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Many factors influence the structure of natural assemblages. Species interaction and environmental factors may generate deterministic patterns, whereas dispersal and ecological drift may generate stochastic patterns. We used pond systems to understand how deterministic and stochastic factors interact and influence tadpole assemblages at different spatial scales. We used variation partitioning and a co-occurrence analysis to evaluate how local environment heterogeneity, species interaction, and spatial variables affected species composition at local and regional scales in Brazilian savanna. Both deterministic and stochastic processes were important to explain tadpole distribution at regional scale, but with a greater contribution of stochastic factors. At local scales, environmental and niche traits were more important to explain tadpole distribution into the habitats. We demonstrate that in Brazilian Cerrado, species composition can be explained by the 'MacArthur paradox,' in which niche processes are important at local scales, whereas dispersal constraints and population processes lead to stochastic patterns in species distribution at large spatial scales. Key words: Anuran larvae, environmental heterogeneity, co-occurrence, geographical scale, community ecology, 1. Introduction Multiple factors and processes can influence the distribution patterns of biological communities (Leibold and Chase 2018), such as historical events, interspecific interactions (Elton 1927; MacArthur and Levins 1967), [...]

One-dimensional Ito stochastic differential equations and stochastic differential equations with local time that depend on a small parameter e and have irregular coefficients (for example, the unlimited drift coefficient or the non-Lipschitz diffusion coefficient) have been considered. The available results concerning the conditions for a mutually univocal correspondence between stochastic Ito equations and stochastic equations with local time were generalized. The weak convergence of the solutions of those equations at [epsilon] [right arrow] 0 were analyzed. The form of the coefficients for the limiting process was obtained. The necessary and sufficient conditions for the weak convergence of the solutions of those equations to the limit random process were proved. Keywords. Ito stochastic differential equations; local time; measures generated by random processes; weak convergence of measures., Introduction It is well known in the theory of stochastic differential equations that the convergence of coefficients is insufficient for the weak convergence of the solutions of Ito stochastic differential [...]

In this paper, we obtain a stochastic criterion for the k-motion of a regular two-dimensional surface in three-dimensional Euclidean space--a stochastic analog of the main theorem of bending theory . Keywords and phrases: surface bending, stochastic process. AMS Subject Classification: 31A10, 60J60 Dedicated to the 80th Anniversary of Professor V. T. Fomenko, In this paper, we obtain a stochastic criterion for the k-motion of a regular surface of nonzero mean curvature and constant-sign Gaussian curvature in three-dimensional Euclidean space. This paper continues [...]

The first drops of a spring shower splash on a tiled floor in a random fashion, even though they all come from the same rain cloud. In contrast, when a [...]

We study a simple adaptive model in the framework of an N-player normal form game. The model consists of a repeated game where the players only know their own action [...]

The efficient market hypothesis (EMH) assumes the absence of asymmetric information in trading activities in a typical stock market. The EMH has been tested extensively in the developed market economy with mixed results, but very little contribution has been made on the subject matter in developing market economy because of the presence of asymmetric information, institutional constraints and poor data collection method. Validating the hypotheses for the African economy has remained of great interest to researchers and investors given the repeated emphasis on the African economy as the next frontier of economic growth. Issues surrounding the EMH in developing economy rest on the possibility of exploiting the stock market to make quick returns. The validity of this statement remains to be tested empirically for the developing market economy. This paper investigates the EMH for a major developing African economy-Nigeria being the most populous country in Africa and the second financial hob in Africa, next only to South Africa. The study seeks to test the efficiency of the Nigerian stock market, using a wavelet unit root test with different lags and other traditional random walk testing procedure. The use of the wavelet unit root test entails the decomposition of the variance of the time series stochastic process into the variance in its high and low-frequency series. The study made use of monthly average stock price index of the Nigeria Stock Market over the sample period 1985 to 2015 to carry out the test. The result obtained from the wavelet-based unit root tests showed clear and conclusive evidence that the Nigerian Stock Market follows the random walk behavior during the period of the study and that the Nigerian Stock Market is efficient. In other words, stock prices fully reflect all the available information existing in the market and investors, armed with the trading rules, cannot exploit the market to earn extraordinary returns. This has vital implications for speculators, investors and rent-seekers hoping to capitalize on the unstructured nature of a typical developing market economy to make quick wins. Since the Nigerian Stock Market is efficient, investors should desist from futile attempts to forecast long-run share prices with the hope of making a quick, sustained win in the market. JEL Classifications: G10, C22, G14, G12, G17 Keywords: efficient market hypothesis, random walk hypothesis, wavelet unit root test, INTRODUCTION The stock market in Nigeria has witnessed significant volatility since the 2007-2008 global financial crisis that had its root in the U.S Subprime mortgage crisis. The trend analysis in [...]

In this paper, we analyze a dynamic and stochastic variant of the traveling purchaser problem where quantity available for each product in each market decreases over time according to a [...]

In this paper we introduce the time window assignment vehicle routing problem (TWAVRP). In this problem, time windows have to be assigned before demand is known. Next, a realization of [...]

A linear problem is completely solved by a randomizing linear algorithm if the set of data-solution pairs of the problem equals the set of input-output'pairs of the algorithm over all [...]

We apply the concept of multimodularity in three stochastic dynamic inventory problems in which state and decision variables are economic substitutes. The first is clearance sales of perishable goods. The [...]

We consider a totally asynchronous stochastic approximation algorithm, Q-learning, for solving finite space stochastic shortest path (SSP) problems, which are undiscounted, total cost Markov decision processes with an absorbing and [...]

Previous experimental work showed that newsvendors tend to order closer to mean demand than prescribed by the normative critical fractile solution. A recently proposed explanation for this mean ordering behavior [...]