On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals

In this paper, we consider an insurance risk model governed by a Markovian arrival claim process and by phase-type distributed claim amounts, which also allows for claim sizes to be correlated with the inter-claim times. A defective renewal equation of matrix form is derived for the Gerber-Shiu discounted penalty function and solved using matrix analytic methods. The use of the busy period distribution for the canonical fluid flow model is a key factor in our analysis, allowing us to obtain an explicit form of the Gerber-Shiu discounted penalty function avoiding thus the use of Lundberg’s fundamental equation roots. As a special case, we derive the triple Laplace transform of the time to ruin, surplus prior to ruin, and deficit at ruin in explicit form, further obtaining the discounted joint and marginal moments of the surplus prior to ruin and the deficit at ruin.     

The Webster scalar curvature problem on the three dimensional CR manifolds

In this paper, we prove some existence results for the Webster scalar curvature problem on the three dimensional CR compact manifolds locally conformally CR equivalent to the unit sphere S³ of C². Our methods are based on the techniques related to the theory of critical points at infinity.     

The proportional hazards regression model with staggered entries: A strong martingale approach

The proportional hazards regression model, when subjects enter the study in a staggered fashion, is studied. A strong martingale approach is used to model the two-time parameter counting processes. It is shown that well-known univariate results such as weak convergence and martingale inequalities can be extended to this two-dimensional model. Strong martingale theory is also used to prove weight convergence of a general weighted goodness-of-fit process and its weighted bootstrap counterpart.     

嵌套病例对照研究中的两步估计方法（英）

本文讨论嵌套病例对照研究中相对危险率的估计问题，引入了相对危险率的两步估计，并在一般嵌套病例对照抽样的假设下讨论了相对危险率的两步估计的相合性问题，最后给出了几个例子。     

Application of coupling methods to the Neumann eigenvalue problem

Summary By using coupling methods, some lower bounds are obtained for the first Neumann eigenvalue on Riemannian manifolds. This method is new and the results improve some known estimates. An example shows that our estimates can be sharp.Research supported in part by the Foundation of Beijing Normal University     

Optimal Domains for <Emphasis Type="Italic">L</Emphasis><Superscript>0</Superscript>-valued Operators Via Stochastic Measures

We study extension of operators T: E→ L⁰([0, 1]), where E is an F–function space and L⁰([0, 1]) the space of measurable functions with the topology of convergence in measure, to domains larger than E, and we study the properties of such domains. The main tool is the integration of scalar functions with respect to stochastic measures and the corresponding spaces of integrable functions. Partially supported by D.G.I. #MTM2006-13000-C03-01 (Spain).     

Observation of p(1×1)-type rows on TiO2(110)-p(1×2) surface by scanning tunneling microscope (STM)

The TiO₂(110) surfaces were observed by a Scanning Tunneling Microscope (STM). We found two types of bright p(1×1)-type rows on the p(1×2) surface. One p(1×1)-type formed independently and corresponds to the bridging oxygen rows. The second p(1×1)-type appeared in a bright grouping, forming narrow rows, and corresponds to the five-fold titanium rows. The above results suggest the following two conclusions. First, the density of state (DOS) on the bridging oxygen rows becomes higher than that on the five-fold titanium atom rows when a bridging oxygen row exists independently on the p(1×2) surface. Second, the bright rows on a TiO₂(110)-p(1×1) surface correspond to the five-fold titanium atom rows. The results further show the validity of DOS calculations on the TiO₂(110)-p(1×1) surface by Diebold et al. [Phys. Rev. Lett. 77 (1996) 1322]. The difference of width for Ti₂O₃ unit rows on the p(1×2) and p(1×3) surfaces in STM images are also discussed.     

Symmetries and conservation laws of Navier-Stokes equations

All the symmetries and conservation laws of Navier-Stokes equations are calculated.     

Spectral Properties of Image Measures Under the Infinite Conflict Interaction

We introduce the conflict interaction with two positions between a couple of image probability measures and consider the associated dynamical system. We prove the existence of invariant limiting measures and find the criteria for these measures to be a pure point, absolutely continuous, or singular cotinuous as well as to have any topological type and arbitary Hausdorff dimension.     

On the prediction of vector-valued random fields and the spectral distribution of their evanescent component

Let (X_m,n)_(m,n)∈Z² be a C^p-valued wide sense stationary process. We study the prediction theory of such processes according to different total orders on Z². In the case of a “rational order”, we give the spectral distribution of the resulting evanescent component and prove that for two different rational orders, the resulting evanescent components are mutually orthogonal.