897 resultados para stochastic dominance constraints
Resumo:
Colonius suggests that, in using standard set theory as the language in which to express our computational-level theory of human memory, we would need to violate the axiom of foundation in order to express meaningful memory bindings in which a context is identical to an item in the list. We circumvent Colonius's objection by allowing that a list item may serve as a label for a context without being identical to that context. This debate serves to highlight the value of specifying memory operations in set theoretic notation, as it would have been difficult if not impossible to formulate such an objection at the algorithmic level.
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We identify a test of quantum mechanics versus macroscopic local realism in the form of stochastic electrodynamics. The test uses the steady-state triple quadrature correlations of a parametric oscillator below threshold.
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A robust semi-implicit central partial difference algorithm for the numerical solution of coupled stochastic parabolic partial differential equations (PDEs) is described. This can be used for calculating correlation functions of systems of interacting stochastic fields. Such field equations can arise in the description of Hamiltonian and open systems in the physics of nonlinear processes, and may include multiplicative noise sources. The algorithm can be used for studying the properties of nonlinear quantum or classical field theories. The general approach is outlined and applied to a specific example, namely the quantum statistical fluctuations of ultra-short optical pulses in chi((2)) parametric waveguides. This example uses a non-diagonal coherent state representation, and correctly predicts the sub-shot noise level spectral fluctuations observed in homodyne detection measurements. It is expected that the methods used wilt be applicable for higher-order correlation functions and other physical problems as well. A stochastic differencing technique for reducing sampling errors is also introduced. This involves solving nonlinear stochastic parabolic PDEs in combination with a reference process, which uses the Wigner representation in the example presented here. A computer implementation on MIMD parallel architectures is discussed. (C) 1997 Academic Press.
Resumo:
When linear equality constraints are invariant through time they can be incorporated into estimation by restricted least squares. If, however, the constraints are time-varying, this standard methodology cannot be applied. In this paper we show how to incorporate linear time-varying constraints into the estimation of econometric models. The method involves the augmentation of the observation equation of a state-space model prior to estimation by the Kalman filter. Numerical optimisation routines are used for the estimation. A simple example drawn from demand analysis is used to illustrate the method and its application.
Resumo:
We examined the role of cytokinins (CKs) in release of apical dominance in lateral buds of chickpea (Cicer arietinum L.). Shoot decapitation or application of CKs (benzyladenine, zeatin or dihydrozeatin) stimulated rapid bud growth. Time-lapse video recording revealed growth initiation within 2 h of application of 200 pmol benzyladenine or within 3 h of decapitation. Endogenous CK content in buds changed little in the first 2 h after shoot decapitation, but significantly increased by 6 h, somewhat later than the initiation of bud growth. The main elevated CK was zeatin riboside, whose content per bud increased 7-fold by 6 h and 25-fold by 24 h. Lesser changes were found in amounts of zeatin and isopentenyl adenine CKs. We have yet to distinguish whether these CKs are imported from the roots via the xylem stream or are synthesised in situ in the buds, but CKs may be part of an endogenous signal involved in lateral bud growth stimulation following shoot decapitation. To our knowledge, this is the first detailed report of CK levels in buds themselves during release of apical dominance.
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This paper considers a stochastic frontier production function which has additive, heteroscedastic error structure. The model allows for negative or positive marginal production risks of inputs, as originally proposed by Just and Pope (1978). The technical efficiencies of individual firms in the sample are a function of the levels of the input variables in the stochastic frontier, in addition to the technical inefficiency effects. These are two features of the model which are not exhibited by the commonly used stochastic frontiers with multiplicative error structures, An empirical application is presented using cross-sectional data on Ethiopian peasant farmers. The null hypothesis of no technical inefficiencies of production among these farmers is accepted. Further, the flexible risk models do not fit the data on peasant farmers as well as the traditional stochastic frontier model with multiplicative error structure.
Resumo:
Economics is commonly described as "the science of allocating scarce resources." By contrast, a popular description of politics is "the art of the possible." Both of these descriptions refer to the same central feature of human existence: our wants generally exceed our capacity to satisfy them. However, economic and political approaches to the problem of scarcity are quite different. [Extract from Introduction]
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This report provides a benchmark of progress in regional planning for natural resource management in Queensland and the tropical savannas region of northern Australia during 2004. It is based on a review of regional plans and planning processes against a set of pre-defined criteria designed specifically to evaluate regional planning arrangements.