48 resultados para LAST PASSAGE PERCOLATION
em Consorci de Serveis Universitaris de Catalunya (CSUC), Spain
Resumo:
We report preliminary findings from analysis of a database under construction. The paper explores the legislative process in search for some of the alleged consequences of cabinet coalitions in a presidential system. Coalition effects should be less evident in the success of executive initiatives: strategic behavior hampers this intuitive measure of performance. Better measures, because less subject to strategic considerations, are the odds of passage of legislators' bills and the time proposals take to be approved. Thus measured, coalition effects are discernible. Analysis of the universe of proposals processed in the fragmented Uruguayan Parliament between 1985 and 2000 reveals that coalition, observed about half the period, swells success rates of coalition members by 60% on average (and by as much as 150% for those close to the president). Event history analysis shows that coalitions cut the wait for an executive bill by 3 months, 1/6th the average wait. The reverse effect is felt on the duration of legislators' bills.
Resumo:
Presentamos una experiencia exitosa de aprendizaje que partió de Criptogamia (asignatura optativa de segundo ciclo de Biología), que dio lugar a un proyecto de investigación gestionado por los propios alumnos. La iniciativa se consolidó estableciendo una Asociación de Estudiantes centrada en investigación y divulgación. En poco tiempo, los participantes han presentado comunicaciones científicas, y organizado actividades dirigidas a diversos públicos, dentro y fuera de la comunidad universitaria. Actualmente se plantea una colaboración multidisciplinar con otros organismos de investigación y la extensión de su ámbito de estudio. Abordamos su incidencia en el aprendizaje en varios aspectos: científico (técnicas específicas, rigor, búsqueda de información e interpretación de resultados), comunicativo (estructuración y presentación de la información obtenida, para diversos públicos), y organizativo, incluyendo el trabajo en equipo. Aunque de carácter espontáneo, esta experiencia muestra rasgos evaluables en cuanto a sus posibilidades para otras asignaturas. Analizamos las características y planteamiento de esta optativa, el perfil de sus alumnos, y el contexto universitario que la acoge. Detectamos como factores principales los aspectos participativos de la asignatura, la cohesión del grupo, el carácter voluntario de la implicación, los beneficios percibidos por los estudiantes, y la disponibilidad de recursos humanos (supervisión) y materiales (equipamiento y subvenciones).
Resumo:
A collection of spherical obstacles in the unit ball in Euclidean space is said to be avoidable for Brownian motion if there is a positive probability that Brownian motion diffusing from some point in the ball will avoid all the obstacles and reach the boundary of the ball. The centres of the spherical obstacles are generated according to a Poisson point process while the radius of an obstacle is a deterministic function. If avoidable configurations are generated with positive probability Lundh calls this percolation diffusion. An integral condition for percolation diffusion is derived in terms of the intensity of the point process and the function that determines the radii of the obstacles.
Resumo:
A collection of spherical obstacles in the unit ball in Euclidean space is said to be avoidable for Brownian motion if there is a positive probability that Brownian motion diffusing from some point in the ball will avoid all the obstacles and reach the boundary of the ball. The centres of the spherical obstacles are generated according to a Poisson point process while the radius of an obstacle is a deterministic function. If avoidable con gurations are generated with positive probability Lundh calls this percolation di usion. An integral condition for percolation di ffusion is derived in terms of the intensity of the point process and the function that determines the radii of the obstacles.
Resumo:
One of the disadvantages of old age is that there is more past than future: this,however, may be turned into an advantage if the wealth of experience and, hopefully,wisdom gained in the past can be reflected upon and throw some light on possiblefuture trends. To an extent, then, this talk is necessarily personal, certainly nostalgic,but also self critical and inquisitive about our understanding of the discipline ofstatistics. A number of almost philosophical themes will run through the talk: searchfor appropriate modelling in relation to the real problem envisaged, emphasis onsensible balances between simplicity and complexity, the relative roles of theory andpractice, the nature of communication of inferential ideas to the statistical layman, theinter-related roles of teaching, consultation and research. A list of keywords might be:identification of sample space and its mathematical structure, choices betweentransform and stay, the role of parametric modelling, the role of a sample spacemetric, the underused hypothesis lattice, the nature of compositional change,particularly in relation to the modelling of processes. While the main theme will berelevance to compositional data analysis we shall point to substantial implications forgeneral multivariate analysis arising from experience of the development ofcompositional data analysis…
Resumo:
The object of this paper is to analyze rigorously the role of a Lender ofLast Resort by providing a framework where the distinction betweeninsolvency and illiquidity is not clearly cut. Determining the optimalLender of Last Resort policy requires a careful modeling of the structureof the interbank market and of the closure policy. In our set up, theresults depend upon the existence of moral hazard. If the main source ofmoral hazard is the banks lack of incentives to screen loans, then theLender of Last Resort may have to intervene to improve the e¢ciency of anunsecured interbank market; if instead, the main source of moral hazard isloans monitoring, then the interbank market should be secured and theLender of Last Resort should never intervene.
Resumo:
We explore the role of corporate insiders vs. firms as traders of last resort. We develop a simple model of insider trading in which insiders provide price support, as well as liquidity, in security markets. Consistent with the model predictions we find that in the US markets insiders trading activities have a clear impact on return distributions. Furthermore, we provide empirical evidence on insiders transactions and firm transactions affecting returns in a different manner. In particular, while insiders transactions (both purchases and sales) have a strong impact on skewness in the short run and to a lesser extent in short run volatility, company repurchases only have a clear impact on volatility, both in the short and the long run. We provide explanations for this asymmetry.
Resumo:
Floods are the natural hazards that produce the highest number of casualties and material damage in the Western Mediterranean. An improvement in flood risk assessment and study of a possible increase in flooding occurrence are therefore needed. To carry out these tasks it is important to have at our disposal extensive knowledge on historical floods and to find an efficient way to manage this geographical data. In this paper we present a complete flood database spanning the 20th century for the whole of Catalonia (NE Spain), which includes documentary information (affected areas and damage) and instrumental information (meteorological and hydrological records). This geodatabase, named Inungama, has been implemented on a GIS (Geographical Information System) in order to display all the information within a given geographical scenario, as well as to carry out an analysis thereof using queries, overlays and calculus. Following a description of the type and amount of information stored in the database and the structure of the information system, the first applications of Inungama are presented. The geographical distribution of floods shows the localities which are more likely to be flooded, confirming that the most affected municipalities are the most densely populated ones in coastal areas. Regarding the existence of an increase in flooding occurrence, a temporal analysis has been carried out, showing a steady increase over the last 30 years.
Resumo:
A retarded backward equation for a non-Markovian process induced by dichotomous noise (the random telegraphic signal) is deduced. The mean-first-passage time of this process is exactly obtained. The Gaussian white noise and the white shot noise limits are studied. Explicit physical results in first approximation are evaluated.
Resumo:
We study the decay of an unstable state in the presence of colored noise by calculating the moment generating function of the passage-time distribution. The problems of the independence of the initial condition in this non-Markovian process and that of nonlinear effects are addressed. Our results are compared with recent analog simulations.
Resumo:
A precise digital simulation of a bistable system under the effect of colored noise is carried out. A set of data for the mean first-passage time is obtained. The results are interpreted and compared with presently available theories, which are revisited following a new insight. Discrepancies that have been discussed in the literature are understood within our framework.
Resumo:
The exponential coefficient in the first-passage-time problem for a bistable potential with highly colored noise is predicted to be (8/27 by all existing theories. On the other hand, we show herein that all existing numerical evidence seems to indicate that the coefficient is actually larger by about (4/3, i.e., that the numerical factor in the exponent is approximately (32/81. Existing data cover values of ¿V0/D up to ~20, where V0 is the barrier height, ¿ the correlation time of the noise, and D the noise intensity. We provide an explanation for the modified coefficinet, the explanation also being based on existing numerical simulations. Whether the value (8/27 predicted by all large-¿ theories is achieved for even larger values of ¿V0/D is unknown but appears questionable (except perhaps for enormously large, experimentally inaccessible values of this factor) in view of currently available results.
Resumo:
The behavior of chemical waves advancing through a disordered excitable medium is investigated in terms of percolation theory and autowave properties in the framework of the light-sensitive Belousov-Zhabotinsky reaction. By controlling the number of sites with a given illumination, different percolation thresholds for propagation are observed, which depend on the relative wave transmittances of the two-state medium considered.
Resumo:
An equation for mean first-passage times of non-Markovian processes driven by colored noise is derived through an appropriate backward integro-differential equation. The equation is solved in a Bourret-like approximation. In a weak-noise bistable situation, non-Markovian effects are taken into account by an effective diffusion coefficient. In this situation, our results compare satisfactorily with other approaches and experimental data.
Resumo:
The dynamical process through a marginal state (saddle point) driven by colored noise is studied. For small correlation time of the noise, the mean first-passage time and its variance are calculated using standard methods. When the correlation time of the noise is finite or large, an alternative approach, based on simple physical arguments, is proposed. It will allow us to study also the passage times of an unstable state. The theoretical predictions are tested satisfactorily by the use of computer simulations.