Search results for "Probability Theory"
showing 10 items of 269 documents
Probabilistic response of nonlinear systems under combined normal and Poisson white noise via path integral method
2011
In this paper the response in terms of probability density function of nonlinear systems under combined normal and Poisson white noise is considered. The problem is handled via a Path Integral Solution (PIS) that may be considered as a step-by-step solution technique in terms of probability density function. A nonlinear system under normal white noise, Poissonian white noise and under the superposition of normal and Poisson white noise is performed through PIS. The spectral counterpart of the PIS, ruling the evolution of the characteristic functions is also derived. It is shown that at the limit when the time step becomes an infinitesimal quantity an equation ruling the evolution of the pro…
Dynamics of Two Picophytoplankton Groups in Mediterranean Sea: Analysis of the Deep Chlorophyll Maximum by a Stochastic Advection-Reaction-Diffusion …
2013
A stochastic advection-reaction-diffusion model with terms of multiplicative white Gaussian noise, valid for weakly mixed waters, is studied to obtain the vertical stationary spatial distributions of two groups of picophytoplankton, i.e., picoeukaryotes and Prochlorococcus, which account about for 60% of total chlorophyll on average in Mediterranean Sea. By numerically solving the equations of the model, we analyze the one-dimensional spatio-temporal dynamics of the total picophytoplankton biomass and nutrient concentration along the water column at different depths. In particular, we integrate the equations over a time interval long enough, obtaining the steady spatial distributions for th…
Approximations in Statistics from a Decision-Theoretical Viewpoint
1987
The approximation of the probability density p(.) of a random vector x∊X by another (possibly more convenient) probability density q(.) which belongs to a certain class Q is analyzed as a decision problem where the action space is the class Qof available approximations, the relevant uncertain event is the actual value of the vector x and the utility function is a proper scoring rule. The logarithmic divergence is shown to play a rather special role within this approach. The argument lies entirely within a Bayesian framework.
Adaptive trial design: a general methodology for censored time to event data.
2008
Adaptive designs allow a clinical trial design to be changed according to interim findings without inflating type I error. The Inverse Normal method can be considered as an adaptive generalization of classical group sequential designs. The use of the Inverse Normal method for censored survival data was demonstrated only for the logrank statistic. However, the logrank statistic is inefficient in the presence of nuisance covariates affecting survival. We demonstrate, how the Inverse Normal method can be applied to Cox regression analysis. The required independence between test statistics of the different stages of the trial can be obtained by two different approaches. One is using the indepen…
Estimating norms inC*-algebras of discrete groups
1976
LetG be a discrete group, letK be a finite subset ofG and let χ K be the characteristic function ofK. Then χ K acts by convolution as a bounded operator onL2(G). We will prove that the norm |||χ K ||| of this operator always satisfies the following estimate: $$|||\chi _{\rm K} |||^2 \leqq k + 2\sqrt {w\left( {k - 1} \right)\left( {k - w} \right)} + \left( {k - 2} \right)\left( {k - w} \right)$$ . Here .
Error Bounds for the Numerical Evaluation of Integrals with Weights
1988
This paper is concerned with a procedure of obtaining error bounds for numerically evaluated integrals with weights. If \( - \infty \mathop < \limits_ = a < b\mathop < \limits_ = \infty \), w integrable over [a,b] and positive almost everywhere, then an approximation of \({I_W}f: = \int\limits_a^b {w\left( t \right)f\left( t \right)dt} \) by a quadrature rule \({Q_n}f: = \sum\limits_{i = 0}^n {{\alpha _i}f\left( {{t_i}} \right)} \) is leading to the error Enf ≔ Iwf ‒ Qnf. An algorithm is derived for the computation of bounds for |Enf| depending on the smoothness of the integrand f and on the degree of exactness of Q. As initial values this algorithm needs moments of the weighting function w…
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.
Encoding into Visual Working Memory: Event-Related Brain Potentials Reflect Automatic Processing of Seemingly Redundant Information.
2013
Encoding and maintenance of information in visual working memory in an S1-S2 task with a 1500 ms retention phase were investigated by means of event-related brain potentials (ERPs). Participants were asked to decide whether two visual stimuli were physically identical (identity comparison (IC) task) or belonged to the same set or category of equivalent patterns (category comparison (CC) task). The stimuli differ with regard to two features. (1) Each pattern can belong to a set of either four (ESS 4) or eight (ESS 8) equivalent patterns, mirroring differences in the complexity with regard to the representational structure of each pattern (i.e., equivalence set size (ESS)). (2) The set of pat…
REPEATED GAMES WITH PROBABILISTIC HORIZON
2005
Repeated games with probabilistic horizon are defined as those games where players have a common probability structure over the length of the game's repetition, T. In particular, for each t, they assign a probability pt to the event that "the game ends in period t". In this framework we analyze Generalized Prisoners' Dilemma games in both finite stage and differentiable stage games. Our construction shows that it is possible to reach cooperative equilibria under some conditions on the distribution of the discrete random variable T even if the expected length of the game is finite. More precisely, we completely characterize the existence of sub-game perfect cooperative equilibria in finite s…
Does Sedentary Behavior Predict Academic Performance in Adolescents or the Other Way Round? A Longitudinal Path Analysis.
2016
This study examined whether adolescents’ time spent on sedentary behaviors (academic, technological-based and social-based activities) was a better predictor of academic performance than the reverse. A cohort of 755 adolescents participated in a three-year period study. Structural Equation Modeling techniques were used to test plausible causal hypotheses. Four competing models were analyzed to determine which model best fitted the data. The Best Model was separately tested by gender. The Best Model showed that academic performance was a better predictor of sedentary behaviors than the other way round. It also indicated that students who obtained excellent academic results were more likely t…