Search results for " Probability"
showing 10 items of 2176 documents
Dynamic Phase Diagram of the REM
2019
International audience; By studying the two-time overlap correlation function, we give a comprehensive analysis of the phase diagram of the Random Hopping Dynamics of the Random Energy Model (REM) on time-scales that are exponential in the volume. These results are derived from the convergence properties of the clock process associated to the dynamics and fine properties of the simple random walk in the $n$-dimensional discrete cube.
Solution properties of the incompressible Euler system with rough path advection
2021
The present paper aims to establish the local well-posedness of Euler's fluid equations on geometric rough paths. In particular, we consider the Euler equations for the incompressible flow of an ideal fluid whose Lagrangian transport velocity possesses an additional rough-in-time, divergence-free vector field. In recent work, we have demonstrated that this system can be derived from Clebsch and Hamilton-Pontryagin variational principles that possess a perturbative geometric rough path Lie-advection constraint. In this paper, we prove the local well-posedness of the system in $L^2$-Sobolev spaces $H^m$ with integer regularity $m\ge \lfloor d/2\rfloor+2$ and establish a Beale-Kato-Majda (BKM)…
Capillary pressure, hysteresis and residual saturation in porous media
2006
Abstract A macroscopic theory for capillarity in porous media is presented. The capillary pressure function in this theory is not an input parameter but an outcome. The theory is based on introducing the trapped or residual saturations as state variables. It allows to predict spatiotemporal changes in residual saturation. The theory yields process dependence and hysteresis in capillary pressure as its main result.
The Wage Curve, Once More with Feeling: Bayesian Model Averaging of Heckit Models
2018
The sensitivity of the wage curve to sample-selection and model uncertainty was evaluated with Bayesian methods. More than 8000 Heckit wage curves were estimated using data from the 2017 household survey of Bolivia. After averaging the estimates with the posterior probability of each model being true, the wage curve elasticity in Bolivia is close to -0.01. This result suggests that in this country the wage curve is inelastic and does not follow the international statistical regularity of wage curves.
Mean-Field Game Modeling the Bandwagon Effect with Activation Costs
2015
This paper provides a mean-field game theoretic model of the bandwagon effect in social networks. This effect can be observed whenever individuals tend to align their own opinions to a mainstream opinion. The contribution is threefold. First, we describe the opinion propagation as a mean-field game with local interactions. Second, we establish mean-field equilibrium strategies in the case where the mainstream opinion is constant. Such strategies are shown to have a threshold structure. Third, we extend the use of threshold strategies to the case of time-varying mainstream opinion and study the evolution of the macroscopic system.
Stock markets and quantum dynamics: A second quantized description
2009
In this paper we continue our description of stock markets in terms of some non-abelian operators which are used to describe the portfolio of the various traders and other observable quantities. After a first prototype model with only two traders, we discuss a more realistic model of market involving an arbitrary number of traders. For both models we find approximated solutions for the time evolution of the portfolio of each trader. In particular, for the more realistic model, we use the stochastic limit approach and a fixed point like approximation. © 2007 Elsevier B.V. All rights reserved
Identification of Volatile Compounds in Blackcurrant Berries: Differences Among Cultivars
2021
Berries of blackcurrant are known to produce a strong flavor. Some previous studies have reported that a given cultivar of blackcurrant can produce berries with a specific profile of volatile compounds. For the Burgundy region in France, the Noir de Bourgogne cultivar is especially important because it is the main ingredient of a liquor with a designation of origin. The aim of the present study was to characterize the volatile fractions of berries from 15 cultivars in order to explore the possibility of using different cultivars for liquor production. The plants were cultivated under the same conditions and harvested in the same year. The volatile fractions of the harvested berries were ana…
Perturbation vectors to evaluate air quality using lichens and bromeliads: a Brazilian case study.
2017
10 pages; International audience; Samples of one lichen species, Parmotrema crinitum, and one bromeliad species, Tillandsia usneoides, were collected in the state of Rio de Janeiro, Brazil, at four sites differently affected by anthropogenic pollution. The concentrations of aluminum, cadmium, copper, iron, lanthanum, lead, sulfur, titanium, zinc, and zirconium were determined by inductively coupled plasma-atomic emission spectroscopy. The environmental diagnosis was established by examining compositional changes via perturbation vectors, an underused family of methods designed to circumvent the problem of closure in any compositional dataset. The perturbation vectors between the reference s…
A probabilistic framework for automatic prostate segmentation with a statistical model of shape and appearance
2011
International audience; Prostate volume estimation from segmented prostate contours in Trans Rectal Ultrasound (TRUS) images aids in diagnosis and treatment of prostate diseases, including prostate cancer. However, accurate, computationally efficient and automatic segmentation of the prostate in TRUS images is a challenging task owing to low Signal-To-Noise-Ratio (SNR), speckle noise, micro-calcifications and heterogeneous intensity distribution inside the prostate region. In this paper, we propose a probabilistic framework for propagation of a parametric model derived from Principal Component Analysis (PCA) of prior shape and posterior probability values to achieve the prostate segmentatio…
The analysis of poverty in Italy. A fuzzy dynamic approach
2004
The commonly used criterion to sharply separate the poor from the non poor on the basis of a poverty threshold appears to be too severe in comparison with the nature of poverty. The latter is multidimensional in its components (domain) and continue in its states (codomain). Moreover an income-based poverty line allows for a remarkable number of spurious transitions below and over that line, which do not correspond to true variations in household’s standard of living. This study starts from the analysis of common (with crisp states) transition matrices; then a fuzzy multidimensional poverty indicator is built. In conclusion, fuzzy states transition matrices synthesize interpretative content …