Search results for "stochastic"

Feasibility of Ultra-short Term Complexity Analysis of Heart Rate Variability in Resting State and During Orthostatic Stress

2022

In this work, we study ultra-short term (UST) complexity of Heart Rate Variability (HRV) and its agreement with analysis of standard short-term (ST) HRV recordings obtained at rest and during orthostatic stress. Conditional Entropy (CE) measures have been computed using both a linear Gaussian approximation and a more accurate model-free approach based on nearest neighbors. The agreement between UST and ST indices has been compared via statistical tests and correlation analysis, suggesting the feasibility of exploiting faster algorithms and shorter time series for detecting changes in cardiovascular control during various states.

A note on stochastic model of malaria with periodic coefficients

2009

Modello stocastico di epidemia

2007

Risk profiles for re-profiling sovereign debt

2015

Purpose – This paper aims to use a risk management approach for re-profiling of sovereign debt. It develops profiles that trade off expected cost of financing alternative debt structures against their risk. The risk profiles are particularly informative for countries facing sovereign debt crisis, as they allow us to identify, with high probability, debt unsustainability. Risk profiles for two eurozone countries with excessive debt, Cyprus and Italy, were developed. In addition, risk profiles were developed for a proposal to impose debt sanctions in the Ukrainian crisis and it was shown that the financial impact could be substantial. Design/methodology/approach – Using scenario analysis, a r…

A stochastic dynamic model to evaluate the influence of economy and well-being on unemployment control

2018

[EN] This paper presents a stochastic dynamic mathematical model to study the evolution of the unemployment rate and other relevant related variables in a country. This model is composed by three basic interrelated subsystems: demographic, economic and wellbeing ones. A key aspect of this model is that it considers three UN well-being variables simultaneously: Human Development Index, Gender Empowerment Index and Gender Differentiation Index. These variables involve key concepts for human development, as Health, Education, Economy and Female Labor. With this model, the most outstanding variables found in the literature in relation with unemployment control can be used to design strategies a…

Probabilistic response of linear structures equipped with nonlinear dampers devices (PIS method)

2008

Passive control introducing energy absorbing devices into the structure has received considerable attention in recent years. Unfortunately the constitutive law of viscous fluid dampers is highly nonlinear, and even supposing that the structure behaves linearly, the whole system has inherent nonlinear properties. Usually the analysis is performed by a stochastic linearization technique (SLT) determining a linear system equivalent to the nonlinear one, in a statistical sense. In this paper the effect of the non-Gaussianity of the response due to the inherent nonlinearity of the damper device will be studied in detail via the Path Integral Solution (PIS) method. A systematic study is conducted…

Non-cooperative Aerial Base Station Placement via Stochastic Optimization

2019

Autonomous unmanned aerial vehicles (UAVs) with on-board base station equipment can potentially provide connectivity in areas where the terrestrial infrastructure is overloaded, damaged, or absent. Use cases comprise emergency response, wildfire suppression, surveillance, and cellular communications in crowded events to name a few. A central problem to enable this technology is to place such aerial base stations (AirBSs) in locations that approximately optimize the relevant communication metrics. To alleviate the limitations of existing algorithms, which require intensive and reliable communications among AirBSs or between the AirBSs and a central controller, this paper leverages stochastic…

Reliable signal processing using parallel arrays of non-identical nanostructures and stochastic resonance

2010

In the stochastic resonance (SR) phenomena, the response of a non-linear system to a weak periodic input signal is optimised by the presence of a particular level of noise which enhances signal detection. We explore, theoretically, the influence of thermal noise in arrays of metal nanoparticles functionalised with organic ligands acting as tunnelling junctions, with emphasis on the interplay between the SR phenomena and the nanostructure variability. In this system, the transference of a reduced number of electrons may suffice to implement a variety of electronic functions. However, because nanostructures are expected to show a significant variability in their physical characteristics, it i…

Risk management optimization for sovereign debt restructuring

2015

Debt restructuring is one of the policy tools available for resolving sovereign debt crises and, while unorthodox, it is not uncommon. We propose a scenario analysis for debt sustainability and integrate it with scenario optimization for risk management in restructuring sovereign debt. The scenario dynamics of debt-to-GDP ratio are used to define a tail risk measure, termed "conditional Debt-at-Risk". A multi-period stochastic programming model minimizes the expected cost of debt financing subject to risk limits. It provides an operational model to handle significant aspects of debt restructuring: it collects all debt issues in a common framework, and can include contingent claims, multiple…

On the convergent parts of high order spectral moments of stationary structural responses

1986

The paper deals with the evaluation of the convergent parts of the high spectral moments of linear systems subjected to stationary random input. An adequate physical meaning of these quantities in both the time and frequency domains is presented. Recurrence formulas to obtain the high convergent cross spectral moments of any order are given in the case of white noise input.