Association of UCP3, APN,and TNF-a Gene Polymorphisms with Type 2 Diabetes in a Population of Northern Chinese Han Patients

We observed the polymorphism distribution and coaction of uncoupling protein 3(UCP3)-55C/T,adiponectin(APN)+45T/G and tumor necrosis factor(TNF)-a-308G/A on the onset and development of T2DM in a North...     

Percentile residual life orders

In this paper we study a family of stochastic orders of random variables defined via the comparison of their percentile residual life functions. Some interpretations of these stochastic orders are given, and various properties of them are derived. The relationships to other stochastic orders are also studied. Finally, some applications in reliability theory and finance are described. Copyright © 2010 John Wiley & Sons, Ltd.     

ON THE EXPECTED DISCOUNTED PENALTY FUNCTION IN A MARKOV-DEPENDENT RISK MODEL WITH CONSTANT DIVIDEND BARRIER

This article considers a Markov-dependent risk model with a constant dividend barrier. A system of integro-differential equations with boundary conditions satisfied by the expected discounted penalty function, with given initial environment state, is derived and solved. Explicit formulas for the discounted penalty function are obtained when the initial surplus is zero or when all the claim amount distributions are from rational family. In two state model, numerical illustrations with exponential claim amounts are given.     

Laguerre Polynomials, Restriction Principle, and Holomorphic Representations of SL(2,R)

The restriction principle is used to implement a realization of the holomorphic representations of SL(2,R) on L ² (R ⁺,t dt) by way of the standard upper half plane realization. The resulting unitary equivalence establishes a correspondence between functions that transform according to the character e^–i(2n++1); under rotations and the Laguerre polynomials. The standard recursion relations amongst Laguerre polynomials are derived from the action of the Lie algebra.     

On a Property of Subexponential Distributions

Let F be a distribution function (d.f.) on [0, ) with finite first moment m >0. We define the integrated tail distribution function F ₁ of F by F ₁(t)=m^-1 ₀ ^t (1- F(u))du, t0. In this paper, we obtain sufficient conditions under which implications FSF ₁S and F ₁S FS hold, where S is the class of subexponential distributions.     

A stochastic model for the HIV epidemic in homosexual populations involving age and race

In this paper, we derive a stochastic model for the HIV epidemic in homosexual populations involving age and race. To account for effects of different mixing patterns, a low risk selection rule is introduced. The model is then formulated in terms of chain multinomial distributions by means of which the means are derived. Some simulation studies by computer indicate clearly that age and race have a significant impact on the HIV epidemic.     

An asymptotic minimax risk bound for estimation of a linear functional relationship

We consider estimation of the parameter B in a multivariate linear functional relationship X_i=ξ_i+ξ_1i, Y_i=Bξ_i+ξ_2i, i=1,…,n, where the errors (ζ_1i^′, ζ_2i^′) are independent standard normal and (ξ_i, i ) is a sequence of unknown nonrandom vectors (incidental parameters). If there are no substantial a priori restrictions on the infinite sequence of incidental parameters then asymptotically the model is nonparametric but does not fit into common settings presupposing a parameter from a metric function space. A special result of the local asymptotic minimax type for the m.1.e. of B is proved. The accuracy of the normal approximation for the m.l.e. of order n^−1/2 is also established.     

Empirical bounds for ruin probabilities

We consider the classical model for an insurance business where the claims occur according to a Poisson process and where the distribution for the cost of each claim fulfills Cramér's tail-condition. Under these conditions Lundberg's constant R is of fundamental importance for ruin calculations.We derive estimates of R, based on an observation of the insurance business and investigate the statistical properties of those estimates. We further derive bounds and confidence intervals for ruin probabilities.     

船舶碰撞危险度模型的构建

运用模糊数学的综合评判理论,把会遇中目标船的DCPA、TCPA两船距离、相对方位、船速比5个因素作为基本评判参数,建立碰撞危险度的评价模型．而将其它因素,如航行区域状况、能见度情况和船舶的操纵性能等,作为对上述因素的危险隶属度函数的修正加以考虑．引入了船舶领域、动界等概念,以对来船构成的本船危险度进行客观有效地评价,为安全避碰提供合理依据．     

The well-posedness of the Korteweg-de Vries-Benjamin-Ono equation

The well-posedness of the Cauchy problem to the generalized Korteweg-de Vries-Benjamin-Ono equation is considered. Local results for data in (s?−1/8) and the global well-posedness for data in are obtained if l=2. Moreover, for l=3, the problem is locally well-posed for data in H^s (s?1/4). The main idea is to use the Fourier restriction norm method.