94 research outputs found

    Exponential Decay of Correlations for Strongly Coupled Toom Probabilistic Cellular Automata

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    We investigate the low-noise regime of a large class of probabilistic cellular automata, including the North-East-Center model of Toom. They are defined as stochastic perturbations of cellular automata belonging to the category of monotonic binary tessellations and possessing a property of erosion. We prove, for a set of initial conditions, exponential convergence of the induced processes toward an extremal invariant measure with a highly predominant spin value. We also show that this invariant measure presents exponential decay of correlations in space and in time and is therefore strongly mixing.Comment: 21 pages, 0 figure, revised version including a generalization to a larger class of models, structure of the arguments unchanged, minor changes suggested by reviewers, added reference

    Determinants of immediate price impacts at the trade level in an emerging order-driven market

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    The common wisdom argues that, in general, large trades cause large price changes, while small trades cause small price changes. However, for extremely large price changes, the trade size and news play a minor role, while the liquidity (especially price gaps on the limit order book) is a more influencing factor. Hence, there might be other influencing factors of immediate price impacts of trades. In this paper, through mechanical analysis of price variations before and after a trade of arbitrary size, we identify that the trade size, the bid-ask spread, the price gaps and the outstanding volumes at the bid and ask sides of the limit order book have impacts on the changes of prices. We propose two regression models to investigate the influences of these microscopic factors on the price impact of buyer-initiated partially filled trades, seller-initiated partially filled trades, buyer-initiated filled trades, and seller-initiated filled trades. We find that they have quantitatively similar explanation powers and these factors can account for up to 44% of the price impacts. Large trade sizes, wide bid-ask spreads, high liquidity at the same side and low liquidity at the opposite side will cause a large price impact. We also find that the liquidity at the opposite side has a more influencing impact than the liquidity at the same side. Our results shed new lights on the determinants of immediate price impacts.Comment: 21 IOP tex pages including 5 figures and 5 tables. Accepted for publication in New Journal of Physic

    Maternal stress during pregnancy and neurodevelopmental outcomes of children during the first 2 years of life

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    AIM: A growing body of literature documents associations between maternal stress in pregnancy and child development, but findings across studies are often inconsistent. The aim of this study was to estimate the association between exposure to different kinds of prenatal stress and child psychomotor development. METHODS: The study population consisted of 372 mother-child pairs from Polish Mother and Child Cohort. The analysis was restricted to the women who worked at least 1 month during pregnancy period. Maternal psychological stress during pregnancy was assessed based on: the Subjective Work Characteristics Questionnaire, Perceived Stress Scale and Social Readjustment Rating Scale. The level of satisfaction with family functioning and support was evaluated by APGAR Family Scale. Child psychomotor development was assessed at the 12th and 24th months of age by Bayley Scales of Infant and Toddler Development. RESULTS: Negative impact on child cognitive development at the age of two was observed for the Perceived Stress Scale (β = -0.8; P = 0.01) and the Social Readjustment Rating Scale (β = -0.4; P = 0.03) after adjusting for the variety of confounders. Occupational stress, as well as satisfaction with family functioning, was not significantly associated with child psychomotor development (P > 0.05). CONCLUSIONS: The study supports the findings that prenatal exposure to maternal stress is significantly associated with decreased child cognitive functions. In order to further understand and quantify the effects of prenatal stress on child neurodevelopment further studies are needed. This will be important for developing interventions that provide more assistance to pregnant women, including emotional support or help to manage psychological stress

    Analytical solution of a generalized Penna model

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    In 1995 T.J.Penna introduced a simple model of biological aging. A modified Penna model has been demonstrated to exhibit behaviour of real-life systems including catastrophic senescence in salmon and a mortality plateau at advanced ages. We present a general steady-state, analytic solution to the Penna model, able to deal with arbitrary birth and survivability functions. This solution is employed to solve standard variant Penna models studied by simulation. Different Verhulst factors regulating both the birth rate and external death rate are considered.Comment: 6 figure

    Magnetic order in the Ising model with parallel dynamics

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    It is discussed how the equilibrium properties of the Ising model are described by an Hamiltonian with an antiferromagnetic low temperature behavior if only an heat bath dynamics, with the characteristics of a Probabilistic Cellular Automaton, is assumed to determine the temporal evolution of the system.Comment: 9 pages, 3 figure

    The Heumann-Hotzel model for aging revisited

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    Since its proposition in 1995, the Heumann-Hotzel model has remained as an obscure model of biological aging. The main arguments used against it were its apparent inability to describe populations with many age intervals and its failure to prevent a population extinction when only deleterious mutations are present. We find that with a simple and minor change in the model these difficulties can be surmounted. Our numerical simulations show a plethora of interesting features: the catastrophic senescence, the Gompertz law and that postponing the reproduction increases the survival probability, as has already been experimentally confirmed for the Drosophila fly.Comment: 11 pages, 5 figures, to be published in Phys. Rev.

    Protection of pregnant women at work in Switzerland: implementation and experiences of maternity protection legislation

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    Objectives. Like most industrialized countries, Switzerland has introduced legislation to protect the health of pregnant workers and their unborn children from workplace hazards. This study aims to assess legislation’s degree of implementation in the French-speaking part of Switzerland and understand the barriers to and resources supporting its implementation. Methods. Data were collected using mixed methods: (1) an online questionnaire send to 333 gynecologist-obstetricians (GOs) and 637 midwives; (2) exploratory semi-structured interviews with 5 workers who had had a pregnancy in the last 5 years. Results. Questionnaire response rates were 32% for GOs and 54% for midwives. Data showed that several aspects of the implementation of maternity protection policies could be improved. Where patients encounter workplace hazards, GOs and midwives estimated that they only received a risk assessment from the employer in about 5% and 2% of cases, respectively. Preventive leave is underprescribed: 32% of GOs reported that they “often” or “always” prescribed preventive leave in cases involving occupational hazards; 58% of GOs reported that they “often” or “always” prescribed sick leave instead. Interviews with workers identified several barriers to the implementation of protective policies in workplaces: a lack of information about protective measures and pregnancy rights; organizational problems triggered by job and schedule adjustments; and discrepancies between some safety measures and their personal needs. Conclusions. Results demonstrate the need to improve the implementation and appropriateness of maternity protection legislation in Switzerland. More research is required to identify the factors affecting its implementation
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