1,720,967 research outputs found
On a bilateral birth-death process with alternating rates
Full text linkWe consider a bilateral birth-death process characterized by a constant transition rate λ from even states and a possibly different transition rate μ from odd states. We determine the probability generating functions of the even and odd states, the transition probabilities, mean and variance of the process for arbitrary initial state. Some features of the birth-death process confined to the non-negative integers by a reflecting boundary in the zero-state are also analyzed. In particular, making use of a Laplace transform approach we obtain a series form of the transition probability from state 1 to the zero-state
Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates
Full text linkWe consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. This kind of processes are useful in the study of chain molecular diffusions. We give explicit formulas for probability generating functions, and also for means, variances and state probabilities of the random variables of the process. Moreover we study independent random time-changes with the inverse of the stable subordinator, the stable subordinator and the tempered stable subordinator. We also present some asymptotic results in the fashion of large deviations. These results give some generalizations of those presented in [Journal of Statistical Physics 154 (2014), 1352–1364]
Asymptotic Results for the Absorption Time of Telegraph Processes with Elastic Boundary at the Origin
No full textWe consider a telegraph process with elastic boundary at the origin studied recently in the
literature (see e.g. Di Crescenzo et al. (Methodol Comput Appl Probab 20:333–352 2018)).
It is a particular random motion with finite velocity which starts at x ≥ 0, and its dynamics
is determined by upward and downward switching rates λ and μ, with λ>μ, and an
absorption probability (at the origin) α ∈ (0, 1]. Our aim is to study the asymptotic behavior
of the absorption time at the origin with respect to two different scalings: x → ∞ in the
first case; μ → ∞, with λ = βμ for some β > 1 and x > 0, in the second case. We prove
several large and moderate deviation results. We also present numerical estimates of β based
on an asymptotic Normality result for the case of the second scaling
Asymptotic results for random walks in continuous time with alternating rates
Full text linkWe investigate some large deviation problems for a random walk in continuous time {N(t); t≥0} with spatially inhomogeneous rates of alternating type. We first deal with the large deviation principle for the convergence of N(t)/t to a suitable constant. Then, the case of moderate deviations is also discussed. Motivated by possible applications in chemical physics context, we finally obtain an asymptotic lower bound for level crossing probabilities both in the case of finite and infinite horizon
Some results on brownian motion perturbed by alternating jumps in biological modeling
Full text linkWe consider the model of random evolution on the real line consisting in a Brownian motion perturbed by alternating jumps. We give the probability density of the process and pinpoint a connection with the limit density of a telegraph process subject to alternating jumps. We study the first-crossing-time probability in two special cases, in the presence of a constant upper boundary
A generalized telegraph process with velocity driven by random trials
No full textWe consider a random trial-based telegraph process, which describes a motion on the real line with two constant velocities along opposite directions. At each epoch of the underlying counting process the new velocity is determined by the outcome of a random trial. Two schemes are taken into account: Bernoulli trials and classical Pólya urn trials. We investigate the probability law of the process and the mean of the velocity of the moving particle. We finally discuss two cases of interest: (i) the case of Bernoulli trials and intertimes having exponential distributions with linear rates (in which, interestingly, the process exhibits a logistic stationary density with nonzero mean), and (ii) the case of Pólya trials and intertimes having first gamma and then exponential distributions with constant rates. © Applied Probability Trust 2013
Generalized telegraph process with random jumps
No full textWe consider a generalized telegraph process which follows an alternating renewal process and is subject to random jumps. More specifically, consider a particle at the origin of the real line at time t = 0. Then it goes along two alternating velocities with opposite directions, and performs a random jump toward the alternating direction at each velocity reversal. We develop the distribution of the location of the particle at an arbitrary fixed time t , and study this distribution under the assumption of exponentially distributed alternating random times. The cases of jumps having exponential distributions with constant rates and with linearly increasing rates are treated in detail
Going Beyond Counting First Authors in Author Co-citation Analysis
Full text linkThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
Full text link“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
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