The statistical modeling of social network data needs much effort  because of the complex dependence structure of the tie variables. In order to formulate such dependences, the statistical exponential families of distributions can provide a flexible structure. In this regard, the statistical characteristics of the network is provided to be encapsulated within an Exponential Random Graph Model (...

baker's yeast is one of the most important additives for improving the bread quality and molasses is a commonly used source of sugars for producing baker's yeast. nowadays, due to increasing the fermentation industries and limitation in suitable sources of sugars, the use of other carbohydrate sources may be considered.in this study, the possibility of baker's yeast production in three cultures...

We consider the impulse control of Levy processes under the infinite horizon, discounted cost criterion. Our motivating example is the cash management problem in which a controller is charged a fixed plus proportional cost for adding to or withdrawing from her reserve, plus an opportunity cost for keeping any cash on hand. Our main result is to provide a verification theorem for the optimality ...

We introduce a class of stochastic volatility models (Xt)t≥0 for which the absolute moments of the increments exhibit anomalous scaling: E (|Xt+h −Xt|) scales as hq/2 for q < q∗, but as hA(q) with A(q) < q/2 for q > q∗, for some threshold q∗. This multi-scaling phenomenon is observed in time series of financial assets. If the dynamics of the volatility is given by a mean-reverting equation driv...

III. Lévy flights 9 A. Underlying random walk process 9 B. Propagator and symmetries 10 C. Presence of external potentials 12 1. Harmonic potential 12 2. Steeper than harmonic potentials 13 D. First passage and first arrival of Lévy flights 15 E. Leapover properties of Lévy flights 17 F. Kramers problem for Lévy flights 18 G. More on the ”pathology” 20 H. Bi-fractional transport equations 22 I....

We introduce a Levy-Lorentz gas in which a light particle is scattered by static point scatterers arranged on a line. We investigate the case where the intervals between scatterers xi(i) are independent random variables identically distributed according to the probability density function &mgr;(xi) approximately xi(-(1+gamma)). We show that under certain conditions the mean square displacement ...