A Wiener--Hopf Monte Carlo simulation technique for L\'{e}vy processes

We develop a completely new and straightforward method for simulating the joint law of the position and running maximum at a fixed time of a general L\'{e}vy process with a view to application in insurance and financial mathematics. Although different, our method takes lessons from Carr's so-called "Canadization" technique as well as Doney's method of stochastic bounds for L\'{e}vy processes; see Carr [Rev. Fin. Studies 11 (1998) 597--626] and Doney [Ann. Probab. 32 (2004) 1545-1552]. We rely fundamentally on the Wiener-Hopf decomposition for L\'{e}vy processes as well as taking advantage of recent developments in factorization techniques of the latter theory due to Vigon [Simplifiez vos L\'{e}vy en titillant la factorization de Wiener-Hopf (2002) Laboratoire de Math\'{e}matiques de L'INSA de Rouen] and Kuznetsov [Ann. Appl. Probab. 20 (2010) 1801--1830]. We illustrate our Wiener--Hopf Monte Carlo method on a number of different processes, including a new family of L\'{e}vy processes called hypergeometric L\'{e}vy processes. Moreover, we illustrate the robustness of working with a Wiener--Hopf decomposition with two extensions. The first extension shows that if one can successfully simulate for a given L\'{e}vy processes then one can successfully simulate for any independent sum of the latter process and a compound Poisson process. The second extension illustrates how one may produce a straightforward approximation for simulating the two-sided exit problem.Comment: Published in at http://dx.doi.org/10.1214/10-AAP746 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Evolutionary determinants of modular societies in colobines

Modular societies are structurally characterized by nuclear one-male units (OMUs, or harems) embedded within larger relatively coherent social bands. Within the order Primates, modular societies are uncommon, found in only a few species, including humans. Asian colobines (Presbytini) principally form either unimale groups that forage independently and are often territorial, or modular associations, which range from tight bands composed of OMUs to loose neighborhoods of OMUs. A phylogenetic reconstruction of modularity in the Presbytini revealed that the single OMU pattern is probably the ancestral state while the modular pattern is derived. The selective forces favoring the evolution of modular societies have thus far been virtually unexplored. Although some ecological explanations cannot be ruled out at the moment due to lack of comparative and quantitative data, preliminary circumstantial evidence does not seem to support them. Instead, a social factor, bachelor threat, is consistent with many observations. This hypothesis argues that where the pressure from nonreproductive bachelor males is unusually high, OMUs aggregate as a means of decreasing the amount of harassment and the risk of takeovers and infanticide. A comparative test found an association between modular societies and bachelor threat, as proxied by sex ratio within social units. The concentration of modular systems in colobines may be due to their unusual ecology, which leads to unusually low intensity of scramble competition. Modular colobines rely more on nonlimiting ubiquitous resources than nonmodular ones and thus can afford to gather in bands. Moreover, by comparing the slopes of regressions between group size and daily travel distance for several groups of one modular and one nonmodular colobine, we found slopes in the nonmodular to be steeper by a factor 30, indicating that ecological constraints associated with scramble competition prevent higher level groupings in nonmodulars. Thus, modular sociality in Asian colobines may have arisen because both social benefits are substantial and ecological costs are relatively lo

Collective action and the intensity of between-group competition in nonhuman primates

The importance of between-group competition in the social evolution of animal societies is controversial, particularly with respect to understanding the origins and maintenance of cooperation in our own species. Among primates, aggressive between-group encounters are often rare or strikingly absent, a phenomenon that in some species has been ascribed to the presence of collective action problems. Here, we report on a series of comparative tests that show that the intensity of between-group contest competition is indeed lower in species that experience a collective action problem while controlling for predictions from an "ideal gas” model of animal encounters and general species' ecology. Species that do not succumb to the collective action problem are either cooperative breeders, are characterized by philopatry of the dominant sex, or live in relatively small groups with few individuals of this dominant sex. This implies that collective action problems are averted either through shared genes and benefits or a by-product mutualism in which the territorial behavior of some privileged individuals is not affected by the behavior of others. We conclude that across the primate taxon, the intensity of between-group competition is predominantly constrained by a social dilemma among group members, rather than ecological conditions, and that the collective action problem is thus an important selective pressure in the evolution of primate (including human) cooperation and socialit

A Low Noise Amplifier Optimized for a GPS Receiver RF Front End

A cascode LNA was optimized for a GPS receiver radio frequency front end using a 0.18 μm CMOS technology. By careful choice of device geometry, gate and source degeneration inductors, a fully integrated LNA can be optimized to have a low noise figure, a high voltage gain and a wide dynamic range. The optimized LNA has a 1.512 dB noise figure, a –42.05 dB S11, a 20.04 dB voltage gain a –19.82 dB input referred 1-db compression point and a –5.49 dBm third order input intercept point, with a 11.6 mW power consumption

Energy Savings from Implementing Collaborative Beamforming for a Remote Low Power Wireless Sensor Network

This paper outlines the implementation of collaborative beamforming to a remote low power wireless sensor network and presents its energy saving potential. The directivity procured from the beamforming allows power to be saved, which is distributed over the network. This allows each sensor within the network to have the same prolonged lifetime, and thus create a long lasting reliable network. The associated overhead with collaborative beamforming is in conjunction examined, where Single Frequency Networks (SFN) are taken as reference for synchronisation procedures. Finally, the influences of various network operating parameters on the energy benefit that can be obtained from collaborative beamforming in respect to network sizes are presented

Effects of seasonality on brain size evolution: evidence from strepsirrhine primates

Seasonal changes in energy supply impose energetic constraints that affect many physiological and behavioral characteristics of organisms. As brains are costly, we predict brain size to be relatively small in species that experience a higher degree of seasonality (expensive brain framework). Alternatively, it has been argued that larger brains give animals the behavioral flexibility to buffer the effects of habitat seasonality (cognitive buffer hypothesis). Here, we test these two hypotheses in a comparative study on strepsirrhine primates (African lorises and Malagasy lemurs) that experience widely varying degrees of seasonality. We found that experienced seasonality is negatively correlated with relative brain size in both groups, controlling for the effect of phylogenetic relationships and possible confounding variables such as the extent of folivory. However, relatively larger-brained lemur species tend to experience less variation in their dietary intake than indicated by the seasonality of their habitat. In conclusion, we found clear support for the hypothesis that seasonality restricts brain size in strepsirrhines as predicted by the expensive brain framework and weak support for the cognitive buffer hypothesis in lemurs

Portugal and the Netherlands: punching above their weight?

This chapter explores attitudes and actions of Greek and Slovenian diplomacies towards the European External Action Service (EEAS). It examines the two countries' attitudes towards the EEAS, its leadership and its relations with other institutional actors, including the national diplomacies. The core objective of Slovenian foreign policy after gaining independence was to consolidate its place in the Euro-Atlantic security community in order to deflect any potential security threat from its immediate neighbourhood. The only new area in which there has been significant potential for Greece has been in regional energy cooperation given the discovery of energy resources in the eastern Mediterranean. Slovenia and Greece share a foreign policy goal, namely to ensure the European Union (EU) perspective of the countries of Southeast Europe. The empirical research we conducted suggested that the Hellenic Ministry of Foreign Affairs is currently still in the process of accustoming itself with the operation of the EEAS

Can captive orangutans (Pongo pygmaeus abelii) be coaxed into cumulative build-up of techniques?

While striking cultural variation in behavior from one site to another has been described in chimpanzees and orangutans, cumulative culture might be unique to humans. Captive chimpanzees were recently found to be rather conservative, sticking to the technique they had mastered, even after more effective alternatives were demonstrated. Behavioral flexibility in problem solving, in the sense of acquiring new solutions after having learned another one earlier, is a vital prerequisite for cumulative build-up of techniques. Here, we experimentally investigate whether captive orangutans show such flexibility, and if so, whether they show techniques that cumulatively build up (ratchet) on previous ones after conditions of the task are changed. We provided nine Sumatran orangutans (Pongo pygmaeus abelii) with two types of transparent tubes partly filled with syrup, along with potential tools such as sticks, twigs, wood wool and paper. In the first phase, the orangutans could reach inside the tubes with their hands (Regular Condition), but in the following phase, tubes had been made too narrow for their hands to fit in (Restricted Condition 1), or in addition the setup lacked their favorite materials (Restricted Condition 2). The orangutans showed high behavioral flexibility, applying nine different techniques under the regular condition in total. Individuals abandoned preferred techniques and switched to different techniques under restricted conditions when this was advantageous. We show for two of these techniques how they cumulatively built up on earlier ones. This suggests that the near-absence of cumulative culture in wild orangutans is not due to a lack of flexibility when existing solutions to tasks are made impossible