scholarly journals On Stationary Distributions of Charged Dust

1976 ◽  
Vol 29 (2) ◽  
pp. 119 ◽  
Author(s):  
A Banerjee ◽  
N Chakravarty ◽  
SB Dutta Choudhury

The correct value of the ratio of charge density to mass density is obtained for a stationary distribution of charged dust with vanishing Lorentz force. It is found that the ratio is truly an arbitrary constant, in disagreement with the apparently. incorrect result obtained by Misra et al. (1972).

The paper presents a family of stationary cylindrically symmetric solutions of the Einstein-Maxwell equations corresponding to a charged dust distribution in rigid rotation. The interesting feature of the solution is that the Lorentz force vanishes everywhere and the ratio of the charge density and mass density may assume arbitrary value. The solutions do not seem to have any classical analogue.


1980 ◽  
Vol 33 (4) ◽  
pp. 765 ◽  
Author(s):  
BK Nayak

The Einstein-Maxwell field equations characterizing a spherically symmetric charged dust distnbution are solved exactly without imposing any mathematical condition on them. The solution is expressed in terms of two arbitrary variables and these can be chosen to correspond to an arbitrary ratio of charge density to mass density, thus allowing the possibility of understanding the interior of the horizon in a more precise manner.


1975 ◽  
Vol 28 (5) ◽  
pp. 585 ◽  
Author(s):  
BK Nayak

The distribution of static charged dust in the Brans-Dicke theory is considered. It is shown that the ratio of charge density to mass density is related to the scalar interaction '" so that for small values of '" the charge density will far exceed the mass density. This result suggests that the existence of a finite electron can be realized in the Brans-Dicke theory of gravitation through a static charged dust distribution.


1988 ◽  
Vol 18 (1) ◽  
pp. 31-46 ◽  
Author(s):  
Par François Dufresne

AbstractIt is shown how the stationary distributions of a bonus–malus system can be computed recursively. It is further shown that there is an intrinsic relationship between such a stationary distribution and the probability of ruin in the risk-theoretical model. The recursive algorithm is applied to the Swiss bonus–malus system for automobile third-party liability and can be used to evaluate ruin probabilities.


2008 ◽  
Vol 363 (1512) ◽  
pp. 3931-3939 ◽  
Author(s):  
Sang Chul Choi ◽  
Benjamin D Redelings ◽  
Jeffrey L Thorne

Models of molecular evolution tend to be overly simplistic caricatures of biology that are prone to assigning high probabilities to biologically implausible DNA or protein sequences. Here, we explore how to construct time-reversible evolutionary models that yield stationary distributions of sequences that match given target distributions. By adopting comparatively realistic target distributions, evolutionary models can be improved. Instead of focusing on estimating parameters, we concentrate on the population genetic implications of these models. Specifically, we obtain estimates of the product of effective population size and relative fitness difference of alleles. The approach is illustrated with two applications to protein-coding DNA. In the first, a codon-based evolutionary model yields a stationary distribution of sequences, which, when the sequences are translated, matches a variable-length Markov model trained on human proteins. In the second, we introduce an insertion–deletion model that describes selectively neutral evolutionary changes to DNA. We then show how to modify the neutral model so that its stationary distribution at the amino acid level can match a profile hidden Markov model, such as the one associated with the Pfam database.


1977 ◽  
Vol 9 (03) ◽  
pp. 645-663 ◽  
Author(s):  
P. J. Brockwell

Conditions are derived under which a probability measure on the Borel subsets of [0, ∞) is a stationary distribution for the content {Xt } of an infinite dam whose cumulative input {At } is a pure-jump Lévy process and whose release rate is a non-decreasing continuous function r(·) of the content. The conditions are used to find stationary distributions in a number of special cases, in particular when and when r(x) = x α and {A t } is stable with index β ∊ (0, 1). In general if EAt , < ∞ and r(0 +) > 0 it is shown that the condition sup r(x)>EA 1 is necessary and sufficient for a stationary distribution to exist, a stationary distribution being found explicitly when the conditions are satisfied. If sup r(x)>EA 1 it is shown that there is at most one stationary distribution and that if there is one then it is the limiting distribution of {Xt } as t → ∞. For {At } stable with index β and r(x) = x α , α + β = 1, we show also that complementing results of Brockwell and Chung for the zero-set of {Xt } in the cases α + β < 1 and α + β > 1. We conclude with a brief treatment of the finite dam, regarded as a limiting case of infinite dams with suitably chosen release functions.


Mathematics ◽  
2019 ◽  
Vol 7 (9) ◽  
pp. 798 ◽  
Author(s):  
Naumov ◽  
Gaidamaka ◽  
Samouylov

In this paper, we study queueing systems with an infinite and finite number of waiting places that can be modeled by a Quasi-Birth-and-Death process. We derive the conditions under which the stationary distribution for a loss system is a truncation of the stationary distribution of the Quasi-Birth-and-Death process and obtain the stationary distributions of both processes. We apply the obtained results to the analysis of a semi-open network in which a customer from an external queue replaces a customer leaving the system at the node from which the latter departed.


1980 ◽  
Vol 17 (1) ◽  
pp. 218-226 ◽  
Author(s):  
Michael Rubinovitch ◽  
J. W. Cohen

Level crossings in a stationary dam process with additive input and arbitrary release are considered and an explicit expression for the expected number of downcrossings (and also overcrossings) of a fixed level, per time unit, is obtained. This leads to a short derivation of a basic relation which the stationary distribution of a general dam must satisfy.


1987 ◽  
Vol 24 (04) ◽  
pp. 965-977 ◽  
Author(s):  
Ilze Ziedins

We discuss the quasi-stationary distribution obtained when a simple birth and death process is conditioned on never exceeding K. An application of this model to one-dimensional circuit-switched communication networks is described, and some special cases examined.


2000 ◽  
Vol 37 (2) ◽  
pp. 315-321 ◽  
Author(s):  
K. Borovkov ◽  
D. Vere-Jones

Stress release processes are special Markov models attempting to describe the behaviour of stress and occurrence of earthquakes in seismic zones. The stress is built up linearly by tectonic forces and released spontaneously when earthquakes occur. Assuming that the risk is an exponential function of the stress, we derive closed form expressions for the stationary distribution of such processes, the moments of the risk, and the autocovariance function of the reciprocal risk process.


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