—A large-scale assessment of the density and gorgonian host-occupation patterns of the ovulid gastropod Cyphoma gibbosum L. was conducted at 63 shallow (< 7 m), low-relief hard-bottom and spur and groove sites in the Florida Keys. Mean densities of C. gibbosum were not significantly different between habitat types, among geographic regions, or between fished and protected areas. Based on sample...

In portfolio management, Robust Conditional Value at Risk (Robust CVaR) has been proposed to deal with structured uncertainty in the estimation of the assets probability distribution. Meanwhile, regularization in portfolio optimization has been investigated as a way to construct portfolios that show satisfactory out-ofsample performance under estimation error. In this paper, we prove that optim...

MOTIVATION Amyloidogenic regions in polypeptide chains are very important because such regions are responsible for amyloid formation and aggregation. It is useful to be able to predict positions of amyloidogenic regions in protein chains. RESULTS Two characteristics (expected probability of hydrogen bonds formation and expected packing density of residues) have been introduced by us to detect...

As a fundamental property of a material, density is controlled by the interatomic distances and the packing of microscopic constituents. The most prominent atomistic feature in a metallic glass (MG) that can be measured is its principal diffraction peak position (q1) observable by x-ray, electron, or neutron diffraction, which is closely associated with the average interatomic distance in the f...

we have used a variational approach to calculate some thermodynamic properties of the quasi-one dimensional liquid 3he such as the energy, entropy, free energy, equation of state and heat capacity at finite temperature. we have employed the lennard-jones potential as the inter-atomic interaction. we have seen that the total energy increases by increasing both temperature and density. as expecte...

In this work we shall give a probabilistic interpretation of possibilistic expected value, variance, covariance and correlation. 1 Probability and possibility In probability theory, the dependency between two random variables can be characterized through their joint probability density function. Namely, if X and Y are two random variables with probability density functions fX(x) and fY (y), res...

This paper proves the existence of fully-revealing rational expectations equilibria for almost all sets of beliefs when investors are ambiguity averse and have preferences that are characterized by Choquet expected utility. The result implies that strong-form efficient equilibrium prices exist even when many investors in the market make use of information in a way that is substantially differen...

We present a random variable characterization of the necessary and sufficient conditions for a shift of the distribution of rate of return on the risky asset in the two asset portfolio problem to reduce demand for all risk–averse expected utility maximizing investors. We also present a random variable characterization of the shifts that lead to both a reduction in demand and a non–increase in e...

April 2008 Abstract This paper presents an axiomatic model of probabilistic choice under risk. In this model, when it comes to choosing one lottery over another, each alternative has a chance of being selected, unless one lottery stochastically dominates the other. An individual behaves as if he compares lotteries to a reference lottery—a least upper bound or a greatest lower bound in terms of ...