Search results for "stochastic"
showing 10 items of 1018 documents
Apodization of imaging systems by means of a random spatially nonstationary absorbing screen
1992
The amplitude impulse response (AIR) of coherent imaging systems with random binary apodizers is analyzed. Formulas for the mean value and the variance of the AIR are derived for two statistical one-dimensional models of apodizers: (1) nonuniform low-density shot noise and (2) a nonuniform unipolar synchronous random process. We show that for both models a high signal-to-noise ratio is achieved within the central peak and the low-order sidelobes of the AIR. Apodizers based on the second model permit higher values of the signal-to-noise ratio than those based on the first one.
Stackelberg Equilibrium with Many Leaders and Followers. The Case of Setup Costs
2016
I provide conditions that guarantee that a Stackelberg game with a setup cost and an integer number of leaders and followers has an equilibrium in pure strategies. The main feature of the game is that when the marginal follower leaves the market the price jumps up, so that a leader’s payoff is neither continuous nor quasiconcave. To show existence I check that a leader’s value function satisfies the following single crossing condition: When the other leaders produce more the leader never accommodates entry of more followers. If demand is strictly logconcave, and if marginal costs are both non decreasing and not flatter than average costs, then a Stackelberg equilibrium exists. Besides showi…
GW170817: Implications for the Stochastic Gravitational-Wave Background from Compact Binary Coalescences
2018
The LIGO Scientific and Virgo Collaborations have announced the first detection of gravitational waves from the coalescence of two neutron stars. The merger rate of binary neutron stars estimated from this event suggests that distant, unresolvable binary neutron stars create a significant astrophysical stochastic gravitational-wave background. The binary neutron star background will add to the background from binary black holes, increasing the amplitude of the total astrophysical background relative to previous expectations. In the Advanced LIGO-Virgo frequency band most sensitive to stochastic backgrounds (near 25 Hz), we predict a total astrophysical background with amplitude $\Omega_{\rm…
A Simple Noise Model with Memory for Biological Systems
2005
A noise source model, consisting of a pulse sequence at random times with memory, is presented. By varying the memory we can obtain variable randomness of the stochastic process. The delay time between pulses, i. e. the noise memory, produces different kinds of correlated noise ranging from white noise, without delay, to quasi-periodical process, with delay close to the average period of the pulses. The spectral density is calculated. This type of noise could be useful to describe physical and biological systems where some delay is present. In particular it could be useful in population dynamics. A simple dynamical model for epidemiological infection with this noise source is presented. We …
Advanced stochastic control systems with engineering applications
2014
1 School of Astronautics, Harbin Institute of Technology, Harbin, Heilongjiang, China 2 School of Electrical and Electronic Engineering, The University of Adelaide, SA 5005, Australia 3 Department of Engineering, Faculty of Engineering and Science, University of Agder, 4898 Grimstad, Norway 4 Institute of Automation and Complex Systems, University of Duisburg-Essen, Duisburg, Germany 5 College of Automation, Chongqing University, Chongqing 400044, China
Consensus in inventory games
2008
This paper studies design, convergence, stability and optimality of a distributed consensus protocol for n-player repeated non cooperative games under incomplete information. Information available to each player concerning the other players' strategies evolves in time. At each stage (time period), the players select myopically their best binary strategy on the basis of a payoff, defined on a single stage, monotonically decreasing with the number of active players. The game is specialized to an inventory application, where fixed costs are shared among all retailers, interested in reordering or not from a common warehouse. As information evolves in time, the number of active players changes t…
Stability analysis for stochastic hybrid systems: A survey
2014
This survey addresses stability analysis for stochastic hybrid systems (SHS), which are dynamical systems that combine continuous change and instantaneous change and that also include random effects. We re-emphasize the common features found in most of the models that have appeared in the literature, which include stochastic switched systems, Markov jump systems, impulsive stochastic systems, switching diffusions, stochastic impulsive systems driven by renewal processes, diffusions driven by Lévy processes, piecewise-deterministic Markov processes, general stochastic hybrid systems, and stochastic hybrid inclusions. Then we review many of the stability concepts that have been studied, inclu…
Large deviations results for subexponential tails, with applications to insurance risk
1996
AbstractConsider a random walk or Lévy process {St} and let τ(u) = inf {t⩾0 : St > u}, P(u)(·) = P(· | τ(u) < ∞). Assuming that the upwards jumps are heavy-tailed, say subexponential (e.g. Pareto, Weibull or lognormal), the asymptotic form of the P(u)-distribution of the process {St} up to time τ(u) is described as u → ∞. Essentially, the results confirm the folklore that level crossing occurs as result of one big jump. Particular sharp conclusions are obtained for downwards skip-free processes like the classical compound Poisson insurance risk process where the formulation is in terms of total variation convergence. The ideas of the proof involve excursions and path decompositions for Mark…
How diffusivity, thermocline and incident light intensity modulate the dynamics of Deep Chlorophyll Maximum in Tyrrhenian Sea
2015
During the last few years theoretical works have shed new light and proposed new hypotheses on the mechanisms which regulate the spatio-temporal behaviour of phytoplankton communities in marine pelagic ecosystems. Despite this, relevant physical and biological issues, such as effects of the time- dependent mixing in the upper layer, competition between groups, and dynamics of non-stationary deep chlorophyll maxima, are still open questions. In this work, we analyze the spatio-temporal behaviour of five phytoplankton populations in a real marine ecosystem by using a one-dimensional reaction-diffusion-taxis model. The study is performed, taking into account the seasonal variations of environm…
Choosing Optimal Seed Nodes in Competitive Contagion.
2019
International audience; In recent years there has been a growing interest in simulating competitive markets to find out the efficient ways to advertise a product or spread an ideology. Along this line, we consider a binary competitive contagion process where two infections, A and B, interact with each other and diffuse simultaneously in a network. We investigate which is the best centrality measure to find out the seed nodes a company should adopt in the presence of rivals so that it can maximize its influence. These nodes can be used as the initial spreaders or advertisers by firms when two firms compete with each other. Each node is assigned a price tag to become an initial advertiser whi…