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Keywords: Brownian motion
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Journal Article
Declan French
Oxford Economic Papers, gpaf012, https://doi.org/10.1093/oep/gpaf012
Published: 08 April 2025
... family and friends is also more common than some authors suggest. Lastly, I find that the costs of informal borrowing are influenced by plausible social factors. My results are informative for policies to promote resilience during crises. household finance liquidity management Brownian motion informal...
Journal Article
Richard Adams and others
Molecular Biology and Evolution, Volume 42, Issue 3, March 2025, msaf032, https://doi.org/10.1093/molbev/msaf032
Published: 11 February 2025
.... comparative biology continuous traits Brownian motion phylogeny Arkansas High Performance Computing Center 10.13039/100016760 National Science Foundation 10.13039/100000001 Arkansas Economic Development Commission 10.13039/100016869 It is a tale nearly as old as time: you measure a set...
Journal Article
Gonzalo Cisternas and Aaron Kolb
The Review of Economic Studies, Volume 92, Issue 2, March 2025, Pages 909–953, https://doi.org/10.1093/restud/rdae035
Published: 15 April 2024
... Learning Brownian motion The study of information transmission through actions has proven crucial for understanding phenomena as diverse as central bank ambiguity ( Cukierman and Meltzer, 1986 ), reputation effects in industries ( Milgrom and Roberts, 1982 ), and price discovery in financial markets...
Journal Article
Michael A Proschan and others
Biometrics, Volume 80, Issue 1, March 2024, ujae006, https://doi.org/10.1093/biomtc/ujae006
Published: 13 March 2024
... is fitted by maximum partial likelihood. We can monitor using either or the B-value (Brownian motion) . The distributions of and are asymptotically multivariate normal with In some cases, information time can be approximated using simple formulas. For instance, consider a binary...
Journal Article
Rong Zhang and others
Systematic Biology, Volume 73, Issue 1, January 2024, Pages 102–124, https://doi.org/10.1093/sysbio/syad067
Published: 12 December 2023
.... 2006 ; Landis et al. 2013 ; Bastide et al. 2018 ; Silvestro et al. 2018 ; Gaboriau et al. 2020 ). Second, most phylogenetic methods for studying continuous characters employ models based on the Brownian motion (BM; Felsenstein 1973 ), whose formulation (see below) allows them to incorporate among...
Journal Article
Richard Adams and others
Systematic Biology, Volume 73, Issue 1, January 2024, Pages 140–157, https://doi.org/10.1093/sysbio/syad070
Published: 30 November 2023
... proceeds more or less as a continuous process that can be approximated using Brownian motion (BM; Cavalli-Sforza and Edwards 1967 ; Felsenstein 1973 ) or related models that extend BM principles ( Lande 1979 ; Hansen 1997 ; Pagel 1999 ; Blomberg et al. 2003 ; Harmon et al. 2010 ). Yet a breadth...
Journal Article
Jesús Martínez-Gómez and others
Annals of Botany, Volume 132, Issue 1, 1 July 2023, Pages 61–76, https://doi.org/10.1093/aob/mcad069
Published: 26 May 2023
... correlated under a Bayesian framework with Brownian motion. Key Results Floral traits fell into five distinct clusters, which were reduced to three after considering phylogenetic relatedness and were largely consistent with flower morphotypes and associated pollination vectors. Multivariate evolutionary...
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Journal Article
Christos C Ioannou and others
Behavioral Ecology, Volume 34, Issue 4, July/August 2023, Pages 695–699, https://doi.org/10.1093/beheco/arad039
Published: 18 May 2023
... displaying Lévy motion are twice as likely to be targeted by predators than prey utilizing Brownian motion. This can be explained by the predators, at the moment of the attack, preferentially targeting prey that were moving with straighter trajectories rather than prey that were turning more. Our results...
Journal Article
Jason Bertram and others
Molecular Biology and Evolution, Volume 40, Issue 5, May 2023, msad106, https://doi.org/10.1093/molbev/msad106
Published: 09 May 2023
... statistical approaches for model selection. Our current implementation uses a bounded Brownian motion (BBM) model and assumes expression data are accurate, but the architecture and codebase will easily allow for future extensions that relax these and other assumptions. The required inputs for CAGEE...
Journal Article
Ryoto Ozaki and Yoshiyuki Ninomiya
Biometrics, Volume 79, Issue 4, December 2023, Pages 3050–3065, https://doi.org/10.1111/biom.13855
Published: 13 March 2023
... are clearly superior in terms of the original purpose of AIC, which are to provide an estimate that is close to the true structure. We also apply the proposed criterion to actual clinical trial data to indicate that it will easily lead to different results from the formal AIC. Brownian motion model...
Journal Article
Gage Bonner and others
IMA Journal of Applied Mathematics, Volume 87, Issue 6, December 2022, Pages 1090–1120, https://doi.org/10.1093/imamat/hxac031
Published: 04 November 2022
...Gage Bonner; Jean-Luc Thiffeault; Benedek Valkó When using Brownian motion to model, say, polymer entanglement ( Grosberg & Frisch, 2003 ), it is more realistic to regularize the problem in some way. This can be accomplished, for example, by replacing the punctual winding centre by a finite...
Journal Article
Renan Maestri and others
Evolution, Volume 76, Issue 8, 1 August 2022, Pages 1790–1805, https://doi.org/10.1111/evo.14561
Published: 01 August 2022
... as background. Figure 4 Maps of simulated disparity for each model: randomization-based null model (Null Disparity), and evolutionarily oriented models based on Brownian motion (BM Disparity), Early-Burst (EB Disparity), and Ornstein-Uhlenbeck with a single optimum (OU Disparity). Simulations of a univariate...
Journal Article
Dean C. Adams and Michael L. Collyer
Evolution, Volume 76, Issue 7, 1 July 2022, Pages 1406–1419, https://doi.org/10.1111/evo.14512
Published: 01 July 2022
... ; Rezende and Diniz-Filho 2011 ). The nonindependence of observations because of phylogenetic relatedness can be described by an object covariance matrix, C , which describes the expected correlation among species due to common ancestry from a Brownian motion (BM) model of evolutionary divergence...
Journal Article
Moustapha Dieye and others
IMA Journal of Mathematical Control and Information, Volume 38, Issue 3, September 2021, Pages 929–956, https://doi.org/10.1093/imamci/dnab020
Published: 11 June 2021
...) for more details). Abstract In this work, we establish a controllability result for a class of fractional neutral stochastic functional differential equations with infinite delay driven by fractional Brownian motion. To attain our objective we adapt the argument of Lakhel & McKibben (2018...
Journal Article
Surendra Kumar and Anjali Upadhyay
IMA Journal of Mathematical Control and Information, Volume 38, Issue 3, September 2021, Pages 855–880, https://doi.org/10.1093/imamci/dnab014
Published: 25 May 2021
... the existence of a solution for a class of fractional delayed stochastic differential equations with noninstantaneous impulses and fractional Brownian motion (fBm). Utilizing the theory of fractional calculus, stochastic integrals for fBm and fixed-point technique, we obtain the solvability result...
Journal Article
Murray Pollock and others
Journal of the Royal Statistical Society Series B: Statistical Methodology, Volume 82, Issue 5, December 2020, Pages 1167–1221, https://doi.org/10.1111/rssb.12365
Published: 23 October 2020
... an (approximate) sample from π. This is analogous to MCMC sampling, with t * being the burn-in period, the only difference being the need to simulate from the distribution of the process conditionally on its not having died. Control variates Importance sampling Killed Brownian motion...
Journal Article
Jialin Hong and others
IMA Journal of Numerical Analysis, Volume 41, Issue 2, April 2021, Pages 1608–1638, https://doi.org/10.1093/imanum/draa019
Published: 24 July 2020
... Brownian motion. Otherwise, the process exhibits long-range or short-range dependence when or , respectively. This brings in wide applications of SDEs driven by fBms, such as the flows in porous media ( Cao et al., 2017 , 2018 ), the stochastic volatility model ( Chronopoulou & Viens...
Journal Article
Challa Kalyan Kumar and others
Journal of Mechanics, Volume 36, Issue 4, August 2020, Pages 535–549, https://doi.org/10.1017/jmech.2020.5
Published: 30 April 2020
... concentration, Nusselt number and Sherwood number distributions are analyzed in detail. Analysis indicates that the temperature distribution increases for a given increase in Brownian motion parameter and thermophoresis parameter, while it decreases with an increase in Hartmann number. Further...
Journal Article
HIGHLIGHTED ARTICLE
Ana Catalán and others
Genetics, Volume 213, Issue 2, 1 October 2019, Pages 581–594, https://doi.org/10.1534/genetics.119.302493
Published: 01 October 2019
... Brownian motion (BM) and Ornstein–Uhlenbeck (OU) models to identify genes whose expression levels are evolving through drift, stabilizing selection, or a lineage-specific shift. We found that 81% of the genes evolve under genetic drift. When testing for branch-specific shifts in gene expression, we...
Journal Article
Vincent Briane and others
Briefings in Bioinformatics, Volume 21, Issue 4, July 2020, Pages 1136–1150, https://doi.org/10.1093/bib/bbz052
Published: 14 June 2019
... on the modes of mobility of molecules is central in cell biology since it reflects interactions between structures and determines functions of biomolecules in the cell. In that context, Brownian motion is a key component in short distance transportation (e.g. connectivity for signal transduction). Another...