142,769 research outputs found

    Random walk with barycentric self-interaction

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    We study the asymptotic behaviour of a dd-dimensional self-interacting random walk XnX_n (n=1,2,...n = 1,2,...) which is repelled or attracted by the centre of mass Gn=n1i=1nXiG_n = n^{-1} \sum_{i=1}^n X_i of its previous trajectory. The walk's trajectory (X1,...,Xn)(X_1,...,X_n) models a random polymer chain in either poor or good solvent. In addition to some natural regularity conditions, we assume that the walk has one-step mean drift directed either towards or away from its current centre of mass GnG_n and of magnitude XnGnβ\| X_n - G_n \|^{-\beta} for β0\beta \geq 0. When β<1\beta <1 and the radial drift is outwards, we show that XnX_n is transient with a limiting (random) direction and satisfies a super-diffusive law of large numbers: n1/(1+β)Xnn^{-1/(1+\beta)} X_n converges almost surely to some random vector. When β(0,1)\beta \in (0,1) there is sub-ballistic rate of escape. For β0\beta \geq 0 we give almost-sure bounds on the norms Xn\|X_n\|, which in the context of the polymer model reveal extended and collapsed phases. Analysis of the random walk, and in particular of XnGnX_n - G_n, leads to the study of real-valued time-inhomogeneous non-Markov processes ZnZ_n on [0,)[0,\infty) with mean drifts at xx given approximately by ρxβ(x/n)\rho x^{-\beta} - (x/n), where β0\beta \geq 0 and ρR\rho \in \R. The study of such processes is a time-dependent variation on a classical problem of Lamperti; moreover, they arise naturally in the context of the distance of simple random walk on Zd\Z^d from its centre of mass, for which we also give an apparently new result. We give a recurrence classification and asymptotic theory for processes ZnZ_n just described, which enables us to deduce the complete recurrence classification (for any β0\beta \geq 0) of XnGnX_n - G_n for our self-interacting walk

    Random walk on the range of random walk

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    We study the random walk X on the range of a simple random walk on ℤ d in dimensions d≥4. When d≥5 we establish quenched and annealed scaling limits for the process X, which show that the intersections of the original simple random walk path are essentially unimportant. For d=4 our results are less precise, but we are able to show that any scaling limit for X will require logarithmic corrections to the polynomial scaling factors seen in higher dimensions. Furthermore, we demonstrate that when d=4 similar logarithmic corrections are necessary in describing the asymptotic behavior of the return probability of X to the origin

    Predictive significance of the six-minute walk distance for long-term survival in chronic hypercapnic respiratory failure

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    Background: The 6-min walk distance ( 6-MWD) is a global marker of functional capacity and prognosis in chronic obstructive pulmonary disease ( COPD), but less explored in other chronic respiratory diseases. Objective: To study the role of 6-MWD in chronic hypercapnic respiratory failure ( CHRF). Methods: In 424 stable patients with CHRF and non-invasive ventilation ( NIV) comprising COPD ( n = 197), restrictive diseases ( RD; n = 112) and obesity-hypoventilation- syndrome ( OHS; n = 115), the prognostic value of 6-MWD for long- term survival was assessed in relation to that of body mass index (BMI), lung function, respiratory muscle function and laboratory parameters. Results: 6-MWD was reduced in patients with COPD ( median 280 m; quartiles 204/350 m) and RD ( 290 m; 204/362 m) compared to OHS ( 360 m; 275/440 m; p <0.001 each). Overall mortality during 24.9 (13.1/40.5) months was 22.9%. In the 424 patients with CHRF, 6-MWD independently predicted mortality in addition to BMI, leukocytes and forced expiratory volume in 1 s ( p <0.05 each). In COPD, 6-MWD was strongly associated with mortality using the median {[} p <0.001, hazard ratio ( HR) = 3.75, 95% confidence interval (CI): 2.24-6.38] or quartiles as cutoff levels. In contrast, 6-MWD was only significantly associated with impaired survival in RD patients when it was reduced to 204 m or less (1st quartile; p = 0.003, HR = 3.31, 95% CI: 1.73-14.10), while in OHS 6-MWD had not any prognostic value. Conclusions: In patients with CHRF and NIV, 6-MWD was predictive for long- term survival particularly in COPD. In RD only severely reduced 6-MWD predicted mortality, while in OHS 6-MWD was relatively high and had no prognostic value. These results support a disease-specific use of 6-MWD in the routine assessment of patients with CHRF. Copyright (C) 2007 S. Karger AG, Basel

    Testing for the Random Walk Hypothesis and Structural Breaks in International Stock Prices

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    This paper examines whether stock prices for 16 countries are trend stationary or follow a random walk process using the (Zivot and Andrews, 1992) and (Lumsdaine and Papell, 1997) tests and monthly data (1987:12-2005:12). With one structural break, the ZA test results provide evidence in favour of random walk hypothesis in 14 countries. However, when two endogenously-determined structural breaks are considered, this hypothesis was rejected for only five countries, suggesting a robust conclusion regarding the non-stationarity of stock prices world wide. In addition, the dates of structural break in most cases point to the Asian crisis in the period 1996-1998.stock market, random walk, structural break

    Jane's Walk Paris

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    La promenade est conçue comme une découverte à travers les regards du concepteur et des promeneurs, en décelant les objets, les relations et les usages d’un espace encore en transformation. La diagonale Batignolles – Clichy qui traverse le nouveau site sera la boussole de cette exploration urbaine. Team Walk leader: François Grether (concepteur du projet Clichy Batignolles, Grand Prix d’Urbanisme 2012), Fabiola Fratini (professeur d’urbanisme, Sapienza Université de Rome) Organisation: Corinne Martin (responsable de la communication Paris Batignolles Aménagement); Stéphanie Cauchi (CAUE), Régis Labourdette (Promenades Urbaines), Abra Walsh (Jane’s Walk organisation) Chaque promeneur aura à disposition une carte A3 du quartier (b/n) où sont indiqués les objets urbains qui animent le paysage. Chacun pourra y exprimer son expérience perceptive à travers des notes en relation aux questions posées aux différentes étapes du parcours. Les textes racontent le projet urbain et les regards que celui-ci suscite. A la fin de la promenade les cartes “récoltées” par les organisateurs seront postées sur le site de Jane’s Walk et donneront lieu à élaboration d’une représentation plurielle des lieux qui sera exposée à la maison du projet

    Walk-in Together: A pilot study of a walk-in online family therapy intervention

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    Many Australians are requiring mental health care, including families, leading to long wait times in order to access support. Walk-in therapy reduces barriers to mental health support services by providing support at the time that families seek help. This paper presents a proof-of-concept study investigating the acceptability and short-term effectiveness of an online walk-in family therapy service, Walk-in Together (WIT). Part 1 of the paper describes the experiences of 44 family members from 22 families who presented to a public family therapy clinic for a virtual walk-in family therapy session. The session was conducted by a team of three experienced family therapists. Family members' experiences were sought pre-session, post-session, and at 6 weeks follow-up via survey and interview. Part 2 of the paper explores therapist perceptions (n = 7) of the WIT approach, through thematic analysis of semi-structured interview data. Post-session feedback showed 85% of family members found WIT to be helpful and 50% were optimistic about their future as a family after their WIT session. Six weeks post-session it was revealed that WIT supported planning for families in equipping them to move forward with 88% of family members reporting that they knew what to do after the session. All therapists uniformly experienced the model as offering a timely and beneficial service, suitable for diverse presentations and constellations of families. These preliminary results suggest the significant utility of this WIT intervention as a well-received and helpful service for families, who valued the easy access and rapid therapeutic response afforded by the online, walk-in delivery model. This proof-of-concept paper suggests the potential for further development and growth of WIT, as well as other mental health support services using a walk-in, telehealth model to meet the rising demand for therapeutic support for families in distress

    New Variance Ratio Tests to Identify Random Walk from the General Mean Reversion Model

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    We develop some properties on the autocorrelation of the k-period returns for the general mean reversion (GMR) process in which the stationary component is not restricted to the AR(l) process but take the form of a general ARMA process. We then derive some properties of the GMR process and three new non-parametric tests comparing the relative variability of returns over different horizons to validate the GMR process as an alternative to random walk. We further examine the asymptotic properties of these tests which can then be applied to identify random walk models from the GMR processes.mean reversion, variance ratio test, random walk, stock price, stock return

    walk, n.

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    walk, n....I visited all the traps, snares, and deathfalls, in Hare Hill walk...W. J. KIRWIN DEC 1972 JH DEC 1972PRINTED ITEM DNE-citUsed IUsed IUsed IPrinted Item, DNE-ci
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