Integrated random processes exhibiting long tails, finite moments, and power-law spectra

A dynamical model based on a continuous addition of colored shot noises is presented. The resulting process is colored and non-Gaussian. A general expression for the characteristic function of the process is obtained, which, after a scaling assumption, takes on a form that is the basis of the results derived in the rest of the paper. One of these is an expansion for the cumulants, which are all finite, subject to mild conditions on the functions defining the process. This is in contrast with the Lévy distribution¿which can be obtained from our model in certain limits¿which has no finite moments. The evaluation of the spectral density and the form of the probability density function in the tails of the distribution shows that the model exhibits a power-law spectrum and long tails in a natural way. A careful analysis of the characteristic function shows that it may be separated into a part representing a Lévy process together with another part representing the deviation of our model from the Lévy process. This

Solid phase crystallization under continuous heating: kinetic and microstructure scaling laws

The kinetics and microstructure of solid-phase crystallization under continuous heating conditions and random distribution of nuclei are analyzed. An Arrhenius temperature dependence is assumed for both nucleation and growth rates. Under these circumstances, the system has a scaling law such that the behavior of the scaled system is independent of the heating rate. Hence, the kinetics and microstructure obtained at different heating rates differ only in time and length scaling factors. Concerning the kinetics, it is shown that the extended volume evolves with time according to αex = [exp(κCt′)]m+1, where t′ is the dimensionless time. This scaled solution not only represents a significant simplification of the system description, it also provides new tools for its analysis. For instance, it has been possible to find an analytical dependence of the final average grain size on kinetic parameters. Concerning the microstructure, the existence of a length scaling factor has allowed the grain-size distribution to be numerically calculated as a function of the kinetic parameters

Bases cerebrales de la atención sostenida y la memoria de trabajo: un estudio de resonancia magnética funcional basado en el Continuous Performance Test

Introducción. Uno de los paradigmas más utilizados en el estudio de la atención es el Continuous Performance Test (CPT). La versión de pares idénticos (CPT-IP) se ha utilizado ampliamente para evaluar los déficits de atención en los trastornos del neurodesarrollo, neurológicos y psiquiátricos. Sin embargo, la localización de la activación cerebral de las redes atencionales varía significativamente según el diseño de resonancia magnética funcional (RMf) usado. Objetivo. Diseñar una tarea para evaluar la atención sostenida y la memoria de trabajo mediante RMf para proporcionar datos de investigación relacionados con la localización y el papel de estas funciones. Sujetos y métodos. El estudio contó con la participación de 40 estudiantes, todos ellos diestros (50%, mujeres; rango: 18-25 años). La tarea de CPT-IP se diseñó como una tarea de bloques, en la que se combinaban los períodos CPT-IP con los de reposo. Resultados. La tarea de CPT-IP utilizada activa una red formada por regiones frontales, parietales y occipitales, y éstas se relacionan con funciones ejecutivas y atencionales. Conclusiones. La tarea de CPT-IP utilizada en nuestro trabajo proporciona datos normativos en adultos sanos para el estudio del sustrato neural de la atención sostenida y la memoria de trabajo. Estos datos podrían ser útiles para evaluar trastornos que cursan con déficits en memoria de trabajo y en atención sostenida.

Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey

Sobriety checkpoints are not usually randomly located by traffic authorities. As such, information provided by non-random alcohol tests cannot be used to infer the characteristics of the general driving population. In this paper a case study is presented in which the prevalence of alcohol-impaired driving is estimated for the general population of drivers. A stratified probabilistic sample was designed to represent vehicles circulating in non-urban areas of Catalonia (Spain), a region characterized by its complex transportation network and dense traffic around the metropolis of Barcelona. Random breath alcohol concentration tests were performed during spring 2012 on 7,596 drivers. The estimated prevalence of alcohol-impaired drivers was 1.29 PER CENT, which is roughly a third of the rate obtained in non-random tests. Higher rates were found on weekends (1.90 PER CENT on Saturdays, 4.29 PER CENT on Sundays) and especially at night. The rate is higher for men (1.45 PER CENT) than for women (0.64 PER CENT) and the percentage of positive outcomes shows an increasing pattern with age. In vehicles with two occupants, the proportion of alcohol-impaired drivers is estimated at 2.62 PER CENT, but when the driver was alone the rate drops to 0.84 PER CENT, which might reflect the socialization of drinking habits. The results are compared with outcomes in previous surveys, showing a decreasing trend in the prevalence of alcohol-impaired drivers over time.

The Barcelonnettes: an example of network-entrepreneurs in XIX century Mexico. An explanation based on a theory of bounded rational choice with social embeddedness

A theory of network-entrepreneurs or "spin-off system" is presented in this paper for the creation of firms based on the community’s social governance. It is argued that firm’s capacity for accumulation depends on the presence of employees belonging to the same social/ethnic group with expectations of "inheriting" the firm and becoming entrepreneurs once they have been selected for their merits and loyalty towards their patrons. Such accumulation is possible because of the credibility of the patrons’ promises of supporting newcomers due to high social cohesion and specific social norms prevailing in the community. This theory is exemplified through the case of the Barcelonnettes, a group of immigrants from the Alps in the South of France (Provence) who came to Mexico in the XIX Century.

Some remarks on the class of continuous (Semi-) strictcly quasiconvex functions

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Clarke critical values of subanalytic Lipschitz continuous functions

We prove that any subanalytic locally Lipschitz function has the Sard property. Such functions are typically nonsmooth and their lack of regularity necessitates the choice of some generalized notion of gradient and of critical point. In our framework these notions are defined in terms of the Clarke and of the convex-stable subdifferentials. The main result of this note asserts that for any subanalytic locally Lipschitz function the set of its Clarke critical values is locally finite. The proof relies on Pawlucki's extension of the Puiseuxlemma. In the last section we give an example of a continuous subanalytic function which is not constant on a segment of "broadly critical" points, that is, points for which we can find arbitrarily short convex combinations of gradients at nearby points.

The complexity of random ordered structures

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Forecasting volatility using a continuous time model

This paper evaluates the forecasting performance of a continuous stochastic volatility model with two factors of volatility (SV2F) and compares it to those of GARCH and ARFIMA models. The empirical results show that the volatility forecasting ability of the SV2F model is better than that of the GARCH and ARFIMA models, especially when volatility seems to change pattern. We use ex-post volatility as a proxy of the realized volatility obtained from intraday data and the forecasts from the SV2F are calculated using the reprojection technique proposed by Gallant and Tauchen (1998).

The possibility for continuous growth with exhaustible resources: unknowingly an agreement has been reached, but it may not be correct

It is the size of the elasticity of substitution that has been the central issue in the long debate over the possibility of continuous growth in the presence of exhaustible resources. This paper reviews the debate and comes to the surprising conclusion that , unnoticed by the pessimists, the optimist position has gradually evolved so that it now approximates that of the pessimists. The paper also summarises some preliminary work by the author that indicates that this common position may not be correct

Optimal monitoring to implement clean technologies when pollution is random

We analyze a model where firms chose a production technology which, together with some random event, determines the final emission level. We consider the coexistence of two alternative technologies: a "clean" technology, and a "dirty" technology. The environmental regulation is based on taxes over reported emissions, and on penalties over unreported emissions. We show that the optimal inspection policy is a cut-off strategy, for several scenarios concerning the observability of the adoption of the clean technology and the cost of adopting it. We also show that the optimal inspection policy induces the firm to adopt the clean technology if the adoption cost is not too high, but the cost levels for which the firm adopts it depend on the scenario.

Repeated games played in a network

Delayed perfect monitoring in an infinitely repeated discounted game is modelled by letting the players form a connected and undirected network. Players observe their immediate neighbors' behavior only, but communicate over time the repeated game's history truthfully throughout the network. The Folk Theorem extends to this setup, although for a range of discount factors strictly below 1, the set of sequential equilibria and the corresponding payoff set may be reduced. A general class of games is analyzed without imposing restrictions on the dimensionality of the payoff space. This and the bilateral communication structure allow for limited results under strategic communication only. As a by-product this model produces a network result; namely, the level of cooperation in this setup depends on the network's diameter, and not on its clustering coefficient as in other models.

Airline competition and network structure

This paper characterizes the equilibria in airline networks and their welfare implications in an unregulated environment. Competing airlines may adopt either fully-connected (FC) or hub-and-spoke (HS) network structures; and passengers exhibiting low brand loyalty to their preferred carrier choose an outside option to travel so that markets are partially served by airlines. In this context, carriers adopt hubbing strategies when costs are sufficiently low, and asymmetric equilibria where one carrier chooses a FC strategy and the other chooses a HS strategy may arise. Quite interestingly, flight frequency can become excessive under HS network configurations.

The Spread of free-riding behavior in a social network

We study a model where agents, located in a social network, decide whether to exert effort or not in experimenting with a new technology (or acquiring a new skill, innovating, etc.). We assume that agents have strong incentives to free ride on their neighbors' effort decisions. In the static version of the model efforts are chosen simultaneously. In equilibrium, agents exerting effort are never connected with each other and all other agents are connected with at least one agent exerting effort. We propose a mean-field dynamics in which agents choose in each period the best response to the last period's decisions of their neighbors. We characterize the equilibrium of such a dynamics and show how the pattern of free riders in the network depends on properties of the connectivity distribution.

Random graphs on surfaces

Counting labelled planar graphs, and typical properties of random labelled planar graphs, have received much attention recently. We start the process here of extending these investigations to graphs embeddable on any fixed surface S. In particular we show that the labelled graphs embeddable on S have the same growth constant as for planar graphs, and the same holds for unlabelled graphs. Also, if we pick a graph uniformly at random from the graphs embeddable on S which have vertex set {1, . . . , n}, then with probability tending to 1 as n → ∞, this random graph either is connected or consists of one giant component together with a few nodes in small planar components.