bluuebunny/crossref_metadata_2025 huggingface dataset:
Effects of experimental snowmelt and rain on dispersal of six plant species
Authors: Sarneel J. M.
Published: March 2016

Water flows affect dispersal of propagules of many plant species, and rivers and streams are therefore very important dispersal vectors. However, small water flows such as trough rain and snowmelt are much more common, but their effects on dispersal are barely studied. The importance of this form of dispersal deserves attention, especially when considering that climate change is predicted to change the amounts of rain and snow worldwide. Dispersal through melting snow and rain was addressed experimentally, using artificial soils mounted on slopes with different angles and subjected to a melting snow pack or an equivalent amount of dripping water. Seeds on the soil moved on average 3·02 cm (±1·81 SE) in rain treatments and 0·23 cm (±0·3 SE) in snowmelt treatments. Tracking plastic granules in field conditions further showed that snowmelt exhibited minimal dispersal capacity. Dispersal distances by rain were enhanced by increasing slope angles and with decreasing seed volume. Given that many species in cold environments have small seeds, dispersal by rain could provide an important (secondary) dispersal mechanism in these habitats. © 2016 The Authors. Ecohydrology published by John Wiley & Sons Ltd.
Taming Log Files From Game/Simulation‐Based Assessments: Data Models and Data Analysis Tools
Authors: Hao Jiangang , Smith Lawrence , Mislevy Robert , von Davier Alina , Bauer Malcolm
Published: March 2016

Extracting information efficiently from game/simulation‐based assessment (G/SBA) logs requires two things: a well‐structured log file and a set of analysis methods. In this report, we propose a generic data model specified as an extensible markup language (XML) schema for the log files of G/SBAs. We also propose a set of analysis methods for identifying useful information from the log files and implement the methods in a package in the Python programming language, glassPy. We demonstrate the data model and glassPy with logs from a game‐based assessment, SimCityEDU.
Determination of critical heat transfer for the prediction of materials damages during a flame engulfment test
Authors: Schmid Michel , Annaheim Simon , Camenzind Martin , Rossi René M.
Published: March 2016

The personal protective equipment of workers exposed to heat can consist of materials with a relatively low melting point of approximately 250°C (membranes, zippers, and underwear). In particular, users of heat protective clothing (such as volunteer firefighters or industrial workers) are often consider using functional sports underwear for an optimized sweat transport and lower heat stress. However, in an emergency situation (flame engulfment), this kind of clothing can be potentially dangerous because of its low melting temperature. In this study, we investigated the critical heat transfer needed to melt synthetic underwear worn under heat protective clothing and developed a model to predict possible damage to material layers exposed to a flame engulfment condition. The fire protection properties of four clothing systems with varying layer structures were assessed. These combinations were tested on an instrumented manikin according to ISO 13506 (flame engulfment test). The thickness and thermal resistance of the individual garments were measured in order to examine the influence of each parameter on the performance of the complete clothing combination. The measurements showed that synthetic polyester underwear worn underneath heat protective clothing can withstand a 4s flame engulfment exposure without damage when the outer layer has an adequate thermal resistance. By using a simple heat transfer model, we could define a ‘critical thermal resistance’ as the thermal resistance of the outer layer required to prevent the melting of the underwear material. Copyright © 2016 John Wiley & Sons, Ltd.
Should fatty acid signature proportions sum to 1 for diet estimation?
Authors: Bromaghin Jeffrey F. , Budge Suzanne M. , Thiemann Gregory W.
Published: March 2016

Knowledge of predator diets, including how diets might change through time or differ among predators, provides essential insights into their ecology. Diet estimation therefore remains an active area of research within quantitative ecology. Quantitative fatty acid signature analysis (QFASA) is an increasingly common method of diet estimation. QFASA is based on a data library of prey signatures, which are vectors of proportions summarizing the fatty acid composition of lipids, and diet is estimated as the mixture of prey signatures that most closely approximates a predator's signature. Diets are typically estimated using proportions from a subset of all fatty acids that are known to be solely or largely influenced by diet. Given the subset of fatty acids selected, the current practice is to scale their proportions to sum to 1.0. However, scaling signature proportions has the potential to distort the structural relationships within a prey library and between predators and prey. To investigate that possibility, we compared the practice of scaling proportions with two alternatives and found that the traditional scaling can meaningfully bias diet estimators under some conditions. Two aspects of the prey types that contributed to a predator's diet influenced the magnitude of the bias: the degree to which the sums of unscaled proportions differed among prey types and the identifiability of prey types within the prey library. We caution investigators against the routine scaling of signature proportions in QFASA.
Response of Primary Human Bone Marrow Mesenchymal Stromal Cells and Dermal Keratinocytes to Thermal Printer Materials In Vitro
Authors: Schmelzer Eva , Over Patrick , Gridelli Bruno , Gerlach Jörg C.
Published: March 2016

Advancement in thermal three-dimensional printing techniques has greatly increased the possible applications of various materials in medical applications and tissue engineering. Yet, potential toxic effects on primary human cells have been rarely investigated. Therefore, we compared four materials commonly used in thermal printing for bioengineering, namely thermally printed acrylonitrile butadiene styrene, MED610, polycarbonate, and polylactic acid, and investigated their effects on primary human adult skin epidermal keratinocytes and bone marrow mesenchymal stromal cells (BM-MSCs) in vitro. We investigated indirect effects on both cell types caused by potential liberation of soluble substances from the materials, and also analyzed BM-MSCs in direct contact with the materials. We found that even in culture without direct contact with the materials, the culture with MED610 (and to a lesser extent acrylonitrile butadiene styrene) significantly affected keratinocytes, reducing cell numbers and proliferation marker Ki67 expression, and increasing glucose consumption, lactate secretion, and expression of differentiation-associated genes. BM-MSCs had decreased metabolic activity, and exhibited increased cell death in direct culture on the materials. MED610 and acrylonitrile butadiene styrene induced the strongest expression of genes associated to differentiation and estrogen receptor activation. In conclusion, we found strong cell-type-specific effects of the materials, suggesting that materials for applications in regenerative medicine should be carefully selected not only based on their mechanical properties but also based on their cell-type-specific biological effects.
Local-Level Accountability in a Dominant Party System
Authors: Wegner Eva
Published: March 2016

This article investigates accountability in South Africa’s dominant party system by studying how the African National Congress (ANC) reacts to electoral incentives at the local level. It compares the ANC’s degree of responsiveness to voters across municipalities with different levels of political competition. The analysis focuses on whether and under which conditions the ANC is more likely to renominate better quality municipal councillors. It examines the relationship between renomination as ANC municipal councillor and local government performance – as measured by voter signals, service delivery and audit outcomes. The results show that the ANC does indeed adapt its behaviour to electoral incentives. In municipalities where the ANC has larger margins of victory, performance matters little for renomination. In contrast, in municipalities with higher electoral competition, local government performance is strongly correlated with renomination. These results suggest the need to expand dominant party research to topics of voter responsiveness and sub-national behaviour.
How Much do Needlestick Injuries Cost? A Systematic Review of the Economic Evaluations of Needlestick and Sharps Injuries Among Healthcare Personnel
Authors: Mannocci Alice , De Carli Gabriella , Di Bari Virginia , Saulle Rosella , Unim Brigid , Nicolotti Nicola , Carbonari Lorenzo , Puro Vincenzo , La Torre Giuseppe
Published: March 2016

OBJECTIVE

To provide an overview of the economic aspects of needlestick and sharps injury (NSI) management among healthcare personnel (HCP) within a Health Technology Assessment project to evaluate the impact of safety-engineered devices on health care

METHODS

A systematic review of economic analyses related to NSIs was performed in accordance with the PRISMA statement and by searching PubMed and Scopus databases (January 1997–February 2015). Mean costs were stratified by study approach (modeling or data driven) and type of cost (direct or indirect). Costs were evaluated using the CDC operative definition and converted to 2015 International US dollars (Int$).

RESULTS

A total of 14 studies were retrieved: 8 data-driven studies and 6 modeling studies. Among them, 11 studies provided direct and indirect costs and 3 studies provided only direct costs. The median of the means for aggregate (direct + indirect) costs was Int$747 (range, Int$199–Int$1,691). The medians of the means for disaggregated costs were Int$425 (range, Int$48–Int$1,516) for direct costs (9 studies) and Int$322 (range, Int$152–Int$413) for indirect costs (6 studies). When compared with data-driven studies, modeling studies had higher disaggregated and aggregated costs, but data-driven studies showed greater variability. Indirect costs were consistent between studies, mostly referring to lost productivity, while direct costs varied widely within and between studies according to source infectivity, HCP susceptibility, and post-exposure diagnostic and prophylactic protocols. Costs of treating infections were not included, and intangible costs could equal those associated with NSI medical evaluations.

CONCLUSIONS

NSIs generate significant direct, indirect, potential, and intangible costs, possibly increasing over time. Economic efforts directed at preventing occupational exposures and infections, including provision of safety-engineered devices, may be offset by the savings from a lower incidence of NSIs.

Infect Control Hosp Epidemiol 2016;37:635–646
Unique Risks and Clinical Outcomes Associated With Extended-Spectrum β-Lactamase Enterobacteriaceae in Veterans With Spinal Cord Injury or Disorder: A Case-Case-Control Study
Authors: Fitzpatrick Margaret A. , Suda Katie J. , Safdar Nasia , Goldstein Barry , Jones Makoto M. , Poggensee Linda , Ramanathan Swetha , LeWan Ryan , Evans Charlesnika T.
Published: March 2016

OBJECTIVES

To describe the burden of extended-spectrum β-lactamase (ESBL) Enterobacteriaceae in veterans with spinal cord injury or disorder (SCI/D), to identify risk factors for ESBL acquisition, and to assess impact on clinical outcomes

DESIGN

Retrospective case-case-control study

PATIENTS AND SETTING

Veterans with SCI/D and utilization at a Veterans’ Affairs medical center from January 1, 2012, to December 31, 2013.

METHODS

Patients with a positive culture for ESBL Klebsiella pneumoniae, Escherichia coli, or Proteus mirabilis were matched with patients with non-ESBL organisms by organism, facility, and level of care and to uninfected controls by facility and level of care. Inpatients were also matched by time at risk. Univariate and multivariate matched models were assessed for differences in risk factors and outcomes.

RESULTS

A total of 492 cases (62.6% outpatients) were matched 1:1 with each comparison group. Recent prior use of fluoroquinolones and prior use of third- and fourth-generation cephalosporins were independently associated with ESBL compared to the non-ESBL group (adjusted odds ratio [aOR], 2.61; 95% confidence interval [CI], 1.77–3.84; P<.001 for fluoroquinolones and aOR, 3.86; 95% CI, 2.06–7.25; P<.001 for third- and fourth-generation cephalosporins) and the control group (aOR, 2.10; 95% CI, 1.29–3.43; P = .003 for fluoroquinolones; and aOR, 3.31; 95% CI, 1.56–7.06; P=.002 for third- and fourth-generation cephalosporins). Although there were no differences in mortality rate, the ESBL group had a longer post-culture length of stay (LOS) than the non-ESBL group (incidence rate ratio, 1.36; 95% CI, 1.13–1.63; P=.001).

CONCLUSIONS

All SCI/D patients with ESBL were more likely to have had recent exposure to fluoroquinolones or third- and fourth-generation cephalosporins, and hospitalized patients were more likely to have increased post-culture LOS. Programs targeted toward reduced antibiotic use in SCI/D patients may prevent subsequent ESBL acquisition.

Infect Control Hosp Epidemiol 2016;37:768–776
Weak convergence to the Student and Laplace distributions
Authors: Schluter Christian , Trede Mark
Published: March 2016

One often observed empirical regularity is a power-law behavior of the tails of some distribution of interest. We propose a limit law for normalized random means that exhibits such heavy tails irrespective of the distribution of the underlying sampling units: the limit is a t-distribution if the random variables have finite variances. The generative scheme is then extended to encompass classic limit theorems for random sums. The resulting unifying framework has wide empirical applicability which we illustrate by considering two empirical regularities in two different fields. First, we turn to urban geography and explain why city-size growth rates are approximately t-distributed, using a model of random sector growth based on the central place theory. Second, turning to an issue in finance, we show that high-frequency stock index returns can be modeled as a generalized asymmetric Laplace process. These empirical illustrations elucidate the situations in which heavy tails can arise.
Weakening the independence assumption on polar components: limit theorems for generalized elliptical distributions
Authors: Seifert Miriam Isabel
Published: March 2016

By considering the extreme behavior of bivariate random vectors with a polar representation R(u(T), v(T)), it is commonly assumed that the radial component R and the angular component T are stochastically independent. We investigate how to relax this rigid independence assumption such that conditional limit theorems can still be deduced. For this purpose, we introduce a novel measure for the dependence structure and present convenient criteria for validity of limit theorems possessing a geometrical meaning. Thus, our results verify a stability of the available limit results, which is essential in applications where the independence of the polar components is not necessarily present or exactly fulfilled.
Moderate deviation principle for a class of stochastic partial differential equations
Authors: Fatheddin Parisa , Xiong Jie
Published: March 2016

We establish the moderate deviation principle for the solutions of a class of stochastic partial differential equations with non-Lipschitz continuous coefficients. As an application, we derive the moderate deviation principle for two important population models: super-Brownian motion and the Fleming–Viot process.
Moments for multidimensional Mandelbrot cascades
Authors: Huang Chunmao
Published: March 2016

We consider the distributional equation Z =D ∑k=1NAkZ(k), where N is a random variable taking value in N0 = {0, 1, . . .}, A1, A2, . . . are p x p nonnegative random matrices, and Z, Z(1), Z(2), . . ., are independent and identically distributed random vectors in R+p with R+ = [0, ∞), which are independent of (N, A1, A2, . . .). Let {Yn} be the multidimensional Mandelbrot martingale defined as sums of products of random matrices indexed by nodes of a Galton–Watson tree plus an appropriate vector. Its limit Y is a solution of the equation above. For α > 1, we show a sufficient condition for E|Y|α ∈ (0, ∞). Then for a nondegenerate solution Z of the distributional equation above, we show the decay rates of Ee-t∙Z as |t| → ∞ and those of the tail probability P(y ∙ Z ≤ x) as x → 0 for given y = (y1, . . ., yp) ∈ R+p, and the existence of the harmonic moments of y ∙ Z. As an application, these results concerning the moments (of positive and negative orders) of Y are applied to a special multitype branching random walk. Moreover, for the case where all the vectors and matrices of the equation above are complex, a sufficient condition for the Lα convergence and the αth-moment of the Mandelbrot martingale {Yn} are also established.
Markov Tail Chains
Authors: Janssen A. , Segers J.
Published: March 2016

The extremes of a univariate Markov chain with regularly varying stationary marginal distribution and asymptotically linear behavior are known to exhibit a multiplicative random walk structure called the tail chain. In this paper we extend this fact to Markov chains with multivariate regularly varying marginal distributions in R

d
. We analyze both the forward and the backward tail process and show that they mutually determine each other through a kind of adjoint relation. In a broader setting, we will show that even for non-Markovian underlying processes a Markovian forward tail chain always implies that the backward tail chain is also Markovian. We analyze the resulting class of limiting processes in detail. Applications of the theory yield the asymptotic distribution of both the past and the future of univariate and multivariate stochastic difference equations conditioned on an extreme event.
Stochastic Order Relations Among Parallel Systems from Weibull Distributions
Authors: Torrado Nuria , Kochar Subhash C.
Published: March 2016

Let X
λ1
, X
λ2
, …, X
λ
n

be independent Weibull random variables with X
λ
i

∼ W(α, λ
i
), where λ
i
> 0 for i = 1, …, n. Let X

n:n

λ denote the lifetime of the parallel system formed from X
λ1
, X
λ2
, …, X
λ
n

. We investigate the effect of the changes in the scale parameters (λ1, …, λ
n
) on the magnitude of X

n:n

λ according to reverse hazard rate and likelihood ratio orderings.
The Kruskal-Katona Theorem and a Characterization of System Signatures
Authors: D'Andrea Alessandro , De Sanctis Luca
Published: March 2016

We show how to determine if a given vector can be the signature of a system on a finite number of components and, if so, exhibit such a system in terms of its structure function. The method employs combinatorial results from the theory of (finite) simplicial complexes, and provides a full characterization of signature vectors using a theorem of Kruskal (1963) and Katona (1968). We also show how the same approach can provide new combinatorial proofs of further results, e.g. that the signature vector of a system cannot have isolated zeroes. Finally, we prove that a signature with all nonzero entries must be a uniform distribution.
Plantation Indigo and Synthetic Indigo: European Planters and the Redefinition of a Colonial Commodity
Authors: Kumar Prakash
Published: March 2016

As the nineteenth century drew to a close, European planters manufacturing indigo on colonial plantations in Bengal faced a major challenge from synthetic indigo. Synthetic indigo was a symbol of the successful integration of chemistry into industrial manufacturing that had occurred in the second half of the century, and it threatened to displace the colonial commodity. It also fundamentally challenged the colonial program of “improvement” that agricultural indigo represented, and the mode of production consisting of stewardship of plants and the extraction of a commodity within the plantation system. The planters pushed back on the synthetic product by emphasizing the merits of agricultural indigo. As part of this resistance, they claimed that the plant-based dye was “natural” and superior because it was produced through agriculture, and they pointed to the grounding of their methods of production in the layout of land and farming. They argued that when setting their product's value the market should give weight to its unique attributes and the extraordinary quality that nature had bred into the dye. This study reads in this response a critique of the growing ties between manufacturing and science and technology. The planters' critique was not a straightforward critique of the vicissitudes of market, but rather a fight to retain a place for the sort of exchanges and value that plant indigo growers were accustomed to dealing in. They viewed plantation manufacturing as wholesome and organic, and defended it in the name of nature.
Between Instinct and Intelligence: Harnessing Police Dog Agency in Early Twentieth-Century Paris
Authors: Pearson Chris
Published: March 2016

This article analyzes the introduction of police dogs in early twentieth-century Paris, which formed part of the transnational extension of police powers and their specialization. Within a context of widespread fears of crime and new and contested understandings of animal psychology, police officers, journalists, and canophiles promoted the dogs as inexpensive yet effective agents who could help the police contain the threat posed by criminals. This article responds to a growing number of studies on nonhuman agency by examining how humans in a particular place and time conceptualized and harnessed animal abilities. I argue that while nonhuman agency is an illuminating and important analytical tool, there is a danger that it might become monolithic and static. With these concerns in mind, I show how examining historical actors' conceptualizations of animal abilities takes us closer to the historical stakes and complexities of mobilizing purposeful and capable animals, and provides a better understanding of the constraints within which animals act. Attitudes toward police dogs were entwined with broader discussions of human and animal intelligence. Concerns that dogs' abilities and intelligence were contingent and potentially reversible qualities resembled contemporary biomedical fears that base instincts, desires, and impulses could overwhelm human intelligence and morality, resulting in individual and collective degeneration. To many, it seemed that police dogs' intelligence had not tamed their aggressive instincts, and these worries partly explain the demise of the first wave of police dogs in Paris after World War I.
No Ethnographic Playground: Mining Projects and Anthropological Politics.A Review Essay
Authors: Welker Marina
Published: March 2016

“Mining is no ethnographic playground,” Chris Ballard and Glenn Banks warned in their 2003 review of the anthropology of mining. The deep conflicts that characterize the industry find echoes in “a parallel war of sorts …waged within the discipline about the nature and scope of appropriate forms of engagement” (p. 289). This review essay examines how authors of recent ethnographic studies of large-scale, capital-intensive mining projects in Papua New Guinea, South Africa, and the United States have politically positioned themselves as researchers, and the insights into mining companies that derive from these situated perspectives.
SEEKING ADVICE FROM ZEUS AT DODONA
Authors: Parker Robert
Published: March 2016

The consultation of fixed oracles was a central and well-documented feature of ancient Greek life; Greece ought therefore to be able to contribute important evidence to anyone interested in the function of divination in different cultures. But, although no oracle is more famous than that of Apollo at Delphi, so many central questions about its operations are unanswerable that it provides a very shaky basis for comparison. A few points are secure: not only individuals but also states put enquiries to the oracle; and public enquiries related to matters of religious practice and cult, but also on occasion to colonizing projects, alliances, or declarations of war. Beyond these generalities, however, almost everything is contestable. Even the statement just made about public enquiries requires some hedging. On matters of cult they certainly never ceased: in a religion without revelation and specialized religious institutions, the direct access to divine will supposedly provided by the oracle was indispensable to authorize change, or to suggest ritual remedies in a time of crisis such as plague. But the extent to which public enquiries on military and political matters continued to be made after the fifth century is very uncertain.
Latin Literature
Authors: Langlands Rebecca
Published: March 2016

Among a wealth of excellent studies and translations of individual Latin authors (Plautus, Catullus, Lucretius, Cicero, Ovid, Pliny the Elder, Pliny the Younger, Martial, Juvenal, and Statius), I was delighted also to find packed into my crate of review books the latest work by Anthony Corbeill, Sexing the World. With the innovative sociological-cum-philological approach familiar from his previous works, which belongs to cultural history as much as to literary and linguistic studies, Corbeill here tackles the question of how grammatical gender in ancient Latin language maps on to, and influences, a Roman cultural worldview that is binary and ‘heterosexual’, where grammatical gender is identified with biological gender. His study argues for the material implications of apparently ‘innocent’ grammatical categories. As a case study focusing on the Latin language and its relation to Roman culture and thought, it also makes a contribution to wider debates about how language shapes human perception of the world. Corbeill's main focus is on the Romans’ own narratives about the origins of their binary gender categories in a time of primordial fluidity, a ‘mystical lost time’ (134), that is reflected in the story told in each chapter, where transgressing gender boundaries is a source of power for gods and poets alike. In Chapter 1 the narrative in question is formed by the etymologizing accounts of the very grammatical term genus as fundamentally associated with procreation, and in Chapter 2 by Latin explanations for non-standard gender of nouns, with Chapter 3 being a demonstration of how Latin poets tap into the supposedly fluid origins of grammatical gender, to access their mystical power. In Chapter 4 the story is of how the androgynous gods of old became more rigidly assigned to one gender or another over time, while in Chapter 5 the shift is from the numinous duality of intersex people to the more mundane concern that they should be categorized in legal terms as either male or female. Each chapter, as Corbeill says, represents a self-contained treatment of a particular aspect of Latin gender categories; in sequence each can also be seen to trace a similar trajectory, from flux to binary certainty. In every case, it seems, early gender fluidity is represented by the Romans as gradually hardening into a clear binary differentiation between male and female. Corbeill is less interested in the reality of these narratives than in what they themselves tells us about Roman attitudes towards sex and gender, with their essentializing message about a heterosexual gender framework. With its wide-ranging erudition, clear and compelling prose, and fascinating insights of broad relevance, this is a thought-provoking study, even though it leaves many questions unanswered, especially in relation to the role of the neuter (‘neither’) gender and its interplay with the compound ‘both-ness’ of hermaphrodites.
Greek History
Authors: Vlassopoulos Kostas
Published: March 2016

Epigraphic studies are usually addressed to specialists and are often timid in terms of asking big questions about their evidence. This review includes four brilliant recent studies, which use primarily Hellenistic inscriptions in order to discuss some major issues of Greek history from new perspectives. The first two books focus on politics and political institutions, while the other two raise similar issues from the point of view of Greek religion. All of them are fruitful applications of novel approaches to Greek communities which move beyond traditional approaches to the polis as a static and self-enclosed entity in favour of new approaches that stress the variability of Greek politics and the historical processes that involved regions and networks of which they formed part.
Rational Processes Related to Communicating Markov Processes
Authors: Buchholz Peter , Telek Miklós
Published: March 2016

We define a class of stochastic processes, denoted as marked rational arrival processes (MRAPs), which is an extension of matrix exponential distributions and rational arrival processes. Continuous-time Markov processes with labeled transitions are a subclass of this more general model class. New equivalence relations between processes are defined, and it is shown that these equivalence relations are natural extensions of strong and weak lumpability and the corresponding bisimulation relations that have been defined for Markov processes. If a general rational process is equivalent to a Markov process, it can be used in numerical analysis techniques instead of the Markov process. This observation allows one to apply MRAPs like Markov processes and since the new equivalence relations are more general than lumpability and bisimulation, it is sometimes possible to find smaller representations of given processes. Finally, we show that the equivalence is preserved by the composition of MRAPs and can therefore be exploited in compositional modeling.
The Smooth-Fit Property in an Exponential Lévy Model
Authors: Lamberton Damien , Mikou Mohammed
Published: March 2016

We study the smooth-fit property of the American put price with finite maturity in an exponential Lévy model when the underlying stock pays dividends at a continuous rate. As in the perpetual case, a regularity property is sufficient for smooth fit to occur. We also derive conditions on the Lévy measure under which smooth fit fails.
Card Counting in Continuous Time
Authors: Andersson Patrik
Published: March 2016

We consider the problem of finding an optimal betting strategy for a house-banked casino card game that is played for several coups before reshuffling. The sampling without replacement makes it possible to take advantage of the changes in the expected value as the deck is depleted, making large bets when the game is advantageous. Using such a strategy, which is easy to implement, is known as card counting. We consider the case of a large number of decks, making an approximation to continuous time possible. A limit law of the return process is found and the optimal card counting strategy is derived. This continuous-time strategy is shown to be a natural analog of the discrete-time strategy where the so-called effects of removal are replaced by the infinitesimal generator of the card process.
Continuous, Discrete, and Conditional Scan Statistics
Authors: Fu James C. , Wu Tung-Lung , Lou W.Y. Wendy
Published: March 2016

The distributions for continuous, discrete, and conditional discrete scan statistics are studied. The approach of finite Markov chain imbedding, which has been applied to random permutations as well as to runs and patterns, is extended to compute the distribution of the conditional discrete scan statistic, defined from a sequence of Bernoulli trials. It is shown that the distribution of the continuous scan statistic induced by a Poisson process defined on (0, 1] is a limiting distribution of weighted distributions of conditional discrete scan statistics. Comparisons of rates of convergence as well as numerical comparisons of various bounds and approximations are provided to illustrate the theoretical results.
Spectral Theory for Weakly Reversible Markov Chains
Authors: Wübker Achim
Published: March 2016

The theory of L
2-spectral gaps for reversible Markov chains has been studied by many authors. In this paper we consider positive recurrent general state space Markov chains with stationary transition probabilities. Replacing the assumption of reversibility with a weaker assumption, we still obtain a simple necessary and sufficient condition for the spectral gap property of the associated Markov operator in terms of the isoperimetric constant. We show that this result can be applied to a large class of Markov chains, including those that are related to positive recurrent finite-range random walks on Z.
Juggler's Exclusion Process
Authors: Leskelä Lasse , Varpanen Harri
Published: March 2016

Juggler's exclusion process describes a system of particles on the positive integers where particles drift down to zero at unit speed. After a particle hits zero, it jumps into a randomly chosen unoccupied site. We model the system as a set-valued Markov process and show that the process is ergodic if the family of jump height distributions is uniformly integrable. In a special case where the particles jump according to a set-avoiding memoryless distribution, the process reaches its equilibrium in finite nonrandom time, and the equilibrium distribution can be represented as a Gibbs measure conforming to a linear gravitational potential.
Moderate Deviations for Stable Random Walks in Random Scenery
Authors: Li Yuqiang
Published: March 2016

In this paper, a moderate deviation theorem for one-dimensional stable random walks in random scenery is proved. The proof relies on the analysis of maximum local times of stable random walks, and the comparison of moments between random walks in random scenery and self-intersection local times of the underlying random walks.
A Note on the Dependence Structure of the Two-State Markovian Arrival Process
Authors: Ramírez-Cobo Pepa , Carrizosa Emilio
Published: March 2016

The Markovian arrival process generalizes the Poisson process by allowing for dependent and nonexponential interarrival times. We study the autocorrelation function of the two-state Markovian arrival process. Our findings show that the correlation structure of such a process has a very specific pattern, namely, it always converges geometrically to zero. Moreover, the signs of the autocorrelation coefficients are either constant or alternating.
Risk Measures and Multivariate Extensions of Breiman's Theorem
Authors: Fougeres Anne-Laure , Mercadier Cecile
Published: March 2016

The modeling of insurance risks has received an increasing amount of attention because of solvency capital requirements. The ruin probability has become a standard risk measure to assess regulatory capital. In this paper we focus on discrete-time models for the finite time horizon. Several results are available in the literature to calibrate the ruin probability by means of the sum of the tail probabilities of individual claim amounts. The aim of this work is to obtain asymptotics for such probabilities under multivariate regular variation and, more precisely, to derive them from extensions of Breiman's theorem. We thus present new situations where the ruin probability admits computable equivalents. We also derive asymptotics for the value at risk.
Exact-Order Asymptotic Analysis for Closed Queueing Networks
Authors: George David K. , Xia Cathy H. , Squillante Mark S.
Published: March 2016

In this paper we study the asymptotic behavior of a general class of product-form closed queueing networks as the population size grows large. We first characterize the asymptotic behavior of the normalization constant for the stationary distribution of the network in exact order. This result then enables us to establish the asymptotic behavior of the system performance metrics, which extends a number of well-known asymptotic results to exact order. We further derive new, computationally simple approximations for performance metrics that significantly improve upon existing approximations for large-scale networks. In addition to their direct use for the analysis of large networks, these new approximations are particularly useful for reformulating large-scale queueing network optimization problems into more easily solvable forms, which we demonstrate with an optimal capacity planning example.
A Central Limit Theorem for a Discrete-Time SIS Model with Individual Variation
Authors: McVinish R. , Pollett P. K.
Published: March 2016

A discrete-time SIS model is presented that allows individuals in the population to vary in terms of their susceptibility to infection and their rate of recovery. This model is a generalisation of the metapopulation model presented in McVinish and Pollett (2010). The main result of the paper is a central limit theorem showing that fluctuations in the proportion of infected individuals around the limiting proportion converges to a Gaussian random variable when appropriately rescaled. In contrast to the case where there is no variation amongst individuals, the limiting Gaussian distribution has a nonzero mean.
Birth of a Strongly Connected Giant in an Inhomogeneous Random Digraph
Authors: Bloznelis Mindaugas , Götze Friedrich , Jaworski Jerzy
Published: March 2016

We present and investigate a general model for inhomogeneous random digraphs with labeled vertices, where the arcs are generated independently, and the probability of inserting an arc depends on the labels of its endpoints and on its orientation. For this model, the critical point for the emergence of a giant component is determined via a branching process approach.
Coagulation Processes with Gibbsian Time Evolution
Authors: Granovsky Boris L. , Kryvoshaev Alexander V.
Published: March 2016

We prove that a stochastic process of pure coagulation has at any timet≥ 0 a time-dependent Gibbs distribution if and only if the rates ψ(i,j) of single coagulations are of the form ψ(i;j) =if(j) +jf(i), wherefis an arbitrary nonnegative function on the set of positive integers. We also obtain a recurrence relation for weights of these Gibbs distributions that allow us to derive the general form of the solution and the explicit solutions in three particular cases of the functionf. For the three corresponding models, we study the probability of coagulation into one giant cluster by timet> 0.
Exit Problems for Reflected Markov-Modulated Brownian Motion
Authors: Breuer Lothar
Published: March 2016

Let (X, J) denote a Markov-modulated Brownian motion (MMBM) and denote its supremum process by S. For some a > 0, let σ(a) denote the time when the reflected process Y := S - X first surpasses the level a. Furthermore, let σ−(a) denote the last time before σ(a) when X attains its current supremum. In this paper we shall derive the joint distribution of S
σ(a), σ−(a), and σ(a), where the latter two will be given in terms of their Laplace transforms. We also provide some remarks on scale matrices for MMBMs with strictly positive variation parameters. This extends recent results for spectrally negative Lévy processes to MMBMs. Due to well-known fluid embedding and state-dependent killing techniques, the analysis applies to Markov additive processes with phase-type jumps as well. The result is of interest to applications such as the dividend problem in insurance mathematics and the buffer overflow problem in queueing theory. Examples will be given for the former.
On ε-Optimality of the Pursuit Learning Algorithm
Authors: Martin Ryan , Tilak Omkar
Published: March 2016

Estimator algorithms in learning automata are useful tools for adaptive, real-time optimization in computer science and engineering applications. In this paper we investigate theoretical convergence properties for a special case of estimator algorithms - the pursuit learning algorithm. We identify and fill a gap in existing proofs of probabilistic convergence for pursuit learning. It is tradition to take the pursuit learning tuning parameter to be fixed in practical applications, but our proof sheds light on the importance of a vanishing sequence of tuning parameters in a theoretical convergence analysis.
Option Pricing Driven by a Telegraph Process with Random Jumps
Authors: López Oscar , Ratanov Nikita
Published: March 2016

In this paper we propose a class of financial market models which are based on telegraph processes with alternating tendencies and jumps. It is assumed that the jumps have random sizes and that they occur when the tendencies are switching. These models are typically incomplete, but the set of equivalent martingale measures can be described in detail. We provide additional suggestions which permit arbitrage-free option prices as well as hedging strategies to be obtained.
Generalized Telegraph Process with Random Delays
Authors: Bshouty Daoud , Di Crescenzo Antonio , Martinucci Barbara , Zacks Shelemyahu
Published: March 2016

In this paper we study the distribution of the location, at time t, of a particle moving U time units upwards, V time units downwards, and W time units of no movement (idle). These are repeated cyclically, according to independent alternating renewals. The distributions of U, V, and W are absolutely continuous. The velocities are v = +1 upwards, v = -1 downwards, and v = 0 during idle periods. Let Y
+(t), Y
−(t), and Y
0(t) denote the total time in (0, t) of movements upwards, downwards, and no movements, respectively. The exact distribution of Y
+(t) is derived. We also obtain the probability law of X(t) = Y
+(t) - Y
−(t), which describes the particle's location at time t. Explicit formulae are derived for the cases of exponential distributions with equal rates, with different rates, and with linear rates (leading to damped processes).
A New Proof of the Wiener-Hopf Factorization via Basu's Theorem
Authors: Fralix Brian , Gallagher Colin
Published: March 2016

We illustrate how Basu's theorem can be used to derive the spatial version of the Wiener-Hopf factorization for a specific class of piecewise-deterministic Markov processes. The classical factorization results for both random walks and Lévy processes follow immediately from our result. The approach is particularly elegant when used to establish the factorization for spectrally one-sided Lévy processes.
The Class of Distributions Associated with the Generalized Pollaczek-Khinchine Formula
Authors: Kella Offer
Published: March 2016

The goal is to identify the class of distributions to which the distribution of the maximum of a Lévy process with no negative jumps and negative mean (equivalently, the stationary distribution of the reflected process) belongs. An explicit new distributional identity is obtained for the case where the Lévy process is an independent sum of a Brownian motion and a general subordinator (nondecreasing Lévy process) in terms of a geometrically distributed sum of independent random variables. This generalizes both the distributional form of the standard Pollaczek-Khinchine formula for the stationary workload distribution in the M/G/1 queue and the exponential stationary distribution of a reflected Brownian motion.
Distribution of Minimal Path Lengths when Edge Lengths are Independent Heterogeneous Exponential Random Variables
Authors: Ross Sheldon M.
Published: March 2016

We find the joint distribution of the lengths of the shortest paths from a specified node to all other nodes in a network in which the edge lengths are assumed to be independent heterogeneous exponential random variables. We also give an efficient way to simulate these lengths that requires only one generated exponential per node, as well as efficient procedures to use the simulated data to estimate quantities of the joint distribution.
A Duality Approach to Queues with Service Restrictions and Storage Systems with State-Dependent Rates
Authors: Perry D. , Stadje W. , Zacks S.
Published: March 2016

Based on pathwise duality constructions, several new results on truncated queues and storage systems of the G/M/1 type are derived by transforming the workload (content) processes into certain ‘dual’ M/G/1-type processes. We consider queueing systems in which (a) any service requirement that would increase the total workload beyond the capacity is truncated so as to keep the associated sojourn time below a certain constant, or (b) new arrivals do not enter the system if they have to wait more than one time unit in line. For these systems, we derive the steady-state distributions of the workload and the numbers of customers present in the systems as well as the distributions of the lengths of busy and idle periods. Moreover, we use the duality approach to study finite capacity storage systems with general state-dependent outflow rates. Here our duality leads to a Markovian finite storage system with state-dependent jump sizes whose content level process can be analyzed using level crossing techniques. We also derive a connection between the steady-state densities of the non-Markovian continuous-time content level process of the G/M/1 finite storage system with state-dependent outflow rule and the corresponding embedded sequence of peak points (local maxima).
Predecessors and Successors in Random Mappings with Exchangeable In-Degrees
Authors: Hansen Jennie C. , Jaworski Jerzy
Published: March 2016

In this paper we characterise the distributions of the number of predecessors and of the number of successors of a given set of vertices, A, in the random mapping model, T

n

D̂
(see Hansen and Jaworski (2008)), with exchangeable in-degree sequence (D̂
1,D̂
2,…,D̂

n
). We show that the exact formulae for these distributions and their expected values can be given in terms of the distributions of simple functions of the in-degree variables D̂
1,D̂
2,…,D̂

n
. As an application of these results, we consider two special examples of T

n

D̂
which correspond to random mappings with preferential and anti-preferential attachment, and determine the exact distributions for the number of predecessors and the number of successors in these cases. We also characterise, for these two special examples, the asymptotic behaviour of the expected numbers of predecessors and successors and interpret these results in terms of the threshold behaviour of epidemic processes on random mapping graphs. The families of discrete distributions obtained in this paper are also of independent interest.
Central Limit Theorem for Nonlinear Hawkes Processes
Authors: Zhu Lingjiong
Published: March 2016

The Hawkes process is a self-exciting point process with clustering effect whose intensity depends on its entire past history. It has wide applications in neuroscience, finance, and many other fields. In this paper we obtain a functional central limit theorem for the nonlinear Hawkes process. Under the same assumptions, we also obtain a Strassen's invariance principle, i.e. a functional law of the iterated logarithm.
A Construction of a β-Coalescent via the Pruning of Binary Trees
Authors: Abraham Romain , Delmas Jean-François
Published: March 2016

Considering a random binary tree withnlabelled leaves, we use a pruning procedure on this tree in order to construct a β(3/2,1/2)-coalescent process. We also use the continuous analogue of this construction, i.e. a pruning procedure on Aldous's continuum random tree, to construct a continuous state space process that has the same structure as the β-coalescent process up to some time change. These two constructions enable us to obtain results on the coalescent process, such as the asymptotics on the number of coalescent events or the law of the blocks involved in the last coalescent event.
A Note on Asymptotic Exponential Arbitrage with Exponentially Decaying Failure Probability
Authors: Du Kai , Neufeld Ariel David
Published: March 2016

The goal of this paper is to prove a result conjectured in Föllmer and Schachermayer (2007) in a slightly more general form. Suppose that S is a continuous semimartingale and satisfies a large deviations estimate; this is a particular growth condition on the mean-variance tradeoff process of S. We show that S then allows asymptotic exponential arbitrage with exponentially decaying failure probability, which is a strong and quantitative form of long-term arbitrage. In contrast to Föllmer and Schachermayer (2007), our result does not assume that S is a diffusion, nor does it need any ergodicity assumption.