20 resultados para state-space methods
em University of Queensland eSpace - Australia
Resumo:
The importance of availability of comparable real income aggregates and their components to applied economic research is highlighted by the popularity of the Penn World Tables. Any methodology designed to achieve such a task requires the combination of data from several sources. The first is purchasing power parities (PPP) data available from the International Comparisons Project roughly every five years since the 1970s. The second is national level data on a range of variables that explain the behaviour of the ratio of PPP to market exchange rates. The final source of data is the national accounts publications of different countries which include estimates of gross domestic product and various price deflators. In this paper we present a method to construct a consistent panel of comparable real incomes by specifying the problem in state-space form. We present our completed work as well as briefly indicate our work in progress.
Resumo:
In this paper, we extend the state-contingent production approach to principal–agent problems to the case where the state space is an atomless continuum. The approach is modelled on the treatment of optimal tax problems. The central observation is that, under reasonable conditions, the optimal contract may involve a fixed wage with a bonus for above-normal performance. This is analogous to the phenomenon of "bunching" at the bottom in the optimal tax literature.
Resumo:
We introduce a Gaussian quantum operator representation, using the most general possible multimode Gaussian operator basis. The representation unifies and substantially extends existing phase-space representations of density matrices for Bose systems and also includes generalized squeezed-state and thermal bases. It enables first-principles dynamical or equilibrium calculations in quantum many-body systems, with quantum uncertainties appearing as dynamical objects. Any quadratic Liouville equation for the density operator results in a purely deterministic time evolution. Any cubic or quartic master equation can be treated using stochastic methods.
Resumo:
We present two methods of estimating the trend, seasonality and noise in time series of coronary heart disease events. In contrast to previous work we use a non-linear trend, allow multiple seasonal components, and carefully examine the residuals from the fitted model. We show the importance of estimating these three aspects of the observed data to aid insight of the underlying process, although our major focus is on the seasonal components. For one method we allow the seasonal effects to vary over time and show how this helps the understanding of the association between coronary heart disease and varying temperature patterns. Copyright (C) 2004 John Wiley Sons, Ltd.
Resumo:
We introduce a unified Gaussian quantum operator representation for fermions and bosons. The representation extends existing phase-space methods to Fermi systems as well as the important case of Fermi-Bose mixtures. It enables simulations of the dynamics and thermal equilibrium states of many-body quantum systems from first principles. As an example, we numerically calculate finite-temperature correlation functions for the Fermi Hubbard model, with no evidence of the Fermi sign problem. (c) 2005 Elsevier B.V. All rights reserved.
Resumo:
Single-phase Ba(Cd1/3Ta2/3)O-3 powder was produced using conventional solid state reaction methods. Ba(Cd1/3Ta2/3)O-3 ceramics with 2 wt % ZnO as sintering additive sintered at 1550 degreesC exhibited a dielectric constant of similar to32 and loss tangent of 5x10(-5) at 2 GHz. X-ray diffraction and thermogravimetric measurements were used to characterize the structural and thermodynamic properties of the material. Ab initio electronic structure calculations were used to give insight into the unusual properties of Ba(Cd1/3Ta2/3)O-3, as well as a similar and more widely used material Ba(Zn1/3Ta2/3)O-3. While both compounds have a hexagonal Bravais lattice, the P321 space group of Ba(Cd1/3Ta2/3)O-3 is reduced from P (3) under bar m1 of Ba(Zn1/3Ta2/3)O-3 as a result of a distortion of oxygen away from the symmetric position between the Ta and Cd ions. Both of the compounds have a conduction band minimum and valence band maximum composed of mostly weakly itinerant Ta 5d and Zn 3d/Cd 4d levels, respectively. The covalent nature of the directional d-electron bonding in these high-Z oxides plays an important role in producing a more rigid lattice with higher melting points and enhanced phonon energies, and is suggested to play an important role in producing materials with a high dielectric constant and low microwave loss. (C) 2005 American Institute of Physics.
Resumo:
We introduce a positive phase-space representation for fermions, using the most general possible multimode Gaussian operator basis. The representation generalizes previous bosonic quantum phase-space methods to Fermi systems. We derive equivalences between quantum and stochastic moments, as well as operator correspondences that map quantum operator evolution onto stochastic processes in phase space. The representation thus enables first-principles quantum dynamical or equilibrium calculations in many-body Fermi systems. Potential applications are to strongly interacting and correlated Fermi gases, including coherent behavior in open systems and nanostructures described by master equations. Examples of an ideal gas and the Hubbard model are given, as well as a generic open system, in order to illustrate these ideas.
Resumo:
Let Q be a stable and conservative Q-matrix over a countable state space S consisting of an irreducible class C and a single absorbing state 0 that is accessible from C. Suppose that Q admits a finite mu-subinvariant measure in on C. We derive necessary and sufficient conditions for there to exist a Q-process for which m is mu-invariant on C, as well as a necessary condition for the uniqueness of such a process.
Resumo:
Purpose/Objectives: To evaluate the impact of a cancer nursing education course on RNs. Design: Quasi-experimental, longitudinal, pretest/post-test design, with a follow-up assessment six weeks after the completion of the nursing education course. Setting: Urban, nongovernment, cancer control agency in Australia. Sample: 53 RNs, of whom 93% were female, with a mean age of 44.6 years and a mean of 16.8 years of experience in nursing; 86% of the nurses resided and worked in regional areas outside of the state capital. Methods: Scales included the Intervention With Psychosocial Needs: Perceived Importance and Skill Level Scale, Palliative Care Quiz for Nurses, Breast Cancer Knowledge, Preparedness for Cancer Nursing, and Satisfaction With Learning. Data were analyzed using multiple analysis of variance and paired t tests. Main Research Variables: Cancer nursing-related knowledge, preparedness for cancer nursing, and attitudes toward and perceived skills in the psychosocial care of patients with cancer and their families. Findings: Compared to nurses in the control group, nurses who attended the nursing education course improved in their cancer nursing-related knowledge, preparedness for cancer nursing, and attitudes toward and perceived skills in the psychosocial care of patients with cancer and their families. Improvements were evident at course completion and were maintained at the six-week follow-up assessment. Conclusions: The nursing education course was effective in improving nurses' scores on all outcome variables. Implications for Nursing: Continuing nursing education courses that use intensive mode timetabling, small group learning, and a mix of teaching methods, including didactic and interactive approaches and clinical placements, are effective and have the potential to improve nursing practice in oncology.
Resumo:
Let (Phi(t))(t is an element of R+) be a Harris ergodic continuous-time Markov process on a general state space, with invariant probability measure pi. We investigate the rates of convergence of the transition function P-t(x, (.)) to pi; specifically, we find conditions under which r(t) vertical bar vertical bar P-t (x, (.)) - pi vertical bar vertical bar -> 0 as t -> infinity, for suitable subgeometric rate functions r(t), where vertical bar vertical bar - vertical bar vertical bar denotes the usual total variation norm for a signed measure. We derive sufficient conditions for the convergence to hold, in terms of the existence of suitable points on which the first hitting time moments are bounded. In particular, for stochastically ordered Markov processes, explicit bounds on subgeometric rates of convergence are obtained. These results are illustrated in several examples.
Resumo:
This article studies the comparative statics of output subsidies for firms, with monotonic preferences over costs and returns, that face price and production uncertainty. The modeling of deficiency payments, support-price schemes, and stochastic supply shifts in a state-space framework is discussed. It is shown how these notions can be used, via a simple application of Shephard's lemma, to analyze input-demand shifts once comparative-static results for supply are available. A range of comparative-static results for supply are then developed and discussed.
Resumo:
First principles simulations of the quantum dynamics of interacting Bose gases using the stochastic gauge representation are analysed. In a companion paper, we showed how the positive-P representation can be applied to these problems using stochastic differential equations. That method, however, is limited by increased sampling error as time evolves. Here, we show how the sampling error can be greatly reduced and the simulation time significantly extended using stochastic gauges. In particular, local stochastic gauges (a subset) are investigated. Improvements are confirmed in numerical calculations of single-, double- and multi-mode systems in the weak-mode coupling regime. Convergence issues are investigated, including the recognition of two modes by which stochastic equations produced by phase-space methods in general can diverge: movable singularities and a noise-weight relationship. The example calculated here displays wave-like behaviour in spatial correlation functions propagating in a uniform 1D gas after a sudden change in the coupling constant. This could in principle be tested experimentally using Feshbach resonance methods.
Resumo:
We formulate a general multi-mode Gaussian operator basis for fermions, to enable a positive phase-space representation of correlated Fermi states. The Gaussian basis extends existing bosonic phase-space methods to Fermi systems and thus allows first-principles dynamical or equilibrium calculations in quantum many-body Fermi systems. We prove the completeness of the basis and derive differential forms for products with one- and two-body operators. Because the basis satisfies fermionic superselection rules, the resulting phase space involves only c-numbers, without requiring anticommuting Grassmann variables. Furthermore, because of the overcompleteness of the basis, the phase-space distribution can always be chosen positive. This has important consequences for the sign problem in fermion physics.