Search results for "Probability"
showing 10 items of 3417 documents
Exponential inequalities and estimation of conditional probabilities
2006
This paper deals with the problems of typicality and conditional typicality of “empirical probabilities” for stochastic process and the estimation of potential functions for Gibbs measures and dynamical systems. The questions of typicality have been studied in [FKT88] for independent sequences, in [BRY98, Ris89] for Markov chains. In order to prove the consistency of estimators of transition probability for Markov chains of unknown order, results on typicality and conditional typicality for some (Ψ)-mixing process where obtained in [CsS, Csi02]. Unfortunately, lots of natural mixing process do not satisfy this Ψ -mixing condition (see [DP05]). We consider a class of mixing process inspired …
High Order Compact Finite Difference Schemes for A Nonlinear Black-Scholes Equation
2001
A nonlinear Black-Scholes equation which models transaction costs arising in the hedging of portfolios is discretized semi-implicitly using high order compact finite difference schemes. A new compact scheme, generalizing the compact schemes of Rigal [29], is derived and proved to be unconditionally stable and non-oscillatory. The numerical results are compared to standard finite difference schemes. It turns out that the compact schemes have very satisfying stability and non-oscillatory properties and are generally more efficient than the considered classical schemes.
Guaranteed and computable error bounds for approximations constructed by an iterative decoupling of the Biot problem
2021
The paper is concerned with guaranteed a posteriori error estimates for a class of evolutionary problems related to poroelastic media governed by the quasi-static linear Biot equations. The system is decoupled by employing the fixed-stress split scheme, which leads to an iteratively solved semi-discrete system. The error bounds are derived by combining a posteriori estimates for contractive mappings with functional type error control for elliptic partial differential equations. The estimates are applicable to any approximation in the admissible functional space and are independent of the discretization method. They are fully computable, do not contain mesh-dependent constants, and provide r…
Air conditioning and heat-related mortality: a multi-country longitudinal study
2020
Background: Air conditioning has been proposed as one of the key factors explaining reductions of heat-related mortality risks observed in the last decades. However, direct evidence is still limited. Methods: We used a multi-country, multi-city, longitudinal design to quantify the independent role of air conditioning in reported attenuation in risk. We collected daily time series of mortality, mean temperature, and yearly air conditioning prevalence for 311 locations in Canada, Japan, Spain, and the USA between 1972 and 2009. For each city and sub-period, we fitted a quasi-Poisson regression combined with distributed lag non-linear models to estimate summer-only temperature–mortality associ…
An empirically grounded agent based model for modeling directs, conflict detection and resolution operations in air traffic management
2017
We present an agent based model of the Air Traffic Management socio-technical complex system that aims at modeling the interactions between aircrafts and air traffic controllers at a tactical level. The core of the model is given by the conflict detection and resolution module and by the directs module. Directs are flight shortcuts that are given by air controllers to speed up the passage of an aircraft within a certain airspace and therefore to facilitate airline operations. Conflicts resolution between flight trajectories can arise during the en-route phase of each flight due to both not detailed flight trajectory planning or unforeseen events that perturb the planned flight plan. Our mod…
Networks of Manufacturers and Retailers
2005
We study the endogenous formation of networks between manufacturers of differentiated goods and multi-product retailers who interact in a successive duopoly. Joint consent is needed to establish and/or maintain a costly link between a manufacturer and a retailer. We find that only three distribution networks are stable for particular values of the degree of product differentiation and link costs: (i) the non-exclusive distribution and non-exclusive dealing network in which both retailers distribute both products is stable for intermediate degree of product differentiation and small link costs; (ii) the exclusive distribution and exclusive dealing network in which each retailer distributes a…
Effects of docosahexaenoic acid and methylmercury on child's brain development due to consumption of fish by Finnish mother during pregnancy: A proba…
2011
Abstract Fish contains both beneficial substances e.g. docosahexaenoic acids but also harmful compounds e.g. methylmercury. Importantly, the health effects caused by these two substances can be evaluated in one common end point, intelligence quotient (IQ), providing a more transparent analysis. We estimated health effects of maternal fish consumption on child’s central nervous system by creating a model with three alternative maternal fish consumption scenarios (lean fish, fatty fish, and current fish consumption). Additionally, we analyzed impacts of both regular fish consumption and extreme fish consumption habits. At the individual level, the simulated net effects were small, encompassin…
Distribution of Pholeter gastrophilus (Digenea) within the stomach of four odontocete species: the role of the diet and digestive physiology of hosts
2005
We compared the distribution of the digenean Pholeter gastrophilus in the stomach of 27 harbour porpoises, Phocoena phocoena, 27 striped dolphins, Stenella coeruleoalba, 18 bottlenose dolphins, Tursiops truncatus, and 100 long-finned pilot whales, Globicephala melas. The stomach of these species is composed of 4 chambers of different size, structure and function. In all species, P. gastrophilus was largely restricted to the glandular region of the stomach, but the parasite tended to favour the fundic chamber in bottlenose dolphins and harbour porpoises, the pyloric chamber in pilot whales, and none in striped dolphins. However, predictability at infrapopulation level was generally low, sugg…
The red tooth hypothesis: A computational model of predator-prey relations, protean escape behavior and sexual reproduction
2009
This paper presents an extension of the Red Queen Hypothesis (hereafter, RQH) that we call the Red Tooth Hypothesis (RTH). This hypothesis suggests that predator-prey relations may play a role in the maintenance of sexual reproduction in many higher animals. RTH is based on an interaction between learning on the part of predators and evolution on the part of prey. We present a simple predator-prey computer simulation that illustrates the effects of this interaction. This simulation suggests that the optimal escape strategy from the prey's standpoint would be to have a small number of highly reflexive, largely innate (and, therefore, very fast) escape patterns, but that would also be unlearn…
Testing the Martingale Property of Exchange Rates: A Replication
2010
In this paper, we test the martingale property of a set of U.S. exchange rates already analyzed in a recent paper by Yilmaz [J. of Buss. and Ec. Stat., 2003]. We claim that the tests used by Yilmaz are not the most convenient to test the martingale hypothesis (or the equivalent martingale difference of the returns); hence, we compute a recently proposed test by Kuan and Lee [Stud. in Nonlin. Dyn. and Econ., 2004] and compare our results to Yilmaz's. Striking differences arise, which can give a clue about the type of data generating process governing the evolution of exchange rates in each sub-period.