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Peter Buchholz

Publications and source records attributed to Peter Buchholz.

9 recordsLinked to original sources

On the Representation of Correlated Exponential Distributions by Phase Type Distributions

In this paper we present results for bivariate exponential distributions which are represented by phase type distributions. The paper extends results from previous publications [5, 14] on this topic by introducing new representations that require a smaller number of phases to reach some correlation coefficient and introduces different ways to describe correlation between exponentially distributed random variables. Furthermore, it is shown how Markovian Arrival Processes (MAPs) with exponential marginal distribution can be generated from the phase type representations of exponential distributions and how the results for exponential distributions can be applied to define correlated hyperexponential or Erlang distributions. As application examples we analyze two queueing models with correlated inter-arrival and service times.

cs.PF

Multi-Objective Approaches to Markov Decision Processes with Uncertain Transition Parameters

Markov decision processes (MDPs) are a popular model for performance analysis and optimization of stochastic systems. The parameters of stochastic behavior of MDPs are estimates from empirical observations of a system; their values are not known precisely. Different types of MDPs with uncertain, imprecise or bounded transition rates or probabilities and rewards exist in the literature. Commonly, analysis of models with uncertainties amounts to searching for the most robust policy which means that the goal is to generate a policy with the greatest lower bound on performance (or, symmetrically, the lowest upper bound on costs). However, hedging against an unlikely worst case may lead to losses in other situations. In general, one is interested in policies that behave well in all situations which results in a multi-objective view on decision making. In this paper, we consider policies for the expected discounted reward measure of MDPs with uncertain parameters. In particular, the approach is defined for bounded-parameter MDPs (BMDPs) [8]. In this setting the worst, best and average case performances of a policy are analyzed simultaneously, which yields a multi-scenario multi-objective optimization problem. The paper presents and evaluates approaches to compute the pure Pareto optimal policies in the value vector space.

cs.AI

Behavioural equivalences for fluid stochastic Petri nets

We propose fluid equivalences to compare and reduce behaviour of labeled fluid stochastic Petri nets (LFSPNs) while preserving their discrete and continuous properties. We define a linear-time relation of fluid trace equivalence and its branching-time counterpart, fluid bisimulation equivalence. Both fluid relations take into account the essential features of the LFSPNs behaviour: functional activity, stochastic timing and fluid flow. We consider the LFSPNs whose continuous markings have no influence to the discrete ones and whose discrete part is continuous time stochastic Petri nets. The underlying stochastic model for the discrete part of the LFSPNs is continuous time Markov chains (CTMCs). The performance analysis of the continuous part of LFSPNs is accomplished via the associated stochastic fluid models (SFMs). We show that fluid trace equivalence preserves average potential fluid change volume for the transition sequences of every certain length. We prove that fluid bisimulation equivalence preserves the aggregated probability functions: stationary probability mass for the underlying CTMC, as well as stationary fluid buffer empty probability, fluid density and distribution for the associated SFM. Hence, the equivalence guarantees identity of a number of discrete and continuous performance measures. Fluid bisimulation equivalence is then used to simplify the qualitative and quantitative analysis of LFSPNs via quotienting the discrete reachability graph and underlying CTMC. To describe the quotient associated SFM, the quotients of the probability functions are defined. We characterize logically fluid trace and bisimulation equivalences with two novel fluid modal logics $HML_{flt}$ and $HML_{flb}$, based on the Hennessy-Milner Logic HML. The application example of a document preparation system demonstrates the behavioural analysis via quotienting by fluid bisimulation equivalence.

cs.LO

Measurement of the Radiation Energy in the Radio Signal of Extensive Air Showers as a Universal Estimator of Cosmic-Ray Energy

We measure the energy emitted by extensive air showers in the form of radio emission in the frequency range from 30 to 80 MHz. Exploiting the accurate energy scale of the Pierre Auger Observatory, we obtain a radiation energy of 15.8 \pm 0.7 (stat) \pm 6.7 (sys) MeV for cosmic rays with an energy of 1 EeV arriving perpendicularly to a geomagnetic field of 0.24 G, scaling quadratically with the cosmic-ray energy. A comparison with predictions from state-of-the-art first-principle calculations shows agreement with our measurement. The radiation energy provides direct access to the calorimetric energy in the electromagnetic cascade of extensive air showers. Comparison with our result thus allows the direct calibration of any cosmic-ray radio detector against the well-established energy scale of the Pierre Auger Observatory.

astro-ph.HE

Energy Estimation of Cosmic Rays with the Engineering Radio Array of the Pierre Auger Observatory

The Auger Engineering Radio Array (AERA) is part of the Pierre Auger Observatory and is used to detect the radio emission of cosmic-ray air showers. These observations are compared to the data of the surface detector stations of the Observatory, which provide well-calibrated information on the cosmic-ray energies and arrival directions. The response of the radio stations in the 30 to 80 MHz regime has been thoroughly calibrated to enable the reconstruction of the incoming electric field. For the latter, the energy deposit per area is determined from the radio pulses at each observer position and is interpolated using a two-dimensional function that takes into account signal asymmetries due to interference between the geomagnetic and charge-excess emission components. The spatial integral over the signal distribution gives a direct measurement of the energy transferred from the primary cosmic ray into radio emission in the AERA frequency range. We measure 15.8 MeV of radiation energy for a 1 EeV air shower arriving perpendicularly to the geomagnetic field. This radiation energy -- corrected for geometrical effects -- is used as a cosmic-ray energy estimator. Performing an absolute energy calibration against the surface-detector information, we observe that this radio-energy estimator scales quadratically with the cosmic-ray energy as expected for coherent emission. We find an energy resolution of the radio reconstruction of 22% for the data set and 17% for a high-quality subset containing only events with at least five radio stations with signal.

astro-ph.HE

Measurement of the cosmic ray spectrum above $4{\times}10^{18}$ eV using inclined events detected with the Pierre Auger Observatory

A measurement of the cosmic-ray spectrum for energies exceeding $4{\times}10^{18}$ eV is presented, which is based on the analysis of showers with zenith angles greater than $60^{\circ}$ detected with the Pierre Auger Observatory between 1 January 2004 and 31 December 2013. The measured spectrum confirms a flux suppression at the highest energies. Above $5.3{\times}10^{18}$ eV, the "ankle", the flux can be described by a power law $E^{-γ}$ with index $γ=2.70 \pm 0.02 \,\text{(stat)} \pm 0.1\,\text{(sys)}$ followed by a smooth suppression region. For the energy ($E_\text{s}$) at which the spectral flux has fallen to one-half of its extrapolated value in the absence of suppression, we find $E_\text{s}=(5.12\pm0.25\,\text{(stat)}^{+1.0}_{-1.2}\,\text{(sys)}){\times}10^{19}$ eV.

astro-ph.HE

An improved limit to the diffuse flux of ultra-high energy neutrinos from the Pierre Auger Observatory

Neutrinos in the cosmic ray flux with energies near 1 EeV and above are detectable with the Surface Detector array of the Pierre Auger Observatory. We report here on searches through Auger data from 1 January 2004 until 20 June 2013. No neutrino candidates were found, yielding a limit to the diffuse flux of ultra-high energy neutrinos that challenges the Waxman-Bahcall bound predictions. Neutrino identification is attempted using the broad time-structure of the signals expected in the SD stations, and is efficiently done for neutrinos of all flavors interacting in the atmosphere at large zenith angles, as well as for "Earth-skimming" neutrino interactions in the case of tau neutrinos. In this paper the searches for downward-going neutrinos in the zenith angle bins $60^\circ-75^\circ$ and $75^\circ-90^\circ$ as well as for upward-going neutrinos, are combined to give a single limit. The $90\%$ C.L. single-flavor limit to the diffuse flux of ultra-high energy neutrinos with an $E^{-2}$ spectrum in the energy range $1.0 \times 10^{17}$ eV - $2.5 \times 10^{19}$ eV is $E_ν^2 dN_ν/dE_ν< 6.4 \times 10^{-9}~ {\rm GeV~ cm^{-2}~ s^{-1}~ sr^{-1}}$.

astro-ph.HE

Model Checking for a Class of Weighted Automata

A large number of different model checking approaches has been proposed during the last decade. The different approaches are applicable to different model types including untimed, timed, probabilistic and stochastic models. This paper presents a new framework for model checking techniques which includes some of the known approaches, but enlarges the class of models for which model checking can be applied to the general class of weighted automata. The approach allows an easy adaption of model checking to models which have not been considered yet for this purpose. Examples for those new model types for which model checking can be applied are max/plus or min/plus automata which are well established models to describe different forms of dynamic systems and optimization problems. In this context, model checking can be used to verify temporal or quantitative properties of a system. The paper first presents briefly our class of weighted automata, as a very general model type. Then Valued Computational Tree Logic (CTL$) is introduced as a natural extension of the well known branching time logic CTL. Afterwards, algorithms to check a weighted automaton according to a CTL$ formula are presented. As a last result, a bisimulation is presented for weighted automata and for CTL$.

cs.LO