933 resultados para Stochastic Dominance


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There has been a recent burst of activity in the atmosphere/ocean sciences community in utilizing stable linear Langevin stochastic models for the unresolved degree of freedom in stochastic climate prediction. Here several idealized models for stochastic climate modeling are introduced and analyzed through unambiguous mathematical theory. This analysis demonstrates the potential need for more sophisticated models beyond stable linear Langevin equations. The new phenomena include the emergence of both unstable linear Langevin stochastic models for the climate mean and the need to incorporate both suitable nonlinear effects and multiplicative noise in stochastic models under appropriate circumstances. The strategy for stochastic climate modeling that emerges from this analysis is illustrated on an idealized example involving truncated barotropic flow on a beta-plane with topography and a mean flow. In this example, the effect of the original 57 degrees of freedom is well represented by a theoretically predicted stochastic model with only 3 degrees of freedom.

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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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The pars triangular is a portion of Broca's area. The convolutions that form the inferior and caudal extent of the pars triangularis include the anterior horizontal and anterior ascending rami of the sylvian fissure, respectively. To learn if there are anatomic asymmetries of the pars triangularis, these convolutions were measured on volumetric magnetic resonance imaging scans of 11 patients who had undergone selective hemispheric anesthesia (Wada testing) to determine hemispheric speech and language lateralization. Of the 10 patients with language lateralized to the left hemisphere, 9 had a leftward asymmetry of the pars triangularis. The 1 patient with language lateralized to the right hemisphere had a significant rightward asymmetry of the pars triangularis. Our data suggest that asymmetries of the pars triangularis may be related to speech-language lateralization.

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Microbial community structure in natural environments has remained largely unexplored yet is generally considered to be complex. It is shown here that in a Mid-Atlantic Ridge hydrothermal vent habitat, where food webs depend on prokaryotic primary production, the surface microbial community consists largely of only one bacterial phylogenetic type (phylotype) as indicated by the dominance of a single 16S rRNA sequence. The main part of its population occurs as an ectosymbiont on the dominant animals, the shrimp Rimicaris exoculata, where it grows as a monoculture within the carapace and on the extremities. However, the same bacteria are also the major microbial component of the free-living substrate community. Phylogenetically, this type forms a distinct branch within the epsilon-Proteobacteria. This is different from all previously studied chemoautotrophic endo- and ectosymbioses from hydrothermal vents and other sulfidic habitats in which all the bacterial members cluster within the gamma-Proteobacteria.

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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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La migración es una respuesta a cambios estacionales del clima generando desplazamientos periódicos entre hábitats de cría y de invernada, permitiendo así el uso temporal de los recursos disponibles. La migración implica unos costes energéticos muy elevados, un aumento de la depredación potencial, variaciones ambientales y una disponibilidad de alimento impredecible a lo largo de la ruta migratoria; por lo que es una de las actividades más desafiantes de su ciclo vital. A pesar de ello, los beneficios de la migración compensan sus costes. La migración está programada genéticamente, siendo relativamente constante en su momento, distancia y dirección. Por otro lado, ambiente juega un papel predominante en algunas poblaciones, pudiendo modificar el comportamiento migratorio de una estrategia parcial o facultativa a un modo de vida sedentario. Con el fin de describir el origen y evolución del comportamiento migratorio en aves, se ha propuesto un “modelo de umbral” genético para determinar si un ave es migrante o sedentaria. Dentro de una variable continua (p.ej. la concentración de proteínas u hormonas), este modelo asume que existe una actividad migratoria subyacente implicada en su expresión génica. Este umbral divide cada variable en categorías dicotómicas que definen el fenotipo de un individuo. Los ejemplares sin actividad migratoria muestran valores por debajo de este umbral, siendo clasificados como sedentarios, mientras que los ejemplares migrantes muestran valores por encima del umbral definido. Los cambios de estrategia vital no dependen únicamente de la posición del umbral determinado genéticamente sino también de las variables ambientales, por lo que dichas variaciones deben ser añadidas al modelo. Este modelo de umbral ambiental predice que el carácter migratorio de los individuos situados en los extremos de distribución no se encuentra afectado por los factores ambientales, mientras que aquellos más próximos al umbral pueden más fácilmente cambiar su estrategia migratoria...

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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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The groundbreaking scope of the Economic Partnership Agreement (EPA) between the European Union (EU) and Cariforum (CF) irrefutably marks a substantive shift in trade relations between the regions and also has far-reaching implications across several sectors and levels. Supplementing the framework of analysis of Structural Foreign Policy (SFP) with neo-Gramscian theory allows for a thorough investigation into the details of structural embeddedness based on the EU's historic directionality towards the Caribbean region; notably, encouraging integration into the global capitalist economy by adapting to and adopting the ideals of neoliberal economics. Whilst the Caribbean – as the first and only signatory of a ‘full’ EPA – may be considered the case par excellence of the success of the EPAs, this paper demonstrates that there is no cause-effect relationship between the singular case of the ‘full’ CF-EU EPA and the success of the EPA policy towards the ACP in general. The research detailed throughout this paper responds to two SFP-based questions: (1) To what extent is the EPA a SFP tool aimed at influencing and shaping the structures in the Caribbean? (2) To what extent is the internalisation of this process reflective of the EU as a hegemonic SFP actor vis-à-vis the Caribbean? This paper affirms both the role of the EU as a hegemonic SFP actor and the EPA as a hegemonic SFP tool. Research into the negotiation, agreement and controversy that surrounds every stage of the EPA confirmed that through modern diplomacy and an evolution in relations, consensus is at the fore of contemporary EU-Caribbean relations. Whilst at once dealing with the singular case of the Caribbean, the author offers a nuanced approach beyond 'EU navel-gazing' by incorporating an ‘outside-in’ perspective, which thereafter could be applied to EU-ACP relations and the North-South dialogue in general.

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The statements made in recent weeks by Russian officials, and especially President Vladimir Putin, in connection with Moscow’s policy towards Ukraine, may suggest that the emergence of a certain doctrine of Russian foreign and security policy is at hand, especially in relation to the post-Soviet area. Most of the arguments at the core of this doctrine are not new, but recently they have been formulated more openly and in more radical terms. Those arguments concern the role of Russia as the defender of Russian-speaking communities abroad and the guarantor of their rights, as well as specifically understood good neighbourly relations (meaning in fact limited sovereignty) as a precondition that must be met in order for Moscow to recognise the independence and territorial integrity of post-Soviet states. However, the new doctrine also includes arguments which have not been raised before, or have hitherto only been formulated on rare occasions, and which may indicate the future evolution of Russia’s policy. Specifically, this refers to Russia’s use of extralegal categories, such as national interest, truth and justice, to justify its policy, and its recognition of military force as a legitimate instrument to defend its compatriots abroad. This doctrine is effectively an outline of the conceptual foundation for Russian dominance in the post-Soviet area. It offers a justification for the efforts to restore the unity of the ‘Russian nation’ (or more broadly, the Russian-speaking community), within a bloc pursuing close integration (the Eurasian Economic Union), or even within a single state encompassing at least parts of that area. As such, it poses a challenge for the West, which Moscow sees as the main opponent of Russia’s plans to build a new order in Europe (Eurasia) that would undermine the post-Cold War order.