Search results for " Probability"
showing 10 items of 2176 documents
Rigidity transition in two-dimensional random fiber networks
2000
Rigidity percolation is analyzed in two-dimensional random fibrous networks. The model consists of central forces between the adjacent crossing points of the fibers. Two strategies are used to incorporate rigidity: adding extra constraints between second-nearest crossing points with a probability p(sn), and "welding" individual crossing points by adding there four additional constraints with a probability p(weld), and thus fixing the angles between the fibers. These additional constraints will make the model rigid at a critical probability p(sn)=p(sn)(c) and p(weld)=p(weld)(c), respectively. Accurate estimates are given for the transition thresholds and for some of the associated critical e…
On the Efficiency of Affine Invariant Multivariate Rank Tests
1998
AbstractIn this paper the asymptotic Pitman efficiencies of the affine invariant multivariate analogues of the rank tests based on the generalized median of Oja are considered. Formulae for asymptotic relative efficiencies are found and, under multivariate normal and multivariatetdistributions, relative efficiencies with respect to Hotelling'sT2test are calculated.
Entropy, transverse entropy and partitions of unity
1994
AbstractThe topological entropy of a transformation is expressed in terms of partitions of unity. The transverse entropy of a flow tangential to a foliation is defined and expresed in a similar way. The geometric entropy of a foliation of a Riemannian manifold is compared with the transverse entropy of its geodesic flow.
The Poincaré inequality is an open ended condition
2008
Let p > 1 and let (X,d,µ) be a complete metric measure space with µ Borel and doubling that admits a (1,p)-Poincare inequality. Then there exists e > 0 such that (X,d,µ) admits a (1,q)-Poincare inequality for every q > p - e, quantitatively.
BARGAINING WITH COMMITMENT UNDER AN UNCERTAIN DEADLINE
2006
We consider an infinite horizon bargaining game in which a deadline can arise with positive probability and where players possess an endogenous commitment device. We show that for any truncation of the game, the equilibrium agreement can only take place if the deadline arises within this finite horizon. Since the deadline is an uncertain event, the equilibrium exhibits agreements which are delayed with positive probability.
Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting
2018
We show existence of a unique solution and a comparison theorem for a one-dimensional backward stochastic differential equation with jumps that emerge from a L\'evy process. The considered generators obey a time-dependent extended monotonicity condition in the y-variable and have linear time-dependent growth. Within this setting, the results generalize those of Royer (2006), Yin and Mao (2008) and, in the $L^2$-case with linear growth, those of Kruse and Popier (2016). Moreover, we introduce an approximation technique: Given a BSDE driven by Brownian motion and Poisson random measure, we consider BSDEs where the Poisson random measure admits only jumps of size larger than $1/n$. We show con…
Codification schemes and finite automata
2000
This paper is a note on how Information Theory and Codification Theory are helpful in the computational design both of communication protocols and strategy sets in the framework of finitely repeated games played by boundedly rational agents. More precisely, we show the usefulness of both theories to improve the existing automata bounds of Neyman¿s (1998) work on finitely repeated games played by finite automata.
Topology-based goodness-of-fit tests for sliced spatial data
2023
In materials science and many other application domains, 3D information can often only be extrapolated by taking 2D slices. In topological data analysis, persistence vineyards have emerged as a powerful tool to take into account topological features stretching over several slices. In the present paper, we illustrate how persistence vineyards can be used to design rigorous statistical hypothesis tests for 3D microstructure models based on data from 2D slices. More precisely, by establishing the asymptotic normality of suitable longitudinal and cross-sectional summary statistics, we devise goodness-of-fit tests that become asymptotically exact in large sampling windows. We illustrate the test…
Network structure and optimal technological innovation
2019
The role of networks in the emergence, diffusion and evolution of technological innovations has attracted much theoretical and empirical attention. Yet, much of the work has explored the role of undirected and homogeneous networks. In real cases, many networks are directed. The flow of information, benefits or observations is directed from one node towards another node. Real networks are also heterogeneous, for example, few nodes have a high degree while many others have a low degree. In this article, we report on the results of an evolutionary agent-based model in which a group of agents, in our case firms, collectively search a complex (rugged) technological landscape and observe each oth…
Population Monte Carlo Schemes with Reduced Path Degeneracy
2017
Population Monte Carlo (PMC) algorithms are versatile adaptive tools for approximating moments of complicated distributions. A common problem of PMC algorithms is the so-called path degeneracy; the diversity in the adaptation is endangered due to the resampling step. In this paper we focus on novel population Monte Carlo schemes that present enhanced diversity, compared to the standard approach, while keeping the same implementation structure (sample generation, weighting and resampling). The new schemes combine different weighting and resampling strategies to reduce the path degeneracy and achieve a higher performance at the cost of additional low computational complexity cost. Computer si…