Search results for "stochastic processes."

Relations between structure and estimators in networks of dynamical systems

2011

The article main focus is on the identification of a graphical model from time series data associated with different interconnected entities. The time series are modeled as realizations of stochastic processes (representing nodes of a graph) linked together via transfer functions (representing the edges of the graph). Both the cases of non-causal and causal links are considered. By using only the measurements of the node outputs and without assuming any prior knowledge of the network topology, a method is provided to estimate the graph connectivity. In particular, it is proven that the method determines links to be present only between a node and its “kins”, where kins of a node consist of …

Increasing Neural Stem Cell Division Asymmetry and Quiescence Are Predicted to Contribute to the Age-Related Decline in Neurogenesis.

2018

Summary: Adult murine neural stem cells (NSCs) generate neurons in drastically declining numbers with age. How cellular dynamics sustain neurogenesis and how alterations with age may result in this decline are unresolved issues. We therefore clonally traced NSC lineages using confetti reporters in young and middle-aged adult mice. To understand the underlying mechanisms, we derived mathematical models that explain observed clonal cell type abundances. The best models consistently show self-renewal of transit-amplifying progenitors and rapid neuroblast cell cycle exit. In middle-aged mice, we identified an increased probability of asymmetric stem cell divisions at the expense of symmetric di…

Diversifying selection on MHC class I in the house sparrow (Passer domesticus).

2009

10 pages; International audience; Genes of the major histocompatibility complex (MHC) are the most polymorphic loci known in vertebrates. Two main hypotheses have been put forward to explain the maintenance of MHC diversity: pathogen-mediated selection and MHC-based mate choice. Host-parasite interactions can maintain MHC diversity via frequency-dependent selection, heterozygote advantage, and diversifying selection (spatially and/or temporally heterogeneous selection). In this study, we wished to investigate the nature of selection acting on the MHC class I across spatially structured populations of house sparrows (Passer domesticus) in France. To infer the nature of the selection, we comp…

Evaluation of the power quality from a seawave power farm for different interconnection schemes

2007

In this paper we present an approach to the interconnection of a seawave power farm to the grid The generator type used in the farm is a Permanent Magnet (PM) linear generator driven from the seawaves that generates, therefore, highly distorted emfs. We propose and compare two possible ways to interconnect the farm to the grid. One is based on an approach where for each generator there is a conversion subsystem that permits the direct connection of each generator to the a.c. network, the other one is based on an ac.-d.c. converter that is connected to the generator, the converter is connected to a dc link that can receive the power from every unit and that can supply a dc-ac converter direc…

Statistics of residence time for Lévy flights in unstable parabolic potentials

2020

We analyze the residence time problem for an arbitrary Markovian process describing nonlinear systems without a steady state. We obtain exact analytical results for the statistical characteristics of the residence time. For diffusion in a fully unstable potential profile in the presence of Lévy noise we get the conditional probability density of the particle position and the average residence time. The noise-enhanced stability phenomenon is observed in the system investigated. Results from numerical simulations are in very good agreement with analytical ones.

Inclusion of Instantaneous Influences in the Spectral Decomposition of Causality: Application to the Control Mechanisms of Heart Rate Variability

2021

Heart rate variability is the result of several physiological regulation mechanisms, including cardiovascular and cardiorespiratory interactions. Since instantaneous influences occurring within the same cardiac beat are commonplace in this regulation, their inclusion is mandatory to get a realistic model of physiological causal interactions. Here we exploit a recently proposed framework for the spectral decomposition of causal influences between autoregressive processes [2] and generalize it by introducing instantaneous couplings in the vector autoregressive model (VAR). We show the effectiveness of the proposed approach on a toy model, and on real data consisting of heart period (RR), syst…

On a set of data for the membrane potential in a neuron

2006

We consider a set of data where the membrane potential in a pyramidal neuron is measured almost continuously in time, under varying experimental conditions. We use nonparametric estimates for the diffusion coefficient and the drift in view to contribute to the discussion which type of diffusion process is suitable to model the membrane potential in a neuron (more exactly: in a particular type of neuron under particular experimental conditions).

Decoupling on the Wiener space and variational estimates for BSDEs

2015

Dynamics of Two Picophytoplankton Groups in Mediterranean Sea: Analysis of the Deep Chlorophyll Maximum by a Stochastic Advection-Reaction-Diffusion …

2013

A stochastic advection-reaction-diffusion model with terms of multiplicative white Gaussian noise, valid for weakly mixed waters, is studied to obtain the vertical stationary spatial distributions of two groups of picophytoplankton, i.e., picoeukaryotes and Prochlorococcus, which account about for 60% of total chlorophyll on average in Mediterranean Sea. By numerically solving the equations of the model, we analyze the one-dimensional spatio-temporal dynamics of the total picophytoplankton biomass and nutrient concentration along the water column at different depths. In particular, we integrate the equations over a time interval long enough, obtaining the steady spatial distributions for th…

First passage time distribution of stationary Markovian processes

2010

The aim of this paper is to investigate how the correlation properties of a stationary Markovian stochastic processes affect the First Passage Time distribution. First Passage Time issues are a classical topic in stochastic processes research. They also have relevant applications, for example, in many fields of finance such as the assessment of the default risk for firms' assets. By using some explicit examples, in this paper we will show that the tail of the First Passage Time distribution crucially depends on the correlation properties of the process and it is independent from its stationary distribution. When the process includes an infinite set of time-scales bounded from above, the FPT…