Exit times in non-Markovian drifting continuous-time random-walk processes

By appealing to renewal theory we determine the equations that the mean exit time of a continuous-time random walk with drift satisfies both when the present coincides with a jump instant or when it does not. Particular attention is paid to the corrections ensuing from the non-Markovian nature of the process. We show that when drift and jumps have the same sign the relevant integral equations can be solved in closed form. The case when holding times have the classical Erlang distribution is considered in detail.

Monotonic continuous-time random walks with drift and stochastic reset events

In this paper we consider a stochastic process that may experience random reset events which suddenly bring the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonic continuous-time random walks with a constant drift: The process increases between the reset events, either by the effect of the random jumps, or by the action of the deterministic drift. As a result of all these combined factors interesting properties emerge, like the existence (for any drift strength) of a stationary transition probability density function, or the faculty of the model to reproduce power-law-like behavior. General formulas for two extreme statistics, the survival probability, and the mean exit time, are also derived. To corroborate in an independent way the results of the paper, Monte Carlo methods were used. These numerical estimations are in full agreement with the analytical predictions.

Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey

Sobriety checkpoints are not usually randomly located by traffic authorities. As such, information provided by non-random alcohol tests cannot be used to infer the characteristics of the general driving population. In this paper a case study is presented in which the prevalence of alcohol-impaired driving is estimated for the general population of drivers. A stratified probabilistic sample was designed to represent vehicles circulating in non-urban areas of Catalonia (Spain), a region characterized by its complex transportation network and dense traffic around the metropolis of Barcelona. Random breath alcohol concentration tests were performed during spring 2012 on 7,596 drivers. The estimated prevalence of alcohol-impaired drivers was 1.29 PER CENT, which is roughly a third of the rate obtained in non-random tests. Higher rates were found on weekends (1.90 PER CENT on Saturdays, 4.29 PER CENT on Sundays) and especially at night. The rate is higher for men (1.45 PER CENT) than for women (0.64 PER CENT) and the percentage of positive outcomes shows an increasing pattern with age. In vehicles with two occupants, the proportion of alcohol-impaired drivers is estimated at 2.62 PER CENT, but when the driver was alone the rate drops to 0.84 PER CENT, which might reflect the socialization of drinking habits. The results are compared with outcomes in previous surveys, showing a decreasing trend in the prevalence of alcohol-impaired drivers over time.

Persistent random walk model for transport trough thin slabs

We present a model for transport in multiply scattering media based on a three-dimensional generalization of the persistent random walk. The model assumes that photons move along directions that are parallel to the axes. Although this hypothesis is not realistic, it allows us to solve exactly the problem of multiple scattering propagation in a thin slab. Among other quantities, the transmission probability and the mean transmission time can be calculated exactly. Besides being completely solvable, the model could be used as a benchmark for approximation schemes to multiple light scattering.

LSB Matching Steganalysis Based on Patterns of Pixel Differences and Random Embedding

Peer-reviewed

Group preference structures in AHP–group decision making

This paper presents a procedure that allows us to determine the preference structures(PS) associated to each of the different groups of actors that can be identified in a groupdecision making problem with a large number of individuals. To that end, it makesuse of the Analytic Hierarchy Process (AHP) (Saaty, 1980) as the technique to solvediscrete multicriteria decision making problems. This technique permits the resolutionof multicriteria, multienvironment and multiactor problems in which subjective aspectsand uncertainty have been incorporated into the model, constructing ratio scales correspondingto the priorities relative to the elements being compared, normalised in adistributive manner (wi = 1). On the basis of the individuals’ priorities we identifydifferent clusters for the decision makers and, for each of these, the associated preferencestructure using, to that end, tools analogous to those of Multidimensional Scaling.The resulting PS will be employed to extract knowledge for the subsequent negotiationprocesses and, should it be necessary, to determine the relative importance of thealternatives being compared using anyone of the existing procedures

Random walk radiosity with generalized absorption probabilities

The author studies random walk estimators for radiosity with generalized absorption probabilities. That is, a path will either die or survive on a patch according to an arbitrary probability. The estimators studied so far, the infinite path length estimator and finite path length one, can be considered as particular cases. Practical applications of the random walks with generalized probabilities are given. A necessary and sufficient condition for the existence of the variance is given, together with heuristics to be used in practical cases. The optimal probabilities are also found for the case when one is interested in the whole scene, and are equal to the reflectivities

Empirical welfare analysis: when preferences matter

Fleurbaey and Maniquet have proposed the criteria of conditional equality and of egalitarian equivalence to assess the equity among individuals in an ordinal setting. Empirical applications are rare and only partially consistent with their framework. We propose a new empirical approach that relies on individual preferences, is consistent with the ordinal criteria and enables to compare them with the cardinal criteria. We estimate a utility function that incorporates individual heterogeneous preferences, obtain ordinal measures of well-being and apply conditional equality and egalitarian equivalence. We then propose two cardinal measures of well-being, that are comparable with the ordinal model, to compute Roemer’s and Van de gaer’s criteria. Finally we compare the characteristics of the worst-off displayed by each criterion. We apply this model to a sample of US micro data and obtain that about 18% of the worst-off are not common to all criteria.

Testing the Random Walk Hypothesis on the Baltic Stock Markets

The purpose of the thesis is to analyze whether the returns of general stock market indices of Estonia, Latvia and Lithuania follow the random walk hypothesis (RWH), and in addition, whether they are consistent with the weak-form efficiency criterion. Also the existence of the day-of-the-week anomaly is examined in the same regional markets. The data consists of daily closing quotes of the OMX Tallinn, Riga and Vilnius total return indices for the sample period from January 3, 2000 to August 28, 2009. Moreover, the full sample period is also divided into two sub-periods. The RWH is tested by applying three quantitative methods (i.e. the Augmented Dickey-Fuller unit root test, serial correlation test and non-parametric runs test). Ordinary Least Squares (OLS) regression with dummy variables is employed to detect the day-of-the-week anomalies. The random walk hypothesis (RWH) is rejected in the Estonian and Lithuanian stock markets. The Latvian stock market exhibits more efficient behaviour, although some evidence of inefficiency is also found, mostly during the first sub-period from 2000 to 2004. Day-of-the-week anomalies are detected on every stock market examined, though no longer during the later sub-period.

DISAGREEING OVER EVALUATIVES: PREFERENCE, NORMATIVE AND MORAL DISCOURSE

Abstract Why would we argue about taste, norms or morality when we know that these topics are relative to taste preferences, systems of norms or values to which we are committed? Yet, disagreements over these topics are common in our evaluative discourses. I will claim that the motives to discuss rely on our attitudes towards the standard held by the speakers in each domain of discourse, relating different attitudes to different motives -mainly, conviction and correction. These notions of attitudes and motives will allow me to claim that different domains of evaluative discourse have a different distribution of disagreements driven by them.

Some advances in mathematical models for preference relations

Preference relations, and their modeling, have played a crucial role in both social sciences and applied mathematics. A special category of preference relations is represented by cardinal preference relations, which are nothing other than relations which can also take into account the degree of relation. Preference relations play a pivotal role in most of multi criteria decision making methods and in the operational research. This thesis aims at showing some recent advances in their methodology. Actually, there are a number of open issues in this field and the contributions presented in this thesis can be grouped accordingly. The first issue regards the estimation of a weight vector given a preference relation. A new and efficient algorithm for estimating the priority vector of a reciprocal relation, i.e. a special type of preference relation, is going to be presented. The same section contains the proof that twenty methods already proposed in literature lead to unsatisfactory results as they employ a conflicting constraint in their optimization model. The second area of interest concerns consistency evaluation and it is possibly the kernel of the thesis. This thesis contains the proofs that some indices are equivalent and that therefore, some seemingly different formulae, end up leading to the very same result. Moreover, some numerical simulations are presented. The section ends with some consideration of a new method for fairly evaluating consistency. The third matter regards incomplete relations and how to estimate missing comparisons. This section reports a numerical study of the methods already proposed in literature and analyzes their behavior in different situations. The fourth, and last, topic, proposes a way to deal with group decision making by means of connecting preference relations with social network analysis.

FOOD PREFERENCE AND CONSUMPTION OF AQUATIC MACROPHYTES SUBMERGED BY SNAIL Pomacea canaliculata

ABSTRACTThe objective of this study was to evaluate the consumption potential, food preference and use of snail Pomacea canaliculata as a biocontrol agent of four submerged aquatic macrophytes (Ceratophyllumdemersum, Egeriadensa, Egerianajas and Hydrilla verticillata). Two experiments were performed. In the first experiment, the introduction of a snail took place and 10 grams of each macrophyte in plastic containers with 1 liter of water. The assessments of consumption by the snail were performed at each 48 hours, during 12 days. The second experiment was performed in 600 liters microcosms containing five snails in each experimental unit. Fifty grams of each macrophyte were offered the snails at the same time, adding the same amounts after seven, 14, 21 and 30 days. On both trials, the most consumed macrophyte by the P.canaliculata was H.verticillata (7.64 ± 1.0 g 48 h and 50 ± 0.18 g) respectively, significantly differing from the others. However, in the absence of H.verticilata, E.najas and E.densa were consumed. The preference of P.canaliculata for H.verticillata is very interesting, because this plant is exotic and problematic in Brazil, and the snail is one more tool for biological management of submerged aquatic macrophyte H.verticillata.

Correlations between ANP concentrations in atria, plasma and cerebral structures and sodium chloride preference in Wistar rats

We determined whether ANP (atrial natriuretic peptide) concentrations, measured by radioimmunoassay, in the ANPergic cerebral regions involved in regulation of sodium intake and excretion and pituitary gland correlated with differences in sodium preference among 40 Wistar male rats (180-220 g). Sodium preference was measured as mean spontaneous ingestion of 1.5% NaCl solution during a test period of 12 days. The relevant tissues included the olfactory bulb (OB), the posterior and anterior lobes of the pituitary gland (PP and AP, respectively), the median eminence (ME), the medial basal hypothalamus (MBH), and the region anteroventral to the third ventricle (AV3V). We also measured ANP content in the right (RA) and left atrium (LA) and plasma. The concentrations of ANP in the OB and the AP were correlated with sodium ingestion during the preceding 24 h, since an increase of ANP in these structures was associated with a reduced ingestion and vice-versa (OB: r = -0.3649, P<0.05; AP: r = -0.3291, P<0.05). Moreover, the AP exhibited a correlation between ANP concentration and mean NaCl intake (r = -0.4165, P<0.05), but this was not the case for the OB (r = 0.2422). This suggests that differences in sodium preference among individual male rats can be related to variations of AP ANP level. Earlier studies indicated that the OB is involved in the control of NaCl ingestion. Our data suggest that the OB ANP level may play a role mainly in day-to-day variations of sodium ingestion in the individual rat