Tail Asymptotics of Deflated Risks

Random deflated risk models have been considered in recent literatures. In this paper, we investigate second-order tail behavior of the deflated risk X=RS under the assumptions of second-order regular variation on the survival functions of the risk R and the deflator S. Our findings are applied to approximation of Value at Risk, estimation of small tail probability under random deflation and tail asymptotics of aggregated deflated riskComment: 2

A Note on Topological M5-branes and String-Fivebrane Duality

We derive the stability conditions for the M5-brane in topological M-theory using kappa-symmetry. The non-linearly self-dual 3-form on the world-volume is necessarily non-vanishing, as is the case also for the 2-form field strengths on coisotropic branes in topological string theory. It is demonstrated that the self-duality is consistent with the stability conditions, which are solved locally in terms of a tensor in the representation 6 of SU(3) in G_2. The double dimensional reduction of the M5-brane is the D4-brane, and its direct reduction is an NS5-brane. We show that the equation of motion for the 3-form on the NS5-brane wrapping a Calabi-Yau space is exactly the Kodaira-Spencer equation, providing support for a string-fivebrane duality in topological string theory.Comment: 11 pp, plain te

Accounting for Agricultural Decline with Economic Growth in Taiwan

In this paper we propose an empirical model to decompose the evolution of the agricultural GDP share of Taiwan into three components: price changes, factor endowment changes and technological change. The full sample period is 1967 to 1997. The data were first tested to assess whether the time series are nonstationary and cointegrated. After confirming their nonstationarity and cointegrated relation- ship, we then employ an error correction model (ECM) in the empirical estimation to capture the dynamic as well as long-run equilibrium relationship among those economic variables. The results suggest that relative prices have a positive influence on the share of agriculture in GDP in both the long-run and the short-run. An increase in capital per unit of labor, on the other hand, is associated with a smaller agricultural share. This result is consistent with the Rybczynski Theorem. Technical change has been biased in favor of this sector. The strong negative impact of the change in factor endowments seems to dominate any possible positive effect of relative prices and technical change. This result makes a strong case for a Heckscher-Ohlin type model as a basis of understanding the development of the Taiwanese economy.Taiwan, productivity growth, GDP function, error correction,

TECHNOLOGY, FACTOR ENDOWMENT, PRICES AND THE RELATIVE DECLINE OF AGRICULTURE IN TAIWAN

This paper specifies an empirical model of the relative decline of the agricultural sector consistent with the neoclassical explanation. We utilize a production theory approach to analyze the effect of changes in relative prices, relative factor endowments and technical change on the share of agriculture in GDP in a growing economy. The model is estimated with time series data on the agricultural sector and nonagricultural sectors in Taiwan.Agribusiness, Productivity Analysis,

Fake-Acknowledgment Attack on ACK-based Sensor Power Schedule for Remote State Estimation

We consider a class of malicious attacks against remote state estimation. A sensor with limited resources adopts an acknowledgement (ACK)-based online power schedule to improve the remote state estimation performance. A malicious attacker can modify the ACKs from the remote estimator and convey fake information to the sensor. When the capability of the attacker is limited, we propose an attack strategy for the attacker and analyze the corresponding effect on the estimation performance. The possible responses of the sensor are studied and a condition for the sensor to discard ACKs and switch from online schedule to offline schedule is provided.Comment: submitted to IEEE CDC 201

Peer crowd affiliation as a segmentation tool for young adult tobacco use.

BackgroundIn California, young adult tobacco prevention is of prime importance; 63% of smokers start by the age of 18 years, and 97% start by the age of 26 years. We examined social affiliation with 'peer crowd' (eg, Hipsters) as an innovative way to identify high-risk tobacco users.MethodsCross-sectional surveys were conducted in 2014 (N=3368) among young adult bar patrons in 3 California cities. We examined use rates of five products (cigarettes, e-cigarettes, hookah, cigars and smokeless tobacco) by five race/ethnicity categories. Peer crowd affiliation was scored based on respondents' selecting pictures of young adults representing those most and least likely to be in their friend group. Respondents were classified into categories based on the highest score; the peer crowd score was also examined as a continuous predictor. Logistic regression models with each tobacco product as the outcome tested the unique contribution of peer crowd affiliation, controlling for race/ethnicity, age, sex, sexual orientation and city.ResultsRespondents affiliating with Hip Hop and Hipster peer crowds reported significantly higher rates of tobacco use. As a categorical predictor, peer crowd was related to tobacco use, independent of associations with race/ethnicity. As a continuous predictor, Hip Hop peer crowd affiliation was also associated with tobacco use, and Young Professional affiliation was negatively associated, independent of demographic factors.ConclusionsTobacco product use is not the same across racial/ethnic groups or peer crowds, and peer crowd predicts tobacco use independent of race/ethnicity. Antitobacco interventions targeting peer crowds may be an effective way to reach young adult tobacco users.Trial registration numberNCT01686178, Pre-results

Stability analysis of event-triggered anytime control with multiple control laws

To deal with time-varying processor availability and lossy communication channels in embedded and networked control systems, one can employ an event-triggered sequence-based anytime control (E-SAC) algorithm. The main idea of E-SAC is, when computing resources and measurements are available, to compute a sequence of tentative control inputs and store them in a buffer for potential future use. State-dependent Random-time Drift (SRD) approach is often used to analyse and establish stability properties of such E-SAC algorithms. However, using SRD, the analysis quickly becomes combinatoric and hence difficult to extend to more sophisticated E-SAC. In this technical note, we develop a general model and a new stability analysis for E-SAC based on Markov jump systems. Using the new stability analysis, stochastic stability conditions of existing E-SAC are also recovered. In addition, the proposed technique systematically extends to a more sophisticated E-SAC scheme for which, until now, no analytical expression had been obtained.Comment: Accepted for publication in IEEE Transactions on Automatic Contro