, J. C.; Hallen, J. M.

    2013-01-01

    The stochastic nature of pitting corrosion of metallic structures has been widely recognized. It is assumed that this kind of deterioration retains no memory of the past, so only the current state of the damage influences its future development. This characteristic allows pitting corrosion to be categorized as a Markov process. In this paper, two different models of pitting corrosion, developed using Markov chains, are presented. Firstly, a continuous-time, nonhomogeneous linear growth (pure ...

  2. On almost-periodic points of a topological Markov chain

    International Nuclear Information System (INIS)

    Bogatyi, Semeon A; Redkozubov, Vadim V

    2012-01-01

    We prove that a transitive topological Markov chain has almost-periodic points of all D-periods. Moreover, every D-period is realized by continuously many distinct minimal sets. We give a simple constructive proof of the result which asserts that any transitive topological Markov chain has periodic points of almost all periods, and study the structure of the finite set of positive integers that are not periods.

  3. On mean reward variance in semi-Markov processes

    Czech Academy of Sciences Publication Activity Database

    Sladký, Karel

    2005-01-01

    Roč. 62, č. 3 (2005), s. 387-397 ISSN 1432-2994 R&D Projects: GA ČR(CZ) GA402/05/0115; GA ČR(CZ) GA402/04/1294 Institutional research plan: CEZ:AV0Z10750506 Keywords : Markov and semi-Markov processes with rewards * variance of cumulative reward * asymptotic behaviour Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.259, year: 2005

  4. Reliability estimation of semi-Markov systems: a case study

    International Nuclear Information System (INIS)

    Ouhbi, Brahim; Limnios, Nikolaos

    1997-01-01

    In this article, we are concerned with the estimation of the reliability and the availability of a turbo-generator rotor using a set of data observed in a real engineering situation provided by Electricite De France (EDF). The rotor is modeled by a semi-Markov process, which is used to estimate the rotor's reliability and availability. To do this, we present a method for estimating the semi-Markov kernel from a censored data

  5. Quantum tomography, phase-space observables and generalized Markov kernels

    International Nuclear Information System (INIS)

    Pellonpaeae, Juha-Pekka

    2009-01-01

    We construct a generalized Markov kernel which transforms the observable associated with the homodyne tomography into a covariant phase-space observable with a regular kernel state. Illustrative examples are given in the cases of a 'Schroedinger cat' kernel state and the Cahill-Glauber s-parametrized distributions. Also we consider an example of a kernel state when the generalized Markov kernel cannot be constructed.

  6. Hidden Markov models in automatic speech recognition

    Science.gov (United States)

    Wrzoskowicz, Adam

    1993-11-01

    This article describes a method for constructing an automatic speech recognition system based on hidden Markov models (HMMs). The author discusses the basic concepts of HMM theory and the application of these models to the analysis and recognition of speech signals. The author provides algorithms which make it possible to train the ASR system and recognize signals on the basis of distinct stochastic models of selected speech sound classes. The author describes the specific components of the system and the procedures used to model and recognize speech. The author discusses problems associated with the choice of optimal signal detection and parameterization characteristics and their effect on the performance of the system. The author presents different options for the choice of speech signal segments and their consequences for the ASR process. The author gives special attention to the use of lexical, syntactic, and semantic information for the purpose of improving the quality and efficiency of the system. The author also describes an ASR system developed by the Speech Acoustics Laboratory of the IBPT PAS. The author discusses the results of experiments on the effect of noise on the performance of the ASR system and describes methods of constructing HMM's designed to operate in a noisy environment. The author also describes a language for human-robot communications which was defined as a complex multilevel network from an HMM model of speech sounds geared towards Polish inflections. The author also added mandatory lexical and syntactic rules to the system for its communications vocabulary.

  7. Hidden Markov Model for Stock Selection

    Directory of Open Access Journals (Sweden)

    Nguyet Nguyen

    2015-10-01

    Full Text Available The hidden Markov model (HMM is typically used to predict the hidden regimes of observation data. Therefore, this model finds applications in many different areas, such as speech recognition systems, computational molecular biology and financial market predictions. In this paper, we use HMM for stock selection. We first use HMM to make monthly regime predictions for the four macroeconomic variables: inflation (consumer price index (CPI, industrial production index (INDPRO, stock market index (S&P 500 and market volatility (VIX. At the end of each month, we calibrate HMM’s parameters for each of these economic variables and predict its regimes for the next month. We then look back into historical data to find the time periods for which the four variables had similar regimes with the forecasted regimes. Within those similar periods, we analyze all of the S&P 500 stocks to identify which stock characteristics have been well rewarded during the time periods and assign scores and corresponding weights for each of the stock characteristics. A composite score of each stock is calculated based on the scores and weights of its features. Based on this algorithm, we choose the 50 top ranking stocks to buy. We compare the performances of the portfolio with the benchmark index, S&P 500. With an initial investment of $100 in December 1999, over 15 years, in December 2014, our portfolio had an average gain per annum of 14.9% versus 2.3% for the S&P 500.

  8. Stability and perturbations of countable Markov maps

    Science.gov (United States)

    Jordan, Thomas; Munday, Sara; Sahlsten, Tuomas

    2018-04-01

    Let T and , , be countable Markov maps such that the branches of converge pointwise to the branches of T, as . We study the stability of various quantities measuring the singularity (dimension, Hölder exponent etc) of the topological conjugacy between and T when . This is a well-understood problem for maps with finitely-many branches, and the quantities are stable for small ɛ, that is, they converge to their expected values if . For the infinite branch case their stability might be expected to fail, but we prove that even in the infinite branch case the quantity is stable under some natural regularity assumptions on and T (under which, for instance, the Hölder exponent of fails to be stable). Our assumptions apply for example in the case of Gauss map, various Lüroth maps and accelerated Manneville-Pomeau maps when varying the parameter α. For the proof we introduce a mass transportation method from the cusp that allows us to exploit thermodynamical ideas from the finite branch case. Dedicated to the memory of Bernd O Stratmann

  9. Lectures from Markov processes to Brownian motion

    CERN Document Server

    Chung, Kai Lai

    1982-01-01

    This book evolved from several stacks of lecture notes written over a decade and given in classes at slightly varying levels. In transforming the over­ lapping material into a book, I aimed at presenting some of the best features of the subject with a minimum of prerequisities and technicalities. (Needless to say, one man's technicality is another's professionalism. ) But a text frozen in print does not allow for the latitude of the classroom; and the tendency to expand becomes harder to curb without the constraints of time and audience. The result is that this volume contains more topics and details than I had intended, but I hope the forest is still visible with the trees. The book begins at the beginning with the Markov property, followed quickly by the introduction of option al times and martingales. These three topics in the discrete parameter setting are fully discussed in my book A Course In Probability Theory (second edition, Academic Press, 1974). The latter will be referred to throughout this book ...

  10. Markov branching in the vertex splitting model

    International Nuclear Information System (INIS)

    Stefánsson, Sigurdur Örn

    2012-01-01

    We study a special case of the vertex splitting model which is a recent model of randomly growing trees. For any finite maximum vertex degree D, we find a one parameter model, with parameter α element of [0,1] which has a so-called Markov branching property. When D=∞ we find a two parameter model with an additional parameter γ element of [0,1] which also has this feature. In the case D = 3, the model bears resemblance to Ford's α-model of phylogenetic trees and when D=∞ it is similar to its generalization, the αγ-model. For α = 0, the model reduces to the well known model of preferential attachment. In the case α > 0, we prove convergence of the finite volume probability measures, generated by the growth rules, to a measure on infinite trees which is concentrated on the set of trees with a single spine. We show that the annealed Hausdorff dimension with respect to the infinite volume measure is 1/α. When γ = 0 the model reduces to a model of growing caterpillar graphs in which case we prove that the Hausdorff dimension is almost surely 1/α and that the spectral dimension is almost surely 2/(1 + α). We comment briefly on the distribution of vertex degrees and correlations between degrees of neighbouring vertices

  11. Bayesian posterior distributions without Markov chains.

    Science.gov (United States)

    Cole, Stephen R; Chu, Haitao; Greenland, Sander; Hamra, Ghassan; Richardson, David B

    2012-03-01

    Bayesian posterior parameter distributions are often simulated using Markov chain Monte Carlo (MCMC) methods. However, MCMC methods are not always necessary and do not help the uninitiated understand Bayesian inference. As a bridge to understanding Bayesian inference, the authors illustrate a transparent rejection sampling method. In example 1, they illustrate rejection sampling using 36 cases and 198 controls from a case-control study (1976-1983) assessing the relation between residential exposure to magnetic fields and the development of childhood cancer. Results from rejection sampling (odds ratio (OR) = 1.69, 95% posterior interval (PI): 0.57, 5.00) were similar to MCMC results (OR = 1.69, 95% PI: 0.58, 4.95) and approximations from data-augmentation priors (OR = 1.74, 95% PI: 0.60, 5.06). In example 2, the authors apply rejection sampling to a cohort study of 315 human immunodeficiency virus seroconverters (1984-1998) to assess the relation between viral load after infection and 5-year incidence of acquired immunodeficiency syndrome, adjusting for (continuous) age at seroconversion and race. In this more complex example, rejection sampling required a notably longer run time than MCMC sampling but remained feasible and again yielded similar results. The transparency of the proposed approach comes at a price of being less broadly applicable than MCMC.

  12. Markov source model for printed music decoding

    Science.gov (United States)

    Kopec, Gary E.; Chou, Philip A.; Maltz, David A.

    1995-03-01

    This paper describes a Markov source model for a simple subset of printed music notation. The model is based on the Adobe Sonata music symbol set and a message language of our own design. Chord imaging is the most complex part of the model. Much of the complexity follows from a rule of music typography that requires the noteheads for adjacent pitches to be placed on opposite sides of the chord stem. This rule leads to a proliferation of cases for other typographic details such as dot placement. We describe the language of message strings accepted by the model and discuss some of the imaging issues associated with various aspects of the message language. We also point out some aspects of music notation that appear problematic for a finite-state representation. Development of the model was greatly facilitated by the duality between image synthesis and image decoding. Although our ultimate objective was a music image model for use in decoding, most of the development proceeded by using the evolving model for image synthesis, since it is computationally far less costly to image a message than to decode an image.

  13. NonMarkov Ito Processes with 1- state memory

    Science.gov (United States)

    McCauley, Joseph L.

    2010-08-01

    A Markov process, by definition, cannot depend on any previous state other than the last observed state. An Ito process implies the Fokker-Planck and Kolmogorov backward time partial differential eqns. for transition densities, which in turn imply the Chapman-Kolmogorov eqn., but without requiring the Markov condition. We present a class of Ito process superficially resembling Markov processes, but with 1-state memory. In finance, such processes would obey the efficient market hypothesis up through the level of pair correlations. These stochastic processes have been mislabeled in recent literature as 'nonlinear Markov processes'. Inspired by Doob and Feller, who pointed out that the ChapmanKolmogorov eqn. is not restricted to Markov processes, we exhibit a Gaussian Ito transition density with 1-state memory in the drift coefficient that satisfies both of Kolmogorov's partial differential eqns. and also the Chapman-Kolmogorov eqn. In addition, we show that three of the examples from McKean's seminal 1966 paper are also nonMarkov Ito processes. Last, we show that the transition density of the generalized Black-Scholes type partial differential eqn. describes a martingale, and satisfies the ChapmanKolmogorov eqn. This leads to the shortest-known proof that the Green function of the Black-Scholes eqn. with variable diffusion coefficient provides the so-called martingale measure of option pricing.

  14. Switching Markov chains for a holistic modeling of SIS unavailability

    International Nuclear Information System (INIS)

    Mechri, Walid; Simon, Christophe; BenOthman, Kamel

    2015-01-01

    This paper proposes a holistic approach to model the Safety Instrumented Systems (SIS). The model is based on Switching Markov Chain and integrates several parameters like Common Cause Failure, Imperfect Proof testing, partial proof testing, etc. The basic concepts of Switching Markov Chain applied to reliability analysis are introduced and a model to compute the unavailability for a case study is presented. The proposed Switching Markov Chain allows us to assess the effect of each parameter on the SIS performance. The proposed method ensures the relevance of the results. - Highlights: • A holistic approach to model the unavailability safety systems using Switching Markov chains. • The model integrates several parameters like probability of failure due to the test, the probability of not detecting a failure in a test. • The basic concepts of the Switching Markov Chains are introduced and applied to compute the unavailability for safety systems. • The proposed Switching Markov Chain allows assessing the effect of each parameter on the chemical reactor performance

  15. Prognostics for Steam Generator Tube Rupture using Markov Chain model

    International Nuclear Information System (INIS)

    Kim, Gibeom; Heo, Gyunyoung; Kim, Hyeonmin

    2016-01-01

    This paper will describe the prognostics method for evaluating and forecasting the ageing effect and demonstrate the procedure of prognostics for the Steam Generator Tube Rupture (SGTR) accident. Authors will propose the data-driven method so called MCMC (Markov Chain Monte Carlo) which is preferred to the physical-model method in terms of flexibility and availability. Degradation data is represented as growth of burst probability over time. Markov chain model is performed based on transition probability of state. And the state must be discrete variable. Therefore, burst probability that is continuous variable have to be changed into discrete variable to apply Markov chain model to the degradation data. The Markov chain model which is one of prognostics methods was described and the pilot demonstration for a SGTR accident was performed as a case study. The Markov chain model is strong since it is possible to be performed without physical models as long as enough data are available. However, in the case of the discrete Markov chain used in this study, there must be loss of information while the given data is discretized and assigned to the finite number of states. In this process, original information might not be reflected on prediction sufficiently. This should be noted as the limitation of discrete models. Now we will be studying on other prognostics methods such as GPM (General Path Model) which is also data-driven method as well as the particle filer which belongs to physical-model method and conducting comparison analysis

  16. Probability distributions for Markov chain based quantum walks

    Science.gov (United States)

    Balu, Radhakrishnan; Liu, Chaobin; Venegas-Andraca, Salvador E.

    2018-01-01

    We analyze the probability distributions of the quantum walks induced from Markov chains by Szegedy (2004). The first part of this paper is devoted to the quantum walks induced from finite state Markov chains. It is shown that the probability distribution on the states of the underlying Markov chain is always convergent in the Cesaro sense. In particular, we deduce that the limiting distribution is uniform if the transition matrix is symmetric. In the case of a non-symmetric Markov chain, we exemplify that the limiting distribution of the quantum walk is not necessarily identical with the stationary distribution of the underlying irreducible Markov chain. The Szegedy scheme can be extended to infinite state Markov chains (random walks). In the second part, we formulate the quantum walk induced from a lazy random walk on the line. We then obtain the weak limit of the quantum walk. It is noted that the current quantum walk appears to spread faster than its counterpart-quantum walk on the line driven by the Grover coin discussed in literature. The paper closes with an outlook on possible future directions.

  17. Bacterial genomes lacking long-range correlations may not be modeled by low-order Markov chains: the role of mixing statistics and frame shift of neighboring genes.

    Science.gov (United States)

    Cocho, Germinal; Miramontes, Pedro; Mansilla, Ricardo; Li, Wentian

    2014-12-01

    We examine the relationship between exponential correlation functions and Markov models in a bacterial genome in detail. Despite the well known fact that Markov models generate sequences with correlation function that decays exponentially, simply constructed Markov models based on nearest-neighbor dimer (first-order), trimer (second-order), up to hexamer (fifth-order), and treating the DNA sequence as being homogeneous all fail to predict the value of exponential decay rate. Even reading-frame-specific Markov models (both first- and fifth-order) could not explain the fact that the exponential decay is very slow. Starting with the in-phase coding-DNA-sequence (CDS), we investigated correlation within a fixed-codon-position subsequence, and in artificially constructed sequences by packing CDSs with out-of-phase spacers, as well as altering CDS length distribution by imposing an upper limit. From these targeted analyses, we conclude that the correlation in the bacterial genomic sequence is mainly due to a mixing of heterogeneous statistics at different codon positions, and the decay of correlation is due to the possible out-of-phase between neighboring CDSs. There are also small contributions to the correlation from bases at the same codon position, as well as by non-coding sequences. These show that the seemingly simple exponential correlation functions in bacterial genome hide a complexity in correlation structure which is not suitable for a modeling by Markov chain in a homogeneous sequence. Other results include: use of the (absolute value) second largest eigenvalue to represent the 16 correlation functions and the prediction of a 10-11 base periodicity from the hexamer frequencies. Copyright © 2014 Elsevier Ltd. All rights reserved.

  18. Análise da transição entre dias secos e chuvosos por meio da cadeia de Markov de terceira ordem Analysis of the transition between dry and wet days through third-order Markov chains

    Directory of Open Access Journals (Sweden)

    Thadeu Keller Filho

    2006-09-01

    Full Text Available O objetivo deste trabalho foi verificar se as ocorrências de dias secos e chuvosos são condicionalmente dependentes da seqüência dos três dias secos e chuvosos anteriores, numa zona pluviometricamente homogênea, por meio da cadeia não-homogênea de Markov de terceira ordem. Os resultados mostraram que as probabilidades diárias de transição podem ser adequadamente estimadas, com base em dados agregados bimestralmente, seguidas de interpolação por meio de funções sinusoidais. Além disso, evidenciou-se que, naquela zona, as ocorrências diárias de chuva são condicionalmente dependentes da seqüência de dias secos e chuvosos nos três dias anteriores. A cadeia não-homogênea de Markov de terceira ordem é um importante instrumento para a análise da dependência entre as seqüências de dias secos e chuvosos em determinadas regiões.The aim of this work was to verify if the occurrence of dry and wet days are conditionally dependent on the sequences of the dry and wet three preceding days, in a rainfall homogeneous area, using the nonhomogeneous third-order Markov chains. The results showed that daily transition probabilities can be properly estimated from two-month aggregate data, and then adjusted by means of sinusoidal functions. Besides, it was evidenced that everyday rain events in that area are conditionally dependent on the sequences of the dry and wet three days previous to occurrences. The third-order nonhomogeneous Markov chains are an important instrument for the analysis of the dependence between sequences of dry and wet days in certain areas.

  19. Decoding and modelling of time series count data using Poisson hidden Markov model and Markov ordinal logistic regression models.

    Science.gov (United States)

    Sebastian, Tunny; Jeyaseelan, Visalakshi; Jeyaseelan, Lakshmanan; Anandan, Shalini; George, Sebastian; Bangdiwala, Shrikant I

    2018-01-01

    Hidden Markov models are stochastic models in which the observations are assumed to follow a mixture distribution, but the parameters of the components are governed by a Markov chain which is unobservable. The issues related to the estimation of Poisson-hidden Markov models in which the observations are coming from mixture of Poisson distributions and the parameters of the component Poisson distributions are governed by an m-state Markov chain with an unknown transition probability matrix are explained here. These methods were applied to the data on Vibrio cholerae counts reported every month for 11-year span at Christian Medical College, Vellore, India. Using Viterbi algorithm, the best estimate of the state sequence was obtained and hence the transition probability matrix. The mean passage time between the states were estimated. The 95% confidence interval for the mean passage time was estimated via Monte Carlo simulation. The three hidden states of the estimated Markov chain are labelled as 'Low', 'Moderate' and 'High' with the mean counts of 1.4, 6.6 and 20.2 and the estimated average duration of stay of 3, 3 and 4 months, respectively. Environmental risk factors were studied using Markov ordinal logistic regression analysis. No significant association was found between disease severity levels and climate components.

  20. Physical applications of homogeneous balls

    CERN Document Server

    Scarr, Tzvi

    2005-01-01

    One of the mathematical challenges of modern physics lies in the development of new tools to efficiently describe different branches of physics within one mathematical framework. This text introduces precisely such a broad mathematical model, one that gives a clear geometric expression of the symmetry of physical laws and is entirely determined by that symmetry. The first three chapters discuss the occurrence of bounded symmetric domains (BSDs) or homogeneous balls and their algebraic structure in physics. The book further provides a discussion of how to obtain a triple algebraic structure ass

  1. Heterotic strings on homogeneous spaces

    International Nuclear Information System (INIS)

    Israel, D.; Kounnas, C.; Orlando, D.; Petropoulos, P.M.

    2005-01-01

    We construct heterotic string backgrounds corresponding to families of homogeneous spaces as exact conformal field theories. They contain left cosets of compact groups by their maximal tori supported by NS-NS 2-forms and gauge field fluxes. We give the general formalism and modular-invariant partition functions, then we consider some examples such as SU(2)/U(1)∝S 2 (already described in a previous paper) and the SU(3)/U(1) 2 flag space. As an application we construct new supersymmetric string vacua with magnetic fluxes and a linear dilaton. (Abstract Copyright [2005], Wiley Periodicals, Inc.)

  2. Maximally reliable Markov chains under energy constraints.

    Science.gov (United States)

    Escola, Sean; Eisele, Michael; Miller, Kenneth; Paninski, Liam

    2009-07-01

    Signal-to-noise ratios in physical systems can be significantly degraded if the outputs of the systems are highly variable. Biological processes for which highly stereotyped signal generations are necessary features appear to have reduced their signal variabilities by employing multiple processing steps. To better understand why this multistep cascade structure might be desirable, we prove that the reliability of a signal generated by a multistate system with no memory (i.e., a Markov chain) is maximal if and only if the system topology is such that the process steps irreversibly through each state, with transition rates chosen such that an equal fraction of the total signal is generated in each state. Furthermore, our result indicates that by increasing the number of states, it is possible to arbitrarily increase the reliability of the system. In a physical system, however, an energy cost is associated with maintaining irreversible transitions, and this cost increases with the number of such transitions (i.e., the number of states). Thus, an infinite-length chain, which would be perfectly reliable, is infeasible. To model the effects of energy demands on the maximally reliable solution, we numerically optimize the topology under two distinct energy functions that penalize either irreversible transitions or incommunicability between states, respectively. In both cases, the solutions are essentially irreversible linear chains, but with upper bounds on the number of states set by the amount of available energy. We therefore conclude that a physical system for which signal reliability is important should employ a linear architecture, with the number of states (and thus the reliability) determined by the intrinsic energy constraints of the system.

  3. Efficient Pricing of CPPI using Markov Operators

    OpenAIRE

    Louis Paulot; Xavier Lacroze

    2009-01-01

    Constant Proportion Portfolio Insurance (CPPI) is a strategy designed to give participation in a risky asset while protecting the invested capital. Some gap risk due to extreme events is often kept by the issuer of the product: a put option on the CPPI strategy is included in the product. In this paper we present a new method for the pricing of CPPIs and options on CPPIs, which is much faster and more accurate than the usual Monte-Carlo method. Provided the underlying follows a homogeneous pr...

  4. Homogenization scheme for acoustic metamaterials

    KAUST Repository

    Yang, Min

    2014-02-26

    We present a homogenization scheme for acoustic metamaterials that is based on reproducing the lowest orders of scattering amplitudes from a finite volume of metamaterials. This approach is noted to differ significantly from that of coherent potential approximation, which is based on adjusting the effective-medium parameters to minimize scatterings in the long-wavelength limit. With the aid of metamaterials’ eigenstates, the effective parameters, such as mass density and elastic modulus can be obtained by matching the surface responses of a metamaterial\\'s structural unit cell with a piece of homogenized material. From the Green\\'s theorem applied to the exterior domain problem, matching the surface responses is noted to be the same as reproducing the scattering amplitudes. We verify our scheme by applying it to three different examples: a layered lattice, a two-dimensional hexagonal lattice, and a decorated-membrane system. It is shown that the predicted characteristics and wave fields agree almost exactly with numerical simulations and experiments and the scheme\\'s validity is constrained by the number of dominant surface multipoles instead of the usual long-wavelength assumption. In particular, the validity extends to the full band in one dimension and to regimes near the boundaries of the Brillouin zone in two dimensions.

  5. ISOTOPE METHODS IN HOMOGENEOUS CATALYSIS.

    Energy Technology Data Exchange (ETDEWEB)

    BULLOCK,R.M.; BENDER,B.R.

    2000-12-01

    The use of isotope labels has had a fundamentally important role in the determination of mechanisms of homogeneously catalyzed reactions. Mechanistic data is valuable since it can assist in the design and rational improvement of homogeneous catalysts. There are several ways to use isotopes in mechanistic chemistry. Isotopes can be introduced into controlled experiments and followed where they go or don't go; in this way, Libby, Calvin, Taube and others used isotopes to elucidate mechanistic pathways for very different, yet important chemistries. Another important isotope method is the study of kinetic isotope effects (KIEs) and equilibrium isotope effect (EIEs). Here the mere observation of where a label winds up is no longer enough - what matters is how much slower (or faster) a labeled molecule reacts than the unlabeled material. The most careti studies essentially involve the measurement of isotope fractionation between a reference ground state and the transition state. Thus kinetic isotope effects provide unique data unavailable from other methods, since information about the transition state of a reaction is obtained. Because getting an experimental glimpse of transition states is really tantamount to understanding catalysis, kinetic isotope effects are very powerful.

  6. Measurements of Mode Converted Ion Cyclotron Wave with Phase Contrast Imaging in Alcator C-Mod and Comparisons with Synthetic PCI Simulations in TORIC

    International Nuclear Information System (INIS)

    Tsujii, N.; Porkolab, M.; Edlund, E. M.; Lin, L.; Lin, Y.; Wright, J. C.; Wukitch, S. J.

    2009-01-01

    Mode converted ion cyclotron wave (ICW) has been observed with phase contrast imaging (PCI) in D- 3 He plasmas in Alcator C-Mod. The measurements were carried out with the optical heterodyne technique using acousto-optic modulators which modulate the CO2 laser beam intensity near the ion cyclotron frequency. With recently improved calibration of the PCI system using a calibrated sound wave source, the measurements have been compared with the full-wave code TORIC, as interpreted by a synthetic diagnostic. Because of the line-integrated nature of the PCI signal, the predictions are sensitive to the exact wave field pattern. The simulations are found to be in qualitative agreement with the measurements.

  7. Implantation of a Multifocal Toric Intraocular Lens after Radial Keratotomy and Cross-Linking with Hyperopia and Astigmatism Residues: A Case Report

    Directory of Open Access Journals (Sweden)

    Raffaele Nuzzi

    2017-08-01

    Full Text Available Radial keratotomy is a refractive surgical technique, widely used in the 80s and early 90s to correct myopia and astigmatism, but now overcome by more recent laser techniques. Important consequences, often in patients with more than 45 years of age, are progressive hyperopic shift and/or an increase in corneal astigmatism, whose main cause seems to be an increase in the curvature radius of the central portion of the cornea. This seems to be due to radial keratotomy incisions – with the consequent need for cross-linking – intraocular pressure, and corneal biomechanical parameters. The authors propose phacoemulsification with a customized multifocal toric intraocular lens implantation to correct the induced shift and hyperopic astigmatism. A decent postoperative visual acuity was observed with good patient satisfaction. A specific protocol must be applied to optimize the correct diagnosis, presurgical evaluation and postsurgical outcomes that are to be maintained over time, without regressions.

  8. Improving homogeneity by dynamic speed limit systems.

    NARCIS (Netherlands)

    Nes, N. van Brandenberg, S. & Twisk, D.A.M.

    2010-01-01

    Homogeneity of driving speeds is an important variable in determining road safety; more homogeneous driving speeds increase road safety. This study investigates the effect of introducing dynamic speed limit systems on homogeneity of driving speeds. A total of 46 subjects twice drove a route along 12

  9. 7 CFR 58.636 - Homogenization.

    Science.gov (United States)

    2010-01-01

    ... 7 Agriculture 3 2010-01-01 2010-01-01 false Homogenization. 58.636 Section 58.636 Agriculture Regulations of the Department of Agriculture (Continued) AGRICULTURAL MARKETING SERVICE (Standards... Procedures § 58.636 Homogenization. Homogenization of the pasteurized mix shall be accomplished to...

  10. The homogeneous geometries of real hyperbolic space

    DEFF Research Database (Denmark)

    Castrillón López, Marco; Gadea, Pedro Martínez; Swann, Andrew Francis

    We describe the holonomy algebras of all canonical connections of homogeneous structures on real hyperbolic spaces in all dimensions. The structural results obtained then lead to a determination of the types, in the sense of Tricerri and Vanhecke, of the corresponding homogeneous tensors. We use...... our analysis to show that the moduli space of homogeneous structures on real hyperbolic space has two connected components....

  11. Orthogonality Measurement for Homogenous Projects-Bases

    Science.gov (United States)

    Ivan, Ion; Sandu, Andrei; Popa, Marius

    2009-01-01

    The homogenous projects-base concept is defined. Next, the necessary steps to create a homogenous projects-base are presented. A metric system is built, which then will be used for analyzing projects. The indicators which are meaningful for analyzing a homogenous projects-base are selected. The given hypothesis is experimentally verified. The…

  12. Markov Chain Models for the Stochastic Modeling of Pitting Corrosion

    Directory of Open Access Journals (Sweden)

    A. Valor

    2013-01-01

    Full Text Available The stochastic nature of pitting corrosion of metallic structures has been widely recognized. It is assumed that this kind of deterioration retains no memory of the past, so only the current state of the damage influences its future development. This characteristic allows pitting corrosion to be categorized as a Markov process. In this paper, two different models of pitting corrosion, developed using Markov chains, are presented. Firstly, a continuous-time, nonhomogeneous linear growth (pure birth Markov process is used to model external pitting corrosion in underground pipelines. A closed-form solution of the system of Kolmogorov's forward equations is used to describe the transition probability function in a discrete pit depth space. The transition probability function is identified by correlating the stochastic pit depth mean with the empirical deterministic mean. In the second model, the distribution of maximum pit depths in a pitting experiment is successfully modeled after the combination of two stochastic processes: pit initiation and pit growth. Pit generation is modeled as a nonhomogeneous Poisson process, in which induction time is simulated as the realization of a Weibull process. Pit growth is simulated using a nonhomogeneous Markov process. An analytical solution of Kolmogorov's system of equations is also found for the transition probabilities from the first Markov state. Extreme value statistics is employed to find the distribution of maximum pit depths.

  13. Prediction of inspection intervals using the Markov analysis

    International Nuclear Information System (INIS)

    Rea, R.; Arellano, J.

    2005-01-01

    To solve the unmanageable number of states of Markov of systems that have a great number of components, it is intends a modification to the method of Markov, denominated Markov truncated analysis, in which is assumed that it is worthless the dependence among faults of components. With it the number of states is increased in a lineal way (not exponential) with the number of components of the system, simplifying the analysis vastly. As example, the proposed method was applied to the system HPCS of the CLV considering its 18 main components. It thinks about that each component can take three states: operational, with hidden fault and with revealed fault. Additionally, it takes into account the configuration of the system HPCS by means of a block diagram of dependability to estimate their unavailability at level system. The results of the model here proposed are compared with other methods and approaches used to simplify the Markov analysis. It also intends the modification of the intervals of inspection of three components of the system HPCS. This finishes with base in the developed Markov model and in the maximum time allowed by the code ASME (NUREG-1482) to inspect components of systems that are in reservation in nuclear power plants. (Author)

  14. Benchmarking of a Markov multizone model of contaminant transport.

    Science.gov (United States)

    Jones, Rachael M; Nicas, Mark

    2014-10-01

    A Markov chain model previously applied to the simulation of advection and diffusion process of gaseous contaminants is extended to three-dimensional transport of particulates in indoor environments. The model framework and assumptions are described. The performance of the Markov model is benchmarked against simple conventional models of contaminant transport. The Markov model is able to replicate elutriation predictions of particle deposition with distance from a point source, and the stirred settling of respirable particles. Comparisons with turbulent eddy diffusion models indicate that the Markov model exhibits numerical diffusion in the first seconds after release, but over time accurately predicts mean lateral dispersion. The Markov model exhibits some instability with grid length aspect when turbulence is incorporated by way of the turbulent diffusion coefficient, and advection is present. However, the magnitude of prediction error may be tolerable for some applications and can be avoided by incorporating turbulence by way of fluctuating velocity (e.g. turbulence intensity). © The Author 2014. Published by Oxford University Press on behalf of the British Occupational Hygiene Society.

  15. Automated generation of partial Markov chain from high level descriptions

    International Nuclear Information System (INIS)

    Brameret, P.-A.; Rauzy, A.; Roussel, J.-M.

    2015-01-01

    We propose an algorithm to generate partial Markov chains from high level implicit descriptions, namely AltaRica models. This algorithm relies on two components. First, a variation on Dijkstra's algorithm to compute shortest paths in a graph. Second, the definition of a notion of distance to select which states must be kept and which can be safely discarded. The proposed method solves two problems at once. First, it avoids a manual construction of Markov chains, which is both tedious and error prone. Second, up the price of acceptable approximations, it makes it possible to push back dramatically the exponential blow-up of the size of the resulting chains. We report experimental results that show the efficiency of the proposed approach. - Highlights: • We generate Markov chains from a higher level safety modeling language (AltaRica). • We use a variation on Dijkstra's algorithm to generate partial Markov chains. • Hence we solve two problems: the first problem is the tedious manual construction of Markov chains. • The second problem is the blow-up of the size of the chains, at the cost of decent approximations. • The experimental results highlight the efficiency of the method

  16. The evaporative vector: Homogeneous systems

    International Nuclear Information System (INIS)

    Klots, C.E.

    1987-05-01

    Molecular beams of van der Waals molecules are the subject of much current research. Among the methods used to form these beams, three-sputtering, laser ablation, and the sonic nozzle expansion of neat gases - yield what are now recognized to be ''warm clusters.'' They contain enough internal energy to undergo a number of first-order processes, in particular that of evaporation. Because of this evaporation and its attendant cooling, the properties of such clusters are time-dependent. The states of matter which can be arrived at via an evaporative vector on a typical laboratory time-scale are discussed. Topics include the (1) temperatures, (2) metastability, (3) phase transitions, (4) kinetic energies of fragmentation, and (5) the expression of magical properties, all for evaporating homogeneous clusters

  17. Influence of credit scoring on the dynamics of Markov chain

    Science.gov (United States)

    Galina, Timofeeva

    2015-11-01

    Markov processes are widely used to model the dynamics of a credit portfolio and forecast the portfolio risk and profitability. In the Markov chain model the loan portfolio is divided into several groups with different quality, which determined by presence of indebtedness and its terms. It is proposed that dynamics of portfolio shares is described by a multistage controlled system. The article outlines mathematical formalization of controls which reflect the actions of the bank's management in order to improve the loan portfolio quality. The most important control is the organization of approval procedure of loan applications. The credit scoring is studied as a control affecting to the dynamic system. Different formalizations of "good" and "bad" consumers are proposed in connection with the Markov chain model.

  18. Markov chain solution of photon multiple scattering through turbid slabs.

    Science.gov (United States)

    Lin, Ying; Northrop, William F; Li, Xuesong

    2016-11-14

    This work introduces a Markov Chain solution to model photon multiple scattering through turbid slabs via anisotropic scattering process, i.e., Mie scattering. Results show that the proposed Markov Chain model agree with commonly used Monte Carlo simulation for various mediums such as medium with non-uniform phase functions and absorbing medium. The proposed Markov Chain solution method successfully converts the complex multiple scattering problem with practical phase functions into a matrix form and solves transmitted/reflected photon angular distributions by matrix multiplications. Such characteristics would potentially allow practical inversions by matrix manipulation or stochastic algorithms where widely applied stochastic methods such as Monte Carlo simulations usually fail, and thus enable practical diagnostics reconstructions such as medical diagnosis, spray analysis, and atmosphere sciences.

  19. The spectral method and ergodic theorems for general Markov chains

    International Nuclear Information System (INIS)

    Nagaev, S V

    2015-01-01

    We study the ergodic properties of Markov chains with an arbitrary state space and prove a geometric ergodic theorem. The method of the proof is new: it may be described as an operator method. Our main result is an ergodic theorem for Harris-Markov chains in the case when the return time to some fixed set has finite expectation. Our conditions for the transition function are more general than those used by Athreya-Ney and Nummelin. Unlike them, we impose restrictions not on the original transition function but on the transition function of an embedded Markov chain constructed from the return times to the fixed set mentioned above. The proof uses the spectral theory of linear operators on a Banach space

  20. An Application of Graph Theory in Markov Chains Reliability Analysis

    Directory of Open Access Journals (Sweden)

    Pavel Skalny

    2014-01-01

    Full Text Available The paper presents reliability analysis which was realized for an industrial company. The aim of the paper is to present the usage of discrete time Markov chains and the flow in network approach. Discrete Markov chains a well-known method of stochastic modelling describes the issue. The method is suitable for many systems occurring in practice where we can easily distinguish various amount of states. Markov chains are used to describe transitions between the states of the process. The industrial process is described as a graph network. The maximal flow in the network corresponds to the production. The Ford-Fulkerson algorithm is used to quantify the production for each state. The combination of both methods are utilized to quantify the expected value of the amount of manufactured products for the given time period.

  1. Prediction of pipeline corrosion rate based on grey Markov models

    International Nuclear Information System (INIS)

    Chen Yonghong; Zhang Dafa; Peng Guichu; Wang Yuemin

    2009-01-01

    Based on the model that combined by grey model and Markov model, the prediction of corrosion rate of nuclear power pipeline was studied. Works were done to improve the grey model, and the optimization unbiased grey model was obtained. This new model was used to predict the tendency of corrosion rate, and the Markov model was used to predict the residual errors. In order to improve the prediction precision, rolling operation method was used in these prediction processes. The results indicate that the improvement to the grey model is effective and the prediction precision of the new model combined by the optimization unbiased grey model and Markov model is better, and the use of rolling operation method may improve the prediction precision further. (authors)

  2. Prediction of inspection intervals using the Markov analysis; Prediccion de intervalos de inspeccion utilizando analisis de Markov

    Energy Technology Data Exchange (ETDEWEB)

    Rea, R.; Arellano, J. [IIE, Calle Reforma 113, Col. Palmira, Cuernavaca, Morelos (Mexico)]. e-mail: rrea@iie.org.mx

    2005-07-01

    To solve the unmanageable number of states of Markov of systems that have a great number of components, it is intends a modification to the method of Markov, denominated Markov truncated analysis, in which is assumed that it is worthless the dependence among faults of components. With it the number of states is increased in a lineal way (not exponential) with the number of components of the system, simplifying the analysis vastly. As example, the proposed method was applied to the system HPCS of the CLV considering its 18 main components. It thinks about that each component can take three states: operational, with hidden fault and with revealed fault. Additionally, it takes into account the configuration of the system HPCS by means of a block diagram of dependability to estimate their unavailability at level system. The results of the model here proposed are compared with other methods and approaches used to simplify the Markov analysis. It also intends the modification of the intervals of inspection of three components of the system HPCS. This finishes with base in the developed Markov model and in the maximum time allowed by the code ASME (NUREG-1482) to inspect components of systems that are in reservation in nuclear power plants. (Author)

  3. Application of Hidden Markov Models in Biomolecular Simulations.

    Science.gov (United States)

    Shukla, Saurabh; Shamsi, Zahra; Moffett, Alexander S; Selvam, Balaji; Shukla, Diwakar

    2017-01-01

    Hidden Markov models (HMMs) provide a framework to analyze large trajectories of biomolecular simulation datasets. HMMs decompose the conformational space of a biological molecule into finite number of states that interconvert among each other with certain rates. HMMs simplify long timescale trajectories for human comprehension, and allow comparison of simulations with experimental data. In this chapter, we provide an overview of building HMMs for analyzing bimolecular simulation datasets. We demonstrate the procedure for building a Hidden Markov model for Met-enkephalin peptide simulation dataset and compare the timescales of the process.

  4. Hidden Markov processes theory and applications to biology

    CERN Document Server

    Vidyasagar, M

    2014-01-01

    This book explores important aspects of Markov and hidden Markov processes and the applications of these ideas to various problems in computational biology. The book starts from first principles, so that no previous knowledge of probability is necessary. However, the work is rigorous and mathematical, making it useful to engineers and mathematicians, even those not interested in biological applications. A range of exercises is provided, including drills to familiarize the reader with concepts and more advanced problems that require deep thinking about the theory. Biological applications are t

  5. Transportation and concentration inequalities for bifurcating Markov chains

    DEFF Research Database (Denmark)

    Penda, S. Valère Bitseki; Escobar-Bach, Mikael; Guillin, Arnaud

    2017-01-01

    We investigate the transportation inequality for bifurcating Markov chains which are a class of processes indexed by a regular binary tree. Fitting well models like cell growth when each individual gives birth to exactly two offsprings, we use transportation inequalities to provide useful...... concentration inequalities.We also study deviation inequalities for the empirical means under relaxed assumptions on the Wasserstein contraction for the Markov kernels. Applications to bifurcating nonlinear autoregressive processes are considered for point-wise estimates of the non-linear autoregressive...

  6. Martingales and Markov chains solved exercises and elements of theory

    CERN Document Server

    Baldi, Paolo; Priouret, Pierre

    2002-01-01

    CONDITIONAL EXPECTATIONSIntroductionDefinition and First PropertiesConditional Expectations and Conditional LawsExercisesSolutionsSTOCHASTIC PROCESSESGeneral FactsStopping TimesExercisesSolutionsMARTINGALESFirst DefinitionsFirst PropertiesThe Stopping TheoremMaximal InequalitiesSquare Integral MartingalesConvergence TheoremsRegular MartingalesExercisesProblemsSolutionsMARKOV CHAINSTransition Matrices, Markov ChainsConstruction and ExistenceComputations on the Canonical ChainPotential OperatorsPassage ProblemsRecurrence, TransienceRecurrent Irreducible ChainsPeriodicityExercisesProblemsSolution

  7. Markov chain analysis of single spin flip Ising simulations

    International Nuclear Information System (INIS)

    Hennecke, M.

    1997-01-01

    The Markov processes defined by random and loop-based schemes for single spin flip attempts in Monte Carlo simulations of the 2D Ising model are investigated, by explicitly constructing their transition matrices. Their analysis reveals that loops over all lattice sites using a Metropolis-type single spin flip probability often do not define ergodic Markov chains, and have distorted dynamical properties even if they are ergodic. The transition matrices also enable a comparison of the dynamics of random versus loop spin selection and Glauber versus Metropolis probabilities

  8. Hierarchical Multiple Markov Chain Model for Unsupervised Texture Segmentation

    Czech Academy of Sciences Publication Activity Database

    Scarpa, G.; Gaetano, R.; Haindl, Michal; Zerubia, J.

    2009-01-01

    Roč. 18, č. 8 (2009), s. 1830-1843 ISSN 1057-7149 R&D Projects: GA ČR GA102/08/0593 EU Projects: European Commission(XE) 507752 - MUSCLE Institutional research plan: CEZ:AV0Z10750506 Keywords : Classification * texture analysis * segmentation * hierarchical image models * Markov process Subject RIV: BD - Theory of Information Impact factor: 2.848, year: 2009 http://library.utia.cas.cz/separaty/2009/RO/haindl-hierarchical multiple markov chain model for unsupervised texture segmentation.pdf

  9. Quantum Markov processes and applications in many-body systems

    International Nuclear Information System (INIS)

    Temme, P. K.

    2010-01-01

    This thesis is concerned with the investigation of quantum as well as classical Markov processes and their application in the field of strongly correlated many-body systems. A Markov process is a special kind of stochastic process, which is determined by an evolution that is independent of its history and only depends on the current state of the system. The application of Markov processes has a long history in the field of statistical mechanics and classical many-body theory. Not only are Markov processes used to describe the dynamics of stochastic systems, but they predominantly also serve as a practical method that allows for the computation of fundamental properties of complex many-body systems by means of probabilistic algorithms. The aim of this thesis is to investigate the properties of quantum Markov processes, i.e. Markov processes taking place in a quantum mechanical state space, and to gain a better insight into complex many-body systems by means thereof. Moreover, we formulate a novel quantum algorithm which allows for the computation of the thermal and ground states of quantum many-body systems. After a brief introduction to quantum Markov processes we turn to an investigation of their convergence properties. We find bounds on the convergence rate of the quantum process by generalizing geometric bounds found for classical processes. We generalize a distance measure that serves as the basis for our investigations, the chi-square divergence, to non-commuting probability spaces. This divergence allows for a convenient generalization of the detailed balance condition to quantum processes. We then devise the quantum algorithm that can be seen as the natural generalization of the ubiquitous Metropolis algorithm to simulate quantum many-body Hamiltonians. By this we intend to provide further evidence, that a quantum computer can serve as a fully-fledged quantum simulator, which is not only capable of describing the dynamical evolution of quantum systems, but

  10. Bisimulation on Markov Processes over Arbitrary Measurable Spaces

    DEFF Research Database (Denmark)

    Bacci, Giorgio; Bacci, Giovanni; Larsen, Kim Guldstrand

    2014-01-01

    We introduce a notion of bisimulation on labelled Markov Processes over generic measurable spaces in terms of arbitrary binary relations. Our notion of bisimulation is proven to coincide with the coalgebraic definition of Aczel and Mendler in terms of the Giry functor, which associates with a mea......We introduce a notion of bisimulation on labelled Markov Processes over generic measurable spaces in terms of arbitrary binary relations. Our notion of bisimulation is proven to coincide with the coalgebraic definition of Aczel and Mendler in terms of the Giry functor, which associates...

  11. Detecting Faults By Use Of Hidden Markov Models

    Science.gov (United States)

    Smyth, Padhraic J.

    1995-01-01

    Frequency of false alarms reduced. Faults in complicated dynamic system (e.g., antenna-aiming system, telecommunication network, or human heart) detected automatically by method of automated, continuous monitoring. Obtains time-series data by sampling multiple sensor outputs at discrete intervals of t and processes data via algorithm determining whether system in normal or faulty state. Algorithm implements, among other things, hidden first-order temporal Markov model of states of system. Mathematical model of dynamics of system not needed. Present method is "prior" method mentioned in "Improved Hidden-Markov-Model Method of Detecting Faults" (NPO-18982).

  12. On a Markov chain roulette-type game

    International Nuclear Information System (INIS)

    El-Shehawey, M A; El-Shreef, Gh A

    2009-01-01

    A Markov chain on non-negative integers which arises in a roulette-type game is discussed. The transition probabilities are p 01 = ρ, p Nj = δ Nj , p i,i+W = q, p i,i-1 = p = 1 - q, 1 ≤ W < N, 0 ≤ ρ ≤ 1, N - W < j ≤ N and i = 1, 2, ..., N - W. Using formulae for the determinant of a partitioned matrix, a closed form expression for the solution of the Markov chain roulette-type game is deduced. The present analysis is supported by two mathematical models from tumor growth and war with bargaining

  13. Reciprocity theory of homogeneous reactions

    Science.gov (United States)

    Agbormbai, Adolf A.

    1990-03-01

    The reciprocity formalism is applied to the homogeneous gaseous reactions in which the structure of the participating molecules changes upon collision with one another, resulting in a change in the composition of the gas. The approach is applied to various classes of dissociation, recombination, rearrangement, ionizing, and photochemical reactions. It is shown that for the principle of reciprocity to be satisfied it is necessary that all chemical reactions exist in complementary pairs which consist of the forward and backward reactions. The backward reaction may be described by either the reverse or inverse process. The forward and backward processes must satisfy the same reciprocity equation. Because the number of dynamical variables is usually unbalanced on both sides of a chemical equation, it is necessary that this balance be established by including as many of the dynamical variables as needed before the reciprocity equation can be formulated. Statistical transformation models of the reactions are formulated. The models are classified under the titles free exchange, restricted exchange and simplified restricted exchange. The special equations for the forward and backward processes are obtained. The models are consistent with the H theorem and Le Chatelier's principle. The models are also formulated in the context of the direct simulation Monte Carlo method.

  14. Moral Beliefs and Cognitive Homogeneity

    Directory of Open Access Journals (Sweden)

    Nevia Dolcini

    2018-04-01

    Full Text Available The Emotional Perception Model of moral judgment intends to account for experientialism about morality and moral reasoning. In explaining how moral beliefs are formed and applied in practical reasoning, the model attempts to overcome the mismatch between reason and action/desire: morality isn’t about reason for actions, yet moral beliefs, if caused by desires, may play a motivational role in (moral agency. The account allows for two kinds of moral beliefs: genuine moral beliefs, which enjoy a relation to desire, and motivationally inert moral beliefs acquired in ways other than experience. Such etiology-based dichotomy of concepts, I will argue, leads to the undesirable view of cognition as a non-homogeneous phenomenon. Moreover, the distinction between moral beliefs and moral beliefs would entail a further dichotomy encompassing the domain of moral agency: one and the same action might possibly be either genuine moral, or not moral, if acted by individuals lacking the capacity for moral feelings, such as psychopaths.

  15. Homogeneous modes of cosmological instantons

    Energy Technology Data Exchange (ETDEWEB)

    Gratton, Steven; Turok, Neil

    2001-06-15

    We discuss the O(4) invariant perturbation modes of cosmological instantons. These modes are spatially homogeneous in Lorentzian spacetime and thus not relevant to density perturbations. But their properties are important in establishing the meaning of the Euclidean path integral. If negative modes are present, the Euclidean path integral is not well defined, but may nevertheless be useful in an approximate description of the decay of an unstable state. When gravitational dynamics is included, counting negative modes requires a careful treatment of the conformal factor problem. We demonstrate that for an appropriate choice of coordinate on phase space, the second order Euclidean action is bounded below for normalized perturbations and has a finite number of negative modes. We prove that there is a negative mode for many gravitational instantons of the Hawking-Moss or Coleman{endash}De Luccia type, and discuss the associated spectral flow. We also investigate Hawking-Turok constrained instantons, which occur in a generic inflationary model. Implementing the regularization and constraint proposed by Kirklin, Turok and Wiseman, we find that those instantons leading to substantial inflation do not possess negative modes. Using an alternate regularization and constraint motivated by reduction from five dimensions, we find a negative mode is present. These investigations shed new light on the suitability of Euclidean quantum gravity as a potential description of our universe.

  16. Homogeneous modes of cosmological instantons

    International Nuclear Information System (INIS)

    Gratton, Steven; Turok, Neil

    2001-01-01

    We discuss the O(4) invariant perturbation modes of cosmological instantons. These modes are spatially homogeneous in Lorentzian spacetime and thus not relevant to density perturbations. But their properties are important in establishing the meaning of the Euclidean path integral. If negative modes are present, the Euclidean path integral is not well defined, but may nevertheless be useful in an approximate description of the decay of an unstable state. When gravitational dynamics is included, counting negative modes requires a careful treatment of the conformal factor problem. We demonstrate that for an appropriate choice of coordinate on phase space, the second order Euclidean action is bounded below for normalized perturbations and has a finite number of negative modes. We prove that there is a negative mode for many gravitational instantons of the Hawking-Moss or ColemanendashDe Luccia type, and discuss the associated spectral flow. We also investigate Hawking-Turok constrained instantons, which occur in a generic inflationary model. Implementing the regularization and constraint proposed by Kirklin, Turok and Wiseman, we find that those instantons leading to substantial inflation do not possess negative modes. Using an alternate regularization and constraint motivated by reduction from five dimensions, we find a negative mode is present. These investigations shed new light on the suitability of Euclidean quantum gravity as a potential description of our universe

  17. Study on the Evolution of Weights on the Market of Competitive Products using Markov Chains

    Directory of Open Access Journals (Sweden)

    Daniel Mihai Amariei

    2016-10-01

    Full Text Available In this paper aims the application through the Markov Process mode, within the software product WinQSB, Markov chain in the establishment of the development on the market of five brands of athletic shoes.

  18. The explicit form of the rate function for semi-Markov processes and its contractions

    Science.gov (United States)

    Sughiyama, Yuki; Kobayashi, Testuya J.

    2018-03-01

    We derive the explicit form of the rate function for semi-Markov processes. Here, the ‘random time change trick’ plays an essential role. Also, by exploiting the contraction principle of large deviation theory to the explicit form, we show that the fluctuation theorem (Gallavotti-Cohen symmetry) holds for semi-Markov cases. Furthermore, we elucidate that our rate function is an extension of the level 2.5 rate function for Markov processes to semi-Markov cases.

  19. Markov chain formalism for generalized radiative transfer in a plane-parallel medium, accounting for polarization

    International Nuclear Information System (INIS)

    Xu, Feng; Davis, Anthony B.; Diner, David J.

    2016-01-01

    A Markov chain formalism is developed for computing the transport of polarized radiation according to Generalized Radiative Transfer (GRT) theory, which was developed recently to account for unresolved random fluctuations of scattering particle density and can also be applied to unresolved spectral variability of gaseous absorption as an improvement over the standard correlated-k method. Using Gamma distribution to describe the probability density function of the extinction or absorption coefficient, a shape parameter a that quantifies the variability is introduced, defined as the mean extinction or absorption coefficient squared divided by its variance. It controls the decay rate of a power-law transmission that replaces the usual exponential Beer-Lambert-Bouguer law. Exponential transmission, hence classic RT, is recovered when a→∞. The new approach is verified to high accuracy against numerical benchmark results obtained with a custom Monte Carlo method. For a<∞, angular reciprocity is violated to a degree that increases with the spatial variability, as observed for finite portions of real-world cloudy scenes. While the degree of linear polarization in liquid water cloudbows, supernumerary bows, and glories is affected by spatial heterogeneity, the positions in scattering angle of these features are relatively unchanged. As a result, a single-scattering model based on the assumption of subpixel homogeneity can still be used to derive droplet size distributions from polarimetric measurements of extended stratocumulus clouds. - Highlights: • A Markov chain formalism is developed for Generalized Radiative Transfer theory. • Angular reciprocity is violated to a degree that increases with spatial variability. • The positions of cloudbows and glories in scattering angle are relatively unchanged.

  20. AQUEOUS HOMOGENEOUS REACTORTECHNICAL PANEL REPORT

    Energy Technology Data Exchange (ETDEWEB)

    Diamond, D.J.; Bajorek, S.; Bakel, A.; Flanagan, G.; Mubayi, V.; Skarda, R.; Staudenmeier, J.; Taiwo, T.; Tonoike, K.; Tripp, C.; Wei, T.; Yarsky, P.

    2010-12-03

    Considerable interest has been expressed for developing a stable U.S. production capacity for medical isotopes and particularly for molybdenum- 99 (99Mo). This is motivated by recent re-ductions in production and supply worldwide. Consistent with U.S. nonproliferation objectives, any new production capability should not use highly enriched uranium fuel or targets. Conse-quently, Aqueous Homogeneous Reactors (AHRs) are under consideration for potential 99Mo production using low-enriched uranium. Although the Nuclear Regulatory Commission (NRC) has guidance to facilitate the licensing process for non-power reactors, that guidance is focused on reactors with fixed, solid fuel and hence, not applicable to an AHR. A panel was convened to study the technical issues associated with normal operation and potential transients and accidents of an AHR that might be designed for isotope production. The panel has produced the requisite AHR licensing guidance for three chapters that exist now for non-power reactor licensing: Reac-tor Description, Reactor Coolant Systems, and Accident Analysis. The guidance is in two parts for each chapter: 1) standard format and content a licensee would use and 2) the standard review plan the NRC staff would use. This guidance takes into account the unique features of an AHR such as the fuel being in solution; the fission product barriers being the vessel and attached systems; the production and release of radiolytic and fission product gases and their impact on operations and their control by a gas management system; and the movement of fuel into and out of the reactor vessel.

  1. Homogeneity and thermodynamic identities in geometrothermodynamics

    Energy Technology Data Exchange (ETDEWEB)

    Quevedo, Hernando [Universidad Nacional Autonoma de Mexico, Instituto de Ciencias Nucleares (Mexico); Universita di Roma ' ' La Sapienza' ' , Dipartimento di Fisica, Rome (Italy); ICRANet, Rome (Italy); Quevedo, Maria N. [Universidad Militar Nueva Granada, Departamento de Matematicas, Facultad de Ciencias Basicas, Bogota (Colombia); Sanchez, Alberto [CIIDET, Departamento de Posgrado, Queretaro (Mexico)

    2017-03-15

    We propose a classification of thermodynamic systems in terms of the homogeneity properties of their fundamental equations. Ordinary systems correspond to homogeneous functions and non-ordinary systems are given by generalized homogeneous functions. This affects the explicit form of the Gibbs-Duhem relation and Euler's identity. We show that these generalized relations can be implemented in the formalism of black hole geometrothermodynamics in order to completely fix the arbitrariness present in Legendre invariant metrics. (orig.)

  2. A literature review on biotic homogenization

    OpenAIRE

    Guangmei Wang; Jingcheng Yang; Chuangdao Jiang; Hongtao Zhao; Zhidong Zhang

    2009-01-01

    Biotic homogenization is the process whereby the genetic, taxonomic and functional similarity of two or more biotas increases over time. As a new research agenda for conservation biogeography, biotic homogenization has become a rapidly emerging topic of interest in ecology and evolution over the past decade. However, research on this topic is rare in China. Herein, we introduce the development of the concept of biotic homogenization, and then discuss methods to quantify its three components (...

  3. Berman-Konsowa principle for reversible Markov jump processes

    NARCIS (Netherlands)

    Hollander, den W.Th.F.; Jansen, S.

    2013-01-01

    In this paper we prove a version of the Berman-Konsowa principle for reversible Markov jump processes on Polish spaces. The Berman-Konsowa principle provides a variational formula for the capacity of a pair of disjoint measurable sets. There are two versions, one involving a class of probability

  4. Evaluating The Markov Assumption For Web Usage Mining

    DEFF Research Database (Denmark)

    Jespersen, S.; Pedersen, Torben Bach; Thorhauge, J.

    2003-01-01

    ) model~\\cite{borges99data}. These techniques typically rely on the \\textit{Markov assumption with history depth} $n$, i.e., it is assumed that the next requested page is only dependent on the last $n$ pages visited. This is not always valid, i.e. false browsing patterns may be discovered. However, to our...

  5. Testing the Adequacy of a Semi-Markov Process

    Science.gov (United States)

    2015-09-17

    classical Brownian motion are two common examples of martingales. Submartingales and supermartingales are two extended classes of martingales. They... movements using Semi-Markov processes,” Tourism Management, Vol. 32, No. 4, 2011, pp. 844–851. [4] Titman, A. C. and Sharples, L. D., “Model

  6. Portfolio Optimization in a Semi-Markov Modulated Market

    International Nuclear Information System (INIS)

    Ghosh, Mrinal K.; Goswami, Anindya; Kumar, Suresh K.

    2009-01-01

    We address a portfolio optimization problem in a semi-Markov modulated market. We study both the terminal expected utility optimization on finite time horizon and the risk-sensitive portfolio optimization on finite and infinite time horizon. We obtain optimal portfolios in relevant cases. A numerical procedure is also developed to compute the optimal expected terminal utility for finite horizon problem

  7. Harmonic spectral components in time sequences of Markov correlated events

    Science.gov (United States)

    Mazzetti, Piero; Carbone, Anna

    2017-07-01

    The paper concerns the analysis of the conditions allowing time sequences of Markov correlated events give rise to a line power spectrum having a relevant physical interest. It is found that by specializing the Markov matrix in order to represent closed loop sequences of events with arbitrary distribution, generated in a steady physical condition, a large set of line spectra, covering all possible frequency values, is obtained. The amplitude of the spectral lines is given by a matrix equation based on a generalized Markov matrix involving the Fourier transform of the distribution functions representing the time intervals between successive events of the sequence. The paper is a complement of a previous work where a general expression for the continuous power spectrum was given. In that case the Markov matrix was left in a more general form, thus preventing the possibility of finding line spectra of physical interest. The present extension is also suggested by the interest of explaining the emergence of a broad set of waves found in the electro and magneto-encephalograms, whose frequency ranges from 0.5 to about 40Hz, in terms of the effects produced by chains of firing neurons within the complex neural network of the brain. An original model based on synchronized closed loop sequences of firing neurons is proposed, and a few numerical simulations are reported as an application of the above cited equation.

  8. Elements of the theory of Markov processes and their applications

    CERN Document Server

    Bharucha-Reid, A T

    2010-01-01

    This graduate-level text and reference in probability, with numerous applications to several fields of science, presents nonmeasure-theoretic introduction to theory of Markov processes. The work also covers mathematical models based on the theory, employed in various applied fields. Prerequisites are a knowledge of elementary probability theory, mathematical statistics, and analysis. Appendixes. Bibliographies. 1960 edition.

  9. A Parallel Solver for Large-Scale Markov Chains

    Czech Academy of Sciences Publication Activity Database

    Benzi, M.; Tůma, Miroslav

    2002-01-01

    Roč. 41, - (2002), s. 135-153 ISSN 0168-9274 R&D Projects: GA AV ČR IAA2030801; GA ČR GA101/00/1035 Keywords : parallel preconditioning * iterative methods * discrete Markov chains * generalized inverses * singular matrices * graph partitioning * AINV * Bi-CGSTAB Subject RIV: BA - General Mathematics Impact factor: 0.504, year: 2002

  10. Markov chain model for demersal fish catch analysis in Indonesia

    Science.gov (United States)

    Firdaniza; Gusriani, N.

    2018-03-01

    As an archipelagic country, Indonesia has considerable potential fishery resources. One of the fish resources that has high economic value is demersal fish. Demersal fish is a fish with a habitat in the muddy seabed. Demersal fish scattered throughout the Indonesian seas. Demersal fish production in each Indonesia’s Fisheries Management Area (FMA) varies each year. In this paper we have discussed the Markov chain model for demersal fish yield analysis throughout all Indonesia’s Fisheries Management Area. Data of demersal fish catch in every FMA in 2005-2014 was obtained from Directorate of Capture Fisheries. From this data a transition probability matrix is determined by the number of transitions from the catch that lie below the median or above the median. The Markov chain model of demersal fish catch data was an ergodic Markov chain model, so that the limiting probability of the Markov chain model can be determined. The predictive value of demersal fishing yields was obtained by calculating the combination of limiting probability with average catch results below the median and above the median. The results showed that for 2018 and long-term demersal fishing results in most of FMA were below the median value.

  11. On a saddlepoint approximation to the Markov binomial distribution

    DEFF Research Database (Denmark)

    Jensen, Jens Ledet

    A nonstandard saddlepoint approximation to the distribution of a sum of Markov dependent trials is introduced. The relative error of the approximation is studied, not only for the number of summands tending to infinity, but also for the parameter approaching the boundary of its definition range...

  12. Envelopes of Sets of Measures, Tightness, and Markov Control Processes

    International Nuclear Information System (INIS)

    Gonzalez-Hernandez, J.; Hernandez-Lerma, O.

    1999-01-01

    We introduce upper and lower envelopes for sets of measures on an arbitrary topological space, which are then used to give a tightness criterion. These concepts are applied to show the existence of optimal policies for a class of Markov control processes

  13. A Constraint Model for Constrained Hidden Markov Models

    DEFF Research Database (Denmark)

    Christiansen, Henning; Have, Christian Theil; Lassen, Ole Torp

    2009-01-01

    A Hidden Markov Model (HMM) is a common statistical model which is widely used for analysis of biological sequence data and other sequential phenomena. In the present paper we extend HMMs with constraints and show how the familiar Viterbi algorithm can be generalized, based on constraint solving ...

  14. The How and Why of Interactive Markov Chains

    NARCIS (Netherlands)

    Hermanns, H.; Katoen, Joost P.; de Boer, F.S; Bonsangue, S.H.; Leuschel, M

    2010-01-01

    This paper reviews the model of interactive Markov chains (IMCs, for short), an extension of labelled transition systems with exponentially delayed transitions. We show that IMCs are closed under parallel composition and hiding, and show how IMCs can be compositionally aggregated prior to analysis

  15. Performance criteria for graph clustering and Markov cluster experiments

    NARCIS (Netherlands)

    S. van Dongen

    2000-01-01

    textabstractIn~[1] a cluster algorithm for graphs was introduced called the Markov cluster algorithm or MCL~algorithm. The algorithm is based on simulation of (stochastic) flow in graphs by means of alternation of two operators, expansion and inflation. The results in~[2] establish an intrinsic

  16. Estimation of the workload correlation in a Markov fluid queue

    NARCIS (Netherlands)

    Kaynar, B.; Mandjes, M.R.H.

    2013-01-01

    This paper considers a Markov fluid queue, focusing on the correlation function of the stationary workload process. A simulation-based computation technique is proposed, which relies on a coupling idea. Then an upper bound on the variance of the resulting estimator is given, which reveals how the

  17. Cascade probabilistic function and the Markov's processes. Chapter 1

    International Nuclear Information System (INIS)

    2002-01-01

    In the Chapter 1 the physical and mathematical descriptions of radiation processes are carried out. The relation of the cascade probabilistic functions (CPF) for electrons, protons, alpha-particles and ions with Markov's chain is shown. The algorithms for CPF calculation with accounting energy losses are given

  18. Indefinite metric, quantum axiomatics, and the Markov property

    International Nuclear Information System (INIS)

    Brownell, F.H.

    1978-01-01

    In answer to a remark of Jauch, a set of axioms for an 'indefinite metric' formulation of quantum electro-dynamics is presented, and the connection with orthocomplementation noted. Here a strict version of the Markov property apparently fails, leading to a novel interpretation. (Auth.)

  19. Optimisation of Hidden Markov Model using Baum–Welch algorithm

    Indian Academy of Sciences (India)

    Home; Journals; Journal of Earth System Science; Volume 126; Issue 1. Optimisation of Hidden Markov Model using Baum–Welch algorithm for prediction of maximum and minimum temperature over Indian Himalaya. J C Joshi Tankeshwar Kumar Sunita Srivastava Divya Sachdeva. Volume 126 Issue 1 February 2017 ...

  20. Hidden Markov Model for quantitative prediction of snowfall

    Indian Academy of Sciences (India)

    A Hidden Markov Model (HMM) has been developed for prediction of quantitative snowfall in Pir-Panjal and Great Himalayan mountain ranges of Indian Himalaya. The model predicts snowfall for two days in advance using daily recorded nine meteorological variables of past 20 winters from 1992–2012. There are six ...

  1. Social security as Markov equilibrium in OLG models: A note

    DEFF Research Database (Denmark)

    Gonzalez Eiras, Martin

    2011-01-01

    I refine and extend the Markov perfect equilibrium of the social security policy game in Forni (2005) for the special case of logarithmic utility. Under the restriction that the policy function be continuous, instead of differentiable, the equilibrium is globally well defined and its dynamics...

  2. Efficient Approximation of Optimal Control for Markov Games

    DEFF Research Database (Denmark)

    Fearnley, John; Rabe, Markus; Schewe, Sven

    2011-01-01

    We study the time-bounded reachability problem for continuous-time Markov decision processes (CTMDPs) and games (CTMGs). Existing techniques for this problem use discretisation techniques to break time into discrete intervals, and optimal control is approximated for each interval separately...

  3. The deviation matrix of a continuous-time Markov chain

    NARCIS (Netherlands)

    Coolen-Schrijner, P.; van Doorn, E.A.

    2001-01-01

    The deviation matrix of an ergodic, continuous-time Markov chain with transition probability matrix $P(.)$ and ergodic matrix $\\Pi$ is the matrix $D \\equiv \\int_0^{\\infty} (P(t)-\\Pi)dt$. We give conditions for $D$ to exist and discuss properties and a representation of $D$. The deviation matrix of a

  4. The deviation matrix of a continuous-time Markov chain

    NARCIS (Netherlands)

    Coolen-Schrijner, Pauline; van Doorn, Erik A.

    2002-01-01

    he deviation matrix of an ergodic, continuous-time Markov chain with transition probability matrix $P(.)$ and ergodic matrix $\\Pi$ is the matrix $D \\equiv \\int_0^{\\infty} (P(t)-\\Pi)dt$. We give conditions for $D$ to exist and discuss properties and a representation of $D$. The deviation matrix of a

  5. Performability assessment by model checking of Markov reward models

    NARCIS (Netherlands)

    Baier, Christel; Cloth, L.; Haverkort, Boudewijn R.H.M.; Hermanns, H.; Katoen, Joost P.

    2010-01-01

    This paper describes efficient procedures for model checking Markov reward models, that allow us to evaluate, among others, the performability of computer-communication systems. We present the logic CSRL (Continuous Stochastic Reward Logic) to specify performability measures. It provides flexibility

  6. A Markov Model for Commen-Cause Failures

    DEFF Research Database (Denmark)

    Platz, Ole

    1984-01-01

    A continuous time four-state Markov chain is shown to cover several of the models that have been used for describing dependencies between failures of components in redundant systems. Among these are the models derived by Marshall and Olkin and by Freund and models for one-out-of-three and two...

  7. Exact goodness-of-fit tests for Markov chains.

    Science.gov (United States)

    Besag, J; Mondal, D

    2013-06-01

    Goodness-of-fit tests are useful in assessing whether a statistical model is consistent with available data. However, the usual χ² asymptotics often fail, either because of the paucity of the data or because a nonstandard test statistic is of interest. In this article, we describe exact goodness-of-fit tests for first- and higher order Markov chains, with particular attention given to time-reversible ones. The tests are obtained by conditioning on the sufficient statistics for the transition probabilities and are implemented by simple Monte Carlo sampling or by Markov chain Monte Carlo. They apply both to single and to multiple sequences and allow a free choice of test statistic. Three examples are given. The first concerns multiple sequences of dry and wet January days for the years 1948-1983 at Snoqualmie Falls, Washington State, and suggests that standard analysis may be misleading. The second one is for a four-state DNA sequence and lends support to the original conclusion that a second-order Markov chain provides an adequate fit to the data. The last one is six-state atomistic data arising in molecular conformational dynamics simulation of solvated alanine dipeptide and points to strong evidence against a first-order reversible Markov chain at 6 picosecond time steps. © 2013, The International Biometric Society.

  8. Some remarks about the thermodynamics of discrete finite Markov chains

    Energy Technology Data Exchange (ETDEWEB)

    Siboni, S. [Trento Univ. (Italy). Facolta` di Ingegneria, Dip. di Ingegneria dei Materiali

    1998-08-01

    The Author propose a simple way to define a Hamiltonian for aperiodic Markov chains and to apply these chains in a thermodynamical context. The basic thermodynamic functions are correspondingly calculated. A quite intriguing and nontrivial application to stochastic automata is also pointed out.

  9. Complete Axiomatization for the Bisimilarity Distance on Markov Chains

    DEFF Research Database (Denmark)

    Bacci, Giorgio; Bacci, Giovanni; Larsen, Kim Guldstrand

    2016-01-01

    In this paper we propose a complete axiomatization of the bisimilarity distance of Desharnais et al. for the class of finite labelled Markov chains. Our axiomatization is given in the style of a quantitative extension of equational logic recently proposed by Mardare, Panangaden, and Plotkin (LICS...

  10. Adiabatic condition and the quantum hitting time of Markov chains

    International Nuclear Information System (INIS)

    Krovi, Hari; Ozols, Maris; Roland, Jeremie

    2010-01-01

    We present an adiabatic quantum algorithm for the abstract problem of searching marked vertices in a graph, or spatial search. Given a random walk (or Markov chain) P on a graph with a set of unknown marked vertices, one can define a related absorbing walk P ' where outgoing transitions from marked vertices are replaced by self-loops. We build a Hamiltonian H(s) from the interpolated Markov chain P(s)=(1-s)P+sP ' and use it in an adiabatic quantum algorithm to drive an initial superposition over all vertices to a superposition over marked vertices. The adiabatic condition implies that, for any reversible Markov chain and any set of marked vertices, the running time of the adiabatic algorithm is given by the square root of the classical hitting time. This algorithm therefore demonstrates a novel connection between the adiabatic condition and the classical notion of hitting time of a random walk. It also significantly extends the scope of previous quantum algorithms for this problem, which could only obtain a full quadratic speedup for state-transitive reversible Markov chains with a unique marked vertex.

  11. Exploring Mass Perception with Markov Chain Monte Carlo

    Science.gov (United States)

    Cohen, Andrew L.; Ross, Michael G.

    2009-01-01

    Several previous studies have examined the ability to judge the relative mass of objects in idealized collisions. With a newly developed technique of psychological Markov chain Monte Carlo sampling (A. N. Sanborn & T. L. Griffiths, 2008), this work explores participants; perceptions of different collision mass ratios. The results reveal…

  12. Model checking conditional CSL for continuous-time Markov chains

    DEFF Research Database (Denmark)

    Gao, Yang; Xu, Ming; Zhan, Naijun

    2013-01-01

    In this paper, we consider the model-checking problem of continuous-time Markov chains (CTMCs) with respect to conditional logic. To the end, we extend Continuous Stochastic Logic introduced in Aziz et al. (2000) [1] to Conditional Continuous Stochastic Logic (CCSL) by introducing a conditional...

  13. Markov chain aggregation for agent-based models

    CERN Document Server

    Banisch, Sven

    2016-01-01

    This self-contained text develops a Markov chain approach that makes the rigorous analysis of a class of microscopic models that specify the dynamics of complex systems at the individual level possible. It presents a general framework of aggregation in agent-based and related computational models, one which makes use of lumpability and information theory in order to link the micro and macro levels of observation. The starting point is a microscopic Markov chain description of the dynamical process in complete correspondence with the dynamical behavior of the agent-based model (ABM), which is obtained by considering the set of all possible agent configurations as the state space of a huge Markov chain. An explicit formal representation of a resulting “micro-chain” including microscopic transition rates is derived for a class of models by using the random mapping representation of a Markov process. The type of probability distribution used to implement the stochastic part of the model, which defines the upd...

  14. Power plant reliability calculation with Markov chain models

    International Nuclear Information System (INIS)

    Senegacnik, A.; Tuma, M.

    1998-01-01

    In the paper power plant operation is modelled using continuous time Markov chains with discrete state space. The model is used to compute the power plant reliability and the importance and influence of individual states, as well as the transition probabilities between states. For comparison the model is fitted to data for coal and nuclear power plants recorded over several years. (orig.) [de

  15. On the Metric-based Approximate Minimization of Markov Chains

    DEFF Research Database (Denmark)

    Bacci, Giovanni; Bacci, Giorgio; Larsen, Kim Guldstrand

    2018-01-01

    In this paper we address the approximate minimization problem of Markov Chains (MCs) from a behavioral metric-based perspective. Specifically, given a finite MC and a positive integer k, we are looking for an MC with at most k states having minimal distance to the original. The metric considered...

  16. Reservoir Modeling Combining Geostatistics with Markov Chain Monte Carlo Inversion

    DEFF Research Database (Denmark)

    Zunino, Andrea; Lange, Katrine; Melnikova, Yulia

    2014-01-01

    We present a study on the inversion of seismic reflection data generated from a synthetic reservoir model. Our aim is to invert directly for rock facies and porosity of the target reservoir zone. We solve this inverse problem using a Markov chain Monte Carlo (McMC) method to handle the nonlinear...

  17. Students' Progress throughout Examination Process as a Markov Chain

    Science.gov (United States)

    Hlavatý, Robert; Dömeová, Ludmila

    2014-01-01

    The paper is focused on students of Mathematical methods in economics at the Czech university of life sciences (CULS) in Prague. The idea is to create a model of students' progress throughout the whole course using the Markov chain approach. Each student has to go through various stages of the course requirements where his success depends on the…

  18. Markov chains with quasitoeplitz transition matrix: first zero hitting

    Directory of Open Access Journals (Sweden)

    Alexander M. Dukhovny

    1989-01-01

    Full Text Available This paper continues the investigation of Markov Chains with a quasitoeplitz transition matrix. Generating functions of first zero hitting probabilities and mean times are found by the solution of special Riemann boundary value problems on the unit circle. Duality is discussed.

  19. On the Total Variation Distance of Semi-Markov Chains

    DEFF Research Database (Denmark)

    Bacci, Giorgio; Bacci, Giovanni; Larsen, Kim Guldstrand

    2015-01-01

    Semi-Markov chains (SMCs) are continuous-time probabilistic transition systems where the residence time on states is governed by generic distributions on the positive real line. This paper shows the tight relation between the total variation distance on SMCs and their model checking problem over...

  20. On the Metric-Based Approximate Minimization of Markov Chains

    DEFF Research Database (Denmark)

    Bacci, Giovanni; Bacci, Giorgio; Larsen, Kim Guldstrand

    2017-01-01

    We address the behavioral metric-based approximate minimization problem of Markov Chains (MCs), i.e., given a finite MC and a positive integer k, we are interested in finding a k-state MC of minimal distance to the original. By considering as metric the bisimilarity distance of Desharnais at al...