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Topics in Discrete Probability and Stochastic Processes

Topics in Discrete Probability and Stochastic Processes
离散概率和随机过程主题
批准号:
9970901
负责人:
David Aldous
金额:
$27.43万
依托单位国家:
美国
项目类别:
Continuing Grant
财政年份:
1999
资助国家:
美国
项目状态:
已结题
起止时间:
1999-06-01 至 2003-05-31

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中文摘要
翻译
[9970901]大型离散随机过程的行为有时可以用极限随机连续空间过程来研究。这种“弱收敛”方法应用于几个领域。随机聚并是指粒子按照一定的速率核合并成越来越大的簇。对具有丰富连续统随机树结构的加性速率核的特殊情况进行了详细的研究。一种结合聚合与迁移和迁移的新过程也正在研究中,它似乎具有有趣的相变。在不同的方向上,人们对马尔可夫链蒙特卡罗方法重建系统发育树(表明生物物种之间的关系)越来越感兴趣。利用弱收敛方法研究了树空间上目标分布抽样的一些模型。研究的一般领域涉及具有随机行为方面的大型系统。随着这样的系统变得越来越大,它们的行为变得越来越难以分析,无论是通过数学理论还是通过计算机模拟。但在某些情况下,通过将足够大的有限系统的行为与某些固定的无限大小系统的行为联系起来,是有可能克服这个困难的。这一方法正应用于两个领域。一个领域是质量随机聚类模型的精细化分析,这是许多科学领域感兴趣的主题(例如物理化学中的聚合物,云中的雨滴凝结,以及早期宇宙中星系的形成)。另一个领域是分析用于重建生物物种之间关系的算法的性能,特别是性能如何随物种数量的变化而变化。
英文摘要
9970901The behavior of large discrete random processes can sometimes be studied in terms of a limiting random continuous-space process. This ``weak convergence" methodology is applied in several areas. Stochastic coalescence deals with the merging of particles into larger and larger clusters according to some rate kernel. The particular case of the additive rate kernel, which has a rich structure relating to continuum random trees, is being investigated in detail. A novel process combining coalescence with immigration and removal and which appears to have an interesting phase transition is also being studied. In a different direction, there is increasing interest in Markov chain Monte Carlo methods for reconstructing phylogenetic trees (indicating relationships between biological species). Some toy models for sampling from target distributions on tree-space are studied via the weak convergence methodology.The general area of research concerns large systems with random aspects to their behavior. As such systems become larger, their behavior gets more difficult to analyze, either via mathematical theory or via computer simulation. But in some cases it is possible to overcome this difficulty by relating the behavior of sufficiently large finite systems to that of some fixed infinite-size system. This methodology is being applied in two areas. One area is refining analysis of models of random clustering of mass, a topic of interest in many areas of science (e.g. polymers in physical chemistry, condensation of raindrops in clouds, and formation of galaxies in the early universe). The other area is the analysis of performance of algorithms for reconstructing relationships between biological species, specifically in how performance scales with number of species.
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Random Processes and Large Networks
  • 批准号:
    1504802
  • 项目类别:
    Continuing Grant
  • 资助金额:
    $30.0万
  • 财政年份:
    2015
  • 负责人:
    David Aldous
  • 依托单位:
Large Random Networks: Route and Information-Exchange Processes
  • 批准号:
    1106998
  • 项目类别:
    Continuing Grant
  • 资助金额:
    $27.0万
  • 财政年份:
    2012
  • 负责人:
    David Aldous
  • 依托单位:
Large Random Structures and Network Flow
  • 批准号:
    0704159
  • 项目类别:
    Continuing Grant
  • 资助金额:
    $36.0万
  • 财政年份:
    2007
  • 负责人:
    David Aldous
  • 依托单位:
Large Finite Random Structures
  • 批准号:
    0203062
  • 项目类别:
    Continuing Grant
  • 资助金额:
    $0.0万
  • 财政年份:
    2002
  • 负责人:
    David Aldous
  • 依托单位:
海外基金