Methodology for studying the numerical speed of sound in finite differences schemes

The space and time discretization inherent to all FDTD schemesintroduce non-physical dispersion errors, i.e. deviations ofthe speed of sound from the theoretical value predicted bythe governing Euler differential equations. A generalmethodologyfor computing this dispersion error via straightforwardnumerical simulations of the FDTD schemes is presented.The method is shown to provide remarkable accuraciesof the order of 1/1000 in a wide variety of twodimensionalfinite difference schemes.

Sequential estimation of multipath MIMO-OFDM channels

Wireless “MIMO” systems, employing multiple transmit and receive antennas, promise a significant increase of channel capacity, while orthogonal frequency-division multiplexing (OFDM) is attracting a good deal of attention due to its robustness to multipath fading. Thus, the combination of both techniques is an attractive proposition for radio transmission. The goal of this paper is the description and analysis of a new and novel pilot-aided estimator of multipath block-fading channels. Typical models leading to estimation algorithms assume the number of multipath components and delays to be constant (and often known), while their amplitudes are allowed to vary with time. Our estimator is focused instead on the more realistic assumption that the number of channel taps is also unknown and varies with time following a known probabilistic model. The estimation problem arising from these assumptions is solved using Random-Set Theory (RST), whereby one regards the multipath-channel response as a single set-valued random entity.Within this framework, Bayesian recursive equations determine the evolution with time of the channel estimator. Due to the lack of a closed form for the solution of Bayesian equations, a (Rao–Blackwellized) particle filter (RBPF) implementation ofthe channel estimator is advocated. Since the resulting estimator exhibits a complexity which grows exponentially with the number of multipath components, a simplified version is also introduced. Simulation results describing the performance of our channel estimator demonstrate its effectiveness.

Estudio y evaluación de una herramienta para representar máquinas de estado finitas

En este artículo se presentan los resultados y conclusiones del trabajo deinvestigación llevado a cabo sobre herramientas informáticas para representación de grafos de autómatas de estado finitos. El principal resultado de esta investigación es el desarrollo de una nueva herramienta, que permita dibujar el grafo de forma totalmente automática, partiendo de una tabla de transiciones donde se describe al autómata en cuestión.

REMAP - A Probabilistic Survery of Iowa's Perennial Rivers and Streams, 2007

This monthly report from the Iowa Department of Transportation is about the water quality management of Iowa's rivers, streams and lakes.

Finite sample nonparametric tests for linear regressions

We introduce several exact nonparametric tests for finite sample multivariatelinear regressions, and compare their powers. This fills an important gap inthe literature where the only known nonparametric tests are either asymptotic,or assume one covariate only.

Additional utility of insiders with imperfect dynamical information

In this paper we consider an insider with privileged information thatis affected by an independent noise vanishing as the revelation timeapproaches. At this time, information is available to every trader. Ourfinancial markets are based on Wiener space. In probabilistic terms weobtain an infinite dimensional extension of Jacod s theorem to covercases of progressive enlargement of filtrations. The application ofthis result gives the semimartingale decomposition of the originalWiener process under the progressively enlarged filtration. As anapplication we prove that if the rate at which the additional noise inthe insider s information vanishes is slow enough then there is noarbitrage and the additional utility of the insider is finite.

Bilateral dorsal and ventral fiber pathways for the processing of affective prosody identified by probabilistic fiber tracking.

Dorsal and ventral pathways for syntacto-semantic speech processing in the left hemisphere are represented in the dual-stream model of auditory processing. Here we report new findings for the right dorsal and ventral temporo-frontal pathway during processing of affectively intonated speech (i.e. affective prosody) in humans, together with several left hemispheric structural connections, partly resembling those for syntacto-semantic speech processing. We investigated white matter fiber connectivity between regions responding to affective prosody in several subregions of the bilateral superior temporal cortex (secondary and higher-level auditory cortex) and of the inferior frontal cortex (anterior and posterior inferior frontal gyrus). The fiber connectivity was investigated by using probabilistic diffusion tensor based tractography. The results underscore several so far underestimated auditory pathway connections, especially for the processing of affective prosody, such as a right ventral auditory pathway. The results also suggest the existence of a dual-stream processing in the right hemisphere, and a general predominance of the dorsal pathways in both hemispheres underlying the neural processing of affective prosody in an extended temporo-frontal network.

Bringing game theory to hypothesis testing: Establishing finite sample bounds on inference

Small sample properties are of fundamental interest when only limited data is avail-able. Exact inference is limited by constraints imposed by speci.c nonrandomizedtests and of course also by lack of more data. These e¤ects can be separated as we propose to evaluate a test by comparing its type II error to the minimal type II error among all tests for the given sample. Game theory is used to establish this minimal type II error, the associated randomized test is characterized as part of a Nash equilibrium of a .ctitious game against nature.We use this method to investigate sequential tests for the di¤erence between twomeans when outcomes are constrained to belong to a given bounded set. Tests ofinequality and of noninferiority are included. We .nd that inference in terms oftype II error based on a balanced sample cannot be improved by sequential sampling or even by observing counter factual evidence providing there is a reasonable gap between the hypotheses.

On equilibria in duopolies with finite strategy spaces

We will call a game a reachable (pure strategy) equilibria game if startingfrom any strategy by any player, by a sequence of best-response moves weare able to reach a (pure strategy) equilibrium. We give a characterizationof all finite strategy space duopolies with reachable equilibria. Wedescribe some applications of the sufficient conditions of the characterization.

Finite horizon bargaining and the consistent field

This paper explores the relationships between noncooperative bargaining games and the consistent value for non-transferable utility (NTU) cooperative games. A dynamic approach to the consistent value for NTU games is introduced: the consistent vector field. The main contribution of the paper is to show that the consistent field is intimately related to the concept of subgame perfection for finite horizon noncooperative bargaining games, as the horizon goes to infinity and the cost of delay goes to zero. The solutions of the dynamic system associated to the consistent field characterize the subgame perfect equilibrium payoffs of the noncooperative bargaining games. We show that for transferable utility, hyperplane and pure bargaining games, the dynamics of the consistent fields converge globally to the unique consistent value. However, in the general NTU case, the dynamics of the consistent field can be complex. An example is constructed where the consistent field has cyclic solutions; moreover, the finite horizon subgame perfect equilibria do not approach the consistent value.

Recent misconceptions about the "database search problem": a probabilistic analysis using Bayesian networks

This paper analyses and discusses arguments that emerge from a recent discussion about the proper assessment of the evidential value of correspondences observed between the characteristics of a crime stain and those of a sample from a suspect when (i) this latter individual is found as a result of a database search and (ii) remaining database members are excluded as potential sources (because of different analytical characteristics). Using a graphical probability approach (i.e., Bayesian networks), the paper here intends to clarify that there is no need to (i) introduce a correction factor equal to the size of the searched database (i.e., to reduce a likelihood ratio), nor to (ii) adopt a propositional level not directly related to the suspect matching the crime stain (i.e., a proposition of the kind 'some person in (outside) the database is the source of the crime stain' rather than 'the suspect (some other person) is the source of the crime stain'). The present research thus confirms existing literature on the topic that has repeatedly demonstrated that the latter two requirements (i) and (ii) should not be a cause of concern.

Multiple prisoner's dilemma games with (out) an outside option: An experimental study

Experiments in which subjects play simultaneously several finite prisoner's dilemma supergames with and without an outside optionreveal that: (i) subjects use probabilistic start and endeffect behaviour, (ii) the freedom to choose whether to play the prisoner's dilemma game enhances cooperation, (iii) if the payoff for simultaneous defection is negative, subjects' tendency to avoid losses leads them to cooperate; while this tendency makes them stick to mutual defection if its payoff is positive.

Probabilistic maximal covering location-allocation models with constrained waiting time or queue length for congested systems

When dealing with the design of service networks, such as healthand EMS services, banking or distributed ticket selling services, thelocation of service centers has a strong influence on the congestion ateach of them, and consequently, on the quality of service. In this paper,several models are presented to consider service congestion. The firstmodel addresses the issue of the location of the least number of single--servercenters such that all the population is served within a standard distance,and nobody stands in line for a time longer than a given time--limit, or withmore than a predetermined number of other clients. We then formulateseveral maximal coverage models, with one or more servers per service center.A new heuristic is developed to solve the models and tested in a 30--nodesnetwork.