153 resultados para Stochastic processes -- Mathematical models
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A technique for simultaneous localisation and mapping (SLAM) for large scale scenarios is presented. This solution is based on the use of independent submaps of a limited size to map large areas. In addition, a global stochastic map, containing the links between adjacent submaps, is built. The information in both levels is corrected every time a loop is closed: local maps are updated with the information from overlapping maps, and the global stochastic map is optimised by means of constrained minimisation
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Una de las características del reaseguro finite risk es la existencia de una cuenta de experiencia, que está formada por las primas que cobra el reasegurador, junto con su rendimiento financiero,y su finalidad es financiar los siniestros que éste ha de satisfacer a la cedente en el plazo establecido. El objetivo de este trabajo es diseñar un modelo que permita determinar el saldo estimado o reserva que debe de tener en cada periodo anual la cuenta de experiencia para garantizar su solvencia dinámica, teniendo en cuenta la experiencia de siniestralidad de la cartera del reasegurador y de cada cedente. Para el cálculo de la prima de reaseguro y del saldo de la cuenta de experiencia se asumirá ambiente financiero estocástico, de modo que la prima de reaseguro dependerá también de otros parámetros como la volatilidad del tipo de interés o de la aversión al riesgo.
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Marketing has studied the permanence of a client within an enterprise because it is a key element in the study of the value (economic) of the client (CLV). The research that they have developed is based in deterministic or random models, which allowed estimating the permanence of the client, and the CLV. However, when it is not possible to apply these schemes for not having the panel data that this model requires, the period of time of a client with the enterprise is uncertain data. We consider that the value of the current work is to have an alternative way to estimate the period of time with subjective information proper of the theory of uncertainty.
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In this paper we model the multicointegration relation, allowing for one structural break. Since multicointegration is a particular case of polynomial or I(2) cointegration, our proposal can also be applied in these cases. The paper proposes the use of a residualbased Dickey-Fuller class of statistic that accounts for one known or unknown structural break. Finite sample performance of the proposed statistic is investigated by using Monte Carlo simulations, which reveals that the statistic shows good properties in terms of empirical size and power. We complete the study with an empirical application of the sustainability of the US external deficit. Contrary to existing evidence, the consideration of one structural break leads to conclude in favour of the sustainability of the US external deficit.
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Durante las últimas décadas se ha producido un creciente interés en nuestro país en relación a las economías regionales dada la necesidad de los gobiernos regionales de obtener información sobre sus economías para así llevar a cabo actuaciones de política económica más efectivas y eficientes. En este marco, los modelos econométricos constituyen una herramienta de utilidad puesto que ofrecen información sobre las relaciones estructurales que se dan en una economía y permiten predecir su evolución. Sin embargo, la utilización de dichos modelos con finalidad predictiva se enfrenta al inconveniente de la elevada inestabilidad a corto plazo que se produce en las relaciones entre variables económicas a nivel regional. Por este motivo, en el presente trabajo se propone la utilización de un modelo de coeficientes variables para recoger dicha inestabilidad y mejorar las predicciones sobre la evolución de las variables del bloque de producción de la economía catalana. Para contrastar la mejora obtenida a partir de la aplicación de dicho modelo, se compara su capacidad predictiva con la de un modelo de coeficientes fijos. Los resultados muestran un mejor comportamiento del modelo de coeficientes variables frente al modelo de coeficientes fijos.
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During the last part of the 1990s the chance of surviving breast cancer increased. Changes in survival functions reflect a mixture of effects. Both, the introduction of adjuvant treatments and early screening with mammography played a role in the decline in mortality. Evaluating the contribution of these interventions using mathematical models requires survival functions before and after their introduction. Furthermore, required survival functions may be different by age groups and are related to disease stage at diagnosis. Sometimes detailed information is not available, as was the case for the region of Catalonia (Spain). Then one may derive the functions using information from other geographical areas. This work presents the methodology used to estimate age- and stage-specific Catalan breast cancer survival functions from scarce Catalan survival data by adapting the age- and stage-specific US functions. Methods: Cubic splines were used to smooth data and obtain continuous hazard rate functions. After, we fitted a Poisson model to derive hazard ratios. The model included time as a covariate. Then the hazard ratios were applied to US survival functions detailed by age and stage to obtain Catalan estimations. Results: We started estimating the hazard ratios for Catalonia versus the USA before and after the introduction of screening. The hazard ratios were then multiplied by the age- and stage-specific breast cancer hazard rates from the USA to obtain the Catalan hazard rates. We also compared breast cancer survival in Catalonia and the USA in two time periods, before cancer control interventions (USA 1975–79, Catalonia 1980–89) and after (USA and Catalonia 1990–2001). Survival in Catalonia in the 1980–89 period was worse than in the USA during 1975–79, but the differences disappeared in 1990–2001. Conclusion: Our results suggest that access to better treatments and quality of care contributed to large improvements in survival in Catalonia. On the other hand, we obtained detailed breast cancer survival functions that will be used for modeling the effect of screening and adjuvant treatments in Catalonia
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In this paper, the mathematical model of the elliptical photoreactor , an special type of reactor that uses ultraviolet radiation, is presented. In the elliptical photoreactor the cylindrical reactor is irradiated from the outside by placing the lamp and the reactor at the foci of an elliptical reflector. The two main models of radiation -radial and difusse- are studied, an finally the general method of resolution of the mathematical model and its resolution in certain simple cases is shown.
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En el presente artículo se desarrolla el modelo matemático de un sistema de evaporadores de múltiple efecto operando en paralelo. Se analiza asimismo el modelo matemático para hallar el número de grados de libertad del sistema y la forma de consumir esos grados de libertad.
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En el presente artículo se expone la resolución mediante calculador digital, del modelo matemático de evaporadores de múltiple efecto que fue publicado en Química e Industria, en el número del pasado mes de febrero.
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Sobre l' estudi de la propagació de les epidèmies utilitzant models matemàtics
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Compositional data (concentrations) are common in geosciences. Neglecting its character mey lead to erroneous conclusions. Spurious correlation (K. Pearson, 1897) has disastrous consequences. On the basis of the pioneering work by J. Aitchison in the 1980s, a methodology free of these drawbacks is now available. The geometry of the símplex allows the representation of compositions using orthogonal co-ordinares, to which usual statistical methods can be applied, thus facilating computation ans analysis. The use of (log) ratios precludes the interpretation of single concentrations disregarding their relative character. A hydro-chemical data set is used to illustrate the point
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We generalize to arbitrary waiting-time distributions some results which were previously derived for discrete distributions. We show that for any two waiting-time distributions with the same mean delay time, that with higher dispersion will lead to a faster front. Experimental data on the speed of virus infections in a plaque are correctly explained by the theoretical predictions using a Gaussian delay-time distribution, which is more realistic for this system than the Dirac delta distribution considered previously [J. Fort and V. Méndez, Phys. Rev. Lett.89, 178101 (2002)]
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The wave-of-advance model has been previously applied to Neolithic human range expansions, yielding good agreement to the speeds inferred from archaeological data. Here, we apply it for the first time to Palaeolithic human expansions by using reproduction and mobility parameters appropriate to hunter-gatherers (instead of the corresponding values for preindustrial farmers). The order of magnitude of the predicted speed is in agreement with that implied by the AMS radiocarbon dating of the lateglacial human recolonization of northern Europe (14.2–12.5 kyr BP). We argue that this makes it implausible for climate change to have limited the speed of the recolonization front. It is pointed out that a similar value for the speed can be tentatively inferred from the archaeological data on the expansion of modern humans into the Levant and Europe (42–36 kyr BP)
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Recently, it has been shown that the speed of virus infections can be explained by time-delayed reactiondiffusion [J. Fort and V. Me´ndez, Phys. Rev. Lett. 89, 178101 (2002)], but no analytical solutions were found. Here we derive formulas for the front speed, valid in appropriate limits. We also integrate numerically the evolution equations of the system. There is good agreement with both numerical and experimental speeds
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We deal with a system of prisoner’s dilemma players undergoing continuous motion in a two-dimensional plane. In contrast to previous work, we introduce altruistic punishment after the game. We find punishing only a few of the cooperator-defector interactions is enough to lead the system to a cooperative state in environments where otherwise defection would take over the population. This happens even with soft nonsocial punishment (where both cooperators and defectors punish other players, a behavior observed in many human populations). For high enough mobilities or temptations to defect, low rates of social punishment can no longer avoid the breakdown of cooperation