Miguel miguel - Academia.edu (original) (raw)
Papers by Miguel miguel
A strong law is obtained for the process {Xn} that represents the propor- tion of balls of each c... more A strong law is obtained for the process {Xn} that represents the propor- tion of balls of each colour in a generalized Polya urn with non-deterministic total replacement. We prove that this process fits the Robbins-Monro scheme of stochastic approximation and, by means of the ODE method, we obtain its a.s.
Proceedings of the second international workshop on Software and performance - WOSP '00, 2000
UML Specifications provides some guides for the description of performance requirements, but thes... more UML Specifications provides some guides for the description of performance requirements, but these requirements are represented with natural language constraints. This paper introduces UML extensions for the representation of temporal requirements and resource usage and their automatic evaluation. They are defined using standard UML extension techniques. These standard extensions introduce a set of formal constraints, tagged values and stereotypes, which allow the representation of general latency and capacity quality of service requirements. We have included these extensions in a commercial UML CASE tool that provides scheduling analysis services and results. We use scheduling analysis and simulation techniques in the evaluation.
Journal of Applied Probability, 2003
The aim of this paper is to study the distribution of colours, { X n }, in a generalized Pólya ur... more The aim of this paper is to study the distribution of colours, { X n }, in a generalized Pólya urn model with L colours, an urn function and a random environment. In this setting, the number of actions to be taken can be greater than L, and the total number of balls added in each step can be random. The process { X n } is expressed as a stochastic recurrent equation that fits a Robbins—Monro scheme. Since this process evolves in the (L—1)-simplex, the stability of the solutions of the ordinary differential equation associated with the Robbins—Monro scheme can be studied by means of differential algebraic equations. This approach provides a method of obtaining strong laws for the process { X n }.
Journal of Physical Chemistry C, 2009
The deposition process of calcium atoms on the rutile TiO2(110) surface has been investigated usi... more The deposition process of calcium atoms on the rutile TiO2(110) surface has been investigated using first-principles methods based on density functional theory. It is found that calcium atoms adsorb on the surface by forming strong and directional bonds, and a large amount of charge is transferred to the surface. The preferential adsorption site involves binding two bridging oxygens and one in-plane oxygen, forming equivalent bonds. The presence of bridging oxygen vacancies destabilizes this site by 0.5 eV, and the calcium atoms tend to adsorb far away from the vacancies. The effect of increasing the surface coverage has also been investigated. The calculated work function as a function of the coverage indicates that there is a transition at 0.8 ML, and the system becomes metallic.
Proceedings of the Fifth Ieee Real-Time Technology and Applications Symposium, 1999
This paper describes a distributed quality of service (QoS) management architecture and middlewar... more This paper describes a distributed quality of service (QoS) management architecture and middleware that accommodates and manages different dimensions and measures of QoS. The middleware supports the specification, maintenance and adaptation of end-to-end QoS (including temporal requirements) provided by the individual components in complex real-time application systems. Using QoS negotiation, the middleware determines the quality levels and resource allocations of the application components. A prototype was implemented to demonstrate its practicality. The paper also discusses how protocol parameters are determined in our architecture and what their performance implications are.
Fourth Ieee International Symposium on Object-Oriented Real-Time Distributed Computing, Proceedings, 2001
Java-RMI is a well-known distribution middleware framework that allows the invocation of remote m... more Java-RMI is a well-known distribution middleware framework that allows the invocation of remote methods. The paper describes the extension of Java-RMI model to make the remote method calls time predictable. We identify the problems of the jdk implementation of RMI and propose solutions to implement the Java-RMI extended model. This extended model and the proposed solutions are based on the
The Journal of Physical Chemistry C, 2008
The Journal of Physical Chemistry B, 2001
A few studies of alkali atoms deposition on the (110)-rutile surface have been reported in the la... more A few studies of alkali atoms deposition on the (110)-rutile surface have been reported in the last years. The process involves a selective electron transfer from the alkali atoms to the surface penta-fold Ti atoms, and it has been well characterized by both experimental and theoretical techniques. However, the adsorption site of the alkali atoms on the surface is still unclear and different models have been proposed. In our previous works we omitted some aspects which have been considered in this study. In particular, we have examined the role of the relaxation of bridging oxygen atoms and those factors responsible for adsorption structure from ab initio calculations and molecular dynamics simulations. The results indicate that there exist two characteristic adsorption sites described as "between" and "adjacent" sites. At very low coverages, in agreement with our previous work, alkali metal atoms do only occupy "between" sites binding to two bridging oxygen atoms. However, the number of alkali atoms in "adjacent" sites, at which the adsorbate binds to one bridging oxygen atom, increases as coverage does and as ionic radius decreases, but even at high coverages a nonnegligible porcentage of alkali atoms in "between" sites is still present.
The Journal of Physical Chemistry B, 1999
The interaction between K atoms and the (110) rutile surface was analyzed by performing ab initio... more The interaction between K atoms and the (110) rutile surface was analyzed by performing ab initio Hartree-Fock calculations and molecular dynamics simulations, demonstrating that the interaction is mainly electrostatic. The preferential sites of adsorption were determined, and the effect of the coverage was studied. Our results show a maximum coverage from which it is not possible to model the deposition process by a classical method. This limit corresponds to a K/Ti(surface) ratio of 0.40, which could be related to the maximum decrease of the work function found experimentally.
Test, 2000
Abstract The existence of quasi-stationary distributions (QSD) in an absorbing Markov chain entai... more Abstract The existence of quasi-stationary distributions (QSD) in an absorbing Markov chain entails a stationary behaviour before absorption. In general, depending on the initial distribution, several QSDs may exist. Under some conditions upon the transition matrix ...
Statistics & Probability Letters, 2006
ABSTRACT
There are three processes associated to a generalized Pólya urn model. First, the process that re... more There are three processes associated to a generalized Pólya urn model. First, the process that represents the proportion of balls of each type in the urn. As in each step a ball is drawn from the urn, its type is noted, and it is placed back in the urn, the second process represents the proportion of balls of each type that have been drawn from the urn. As the replacement policy consists in applying in each step one out of K different actions, the third process represents the proportion of times that each action (replacement) has been applied. This third process has not attracted as much attention as the others in the probabilistic literature. In this work we present conditions under which almost sure convergence results and central limit theorems are obtained for it. We illustrate these results with an application to adaptive clinical trials and random data structures.
Physical Review E, 2011
We introduce a general methodology of update rules accounting for arbitrary interevent time distr... more We introduce a general methodology of update rules accounting for arbitrary interevent time distributions in simulations of interacting agents. In particular we consider update rules that depend on the state of the agent, so that the update becomes part of the dynamical model. As an illustration we consider the voter model in fully-connected, random and scale free networks with an update probability inversely proportional to the persistence, that is, the time since the last event. We find that in the thermodynamic limit, at variance with standard updates, the system orders slowly. The approach to the absorbing state is characterized by a power law decay of the density of interfaces, observing that the mean time to reach the absorbing state might be not well defined.
Physical Review E, 2009
We search for conditions under which a characteristic time scale for ordering dynamics towards ei... more We search for conditions under which a characteristic time scale for ordering dynamics towards either of two absorbing states in a finite complex network of interactions does not exist. With this aim, we study random networks and networks with mesoscale community structure built up from randomly connected cliques. We find that large heterogeneity at the mesoscale level of the network appears to be a sufficient mechanism for the absence of a characteristic time for the dynamics. Such heterogeneity results in dynamical metastable states that survive at any time scale.
Journal of Statistical Planning and Inference, 2005
An adaptive design for a clinical trial with prognostic factors and more than two treatments is d... more An adaptive design for a clinical trial with prognostic factors and more than two treatments is described using a generalised urn model in a random environment. The evolution of the urn composition is expressed by a recurrence equation that fits the Robbins-Monro scheme of stochastic approximation. Then, the ODE method is used to obtain strong laws. Besides, central limit theorems are also obtained. These results are useful to make inference about the parameters of the clinical trial.
Journal of Statistical Planning and Inference, 2007
ABSTRACT
Journal of Statistical Mechanics: Theory and Experiment, 2010
We investigate the dynamics of two agent based models of language competition. In the first model... more We investigate the dynamics of two agent based models of language competition. In the first model, each individual can be in one of two possible states, either using language X or language Y , while the second model incorporates a third state XY , representing individuals that use both languages (bilinguals). We analyze the models on complex networks and two-dimensional square lattices by analytical and numerical methods, and show that they exhibit a transition from one-language dominance to language coexistence. We find that the coexistence of languages is more difficult to maintain in the Bilinguals model, where the presence of bilinguals in use facilitates the ultimate dominance of one of the two languages. A stability analysis reveals that the coexistence is more unlikely to happen in poorly-connected than in fully connected networks, and that the dominance of only one language is enhanced as the connectivity decreases. This dominance effect is even stronger in a two-dimensional space, where domain coarsening tends to drive the system towards language consensus.
Journal of Applied Probability, 2006
In this paper we obtain central limit theorems for generalized Pólya urn models with L ≥ 2 colors... more In this paper we obtain central limit theorems for generalized Pólya urn models with L ≥ 2 colors where one out of K different replacements (actions) is applied randomly at each step. Each possible action constitutes a row of the replacement matrix, which can be nonsquare and random. The actions are chosen following a probability distribution given by an arbitrary function of the proportions of the balls of different colors present in the urn. Moreover, under the same hypotheses it is proved that the covariance matrix of the asymptotic distribution is the solution of a Lyapunov equation, and a procedure is given to obtain the covariance matrix in an explicit form. Some applications of these results to random trees and adaptive designs in clinical trials are also presented.
A strong law is obtained for the process {Xn} that represents the propor- tion of balls of each c... more A strong law is obtained for the process {Xn} that represents the propor- tion of balls of each colour in a generalized Polya urn with non-deterministic total replacement. We prove that this process fits the Robbins-Monro scheme of stochastic approximation and, by means of the ODE method, we obtain its a.s.
Proceedings of the second international workshop on Software and performance - WOSP '00, 2000
UML Specifications provides some guides for the description of performance requirements, but thes... more UML Specifications provides some guides for the description of performance requirements, but these requirements are represented with natural language constraints. This paper introduces UML extensions for the representation of temporal requirements and resource usage and their automatic evaluation. They are defined using standard UML extension techniques. These standard extensions introduce a set of formal constraints, tagged values and stereotypes, which allow the representation of general latency and capacity quality of service requirements. We have included these extensions in a commercial UML CASE tool that provides scheduling analysis services and results. We use scheduling analysis and simulation techniques in the evaluation.
Journal of Applied Probability, 2003
The aim of this paper is to study the distribution of colours, { X n }, in a generalized Pólya ur... more The aim of this paper is to study the distribution of colours, { X n }, in a generalized Pólya urn model with L colours, an urn function and a random environment. In this setting, the number of actions to be taken can be greater than L, and the total number of balls added in each step can be random. The process { X n } is expressed as a stochastic recurrent equation that fits a Robbins—Monro scheme. Since this process evolves in the (L—1)-simplex, the stability of the solutions of the ordinary differential equation associated with the Robbins—Monro scheme can be studied by means of differential algebraic equations. This approach provides a method of obtaining strong laws for the process { X n }.
Journal of Physical Chemistry C, 2009
The deposition process of calcium atoms on the rutile TiO2(110) surface has been investigated usi... more The deposition process of calcium atoms on the rutile TiO2(110) surface has been investigated using first-principles methods based on density functional theory. It is found that calcium atoms adsorb on the surface by forming strong and directional bonds, and a large amount of charge is transferred to the surface. The preferential adsorption site involves binding two bridging oxygens and one in-plane oxygen, forming equivalent bonds. The presence of bridging oxygen vacancies destabilizes this site by 0.5 eV, and the calcium atoms tend to adsorb far away from the vacancies. The effect of increasing the surface coverage has also been investigated. The calculated work function as a function of the coverage indicates that there is a transition at 0.8 ML, and the system becomes metallic.
Proceedings of the Fifth Ieee Real-Time Technology and Applications Symposium, 1999
This paper describes a distributed quality of service (QoS) management architecture and middlewar... more This paper describes a distributed quality of service (QoS) management architecture and middleware that accommodates and manages different dimensions and measures of QoS. The middleware supports the specification, maintenance and adaptation of end-to-end QoS (including temporal requirements) provided by the individual components in complex real-time application systems. Using QoS negotiation, the middleware determines the quality levels and resource allocations of the application components. A prototype was implemented to demonstrate its practicality. The paper also discusses how protocol parameters are determined in our architecture and what their performance implications are.
Fourth Ieee International Symposium on Object-Oriented Real-Time Distributed Computing, Proceedings, 2001
Java-RMI is a well-known distribution middleware framework that allows the invocation of remote m... more Java-RMI is a well-known distribution middleware framework that allows the invocation of remote methods. The paper describes the extension of Java-RMI model to make the remote method calls time predictable. We identify the problems of the jdk implementation of RMI and propose solutions to implement the Java-RMI extended model. This extended model and the proposed solutions are based on the
The Journal of Physical Chemistry C, 2008
The Journal of Physical Chemistry B, 2001
A few studies of alkali atoms deposition on the (110)-rutile surface have been reported in the la... more A few studies of alkali atoms deposition on the (110)-rutile surface have been reported in the last years. The process involves a selective electron transfer from the alkali atoms to the surface penta-fold Ti atoms, and it has been well characterized by both experimental and theoretical techniques. However, the adsorption site of the alkali atoms on the surface is still unclear and different models have been proposed. In our previous works we omitted some aspects which have been considered in this study. In particular, we have examined the role of the relaxation of bridging oxygen atoms and those factors responsible for adsorption structure from ab initio calculations and molecular dynamics simulations. The results indicate that there exist two characteristic adsorption sites described as "between" and "adjacent" sites. At very low coverages, in agreement with our previous work, alkali metal atoms do only occupy "between" sites binding to two bridging oxygen atoms. However, the number of alkali atoms in "adjacent" sites, at which the adsorbate binds to one bridging oxygen atom, increases as coverage does and as ionic radius decreases, but even at high coverages a nonnegligible porcentage of alkali atoms in "between" sites is still present.
The Journal of Physical Chemistry B, 1999
The interaction between K atoms and the (110) rutile surface was analyzed by performing ab initio... more The interaction between K atoms and the (110) rutile surface was analyzed by performing ab initio Hartree-Fock calculations and molecular dynamics simulations, demonstrating that the interaction is mainly electrostatic. The preferential sites of adsorption were determined, and the effect of the coverage was studied. Our results show a maximum coverage from which it is not possible to model the deposition process by a classical method. This limit corresponds to a K/Ti(surface) ratio of 0.40, which could be related to the maximum decrease of the work function found experimentally.
Test, 2000
Abstract The existence of quasi-stationary distributions (QSD) in an absorbing Markov chain entai... more Abstract The existence of quasi-stationary distributions (QSD) in an absorbing Markov chain entails a stationary behaviour before absorption. In general, depending on the initial distribution, several QSDs may exist. Under some conditions upon the transition matrix ...
Statistics & Probability Letters, 2006
ABSTRACT
There are three processes associated to a generalized Pólya urn model. First, the process that re... more There are three processes associated to a generalized Pólya urn model. First, the process that represents the proportion of balls of each type in the urn. As in each step a ball is drawn from the urn, its type is noted, and it is placed back in the urn, the second process represents the proportion of balls of each type that have been drawn from the urn. As the replacement policy consists in applying in each step one out of K different actions, the third process represents the proportion of times that each action (replacement) has been applied. This third process has not attracted as much attention as the others in the probabilistic literature. In this work we present conditions under which almost sure convergence results and central limit theorems are obtained for it. We illustrate these results with an application to adaptive clinical trials and random data structures.
Physical Review E, 2011
We introduce a general methodology of update rules accounting for arbitrary interevent time distr... more We introduce a general methodology of update rules accounting for arbitrary interevent time distributions in simulations of interacting agents. In particular we consider update rules that depend on the state of the agent, so that the update becomes part of the dynamical model. As an illustration we consider the voter model in fully-connected, random and scale free networks with an update probability inversely proportional to the persistence, that is, the time since the last event. We find that in the thermodynamic limit, at variance with standard updates, the system orders slowly. The approach to the absorbing state is characterized by a power law decay of the density of interfaces, observing that the mean time to reach the absorbing state might be not well defined.
Physical Review E, 2009
We search for conditions under which a characteristic time scale for ordering dynamics towards ei... more We search for conditions under which a characteristic time scale for ordering dynamics towards either of two absorbing states in a finite complex network of interactions does not exist. With this aim, we study random networks and networks with mesoscale community structure built up from randomly connected cliques. We find that large heterogeneity at the mesoscale level of the network appears to be a sufficient mechanism for the absence of a characteristic time for the dynamics. Such heterogeneity results in dynamical metastable states that survive at any time scale.
Journal of Statistical Planning and Inference, 2005
An adaptive design for a clinical trial with prognostic factors and more than two treatments is d... more An adaptive design for a clinical trial with prognostic factors and more than two treatments is described using a generalised urn model in a random environment. The evolution of the urn composition is expressed by a recurrence equation that fits the Robbins-Monro scheme of stochastic approximation. Then, the ODE method is used to obtain strong laws. Besides, central limit theorems are also obtained. These results are useful to make inference about the parameters of the clinical trial.
Journal of Statistical Planning and Inference, 2007
ABSTRACT
Journal of Statistical Mechanics: Theory and Experiment, 2010
We investigate the dynamics of two agent based models of language competition. In the first model... more We investigate the dynamics of two agent based models of language competition. In the first model, each individual can be in one of two possible states, either using language X or language Y , while the second model incorporates a third state XY , representing individuals that use both languages (bilinguals). We analyze the models on complex networks and two-dimensional square lattices by analytical and numerical methods, and show that they exhibit a transition from one-language dominance to language coexistence. We find that the coexistence of languages is more difficult to maintain in the Bilinguals model, where the presence of bilinguals in use facilitates the ultimate dominance of one of the two languages. A stability analysis reveals that the coexistence is more unlikely to happen in poorly-connected than in fully connected networks, and that the dominance of only one language is enhanced as the connectivity decreases. This dominance effect is even stronger in a two-dimensional space, where domain coarsening tends to drive the system towards language consensus.
Journal of Applied Probability, 2006
In this paper we obtain central limit theorems for generalized Pólya urn models with L ≥ 2 colors... more In this paper we obtain central limit theorems for generalized Pólya urn models with L ≥ 2 colors where one out of K different replacements (actions) is applied randomly at each step. Each possible action constitutes a row of the replacement matrix, which can be nonsquare and random. The actions are chosen following a probability distribution given by an arbitrary function of the proportions of the balls of different colors present in the urn. Moreover, under the same hypotheses it is proved that the covariance matrix of the asymptotic distribution is the solution of a Lyapunov equation, and a procedure is given to obtain the covariance matrix in an explicit form. Some applications of these results to random trees and adaptive designs in clinical trials are also presented.