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Übungsbuch zur Stochastik
(2023)
Dieses Buch stellt Übungen zu den Grundbegriffen und Grundsätzen der Stochastik und ihre Lösungen zur Verfügung. So wie man Tonleitern in der Musik trainiert, so berechnet man Übungsaufgaben in der Mathematik. In diesem Sinne soll dieses Übungsbuch vor allem als Vorlage dienen für das eigenständige, eigenverantwortliche Lernen und Üben.
Die Schönheit und Einzigartigkeit der Wahrscheinlichkeitstheorie besteht darin, dass sie eine Vielzahl von realen Phänomenen modellieren kann. Daher findet man hier Aufgaben mit Verbindungen zur Geometrie, zu Glücksspielen, zur Versicherungsmathematik, zur Demographie und vielen anderen Themen.
Our Solar system contains a large amount of dust, containing valuable information about our close cosmic environment. If created in a planet's system, the particles stay predominantly in its vicinity and can form extended dust envelopes, tori or rings around them. A fascinating example of these complexes are Saturnian rings containing a wide range of particles sizes from house-size objects in the main rings up to micron-sized grains constituting the E ring. Other example are ring systems in general, containing a large fraction of dust or also the putative dust-tori surrounding the planet Mars. The dynamical life'' of such circumplanetary dust populations is the main subject of our study. In this thesis a general model of creation, dynamics and death'' of circumplanetary dust is developed. Endogenic and exogenic processes creating dust at atmosphereless bodies are presented. Then, we describe the main forces influencing the particle dynamics and study dynamical responses induced by stochastic fluctuations. In order to estimate the properties of steady-state population of considered dust complex, the grain mean lifetime as a result of a balance of dust creation, life'' and loss mechanisms is determined. The latter strongly depends on the surrounding environment, the particle properties and its dynamical history. The presented model can be readily applied to study any circumplanetary dust complex. As an example we study dynamics of two dust populations in the Solar system. First we explore the dynamics of particles, ejected from Martian moon Deimos by impacts of micrometeoroids, which should form a putative tori along the orbit of the moon. The long-term influence of indirect component of radiation pressure, the Poynting-Robertson drag gives rise in significant change of torus geometry. Furthermore, the action of radiation pressure on rotating non-spherical dust particles results in stochastic dispersion of initially confined ensemble of particles, which causes decrease of particle number densities and corresponding optical depth of the torus. Second, we investigate the dust dynamics in the vicinity of Saturnian moon Enceladus. During three flybys of the Cassini spacecraft with Enceladus, the on-board dust detector registered a micron-sized dust population around the moon. Surprisingly, the peak of the measured impact rate occurred 1 minute before the closest approach of the spacecraft to the moon. This asymmetry of the measured rate can be associated with locally enhanced dust production near Enceladus south pole. Other Cassini instruments also detected evidence of geophysical activity in the south polar region of the moon: high surface temperature and extended plumes of gas and dust leaving the surface. Comparison of our results with this in situ measurements reveals that the south polar ejecta may provide the dominant source of particles sustaining the Saturn's E ring.
We analyze the notions of monotonicity and complete monotonicity for Markov Chains in continuous-time, taking values in a finite partially ordered set. Similarly to what happens in discrete-time, the two notions are not equivalent. However, we show that there are partially ordered sets for which monotonicity and complete monotonicity coincide in continuous time but not in discrete-time.