Search results for "stochastic"
showing 10 items of 1018 documents
On the dependence of magnetic stochastic resonance features on the features of magnetic hysteresis
2005
Numerical study of magnetic stochastic resonance (SR) in several magnetic systems having different hysteresis loops was performed. The various hysteresis loops were modeled by using Preisach model in which several identification functions were used. The results showed the dependence of SR on the parameters of Preisach function. The results also showed how the field H/sub 0/ shifted the onset of SR and how a large dispersion of the distribution of hysterons degraded the SR.
Magnetic Stochastic Resonance in systems described by Dynamic Preisach Model
2008
Stochastic resonance (SR) is generally considered as an enhancement of the system response for certain finite values of the noise strength. In particular the signal to noise ratio (SNR) and the signal amplification show a maximum as a function of the noise intensity. This effect has been experimentally observed in many physical systems and also in magnetic systems. However, as far as magnetic systems are concerned, the dynamic features of the systems have been neglected and it has been assumed that the typical relaxation time is negligible. However this is clearly a rough approximation. In order to clarify this relation, in this paper we numerically study magnetic stochastic resonance in se…
Stochastic model predicts evolving preferences in the Iowa gambling task
2014
Learning under uncertainty is a common task that people face in their daily life. This process relies on the cognitive ability to adjust behavior to environmental demands. Although the biological underpinnings of those cognitive processes have been extensively studied, there has been little work in formal models seeking to capture the fundamental dynamic of learning under uncertainty. In the present work, we aimed to understand the basic cognitive mechanisms of outcome processing involved in decisions under uncertainty and to evaluate the relevance of previous experiences in enhancing learning processes within such uncertain context. We propose a formal model that emulates the behavior of p…
Skills, Job Mobility and Productive Efficiency
2017
Making use of a survey that directly assesses the participants’ cognitive skills, I study the relation between skills and job mobility in a large international comparison of 32 countries. Motivated by the canonical on-the-job search model, I measure job mobility by the ratio of the job-finding rate on the job to the transition rate into unemployment. A higher ratio of these rates induces, ceteris paribus, first-order stochastic dominance in the distribution of workers over jobs, indicating a more efficient allocation of resources across firms. On average across the 32 countries, a one-standard-deviation increase in numeracy skills is estimated to double the ratio of the job-finding rate on …
Drivers of productivity change: a comparison of English and Welsh water only and water and sewerage companies
2021
In regulated industries, such as the water industry, it is of great significance to estimate productivity change as it helps policy makers to evaluate the effectiveness of regulatory regime and ind...
Small-sample characterization of stochastic approximation staircases in forced-choice adaptive threshold estimation
2007
Despite the widespread use of up—down staircases in adaptive threshold estimation, their efficiency and usability in forced-choice experiments has been recently debated. In this study, simulation techniques were used to determine the small-sample convergence properties of stochastic approximation (SA) staircases as a function of several experimental parameters. We found that satisfying some general requirements (use of the accelerated SA algorithm, clear suprathreshold initial stimulus intensity, large initial step size) the convergence was accurate independently of the spread of the underlying psychometric function. SA staircases were also reliable for targeting percent-correct levels far …
A Novel Non-Stationary Channel Model Utilizing Brownian Random Paths
2014
This paper proposes a non-stationary channel model in which real-time dynamics of the mobile station (MS) are taken into account. We utilize Brownian motion (BM) processes to model targeted and non-targeted dynamics of the MS. The proposed trajectory model consists of both drift and random components to capture both targeted and non-targeted motions of the MS. The Brownian trajectory model is then employed to provide a non-stationary channel model, in which the scattering effects of the propagation area are modelled by a non-centred one-ring geometric scattering model. The starting point of the motion is a fixed point in the propagation environment, whereas its terminating point is a random…
Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs
2021
We introduce a decoupling method on the Wiener space to define a wide class of anisotropic Besov spaces. The decoupling method is based on a general distributional approach and not restricted to the Wiener space. The class of Besov spaces we introduce contains the traditional isotropic Besov spaces obtained by the real interpolation method, but also new spaces that are designed to investigate backwards stochastic differential equations (BSDEs). As examples we discuss the Besov regularity (in the sense of our spaces) of forward diffusions and local times. It is shown that among our newly introduced Besov spaces there are spaces that characterize quantitative properties of directional derivat…
A Laplace type problem for a lattice with cell composed by two trapezius and a triangle
2014
In the previous papers, [1], [2], [3], [4], [5], [6], [7], [8], [9] and [10] the authors study some Laplace problem for different lattices. In this paper we determine the probability that a random segment of constant length intersects a side of lattice with cell represented in fig.1