Results 41 to 50 of about 64,645 (264)
Fluid Stretching as a Levy Process
, 2016 We study the relation between flow structure and fluid deformation in steady two-dimensional random flows. Beyond the linear (shear flow) and exponential (chaotic flow) elongation paradigms, we find a broad spectrum of stretching behaviors, ranging from sub- to superlinear, which are dominated by intermittent shear events.
Dentz, Marco +3 more
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Testing the Marketing Performance of German Wheat Farmers
Agribusiness, EarlyView.ABSTRACT This paper analyses the marketing performance of wheat farmers in Germany. Wheat sales data from 465 individual farms over a 12‐year period are used to test against different market benchmarks. Market benchmarks are constructed by simulating passive trading agents using regional wheat prices.
Franziska Potts, Jens‐Peter Loy
wiley +1 more source
Levy Systems for Time-Changed Processes
The Annals of Probability, 1977 After a study of the process $Y$, obtained from a right process $X$ by time-changing it with respect to a continuous additive functional $A$, we relate the jumps of $Y$ in $\Phi = \operatorname{sup} A$ to the excursions of $X$ out of $\Phi$ and to the jumps of $X$ inside $\Phi$.
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On exit times of Levy-driven Ornstein–Uhlenbeck processes [PDF]
Statistics & Probability Letters, 2008 We prove two martingale identities which involve exit times of Levy-driven Ornstein--Uhlenbeck processes. Using these identities we find an explicit formula for the Laplace transform of the exit time under the assumption that positive jumps of the Levy process are exponentially distributed.
Borovkov, Konstantin, Novikov, Alexander
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Agribusiness, EarlyView.ABSTRACT This paper examines how mandatory disclosure of added sugar content on the updated U.S. Nutrition Facts Panel (NFP) affects consumer demand and market outcomes. Using NielsenIQ Retail Scanner Data (2015–2020) and a random coefficient discrete choice model, we estimate how added sugar labeling influences purchasing behavior in yogurt and cookie
Yuxiang Zhang, Yizao Liu
wiley +1 more source
A non-Lévy random walk in chacma baboons: what does it mean? [PDF]
PLoS ONE, 2011 The Lévy walk is found from amoebas to humans and has been described as the optimal strategy for food research. Recent results, however, have generated controversy about this conclusion since animals also display alternatives to the Lévy walk such as the
Cédric Sueur
doaj +1 more source
Basics of Levy processes [PDF]
, 2012 This is a draft Chapter from a book by the authors on "Levy Driven Volatility Models".
Ole E. Barndorff-Nielsen, Neil Shephard
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The Growth of Random Walks and Levy Processes
The Annals of Probability, 1981 Let $\{X_i\}$ be a sequence of independent, identically distributed non-degenerate random variables taking values in $\mathbb{R}^d$ and $S_n = \sum^n_{i = 1} X_i, M_n = \max_{1\leqq i \leqq n} |S_i|$. Define for $x > 0, G(x) = P\{| X_1 | > x\}, K(x) = x^{-2}E(| X_1 |^2 1\{| X_1 | \leq x\}), M(x) = x^{-1} |E(X_1 1\{| X_1 | \leq x\})|,$ and $h(x) = G(x) +
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Collisions of Lévy processes [PDF]
Proceedings of the American Mathematical Society, 1989 Let X , Y X,Y
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American Journal of Medical Genetics Part B: Neuropsychiatric Genetics, EarlyView.ABSTRACT Post‐traumatic stress disorder (PTSD) causes significant mental and physical distress, yet only a small subset of individuals exposed to trauma develop the disorder. Scientists and clinicians are still unable to predict who will get the disorder or how it will manifest.
Brandy M. Fox
wiley +1 more source