Strong Approximation of Empirical Copula Processes by Gaussian Processes

We provide the strong approximation of empirical copula processes by a Gaussian process. In addition we establish a strong approximation of the smoothed empirical copula processes and a law of iterated logarithm

Does a Computer have an Arrow of Time?

In [Sch05a], it is argued that Boltzmann's intuition, that the psychological arrow of time is necessarily aligned with the thermodynamic arrow, is correct. Schulman gives an explicit physical mechanism for this connection, based on the brain being representable as a computer, together with certain thermodynamic properties of computational processes. [Haw94] presents similar, if briefer, arguments. The purpose of this paper is to critically examine the support for the link between thermodynamics and an arrow of time for computers. The principal arguments put forward by Schulman and Hawking will be shown to fail. It will be shown that any computational process that can take place in an entropy increasing universe, can equally take place in an entropy decreasing universe. This conclusion does not automatically imply a psychological arrow can run counter to the thermodynamic arrow. Some alternative possible explana- tions for the alignment of the two arrows will be briefly discussed.Comment: 31 pages, no figures, publication versio

Consistent thermodynamics for spin echoes

Spin-echo experiments are often said to constitute an instant of anti-thermodynamic behavior in a concrete physical system that violates the second law of thermodynamics. We argue that a proper thermodynamic treatment of the effect should take into account the correlations between the spin and translational degrees of freedom of the molecules. To this end, we construct an entropy functional using Boltzmann macrostates that incorporates both spin and translational degrees of freedom. With this definition there is nothing special in the thermodynamics of spin echoes: dephasing corresponds to Hamiltonian evolution and leaves the entropy unchanged; dissipation increases the entropy. In particular, there is no phase of entropy decrease in the echo. We also discuss the definition of macrostates from the underlying quantum theory and we show that the decay of net magnetization provides a faithful measure of entropy change.Comment: 15 pages, 2 figs. Changed figures, version to appear in PR

Interactions of local climatic, biotic and hydrogeochemical processes facilitate phosphorus dynamics along an Everglades forest-marsh gradient

Ecosystem nutrient cycling is often complex because nutrient dynamics within and between systems are mediated by the interaction of biological and geochemical conditions operating at different temporal and spatial scales. Vegetated patches in semiarid and wetland landscapes have been shown to exemplify some of these patterns and processes. We investigated biological and geochemical factors suggested to contribute to phosphorus (P) movement and availability along a forest-marsh gradient in an Everglades tree island. Our study illustrated processes that are consistent with the chemohydrodynamic nutrient (CHNT) hypothesis and the trigger-transfer, pulse-reserve (TTPR) model developed for semiarid systems. Comparison with the TTPR model was constructive as it elaborated several significant patterns and processes of the tree island ecosystem including: (1) concentration of the limiting resource (P) in the source patch (High Head which constitutes the reserve) compared with the resource-poor landscape, (2) soil zone calcite precipitation requiring strong seasonality for evapotranspiration to promote conditions for secondary soil development and calcium phosphate reprecipitation, (3) rewetting of previously dry soils by early wet season precipitation events, and (4) antecedent conditions of the source patch, including landscape position that modulated the effect of the precipitation trigger. Thus, our study showed how water availability drives soil water P dynamics and, potentially, stability of mineral soil P in this tree island ecosystem. In landscapes with extensive water management, these processes can be asynchronous with the seasonality of hydrologic dynamics, tipping the balance between a sink and source of a limiting nutrient

Vibrotactile pedals : provision of haptic feedback to support economical driving

The use of haptic feedback is currently an underused modality in the driving environment, especially with respect to vehicle manufacturers. This exploratory study evaluates the effects of a vibrotactile (or haptic) accelerator pedal on car driving performance and perceived workload using a driving simulator. A stimulus was triggered when the driver exceeded a 50% throttle threshold, past which is deemed excessive for economical driving. Results showed significant decreases in mean acceleration values, and maximum and excess throttle use when the haptic pedal was active as compared to a baseline condition. As well as the positive changes to driver behaviour, subjective workload decreased when driving with the haptic pedal as compared to when drivers were simply asked to drive economically. The literature suggests that the haptic processing channel offers a largely untapped resource in the driving environment, and could provide information without overloading the other attentional resource pools used in driving

Intermediate Tail Dependence: A Review and Some New Results

The concept of intermediate tail dependence is useful if one wants to quantify the degree of positive dependence in the tails when there is no strong evidence of presence of the usual tail dependence. We first review existing studies on intermediate tail dependence, and then we report new results to supplement the review. Intermediate tail dependence for elliptical, extreme value and Archimedean copulas are reviewed and further studied, respectively. For Archimedean copulas, we not only consider the frailty model but also the recently studied scale mixture model; for the latter, conditions leading to upper intermediate tail dependence are presented, and it provides a useful way to simulate copulas with desirable intermediate tail dependence structures.Comment: 25 pages, 1 figur

Modeling Cell Gradient Sensing and Migration in Competing Chemoattractant Fields

Directed cell migration mediates physiological and pathological processes. In particular, immune cell trafficking in tissues is crucial for inducing immune responses and is coordinated by multiple environmental cues such as chemoattractant gradients. Although the chemotaxis mechanism has been extensively studied, how cells integrate multiple chemotactic signals for effective trafficking and positioning in tissues is not clearly defined. Results from previous neutrophil chemotaxis experiments and modeling studies suggested that ligand-induced homologous receptor desensitization may provide an important mechanism for cell migration in competing chemoattractant gradients. However, the previous mathematical model is oversimplified to cell gradient sensing in one-dimensional (1-D) environment. To better understand the receptor desensitization mechanism for chemotactic navigation, we further developed the model to test the role of homologous receptor desensitization in regulating both cell gradient sensing and migration in different configurations of chemoattractant fields in two-dimension (2-D). Our results show that cells expressing normal desensitizable receptors preferentially orient and migrate toward the distant gradient in the presence of a second local competing gradient, which are consistent with the experimentally observed preferential migration of cells toward the distant attractant source and confirm the requirement of receptor desensitization for such migratory behaviors. Furthermore, our results are in qualitative agreement with the experimentally observed cell migration patterns in different configurations of competing chemoattractant fields

Extremes on the discounted aggregate claims in a time dependent risk model

This paper presents an extension of the classical compound Poisson risk model for which the inter-claim time and the forthcoming claim amount are no longer independent random variables (rv's). Asymptotic tail probabilities for the discounted aggregate claims are presented when the force of interest is constant and the claim amounts are heavy tail distributed rv's. Furthermore, we derive asymptotic finite time ruin probabilities, as well as asymptotic approximations for some common risk measures associated with the discounted aggregate claims. A simulation study is performed in order to validate the results obtained in the free interest risk model

Basins of attraction on random topography

We investigate the consequences of fluid flowing on a continuous surface upon the geometric and statistical distribution of the flow. We find that the ability of a surface to collect water by its mere geometrical shape is proportional to the curvature of the contour line divided by the local slope. Consequently, rivers tend to lie in locations of high curvature and flat slopes. Gaussian surfaces are introduced as a model of random topography. For Gaussian surfaces the relation between convergence and slope is obtained analytically. The convergence of flow lines correlates positively with drainage area, so that lower slopes are associated with larger basins. As a consequence, we explain the observed relation between the local slope of a landscape and the area of the drainage basin geometrically. To some extent, the slope-area relation comes about not because of fluvial erosion of the landscape, but because of the way rivers choose their path. Our results are supported by numerically generated surfaces as well as by real landscapes

Bayes and health care research.

Bayes’ rule shows how one might rationally change one’s beliefs in the light of evidence. It is the foundation of a statistical method called Bayesianism. In health care research, Bayesianism has its advocates but the dominant statistical method is frequentism. There are at least two important philosophical differences between these methods. First, Bayesianism takes a subjectivist view of probability (i.e. that probability scores are statements of subjective belief, not objective fact) whilst frequentism takes an objectivist view. Second, Bayesianism is explicitly inductive (i.e. it shows how we may induce views about the world based on partial data from it) whereas frequentism is at least compatible with non-inductive views of scientific method, particularly the critical realism of Popper. Popper and others detail significant problems with induction. Frequentism’s apparent ability to avoid these, plus its ability to give a seemingly more scientific and objective take on probability, lies behind its philosophical appeal to health care researchers. However, there are also significant problems with frequentism, particularly its inability to assign probability scores to single events. Popper thus proposed an alternative objectivist view of probability, called propensity theory, which he allies to a theory of corroboration; but this too has significant problems, in particular, it may not successfully avoid induction. If this is so then Bayesianism might be philosophically the strongest of the statistical approaches. The article sets out a number of its philosophical and methodological attractions. Finally, it outlines a way in which critical realism and Bayesianism might work together. </p