Statistical Process Control (SPC) aims at quality improvements through reduction of variances. The best known tool of SPC is the control chart. Over the years the control chart has proved to be a successful practical technique for monitoring process measurements. However, its usefulness in practice is limited to those situations where it can be assumed that successive measurements are independe...

An algorithm is described for generating stochastic three-dimensional (3D) cloud fields from time–height fields derived from vertically pointing radar. This model is designed to generate cloud fields that match the statistics of the input fields as closely as possible. The major assumptions of the algorithm are that the statistics of the fields are translationally invariant in the horizontal an...

performance evaluation of universities is an important issue between researchers. classic data envelopment analysis (dea) models with deterministic data have been used by many authors to measure efficiency of universities in different countries. however, dea with stochastic data are, rarely used to measure efficiency of universities. in this paper, input oriented model in stochastic data envelo...

Two recently suggested mechanisms for the neuronal encoding of sensory information involving the effect of stochastic resonance with aperiodic time-varying inputs are considered. It is shown, using theoretical arguments and numerical simulations, that the nonmonotonic behavior with increasing noise of the correlation measures used for the so-called aperiodic stochastic resonance ~ASR! scenario ...

This paper proposes the new concept of stochastic leverage in stochastic volatility models. Stochastic leverage refers to a stochastic process which replaces the classical constant correlation parameter between the asset return and the stochastic volatility process. We provide a systematic treatment of stochastic leverage and propose to model the stochastic leverage effect explicitly, e.g. by m...

In this study, we formulate a stochastic dynamic framework for pest control over the growing season taking into account forecasts of weather conditions and pest infestation expectations. Using stochastic envelope theorem and stochastic comparative dynamics, we analytically show how the stochastic correlation between the prediction errors should affect optimal pesticide usage path. As a case stu...

There has been a long and lively debate on whether rate covariance and temporal coordination of spikes, regarded as potential origins for correlations in cortical spike signals, fulfill different roles in the cortical code. In this context, studies that report spike coordination have often been criticized for ignoring fast nonstationarities, which would result in wrongly assigned spike coordina...

This paper deals with the problem of estimating the probability that one event was the cause of another in a given scenario. Using structural-semantical de nitions of the probabilities of necessary or su cient causation (or both), we show how to optimally bound these quantities from data obtained in experimental and observational studies, given various assumptions concerning the data-generating...

We consider a firm that provides multiple services using both specialized and flexible capacity. The problem is formulated as a two-stage single-period stochastic program. The firm invests in capacity before the actual demand is known and optimally assigns capacity to customers when demand is realized. Sample applications include a car-rental company’s use of mid-sized cars to satisfy unexpecte...

We show that the noncritical string field theory developed from two-dimensional quantum gravity in the framework of causal dynamical triangulations can be viewed as arising through a stochastic quantization. This requires that the proper time appearing in the string field theory be identified with the stochastic time of the stochastic formulation. The framework of stochastic quantization gives ...