Time of ruin in a risk model with generalized Erlang (n) interclaim times and a constant dividend barrier

In this paper we analyze the time of ruin in a risk process with the interclaim times being Erlang(n) distributed and a constant dividend barrier. We obtain an integro-differential equation for the Laplace Transform of the time of ruin. Explicit solutions for the moments of the time of ruin are presented when the individual claim amounts have a distribution with rational Laplace transform. Finally, some numerical results and a compare son with the classical risk model, with interclaim times following an exponential distribution, are given.

A comparison of mean phase difference and generalized least squares for analyzing single-case data

The present study focuses on single-case data analysis and specifically on two procedures for quantifying differences between baseline and treatment measurements The first technique tested is based on generalized least squares regression analysis and is compared to a proposed non-regression technique, which allows obtaining similar information. The comparison is carried out in the context of generated data representing a variety of patterns (i.e., independent measurements, different serial dependence underlying processes, constant or phase-specific autocorrelation and data variability, different types of trend, and slope and level change). The results suggest that the two techniques perform adequately for a wide range of conditions and researchers can use both of them with certain guarantees. The regression-based procedure offers more efficient estimates, whereas the proposed non-regression procedure is more sensitive to intervention effects. Considering current and previous findings, some tentative recommendations are offered to applied researchers in order to help choosing among the plurality of single-case data analysis techniques.

The Uncertain generalized probabilistic weighted average and its application in the theory of expertons

A new model for dealing with decision making under risk by considering subjective and objective information in the same formulation is here presented. The uncertain probabilistic weighted average (UPWA) is also presented. Its main advantage is that it unifies the probability and the weighted average in the same formulation and considering the degree of importance that each case has in the analysis. Moreover, it is able to deal with uncertain environments represented in the form of interval numbers. We study some of its main properties and particular cases. The applicability of the UPWA is also studied and it is seen that it is very broad because all the previous studies that use the probability or the weighted average can be revised with this new approach. Focus is placed on a multi-person decision making problem regarding the selection of strategies by using the theory of expertons.

Kinetic equations for difussion in the presence of entropic barriers

We use the mesoscopic nonequilibrium thermodynamics theory to derive the general kinetic equation of a system in the presence of potential barriers. The result is applied to a description of the evolution of systems whose dynamics is influenced by entropic barriers. We analyze in detail the case of diffusion in a domain of irregular geometry in which the presence of the boundaries induces an entropy barrier when approaching the exact dynamics by a coarsening of the description. The corresponding kinetic equation, named the Fick-Jacobs equation, is obtained, and its validity is generalized through the formulation of a scaling law for the diffusion coefficient which depends on the shape of the boundaries. The method we propose can be useful to analyze the dynamics of systems at the nanoscale where the presence of entropy barriers is a common feature.

The minimum tree for a given zero-entropy period

We answer the following question: given any n∈ℕ, which is the minimum number of endpoints en of a tree admitting a zero-entropy map f with a periodic orbit of period n? We prove that en=s1s2…sk−∑i=2ksisi+1…sk, where n=s1s2…sk is the decomposition of n into a product of primes such that si≤si+1 for 1≤ientropy: if f has a periodic orbit of period m with em>e, then the topological entropy of f is positive

Wave-height hazard analysis in Eastern Coast of Spain : Bayesian approach using generalized Pareto distribution

Standard practice of wave-height hazard analysis often pays little attention to the uncertainty of assessed return periods and occurrence probabilities. This fact favors the opinion that, when large events happen, the hazard assessment should change accordingly. However, uncertainty of the hazard estimates is normally able to hide the effect of those large events. This is illustrated using data from the Mediterranean coast of Spain, where the last years have been extremely disastrous. Thus, it is possible to compare the hazard assessment based on data previous to those years with the analysis including them. With our approach, no significant change is detected when the statistical uncertainty is taken into account. The hazard analysis is carried out with a standard model. Time-occurrence of events is assumed Poisson distributed. The wave-height of each event is modelled as a random variable which upper tail follows a Generalized Pareto Distribution (GPD). Moreover, wave-heights are assumed independent from event to event and also independent of their occurrence in time. A threshold for excesses is assessed empirically. The other three parameters (Poisson rate, shape and scale parameters of GPD) are jointly estimated using Bayes' theorem. Prior distribution accounts for physical features of ocean waves in the Mediterranean sea and experience with these phenomena. Posterior distribution of the parameters allows to obtain posterior distributions of other derived parameters like occurrence probabilities and return periods. Predictives are also available. Computations are carried out using the program BGPE v2.0

Generalized synchronization in directionally coupled systems with identical individual dynamics

A simple chaotic flow is presented, which when driven by an identical copy of itself, for certain initial conditions, is able to display generalized synchronization instead of identical synchronization. Being that the drive and the response are observed in exactly the same coordinate system, generalized synchronization is demonstrated by means of the auxiliary system approach and by the conditional Lyapunov spectrum. This is interpreted in terms of changes in the structure of the system stationary points, caused by the coupling, which modify its global behavior.

The continuous wavelet transform as a maximum entropy solution of the corresponding inverse problem

The continuous wavelet transform is obtained as a maximumentropy solution of the corresponding inverse problem. It is well knownthat although a signal can be reconstructed from its wavelet transform,the expansion is not unique due to the redundancy of continuous wavelets.Hence, the inverse problem has no unique solution. If we want to recognizeone solution as "optimal", then an appropriate decision criterion hasto be adopted. We show here that the continuous wavelet transform is an"optimal" solution in a maximum entropy sense.

On the q=1/2 non-extensive maximum entropy distribution

A detailed mathematical analysis on the q = 1/2 non-extensive maximum entropydistribution of Tsallis' is undertaken. The analysis is based upon the splitting of such adistribution into two orthogonal components. One of the components corresponds to theminimum norm solution of the problem posed by the fulfillment of the a priori conditionson the given expectation values. The remaining component takes care of the normalizationconstraint and is the projection of a constant onto the Null space of the "expectation-values-transformation"

Frames: a maximum entropy statistical estimate of the inverse problem

A maximum entropy statistical treatment of an inverse problem concerning frame theory is presented. The problem arises from the fact that a frame is an overcomplete set of vectors that defines a mapping with no unique inverse. Although any vector in the concomitant space can be expressed as a linear combination of frame elements, the coefficients of the expansion are not unique. Frame theory guarantees the existence of a set of coefficients which is “optimal” in a minimum norm sense. We show here that these coefficients are also “optimal” from a maximum entropy viewpoint.

Determination of the components of the gyration tensor of quartz by oblique incidence transmission two-modulator generalized ellipsometry

The two independent components of the gyration tensor of quartz, g11 and g33, have been spectroscopically measured using a transmission two-modulator generalized ellipsometer. The method is used to determine the optical activity in crystals in directions other than the optic axis, where the linear birefringence is much larger than the optical activity.

An Analysis of Eye Scanpath Entropy in a Progressively Forming Virtual Environment

A sign of presence in virtual environments is that people respond to situations and events as if they were real, where response may be considered at many different levels, ranging from unconscious physiological responses through to overt behavior,emotions, and thoughts. In this paper we consider two responses that gave different indications of the onset of presence in a gradually forming environment. Two aspects of the response of people to an immersive virtual environment were recorded: their eye scanpath, and their skin conductance response (SCR). The scenario was formed over a period of 2 min, by introducing an increasing number of its polygons in random order in a head-tracked head-mounted display. For one group of experimental participants (n 8) the environment formed into one in which they found themselves standing on top of a 3 m high column. For a second group of participants (n 6) the environment was otherwise the same except that the column was only 1 cm high, so that they would be standing at normal ground level. For a third group of participants (n 14) the polygons never formed into a meaningful environment. The participants who stood on top of the tall column exhibited a significant decrease in entropy of the eye scanpath and an increase in the number of SCR by 99 s into the scenario, at a time when only 65% of the polygons had been displayed. The ground level participants exhibited a similar decrease in scanpath entropy, but not the increase in SCR. The random scenario grouping did not exhibit this decrease in eye scanpath entropy. A drop in scanpath entropy indicates that the environment had cohered into a meaningful perception. An increase in the rate of SCR indicates the perception of an aversive stimulus. These results suggest that on these two dimensions (scanpath entropy and rate of SCR) participants were responding realistically to the scenario shown in the virtual environment. In addition, the response occurred well before the entire scenario had been displayed, suggesting that once a set of minimal cues exists within a scenario,it is enough to form a meaningful perception. Moreover, at the level of the sympathetic nervous system, the participants who were standing on top of the column exhibited arousal as if their experience might be real. This is an important practical aspect of the concept of presence.

A note on the periodic orbits and topological entropy of graph maps

This paper deals with the relationship between the periodic orbits of continuous maps on graphs and the topological entropy of the map. We show that the topological entropy of a graph map can be approximated by the entropy of its periodic orbits.