First-passage times for non-Markovian processes: Shot noise

The stochastic-trajectory-analysis technique is applied to the calculation of the mean¿first-passage-time statistics for processes driven by external shot noise. Explicit analytical expressions are obtained for free and bound processes.

First-passage times for non-Markovian processes: Multivalued noise

A new method for the calculation of first-passage times for non-Markovian processes is presented. In addition to the general formalism, some familiar examples are worked out in detail.

Three essays on internationalization and firm entrepreneurial behavior

PAPER 1: A THEORY ON THE EFFECTS OF INTERNATIONALIZATION ON FIRM ENTREPRENEURIAL BEHAVIOR AND GROWTH Abstract This article addresses the relationship. Past findings reveal that the direct effects of internationalization on performance are mixed and inconclusive. Our framework integrates firm entrepreneurial behavior as a mediating force of the troublesome Drawing on the tension between the entrepreneurship literature and the organizational inertia theory, we argue that internationalization is key to minimizing the stifling effects of inertia and in engendering entrepreneurial behavior towards growth. We suggest that firms that internationalize at a young age and enjoy an intense degree of internationalization tend to become more entrepreneurial than do late and weakly internationalized firms. As a consequence, early and intense internationalizers experience superior growth. Aware of the inherent endogeneity of our propositions, we also discuss how consistent estimates can be obtained when testing the model empirically. PAPER 2: DOES INTERNATIONALIZATION MATTER FOR GROWTH? THE CASE OF SWISS SOFTWARE FIRMS. Abstract This paper seeks to address the issue of whether early and intense internationalization leads to superior firm growth. We revisit the hypotheses of previous studies within the emerging research domain of international entrepreneurship. Empirical analyses on the performance implications of internationalization have so far been limited and inconsistent. Our paper intends to make two contributions to the international entrepreneurship literature. First, we bring additional empirical evidence as to the inconclusive firm performance endogeneity in our causal model, using a sample of 103 Swiss international small and medium-sized enterprises (SMEs). On one hand, we find that the degree of internationalization significantly increases perceived firm growth (i.e., relative firm performance in a market); however, age at internationalization was unrelated to perceived firm growth. On the other hand, we reproduced the causal path of a highly cited study that showed how age at internationalization was significantly and negatively associated with objective firm growth (i.e., sales). Interestingly, our results support the study similar setting (OLS regression with comparable control variables); however, the effect for age at internationalization reverses when we correct for endogeneity. PAPER 3: EFFECT OF INTERNATIONALIZATION ON FIRM ENTREPRENEURIAL ORIENTATION AND PERFORMANCE: THE CASE OF SWISS SOFTWARE FIRMS. Abstract How does internationalization influence a firm orientation (EO) and is this related to firm growth? This paper inquires into the performance theorizing, we test a process model in which EO plays a mediating role in accounting for the relationship between internationalization and growth. We position this paper on the tension zone between the entrepreneurship literature and the organizational inertia theory. We lay out the argument that internationalization is source of opportunities that drives a firm and thus mitigates inertial pressure. Using a sample of Swiss software small and medium-sized enterprises (SMEs), we found that degree of internationalization (but not age of internationalization) increases EO, which subsequently increased firm growth.

Long-range-interactions induced ordered structures in deposition processes

We present a new model of sequential adsorption in which the adsorbing particles experience dipolar interactions. We show that in the presence of these long-range interactions, highly ordered structures in the adsorbed layer may be induced at low temperatures. The new phenomenology is manifest through significant variations of the pair correlation function and the jamming limit, with respect to the case of noninteracting particles. Our study could be relevant in understanding the adsorption of magnetic colloidal particles in the presence of a magnetic field.

MORM--a Petri net based model for assessing OH&S risks in industrial processes: modeling qualitative aspects.

Because of the increase in workplace automation and the diversification of industrial processes, workplaces have become more and more complex. The classical approaches used to address workplace hazard concerns, such as checklists or sequence models, are, therefore, of limited use in such complex systems. Moreover, because of the multifaceted nature of workplaces, the use of single-oriented methods, such as AEA (man oriented), FMEA (system oriented), or HAZOP (process oriented), is not satisfactory. The use of a dynamic modeling approach in order to allow multiple-oriented analyses may constitute an alternative to overcome this limitation. The qualitative modeling aspects of the MORM (man-machine occupational risk modeling) model are discussed in this article. The model, realized on an object-oriented Petri net tool (CO-OPN), has been developed to simulate and analyze industrial processes in an OH&S perspective. The industrial process is modeled as a set of interconnected subnets (state spaces), which describe its constitutive machines. Process-related factors are introduced, in an explicit way, through machine interconnections and flow properties. While man-machine interactions are modeled as triggering events for the state spaces of the machines, the CREAM cognitive behavior model is used in order to establish the relevant triggering events. In the CO-OPN formalism, the model is expressed as a set of interconnected CO-OPN objects defined over data types expressing the measure attached to the flow of entities transiting through the machines. Constraints on the measures assigned to these entities are used to determine the state changes in each machine. Interconnecting machines implies the composition of such flow and consequently the interconnection of the measure constraints. This is reflected by the construction of constraint enrichment hierarchies, which can be used for simulation and analysis optimization in a clear mathematical framework. The use of Petri nets to perform multiple-oriented analysis opens perspectives in the field of industrial risk management. It may significantly reduce the duration of the assessment process. But, most of all, it opens perspectives in the field of risk comparisons and integrated risk management. Moreover, because of the generic nature of the model and tool used, the same concepts and patterns may be used to model a wide range of systems and application fields.

Exact solution to the mean exit time problem for free inertial processes driven by Gaussian white noise

We obtain the exact analytical expression, up to a quadrature, for the mean exit time, T(x,v), of a free inertial process driven by Gaussian white noise from a region (0,L) in space. We obtain a completely explicit expression for T(x,0) and discuss the dependence of T(x,v) as a function of the size L of the region. We develop a new method that may be used to solve other exit time problems.

First-passage-time noninteger moments for some diffusion and dichotomous processes

We calculate noninteger moments ¿tq¿ of first passage time to trapping, at both ends of an interval (0,L), for some diffusion and dichotomous processes. We find the critical behavior of ¿tq¿, as a function of q, for free processes. We also show that the addition of a potential can destroy criticality.

Fractal dimension for Gaussian colored processes

The exact analytical expression for the Hausdorff dimension of free processes driven by Gaussian noise in n-dimensional space is obtained. The fractal dimension solely depends on the time behavior of the arbitrary correlation function of the noise, ranging from DX=1 for Orstein-Uhlenbeck input noise to any real number greater than 1 for fractional Brownian motions.

Second-order processes driven by dichotomous noise

We study free second-order processes driven by dichotomous noise. We obtain an exact differential equation for the marginal density p(x,t) of the position. It is also found that both the velocity ¿(t) and the position X(t) are Gaussian random variables for large t.

First-passage-time statistics for diffusion processes with an external random force

We present exact equations and expressions for the first-passage-time statistics of dynamical systems that are a combination of a diffusion process and a random external force modeled as dichotomous Markov noise. We prove that the mean first passage time for this system does not show any resonantlike behavior.

Free inertial processes driven by Gaussian noise: Probability distributions, anomalous diffusion and fractal behavior

We study the motion of an unbound particle under the influence of a random force modeled as Gaussian colored noise with an arbitrary correlation function. We derive exact equations for the joint and marginal probability density functions and find the associated solutions. We analyze in detail anomalous diffusion behaviors along with the fractal structure of the trajectories of the particle and explore possible connections between dynamical exponents of the variance and the fractal dimension of the trajectories.

Integrated random processes exhibiting long tails, finite moments, and power-law spectra

A dynamical model based on a continuous addition of colored shot noises is presented. The resulting process is colored and non-Gaussian. A general expression for the characteristic function of the process is obtained, which, after a scaling assumption, takes on a form that is the basis of the results derived in the rest of the paper. One of these is an expansion for the cumulants, which are all finite, subject to mild conditions on the functions defining the process. This is in contrast with the Lévy distribution¿which can be obtained from our model in certain limits¿which has no finite moments. The evaluation of the spectral density and the form of the probability density function in the tails of the distribution shows that the model exhibits a power-law spectrum and long tails in a natural way. A careful analysis of the characteristic function shows that it may be separated into a part representing a Lévy process together with another part representing the deviation of our model from the Lévy process. This