Research for Stochastic Processes

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October 1, 1981
Four major models for predicting the effects of changes in military pay on retention are described and compared. The most sophisticated model called the Stochastic Cost of Leaving or SCOL model, is simulated to demonstrate the effects of several changes in military compensation on retention.
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October 1, 1981
This paper points out a potential source of bias in the estimation of continuous time decision equations and demonstrates the use of an estimation technique, such as the Cox regression model, to correct for this bias.
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September 1, 1981
Survival curves for NPS male recruits were estimated through eight years of service using the FY 1979 cross-sectional data base. Separate analyses were performed for Class A school attendees and non-A school attendees, holding constant the effects of age, educational level, and mental group. Mean survival times (the areas under the survival curves) were calculated for each recruit profile. A cost-benefit analysis was then performed on the mean survival times calculated over four years of service to determine optimal qualifying scores for enlistment.
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February 1, 1981
This paper discusses macroscopic systems modeled by deterministic and stochastic differential equations.
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February 1, 1981

This paper provides a treatment of molecule-ion molecule reactions based on stochastic mechanics. Stochastic mechanics is a semi-classical theory in which one assumes that particles move as a stochastic diffusion process. It is shown that the reaction probability and reaction rate can be determined from the solution of certain Partial Differential Equations (PDE). Asymptotic solutions of these PDE are constructed in terms of incomplete special functions. The results derived using stochastic mechanics are compared with results derived using other semi-classical approximations.

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February 1, 1981
Examines a class of MARKOV matrices which arise in a simple model of a defense system. The model illustrates a MARKOV chain which is not time-homogeneous but is still amenable to analytic treatment.
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February 1, 1981

A generalized critical point is characterized by totally non-linear dynamics. The deterministic and stochastic theory of relaxation is formulated at such a point. Canonical problems are used to motivate the general solutions. In the deterministic theory, it is shown that at the critical point certain modes have polynomial (rather than exponential) growth or decay. The stochastic relaxation rates can be calculated in terms of various incomplete special functions. First, a substrate inhibited reaction (marginal type dynamical system). Second, the relaxation of a mean field ferromagnet. Third, the relaxation of a critical harmonic oscillator is considered.

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February 1, 1981
This paper uses an econometric model to estimate the short-term gains and losses to particular groups from free trade in the steel industry.
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February 1, 1981
This paper extends a Bayesian approach to the classical methods for solving the position-finding problem.
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February 1, 1981

In this paper, the following type of harvesting problem is considered. An animal population is divided into two stocks: an 'underlying' population and a 'surface' population. It is assumed that there is a natural exchange between the two population levels. The predator or harvestor affects only the 'surface' population and does not influence the 'underlying' population directly. Such a situation occurs, for example, in the off-shore Eastern Tropical Tuna Fishery. In this case, tuna associate with porpoise schools. The fishery harvests only those tuna associated with porpoise. Consequently, the underlying population of tuna is not sampled by the fishery. One may wonder what information measurements on the surface, harvested population provides about the unobservable underlying population. Furthermore, it is interesting and important to know if the standard, linear relationship between harvest and effort is valid in an aggregating population.

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