Search results for "probability"
showing 10 items of 3417 documents
Asset Return Dynamics under Alternative Learning Schemes
2009
In this paper we design an artificial financial market where endogenous volatility is created assigning to the agents diverse prior beliefs about the joint distribution of returns, and, over time, making agents rationally update their beliefs using common public information. We analyze the asset price dynamics generated under two learning environments: one where agents assume that the joint distribution of returns is IID, and another where agents believe in the existence of regimes in the joint distribution of asset returns. We show that the regime switching learning structure can generate all the most common stylized facts of financial markets: fat tails and long-range dependence in volati…
Blood pressure responsiveness to obstructive events during sleep after chronic CPAP
2003
The aim of this study was to investigate whether chronic continuous positive airway pressure (CPAP) affects blood pressure (BP) responsiveness to obstructive events occurring on the first night of CPAP withdrawal in obstructive sleep apnoea (OSA) after chronic treatment. Thirteen male subjects with severe OSA underwent nocturnal polysomnography with beatbybeat BP monitoring before treatment and after 4.9±3.4 months of home CPAP (mean daily use 5.1±1.7 h). Variations in oxyhaemoglobin saturation (Δ S a,O2), systolic (Δ P s), and diastolic (Δ P d) BP within nonrapid eye movement apnoeas and hypopnoeas were measured on a sample of pre and posttreatment events. In addition, a pretreatment s…
Design and Simulation of Measurement-Based Correlation Models for Shadow Fading
2011
This paper deals with the design of measurement-based correlation models for shadow fading. Based on the correlation model, we design a simulation model using the sum-of-sinusoids (SOS) method to enable the simulation of spatial lognormal processes characterizing real-world shadow fading scenarios. The model parameters of the simulation model are computed by applying the Lp-norm method (LPNM). This method facilitates an excellent fitting of the simulation model’s autocorrelation function (ACF) to that of measured channels. Our study includes an evaluation of all important statistical quantities of the proposed measurement-based simulation model, such as the probability density function (PDF…
Oral N-acetylcysteine attenuates the rat pulmonary inflammatory response to antigen.
2003
Oxidative stress is involved in the pathophysiology of inflammatory airway diseases including asthma; therefore, antioxidants might be of clinical benefit in asthma treatment. In the present study, the effects of N-acetylcysteine on sensitised brown Norway rats were examined. N-Acetylcysteine (3 mmol kg body weight(-1) administered orally) was given daily for 1 week before challenge and various antigen-induced pulmonary responses were studied. Antigen exposure increased lipid peroxidation in bronchoalveolar lavage fluid (BALF) and oxidised glutathione levels in lung tissue 2 h after challenge. Lung nuclear transcription factor-KB-binding activity was increased 2 h after challenge, and BALF …
Becton Dickinson Directigen EZ Flu A+B assay in the diagnosis of pandemic influenza A H1N1 2009 virus infection in adult patients
2011
To the editor: The recent emergence and spread of the pandemic influenza A H1N1 2009 virus demands the evaluation of rapid antigen assays for their ability to detect this novel subtype of influenza A virus. Data on the ability of BD Directigen EZ Flu A+B immunochromatographic (IC) assay (Beckton Dickinson and Company, Sparks, MD, USA) to detect the pandemic influenza A virus strain in fresh clinical samples have been recently published. 1 , 2 , 3 , 4 , 5 In these studies, the majority of specimens were collected from pediatric patients, and the sensitivities reported ranged from 46·8% to 76·6%. As viral shedding in the upper respiratory tract during influenza virus infection is of greater m…
The optimal imaging test for diagnosis of acute pulmonary embolism: a second chance for lung scintigraphy?
2020
Ventilation–perfusion scintigraphy may continue to be the first-line diagnostic method for pulmonary embolism in institutions that can ensure its uninterrupted availability and the expertise in its interpretationhttps://bit.ly/2y3Dlhx
Probabilistic foundations of contextuality
2017
Contextuality is usually defined as absence of a joint distribution for a set of measurements (random variables) with known joint distributions of some of its subsets. However, if these subsets of measurements are not disjoint, contextuality is mathematically impossible even if one generally allows (as one must) for random variables not to be jointly distributed. To avoid contradictions one has to adopt the Contextuality-by-Default approach: measurements made in different contexts are always distinct and stochastically unrelated to each other. Contextuality is reformulated then in terms of the (im)possibility of imposing on all the measurements in a system a joint distribution of a particul…
Bismut’s Way of the Malliavin Calculus for Non-Markovian Semi-groups: An Introduction
2019
We give a review of our recent works related to the Malliavin calculus of Bismut type for non-Markovian generators. Part IV is new and relates the Malliavin calculus and the general theory of elliptic pseudo-differential operators.
Quantum Entanglement and the Issue of Selective Influences in Psychology: An Overview
2012
Similar formalisms have been independently developed in psychology, to deal with the issue of selective influences (deciding which of several experimental manipulations selectively influences each of several, generally non-independent, response variables), and in quantum mechanics (QM), to deal with the EPR entanglement phenomena (deciding whether an EPR experiment allows for a "classical" account). The parallels between these problems are established by observing that any two noncommuting measurements in QM are mutually exclusive and can therefore be treated as analogs of different values of one and the same input. Both problems reduce to that of the existence of a jointly distributed syst…
Invariant Markov semigroups on quantum homogeneous spaces
2019
Invariance properties of linear functionals and linear maps on algebras of functions on quantum homogeneous spaces are studied, in particular for the special case of expected coideal *-subalgebras. Several one-to-one correspondences between such invariant functionals are established. Adding a positivity condition, this yields one-to-one correspondences of invariant quantum Markov semigroups acting on expected coideal *-subalgebras and certain convolution semigroups of states on the underlying compact quantum group. This gives an approach to classifying invariant quantum Markov semigroups on these quantum homogeneous spaces. The generators of these semigroups are viewed as Laplace operators …