Non-Markovian stochastic processes and their applications: from anomalous diffusion to time series analysis

This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.

BDI agents for Real Time Strategy games

While the use of distributed intelligence has been incrementally spreading in the design of a great number of intelligent systems, the field of Artificial Intelligence in Real Time Strategy games has remained mostly a centralized environment. Despite turn-based games have attained AIs of world-class level, the fast paced nature of RTS games has proven to be a significant obstacle to the quality of its AIs. Chapter 1 introduces RTS games describing their characteristics, mechanics and elements. Chapter 2 introduces Multi-Agent Systems and the use of the Beliefs-Desires-Intentions abstraction, analysing the possibilities given by self-computing properties. In Chapter 3 the current state of AI development in RTS games is analyzed highlighting the struggles of the gaming industry to produce valuable. The focus on improving multiplayer experience has impacted gravely on the quality of the AIs thus leaving them with serious flaws that impair their ability to challenge and entertain players. Chapter 4 explores different aspects of AI development for RTS, evaluating the potential strengths and weaknesses of an agent-based approach and analysing which aspects can benefit the most against centralized AIs. Chapter 5 describes a generic agent-based framework for RTS games where every game entity becomes an agent, each of which having its own knowledge and set of goals. Different aspects of the game, like economy, exploration and warfare are also analysed, and some agent-based solutions are outlined. The possible exploitation of self-computing properties to efficiently organize the agents activity is then inspected. Chapter 6 presents the design and implementation of an AI for an existing Open Source game in beta development stage: 0 a.d., an historical RTS game on ancient warfare which features a modern graphical engine and evolved mechanics. The entities in the conceptual framework are implemented in a new agent-based platform seamlessly nested inside the existing game engine, called ABot, widely described in Chapters 7, 8 and 9. Chapter 10 and 11 include the design and realization of a new agent based language useful for defining behavioural modules for the agents in ABot, paving the way for a wider spectrum of contributors. Chapter 12 concludes the work analysing the outcome of tests meant to evaluate strategies, realism and pure performance, finally drawing conclusions and future works in Chapter 13.

Entwicklung eines ökotouristischen Nutzungskonzeptes für den ehemaligen Militärstandort Hjerkinn Skytefelt im Nationalpark Dovrefjell-Sunndalsfjella in Mittel-Norwegen

Der Ökotourismus hat sich in den letzten Jahren zu einer Tourismussparte entwickelt, die nicht nur immer mehr Interessenten unter den Nutzern findet, sondern auch vielfältige Forschungsmöglichkeiten eröffnet.rnAus interdisziplinärer Betrachtungsweise kann man sowohl in den Gebieten der Biologie, der Wirtschaft, der Geographie, aber auch der Politik forschend tätig werden. rnDa der Tourismus in den letzten Jahren eine immer größere Bedeutung gerade für Länder mit weitestgehend intakten Naturressourcen erlangt hat, stellt sich die Frage inwieweit die Wirtschaft eines Landes auf diese Einnahmequelle angewiesen ist und ob nicht die ökologischen Belange immer weiter in den Hintergrund treten.rnAus diesem Ansatz heraus erfolgte zunächst eine qualitative und quantitative Bestandsaufnahme, die ein klares Bild vom derzeitigen Zustand in der Region ermöglicht. Darüber hinaus werden im Rahmen der Untersuchungen Zukunftsperspektiven aufgezeigt. Diese sollen verdeutlichen, inwieweit man steuernd in solche dynamischen Entwicklungsprozesse eingreifen kann oder soll.rnDie Schwerpunkte dieser Arbeit liegen in dem Bereich der Befragung von Touristen und in der Ausarbeitung eines digitalen Geländemodells zur späteren Nutzung in einem aufzubauenden Nationalpark-Infozentrum. Auf der Grundlage dieser Untersuchungen wurde ein touristisches Nutzungskonzept entwickelt und auf seine ökologischen Umsetzungschancen hin untersucht. Der Aspekt des Ökotourismus wird einleitend erörtert und definiert. Anschließend werden die Potenziale der norwegischen Tourismuswirtschaft untersucht. Die Befragungsergebnisse sowohl der norwegischen Besucher als auch der ausländischen Touristen werden in verschiedenen Korrelationen näher untersucht.rnEin gesonderter Bereich der Untersuchungen gilt dem Problemfeld des Wildcampings in Norwegen. Die dramatischen Entwicklungen der letzten Jahre rufen immer mehr Aktivisten auf den Plan. Da die Deutschen die größte Besuchergruppe darstellen, wurden innerhalb der Jahre 2003 bis 2006 Einzelinterviews geführt, um einen Überblick über das Übernachtungsverhalten der Deutschen in Norwegen gewinnen zu können. In den vergangenen 10 Jahren sind die deutschen Besucherzahlen in Norwegen leicht rückläufig, während die der Niederländer kontinuierlich steigen.rnAuf diesen Ergebnissen basierend wurden problemzentrierte Interviews mit Wohnmobilreisenden, der größten Gruppe der Individualreisenden, durchgeführt. rnMehr als 600.000 Nächte pro Jahr verbrachten die deutschen Wohnmobilreisenden außerhalb der Campingplätze, was ökologische und ökonomische Auswirkungen hat und nicht mehr mit dem in Norwegen geltenden „Allemansrett“, dem Jedermannsrecht, vereinbar ist. rnGerade die Touristen, die mit dem Wohnmobil reisen, können nur schwer mit anderen Reisenden verglichen werden, da sie mit einer völlig anderen Reiseauffassung mehr oder weniger autark unterwegs sind. Dabei legen sie besonders große Distanzen zurück und haben sich zum Ziel gesetzt, möglichst viel in kurzer Zeit zu sehen und zu erleben. Für alle Touristengruppen wurde untersucht, auf welchem Weg die Informationen für die geplante Reise beschafft wurden. Der Reiseführer ist der hauptsächliche Informationslieferant und ist teilweise für das Verhalten der Urlauber mitverantwortlich. Es konnte festgestellt werden, dass das Image des Landes und die Reisemotive das Reiseverhalten und die Wahrnehmung determinieren. Eine Untersuchung der so genannten Pull- und Push-Faktoren ergab, dass die nahezu noch unberührte Natur, die raue Landschaft sowie Ruhe und Erholung die entscheidenden Pull-Faktoren für Norwegenreisende sind. Dabei überprägt das Image Norwegens als „wildes Naturland“ die Wahrnehmung für verschiedene Problembereiche, die in Norwegen, wie auch in vielen anderen Ländern Europas, durchaus vorhanden sind. rnProblemfelder, wie Landschaftsausbeutung, Wildcamping, reduziertes Konsumverhalten und damit einhergehende rückläufige Besucherzahlen, können aber durch innovative Tourismuskonzepte und neue Reiseformen abgebaut werden. Hierbei sind Medien, wie Reiseführer, Internet und Reisemagazine, in die Pflicht zu nehmen.

Night Vision Imaging System (NVIS) certification requirements analysis of an Airbus Helicopters H135

The safe operation of nighttime flight missions would be enhanced using Night Vision Imaging Systems (NVIS) equipment. This has been clear to the military since 1970s and to the civil helicopters since 1990s. In these last months, even Italian Emergency Medical Service (EMS) operators require Night Vision Goggles (NVG) devices that therefore amplify the ambient light. In order to fly with this technology, helicopters have to be NVIS-approved. The author have supported a company, to quantify the potentiality of undertaking the certification activity, through a feasibility study. Even before, NVG description and working principles have been done, then specifications analysis about the processes to make a helicopter NVIS-approved has been addressed. The noteworthy difference between military specifications and the civilian ones highlights non-irrevelant lacks in the latter. The activity of NVIS certification could be a good investment because the following targets have been achieved: Reductions of the certification cost, of the operating time and of the number of non-compliance.

Contemporary Hollywood And The Attention Economy

This thesis had two goals: to explore the transformation of Hollywood from the 1930s to present, and to investigate how Contemporary Hollywood functions in a growing attention economy. Evident in the types of films that it produces as well as its evolving industrial structure, Contemporary Hollywood significantly differs from the Classical Hollywood of the 1930s. New digital technologies like surround sound and computer-generated imagery (CGI) have allowed studios to create a different type of film like the blockbuster and to have more extensive control over their films. Additionally, growing exhibition and distribution platforms have also fundamentally altered the industrial landscape of Hollywood. In order to combat this more egalitarian distribution system, Contemporary Hollywood has turned to conglomeratization. But, what has caused such a radical shift in the form and function of Contemporary Hollywood and its films? This thesis argues that Hollywood is failing to thrive in this new media landscape¿not because of changing technologies¿but because of a changing consumer. Richard Lanham theorizes that we are living in a growing attention economy, where human attention is the most valuable commodity in such an information-saturated society. For the current consumer, there is near-constant media over-stimulation: he or she is exposed to any number of screens (mobile phones, laptops, tablets, televisions, etc.) at any given time. Because we can access anything from anywhere at anytime, we¿ve become somewhat schizophrenic and impatient in terms of the media that we consume in our lives.

Separation of Ownership from Control and Discretionary Managerial Behaviour in a Transition Economy

This study was the final stage of a four-year study of managerial behaviour and company performance in Bulgaria and examined the influence of changing ownership and control structures of companies on managerial behaviour and initiative. It provides a theoretical summary of the specific types of ownership, control, governance structures and managerial strategies in the Bulgarian transitional economy during 1992-1996. It combines two theoretical approaches, the property-rights approach to show concentrated property-rights structure and private and majority types of control as determinants of efficient enterprise risk bearing and constrained managerial discretion, and the agency theory approach to reveal the efficient role of direct non-market governance mechanisms over managers. Mr. Peev also used empirical information collected from the Central Statistical office in Bulgaria, three different enterprise investigations of corporatised state-owned enterprises between 1992 and 1994, and his own data base of privatised and private de novo industrial companies in 1996-1996. The project gives a detailed description of the main property-rights structures in Bulgaria at the present time and of the various control structures related to these. It found that there is a strong owner type of control in private and privatised firms, although, contrary to expectations, 100% state -owned enterprises tended to be characterised by a separation of ownership from control, leaving scope for managerial discretion. Mr. Peev predicts that after the forthcoming mass privatisation, many companies will acquire a dispersed ownership structure and there will be a greater separation of ownership from control and potential or inefficient managerial behaviour. The next aspect considered in detail was governance structures and the influence of the generally unstable macroeconomic environment in the country during the period in question. In examining managerial strategies, Mr. Peev divided the years since 1990 into 3 periods. Even in the first period (1990-1992) there were some signs of a more efficient role for managers and between 1992 and 1994 the picture of control structures and different managerial behaviour in state-owned companies became more diversified. Managerial strategies identified included managerial initiatives for privatisation, where managers took initiative in resolving problems of property rights and introducing restructuring measures and privatisation proposals, managerial initiatives for restructuring without privatisation, and passive adjustment and passive management, where managers seek outside services for marketing, finance management, etc. in order to adjust to the new environment. During 1995-1996 some similarities and differences between the managerial behaviour of privatised and state-owned firms emerged. Firstly, the former have undergone many changes in investment and technology, while managers of state-owned companies have changed little in this field, indicating that the private property-rights structure is more efficient for the long-term adaptation of enterprises. In the area of strategies relating to product quality, marketing, and pricing policy there was little difference between managers of private, privatised and state-owned firms. The most passive managerial behaviour was found in non-incorporated state-owned firms, although these have only an insignificant stake in the economy.

Social stressors at work and sleep quality on sunday night – The mediating role of psychological detachment

Purpose Recovery is a critical link between acute reactions to work-stressors and the development of health-impairments in the long run. Even though recovery is particularly necessary when recovery opportunities during work are insufficient, research on recovery during weekends, is still scarce. To fill this gap we tested, whether the inability to psychologically detach from work mediates the effect of social stressors at work on sleep quality on Sunday night. Design/Methodology Sixty full-time employees participated in the study. Daily assessment included diaries on psychological detachment and ambulatory actigraphy to assess psychophysiological indicators of sleep quality. Results Hierarchical regression analyses revealed social stressors at work to be related with psychological detachment and with several sleep quality parameters on Sunday night. Furthermore, psychological detachment from work mediated the effect of social stressors at work on sleep quality. Limitations Methodological considerations regarding the use of actigraphy data should be taken into account. Research/Practical Implications Our results show that social stressors at work may lower resources just before people get started into the new working week. Originality/Value This is the first study to show that social stressors at work are an antecedent of psychological detachment on Sunday evening and of objective sleep quality on Sunday.

On the Limits of Greenwich Mean Time, or The Failure of a Modernist Revolution

On the Limits of Greenwich Mean Time, or The Failure of a Modernist Revolution From the introduction of World Standard Time in 1884 to Einstein’s theory of relativity, the nature and regulation of time was a highly contested issue in modernism, with profound political, social and epistemological consequences. Modernist aesthetic sensibilities widely revolted against the increasingly strict rule of the clock, which, as Georg Simmel observed in “The Metropolis and Mental Life,” was established as the necessary basis of a capitalist, urban life. This paper will focus on the contending conceptions of time arising in key modernist texts by authors like Joyce, Woolf and Conrad. I will argue that the uniformity and regularity of time necessary to a rising capitalist society came under attack in a similar way by both modernist literary aesthetics and new scientific discoveries. However, while Einstein’s theory of relativity may have led to a subsequent change of paradigm in scientific thought, it has failed to significantly alter social and popular conceptions of time. Although alternative ways of thinking and living with time are proposed by modernist authors, they remain isolated aesthetic experiments, ineffectual against the regulatory pressure of economic and social structures. In this struggle about the nature of time, so I suggest, science and literature join force against a society that is increasingly governed by economic reason. The fact that they lost this struggle can serve as a striking illustration of an increasing shift of social influence from science and art towards economy.