sample path
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2021 ◽  
Vol 22 (2) ◽  
pp. 194
Author(s):  
Shania Desty Hariadi ◽  
Rahayu Relawati ◽  
Istis Baroh

“Orgo Organic Farm” melakukan bisnis sayur organik mulai dari budidaya hingga pemasaran. Ketatnya persaingan bisnis sayur organik di Malang mengharuskan pelaku bisnis memahami faktor-faktor yang mendorong keputusan konsumen melakukan pembelian. Penelitian ini bertujuan untuk menganalisis pengaruh kualitas produk dan harga terhadap keputusan pembelian di OOF. Data primer diperoleh dengan wawancara pelanggan OOF. Teknik accidental sampling digunakan untuk menentukan sampel pelanggan OOF. Data dianalisis dengan metode Partial Least Square (PLS). Hasil penelitian menunjukkan kualitas produk dan harga berpengaruh terhadap keputusan pembelian di OOF. Kesimpulan penelitian ini yaitu kualitas produk berpengaruh positif dan signifikan terhadap keputusan konsumen dengan nilai p value 0,001 atau lebih kecil dari 0,05. Nilai original sample (path coefficient) 0,336 menunjukkan arah hubungan positif dan terdapat pengaruh harga terhadap keputusan konsumen. Harga tidak signifikan terhadap keputusan konsumen dengan nilai p value 0,109 atau lebih besar dari 0,05. Nilai  original sampel (path coefficient) 0,172 menunjukan arah hubungan positif. Kata kunci : Harga Sayur, Keputusan Pembelian, Kualitas Sayur, Sayur Organik.


Risks ◽  
2021 ◽  
Vol 10 (1) ◽  
pp. 2
Author(s):  
Donatien Hainaut

This article proposes an interest rate model ruled by mean reverting Lévy processes with a sub-exponential memory of their sample path. This feature is achieved by considering an Ornstein–Uhlenbeck process in which the exponential decaying kernel is replaced by a Mittag–Leffler function. Based on a representation in term of an infinite dimensional Markov processes, we present the main characteristics of bonds and short-term rates in this setting. Their dynamics under risk neutral and forward measures are studied. Finally, bond options are valued with a discretization scheme and a discrete Fourier’s transform.


2021 ◽  
Author(s):  
Daofei Li ◽  
Zhaohan Hu

Motion planning in dynamic environment is crucial to the automated driving safety. In extremely emergency scenarios with unavoidable collisions, especially those with complex impact patterns, the potential crash risk should be well considered in motion planning. This paper proposes a motion planning algorithm for unavoidable collisions, which directly embeds a generalized crash severity index model to vehicle-to-vehicle collisions of multiple impact patterns. Firstly, the clothoid curve is used to sample the vehicle trajectory before collision, and a two-degree-of-freedom model is adopted to predict the vehicle poses corresponding to each sample path. Then, the crash severity index model is to estimate the potential crash severity of all sample paths. To improve the inferring time efficiency, a neural network is constructed and deployed to approximate the nonlinear severity model. Finally, the crash-severity-optimal trajectory is tracked through model predictive control method. Results show that by combining the braking and steering interventions for better crash severity reduction, the proposed strategy can achieve better mitigation effects than commonly-used collision-avoidance strategies. The deployment of real car experiment and sensitivity analysis demonstrate that the planning algorithm can guarantee real-time and reliably safe performances.


2021 ◽  
Author(s):  
Daofei Li ◽  
Zhaohan Hu

Motion planning in dynamic environment is crucial to the automated driving safety. In extremely emergency scenarios with unavoidable collisions, especially those with complex impact patterns, the potential crash risk should be well considered in motion planning. This paper proposes a motion planning algorithm for unavoidable collisions, which directly embeds a generalized crash severity index model to vehicle-to-vehicle collisions of multiple impact patterns. Firstly, the clothoid curve is used to sample the vehicle trajectory before collision, and a two-degree-of-freedom model is adopted to predict the vehicle poses corresponding to each sample path. Then, the crash severity index model is to estimate the potential crash severity of all sample paths. To improve the inferring time efficiency, a neural network is constructed and deployed to approximate the nonlinear severity model. Finally, the crash-severity-optimal trajectory is tracked through model predictive control method. Results show that by combining the braking and steering interventions for better crash severity reduction, the proposed strategy can achieve better mitigation effects than commonly-used collision-avoidance strategies. The deployment of real car experiment and sensitivity analysis demonstrate that the planning algorithm can guarantee real-time and reliably safe performances.


2021 ◽  
Author(s):  
Brandon M McConnell ◽  
Thom J Hodgson ◽  
Michael G Kay ◽  
Russell E King ◽  
Yunan Liu ◽  
...  

Uncertainty is rampant in military expeditionary operations spanning high-intensity combat to humanitarian operations. These missions require rapid planning and decision-support tools to address the logistical challenges involved in providing support in often austere environments. The US Army’s adoption of an enterprise resource planning system provides an opportunity to develop automated decision-support tools and other analytical models designed to take advantage of newly available logistical data. This research presents a tool that runs in near-real time to assess risk while conducting capacity planning and performance analysis designed for inclusion in a suite of applications dubbed the Military Logistics Network Planning System, which previously only evaluated the mean sample path. Logistical data from combat operations during Operation Iraqi Freedom drive supply requisition forecasts for a contingency scenario in a similar geographic environment. A nonstationary queueing network model is linked with a heuristic logistics scheduling methodology to provide a stochastic framework to account for uncertainty and assess risk.


Author(s):  
Prakash Chakraborty ◽  
Harsha Honnappa

In this paper, we establish strong embedding theorems, in the sense of the Komlós-Major-Tusnády framework, for the performance metrics of a general class of transitory queueing models of nonstationary queueing systems. The nonstationary and non-Markovian nature of these models makes the computation of performance metrics hard. The strong embeddings yield error bounds on sample path approximations by diffusion processes in the form of functional strong approximation theorems.


2021 ◽  
Vol 58 (3) ◽  
pp. 693-707
Author(s):  
Hui Jiang ◽  
Qingshan Yang

AbstractWe study, under mild conditions, the weak approximation constructed from a standard Poisson process for a class of Gaussian processes, and establish its sample path moderate deviations. The techniques consist of a good asymptotic exponential approximation in moderate deviations, the Besov–Lèvy modulus embedding, and an exponential martingale technique. Moreover, our results are applied to the weak approximations associated with the moving average of Brownian motion, fractional Brownian motion, and an Ornstein–Uhlenbeck process.


PLoS ONE ◽  
2021 ◽  
Vol 16 (8) ◽  
pp. e0256681
Author(s):  
Sarah Sommerlad ◽  
Karin Schermelleh-Engel ◽  
Valentina Lucia La Rosa ◽  
Frank Louwen ◽  
Silvia Oddo-Sommerfeld

Childbirth-related post-traumatic stress disorder (CB-PTSD) occurs in 3–7% of all pregnancies and about 35% of women after preterm birth (PTB) meet the criteria for acute stress reaction. Known risk factors are trait anxiety and pain intensity, whereas planned delivery mode, medical support, and positive childbirth experience are protective factors. It has not yet been investigated whether the effects of anxiety and delivery mode are mediated by other factors, and whether a PTB-risk alters these relationships. 284 women were investigated antepartum and six weeks postpartum (risk-group with preterm birth (RG-PB) N = 95, risk-group with term birth (RG-TB) N = 99, and control group (CG) N = 90). CB-PTSD symptoms and anxiety were measured using standardized psychological questionnaires. Pain intensity, medical support, and childbirth experience were assessed by single items. Delivery modes were subdivided into planned vs. unplanned delivery modes. Group differences were examined using MANOVA. To examine direct and indirect effects on CB-PTSD symptoms, a multi-sample path analysis was performed. Rates of PTS were highest in the RG-PB = 11.58% (RG-TB = 7.01%, CG = 1.1%). MANOVA revealed higher values of CB-PTSD symptoms and pain intensity in RG-PB compared to RG-TB and CG. Women with planned delivery mode reported a more positive birth experience. Path modeling revealed a good model fit. Explained variance was highest in RG-PB (R2 = 44.7%). Direct enhancing effects of trait anxiety and indirect reducing effects of planned delivery mode on CB-PTSD symptoms were observed in all groups. In both risk groups, CB-PTSD symptoms were indirectly reduced via support by medical staff and positive childbirth experience, while trait anxiety indirectly enhanced CB-PTSD symptoms via pain intensity in the CG. Especially in the RG-PB, a positive birth experience serves as protective factor against CB-PTSD symptoms. Therefore, our data highlights the importance of involving patients in the decision process even under stressful birth conditions and the need for psychological support antepartum, mainly in patients with PTB-risk and anxious traits. Trial registration number: NCT01974531 (ClinicalTrials.gov identifier).


Author(s):  
Rami Atar ◽  
Amarjit Budhiraja ◽  
Paul Dupuis ◽  
Ruoyu Wu

For the M/M/1+M model at the law-of-large-numbers scale, the long-run reneging count per unit time does not depend on the individual (i.e., per customer) reneging rate. This paradoxical statement has a simple proof. Less obvious is a large deviations analogue of this fact, stated as follows: the decay rate of the probability that the long-run reneging count per unit time is atypically large or atypically small does not depend on the individual reneging rate. In this paper, the sample path large deviations principle for the model is proved and the rate function is computed. Next, large time asymptotics for the reneging rate are studied for the case when the arrival rate exceeds the service rate. The key ingredient is a calculus of variations analysis of the variational problem associated with atypical reneging. A characterization of the aforementioned decay rate, given explicitly in terms of the arrival and service rate parameters of the model, is provided yielding a precise mathematical description of this paradoxical behavior.


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