Search results for "ALK"
showing 10 items of 4314 documents
On the stability and ergodicity of adaptive scaling Metropolis algorithms
2011
The stability and ergodicity properties of two adaptive random walk Metropolis algorithms are considered. The both algorithms adjust the scaling of the proposal distribution continuously based on the observed acceptance probability. Unlike the previously proposed forms of the algorithms, the adapted scaling parameter is not constrained within a predefined compact interval. The first algorithm is based on scale adaptation only, while the second one incorporates also covariance adaptation. A strong law of large numbers is shown to hold assuming that the target density is smooth enough and has either compact support or super-exponentially decaying tails.
Donsker-Type Theorem for BSDEs: Rate of Convergence
2019
In this paper, we study in the Markovian case the rate of convergence in Wasserstein distance when the solution to a BSDE is approximated by a solution to a BSDE driven by a scaled random walk as introduced in Briand, Delyon and Mémin (Electron. Commun. Probab. 6 (2001) Art. ID 1). This is related to the approximation of solutions to semilinear second order parabolic PDEs by solutions to their associated finite difference schemes and the speed of convergence. peerReviewed
Deducing self-interaction in eye movement data using sequential spatial point processes
2016
Eye movement data are outputs of an analyser tracking the gaze when a person is inspecting a scene. These kind of data are of increasing importance in scientific research as well as in applications, e.g. in marketing and man-machine interface planning. Thus the new areas of application call for advanced analysis tools. Our research objective is to suggest statistical modelling of eye movement sequences using sequential spatial point processes, which decomposes the variation in data into structural components having interpretation. We consider three elements of an eye movement sequence: heterogeneity of the target space, contextuality between subsequent movements, and time-dependent behaviou…
Random walk approximation of BSDEs with H{\"o}lder continuous terminal condition
2018
In this paper, we consider the random walk approximation of the solution of a Markovian BSDE whose terminal condition is a locally Hölder continuous function of the Brownian motion. We state the rate of the L2-convergence of the approximated solution to the true one. The proof relies in part on growth and smoothness properties of the solution u of the associated PDE. Here we improve existing results by showing some properties of the second derivative of u in space. peerReviewed
Lévy processes in bounded domains: path-wise reflection scenarios and signatures of confinement
2022
We discuss an impact of various (path-wise) reflection-from-the barrier scenarios upon confining properties of a paradigmatic family of symmetric $\alpha $-stable L\'{e}vy processes, whose permanent residence in a finite interval on a line is secured by a two-sided reflection. Depending on the specific reflection "mechanism", the inferred jump-type processes differ in their spectral and statistical characteristics, like e.g. relaxation properties, and functional shapes of invariant (equilibrium, or asymptotic near-equilibrium) probability density functions in the interval. The analysis is carried out in conjunction with attempts to give meaning to the notion of a reflecting L\'{e}vy process…
Juggler's exclusion process
2012
Juggler's exclusion process describes a system of particles on the positive integers where particles drift down to zero at unit speed. After a particle hits zero, it jumps into a randomly chosen unoccupied site. We model the system as a set-valued Markov process and show that the process is ergodic if the family of jump height distributions is uniformly integrable. In a special case where the particles jump according to a set-avoiding memoryless distribution, the process reaches its equilibrium in finite nonrandom time, and the equilibrium distribution can be represented as a Gibbs measure conforming to a linear gravitational potential.
Diffusive Behavior and the Modeling of Characteristic Times in Limit Order Executions
2007
We present a study of the order book data of the London Stock Exchange for five highly liquid stocks traded during the calendar year 2002. Specifically, we study the first passage time of order book prices needed to observe a prescribed price change Delta, the time to fill (TTF) for executed limit orders and the time to cancel (TTC) for canceled ones. We find that the distribution of the first passage time decays asymptotically in time as a power law with an exponent L_FPT ~ 1.5. The median of the same quantity scales as Delta^1.6, which is different from the Delta^2 behavior expected for Brownian motion. The quantities TTF, and TTC are also asymptotically power law distributed with exponen…
Stabilization of ZSM-5 zeolite catalysts for steam catalytic cracking of naphtha for production of propene and ethene
2012
In order to increase ethene and propene, naphtha steam catalytic cracking has been considered. The cracking of C 5-C 12 n-alkanes with ZSM-5 has been studied in absence and in presence of steam and the influence of the operation variables was studied. Irreversible catalyst deactivation by dealumination also occurs in the reactor when the cracking is carried out in the presence of steam. To diminish steam deactivation, the influence of zeolite Si/Al framework and a postsynthesis treatment by phosphorous have been studied and optimized. Much more stable catalyst can be achieved that result in an increase in activity without penalty for production of ethene and propene.
Conformationally Locked Pyramidality Explains the Diastereoselectivity in the Methylation of trans-Fused Butyrolactones
2020
A stereoselectivity model inspired by the total synthesis of stemona alkaloids is developed to explain why enolate-derived 3,4-fused butyrolactones are methylated with a preference for syn alkylation. The model shows how conformational locking present in nonplanar enolate structures favors syn over anti methylation, due to less significant structural distortions in the syn pathway. The developed model was also successfully used to rationalize selectivities of previously documented methylation reactions. peerReviewed
Preferential azido bridging regulating the structural aspects in cobalt(III) and copper(II)–Schiff base complexes: Syntheses, magnetostructural corre…
2011
International audience; A tridentate NNO donor Schiff base ligand [(1Z,3E)-3-((pyridin-2-yl)methylimino)-1-phenylbut-1-en-1-ol = LH] in presence of azide ions coordinates with cobalt(II) and copper(II) ions giving rise to three new coordination complexes [Co2(L)2(μ1,1-N3)2(N3)2] (1), [Cu2(L)2(μ1,3-N3)]·ClO4 (2) and [(μ1,1-N3)2Cu5(μ-OL)2(μ1,1-N3)4(μ1,1,1-N3)2]n (3). The complexes have been characterized by elemental analysis, FT-IR, UV–Vis spectral studies, and single crystal X-ray diffraction studies. These complexes demonstrate that under different synthetic conditions the azide ions and the Schiff base ligand (LH) show different coordination modes with cobalt(II) and copper(II) ions, givi…