Start‐up class models in multiple‐class queues with N‐policy

In this paper, we consider multipleclass queueing systems with Npolicy in which the idle server starts service as soon as the number of customers in the startup class reaches threshold N. We consider the cases of FCFS and nonpreemptive priority. We obtain the Laplace–Stieltjes transform of the waiting times of each class of customers. We also show some results for the general behavior of such systems.     

On a McKean‐Vlasov Stochastic Integro‐differential Evolution Equation of Sobolev‐Type

Abstract

We establish the global existence and uniqueness of mild solutions for a class of first‐order abstract stochastic Sobolev‐type integro‐differential equations in a real separable Hilbert space in which we allow the nonlinearities at a given time t to depend not only on the state of the solution at time, t, but also on the corresponding probability distribution at time t. Results concerning the continuous dependence of solutions on the initial data and almost sure exponential stability, as well as an extension of the existence result to the case in which the classical initial condition is replaced by a so‐called nonlocal initial condition, are also discussed. Finally, an example is provided to illustrate the applicability of the general theory.     

Finite‐dimensional Realizations of Regime‐switching HJM Models

This paper studies Heath–Jarrow–Morton‐type models with regime‐switching stochastic volatility. In this setting the forward rate volatility is allowed to depend on the current forward rate curve as well as on a continuous time Markov chain y with finitely many states. Employing the framework developed by Björk and Svensson we find necessary and sufficient conditions on the volatility guaranteeing the representation of the forward rate process by a finite‐dimensional Markovian state space model. These conditions allow us to investigate regime‐switching generalizations of some well‐known models such as those by Ho–Lee, Hull–White, and Cox–Ingersoll–Ross.     

Comparison of the performance of a time‐dependent short‐interest rate model with time‐independent models

The coefficients in the stochastic differential equation that the short interest rate follows are of vital importance in the subsequent modelling of bond prices and other interest rate products. Empirical tests have previously been performed by various authors who compare a variety of popular short‐rate models. Most recently, Ahn and Gao compared their model with affine‐drift models and showed that their model with a non‐linear drift function outperforms the others. This paper compares the model developed by Goard, which is a time‐dependent generalization of the Ahn–Gao model, with the Ahn–Gao model itself. It is found that the time‐dependent model using a second‐order Fourier series in time, outperforms the Ahn–Gao model for all data sets considered.     

Mean‐Reverting Market Model: Speculative Opportunities and Non‐Arbitrage

The paper studies arbitrage opportunities and possible speculative opportunities for diffusion mean‐reverting market models. It is shown that the Novikov condition is satisfied for any time interval and for any set of parameters. It is non‐trivial because the appreciation rate has Gaussian distribution converging to a stationary limit. It follows that the mean‐reverting model is arbitrage‐free for any finite time interval. Further, it is shown that this model still allows some speculative opportunities: a gain for a wide enough set of expected utilities can be achieved for a strategy that does not require any hypothesis on market parameters and does not use estimation of these parameters.     

Ideals in BCI‐algebras

In this paper we describe the notion of the centre of a BCI‐algebra and show that it is a p‐semisimple subalgebra. Various properties of BCI‐ideals have been studied, and necessary and sufficient conditions for certain ideals to be closed have been investigated.     

Equivariant Riemann–Roch for G ‐Quasi‐Projective Varieties‐I

Let G denote a complex linear algebraic group. In this paper we establish several forms of equivariant Riemann–Roch valid for the category of Gquasiprojective complex varieties. The main application is to the operation of convolution that appears in the construction of modules over convolution algebras, for example the Hecke algebras associated to a complex reductive group as well as in the representation theory of quantum groups. The paper concludes with a discussion of some of these applications. The results in this paper hold mostly at the level of Grothendieck groups. The second part of this paper will discuss the extension to higher Ktheory in detail.     

A two‐level queueing network model with blocking and non‐blocking messages

We analyze a novel twolevel queueing network with blocking, consisting of N level1 parallel queues linked to M level2 parallel queues. The processing of a customer by a level1 server requires additional services that are exclusively offered by level2 servers. These level2 servers are accessed through blocking and nonblocking messages issued by level1 servers. If a blocking message is issued, the level1 server gets blocked until the message is fully processed at the level2 server. The queueing network is analyzed approximately using a decomposition method, which can be viewed as a generalization of the wellknown twonode decomposition algorithm used to analyze tandem queueing networks with blocking. Numerical tests show that the algorithm has a good accuracy.     

Understanding secondary mathematics: analysis of linguistic difficulties vis‐a‐vis errors

Misconceptions caused by misunderstanding mathematical language are of different types, e.g. interference of mathematical and non‐mathematical meanings, complexity or unfamiliarity of words, improper use of symbols, syntactical misunderstandings and redundancy or inadequacy of data. Fifteen mathematical words were presented to 84 students of 8th grade and the responses of students were analysed. Mathematical items of a Science Talent Search Test were also analysed from the answers of 100 candidates of 8th grade. The analysis casts light on the processes of the development of mathematical concepts which the students learn through the vicissitudes of the interaction of mathematical and non‐mathematical meanings of words which may be familiar or unfamiliar, relevant or irrelevant, and/or distinct or difficult, to the learners. Complications in understanding mathematical concepts for individual students are pointed out from these experiments. Acquaintance with such communication processes of learners can also help in detecting strategies of imparting mathematical instructions to the learners. Roles of the uses of common, mathematical, transformational, and story‐telling language have also been discussed. The paper concludes with some comments on the importance of guided discovery learning, error analysis by teachers, and the preparation of a register of mathematical language.     

Integration with Respect to Hilbert Space‐Valued Semimartingales via Jacod‐Grigelionis Characteristics

Abstract

The main aim of this paper is to describe the space of operator‐valued predictable processes, which are integrable with respect to a Hilbert space valued quasi‐left continuous semimartingale. The space of integrable processes is a randomized Musielak‐Orlicz space with a modular explicitely expressed in terms of Jacod‐Grigelionis characteristics.     

Asymptotic convergence of degree‐raising

It is well known that the degree‐raised Bernstein–Bézier coefficients of degree n of a polynomial g converge to g at the rate 1/n. In this paper we consider the polynomial A _n(g) of degree ⩼ n interpolating the coefficients. We show how A _n can be viewed as an inverse to the Bernstein polynomial operator and that the derivatives A _n(g)(^r) converge uniformly to g(^r) at the rate 1/n for all r. We also give an asymptotic expansion of Voronovskaya type for A _n(g) and discuss some shape preserving properties of this polynomial. This revised version was published online in June 2006 with corrections to the Cover Date.     

The connection between self‐associated two‐dimensional vector functionals and third degree forms

We deal with the 2‐orthogonal, 2‐symmetric self‐associated sequence (2‐orthogonal Tchebychev polynomials) and its cubic components. We prove that all the forms (linear functionals) arising are third degree forms. Therefore, an introduction to third degree forms is provided. We look for the connection between these components which are 2‐orthogonal with respect to the functional vector ^t(w₀{^μ},w₁ ^μ) and orthogonal sequences with respect to w₀ ^μ, μ=0,1,2. Associated forms w₀ ^μ)¹) and their inverse w₀ ^μ)^-1 are also studied through the symmetrized w₀}₀ ^μ, μ=0,1,2. Further, we give integral representations for some of these forms. This revised version was published online in June 2006 with corrections to the Cover Date.     

N‐person Prisoner's Dilemma†

Multi‐person versions of Prisoner's Dilemma are widely applicable in the social sciences. Examination of two important classes of real‐world situations reveals that although both can appropriately be called Prisoner's Dilemma, they have incompatible payoff structures. Thus Prisoner's Dilemma games constitute an important but apparently ambiguous set of models.

We therefore undertake a taxonomy of multi‐person Prisoner's Dilemma. Some aspects of the well‐studied two‐person case provide a useful beginning for the task. In the general multi‐person form, however, some properties of the two‐person game are found incompatible with others and so are dropped. Additional properties are suggested by strategic considerations and the associated social phenomena. We demonstrate interdependencies among the various properties and relate some of them to a simple graphical representation.     

Error analysis of upwind‐discretizations for the steady‐state incompressible Navier–Stokes equations

Within the framework of finite element methods, the paper investigates a general approximation technique for the nonlinear convective term of the Navier–Stokes equations. The approach is based on an upwind method of finite volume type. It is proved that the discrete convective term satisfies a well‐known collection of sufficient conditions for convergence of the finite element solution. This revised version was published online in June 2006 with corrections to the Cover Date.     

Gaussian radial‐basis functions: Cardinal interpolation of ℓp and power‐growth data

Suppose λ is a positive number. Basic theory of cardinal interpolation ensures the existence of the Gaussian cardinal function \(L_\lambda (x) = \sum\nolimits_{k \in \mathbb{Z}} {c_k \exp ( - \lambda (x - k)^2 ),x \in \mathbb{R}} ,\) satisfying the interpolatory conditions \(L_\lambda (j) = \delta _{0j} ,j \in \mathbb{Z}.\) The paper considers the Gaussian cardinal interpolation operator

$(\mathcal{L}_\lambda {\text{y}})(x): = \sum\limits_{k \in \mathbb{Z}} {y_k L_\lambda (x - k),{\text{ y}} = (y_k )_{k \in \mathbb{Z}} ,{\text{ }}x \in \mathbb{R}} ,$

as a linear mapping from ℓ^p(ℤ) into L ^p(ℝ), 1≤ p ∞, and in particular, its behaviour as λ→0⁺. It is shown that \(\left\| {\mathcal{L}_\lambda } \right\|_p \) is uniformly bounded (in λ) for 1 < p < ∞, and that \(\left\| {\mathcal{L}_\lambda } \right\|_1 \asymp \log (1/\lambda )\) as λ→0⁺. The limiting behaviour is seen to be that of the classical Whittaker operator

$\mathcal{W}:{\text{y}} \mapsto \sum\limits_{k \in \mathbb{Z}} {y_k \frac{{\sin \pi (x - k)}}{{\pi (x - k)}}} ,$

in that \(\lim _{\lambda \to 0^ + } \left\| {\mathcal{L}_\lambda {\text{y}} - \mathcal{W}{\text{y}}} \right\|_p = 0,\) for every \({\text{y}} \in \ell ^p (\mathbb{Z}){\text{ and }}1 < p < \infty .\) It is further shown that the Gaussian cardinal interpolants to a function f which is the Fourier transform of a tempered distribution supported in (-π,π) converge locally uniformly to f as λ→0⁺. Multidimensional extensions of these results are also discussed.

     

On the Ordered K0‐Group of Universal, Free Product C*‐Algebras

The ordered K₀-group of the universal, unital free product C^*-algebra M_k()*M_l()is calculated in the case where k is prime and not a divisor in l. It is shown that the positive cone of K₀(M_k()*M_l())is as small as possible in this case. The article also contains results (full and partial) on the ordered K₀0-group of more general universal, unital free product C^* algebras.     

Computer programs for non‐linear programming

In this paper we consider the problem of maximizing a non‐linear or linear objective function subject to non‐linear and/or linear constraints. The approach used is an adaptive random search with some non‐random searches built‐in. The algorithm begins with a given point which is replaced by another point if the latter satisfies each of the constraints and results in a bigger functional value. The process of moving from one point to a better point is repeated many times. The value of each of the coordinates of the next point is determined by one of several ways; for example, a coordinate is sometimes forced to have the same value as the value of the corresponding coordinate of the current feasible point. In this algorithm, a candidate point receives no further computational considerations as soon as it is found to be unfeasible; this makes the algorithm general. Computer programs illustrating the details of the new algorithm are given and computational results of two numerical test problems from the literature are presented. Optimality was reached in each of these two problems.     

Computer‐produced Movies in Mathematical Education

Animated motion pictures can be produced by digital computers. The advantages of this method over hand animation are discussed and examples of films made are given to illustrate the techniques and thinking that go into the production. Other work in this field is described.     

A methodized short‐cut to conics

It is my firm belief that mathematics is methodology. The briefer is the method, the more effective it is in treating problems. The novel methodized treatment in this article features all the concepts of conics relating to transformation between coordinate systems and standard forms with graphic illustrations.

Denote O’ as the centre of an ellipse or a hyperbola or the vertex of a parabola and F as a focus of a conic. Let O'F=cu, u=[cosθ, sinθ], v = [‐sinθ, cosθ] and P(x,y), then the transformation x’ = u.O'P, y‘ = v.O'P which leads to the standard form for each conic relative to x’ — O'—y‘

The theorem on normal projection in this article is very important in analytic geometry and especially useful for problems involving conies when a directrix or an axis is given.