Estimation of the probability of congestion using Monte Carlo method in OPS networks

In networks with small buffers, such as optical packet switching based networks, the convolution approach is presented as one of the most accurate method used for the connection admission control. Admission control and resource management have been addressed in other works oriented to bursty traffic and ATM. This paper focuses on heterogeneous traffic in OPS based networks. Using heterogeneous traffic and bufferless networks the enhanced convolution approach is a good solution. However, both methods (CA and ECA) present a high computational cost for high number of connections. Two new mechanisms (UMCA and ISCA) based on Monte Carlo method are proposed to overcome this drawback. Simulation results show that our proposals achieve lower computational cost compared to enhanced convolution approach with an small stochastic error in the probability estimation

Estimating the probability of leaving unemployment using uncompleted spells from repeated cross-section data

We propose a new econometric estimation method for analyzing the probabilityof leaving unemployment using uncompleted spells from repeated cross-sectiondata, which can be especially useful when panel data are not available. Theproposed method-of-moments-based estimator has two important features:(1) it estimates the exit probability at the individual level and(2) it does not rely on the stationarity assumption of the inflowcomposition. We illustrate and gauge the performance of the proposedestimator using the Spanish Labor Force Survey data, and analyze the changesin distribution of unemployment between the 1980s and 1990s during a periodof labor market reform. We find that the relative probability of leavingunemployment of the short-term unemployed versus the long-term unemployedbecomes significantly higher in the 1990s.

Optimal magnitude and probability of fines

The economic literature on crime and punishment focuses on the trade-off between probability and severity of punishment, and suggests that detection probability and fines are substitutes. In this paper it is shown that, in presence of substantial underdeterrence caused by costly detection and punishment, these instruments may become complements. When offenders are poor, the deterrent value of monetary sanctions is low. Thus, the government does not invest a lot in detection. If offenders are rich, however, the deterrent value of monetary sanctions is high, so it is more profitable to prosecute them.

How tight should one's hands be tied? Fear of floating and credibility of exchange rate regimes

This paper analyzes the linkages between the credibility of a target zone regime, the volatility of the exchange rate, and the width of the band where the exchange rate is allowed to fluctuate. These three concepts should be related since the band width induces a trade-off between credibility and volatility. Narrower bands should give less scope for the exchange rate to fluctuate but may make agents perceive a larger probability of realignment which by itself should increase the volatility of the exchange rate. We build a model where this trade-off is made explicit. The model is used to understand the reduction in volatility experienced by most EMS countries after their target zones were widened on August 1993. As a natural extension, the model also rationalizes the existence of non-official, implicit target zones (or fear of floating), suggested by some authors.

Does persistence of social exclusion exist in Spain?

The aim of this paper is to analyze the causes leading to social exclusion dynamics. In particular, we wish to understand why any individual experiencing social exclusion today is much more likely to experience it again. In fact, there are two distinct processes that may generate a persistence of social exclusion: heterogeneity (individuals are heterogeneous with respect to some observed and/or unobserved adverse characteristics that are relevant for the chance of experiencing social exclusion and persistence over time) and true state of dependence (experiencing social exclusion in a specific time period, in itself, increases the probability of undergoing social exclusion in subsequent periods). Distinguishing between the two processes is crucial since the policy implications are very different.

Analyzing the effects of transient faults into applications

As computer chips implementation technologies evolve to obtain more performance, those computer chips are using smaller components, with bigger density of transistors and working with lower power voltages. All these factors turn the computer chips less robust and increase the probability of a transient fault. Transient faults may occur once and never more happen the same way in a computer system lifetime. There are distinct consequences when a transient fault occurs: the operating system might abort the execution if the change produced by the fault is detected by bad behavior of the application, but the biggest risk is that the fault produces an undetected data corruption that modifies the application final result without warnings (for example a bit flip in some crucial data). With the objective of researching transient faults in computer system’s processor registers and memory we have developed an extension of HP’s and AMD joint full system simulation environment, named COTSon. This extension allows the injection of faults that change a single bit in processor registers and memory of the simulated computer. The developed fault injection system makes it possible to: evaluate the effects of single bit flip transient faults in an application, analyze an application robustness against single bit flip transient faults and validate fault detection mechanism and strategies.

Vigilance behavior of Pyrenean chamois (Rupicapra pyrenaica pyrenaica): Effect of sex and position in the herd

The Pyrenean chamois (Rupicapra pyrenaica pyrenaica) is a mountain-dwelling ungulate with an extensive presence in open areas. Optimal group size results from the trade off between advantages (a reduction in the risk of predation) and disadvantages (competition between members of the herd) of group living. In addition, advantages and disadvantages of group living may vary depending on the position of each individual within the herd. Our objective was to study the effect of central vs. peripheral position in the herd on feeding and vigilance behavior in male and female Pyrenean chamois and to ascertain if a group size effect existed. We used focal animal sampling and recorded social interactions when a focal animal was involved. With males, vigilance rate was higher in the central part of the group than at the periphery, probably due to a higher density of animals in the central part of the herd and a higher probability of being disturbed by conspecifics. With females, vigilance rate did not differ according to position in the herd. Females spent more time feeding than males, and males showed a higher frequency of the vigilance behavior than females. We did not observe a clear relationship between group size and vigilance behavior. The differences in vigilance behavior might be due to social interactions.

Toxic phytoplankton response to warming in two Mediterranean bays of the Ebro Delta

The analysis of the phytoplankton and environmental parameters of the time series in Alfacs and Fangar bays (north western Mediterranean) from 1990 to 2009 shows some trends. There is an increase in the average water column temperature, 0.11, 0.01, 0.80 and 0.23 ºC for spring, summer, fall and winter respectively in Alfacs Bay and 1.76, 0.71, 1.33, 0.89 ºC for spring, summer, fall and winter in Fangar Bay. The trends in phytoplankton populations show a shift in the timing of occurrence of Karlodinium spp. blooms and an increase of the Pseudo-nitzschia spp. abundances. There is a lack of correlation between the average seasonal temperatures and the toxic phytoplankton abundances.

Variability of North Atlantic hurricanes: seasonal versus individual-event features

Tropical cyclones are affected by a large number of climatic factors, which translates into complex patterns of occurrence. The variability of annual metrics of tropical-cyclone activity has been intensively studied, in particular since the sudden activation of the North Atlantic in the mid 1990’s. We provide first a swift overview on previous work by diverse authors about these annual metrics for the North-Atlantic basin, where the natural variability of the phenomenon, the existence of trends, the drawbacks of the records, and the influence of global warming have been the subject of interesting debates. Next, we present an alternative approach that does not focus on seasonal features but on the characteristics of single events [Corral et al., Nature Phys. 6, 693 (2010)]. It is argued that the individual-storm power dissipation index (PDI) constitutes a natural way to describe each event, and further, that the PDI statistics yields a robust law for the occurrence of tropical cyclones in terms of a power law. In this context, methods of fitting these distributions are discussed. As an important extension to this work we introduce a distribution function that models the whole range of the PDI density (excluding incompleteness effects at the smallest values), the gamma distribution, consisting in a powerlaw with an exponential decay at the tail. The characteristic scale of this decay, represented by the cutoff parameter, provides very valuable information on the finiteness size of the basin, via the largest values of the PDIs that the basin can sustain. We use the gamma fit to evaluate the influence of sea surface temperature (SST) on the occurrence of extreme PDI values, for which we find an increase around 50 % in the values of these basin-wide events for a 0.49 C SST average difference. Similar findings are observed for the effects of the positive phase of the Atlantic multidecadal oscillation and the number of hurricanes in a season on the PDI distribution. In the case of the El Niño Southern oscillation (ENSO), positive and negative values of the multivariate ENSO index do not have a significant effect on the PDI distribution; however, when only extreme values of the index are used, it is found that the presence of El Niño decreases the PDI of the most extreme hurricanes.

Hilbert space on probability density functions with Aitchison geometry

Compositional data analysis motivated the introduction of a complete Euclidean structure in the simplex of D parts. This was based on the early work of J. Aitchison (1986) and completed recently when Aitchinson distance in the simplex was associated with an inner product and orthonormal bases were identified (Aitchison and others, 2002; Egozcue and others, 2003). A partition of the support of a random variable generates a composition by assigning the probability of each interval to a part of the composition. One can imagine that the partition can be refined and the probability density would represent a kind of continuous composition of probabilities in a simplex of infinitely many parts. This intuitive idea would lead to a Hilbert-space of probability densitiesby generalizing the Aitchison geometry for compositions in the simplex into the set probability densities

Enhancing fault management performance of two-step QoS routing algorithms in GMPLS networks

In this paper a novel methodology aimed at minimizing the probability of network failure and the failure impact (in terms of QoS degradation) while optimizing the resource consumption is introduced. A detailed study of MPLS recovery techniques and their GMPLS extensions are also presented. In this scenario, some features for reducing the failure impact and offering minimum failure probabilities at the same time are also analyzed. Novel two-step routing algorithms using this methodology are proposed. Results show that these methods offer high protection levels with optimal resource consumption

Resource dimensioning aspect of heterogeneous traffic with different service requirements: Integration versus segregation

In this paper, we consider the ATM networks in which the virtual path concept is implemented. The question of how to multiplex two or more diverse traffic classes while providing different quality of service requirements is a very complicated open problem. Two distinct options are available: integration and segregation. In an integration approach all the traffic from different connections are multiplexed onto one VP. This implies that the most restrictive QOS requirements must be applied to all services. Therefore, link utilization will be decreased because unnecessarily stringent QOS is provided to all connections. With the segregation approach the problem can be much simplified if different types of traffic are separated by assigning a VP with dedicated resources (buffers and links). Therefore, resources may not be efficiently utilized because no sharing of bandwidth can take place across the VP. The probability that the bandwidth required by the accepted connections exceeds the capacity of the link is evaluated with the probability of congestion (PC). Since the PC can be expressed as the CLP, we shall simply carry out bandwidth allocation using the PC. We first focus on the influence of some parameters (CLP, bit rate and burstiness) on the capacity required by a VP supporting a single traffic class using the new convolution approach. Numerical results are presented both to compare the required capacity and to observe which conditions under each approach are preferred

Multi-isotopic and compositional exploration of factors controlling nitrate pollution

In Catalonia, according to the nitrate directive (91/676/EU), nine areas have been declared as vulnerable to nitrate pollution from agricultural sources (Decret 283/1998 and Decret 479/2004). Five of these areas have been studied coupling hydro chemical data with a multi-isotopic approach (Vitòria et al. 2005, Otero et al. 2007, Puig et al. 2007), in an ongoing research project looking for an integrated application of classical hydrochemistry data, with a comprehensive isotopic characterisation (δ15N and δ18O of dissolved nitrate, δ34S and δ18O of dissolved sulphate, δ13C of dissolved inorganic carbon, and δD and δ18O of water). Within this general frame, the contribution presented explores compositional ways of: (i) distinguish agrochemicals and manure N pollution, (ii) quantify natural attenuation of nitrate (denitrification), and identify possible controlling factors.To achieve this two-fold goal, the following techniques have been used. Separate biplots of each suite of data show that each studied region has a distinct δ34S and pH signatures, but they are homogeneous with regard to NO3- related variables. Also, the geochemical variables were projected onto the compositional directions associated with the possible denitrification reactions in each region. The resulting balances can be plot together with some isotopes, to assess their likelihood of occurrence

Uncorrelatedness in growing networks with preferential survival of nodes

The emergence of uncorrelated growing networks is proved when nodes are removed either uniformly or under the preferential survival rule recently observed in the World Wide Web evolution. To this aim, the rate equation for the joint probability of degrees is derived, and stationary symmetrical solutions are obtained, by passing to the continuum limit. When a uniformly random removal of extant nodes and linear preferential attachment of new nodes are at work, we prove that the only stationary solution corresponds to uncorrelated networks for any removal rate r ∈ (0,1). In the more general case of preferential survival of nodes, uncorrelated solutions are also obtained. These results generalize the uncorrelatedness displayed by the (undirected) Barab´asi-Albert network model to models with uniformly random and selective (against low degrees) removal of nodes

Financial constraints and the failure of innovation projects

Theoretical and empirical approaches have stressed the existence of financial constraints in innovative activities of firms. This paper analyses the role of financial obstacles on the likelihood of abandoning an innovation project. Although a large number of innovation projects are abandoned before their completion, the empirical evidence has focused on the determinants of innovation while failed projects have received little attention. Our analysis differentiates between internal and external barriers on the probability of abandoning a project and we examine whether the effects are different depending on the stage of the innovation process. In the empirical analysis carried out for a panel data of potential innovative Spanish firms for the period 2004-2010, we use a bivariate probit model to take into account the simultaneity of financial constraints and the decision to abandon an innovation project. Our results show that financial constraints most affect the probability of abandoning an innovation project during the concept stage and that low-technological manufacturing and non-KIS service sectors are more sensitive to financial constraints.