5 resultados para Price dynamics model with memory

em Universidade Complutense de Madrid


Relevância:

100.00% 100.00%

Publicador:

Resumo:

This paper deals with a stochastic epidemic model for computer viruses with latent and quarantine periods, and two sources of infection: internal and external. All sojourn times are considered random variables which are assumed to be independent and exponentially distributed. For this model extinction and hazard times are analyzed, giving results for their Laplace transforms and moments. The transient behavior is considered by studying the number of times that computers are susceptible, exposed, infectious and quarantined during a period of time (0, t] and results for their joint and marginal distributions, moments and cross moments are presented. In order to give light this analysis, some numerical examples are showed.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

In Spain, the companies that are mainly owned by the employees form a part of the Social Economy and offer an alternative business model, which is found in a conventional capitalist economy. The objective of this study is to establish whether there are significant differences in the performance of Employee Owned Firms (EOFs) and more conventionally structured businesses, non-Employee Owned Firms (non-EOFs), due to the inherent differences in the capital-ownership structure. The aim is to establish whether or not a corporate governance structure characterised by the employee participation for both the financial and the informational decision-making aspects can be advocated. The results show differences in favour of the conventional non-EOFs for various indicators measuring economic performance and confirm the different objectives of each business type; however, they provide evidence of significant differences in favour of the EOFs in terms of the efficient use of the capital and labour factors of production, according to the theoretical literature.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

The standard difference model of two-alternative forced-choice (2AFC) tasks implies that performance should be the same when the target is presented in the first or the second interval. Empirical data often show “interval bias” in that percentage correct differs significantly when the signal is presented in the first or the second interval. We present an extension of the standard difference model that accounts for interval bias by incorporating an indifference zone around the null value of the decision variable. Analytical predictions are derived which reveal how interval bias may occur when data generated by the guessing model are analyzed as prescribed by the standard difference model. Parameter estimation methods and goodness-of-fit testing approaches for the guessing model are also developed and presented. A simulation study is included whose results show that the parameters of the guessing model can be estimated accurately. Finally, the guessing model is tested empirically in a 2AFC detection procedure in which guesses were explicitly recorded. The results support the guessing model and indicate that interval bias is not observed when guesses are separated out.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

We study the effects of finite temperature on the dynamics of non-planar vortices in the classical, two-dimensional anisotropic Heisenberg model with XY- or easy-plane symmetry. To this end, we analyze a generalized Landau-Lifshitz equation including additive white noise and Gilbert damping. Using a collective variable theory with no adjustable parameters we derive an equation of motion for the vortices with stochastic forces which are shown to represent white noise with an effective diffusion constant linearly dependent on temperature. We solve these stochastic equations of motion by means of a Green's function formalism and obtain the mean vortex trajectory and its variance. We find a non-standard time dependence for the variance of the components perpendicular to the driving force. We compare the analytical results with Langevin dynamics simulations and find a good agreement up to temperatures of the order of 25% of the Kosterlitz-Thouless transition temperature. Finally, we discuss the reasons why our approach is not appropriate for higher temperatures as well as the discreteness effects observed in the numerical simulations.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

We consider the electron dynamics and transport properties of one-dimensional continuous models with random, short-range correlated impurities. We develop a generalized Poincare map formalism to cast the Schrodinger equation for any potential into a discrete set of equations, illustrating its application by means of a specific example. We then concentrate on the case of a Kronig-Penney model with dimer impurities. The previous technique allows us to show that this model presents infinitely many resonances (zeroes of the reflection coefficient at a single dimer) that give rise to a band of extended states, in contradiction with the general viewpoint that all one-dimensional models with random potentials support only localized states. We report on exact transfer-matrix numerical calculations of the transmission coefFicient, density of states, and localization length for various strengths of disorder. The most important conclusion so obtained is that this kind of system has a very large number of extended states. Multifractal analysis of very long systems clearly demonstrates the extended character of such states in the thermodynamic limit. In closing, we brieBy discuss the relevance of these results in several physical contexts.