96 resultados para Almost stochastic dominance
Resumo:
We consider the relation between so called continuous localization models—i.e. non-linear stochastic Schrödinger evolutions—and the discrete GRW-model of wave function collapse. The former can be understood as scaling limit of the GRW process. The proof relies on a stochastic Trotter formula, which is of interest in its own right. Our Trotter formula also allows to complement results on existence theory of stochastic Schrödinger evolutions by Holevo and Mora/Rebolledo.
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The relationship between price volatility and competition is examined. Atheoretic, vector auto regressions on farm prices of wheat and retail prices of derivatives (flour, bread, pasta, bulgur and cookies) are compared to results from a dynamic, simultaneous-equations model with theory-based farm-to-retail linkages. Analytical results yield insights about numbers of firms and their impacts on demand- and supply-side multipliers, but the applications to Turkish time series (1988:1-1996:12) yield mixed results.
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The recent roll-out of smart metering technologies in several developed countries has intensified research on the impacts of Time-of-Use (TOU) pricing on consumption. This paper analyses a TOU dataset from the Province of Trento in Northern Italy using a stochastic adjustment model. Findings highlight the non-steadiness of the relationship between consumption and TOU price. Weather and active occupancy can partly explain future consumption in relation to price.
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In this article, we illustrate experimentally an important consequence of the stochastic component in choice behaviour which has not been acknowledged so far. Namely, its potential to produce ‘regression to the mean’ (RTM) effects. We employ a novel approach to individual choice under risk, based on repeated multiple-lottery choices (i.e. choices among many lotteries), to show how the high degree of stochastic variability present in individual decisions can distort crucially certain results through RTM effects. We demonstrate the point in the context of a social comparison experiment.
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The 1991 decision of the European Commission on the Tetra Pak case was based on information which seemed to prove the firm's anti-competitive behavior. The Tetra Pak case is investigated here focusing on the meaning of multimarket dominance, using empirical techniques. We find that a more rigorous analysis of the data available would not confirm the Commission's assertions. That is, it cannot be concluded with certainty that the Commission was right to relate Tetra Pak's dominance in the aseptic sector to its market power in the non-aseptic sector. Our results suggest a general framework for the analysis of abusive transfer of market power across vertically or/and horizontally related markets.
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In this paper, the monetary policy independence of European nations in the years before European Economic and Monetary Union (EMU) is investigated using cointegration techniques. Daily data is used to assess pairwise relationships between individual EMU nations and ‘lead’ nation Germany, to assess the hypothesis that Germany was the dominant European nation prior to EMU. By and large our econometric investigations support this hypothesis, and lead us to conclude that the only European nation to lose monetary policy independence in the light of monetary union was Germany. Our results have important policy implications. Given that the loss of monetary policy independence is generally viewed as the main cost of monetary unification, our findings suggest a reconsideration of the costs and benefits of monetary integration. A country can only lose what it has, and in Europe the countries that joined EMU — spare Germany — apparently did not have much to lose, at least not in terms of monetary independence. Instead, they actually gained monetary policy influence by getting a seat in the ECB's governing council which is responsible for setting interest policy in the euro area.
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This article aims to analyse how the meaning of the notions of ‘restrictions’ and ‘discrimination’ in EU free movement law has developed through the years, and to explore how the relationship between them has evolved. It is explained that the two concepts under examination had originally been closely intertwined, in the sense that one defined the other, the element holding them together being the aim of the relevant provisions to liberalise the inter-State movement of persons in the EU, as part of the process of establishing an internal market. Yet, more recently, the way that the Court has chosen to delimit their scope, illustrates that each of these notions can now have a life of its own, meaning that ‘discrimination’ can include discriminatory measures which do not lead to restrictions that are contrary to the free movement provisions, and ‘restriction’ can cover national measures that are not discriminatory.
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Stochastic methods are a crucial area in contemporary climate research and are increasingly being used in comprehensive weather and climate prediction models as well as reduced order climate models. Stochastic methods are used as subgrid-scale parameterizations (SSPs) as well as for model error representation, uncertainty quantification, data assimilation, and ensemble prediction. The need to use stochastic approaches in weather and climate models arises because we still cannot resolve all necessary processes and scales in comprehensive numerical weather and climate prediction models. In many practical applications one is mainly interested in the largest and potentially predictable scales and not necessarily in the small and fast scales. For instance, reduced order models can simulate and predict large-scale modes. Statistical mechanics and dynamical systems theory suggest that in reduced order models the impact of unresolved degrees of freedom can be represented by suitable combinations of deterministic and stochastic components and non-Markovian (memory) terms. Stochastic approaches in numerical weather and climate prediction models also lead to the reduction of model biases. Hence, there is a clear need for systematic stochastic approaches in weather and climate modeling. In this review, we present evidence for stochastic effects in laboratory experiments. Then we provide an overview of stochastic climate theory from an applied mathematics perspective. We also survey the current use of stochastic methods in comprehensive weather and climate prediction models and show that stochastic parameterizations have the potential to remedy many of the current biases in these comprehensive models.
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Namibia has high levels of invertebrate endemism, but biodiversity research has been geographically and taxonomically limited. In South African savannah, species richness of ground-foraging ant assemblages is regulated by dominant ant species, but this pattern has not been tested in other arid environments. In this study, we provide a description of ant diversity at baits in three different Namibian habitats (savannah, saltpan and desert), and we test the relationship between ant dominance and richness for ground-foraging and arboreal species. Forty-two ant species were collected in this study, with species richness being highest in the saltpan, followed by savannah and then desert. Ant assemblages were most similar between the savannah and desert, due to shared arboreal species. Similarity between savannah and saltpan ant assemblages was due to an overlap in ground-foraging species. Ground ants were more diverse than arboreal ants, and several species were observed at baits for both strata, although the degree of overlap varied with habitat type. The dominance-richness relationship varied depending on habitat and sampling strata. We found a unimodal relationship in the saltpan, but not in the savannah. For ground ants the relationship was logarithmic, with increasing abundance of dominants leading to decreasing overall species richness. However, no trend was observed for the arboreal ant assemblage. In the desert, low ant abundance meant that we were unable to assign species dominance, possibly due to reduced foraging activity caused by high temperatures. The lack of a consistent dominance-richness trend across assemblages may be the result of varying degrees of environmental stress or competition. Our study is a preliminary description of diversity and dominance in Namibia, and we hope it stimulates further research on ant assemblages in arid regions of Africa.
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Treffers-Daller and Korybski propose to operationalize language dominance on the basis of measures of lexical diversity, as computed, in this particular study, on transcripts of stories told by Polish-English bilinguals in each of their languages They compute four different Indices of Language Dominance (ILD) on the basis of two different measures of lexical diversity, the Index of Guiraud (Guiraud, 1954) and HD-D (McCarthy & Jarvis, 2007). They compare simple indices, which are based on subtracting scores from one language from scores for another language, to more complex indices based on the formula Birdsong borrowed from the field of handedness, namely the ratio of (Difference in Scores) / (Sum of Scores). Positive scores on each of these Indices of Language Dominance mean that informants are more English-dominant and negative scores that they are more Polish-dominant. The authors address the difficulty of comparing scores across languages by carefully lemmatizing the data. Following Flege, Mackay and Piske (2002) they also look into the validity of these indices by investigating to what extent they can predict scores on other, independently measured variables. They use correlations and regression analysis for this, which has the advantage that the dominance indices are used as continuous variables and arbitrary cut-off points between balanced and dominant bilinguals need not be chosen. However, they also show how the computation of z-scores can help facilitate a discussion about the appropriateness of different cut-off points across different data sets and measurement scales in those cases where researchers consider it necessary to make categorial distinctions between balanced and dominant bilinguals. Treffers-Daller and Korybski correlate the ILD scores with four other variables, namely Length of Residence in the UK, attitudes towards English and life in the UK, frequency of usage of English at home and frequency of code-switching. They found that the indices correlated significantly with most of these variables, but there were clear differences between the Guiraud-based indices and the HDD-based indices. In a regression analysis three of the measures were also found to be a significant predictor of English language usage at home. They conclude that the correlations and the regression analyses lend strong support to the validity of their approach to language dominance.
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Previous studies have shown that the Indo-Pacific atmospheric response to ENSO comprises two dominant modes of variability: a meridionally quasi-symmetric response (independent from the annual cycle) and an anti-symmetric response (arising from the nonlinear atmospheric interaction between ENSO variability and the annual cycle), referred to as the combination mode (C-Mode). This study demonstrates that the direct El Niño signal over the tropics is confined to the equatorial region and has no significant impact on the atmospheric response over East Asia. The El Niño-associated equatorial anomalies can be expanded towards off-equatorial regions by the C-Mode through ENSO’s interaction with the annual cycle. The C-Mode is the prime driver for the development of an anomalous low-level anticyclone over the western North Pacific (WNP) during the El Niño decay phase, which usually transports more moisture to East Asia and thereby causes more precipitation over southern China. We use an Atmospheric General Circulation Model that well reproduces the WNP anticyclonic anomalies when both El Niño sea surface temperature (SST) anomalies as well as the SST annual cycle are prescribed as boundary conditions. However, no significant WNP anticyclonic circulation anomaly appears during the El Niño decay phase when excluding the SST annual cycle. Our analyses of observational data and model experiments suggest that the annual cycle plays a key role in the East Asian climate anomalies associated with El Niño through their nonlinear atmospheric interaction. Hence, a realistic simulation of the annual cycle is crucial in order to correctly capture the ENSO-associated climate anomalies over East Asia.
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Threat-relevant stimuli such as fear faces are prioritized by the human visual system. Recent research suggests that this prioritization begins during unconscious processing: A specialized (possibly subcortical) pathway evaluates the threat relevance of visual input, resulting in preferential access to awareness for threat stimuli. Our data challenge this claim. We used a continuous flash suppression (CFS) paradigm to present emotional face stimuli outside of awareness. It has been shown using CFS that salient (e.g., high contrast) and recognizable stimuli (faces, words) become visible more quickly than less salient or less recognizable stimuli. We found that although fearful faces emerge from suppression faster than other faces, this was wholly explained by their low-level visual properties, rather than their emotional content. We conclude that, in the competition for visual awareness, the visual system prefers and promotes unconscious stimuli that are more “face-like,” but the emotional content of a face has no effect on stimulus salience.
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As satellite technology develops, satellite rainfall estimates are likely to become ever more important in the world of food security. It is therefore vital to be able to identify the uncertainty of such estimates and for end users to be able to use this information in a meaningful way. This paper presents new developments in the methodology of simulating satellite rainfall ensembles from thermal infrared satellite data. Although the basic sequential simulation methodology has been developed in previous studies, it was not suitable for use in regions with more complex terrain and limited calibration data. Developments in this work include the creation of a multithreshold, multizone calibration procedure, plus investigations into the causes of an overestimation of low rainfall amounts and the best way to take into account clustered calibration data. A case study of the Ethiopian highlands has been used as an illustration.