915 resultados para Stochastic frontier


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This paper introduces and analyzes a stochastic search method for parameter estimation in linear regression models in the spirit of Beran and Millar [Ann. Statist. 15(3) (1987) 1131–1154]. The idea is to generate a random finite subset of a parameter space which will automatically contain points which are very close to an unknown true parameter. The motivation for this procedure comes from recent work of Dümbgen et al. [Ann. Statist. 39(2) (2011) 702–730] on regression models with log-concave error distributions.

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The first section of this chapter starts with the Buffon problem, which is one of the oldest in stochastic geometry, and then continues with the definition of measures on the space of lines. The second section defines random closed sets and related measurability issues, explains how to characterize distributions of random closed sets by means of capacity functionals and introduces the concept of a selection. Based on this concept, the third section starts with the definition of the expectation and proves its convexifying effect that is related to the Lyapunov theorem for ranges of vector-valued measures. Finally, the strong law of large numbers for Minkowski sums of random sets is proved and the corresponding limit theorem is formulated. The chapter is concluded by a discussion of the union-scheme for random closed sets and a characterization of the corresponding stable laws.

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The in-medium physics of heavy quarkonium is an ideal proving ground for our ability to connect knowledge about the fundamental laws of physics to phenomenological predictions. One possible route to take is to attempt a description of heavy quark bound states at finite temperature through a Schrödinger equation with an instantaneous potential. Here we review recent progress in devising a comprehensive approach to define such a potential from first principles QCD and extract its, in general complex, values from non-perturbative lattice QCD simulations. Based on the theory of open quantum systems we will show how to interpret the role of the imaginary part in terms of spatial decoherence by introducing the concept of a stochastic potential. Shortcomings as well as possible paths for improvement are discussed.

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AIM: To investigate the acute effects of stochastic resonance whole body vibration (SR-WBV) training to identify possible explanations for preventive effects against musculoskeletal disorders. METHODS: Twenty-three healthy, female students participated in this quasi-experimental pilot study. Acute physiological and psychological effects of SR-WBV training were examined using electromyography of descending trapezius (TD) muscle, heart rate variability (HRV), different skin parameters (temperature, redness and blood flow) and self-report questionnaires. All subjects conducted a sham SR-WBV training at a low intensity (2 Hz with noise level 0) and a verum SR-WBV training at a higher intensity (6 Hz with noise level 4). They were tested before, during and after the training. Conclusions were drawn on the basis of analysis of variance. RESULTS: Twenty-three healthy, female students participated in this study (age = 22.4 ± 2.1 years; body mass index = 21.6 ± 2.2 kg/m2). Muscular activity of the TD and energy expenditure rose during verum SR-WBV compared to baseline and sham SR-WBV (all P < 0.05). Muscular relaxation after verum SR-WBV was higher than at baseline and after sham SR-WBV (all P < 0.05). During verum SR-WBV the levels of HRV were similar to those observed during sham SR-WBV. The same applies for most of the skin characteristics, while microcirculation of the skin of the middle back was higher during verum compared to sham SR-WBV (P < 0.001). Skin redness showed significant changes over the three measurement points only in the middle back area (P = 0.022). There was a significant rise from baseline to verum SR-WBV (0.86 ± 0.25 perfusion units; P = 0.008). The self-reported chronic pain grade indicators of pain, stiffness, well-being, and muscle relaxation showed a mixed pattern across conditions. Muscle and joint stiffness (P = 0.018) and muscular relaxation did significantly change from baseline to different conditions of SR-WBV (P < 0.001). Moreover, muscle relaxation after verum SR-WBV was higher than after sham SR-WBV (P < 0.05). CONCLUSION: Verum SR-WBV stimulated musculoskeletal activity in young healthy individuals while cardiovascular activation was low. Training of musculoskeletal capacity and immediate increase in musculoskeletal relaxation are potential mediators of pain reduction in preventive trials.

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A statistical mechanics view leads to the conclusion that polar molecules allowed to populate a degree of freedom for orientational disorder in a condensed phase thermalize into a bi-polar state featuring zero net polarity. In cases of orientational disorder polar order of condensed molecular matter can only exist in corresponding sectors of opposite average polarities. Channel type inclusion compounds, single component molecular crystals, solid solutions, optically anomalous crystals, inorganic ionic crystals, biomimetic crystals and biological tissues investigated by scanning pyroelectric and phase sensitive second harmonic generation microscopy all showed domains of opposite polarities in their final grown state. For reported polar molecular crystal structures it is assumed that kinetic hindrance along one direction of the polar axis is preventing the formation of a bi-polar state, thus allowing for a kinetically controlled mono-domain state. In this review we summarize theoretical and experimental findings leading to far reaching conclusions on the polar state of solid molecular matter. “… no stationary state … of a system has an electrical dipole moment.” P. W. Anderson, Science, 1972, 177, 393.

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With the observation that stochasticity is important in biological systems, chemical kinetics have begun to receive wider interest. While the use of Monte Carlo discrete event simulations most accurately capture the variability of molecular species, they become computationally costly for complex reaction-diffusion systems with large populations of molecules. On the other hand, continuous time models are computationally efficient but they fail to capture any variability in the molecular species. In this study a hybrid stochastic approach is introduced for simulating reaction-diffusion systems. We developed an adaptive partitioning strategy in which processes with high frequency are simulated with deterministic rate-based equations, and those with low frequency using the exact stochastic algorithm of Gillespie. Therefore the stochastic behavior of cellular pathways is preserved while being able to apply it to large populations of molecules. We describe our method and demonstrate its accuracy and efficiency compared with the Gillespie algorithm for two different systems. First, a model of intracellular viral kinetics with two steady states and second, a compartmental model of the postsynaptic spine head for studying the dynamics of Ca+2 and NMDA receptors.

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This article explores the intersection of orientalism and marginality in two regions at the former Russo-British frontier between Central and South Asia. Focussing on Tajikistan’s Gorno-Badakhshan and Gilgit-Baltistan in today’s Pakistan, an analysis of historical and contemporary orientalist projections on and in the two border regions reveals changing modes of domination through the course of the twentieth century (British, Kashmiri, Pakistani and Russian, Soviet, Tajik). In this regard, different local experiences of “ colonial ” rule, both in Gorno-Badakhshan and Gilgit-Baltistan, challenge “ classical ” periodisations of colonial/postcolonial and colonial/socialist/postsocialist. This article furthermore maintains that processes of marginalisation in both regions can be interpreted as effects of imperial and Cold War contexts that have led to the establishment of the frontier. Thus, a central argument is that neither the status of the frontier between Central and South Asia as a stable entity, nor the periodisations that have conventionally been ascribed to the two regions as linear timelines can be taken for granted.

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Slip, trip, and fall injuries are frequent among health care workers. Stochastic resonance whole-body vibration training was tested to improve postural control. Participants included 124 employees of a Swiss university hospital. The randomized controlled trial included an experimental group given 8 weeks of training and a control group with no intervention. In both groups, postural control was assessed as mediolateral sway on a force plate before and after the 8-week trial. Mediolateral sway was significantly decreased by stochastic resonance whole-body vibration training in the experimental group but not in the control group that received no training (p < .05). Stochastic resonance whole-body vibration training is an option in the primary prevention of balance-related injury at work.