Suchergebnisse

Este trabajo presenta un modelo de simulación del proceso de producción de quesos madurados en la Productora Lácteos Santa Rosa (localizada en la ciudad de Mérida, Venezuela), utilizando la metodología de Dinámica de Sistemas. Se estudió el proceso a través de la observación directa y de la documentación disponible y con ello se construyó un modelo que fue probado y validado con datos reales. Los resultados de los escenarios evaluados mostraron que existe dependencia del camino, que una política de sustitución de producción podría ser conveniente, al tiempo que la Productora tiene capacidad instalada no utilizada aprovechable. Estos resultados podrían servir de soporte en la toma de decisiones de la Productora. ; This paper presents a simulation model of a matured cheese production process at the dairy plant called «Productora Lácteos Santa Rosa» (located in Merida city, Venezuela), by using the Systems Dynamics methodology. The process was studied though direct observation and the available documentation, from which the model was built, tested and validated with real data. The results of the scenarios evaluated showed that there is path dependence, that a production substitution policy could be advantageous and that the plant has unused production capacity installed that could be utilized. These results could also serve as support for the firm's decision-making process. ; Ce travail présente un modèle de simulation, basé sur la méthode de la Dynamique des Systèmes, d'un processus de production de fromage mûri chez la Productora Lácteos Santa Rosa (une entreprise laitière localisée au Merida, Venezuela). La description du système réel a été obtenue par l'observation directe et à travers la documentation disponible. A partir de cette description, on obtient un modèle qui a été testé et validé avec de données réelles. On constate, sur l'évaluation de plusieurs scénarios, d'abord, une dépendance du chemin parcouru, le modèle suggère une politique de substitution de la production, ainsi qu'il montre un rendement effectif inférieur à la capacité installée existante. Ces résultats peuvent être utilisés pour la prise de décisions liées à la production de fromages mûris de la Productora Lácteos Santa Rosa. ; 107-122 ; marquezrenny@ula.ve ; vicente@ula.ve

International audience We characterize the Markovian and affine structure of the Volterra Heston model in terms of an infinite-dimensional adjusted forward process and specify its state space. More precisely, we show that it satisfies a stochastic partial differential equation and displays an exponentially-affine characteristic functional. As an application, we deduce an existence and uniqueness result for a Banach-space valued square-root process and provide its state space. This leads to another representation of the Volterra Heston model together with its Fourier-Laplace transform in terms of this possibly infinite system of affine diffusions.

International audience ; Several American Indianpopulations in Mesoamerica or the Andesmake ceremonial offerings (mesas) to seek help from non-human agents in agriculture, therapy, politics and personhood. The usual explanations of these ritual procedures refer to them as offerings of food and as micro- cosms through which participants try to cause something to happen in the macro- cosm. The results of fieldwork among the Mixe in the Mexican state of Oaxaca are used to refine these interpretations by showing how these offerings represent, in a miniatu- rized form, the actions that the Mixe want sto have done by a being called « The One who gives life». By bringing to light the actions (such as counting or orderly arrange- ments) involved in producing vital processes, we can detect the conceptions of life that bestow meaning on ceremonial actions. Analyzing ritual discourses and gestures thus shows that miniaturization, beyond its connection with a macrocosm, is an abstract representation of human activities with the aim of establishing a system of co-activity between human beings and the non-human agents. ; De nombreuses populations amérindiennes de Mésoamérique ou des Andes réalisent des dépôts cérémoniels (mesas) afin de solliciter l'aide d'entités de la nature dans des domaines tels que l'agriculture, la thérapeutique, la construction de la personne ou la politique. L'explication courante consiste à envisager ces dispositifs rituels à la fois comme des oblations alimentaires et comme des microcosmes par l'intermédiaire desquels on tente de provoquer des phénomènes au niveau du macrocosme. En s'appuyant sur les résultats d'une enquête ethnographique réalisée chez les Mixe de l'État de Oaxaca, cet article cherche à affiner ces interprétations en expliquant comment les dépôts figurent, sous une forme miniaturisée, les actions que les Mixe souhaitent voir réaliser par un être nommé « Celui qui fait vivre ». La mise au jour d'actions transversales, telles que le comptage ou la répartition ordonnée, qui participent ...

International audience ; Several American Indianpopulations in Mesoamerica or the Andesmake ceremonial offerings (mesas) to seek help from non-human agents in agriculture, therapy, politics and personhood. The usual explanations of these ritual procedures refer to them as offerings of food and as micro- cosms through which participants try to cause something to happen in the macro- cosm. The results of fieldwork among the Mixe in the Mexican state of Oaxaca are used to refine these interpretations by showing how these offerings represent, in a miniatu- rized form, the actions that the Mixe want sto have done by a being called « The One who gives life». By bringing to light the actions (such as counting or orderly arrange- ments) involved in producing vital processes, we can detect the conceptions of life that bestow meaning on ceremonial actions. Analyzing ritual discourses and gestures thus shows that miniaturization, beyond its connection with a macrocosm, is an abstract representation of human activities with the aim of establishing a system of co-activity between human beings and the non-human agents. ; De nombreuses populations amérindiennes de Mésoamérique ou des Andes réalisent des dépôts cérémoniels (mesas) afin de solliciter l'aide d'entités de la nature dans des domaines tels que l'agriculture, la thérapeutique, la construction de la personne ou la politique. L'explication courante consiste à envisager ces dispositifs rituels à la fois comme des oblations alimentaires et comme des microcosmes par l'intermédiaire desquels on tente de provoquer des phénomènes au niveau du macrocosme. En s'appuyant sur les résultats d'une enquête ethnographique réalisée chez les Mixe de l'État de Oaxaca, cet article cherche à affiner ces interprétations en expliquant comment les dépôts figurent, sous une forme miniaturisée, les actions que les Mixe souhaitent voir réaliser par un être nommé « Celui qui fait vivre ». La mise au jour d'actions transversales, telles que le comptage ou la répartition ordonnée, qui participent ...

The Nilotic Luo of Kenya, in contrast to the Nuer, experienced considerable land scarcity. They responded with increasing hostility as much to their affines as to the colonial power which had enclosed land. Exclusive local patrilineages emerged, expressing themselves in collective feuding, litigation, and ritual toward immediate ancestors. A similar process seems to have occurred among the sociologically similar neighboring Bantu‐speaking Gusii.

AbstractBy employing the technique of enlargement of filtrations, we demonstrate how to incorporate information about the future trend of the stochastic interest rate process into a financial model. By modeling the interest rate as an affine diffusion process, we obtain explicit formulas for the additional expected logarithmic utility in solving the optimal portfolio problem. We begin by solving the problem when the additional information directly refers to the interest rate process, and then extend the analysis to the case where the information relates to the values of an underlying Markov chain. The dynamics of this chain may depend on anticipated market information, jump at predefined epochs, and modulate the parameters of the stochastic interest rate process. The theoretical study is then complemented by an illustrative numerical analysis.

AbstractThe Shapiro–Wilk test (SW) and the Anderson–Darling test (AD) turned out to be strong procedures for testing for normality. They are joined by a class of tests for normality proposed by Epps and Pulley that, in contrast to SW and AD, have been extended by Baringhaus and Henze to yield easy-to-use affine invariant and universally consistent tests for normality in any dimension. The limit null distribution of the Epps–Pulley test involves a sequences of eigenvalues of a certain integral operator induced by the covariance kernel of a Gaussian process. We solve the associated integral equation and present the corresponding eigenvalues.

In this paper, the effect of the maturity composition of marketable public debt on the term structure of interest rate is explored. The research has shown that this effect is relatively small. Unlike previous research, the yield changes around the quantity shocks are analyzed in relation to these shocks. Our results show that yields respond significantly to the auctioning of new bonds. The announcements of auctions do not have any impact on yields. A two-factor affine yield model is used to explain the relationship between quantity shocks in public debt and term structure of interest rates. The parameters are estimated using Generalized Method of Moments. While the relationship between quantities and yields is weak, yields can be related to the event of the auctioning process.

A Topological Space of Systems and a Dense Subset -- On Quickest Detection of System Structure Variation -- Stochastic Partial Differential Equations in Optical Communication Problems -- A Bounded Rate Model for Mass Action Multiple Binding Processes: Stability Analysis -- Expectations and Dynamic Stability in Economic Models -- Optimal Control of Information Structures -- Mathematical Models of Blood Coagulation Kinetics -- Stability Problems in 2-D Systems -- On Mathusian Models of Migration and Population Growth -- Minimal Realizations of Linear and Affine Time-Varying Systems -- Continuous Linear Programming and Piecewise Bilinear Systems -- Optimal Bilinear Control Theory Applied to Pest Management -- Linear Descriptor Variable Systems -- Genericity and Singularities in Vector Optimization -- Variable Metric Methods and Filtering Theory -- Overview of Recent BLS Research and Immunology -- Innovations Informational Equivalence in the Independent Gaussian Case -- Structure and Realization of Decomposable Biaffine Systems -- Bilinear Models in Ecology -- Applications of Optimal Control Theory to Immunology -- On the Internal Structure of Finite-State Stochastic Processes -- Public Information Activities: Evaluation with Variable Coefficient Models -- Time Reversibility in Deterministic and Stochastic Dynamical Systems.

19 pages, 6 figures.-- PACS nrs.: 05.40.+j; 05.70.Ln; 68.35.Fx. ; In this paper we study kinetically rough surfaces which display anomalous scaling in their local properties such as roughness, or height-height correlation function. By studying the power spectrum of the surface and its relation to the height-height correlation, we distinguish two independent causes for anomalous scaling. One is super-roughening (global roughness exponent larger than or equal to one), even if the spectrum behaves nonanamalously. Another cause is what we term an intrinsically anomalous spectrum, in whose scaling an independent exponent exists, which induces different scaling properties for small and large length scales (that is, the surface is not self-affine). In this case, the surface does not need to be super-rough in order to display anomalous scaling. In both cases, we show how to extract the independent exponents and scaling relations from the correlation functions, and we illustrate our analysis with two exactly solvable examples. One is the simplest linear equation for molecular beam epitaxy, well known to display anomalous scaling due to super-roughening, The second example is a random diffusion equation, which features anomalous scaling independent of the value of the global roughness exponent below or above one. ; J.M.L. acknowledges the Postdoctoral Program of Universidad de Cantabria for support at Instituto de Física de cantabria where most of this work has been made. This work has been supported by DGICyT of the Spanish Government under Project Nr. PB93-0054-C02-02. ; Publicado