Stochastic Research Articles

Clinical study on acupoint application of Ginger Vinegar Mud on nausea and vomiting after total hip and knee joint replacement

Objective To observe the clinical curative effect of Ginger Vinegar Mud sticking on Shenque acupoint on postoperative nausea and vomiting (PONV) aftertotal hip/knee arthroplasty (THA/TKA), which can provide the basis for application of Ginger Vinegar Mud treatment. Methods A total of 80 patients who used the general anesthesia, were chosen according to the stochastic indicator method. They were divided into the experimental group and the control group with 40 cases in each group.The patients in both groups were given routine drug treatment and nursing according to the THA/TKA clinical pathway, based on this, the experimental group used Ginger Vinegar Mud to stick Shenque acupoint, while the control group was given dressings of the same appearance. The incidence of PONV was recorded 0-8 h,9-12 h,13-24 h after surgery respectively. Results The incidence of nausea and vomiting in the experimental group 0-8 h was 25% (10/40), 15% (6/40),9-12 h was 20% (8/40), 10% (4/40),13-24 h was 10% (4/40), 0. While in the control group, they were 55% (22/40), 30% (12/40); 40% (16/40), 25% (10/40); 30% (12/40) and 15%(6/40) respectively. The difference between the two groups was statistically significant (χ2=58.23-80.23, P<0.05). Conclusions Using Ginger Vinegar Mud to stick Shenque acupoint can reduce the incidence rate of PONV under general anesthesia, the effect is distinct and this method is worthy of clinical promotion. Key words: Acupoint sticking; Joints; Angioplasty; Post operative nausea and vomiting

Dynamic Reliability Evaluation for Integrated Modular Avionics System Based on Continuous Time Bayesian Network with Triangular Fuzzy Numbers

In order to achieve dynamic reliability evaluation for integrated modular avionics electronic system scientifically and reasonably, this paper presents a comprehensive study on the dynamic reliability analysis method for integrated modular avionics system by utilizing the dynamic fault tree approach based on continuous time Bayesian Network(BN) with triangular fuzzy numbers, which is specific to the uncertainty such as fuzziness and stochastic existing in the evaluation process and dependency on experts' experience. Considering that a large number of redundant structures are adopted in the integrated modular avionics system, the modeling and analysis method based on continuous time BN is used for modeling the dynamic fault tree and assessment. On the other hand, triangular fuzzy numbers are used to characterize the basic failure rate parameters due to the lack of samples of large complex system and the difficulty in accurately estimating its failure parameters. The results show that the proposed method is more flexible and adaptive than conventional fault tree analysis for fault diagnosis and dynamic safety estimation of safety-critical avionics system.

A dual approach to ambiguity aversion

Abstract In the present paper, the assumption of monotonicity of Anscombe and Aumann (1963) is replaced by an assumption of monotonicity with respect to first-order stochastic dominance. This yields a representation result where ambiguous distributions of objective beliefs are first aggregated into “equivalent unambiguous beliefs” and then risk preferences are used to compute the utility of these equivalent unambiguous beliefs. Such an approach makes it possible to disentangle uncertainty aversion, related to the processing of information, from risk aversion, related to the evaluation of the equivalent unambiguous beliefs. An application to portfolio choice shows the tractability of the framework and its intuitive appeal.

Rare event simulation via importance sampling for linear SPDE’s

The goal of this paper is to develop provably efficient importance sampling Monte Carlo methods for the estimation of rare events within the class of linear stochastic partial differential equations. We find that if a spectral gap of appropriate size exists, then one can identify a lower dimensional manifold where the rare event takes place. This allows one to build importance sampling changes of measures that perform provably well even pre-asymptotically (i.e. for small but non-zero size of the noise) without degrading in performance due to infinite dimensionality or due to long simulation time horizons. Simulation studies supplement and illustrate the theoretical results.

Entanglement entropy fluctuation and distribution for open systems

The entanglement entropy generated by quantum transport, similar to any physical observable quantity, is a stochastic variable that has its distribution and can fluctuate. The fundamental question is how to define the entanglement entropy operator which allows one to discuss entanglement entropy fluctuation. By introducing the entanglement entropy operator, we develop a theoretical framework to calculate the entanglement entropy fluctuation as well as its higher order cumulants generated by electronic transport in open systems. The distribution of entanglement entropy generated by opening or closing a quantum point contact (QPC) is solved exactly. When the transmission coefficient of QPC is one-half, the entanglement entropy is maximized and fluctuationless. We also establish a general relation between the generated entanglement entropy fluctuation and charge fluctuation. We apply our theory to electronic transport through a quantum dot and study the generated entanglement entropy in the transient regime. Universal behavior is found for the cumulants of entanglement entropy at short times.

Expectativas para operaciones financieras en los Sectores Vulnerables mediante Matrices de Transición

El objetivo general es estimar escenarios para el volumen de operaciones que puedan presentarse en Sectores Vulnerables, susceptibles de recibir operaciones financieras ilicitas. El metodo empleado son las matrices estocasticas tambien denominadas de transicion, en virtud de haber demostrado eficacia en la prevencion de riesgo financiero, los resultados permitieron conocer el volumen de operaciones que podrian ser reportadas para un periodo de hasta 36 meses posterior a la informacion historica a septiembre del 2014. Como parte de los analisis estocasticos, los resultados aportan elementos para que la inteligencia financiera pueda analizar con mayor profundidad a ciertos sectores hasta confirmar o no la procedencia ilicita. El metodo no habia sido empleado hasta ahora para la estimacion de operaciones con recursos de procedencia ilicita.

Output-Feedback Control of a Class of Stochastic Nonlinear Systems with Markovian Switching

Output-Feedback Control of a Class of Stochastic Nonlinear Systems with Markovian Switching

Almost Sure Exponential Stability and Stochastic Stabilization of Uncertain Impulsive Stochastic Systems

Almost Sure Exponential Stability and Stochastic Stabilization of Uncertain Impulsive Stochastic Systems

Stochastic and Periodic Resource Scheduling Problem in Home Health Care

Stochastic and Periodic Resource Scheduling Problem in Home Health Care

Ergodicity of 2D stochastic Ginzburg–Landau–Newell equations driven by degenerate noise

Ergodicity of 2D stochastic Ginzburg–Landau–Newell equations driven by degenerate noise

Monitoring Financial Intermediaries with Subordinated Debt: A Dynamic Signal Model for Bank Risk

Dynamic Monitoring of Financial Intermediaries with Subordinated Debt by Gloria Gonzalez-Rivera University of California, Riverside Department of Economics Riverside, CA 92521 e-mail: gloria.gonzalez@ucr.edu phone: (951) 827 1470 fax: (951) 827 5685 David Nickerson Colorado State University Departments of Economics and Finance Fort Collins, CO 80523-1771 e-mail: david.nickerson@colostate.edu phone: (970) 491 5249

Two types of upper semi‐continuity of bi‐spatial attractors for non‐autonomous stochastic p‐Laplacian equations on

Two types of upper semi‐continuity of bi‐spatial attractors for non‐autonomous stochastic p‐Laplacian equations on

Fluctuating wind field analysis based on random Fourier spectrum for wind induced response of high-rise structures

An accurate calculation of the stochastic wind field is the foundation for analyzing wind-induced structure response and reliability. In this research, the spatial correlation of structural wind field was considered based on the time domain method. A method for calculating the stochastic wind field based on cross stochastic Fourier spectrum was proposed. A flowchart of the proposed methodology is also presented in this study to represent the algorithm and workflow. Along with the analysis of regional wind speed distribution, the wind speed time history sample was calculated, and the efficiency can therefore be verified. Results show that the proposed method and programs could provide an efficient simulation for the wind-induced structure response analysis, and help determine the related parameters easily.

Intimate Partner Violence: A Stochastic Model.

Intimate partner violence (IPV) has been a well-studied problem in the past psychological literature, especially through its classical methodology such as qualitative, quantitative and mixed methods. This article introduces two basic stochastic models as an alternative approach to simulate the short and long-term dynamics of a couple at risk of IPV. In both models, the members of the couple may assume a finite number of states, updating them in a probabilistic way at discrete time steps. After defining the transition probabilities, we first analyze the evolution of the couple in isolation and then we consider the case in which the individuals modify their behavior depending on the perceived violence from other couples in their environment or based on the perceived informal social support. While high perceived violence in other couples may converge toward the own presence of IPV by means a gender-specific transmission, the gender differences fade-out in the case of received informal social support. Despite the simplicity of the two stochastic models, they generate results which compare well with past experimental studies about IPV and they give important practical implications for prevention intervention in this field.

Community detection and stochastic block models

The stochastic block model (SBM) is a random graph model with planted clusters. It is widely employed as a canonical model to study clustering and community detection, and provides generally a fert...

Weighted SGD for ℓp regression with randomized preconditioning

In recent years, stochastic gradient descent (SGD) methods and randomized linear algebra (RLA) algorithms have been applied to many large-scale problems in machine learning and data analysis. SGD m...

Optimizing US army force size under uncertainty through stochastic programming

Optimizing US army force size under uncertainty through stochastic programming

Deliberately Stochastic

Deliberately Stochastic

Implications of Near-Autarky for North Korean Economy

This paper introduces a notion of near-autarky to describe the following features of North Korean economy: economic sanctions, more than 40 percents of trade dependency, chronic trade deficits, and monopolistic trade with China. The model in this paper is a dynamic stochastic general equilibrium(DSGE) model modified to incorporate the above features. The result show that North Korea have no incentive to deviate from the current situation. And also the fact that North Korea's biggest trade partner is China weakens the effectiveness of economic sanctions against North Korea.

Effects of the noise level on nonlinear stochastic fractional heat equations

We consider the stochastic fractional heat equation \begin{document}$\partial_{t}u=\triangle^{\alpha/2}u+\lambda\sigma(u)\dot{w}$\end{document} on \begin{document}$[0,L]$\end{document} with Dirichlet boundary conditions, where \begin{document}$\dot{w}$\end{document} denotes the space-time white noise. For any \begin{document}$\lambda>0$\end{document} , we prove that the \begin{document}$p$\end{document} th moment of \begin{document}$\sup_{x\in [0,L]}|u(t,x)|$\end{document} grows at most exponentially. If \begin{document}$\lambda$\end{document} is small, we prove that the \begin{document}$p$\end{document} th moment of \begin{document}$\sup_{x\in [0,L]}|u(t,x)|$\end{document} is exponentially stable. At last, we obtain the noise excitation index of \begin{document}$p$\end{document} th energy of \begin{document}$u(t,x)$\end{document} is \begin{document}$\frac{2\alpha}{\alpha-1}$\end{document} .