Weak convergence of the U-statistic and weak invariance of the one-sample rank order statistic for Markov processes and ARMA models

Harel and Puri (1989, J. Multivariate Anal. 29) studied the asymptotic behavior of the U-statistic and the one-sample rank order statistic for nonstationary absolutely regular processes. In this note, we present some applications of these results for Markov processes as well as ARMA processes.     

Almost Sure Convergence and Square Functions of Averages Of Riemann Sums

Under a very moderate assumption on the Fourier coefficients of a periodic function, we show the convergence almost everywhere of the sequence of averages of its associated Riemann sums. The structure of the set of averages is analyzed by proving a spectral regularization type inequality, which allows to control the corresponding Littlewood-Paley square function.     

A global algorithm to estimate the expectations of the components of an observed univariate mixture

This paper deals with the unsupervised classification of univariate observations. Given a set of observations originating from a K-component mixture, we focus on the estimation of the component expectations. We propose an algorithm based on the minimization of the “K-product” (KP) criterion we introduced in a previous work. We show that the global minimum of this criterion can be reached by first solving a linear system then calculating the roots of some polynomial of order K. The KP global minimum provides a first raw estimate of the component expectations, then a nearest-neighbour classification enables to refine this estimation. Our method’s relevance is finally illustrated through simulations of various mixtures. When the mixture components do not strongly overlap, the KP algorithm provides better estimates than the Expectation-Maximization algorithm.     

Dependence of the kinetics of the anionic polymerization of methyl methacrylate on the concentration in active centers

Studies on the anionic polymerization of methyl methacrylate in tetrahydrofuran and in the presence of sparteine have revealed a beneficial effect due to this additive, resulting in a decrease in the extent of termination. Better control of the definition of the polymers formed can thus be achieved in the presence of this additive. On the other hand, macromolecular engineering requires a range of active species concentrations lower than 10^?3 mol L^?1 and particularly the synthesis of polymers of high molar masses. For a better understanding of the mechanism of chain growth under such concentration conditions, the kinetics of polymerization have been investigated with a technique based on adiabatic calorimetry. Sparteine has been found to lack sufficient cation‐binding power to prevent the propagating enolate ion pairs from aggregating. The rate constant of propagation of nonaggregated species has been estimated, as well as the aggregation constant of equilibrium. For very low initiator concentrations, termination reactions have been shown to profoundly alter the control of the polymerization and to prevent a quantitative monomer conversion. Theoretical maximal conversions have been calculated from kinetic data and compare well with the experimental values. © 2004 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 4964–4975, 2004     

Control of the Morphology of Organic-Inorganic Hybrid Materials Elaborated by Reactive Processing Without Solvent

We study the synthesis of organic-inorganic hybrids in the molten state of the polymer without solvent, by reactive processing. The synthesis is based in a first step upon the crosslinking of ethylene vinyl acetate copolymer (EVA) through an exchange reaction between the pendant ester groups of EVA and tetrapropoxysilane (TPOS) in presence of dibutyltin oxide (DBTO) as an indispensable catalyst. Then in a second step the hydrolysis-condensation reactions of residual alkoxide groups results in silica network formation, which is covalently bonded with the organic network. An original approach was developed to correlate the evolution of the hydrolysis-condensation reactions through the assessment of propanol by gas chromatography and the evolution of the morphology through SAXS and TEM analysis. Silica-rich domains with a diameter close to 5 nm are obtained.     

Inverse problem for a perturbed stratified strip in two dimensions

We consider the divergence form elliptic operator A=??_x,z·(c²(x,z) ?_x,z) in the strip Ω=?× [0,H]. The velocity c(x,z) describes the multistratification of Ω: a horizontal stratification with a compact perturbation K, the velocity in K is a L^∞(K) function. We suppose that the position of the perturbation is known and we prove uniqueness for identification of the perturbation from one generalized eigenfunction pattern in the neighbourhood of K. Copyright © 2004 John Wiley & Sons, Ltd.     

Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences

Recently, Fishbum and Lavalle (1995) and Lefèvre and Utev (1996) have considered some stochastic order relations specific for arithmetic random variables. The present work is concerned with these orderings, together with two other classes of stochastic order relations closely related. First, attention is paid to characterizations and various properties of all these orderings. Then, sufficient conditions of crossing-type for the two new classes of orderings are derived and extrema among discrete random variables are deduced. This is applied in actuarial sciences to obtain new bounds for the classical single life premiums as well as for the probability of ruin in the compound binomial risk model.     

A conjecture on convolution operators,and a non-Dunford-Pettis operator onL 1

There exists a non-Dunford-Pettis operator fromL ¹ into a Banach latticeE that does not contain a copy ofc ₀ orL ¹. This problem is related to regularisation properties of convolution operators onL ¹. Work partially supported by an N.S.F. Grant.     

A fluid system with coupled input and output,and its application to bottlenecks in ad hoc networks

This paper studies a fluid queue with coupled input and output. Flows arrive according to a Poisson process, and when n flows are present, each of them transmits traffic into the queue at a rate c/(n+1), where the remaining c/(n+1) is used to serve the queue. We assume exponentially distributed flow sizes, so that the queue under consideration can be regarded as a system with Markov fluid input. The rationale behind studying this queue lies in ad hoc networks: bottleneck links have roughly this type of sharing policy. We consider four performance metrics: (i) the stationary workload of the queue, (ii) the queueing delay, i.e., the delay of a ‘packet’ (a fluid particle) that arrives at the queue at an arbitrary point in time, (iii) the flow transfer delay, i.e., the time elapsed between arrival of a flow and the epoch that all its traffic has been put into the queue, and (iv) the sojourn time, i.e., the flow transfer time increased by the time it takes before the last fluid particle of the flow is served. For each of these random variables we compute the Laplace transform. The corresponding tail probabilities decay exponentially, as is shown by a large-deviations analysis. F. Roijers’ work has been carried out partly in the SENTER-NOVEM funded project Easy Wireless.