Search results for "stochastic"

Quantitative approximation of certain stochastic integrals

2002

We approximate certain stochastic integrals, typically appearing in Stochastic Finance, by stochastic integrals over integrands, which are path-wise constant within deterministic, but not necessarily equidistant, time intervals. We ask for rates of convergence if the approximation error is considered in L 2 . In particular, we show that by using non-equidistant time nets, in contrast to equidistant time nets, approximation rates can be improved considerably.

Pool punishment in public goods games: How do sanctioners’ incentives affect us?

2021

Abstract Centralized sanctioning in social dilemmas has been shown to increase efficiency with respect to standard decentralized peer punishment. In this context, we explore the impact of sanctioners’ motivations through their payoff scheme, not only on their actions but also on the actions of the monitored individuals. To do so, we compare the implementation of two different payoff schemes for the monitor in a centralized sanctioning framework: (i) a fixed payoff scheme and (ii) a variable payoff scheme contingent on the level of cooperation achieved. We find that providing the sanctioner with a contingent payoff has a negative impact on contributions. This occurs although sanctioners impl…

Stochastic description of traffic breakdown

2003

We present a comparison of nucleation in an isothermal-isochoric container with traffic congestion on a one-lane freeway. The analysis is based, in both cases, on the probabilistic description by stochastic master equations. Further we analyze the characteristic features of traffic breakdowns. To describe this phenomenon we apply the stochastic model regarding the jam emergence to the formation of a large car cluster on the highway.

Decomposing encoding and decisional components in visual-word recognition: a diffusion model analysis.

2014

In a diffusion model, performance as measured by latency and accuracy in two-choice tasks is decomposed into different parameters that can be linked to underlying cognitive processes. Although the diffusion model has been utilized to account for lexical decision data, the effects of stimulus manipulations in previous experiments originated from just one parameter: the quality of the evidence. Here we examined whether the diffusion model can be used to effectively decompose the underlying processes during visual-word recognition. We explore this issue in an experiment that features a lexical manipulation (word frequency) that we expected to affect mostly the quality of the evidence (the dri…

Stochastic models for phytoplankton dynamics in marine ecosystems

2014

In this thesis, the stochastic advection-reaction-diffusion models are analyzed to obtain the vertical stationary spatial distributions of the main groups of picophytoplankton, which account about for 80% of total chlorophyll on average in Mediterranean Sea. In Chapter 1 we give a short presentation of the experimental and phytoplanktonic data collected during different oceanographic surveys in Mediterranean Sea. In Chapter 2 we introduce the deterministic and stochastic approaches (one-population model) adopted to describe the picoeukaryotes dynamics in Sicily Channel. Moreover, numerical results for the biomass concentration are compared with experimental data by using chi-squared goodnes…

OPTIMIZING STOCHASTIC SUSCEPTIBILITY MODELLING FOR DEBRIS FLOW LANDSLIDES: PIXEL SIZE EFFECTS, PROBLEMS IN CHRONO-VALIDATION, 2D SPATIALLY DISTRIBUTE…

Cyclic fluctuations, climatic changes and role of noise in planktonic foraminifera in the Mediterranean Sea

2005

The study of Planktonic Foraminifera abundances permits to obtain climatic curves on the basis of percentage ratio between tropical and temperate/polar forms. Climatic changes were controlled by several phenomena as: (i) Milankovitch's cycles, produced by variations of astronomical parameters such as precession, obliquity and eccentricity; (ii) continental geodynamic evolution and orogenic belt; (iii) variations of atmospheric and oceanic currents; (iv) volcanic eruptions; (v) meteor impacts. But while astronomical parameters have a quasi-regular periodicity, the other phenomena can be considered as "noise signal" in natural systems. The interplay between cyclical astronomical variations, t…

Three Hours Ahead Prevision of SO2 Pollutant Concentration Using an Elman Neural based Forecaster

2008

Abstract Indoor air quality near the industrial site is tightly joined to pollutant concentration level, since outdoor pollution heavily influences air quality and, consequently, inhabitants health. A pollution management system is essential for health protection. Automatic air quality management systems have became an important research issue with strong implications for inhabitants’ health. In this paper an automatic forecaster based on neural networks for SO 2 concentration prevision is proposed. The analyzed area covers different small towns near the industrial site of Priolo, in the south of the world. Among these towns, Melilli was the first town in Italy that was evacuated for high l…

Non-Gaussian Approach for Stochastic Analysis of Offshore Structures

1995

An approach that is able to obtain the stochastic characteristics in terms of, stochastic momen.ts of a SDOF system excited by loads due to a fluid-structure mteraction is presented. In This approach the fluid horizontal velocity is considered as a filtered white noise, and the actual load expression is replaced by a Thirddegree polynomial of this velocity. The tools needed to p.romptly obtain the filters parameters and the equations governing the response moments are also presented; in particular, if the structure is sufficiently stiff, It is shown that these equations do not need any closure scheme III order to be solved. © ASCE.

A new representation of power spectral density and correlation function by means of fractional spectral moments

2009

In this paper, a new perspective for the representation of both the power spectral density and the correlation function by a unique class of function is introduced. We define the moments of order gamma (gamma being a complex number) of the one sided power spectral density and we call them Fractional Spectral Moments (FSM). These complex quantities remain finite also in the case in which the ordinary spectral moments diverge, and are able to represent the whole Power Spectral Density and the corresponding correlation function.