On properties of the Wang-Landau algorithm
This article concerns the problem of predicting the size of company's customer base in case of solving the task of managing its clients. The author purposes a new approach to segment-oriented predicting the size of clients based on adopting the Staroverov's employees moving model. Besides the article includes the limitations of using this model and its modification for each type of relations of the client and the company.
In this paper we present a novel approach towards variance reduction for discretised diffusion processes. The proposed approach involves specially constructed control variates and allows for a significant reduction in the variance for the terminal functionals. In this way the complexity order of the standard Monte Carlo algorithm (ε−3) can be reduced down to ε−2 log(ε−1) in case of the Euler scheme with ε being the precision to be achieved. These theoretical results are illustrated by several numerical examples.
We use a Markov chains models for the analysis of Russian stock market. First problem studied in the paper is the multiperiod portfolio optimization. We show that known approaches applied for the Russian stock market produce the phenomena of non stability and propose a new methods in order to smooth it. The second problem addressed in the paper is a structural changes on the Russian stock market after the financial crisis of 2008.We propose a hidden Markov chains model to analyse a structural changes and apply it for the Russian stock market.
The textbook has passed practical tests and written on the basis of the readable authors for many years. Presented in textbook materials give students orientation in the solution of many practical problems in a number of areas, constitute the initial level to obtain a broader and deeper education in the field of probability theory. The book provides an overview of the theory of stochastic processes, detailed material on the theory of Markov processes with discrete time (Markov chains) and continuous-time. In addition to the solved problems for each Chapter of the textbook suggested problems to solve and theoretical questions to test the quality of the learning material.
The dynamics of a two-component Davydov-Scott (DS) soliton with a small mismatch of the initial location or velocity of the high-frequency (HF) component was investigated within the framework of the Zakharov-type system of two coupled equations for the HF and low-frequency (LF) fields. In this system, the HF field is described by the linear Schrödinger equation with the potential generated by the LF component varying in time and space. The LF component in this system is described by the Korteweg-de Vries equation with a term of quadratic influence of the HF field on the LF field. The frequency of the DS soliton`s component oscillation was found analytically using the balance equation. The perturbed DS soliton was shown to be stable. The analytical results were confirmed by numerical simulations.
By using superconducting quantum interference device (SQUID) magnetometry, we investigated anisotropic high-field (H less than or similar to 7T) low-temperature (10 K) magnetization response of inhomogeneous nanoisland FeNi films grown by rf sputtering deposition on Sitall (TiO2) glass substrates. In the grown FeNi films, the FeNi layer nominal thickness varied from 0.6 to 2.5 nm, across the percolation transition at the d(c) similar or equal to 1.8 nm. We discovered that, beyond conventional spin-magnetism of Fe21Ni79 permalloy, the extracted out-of-plane magnetization response of the nanoisland FeNi films is not saturated in the range of investigated magnetic fields and exhibits paramagnetic-like behavior. We found that the anomalous out-of-plane magnetization response exhibits an escalating slope with increase in the nominal film thickness from 0.6 to 1.1 nm, however, it decreases with further increase in the film thickness, and then practically vanishes on approaching the FeNi film percolation threshold. At the same time, the in-plane response demonstrates saturation behavior above 1.5-2T, competing with anomalously large diamagnetic-like response, which becomes pronounced at high magnetic fields. It is possible that the supported-metal interaction leads to the creation of a thin charge-transfer (CT) layer and a Schottky barrier at the FeNi film/Sitall (TiO2) interface. Then, in the system with nanoscale circular domains, the observed anomalous paramagnetic-like magnetization response can be associated with a large orbital moment of the localized electrons. In addition, the inhomogeneous nanoisland FeNi films can possess spontaneous ordering of toroidal moments, which can be either of orbital or spin origin. The system with toroidal inhomogeneity can lead to anomalously strong diamagnetic-like response. The observed magnetization response is determined by the interplay between the paramagnetic-and diamagnetic-like contributions.
Radiation conditions are described for various space regions, radiation-induced effects in spacecraft materials and equipment components are considered and information on theoretical, computational, and experimental methods for studying radiation effects are presented. The peculiarities of radiation effects on nanostructures and some problems related to modeling and radiation testing of such structures are considered.