A class of multivariate skew-normal models

The existing model for multivariate skew normal data does not cohere with the joint distribution of a random sample from a univariate skew normal distribution. This incoherence causes awkward interpretation for data analysis in practice, especially in the development of the sampling distribution theory. In this paper, we propose a refined model that is coherent with the joint distribution of the univariate skew normal random sample, for multivariate skew normal data. The proposed model extends and strengthens the multivariate skew model described in Azzalini (1985,Scandinavian Journal of Statistics,12, 171–178). We present a stochastic representation for the newly proposed model, and discuss a bivariate setting, which confirms that the newly proposed model is more plausible than the one given by Azzalini and Dalla Valle (1996,Biometrika,83, 715–726).     

Rate of Convergence of a Stochastic Particle System for the Smoluchowski Coagulation Equation

By continuing the probabilistic approach of Deaconu et al. (2001), we derive a stochastic particle approximation for the Smoluchowski coagulation equations. A convergence result for this model is obtained. Under quite stringent hypothesis we obtain a central limit theorem associated with our convergence. In spite of these restrictive technical assumptions, the rate of convergence result is interesting because it is the first obtained in this direction and seems to hold numerically under weaker hypothesis. This result answers a question closely connected to the Open Problem 16 formulated by Aldous (1999).     

Stationary Distributions of GI/M/c Queue with PH Type Vacations

We study a GI/M/c type queueing system with vacations in which all servers take vacations together when the system becomes empty. These servers keep taking synchronous vacations until they find waiting customers in the system at a vacation completion instant.The vacation time is a phase-type (PH) distributed random variable. Using embedded Markov chain modeling and the matrix geometric solution methods, we obtain explicit expressions for the stationary probability distributions of the queue length at arrivals and the waiting time. To compare the vacation model with the classical GI/M/c queue without vacations, we prove conditional stochastic decomposition properties for the queue length and the waiting time when all servers are busy. Our model is a generalization of several previous studies.     

散射体系A+BC的平-振能量传递

用Alhassid与Levine所提出的动力学李代数的方法(简称A-L理论),研究了含有二级非简谐的共线散射体系A+BC的平-振能量传递问题,计算了散射过程含有主要动力学参量的跃迁矩阵和跃迁几率的解析表示式.     

The uniqueness of solutions of perturbed backward stochastic differential equations

We prove a result on the preservation of the pathwise uniqueness property for the adapted solution to backward stochastic differential equation under perturbations.     

The Ring of Invariants of Three (3 × 3)-Matrices over a Field of Prime Characteristic

We find a minimal system of generators and a homogeneous system of parameters for the algebra of invariants of three matrices of third order over a field of an arbitrary characteristic.     

流形上随机流的渐近平坦性

本文的目的是讨论流形上由随机微分方程确定的扩散过程的体积零化性质。令X_t(x)是描述流形M上的微分同胚流x→X_t(x)的扩散过程,K是M中具有正有限Hausdorff测度的紧致曲面,我们给出X_t(K)的面积在t→∞时几乎必然趋于零的条件,特别地,随机流X_t(·)的渐近零化定向可求长弧r:[0,1]→M的弧长。     

Activation energies for metastable to stable phase transition of 4,4'-di-n-heptyl- oxyazoxybenzene

Complexes of adenine, AdH, with cobalt, nickel and copper chlorides were prepared and their thermodynamic functions were determined. The complexing processes are endothermic in nature. The thermal behaviour of complexes was followed up by using TG and DTA analyses. The stoichiometry of thermal decomposition of the investigated complexes was suggested. This revised version was published online in August 2006 with corrections to the Cover Date.     

Radiation Transfer in a Binary, Stochastic Medium with Strongly Fluctuating Parameters

The propagation of radiation in a three-dimensional, inhomogeneous, stochastic, scattering medium and in an equivalent homogeneous medium has been investigated by the small-angle iteration method. The statistical structure of the scattering parameters of a three-dimensional medium has been described within the framework of the two-dimensional Poisson process and the binary Markov process. The analytical data obtained point to the fact that the three-dimensional inhomogeneity of a stochastic medium significantly influences the radiation transfer in it.     

Sterically stabilized emulsion polymerization of styrene: Pseudo‐semicontinuous approach

The sterically stabilized emulsion polymerization of styrene initiated by a water‐soluble initiator at different temperatures has been investigated. The rate of polymerization (R_p) versus conversion curve shows the two non‐stationary‐rate intervals typical for the polymerization proceeding under non‐stationary‐state conditions. The shape of the R_p versus conversion curve results from two opposite effects—the increased number of particles and the decreased monomer concentration at reaction loci as the polymerization advances. At elevated temperatures the monomer emulsion equilibrates to a two‐phase or three‐phase system. The upper phase is transparent (monomer), and the lower one is blue colored, typical for microemulsion. After stirring such a multiphase system and initiation of polymerization, the initial coarse polymer emulsion was formed. The average size of monomer/polymer particles strongly decreased up to about 40% conversion and then leveled off. The initial large particles are assumed to be highly monomer‐swollen particles formed by the heteroagglomeration of unstable polymer particles and monomer droplets. The size of the “highly monomer” swollen particles continuously decreases with conversion, and they merge with the growing particles at about 40–50% conversion. The monomer droplets and/or large highly monomer‐swollen polymer particles also serve as a reservoir of monomer and emulsifier. The continuous release of nonionic (hydrophobic) emulsifier from the monomer phase increases the colloidal stability of primary particles and the number of polymer particles, that is, the particle nucleation is shifted to the higher conversion region. Variations of the square and cube of the mean droplet radius with aging time indicate that neither the coalescence nor the Ostwald ripening is the main driving force for the droplet instability. © 2003 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 41: 804–820, 2003