Search results for "Markov"
showing 10 items of 628 documents
How to relax the cosmological neutrino mass bound
2019
We study the impact of non-standard momentum distributions of cosmic neutrinos on the anisotropy spectrum of the cosmic microwave background and the matter power spectrum of the large scale structure. We show that the neutrino distribution has almost no unique observable imprint, as it is almost entirely degenerate with the effective number of neutrino flavours, $N_{\mathrm{eff}}$, and the neutrino mass, $m_{\nu}$. Performing a Markov chain Monte Carlo analysis with current cosmological data, we demonstrate that the neutrino mass bound heavily depends on the assumed momentum distribution of relic neutrinos. The message of this work is simple and has to our knowledge not been pointed out cle…
Non Markovian Behavior of the Boltzmann-Grad Limit of Linear Stochastic Particle Systems
2007
We will review some results which illustrate how the distribution of obstacles and the shape of the characteristic curves influence the convergence of the probability density of linear stochastic particle systems to the one particle probability density associated with a Markovian process in the Boltzmann-Grad asymptotics.
Hepatitis C virus prevalence and level of intervention required to achieve the WHO targets for elimination in the European Union by 2030: a modelling…
2017
Background Hepatitis C virus (HCV) is a leading cause of liver-related morbidity and mortality worldwide. In the European Union (EU), treatment and cure of HCV with direct-acting antiviral therapies began in 2014. WHO targets are to achieve a 65% reduction in liver-related deaths, a 90% reduction of new viral hepatitis infections, and 90% of patients with viral hepatitis infections being diagnosed by 2030. This study assessed the prevalence of HCV in the EU and the level of intervention required to achieve WHO targets for HCV elimination. Methods We populated country Markov models for the 28 EU countries through a literature search of PubMed and Embase between Jan 1, 2000, and March 31, 201…
Patterns of poverty among elderly Americans: a Latent Class Markov Model
2017
ABSTRACTThis article studies poverty persistence and the role of social security programmes on poverty among elderly in the US. We use a Latent Markov model to disentangle unobserved heterogeneity and state dependence. Because of its dynamic nature, unobserved heterogeneity is modelled to vary over time. This allows to capture different latent states of poverty that change over time. Result indicates the existence of three unobserved types evolving over time according to their propensity to be poor. Moreover, a strong persistence in poverty especially for women, individuals living alone and ethnic minorities is found. Finally, the estimates indicate that giving social assistance tends to re…
Generalized-ensemble simulations and cluster algorithms
2010
The importance-sampling Monte Carlo algorithm appears to be the universally optimal solution to the problem of sampling the state space of statistical mechanical systems according to the relative importance of configurations for the partition function or thermal averages of interest. While this is true in terms of its simplicity and universal applicability, the resulting approach suffers from the presence of temporal correlations of successive samples naturally implied by the Markov chain underlying the importance-sampling simulation. In many situations, these autocorrelations are moderate and can be easily accounted for by an appropriately adapted analysis of simulation data. They turn out…
Scaling and data collapse for the mean exit time of asset prices
2005
We study theoretical and empirical aspects of the mean exit time of financial time series. The theoretical modeling is done within the framework of continuous time random walk. We empirically verify that the mean exit time follows a quadratic scaling law and it has associated a pre-factor which is specific to the analyzed stock. We perform a series of statistical tests to determine which kind of correlation are responsible for this specificity. The main contribution is associated with the autocorrelation property of stock returns. We introduce and solve analytically both a two-state and a three-state Markov chain models. The analytical results obtained with the two-state Markov chain model …
Non-Markovian dynamics from band edge effects and static disorder
2017
It was recently shown [S. Lorenzo et al., Sci. Rep. 7, 42729 (2017)] that the presence of static disorder in a bosonic bath - whose normal modes thus become all Anderson-localised - leads to non-Markovianity in the emission of an atom weakly coupled to it (a process which in absence of disorder is fully Markovian). Here, we extend the above analysis beyond the weak-coupling regime for a finite-band bath so as to account for band edge effects. We study the interplay of these with static disorder in the emergence of non-Markovian behaviour in terms of a suitable non-Markovianity measure.
$\texttt{HEPfit}$: a Code for the Combination of Indirect and Direct Constraints on High Energy Physics Models
2020
The European physical journal / C Particles and fields C80(5), 456 (2020). doi:10.1140/epjc/s10052-020-7904-z
System-environment correlations and Markovian embedding of quantum non-Markovian dynamics
2018
We study the dynamics of a quantum system whose interaction with an environment is described by a collision model, i.e. the open dynamics is modelled through sequences of unitary interactions between the system and the individual constituents of the environment, termed "ancillas", which are subsequently traced out. In this setting non-Markovianity is introduced by allowing for additional unitary interactions between the ancillas. For this model, we identify the relevant system-environment correlations that lead to a non-Markovian evolution. Through an equivalent picture of the open dynamics, we introduce the notion of "memory depth" where these correlations are established between the syste…
Equation of State for Macromolecules of Variable Flexibility in Good Solvents: A Comparison of Techniques for Monte Carlo Simulations of Lattice Mode…
2007
The osmotic equation of state for the athermal bond fluctuation model on the simple cubic lattice is obtained from extensive Monte Carlo simulations. For short macromolecules (chain length N=20) we study the influence of various choices for the chain stiffness on the equation of state. Three techniques are applied and compared in order to critically assess their efficiency and accuracy: the repulsive wall method, the thermodynamic integration method (which rests on the feasibility of simulations in the grand canonical ensemble), and the recently advocated sedimentation equilibrium method, which records the density profile in an external (e.g. gravitation-like) field and infers, via a local …