Martin boundaries for some space-time Markov processes

Summary One considers a simple exclusion particle jump process on , where the underlying one particle motion is a degenerate random walk that moves only to the right. One starts with the configuration in which the left halfline is completely occupied and the right one free. It is shown that the number of particles at time t between site [u t] and [v t], divided by t, converges a.s. to , where f might be called the density profile. It is explicitely determined and shown to be an affine function. Secondly we prove that the distribution of the process looked at by an observer travelling at constant speed u, converges weakly to the Bernoulli measure with density f(u), as the time tends to infinity.This work has been supported by the Deutsche Forschungsgemeinschaft     

Nanofibrillated cellulose/carboxymethyl cellulose composite with improved wet strength

In this paper, nanofibrillated cellulose/carboxymethyl cellulose (CMC) composite films were prepared using tape casting. The obtained transparent films showed shear induced partial alignment of fibrils along the casting direction, resulting in birefringence in cross polarized light. The carboxyl groups of CMC could be further utilized to create ionic crosslinking by treatment with glycidyl trimethyl ammonium chloride (GTMA). The GTMA treated composite films had improved mechanical properties both in wet and dry state. The chemical composition and morphologies of composites were analyzed with X-ray photoelectron spectroscopy, elemental analysis, scanning electron microscopy and wide-angle X-ray scattering.     

A Decision Model for the Multiple Criteria Group Secretary Problem: Theoretical Considerations

A decision model is developed for solving the discrete multiple criteria group secretary problem. The model extends the single decision-maker progressive algorithm by Korhonen, Moskowitz and Wallenius to group contexts. As the original progressive algorithm, it relaxes the usual assumption of a fixed set of available decision alternatives and complete knowledge of a decision-maker's preference structure (value function). The decision-makers are requested to settle on a compromise, if possible. The model then proceeds with determining the likelihood of finding possibly/surely better settlements (compromises). Linear value functions, linear prospect theory-type value functions, and quasiconcave value functions are considered.     

The analytic hierarchy process with stochastic judgements

The analytic hierarchy process (AHP) is a widely-used method for multicriteria decision support based on the hierarchical decomposition of objectives, evaluation of preferences through pairwise comparisons, and a subsequent aggregation into global evaluations. The current paper integrates the AHP with stochastic multicriteria acceptability analysis (SMAA), an inverse-preference method, to allow the pairwise comparisons to be uncertain. A simulation experiment is used to assess how the consistency of judgements and the ability of the SMAA-AHP model to discern the best alternative deteriorates as uncertainty increases. Across a range of simulated problems results indicate that, according to conventional benchmarks, judgements are likely to remain consistent unless uncertainty is severe, but that the presence of uncertainty in almost any degree is sufficient to make the choice of best alternative unclear.     

A Storage Process with Local Time Input

In this paper we introduce a storage process with singular continuous input. The input process is defined as the local time of a stationary reflecting Brownian motion with drift. Many basic charateristics of the process are computed explicitly, e.g., stationary distribution, distributions of the starting and ending time of on-going busy and idle periods. We also consider the multifractal spectrum of the input process and observe that it is independent of system parameters.     

On multiplicative excessive functions of a branching Brownian motion

Summary In this note stochastic calculus is used to characterise multiplicative excessive functions of a binary branching Brownian motion with a constant creation rate. Some properties of the martingales given by invariant functions are studied. In particular, it is seen that these positive and unbounded martingales tend a.s. to 0 and are not square integrable. Informally speaking, they exhibit a clustering phenomenon in the underlying supercritical branching Brownian motion.This work was done while the author was visiting the University of British Columbia, Mathematical Department, and was partly supported by a NSERC grant. AMS 1980 subject classifications: primary 60J80, 60J65 secondary 60J60     

Testing the Form of a Decision-maker's Multiattribute Value Function Based on Pairwise Preference Information

In a recent paper we presented a test, based on pairwise preference information, to identify to which class of functions (linear, quasi-concave, or neither) a decision-maker's (implicit) value function belongs. In this note we investigate the power of the test. Some improvements to the test are also suggested.     

Multivariate Gaussian criteria in SMAA

We consider stochastic multicriteria decision-making problems with multiple decision makers. In such problems, the uncertainty or inaccuracy of the criteria measurements and the partial or missing preference information can be represented through probability distributions. In many real-life problems the uncertainties of criteria measurements may be dependent. However, it is often difficult to quantify these dependencies. Also, most of the existing methods are unable to handle such dependency information.In this paper, we develop a method for handling dependent uncertainties in stochastic multicriteria group decision-making problems. We measure the criteria, their uncertainties and dependencies using a stochastic simulation model. The model is based on decision variables and stochastic parameters with given distributions. Based on the simulation results, we determine for the criteria measurements a joint probability distribution that quantifies the uncertainties and their dependencies. We then use the SMAA-2 stochastic multicriteria acceptability analysis method for comparing the alternatives based on the criteria distributions. We demonstrate the use of the method in the context of a strategic decision support model for a retailer operating in the liberated European electricity market.     

Characterisation of proanthocyanidin aglycones and glycosides from rose hips by high-performance liquid chromatography-mass spectrometry, and their rapid quantification together with vitamin C

Fifteen individual proanthocyanidin aglycones and 19 glycosides, together with a complex mixture of chromatographically non-separated tetra- to octameric proanthocyanidin glycosides were detected--the non-separated glycosides being novel natural products--and characterised from dog rose hips using high-performance liquid chromatography-electrospray ionisation mass spectrometry (HPLC-ESI-MS). Along with these phenolics, a 50% aqueous ethanol extract of rose hips was found to contain high levels of Vitamin C. A simple and rapid HPLC method assisted by diode array detection for the estimation of the total concentration of proanthocyanidin aglycones and glycosides, as well as Vitamin C, in rose hip extracts was developed.