PULSAR STATE SWITCHING FROM MARKOV TRANSITIONS AND STOCHASTIC RESONANCE

Stochastic Resonance in Two-State Markov Chains

The notion of Stochastic Resonance appeared about twenty years ago in the works of Benzi et al. [1] and Nicolis [2] in the context of an attempt to explain the phenomenon of ice ages. The modern methods of acquiring and interpreting climate records indicate at least seven major climate changes in the last 700,000 years. These changes occurred with the periodicity of about 100, 000 years and are...

Stochastic Resonance in Two-State Markov Chains

Markov state and diffusive stochastic models in electron spin resonance.

Continuous-wave electron spin resonance (cwESR) experiments combined with site-directed spin labeling (SDSL) techniques are a rich source of information about the local structure and dynamics of biomolecules in native-like environments [6, 10, 16]. Partly owing to its high sensitivity and the relative ease with which biomolecules can be systematically labeled at almost any desired location (e.g...

Markov Regime Switching Stochastic Volatility

This is a project on modeling time-varying volatility of S&P 500 weely return for the years 1990 to 2012 using Bayesian methods. First, MCMC on the log-stochastic volatility (SV) model is implemented with simulation results analyzed. Second, I generalize the SV model to encompass regime-switching properties with the markov switching log-stochastic volatility (MSSV) model, under which, high-vola...

Markov-switching stochastic trends and economic fluctuations

I investigate cointegrating relationships such that, even though the long-run attractors are assumed to be linear, the dynamics of the equilibrium errors depends on the business cycle. I postulate a Markov-switching common stochastic trends model to study both the short-run responses to permanent shocks and the e/ects of recessions in the long-run growth. I apply these 0ndings to explore the sh...