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51.
Miguel A. Arcones 《Annals of the Institute of Statistical Mathematics》1998,50(1):87-117
We consider exact weak and strong Bahadur-Kiefer representations of the least absolute deviation estimator for the linear regression model. The precise behavior of these representations is obtained under minimal conditions. 相似文献
52.
Iddo Eliazar 《Queueing Systems》2007,55(1):71-82
We explore M/G/∞ systems ‘fed’ by Poissonian inflows with infinite arrival rates. Three processes – corresponding to the system's state, workload, and queue-size – are studied and analyzed. Closed form formulae characterizing the system's stationary structure and correlation structure are derived. And, the issues of queue finiteness, workload summability, and Long Range Dependence are investigated.
We then turn to devise a ‘reverse engineering’ scheme for the design of the system's correlation structure. Namely: how to construct an M/G/∞ system with a pre-desired ‘target’ workload/queue auto-covariance function. The ‘reverse engineering’ scheme is applied
to various examples, including ones with infinite queues and non-summable workloads.
AMS Subject Classifications Primary: 60K25; Secondary: 60G55, 60G10 相似文献
53.
Consider a queueing system where customers arrive at a circle according to a homogeneous Poisson process. After choosing their positions on the circle, according to a uniform distribution, they wait for a single server who travels on the circle. The server's movement is modelled by a Brownian motion with drift. Whenever the server encounters a customer, he stops and serves this customer. The service times are independent, but arbitrarily distributed. The model generalizes the continuous cyclic polling system (the diffusion coefficient of the Brownian motion is zero in this case) and can be interpreted as a continuous version of a Markov polling system. Using Tweedie's lemma for positive recurrence of Markov chains with general state space, we show that the system is stable if and only if the traffic intensity is less than one. Moreover, we derive a stochastic decomposition result which leads to equilibrium equations for the stationary configuration of customers on the circle. Steady-state performance characteristics are determined, in particular the expected number of customers in the system as seen by a travelling server and at an arbitrary point in time. 相似文献
54.
55.
D. Sornette 《The European Physical Journal B - Condensed Matter and Complex Systems》1998,3(1):125-137
We propose a formulation of the term structure of interest rates in which the forward curve is seen as the deformation of
a string. We derive the general condition that the partial differential equations governing the motion of such string must
obey in order to account for the condition of absence of arbitrage opportunities. This condition takes a form similar to a
fluctuation-dissipation theorem, albeit on the same quantity (the forward rate), linking the bias to the covariance of variation
fluctuations. We provide the general structure of the models that obey this constraint in the framework of stochastic partial
(possibly non-linear) differential equations. We derive the general solution for the pricing and hedging of interest rate
derivatives within this framework, albeit for the linear case (we also provide in the appendix a simple and intuitive derivation
of the standard European option problem). We also show how the “string” formulation simplifies into a standard N-factor model under a Galerkin approximation.
Received: 30 January 1998 / Revised: 12 February 1998 / Accepted: 16 February 1998 相似文献
56.
T. González-Lezana G. Delgado-Barrio P. Villarreal F.X. Gadéa 《The European Physical Journal D - Atomic, Molecular, Optical and Plasma Physics》2002,20(2):227-232
The stabilization method is applied to the case of interacting resonances in the photo-dissociation of van der Waals clusters
composed by a rare gas atom bound to a dihalogen molecule. The study of an illustrative two-dimensional model consisting in
a T-shaped NeI2 molecule shows the adequacy of the method whenever the projection of the stabilization wave functions on the assumed prepared
initial state is accounted for. The agreement of the fragmentation cross-sections with some previous results using the effective
resolvent method and accurate close-coupling calculations is excellent. The method reveals its utility as a complementary
tool since allows, through the analysis of the stabilization wave function in terms of zero-order levels, a precise characterization
of the resonant states involved.
Received 5 April 2002 / Received in final form 24 May 2002 Published online 19 July 2002 相似文献
57.
Torbjörn Kolsrud 《Journal of Theoretical Probability》1989,2(4):399-418
We derive explicit isomorphism formulas between weighted Dirichlet integrals for harmonic functions and boundary Dirichlet forms. Applications yield results on traces of Markov processes and convergence quasieverywhere of harmonic functions. 相似文献
58.
Validation and verification of social processes within agent-based computational organization models 总被引:1,自引:0,他引:1
Levent Yilmaz 《Computational & Mathematical Organization Theory》2006,12(4):283-312
The use of simulation modeling in computational analysis of organizations is becoming a prominent approach in social science
research. However, relying on simulations to gain intuition about social phenomena has significant implications. While simulations
may give rise to interesting macro-level phenomena, and sometimes even mimic empirical data, the underlying micro and macro
level processes may be far from realistic. Yet, this realism may be important to infer results that are relevant to existing
theories of social systems and to policy making. Therefore, it is important to assess not only predictive capability but also
explanation accuracy of formal models in terms of the degree of realism reflected by the embedded processes. This paper presents
a process-centric perspective for the validation and verification (V&V) of agent-based computational organization models.
Following an overview of the role of V&V within the life cycle of a simulation study, emergent issues in agent-based organization
model V&V are outlined. The notion of social contract that facilitates capturing micro level processes among agents is introduced
to enable reasoning about the integrity and consistency of agent-based organization designs. Social contracts are shown to
enable modular compositional verification of interaction dynamics among peer agents. Two types of consistency are introduced:
horizontal and vertical consistency. It is argued that such local consistency analysis is necessary, but insufficient to validate
emergent macro processes within multi-agent organizations. As such, new formal validation metrics are introduced to substantiate
the operational validity of emergent macro-level behavior.
Levent Yilmaz is Assistant Professor of Computer Science and Engineering in the College of Engineering at Auburn University and co-founder
of the Auburn Modeling and Simulation Laboratory of the M&SNet. Dr. Yilmaz received his Ph.D. and M.S. degrees from Virginia
Polytechnic Institute and State University (Virginia Tech). His research interests are on advancing the theory and methodology
of simulation modeling, agent-directed simulation (to explore dynamics of socio-technical systems, organizations, and human/team
behavior), and education in simulation modeling. Dr. Yilmaz is a member of ACM, IEEE Computer Society, Society for Computer
Simulation International, and Upsilon Pi Epsilon. URL: http://www.eng.auburn.edu/~yilmaz 相似文献
59.
Xinyu Huang Roham Solasi Yue Zou Matthew Feshler Kenneth Reifsnider David Condit Sergei Burlatsky Thomas Madden 《Journal of Polymer Science.Polymer Physics》2006,44(16):2346-2357
The life of proton exchange membrane fuel cells (PEMFC) is currently limited by the mechanical endurance of polymer electrolyte membranes and membrane electrode assemblies (MEAs). In this paper, the authors report recent experimental and modeling work toward understanding the mechanisms of delayed mechanical failures of polymer electrolyte membranes and MEAs under relevant PEMFC operating conditions. Mechanical breach of membranes/MEAs in the form of pinholes and tears has been frequently observed after long‐term or accelerated testing of PEMFC cells/stacks. Catastrophic failure of cell/stack due to rapid gas crossover shortly follows the mechanical breach. Ex situ mechanical characterizations were performed on MEAs after being subjected to the accelerated chemical aging and relative humidity (RH) cycling tests. The results showed significant reduction of MEA ductility manifested as drastically reduced strain‐to‐failure of the chemically aged and RH‐cycled MEAs. Postmortem analysis revealed the formation and growth of mechanical defects such as cracks and crazing in the membranes and MEAs. A finite element model was used to estimate stress/strain states of an edge‐constrained MEA under rapid RH variations. Damage metrics for accelerated testing and life prediction of PEMFCs are discussed. © 2006 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 44: 2346–2357, 2006 相似文献
60.
Matthew D. Bailey Steven M. Shechter Andrew J. Schaefer 《Operations Research Letters》2006,34(3):307-315
We consider a general adversarial stochastic optimization model. Our model involves the design of a system that an adversary may subsequently attempt to destroy or degrade. We introduce SPAR, which utilizes mixed-integer programming for the design decision and a Markov decision process (MDP) for the modeling of our adversarial phase. 相似文献