Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 46 for “"first passage time"”.
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First-passage-time problems in time-aware networks
First passage time or the first time that a stochastic process crosses a boundary is a random variable whose probability distribution is sought in engineering, statistics, finance, and other disciplines. The probability distribution of the first passage time has practical utility but is difficult …
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First-passage time analysis of particle transport in the cytoplasm
… transported by activity within the cell. Here, first-passage time (FPT) analysis is presented as an alternate measure that can better represent the diversity of particle behavior. FPT analysis reveals that the diffusive-like motion of tracer particles can not be accurately modeled as random-walk …
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Analysing First Passage Time Distributions of Large Ill-Conditioned Energy Landscapes
… and are expected to exhibit multiple relaxation time scales. Energy landscapes, consisting of local minima connected by transition states, can be represented by a kinetic transition network. Each local minimum is represented by a node in the network, and two nodes are joined by an edge if a …
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Predictive reliabilities for electronic components
… number of defects for a mechanism increases with time, eventually causing the failure of the component. The failure pattern of the component subject to a single mechanism · with given initial and final number of defects is modelled as a pure birth process. Failure time for this mechanism is …
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Novel Invariant Features of the US Stock Market
… fluctuations observed in the US stock market. First-passage-time distribution, which presents the likelihood of a stock reaching a pre-specified price at a given time, is useful in risk assessment and in valuation of certain option contracts. This is one invariant feature of a random process. …
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A feasibility study for a proactive congestion control for broadband networks
… through a tunable leaky bucket technique. First passage time analysis for Markov processes and Markov drift processes is used to give a measure of congestion imminence, through the probability distribution for the time to overload. Applications both to real time services and delay tolerant …
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Molecular simulation of nucleation from flowing polymer melts
… (NEMD) simulation, which operates at short time and length scales, has proven to be a useful tool for investigating this stage Using NEMD, FEN was studied in n-eicosane (C20), n-pentacontahectane (C150) and their blends Analysis of these simulations provided insight into the underlying …
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The narrow escape problem : a matched asymptotic expansion approach
… asymptotic expansions to calculate the mean first passage time, defined as the time taken for the Brownian particle to escape from the domain through the absorbing window. This is known as the narrow escape problem. Since the mean escape time diverges as the window shrinks, the calculation is …
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Um método estocástico de alocação de memória
… of the study we formulate a paging algorithm. First we borrow some properties of algebra, and with these results we develop the necessary theory to the mathematical interpretation of the chains of pages that link two given pages of the program in the computer. Then noticing randomnes as a main …
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The First Passage Problem in Random Vibration for a Simple Hysteretic Oscillator
… to determine the ordinary statistical moments of time to first passage and to determine the probability of first passage failure for a simple oscillator, incorporating the modified Bouc hysteresis model, has been developed. Two boundary value problems are formulated from Markov process theory and …
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Non-Linear diffusion processes and applications
… This is especially true for non-linear and/or time-inhomogeneous diffusion models where even basic statistical properties of the process can be elusive. As such, we explore various techniques for analysing non-linear diffusion models in contexts ranging from conducting inference under discrete …
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Modeling of nucleation-based stochastic processes in cellular systems
Molecular cell biology has been an intensively studied interdisciplinary field with the rapid development of experimental techniques and fast upgrade of computational hardware and numerical tools. Recent technological developments have led to single-cell experiments which allow us to probe the role …
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Essays in credit derivatives
… various problems in credit derivatives. In the first essay, we propose a novel method to extract asset correlations from credit derivatives. Default correlation is a concern especially after witnessing the financial crisis. To find default correlations, we would like to know asset correlations …
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A study of synchronization of nonlinear oscillators: Application to epileptic seizures
… nonlinear dynamics and stochastic processes. The first part concerns a method to visualize the idea of the power spectrum of spike trains, which has an educational value to introductory students in biophysics. The next part consists of experimental and computational work on drug-induced epileptic …
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Molecular Dynamics Simulation of Force-Induced Protein Domain Unfolding
… force pulling protocol, combine with mean first passage time approach in barrier crossing event, were used to estimate correctly the height of the main potential barrier on the force-induced domain unfolding pathway. A new protein domain classification method based on backbone hydrogen …
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HUMAN PREDATION RISK AND ELK BEHAVIOR IN HETEROGENEOUS LANDSCAPES
… resource selection, and human-elk conflicts. We first investigated the indirect effects of hunting on elk using an extensive comparison of elk anti-predator behavior across four human predation risk levels in western Montana. We collected 361behavioral observations across this predation risk …
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Bison Conservation in the Northern Great Plains
… Great Plains. We observed a higher proportion of time spent grazing by cattle (45-49%) than bison (26-28%) and a greater amount of time spent at water. We used First-Passage-Time (FPT) analyses to compare the spatial scale of bison and cattle within pastures. We report selection of spatial scales …
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HUMAN PREDATION RISK AND ELK BEHAVIOR IN HETEROGENEOUS LANDSCAPES
… resource selection, and human-elk conflicts. We first investigated the indirect effects of hunting on elk using an extensive comparison of elk anti-predator behavior across four human predation risk levels in western Montana. We collected 361behavioral observations across this predation risk …
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