Price of Anarchy for Non-atomic Congestion Games with Stochastic Demands

We generalize the notions of user equilibrium and system optimum to non-atomic congestion games with stochastic demands. We establish upper bounds on the price of anarchy for three different settings of link cost functions and demand distributions, namely, (a) affine cost functions and general distributions, (b) polynomial cost functions and general positive-valued distributions, and (c) polynomial cost functions and the normal distributions. All the upper bounds are tight in some special cases, including the case of deterministic demands.Comment: 31 page

Analytical modelling of hot-spot traffic in deterministically-routed k-ary n-cubes

Many research studies have proposed analytical models to evaluate the performance of k-ary n-cubes with deterministic wormhole routing. Such models however have so far been confined to uniform traffic distributions. There has been hardly any model proposed that deal with non-uniform traffic distributions that could arise due to, for instance, the presence of hot-spots in the network. This paper proposes the first analytical model to predict message latency in k-ary n-cubes with deterministic routing in the presence of hot-spots. The validity of the model is demonstrated by comparing analytical results with those obtained through extensive simulation experiments

Export, Productivity Pattern, and Firm Size Distribution

We show in the Chinese Annual Survey of Industrial Firms that size distributions of non-exporters and exporters have different shapes, which can only be explained by assuming that their productivity distributions have different shapes. Empirical estimations verify this assumption. This paper also analyzes the relationship between firms' size and productivity distributions and shows that: 1) productivity and size distributions change accordingly, and 2) productivity is deterministic for size distribution.Heterogeneous firm, Pareto distribution, Production size, Productivity heterogeneity

Characterization of foreign exchange market using the threshold-dealer-model

We introduce a deterministic dealer model which implements most of the empirical laws, such as fat tails in the price change distributions, long term memory of volatility and non-Poissonian intervals. We also clarify the causality between microscopic dealers' dynamics and macroscopic market's empirical laws.Comment: 10pages, 5figures, 1table, Proceedings of APFA

Characteristics of the polymer transport in ratchet systems

Molecules with complex internal structure in time-dependent periodic potentials are studied by using short Rubinstein-Duke model polymers as an example. We extend our earlier work on transport in stochastically varying potentials to cover also deterministic potential switching mechanisms, energetic efficiency and non-uniform charge distributions. We also use currents in the non-equilibrium steady state to identify the dominating mechanisms that lead to polymer transportation and analyze the evolution of the macroscopic state (e.g., total and head-to-head lengths) of the polymers. Several numerical methods are used to solve the master equations and nonlinear optimization problems. The dominating transport mechanisms are found via graph optimization methods. The results show that small changes in the molecule structure and the environment variables can lead to large increases of the drift. The drift and the coherence can be amplified by using deterministic flashing potentials and customized polymer charge distributions. Identifying the dominating transport mechanism by graph analysis tools is found to give insight in how the molecule is transported by the ratchet effect.Comment: 35 pages, 17 figures, to appear in Phys. Rev.

A simple encompassing test for the deterministic and bilinear unit root models

A new parameters’ encompassing test is proposed for deciding between the deterministic unit root processes with a structural break and the bilinear unit root model without such break. The test consists in testing three sets of hypotheses regarding parameters in a simple regression model. The test uses the t-ratio and F-statistics, of non-trivial distributions under the null hypothesis. The finite sample distributions for the relevant statistics are tabulated and the asymptotic distribution of the F-test is derived. The test has been applied for the daily stock price indices for 66 countries, for the period 1992-2001. The results support the conjecture that the bilinear model dominates the structural break model more often than the other way around. Also, it is likely that in practical applications the bilinear unit root process might be mistaken for the deterministic unit root process with a structural break

On the Convergence of Bayesian Regression Models

We consider heteroscedastic nonparametric regression models, when both the mean function and variance function are unknown and to be estimated with nonparametric approaches. We derive convergence rates of posterior distributions for this model with different priors, including splines and Gaussian process priors. The results are based on the general ones on the rates of convergence of posterior distributions for independent, non-identically distributed observations, and are established for both of the cases with random covariates, and deterministic covariates. We also illustrate that the results can be achieved for all levels of regularity, which means they are adaptive