Search results for "Brown"
showing 10 items of 478 documents
Tests for real and complex unit roots in vector autoregressive models
2014
The article proposes new tests for the number of real and complex unit roots in vector autoregressive models. The tests are based on the eigenvalues of the sample companion matrix. The limiting distributions of the eigenvalues converging to the unit eigenvalues turn out to be of a non-standard form and expressible in terms of Brownian motions. The tests are defined such that the null distributions related to eigenvalues +/-1 are the same. The tests for the unit eigenvalues with nonzero imaginary part are defined independently of the angular frequency. When the tests are adjusted for deterministic terms, the null distributions usually change. Critical values are tabulated via simulations. Al…
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…
BROWNIAN DYNAMICS SIMULATIONS WITHOUT GAUSSIAN RANDOM NUMBERS
1991
We point out that in a Brownian dynamics simulation it is justified to use arbitrary distribution functions of random numbers if the moments exhibit the correct limiting behavior prescribed by the Fokker-Planck equation. Our argument is supported by a simple analytical consideration and some numerical examples: We simulate the Wiener process, the Ornstein-Uhlenbeck process and the diffusion in a Φ4 potential, using both Gaussian and uniform random numbers. In these examples, the rate of convergence of the mean first exit time is found to be nearly identical for both types of random numbers.
Evidence of stochastic resonance in the mating behavior of Nezara viridula (L.)
2008
We investigate the role of the noise in the mating behavior between individuals of Nezara viridula (L.), by analyzing the temporal and spectral features of the non-pulsed type female calling song emitted by single individuals. We have measured the threshold level for the signal detection, by performing experiments with the calling signal at different intensities and analyzing the insect response by directionality tests performed on a group of male individuals. By using a sub-threshold signal and an acoustic Gaussian noise source, we have investigated the insect response for different levels of noise, finding behavioral activation for suitable noise intensities. In particular, the percentage…
Stochastic model of memristor based on the length of conductive region
2021
Abstract We propose a stochastic model of a voltage controlled bipolar memristive system, which includes the properties of widely used dynamic SPICE models and takes into account the fluctuations inherent in memristors. The proposed model is described by rather simple equations of Brownian diffusion, does not require significant computational resources for numerical modeling, and allows obtaining the exact analytical solutions in some cases. The noise-induced transient bimodality phenomenon, arising under resistive switching, was revealed and investigated theoretically and experimentally in a memristive system, by finding a quite good qualitatively agreement between theory and experiment. B…
Influence of Ecklonia maxima Extracts on Growth, Yield, and Postharvest Quality of Hydroponic Leaf Lettuce
2021
Ecklonia maxima is a brown algae seaweed largely harvested over the last years and used to produce alginate, animal feed, fertilizers, and plant biostimulants. Their extracts are commercially available in various forms and have been applied to many crops for their growth-promoting effects which may vary according to the treated species and doses applied. The aim of the study was to characterize the effect of adding an Ecklonia maxima commercial extract (Basfoliar Kelp
The Itô Integral
2014
The Ito integral allows us to integrate stochastic processes with respect to the increments of a Brownian motion or a somewhat more general stochastic process. We develop the Ito integral first for Brownian motion and then for generalized diffusion processes (so called Ito processes). In the third section, we derive the celebrated Ito formula. This is the chain rule for the Ito integral that enables us to do explicit calculations with the Ito integral. In the fourth section, we use the Ito formula to obtain a stochastic solution of the classical Dirichlet problem. This in turn is used in the fifth section in order to show that like symmetric simple random walk, Brownian motion is recurrent …
Negative Interfacial Tension in Phase-Separated Active Brownian Particles.
2015
We study numerically a model for active suspensions of self-propelled repulsive particles, for which a stable phase separation into a dilute and a dense phase is observed. We exploit the fact that for nonsquare boxes a stable "slab" configuration is reached, in which interfaces align with the shorter box edge. Evaluating a recent proposal for an intensive active swimming pressure, we demonstrate that the excess stress within the interface separating both phases is negative. The occurrence of a negative tension together with stable phase separation is a genuine nonequilibrium effect that is rationalized in terms of a positive stiffness, the estimate of which agrees excellently with the numer…
Numerical simulation of resonant activation in a fluctuating metastable model system
1998
We study the escape time from a metastable overdamped model system in the presence of two noise sources: a white noise and a random telegraph noise. The random telegraph noise controls the height of the potential barrier of the metastable system while the white noise mimics the presence of a given temperature. We report on numerical simulations about: (i) the average residence time of the system in the metastable state; (ii) the probability density function (PDF) of the residence time at various values of the correlation time T c of the random telegraph noise. Resonant activation is observed in the dynamics of the investigated system. The PDF shows different shapes for different values of τ…
Effects of an innovative dipping treatment on the cold storage of minimally processed Annurca apples
2007
The effect of trehalose as an edible coating on minimally processed Annurca apple slices was studied during cold storage. The edible coating was prepared by dipping the fruit in a solution containing trehalose at 0.8%, sucrose at 1.0% and sodium chloride at 0.1%. During storage at 6 degrees C the following parameters were monitored: weight loss, colour (hue angle (h degrees) and whitening index (WI)), firmness, malic and ascorbic acids, polyphenol content.. microstructure by scanning electron microscopy (SEM) and microbial count. The results showed that such a coating reduced the browning phenomena; in fact the WI and h degrees values were significantly lower in coated samples than untreate…