There are few psychometrically sound measures of coping in adults. Widely used have highly unstable sub-scale analyses, were developed on homogenous samples, and outdated. The scarcity empirically derived instruments is concerning given that skills linked to a variety positive negative physical mental health outcomes (e.g., substance use, depression). Thus, the aim current study was develop mea...

This paper investigates potential measurement error biases in poverty transition matrices. We compare transition matrices based on survey consumption data to measurement-error-free simulated consumption, which is built on initial conditions and parameters estimated from a basic consumption dynamics model allowing for measurement error. We …nd that measurement error in consumption data magni…es ...

We consider a Lévy process with no negative jumps, reflected at a stochastic boundary that is a positive constant multiple of an age process associated with a Poisson process. We show that the stability condition for this process is identical to the one for the case of reflection at the origin. In particular, there exists a unique stationary distribution that is independent of initial condition...

is a finite sum and always exists. So there will be no other restrictions on b2 (moreover, the general case reduces to that of b2 = 0), but the conditions on other coefficients are important and will be given below. If the coefficients in equation (1.1) are sufficiently regular, then it is known that there exists a unique strong solution to this equation. The goal of this paper is to prove an e...

In this paper we establish the existence and uniqueness of a solution for different types of stochastic differential equation with random initial conditions and random coefficients. The stochastic integral is interpreted as a generalized Stratonovich integral, and the techniques used to derive these results are mainly based on the path properties of the Brownian motion, and the definition of th...

The Langevin equation approach to the evolution of the velocity distribution for the Brownian particle might leave you uncomfortable. A more formal treatment of this type of problem is given by the Fokker-Planck equation. We can either formulate the question in terms of the evolution of a nonstationary probability distribution from a defined initial condition, or in terms of the evolution of th...

In this paper, we study the problem of estimating a Markov chain X(signal) from its noisy partial information Y , when the transition probability kernel depends on some unknown parameters. Our goal is to compute the conditional distribution process P{Xn|Yn, . . . , Y1}, referred to hereafter as the optimal filter. Following a standard Bayesian technique, we treat the parameters as a nondynamic ...

We present a framework for generating animated shadow art using occluders under ballistic motion. We apply a stochastic optimization to find the parameters of a multi-body physics simulation that produce a desired shadow at a specific instant in time. We perform simulations across many different initial conditions, applying a set of carefully crafted energy functions to evaluate the motion traj...

Time evolution of random processes differs in one essential respect from evolution of conservative systems in general and Hamiltonian systems in particular. As a great number of various limit theorems attest, the final states loose all the information about the initial conditions. Thus, there is nothing to be conserved, no constants of motion can exist, and no use can be made of the powerful ma...