Density versions of Schur's theorem for ideals generated by submeasures

We characterize ideals of subsets of natural numbers for which some versions of Schur's theorem hold. These are similar to generalizations shown by Bergelson (1986) in [1] and Frankl, Graham and Rödl (1990) in [7]. Additionally, we prove a generalization of an iterated version of Ramsey's theorem.     

Persistent currents in mesoscopic rings and conformal invariance

The effect of point defects on persistent currents in mesoscopic rings is studied in a simple tight-binding model. Using an analogy with the treatment of the critical quantum Ising chain with defects, conformal invariance techniques are employed to relate the persistent current amplitude to the Hamiltonian spectrum just above the Fermi energy. From this, the dependence of the current on the magnetic flux is found exactly for a ring with one or two point defects. The effect of an aperiodic modulation of the ring, generated through a binary substitution sequence, on the persistent current is also studied. The flux-dependence of the current is found to vary remarkably between the Fibonacci and the Thue-Morse sequences. Received: 4 March 1998 / Revised: 20 April 1998 / Accepted: 30 April 1998     

Visualizing parameters from loglinear models

Summary  This paper presents a graphical display for the parameters resulting from loglinear models. Loglinear models provide a method for analyzing associations between two or several categorical variables and have become widely accepted as a tool for researchers during the last two decades. An important part of the output of any computer program focused on loglinear models is that devoted to estimation of parameters in the model. Traditionally, this output has been presented using tables that indicate the values of the coefficients, the associated standard errors and other related information. Evaluation of these tables can be rather tedious because of the number of values shown as well as their rather complicated structure, mainly when the analyst needs to consider several models before reaching a model with a good fit. Therefore, a graphical display summarizing tables of parameters could be of great help in this situation. In this paper we put forward an interactive dynamic graphical display that could be used in such fashion.     

The spin-

In recent years, financial regulations such as Basel II and Solvency II have highlighted the utility of credit risk assessments through internal rating systems, particularly for estimating the probability of default (PD) of credit exposures.     

Modelling of insurers’ rating determinants. An application of machine learning techniques and statistical models

In recent years, financial regulations such as Basel II and Solvency II have highlighted the utility of credit risk assessments through internal rating systems, particularly for estimating the probability of default (PD) of credit exposures.     

Statistical models of diffusion and aggregation for coke formation in a catalyst pore

We simulated models of diffusion and aggregation in long pores of small widths in order to represent the basic mechanisms of coke deposition in catalysts’ pores. Coke precursors are represented by particles injected at the pore entrance. Knudsen diffusion, which is usually expected inside the pores, is modeled by ballistic motion of those particles. The regime of molecular diffusion is also analyzed via models of lattice random walks biased along the pores. The aggregation at the surface or near previously aggregated particles was modeled by different probabilistic rules, accounting for the possibilities of more compact or more ramified deposits. In the model of Knudsen diffusion and in some cases of molecular diffusion, there is an initial regime of uniform deposition along the pore, after which the deposits acquire an approximately wedge shape, with the pore plugging near its entrance. After the regime of uniform deposition and before that of critical pore plugging, the average aggregation position slowly decreases with the number N of deposited particles approximately as N^-0.25. The apparently universal features of deposits generated by microscopic models are compared with those currently adopted in continuum models.     

不确定型AHP中判断矩阵一致性的定义

文章定义了区间矩阵的几种运算，并给出了不确定型判断矩阵满足一致性的条件。     

Corrections to finite-size-scaling in two dimensional Potts models

High resolution Monte Carlo simulations are used to examine the finite size behavior of Q-state Potts models in two dimensions. For Q = 3 we find that at the critical point bulk properties are subject to much larger corrections to finite size scaling than were previously realized. For Q = 4 we find that corrections to finite size scaling are subtle and that the multiplicative logarithmic correction is insufficient to correct the dominant terms.     

Simultaneous Brownian motion of N particles in a temperature gradient

A system of N Brownian particles suspended in a nonuniform heat bath is treated as a thermodynamic system with internal degrees of freedom, in this case their velocities and coordinates. Applying the scheme of nonequilibrium thermodynamics, one then easily obtains the Fokker-Planck equation for simultaneous Brownian motion of N particles in a temperature gradient. This equation accounts for couplings in the motion as a result of hydrodynamic interactions between particles.     

A statistical process control approach to selecting a warm-up period for a discrete-event simulation

The selection of a warm-up period for a discrete-event simulation continues to be problematic. A variety of selection methods have been devised, and are briefly reviewed. It is apparent that no one method can be recommended above any other. A new approach, based upon the principles of statistical process control, is described (SPC method). Because simulation output data are often highly autocorrelated and potentially non-normal, the batch means method is employed in constructing the control chart. The SPC method is tested on seven data sets and encouraging results are obtained concerning its accuracy. The approach is also discussed with respect to its ease of implementation, simplicity, generality of use and requirements for parameter estimation.