921 resultados para Stochastic processes -- Mathematical models


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This paper examines the role of assortative mating in the intergenerational economic mobility in Spain. Sons and daughters usually marry individuals with similar characteristics, which may lower mobility. Our empirical strategy employs the Two-sample two-stage least squares estimator to estimate the intergenerational income elasticity in absence of data for two generations not residing in the same household. Our findings suggest that assortative mating plays an important role in the intergenerational transmission process. On average about 50 per 100 of the covariance between parents’ income and child family’s incomecan be accounted for by the person the child is married to

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We review the progress in the field of front propagation in recent years. We survey many physical, biophysical and cross-disciplinary applications, including reduced-variable models of combustion flames, Reid's paradox of rapid forest range expansions, the European colonization of North America during the 19th century, the Neolithic transition in Europe from 13 000 to 5000 years ago, the description of subsistence boundaries, the formation of cultural boundaries, the spread of genetic mutations, theory and experiments on virus infections, models of cancer tumors, etc. Recent theoretical advances are unified in a single framework, encompassing very diverse systems such as those with biased random walks, distributed delays, sequential reaction and dispersion, cohabitation models, age structure and systems with several interacting species. Directions for future progress are outlined

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Stochastic learning processes for a specific feature detector are studied. This technique is applied to nonsmooth multilayer neural networks requested to perform a discrimination task of order 3 based on the ssT-block¿ssC-block problem. Our system proves to be capable of achieving perfect generalization, after presenting finite numbers of examples, by undergoing a phase transition. The corresponding annealed theory, which involves the Ising model under external field, shows good agreement with Monte Carlo simulations.

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This paper seeks to address the problem of the empirical identification of housing market segmentation,once we assume that submarkets exist. The typical difficulty in identifying housing submarkets when dealing with many locations is the vast number of potential solutions and, in such cases, the use of the Chow test for hedonic functions is not a practical solution. Here, we solve this problem by undertaking an identification process with a heuristic for spatially constrained clustering, the"Housing Submarket Identifier" (HouSI). The solution is applied to the housing market in the city of Barcelona (Spain), where we estimate a hedonic model for fifty thousand dwellings aggregated into ten groups. In order to determine the utility of the procedure we seek to verify whether the final solution provided by the heuristic is comparable with the division of the city into ten administrative districts.

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We use two coupled equations to analyze the space-time dynamics of two interacting languages. Firstly, we introduce a cohabitation model, which is more appropriate for human populations than classical (non-cohabitation) models. Secondly, using numerical simulations we nd the front speed of a new language spreading into a region where another language was previously used. Thirdly, for a special case we derive an analytical formula that makes it possible to check the validity of our numerical simulations. Finally, as an example, we nd that the observed front speed for the spread of the English language into Wales in the period 1961-1981 is consistent with the model predictions. We also nd that the e¤ects of linguistic parameters are much more important than those of parameters related to population dispersal and reproduction. If the initial population densities of both languages are similar, they have no e¤ect on the front speed. We outline the potential of the new model to analyze relationships between language replacement and genetic replacement

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Water withdrawal from Mediterranean reservoirs in summer is usually very high. Because of this, stratification is often continuous and far from the typical two-layered structure, favoring the excitation of higher vertical modes. The analysis of wind, temperature, and current data from Sau reservoir (Spain) shows that the third vertical mode of the internal seiche (baroclinic mode) dominated the internal wave field at the beginning of September 2003. We used a continuous stratification two-dimensional model to calculate the period and velocity distribution of the various modes of the internal seiche, and we calculated that the period of the third vertical mode is ;24 h, which coincides with the period of the dominating winds. As a result of the resonance between the third mode and the wind, the other oscillation modes were not excited during this period

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The causal mechanism and seasonal evolution of the internal wave field in a deep, warm, monomictic reservoirare examined through the analysis of field observations and numerical techniques. The study period extends fromthe onset of thermal stratification in the spring until midsummer in 2005. During this time, wind forcing wasperiodic, with a period of 24 h (typical of land–sea breezes), and the thermal structure in the lake wascharacterized by the presence of a shallow surface layer overlying a thick metalimnion, typical of small to mediumsized reservoirs with deep outtakes. Basin-scale internal seiches of high vertical mode (ranging from mode V3 toV5) were observed in the metalimnion. The structure of the dominant modes of oscillation changed asstratification evolved on seasonal timescales, but in all cases, their periods were close to that of the local windforcing (i.e., 24 h), suggesting a resonant response. Nonresonant oscillatory modes of type V1 and V2 becamedominant after large frontal events, which disrupted the diurnal periodicity of the wind forcing

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It is well known that the Neolithic transition spread across Europe at a speed of about 1 km/yr. This result has been previously interpreted as a range expansion of the Neolithic driven mainly by demic diffusion (whereas cultural diffusion played a secondary role). However, a long-standing problem is whether this value (1 km/yr) and its interpretation (mainly demic diffusion) are characteristic only of Europe or universal (i.e. intrinsic features of Neolithic transitions all over the world). So far Neolithic spread rates outside Europe have been barely measured, and Neolithic spread rates substantially faster than 1 km/yr have not been previously reported. Here we show that the transition from hunting and gathering into herding in southern Africa spread at a rate of about 2.4 km/yr, i.e. about twice faster than the European Neolithic transition. Thus the value 1 km/yr is not a universal feature of Neolithic transitions in the world. Resorting to a recent demic-cultural wave-of-advance model, we also find that the main mechanism at work in the southern African Neolithic spread was cultural diffusion (whereas demic diffusion played a secondary role). This is in sharp contrast to the European Neolithic. Our results further suggest that Neolithic spread rates could be mainly driven by cultural diffusion in cases where the final state of this transition is herding/pastoralism (such as in southern Africa) rather than farming and stockbreeding (as in Europe)

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En el ámbito de la Economía de la Empresa tiene mucha importancia el estudio de los gastos de producción E(Q) que se originarán en el proceso y que generalmente vendrán expresados matemáticamente por una dependencia lineal o cuadrática de las unidades Q que se proponen fabricar. Supondremos, además, que esta función está afectada por dos restricciones: una es de productividad, Q1 ≤ Q2 ≤ Q3 , y otra de limitación de gastos máximos permitidos, E(Q) ≤ EM . En el presente artículo partiremos de una función cuadrática nítida, en la cual justificaremos el signo de los coeficientes que hemos empleado. Después, para adentrarnos en el campo fuzzy, la generalizaremos con otra de coeficientes borrosos. Naturalmente, la nueva función borrosa ya no se expresará a través de una única curva, sino que estará constituida por un haz infinito de curvas nítidas, cada una de ellas con un determinado grado de posibilidad. Centramos nuestra atención en las curvas que llamamos central, inferior y superior. El núcleo de nuestro análisis consistirá básicamente en reducir paulatinamente los soportes de los coeficientes hasta hallar un cierto valor k del α-corte, de manera que a partir de él todas las curvas del haz borroso tengan sentido económico y cumplan las dos restricciones impuestas. En último lugar, y a través de un caso numérico, comprobaremos las deducciones teóricas que hemos obtenido en el análisis anterior

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A technique for simultaneous localisation and mapping (SLAM) for large scale scenarios is presented. This solution is based on the use of independent submaps of a limited size to map large areas. In addition, a global stochastic map, containing the links between adjacent submaps, is built. The information in both levels is corrected every time a loop is closed: local maps are updated with the information from overlapping maps, and the global stochastic map is optimised by means of constrained minimisation

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In mathematical modeling the estimation of the model parameters is one of the most common problems. The goal is to seek parameters that fit to the measurements as well as possible. There is always error in the measurements which implies uncertainty to the model estimates. In Bayesian statistics all the unknown quantities are presented as probability distributions. If there is knowledge about parameters beforehand, it can be formulated as a prior distribution. The Bays’ rule combines the prior and the measurements to posterior distribution. Mathematical models are typically nonlinear, to produce statistics for them requires efficient sampling algorithms. In this thesis both Metropolis-Hastings (MH), Adaptive Metropolis (AM) algorithms and Gibbs sampling are introduced. In the thesis different ways to present prior distributions are introduced. The main issue is in the measurement error estimation and how to obtain prior knowledge for variance or covariance. Variance and covariance sampling is combined with the algorithms above. The examples of the hyperprior models are applied to estimation of model parameters and error in an outlier case.

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The process of building mathematical models in quantitative structure-activity relationship (QSAR) studies is generally limited by the size of the dataset used to select variables from. For huge datasets, the task of selecting a given number of variables that produces the best linear model can be enormous, if not unfeasible. In this case, some methods can be used to separate good parameter combinations from the bad ones. In this paper three methodologies are analyzed: systematic search, genetic algorithm and chemometric methods. These methods have been exposed and discussed through practical examples.

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Una de las características del reaseguro finite risk es la existencia de una cuenta de experiencia, que está formada por las primas que cobra el reasegurador, junto con su rendimiento financiero,y su finalidad es financiar los siniestros que éste ha de satisfacer a la cedente en el plazo establecido. El objetivo de este trabajo es diseñar un modelo que permita determinar el saldo estimado o reserva que debe de tener en cada periodo anual la cuenta de experiencia para garantizar su solvencia dinámica, teniendo en cuenta la experiencia de siniestralidad de la cartera del reasegurador y de cada cedente. Para el cálculo de la prima de reaseguro y del saldo de la cuenta de experiencia se asumirá ambiente financiero estocástico, de modo que la prima de reaseguro dependerá también de otros parámetros como la volatilidad del tipo de interés o de la aversión al riesgo.

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Marketing has studied the permanence of a client within an enterprise because it is a key element in the study of the value (economic) of the client (CLV). The research that they have developed is based in deterministic or random models, which allowed estimating the permanence of the client, and the CLV. However, when it is not possible to apply these schemes for not having the panel data that this model requires, the period of time of a client with the enterprise is uncertain data. We consider that the value of the current work is to have an alternative way to estimate the period of time with subjective information proper of the theory of uncertainty.

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In this paper we model the multicointegration relation, allowing for one structural break. Since multicointegration is a particular case of polynomial or I(2) cointegration, our proposal can also be applied in these cases. The paper proposes the use of a residualbased Dickey-Fuller class of statistic that accounts for one known or unknown structural break. Finite sample performance of the proposed statistic is investigated by using Monte Carlo simulations, which reveals that the statistic shows good properties in terms of empirical size and power. We complete the study with an empirical application of the sustainability of the US external deficit. Contrary to existing evidence, the consideration of one structural break leads to conclude in favour of the sustainability of the US external deficit.