912 resultados para Exact sampling formula for the Wright-Fisher model


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Mémoire numérisé par la Direction des bibliothèques de l'Université de Montréal.

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http://digitalcommons.fiu.edu/fce_lter_photos/1281/thumbnail.jpg

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This paper examines the effects of higher-order risk attitudes and statistical moments on the optimal allocation of risky assets within the standard portfolio choice model. We derive the expressions for the optimal proportion of wealth invested in the risky asset to show they are functions of portfolio returns third- and fourth-order moments as well as on the investor’s risk preferences of prudence and temperance. We illustrate the relative importance that the introduction of those higher-order effects have in the decision of expected utility maximizers using data for the US.

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This analysis paper presents previously unknown properties of some special cases of the Wright function whose consideration is necessitated by our work on probability theory and the theory of stochastic processes. Specifically, we establish new asymptotic properties of the particular Wright function 1Ψ1(ρ, k; ρ, 0; x) = X∞ n=0 Γ(k + ρn) Γ(ρn) x n n! (|x| < ∞) when the parameter ρ ∈ (−1, 0)∪(0, ∞) and the argument x is real. In the probability theory applications, which are focused on studies of the Poisson-Tweedie mixtures, the parameter k is a non-negative integer. Several representations involving well-known special functions are given for certain particular values of ρ. The asymptotics of 1Ψ1(ρ, k; ρ, 0; x) are obtained under numerous assumptions on the behavior of the arguments k and x when the parameter ρ is both positive and negative. We also provide some integral representations and structural properties involving the ‘reduced’ Wright function 0Ψ1(−−; ρ, 0; x) with ρ ∈ (−1, 0) ∪ (0, ∞), which might be useful for the derivation of new properties of members of the power-variance family of distributions. Some of these imply a reflection principle that connects the functions 0Ψ1(−−;±ρ, 0; ·) and certain Bessel functions. Several asymptotic relationships for both particular cases of this function are also given. A few of these follow under additional constraints from probability theory results which, although previously available, were unknown to analysts.

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Abstract not available

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F-123-R; issued June 1, 1997; two different reports were issued from the Center for Aquatic Ecology with report number 1997 (9)

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The hydro dynamical actions in big Lakes directly influence dynamic, physical and chemical affairs. The circulation's models and temperature have something to do with the movements of fluids, and analysis for circulation in Caspian sea is because of the lack of observation through which the circulations and out comings are determined. Through the studies, three dimensional simulations (Large- Scale) are planned and performed, according to Smolakiewicz and Margolin works. This is a non- hydrostatic and Boussinesq approximation is used in its formulation is used in its formulation on the basis of Lipps (1990) theorem and curve lines, the fluid is constant adiabatic and stratified, and the wind power is considered zero. The profile of speed according to previous depth and before ridge can be drawn on the basis of density available between northern and southern ridges. The circulation field is drawn from 3 cm/s to 13 cm/s on the plate z= 5 cm , the vertical changes of speed on the plate is 0.02 m/s. Vertical profile , horizontal speed in previous on, and after the ridges on are drawn on different spaces. It changes from 0.5 cm/s to 1 cm/s before ridges.

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As the formative agents of cloud droplets, aerosols play an undeniably important role in the development of clouds and precipitation. Few meteorological models have been developed or adapted to simulate aerosols and their contribution to cloud and precipitation processes. The Weather Research and Forecasting model (WRF) has recently been coupled with an atmospheric chemistry suite and is jointly referred to as WRF-Chem, allowing atmospheric chemistry and meteorology to influence each other’s evolution within a mesoscale modeling framework. Provided that the model physics are robust, this framework allows the feedbacks between aerosol chemistry, cloud physics, and dynamics to be investigated. This study focuses on the effects of aerosols on meteorology, specifically, the interaction of aerosol chemical species with microphysical processes represented within the framework of the WRF-Chem. Aerosols are represented by eight size bins using the Model for Simulating Aerosol Interactions and Chemistry (MOSAIC) sectional parameterization, which is linked to the Purdue Lin bulk microphysics scheme. The aim of this study is to examine the sensitivity of deep convective precipitation modeled by the 2D WRF-Chem to varying aerosol number concentration and aerosol type. A systematic study has been performed regarding the effects of aerosols on parameters such as total precipitation, updraft/downdraft speed, distribution of hydrometeor species, and organizational features, within idealized maritime and continental thermodynamic environments. Initial results were obtained using WRFv3.0.1, and a second series of tests were run using WRFv3.2 after several changes to the activation, autoconversion, and Lin et al. microphysics schemes added by the WRF community, as well as the implementation of prescribed vertical levels by the author. The results of WRFv3.2 runs contrasted starkly with WRFv3.0.1 runs. The WRFv3.0.1 runs produced a propagating system resembling a developing squall line, whereas the WRFv3.2 runs did not. The response of total precipitation, updraft/downdraft speeds, and system organization to increasing aerosol concentrations were opposite between runs with different versions of WRF. Results of the WRFv3.2 runs, however, were in better agreement in timing and magnitude of vertical velocity and hydrometeor content with a WRFv3.0.1 run using single-moment Lin et al. microphysics, than WRFv3.0.1 runs with chemistry. One result consistent throughout all simulations was an inhibition in warm-rain processes due to enhanced aerosol concentrations, which resulted in a delay of precipitation onset that ranged from 2-3 minutes in WRFv3.2 runs, and up to 15 minutes in WRFv.3.0.1 runs. This result was not observed in a previous study by Ntelekos et al. (2009) using the WRF-Chem, perhaps due to their use of coarser horizontal and vertical resolution within their experiment. The changes to microphysical processes such as activation and autoconversion from WRFv3.0.1 to WRFv3.2, along with changes in the packing of vertical levels, had more impact than the varying aerosol concentrations even though the range of aerosol tested was greater than that observed in field studies. In order to take full advantage of the input of aerosols now offered by the chemistry module in WRF, the author recommends that a fully double-moment microphysics scheme be linked, rather than the limited double-moment Lin et al. scheme that currently exists. With this modification, the WRF-Chem will be a powerful tool for studying aerosol-cloud interactions and allow comparison of results with other studies using more modern and complex microphysical parameterizations.

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This paper, based on the outcome of discussions at a NORMAN Network-supported workshop in Lyon (France) in November 2014 aims to provide a common position of passive sampling community experts regarding concrete actions required to foster the use of passive sampling techniques in support of contaminant risk assessment and management and for routine monitoring of contaminants in aquatic systems. The brief roadmap presented here focusses on the identification of robust passive sampling methodology, technology that requires further development or that has yet to be developed, our current knowledge of the evaluation of uncertainties when calculating a freely dissolved concentration, the relationship between data from PS and that obtained through biomonitoring. A tiered approach to identifying areas of potential environmental quality standard (EQS) exceedances is also shown. Finally, we propose a list of recommended actions to improve the acceptance of passive sampling by policy-makers. These include the drafting of guidelines, quality assurance and control procedures, developing demonstration projects where biomonitoring and passive sampling are undertaken alongside, organising proficiency testing schemes and interlaboratory comparison and, finally, establishing passive sampler-based assessment criteria in relation to existing EQS.

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Task-based approach implicates identifying all the tasks developed in each workplace aiming to refine the exposure characterization. The starting point of this approach is the recognition that only through a more detailed and comprehensive understanding of tasks is possible to understand, in more detail, the exposure scenario. In addition allows also the most suitable risk management measures identification. This approach can be also used when there is a need of identifying the workplace surfaces for sampling chemicals that have the dermal exposure route as the most important. In this case is possible to identify, through detail observation of tasks performance, the surfaces that involves higher contact (frequency) by the workers and can be contaminated. Identify the surfaces to sample when performing occupational exposure assessment to antineoplasic agents. Surfaces selection done based on the task-based approach.

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Cover title.