Modelling Concurrency with Comtraces and Generalized Comtraces

Comtraces (combined traces) are extensions of Mazurkiewicz traces that can model the "not later than" relationship. In this paper, we first introduce the novel notion of generalized comtraces, extensions of comtraces that can additionally model the "non-simultaneously" relationship. Then we study some basic algebraic properties and canonical reprentations of comtraces and generalized comtraces. Finally we analyze the relationship between generalized comtraces and generalized stratified order structures. The major technical contribution of this paper is a proof showing that generalized comtraces can be represented by generalized stratified order structures.Comment: 49 page

Employment-Based Health Insurance: 2010

[Excerpt] This report uses data from the Survey of Income and Program Participation (SIPP) to examine the characteristics of people with employer-provided health insurance coverage as well as characteristics of employers that offer health insurance. This documentation of the current distribution of employment-based health insurance coverage across socioeconomic characteristics is needed to establish the changes associated with recent health care legislation. The report is composed of two sections. The first section provides a brief overview of historical trends in employer-provided coverage rates by source of coverage as well as the reasons for nonparticipation in health insurance from 1997 to 2010. The second section focuses on data collected in 2010 and describes health insurance offer and take-up rates by employee and employer characteristics. In addition, the report describes the insurance status of workers not participating in an employer’s plan and the reasons for nonparticipation

"The Good, The Bad And The Ugly": Evaluation of Wi-Fi Steganography

In this paper we propose a new method for the evaluation of network steganography algorithms based on the new concept of "the moving observer". We considered three levels of undetectability named: "good", "bad", and "ugly". To illustrate this method we chose Wi-Fi steganography as a solid family of information hiding protocols. We present the state of the art in this area covering well-known hiding techniques for 802.11 networks. "The moving observer" approach could help not only in the evaluation of steganographic algorithms, but also might be a starting point for a new detection system of network steganography. The concept of a new detection system, called MoveSteg, is explained in detail.Comment: 6 pages, 6 figures, to appear in Proc. of: ICNIT 2015 - 6th International Conference on Networking and Information Technology, Tokyo, Japan, November 5-6, 201

Stationary states in Langevin dynamics under asymmetric L\'evy noises

Properties of systems driven by white non-Gaussian noises can be very different from these systems driven by the white Gaussian noise. We investigate stationary probability densities for systems driven by $\alpha$-stable L\'evy type noises, which provide natural extension to the Gaussian noise having however a new property mainly a possibility of being asymmetric. Stationary probability densities are examined for a particle moving in parabolic, quartic and in generic double well potential models subjected to the action of $\alpha$-stable noises. Relevant solutions are constructed by methods of stochastic dynamics. In situations where analytical results are known they are compared with numerical results. Furthermore, the problem of estimation of the parameters of stationary densities is investigated.Comment: 9 pages, 9 figures, 3 table

Transport in a Levy ratchet: Group velocity and distribution spread

We consider the motion of an overdamped particle in a periodic potential lacking spatial symmetry under the influence of symmetric L\'evy noise, being a minimal setup for a ``L\'evy ratchet.'' Due to the non-thermal character of the L\'evy noise, the particle exhibits a motion with a preferred direction even in the absence of whatever additional time-dependent forces. The examination of the L\'evy ratchet has to be based on the characteristics of directionality which are different from typically used measures like mean current and the dispersion of particles' positions, since these get inappropriate when the moments of the noise diverge. To overcome this problem, we discuss robust measures of directionality of transport like the position of the median of the particles displacements' distribution characterizing the group velocity, and the interquantile distance giving the measure of the distributions' width. Moreover, we analyze the behavior of splitting probabilities for leaving an interval of a given length unveiling qualitative differences between the noises with L\'evy indices below and above unity. Finally, we inspect the problem of the first escape from an interval of given length revealing independence of exit times on the structure of the potential.Comment: 9 pages, 12 figure

Credit exclusion in quantitative models of bankruptcy: does it matter?

Bankruptcy ; Credit

Changes in the size distribution of U.S. banks: 1960-2005

Banks and banking

Approximation of stochastic differential equations driven by alpha-stable Levy motion

In this paper we present a result on convergence of approximate solutions of stochastic differential equations involving integrals with respect to alpha-stable Levy motion. We prove an appropriate weak limit theorem, which does not follow from known results on stability properties of stochastic differential equations driven by semimartingales. It assures convergence in law in the Skorokhod topology of sequences of approximate solutions and justifies discrete time schemes applied in computer simulations. An example is included in order to demonstrate that stochastic differential equations with jumps are of interest in constructions of models for various problems arising in science and engineering, often providing better description of real life phenomena than their Gaussian counterparts. In order to demonstrate the usefulness of our approach, we present computer simulations of a continuous time alpha-stable model of cumulative gain in the Duffie–Harrison option pricing framework.Stable distribution, Simulation, Stochastic differential equation (SDE), Option pricing

The Energy2B project: stimulating environmental entrepreneurship and building an energy infrastructure through institutional entrepreneurship

The Energy2B Project is an EU funded innovation stimulating initiative that targets university students at five universities across Europe and encourages them to practice environmental entrepreneurship and turn energy innovation ideas into new business start-ups. The project is administered by a European consortium of commercial and academic co-ordinators through an online web platform. The web-platform is used to develop an energy infrastructure that connects diverse stakeholders (including industrial actors, energy bodies and field experts) through the administration of local idea challenges and energy innovation competitions at a local and European level. In this paper, we discuss how the project contributes to the practice of environmental entrepreneurship and explain the projects theoretical significance as a case of institutional entrepreneurship. We also outline the academic deliverables of the project in terms of individual case studies and a survey that measures the project’s effectiveness in accelerating the practice of environmental entrepreneurship. First results are available in the second quarter of 2011.environmental entrepreneurship; sustainable entrepreneurship; institutional entrepreneurship