945 resultados para Stochastic integrals


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There is increasing recognition that stochastic processes regulate highly predictable patterns of gene expression in developing organisms, but the implications of stochastic gene expression for understanding haploinsufficiency remain largely unexplored. We have used simulations of stochastic gene expression to illustrate that gene copy number and expression deactivation rates are important variables in achieving predictable outcomes. In gene expression systems with non-zero expression deactivation rates, diploid systems had a higher probability of uninterrupted gene expression than haploid systems and were more successful at maintaining gene product above a very low threshold. Systems with relatively rapid expression deactivation rates (unstable gene expression) had more predictable responses to a gradient of inducer than systems with slow or zero expression deactivation rates (stable gene expression), and diploid systems were more predictable than haploid, with or without dosage compensation. We suggest that null mutations of a single allele in a diploid organism could decrease the probability of gene expression and present the hypothesis that some haploinsufficiency syndromes might result from an increased susceptibility to stochastic delays of gene initiation or interruptions of gene expression.

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Recent theoretical advances have dramatically increased the relevance of game theory for predicting human behavior in interactive situations. By relaxing the classical assumptions of perfect rationality and perfect foresight, we obtain much improved explanations of initial decisions, dynamic patterns of learning and adjustment, and equilibrium steady-state distributions.

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Quantum groups have been studied intensively for the last two decades from various points of view. The underlying mathematical structure is that of an algebra with a coproduct. Compact quantum groups admit Haar measures. However, if we want to have a Haar measure also in the noncompact case, we are forced to work with algebras without identity, and the notion of a coproduct has to be adapted. These considerations lead to the theory of multiplier Hopf algebras, which provides the mathematical tool for studying noncompact quantum groups with Haar measures. I will concentrate on the *-algebra case and assume positivity of the invariant integral. Doing so, I create an algebraic framework that serves as a model for the operator algebra approach to quantum groups. Indeed, the theory of locally compact quantum groups can be seen as the topological version of the theory of quantum groups as they are developed here in a purely algebraic context.

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Tumor induced angiogenesis processes including the effect of stochastic motion and branching of blood vessels can be described coupling a (nonlocal in time) integrodifferential kinetic equation of Fokker–Planck type with a diffusion equation for the tumor induced ingiogenic factor. The chemotactic force field depends on the flux of blood vessels through the angiogenic factor. We develop an existence and uniqueness theory for this system under natural assumptions on the initial data. The proof combines the construction of fundamental solutions for associated linearized problems with comparison principles, sharp estimates of the velocity integrals and compactness results for this type of kinetic and parabolic operators

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In maritime transportation, decisions are made in a dynamic setting where many aspects of the future are uncertain. However, most academic literature on maritime transportation considers static and deterministic routing and scheduling problems. This work addresses a gap in the literature on dynamic and stochastic maritime routing and scheduling problems, by focusing on the scheduling of departure times. Five simple strategies for setting departure times are considered, as well as a more advanced strategy which involves solving a mixed integer mathematical programming problem. The latter strategy is significantly better than the other methods, while adding only a small computational effort.

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Heuristics for stochastic and dynamic vehicle routing problems are often kept relatively simple, in part due to the high computational burden resulting from having to consider stochastic information in some form. In this work, three existing heuristics are extended by three different local search variations: a first improvement descent using stochastic information, a tabu search using stochastic information when updating the incumbent solution, and a tabu search using stochastic information when selecting moves based on a list of moves determined through a proxy evaluation. In particular, the three local search variations are designed to utilize stochastic information in the form of sampled scenarios. The results indicate that adding local search using stochastic information to the existing heuristics can further reduce operating costs for shipping companies by 0.5–2 %. While the existing heuristics could produce structurally different solutions even when using similar stochastic information in the search, the appended local search methods seem able to make the final solutions more similar in structure.

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In recent years fractionally differenced processes have received a great deal of attention due to its flexibility in financial applications with long memory. This paper considers a class of models generated by Gegenbauer polynomials, incorporating the long memory in stochastic volatility (SV) components in order to develop the General Long Memory SV (GLMSV) model. We examine the statistical properties of the new model, suggest using the spectral likelihood estimation for long memory processes, and investigate the finite sample properties via Monte Carlo experiments. We apply the model to three exchange rate return series. Overall, the results of the out-of-sample forecasts show the adequacy of the new GLMSV model.

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This paper deals with a stochastic epidemic model for computer viruses with latent and quarantine periods, and two sources of infection: internal and external. All sojourn times are considered random variables which are assumed to be independent and exponentially distributed. For this model extinction and hazard times are analyzed, giving results for their Laplace transforms and moments. The transient behavior is considered by studying the number of times that computers are susceptible, exposed, infectious and quarantined during a period of time (0, t] and results for their joint and marginal distributions, moments and cross moments are presented. In order to give light this analysis, some numerical examples are showed.

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The analysis of tourist destination choice, defined by intra-country administrative units and by product types “coastal/inland and village/city”, permits the characterisation of tourist flow behaviour, which is fundamental for public planning and business management. In this study, we analyse the determinant factors of tourist destination choice, proposing various research hypotheses relative to the impact of destination attributes and the personal characteristics of tourists. The methodology applied estimates Nested and Random Coefficients Multinomial Logit Models, which allow control over possible correlations among different destinations. The empirical application is realised in Spain on a sample of 3,781 individuals and allows us to conclude that prices, distance to the destination and personal motivations are determinants in destination choice.

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Includes bibliography.

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Mode of access: Internet.

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Thesis--University of Illinois.