1,721,019 research outputs found
Nonlinear Markov games on a finite state space (mean-field and binary interactions)
Get PDFManaging large complex stochastic systems, including competitive interests, when one or several players can control the behavior of a large number of particles (agents, mechanisms, vehicles, subsidiaries, species, police units, etc), say Nk for a player k, the complexity of the game-theoretical (or Markov decision) analysis can become immense as Nk → ∞. However, under rather general assumptions, the limiting problem as all Nk → ∞ can be described by a well manageable deterministic evolution. In this paper we analyze some simple situations of this kind proving the convergence of Nashequilibria for finite games to equilibria of a limiting deterministic differential game
TEXStrict Nash equilibria in a duopolistic market share model
Get PDFThis paper develops a duopolistic discounted marketing model with linear advertising costs and advertised prices for mature markets still in expansion. Generic and predatory advertising eects are combined together in the model. We characterise a class of advertising models with some eciency for production costs. For such a class of models, advertising investments have a no-free-riding strict Nash equilibrium in pure strategies if discount rates are small. We discuss the entity of this eciency at varying of parameters of our advertising model. We provide a computational framework in which market shares can be computed at equilibrium, too. We analyse market share dynamics for an asymmetrical numerical scenario where one of the two rms is more eective in generic andpredatory advertising. Several numerical insights on market share dynamics are obtained. Our computational framework allows for dierent scenarios in practical applications and it is developed using the Mathematica software. We provide rational insights on how competing rms might ultimately reduce the qualityof manufactured goods when they publish the prices at the beginning of marketing campaigns
Going Beyond Counting First Authors in Author Co-citation Analysis
Get PDFThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
Get PDF“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Nonlinear Levy and nonlinear Feller processes : an analytic introduction
No full textThe program of studying general nonlinear Markov processes was put forward in V. N. Kolokoltsov "Nonlinear Markov Semigroups and Interacting L\'evy Type Processes" (Journ. Stat. Physics 126:3 (2007), 585-642), and was developed by the author in monograph "Nonlinear Markov processes and kinetic equations". Cambridge University Press, 2010, where, in particular, nonlinear L\'evy processes were introduced.
The present paper is an invitation to the rapidly developing topic of noninear Markov processes. We provide a quick (and at the same time more abstract) introduction to the basic analytical aspects of the theory developed in Part II of the above mentioned book
Nonlinear Markov processes and kinetic equations
No full textA nonlinear Markov evolution is a dynamical system generated by a measure-valued ordinary differential equation with the specific feature of preserving positivity. This feature distinguishes it from general vector-valued differential equations and yields a natural link with probability, both in interpreting results and in the tools of analysis. This brilliant book, the first devoted to the area, develops this interplay between probability and analysis. After systematically presenting both analytic and probabilistic techniques, the author uses probability to obtain deeper insight into nonlinear dynamics, and analysis to tackle difficult problems in the description of random and chaotic behavior. The book addresses the most fundamental questions in the theory of nonlinear Markov processes: existence, uniqueness, constructions, approximation schemes, regularity, law of large numbers and probabilistic interpretations. Its careful exposition makes the book accessible to researchers and graduate students in stochastic and functional analysis with applications to mathematical physics and systems biology
Appropriate Similarity Measures for Author Cocitation Analysis
Get PDFWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
Stochastic integrals and SDE driven by nonlinear Lévy noise
No full textWe develop the theory of SDE driven by nonlinear Lévy noise, aiming at applications to Markov processes. It is shown that a conditionally positive integro-differential operator (of the Lévy–Khintchine type) with variable coefficients (diffusion, drift and Lévy measure) depending Lipschitz continuously on its parameters generates a Markov semigroup, where the measures are metricized by the Wasserstein–Kantorovich metrics W p . The analysis of SDE driven by nonlinear Lévy noise was initiated by the author in (“Kolokoltsov, Probability Theory Related Fields, DOI: 10.1007/s00440-010-0293-8, 2009”) (inspired partially by “Carmona and Nualart, Nonlinear Stochastic Integrators, Equations and Flows, Stochatic Monographs, v. 6, Gordon and Breach, 1990”), see also (“Kolokoltsov, Nonlinear Markov Processes and Kinetic Equations, Monograph. To appear in CUP, 2010”). Here, we suggest an alternative (seemingly more straightforward) approach based on the path-wise interpretation of these integrals as nonhomogeneous Lévy processes. Moreover, we are working with more general W p -distances rather than with W 2
Dispelling the Myths Behind First-author Citation Counts
Get PDFWe conducted a full-scale evaluative citation analysis study of scholars in the XML research field to explore just how different from each other author rankings resulting from different citation counting methods actually are, and to demonstrate the capability of emerging data and tools on the Web in supporting more realistic citation counting methods. Our results contest some common arguments for the continued
use of first-author citation counts in the evaluation of scholars, such as high correlations between author rankings by first-author citation counts and other citation
counting methods, and high costs of using more realistic citation counting methods that are not well-supported by the ISI databases. It is argued that increasingly available digital full text research papers make it possible for citation analysis studies to go beyond what the ISI databases have directly supported and to employ more
sophisticated methods
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