Search results for "Modelli"

showing 10 items of 1866 documents

On an approximation problem for stochastic integrals where random time nets do not help

2006

Abstract Given a geometric Brownian motion S = ( S t ) t ∈ [ 0 , T ] and a Borel measurable function g : ( 0 , ∞ ) → R such that g ( S T ) ∈ L 2 , we approximate g ( S T ) - E g ( S T ) by ∑ i = 1 n v i - 1 ( S τ i - S τ i - 1 ) where 0 = τ 0 ⩽ ⋯ ⩽ τ n = T is an increasing sequence of stopping times and the v i - 1 are F τ i - 1 -measurable random variables such that E v i - 1 2 ( S τ i - S τ i - 1 ) 2 ∞ ( ( F t ) t ∈ [ 0 , T ] is the augmentation of the natural filtration of the underlying Brownian motion). In case that g is not almost surely linear, we show that one gets a lower bound for the L 2 -approximation rate of 1 / n if one optimizes over all nets consisting of n + 1 stopping time…

Statistics and ProbabilityRandom time netsMeasurable functionStochastic processStochastic integralsApplied MathematicsUpper and lower boundsNatural filtrationCombinatoricsModeling and SimulationStopping timeModelling and SimulationAlmost surelyApproximationBorel measureBrownian motionMathematicsStochastic Processes and their Applications
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Estimating growth charts via nonparametric quantile regression: a practical framework with application in ecology.

2013

We discuss a practical and effective framework to estimate reference growth charts via regression quantiles. Inequality constraints are used to ensure both monotonicity and non-crossing of the estimated quantile curves and penalized splines are employed to model the nonlinear growth patterns with respect to age. A companion R package is presented and relevant code discussed to favour spreading and application of the proposed methods.

Statistics and ProbabilitySettore BIO/07 - EcologiaStatistics::TheoryEcology (disciplines)Nonparametric statisticsMonotonic functionRegressionStatistics::ComputationQuantile regressionNonlinear systemR packageStatisticsEconometricsStatistics::MethodologyGrowth charts Nonparametric regression quantiles Penalized splines P. oceanica modelling R softwareStatistics Probability and UncertaintySettore SECS-S/01 - StatisticaGeneral Environmental ScienceMathematicsQuantile
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A quantum particle in a box with moving walls

2013

We analyze the non-relativistic problem of a quantum particle that bounces back and forth between two moving walls. We recast this problem into the equivalent one of a quantum particle in a fixed box whose dynamics is governed by an appropriate time-dependent Schroedinger operator.

Statistics and ProbabilitySettore FIS/02 - Fisica Teorica Modelli E Metodi MatematiciDifferential equationFOS: Physical sciencesGeneral Physics and AstronomySettore FIS/03 - Fisica Della MateriaSchrödinger equationsymbols.namesakeBoundary ConditionMathematical PhysicsQuantum Mechanics; Boundary Conditions; Quantum Zeno effect; Time-dependent HamiltoniansPhysicsQuantum PhysicsQuantum particlePartial differential equationOperator (physics)Statistical and Nonlinear PhysicsMathematical Physics (math-ph)Quantum MechanicWave equationClassical mechanicsModeling and SimulationsymbolsQuantum Zeno effectQuantum Physics (quant-ph)Time-dependent HamiltoniansSchrödinger's cat
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Non-Markovianity and Coherence of a Moving Qubit inside a Leaky Cavity

2017

Non-Markovian features of a system evolution, stemming from memory effects, may be utilized to transfer, storage, and revive basic quantum properties of the system states. It is well known that an atom qubit undergoes non-Markovian dynamics in high quality cavities. We here consider the qubit-cavity interaction in the case when the qubit is in motion inside a leaky cavity. We show that, owing to the inhibition of the decay rate, the coherence of the traveling qubit remains closer to its initial value as time goes by compared to that of a qubit at rest. We also demonstrate that quantum coherence is preserved more efficiently for larger qubit velocities. This is true independently of the evol…

Statistics and ProbabilitySettore FIS/02 - Fisica Teorica Modelli E Metodi MatematiciFOS: Physical sciencesMarkov processNon-Markovianity01 natural sciencesSettore FIS/03 - Fisica Della Materia010305 fluids & plasmassymbols.namesakeComputer Science::Emerging TechnologiesQuantum mechanics0103 physical sciencesInitial value problem010306 general physicsQuantumMathematical PhysicsPhysicsQuantum PhysicsMoving atom qubitStatistical and Nonlinear PhysicsQuantum PhysicsCavity quantum electrodynamicQuantum coherenceQubitOpen quantum systemsymbolsQuantum Physics (quant-ph)Coherence (physics)
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On quantumness in multi-parameter quantum estimation

2019

In this article we derive a measure of quantumness in quantum multi-parameter estimation problems. We can show that the ratio between the mean Uhlmann Curvature and the Fisher Information provides a figure of merit which estimates the amount of incompatibility arising from the quantum nature of the underlying physical system. This ratio accounts for the discrepancy between the attainable precision in the simultaneous estimation of multiple parameters and the precision predicted by the Cram\'er-Rao bound. As a testbed for this concept, we consider a quantum many-body system in thermal equilibrium, and explore the quantum compatibility of the model across its phase diagram.

Statistics and ProbabilitySettore FIS/02 - Fisica Teorica Modelli E Metodi Matematiciquantum criticality quantum information statistical inferenceMeasure (physics)Physical systemFOS: Physical sciencesCurvature01 natural sciences010305 fluids & plasmassymbols.namesake0103 physical sciencesFigure of meritStatistical physics010306 general physicsFisher informationQuantumCondensed Matter - Statistical MechanicsMathematicsPhase diagramThermal equilibriumQuantum PhysicsStatistical Mechanics (cond-mat.stat-mech)Statistical and Nonlinear PhysicssymbolsStatistics Probability and UncertaintyQuantum Physics (quant-ph)Journal of Statistical Mechanics: Theory and Experiment
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Volatility in Financial Markets: Stochastic Models and Empirical Results

2002

We investigate the historical volatility of the 100 most capitalized stocks traded in US equity markets. An empirical probability density function (pdf) of volatility is obtained and compared with the theoretical predictions of a lognormal model and of the Hull and White model. The lognormal model well describes the pdf in the region of low values of volatility whereas the Hull and White model better approximates the empirical pdf for large values of volatility. Both models fails in describing the empirical pdf over a moderately large volatility range.

Statistics and ProbabilityStatistical Finance (q-fin.ST)Statistical Mechanics (cond-mat.stat-mech)Stochastic modellingEconophysicFinancial marketFOS: Physical sciencesQuantitative Finance - Statistical FinanceStatistical and Nonlinear PhysicsProbability density functionStochastic processeCondensed Matter PhysicsEmpirical probabilitySettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)FOS: Economics and businessVolatilityLognormal modelHullEconomicsEconometricsMathematical PhysicVolatility (finance)Condensed Matter - Statistical Mechanics
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On the stability and ergodicity of adaptive scaling Metropolis algorithms

2011

The stability and ergodicity properties of two adaptive random walk Metropolis algorithms are considered. The both algorithms adjust the scaling of the proposal distribution continuously based on the observed acceptance probability. Unlike the previously proposed forms of the algorithms, the adapted scaling parameter is not constrained within a predefined compact interval. The first algorithm is based on scale adaptation only, while the second one incorporates also covariance adaptation. A strong law of large numbers is shown to hold assuming that the target density is smooth enough and has either compact support or super-exponentially decaying tails.

Statistics and ProbabilityStochastic approximationMathematics - Statistics TheoryStatistics Theory (math.ST)Law of large numbersMultiple-try Metropolis01 natural sciencesStability (probability)010104 statistics & probabilityModelling and Simulation65C40 60J27 93E15 93E35Adaptive Markov chain Monte CarloFOS: Mathematics0101 mathematicsScalingMetropolis algorithmMathematicsta112Applied Mathematics010102 general mathematicsRejection samplingErgodicityProbability (math.PR)ta111CovarianceRandom walkMetropolis–Hastings algorithmModeling and SimulationAlgorithmStabilityMathematics - ProbabilityStochastic Processes and their Applications
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The coalescent in population models with time-inhomogeneous environment

2002

AbstractThe coalescent theory, well developed for the class of exchangeable population models with time-homogeneous reproduction law, is extended to a class of population models with time-inhomogeneous environment, where the population size is allowed to vary deterministically with time and where the distribution of the family sizes is allowed to change from generation to generation. A new class of time-inhomogeneous coalescent limit processes with simultaneous multiple mergers arises. Its distribution can be characterized in terms of product integrals.

Statistics and ProbabilityWeak convergencePopulation geneticsApplied MathematicsPopulation sizeVarying environmentPopulation geneticsProduct integralHeavy traffic approximationProduct integralStirling numbersCoalescent theoryFamily SizesDiffusion approximationPopulation modelAncestorsModelling and SimulationModeling and SimulationEconometricsQuantitative Biology::Populations and EvolutionCoalescentStatistical physicsWeak convergenceMathematicsStochastic Processes and their Applications
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Spatio-temporal small area surveillance of the COVID-19 pandemic

2022

Abstract The emergence of COVID-19 requires new effective tools for epidemiological surveillance. Spatio-temporal disease mapping models, which allow dealing with small units of analysis, are a priority in this context. These models provide geographically detailed and temporally updated overviews of the current state of the pandemic, making public health interventions more effective. These models also allow estimating epidemiological indicators highly demanded for COVID-19 surveillance, such as the instantaneous reproduction number R t , even for small areas. In this paper, we propose a new spatio-temporal spline model particularly suited for COVID-19 surveillance, which allows estimating a…

Statistics and Probabilitymedicine.medical_specialtyCoronavirus disease 2019 (COVID-19)instantaneous reproduction numberComputer sciencespatio-temporal modellingPublic healthPublic health interventionsdisease mappingCOVID-19Context (language use)Management Monitoring Policy and LawData scienceArticleSpatio-temporal modellingUnit of analysisPandemicmedicineEpidemiological surveillanceDisease mappingInstantaneous reproduction numberComputers in Earth SciencesTourism
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Spectral characteristics of steady-state Lévy flights in confinement potential profiles

2016

The steady-state correlation characteristics of superdiffusion in the form of Levy flights in one-dimensional confinement potential profiles are investigated both theoretically and numerically. Specifically, for Cauchy stable noise we calculate the steady-state probability density function for an infinitely deep rectangular potential well and for a symmetric steep potential well of the type U(x)∞x2m. For these potential profiles and arbitrary Levy index α, we obtain the asymptotic expression of the spectral power density.

Statistics and Probabilityrigorous results in statistical mechanicSettore FIS/02 - Fisica Teorica Modelli E Metodi MatematiciSteady stateMathematical analysisCauchy distributionstochastic processes (theory)Statistical and Nonlinear PhysicsProbability density functionrigorous results in statistical mechanics; stochastic particle dynamics; stochastic processes (theory); Statistical and Nonlinear Physics; Statistics and Probability; Statistics Probability and UncertaintyType (model theory)01 natural sciencesNoise (electronics)010305 fluids & plasmasstochastic particle dynamicLévy flight0103 physical sciencesStatistics Probability and Uncertainty010306 general physicsStatistical and Nonlinear PhysicPower densityMathematicsJournal of Statistical Mechanics: Theory and Experiment
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