Predictability and model selection in the context of ARCH models

Most of the methods used in the ARCH literature for selecting the appropriate model are based on evaluating the ability of the models to describe the data. An alternative model selection approach is examined based on the evaluation of the predictability of the models in terms of standardized prediction errors. Copyright © 2005 John Wiley & Sons, Ltd.     

An explicit solution to a tandem queueing model

We consider two queues in tandem, each with an exponential server, and with deterministic arrivals to the first queue. We obtain an explicit solution for the steady state distribution of the process (N₁(t), N₂(t), Y(t)), where N_j(t) is the queue length in the jth queue and Y(t) measures the time elapsed since the last arrival. Then we obtain the marginal distributions of (N₁(t), N₂(t)) and of N₂(t). We also evaluate the solution in various limiting cases, such as heavy traffic. This revised version was published online in June 2006 with corrections to the Cover Date.     

Time-resolved imaging of latent fingerprints with nanosecond resolution

Imaging of latent fingerprints using time-resolved (TR) method offers a broader platform to eliminate the unwanted background emission. In this paper, a novel TR imaging technique is demonstrated and implemented, which facilitates the detection of latent fingerprints with nanosecond resolution. Simulated experiments were carried out with two overlapping fingerprints treated with two fluorescent powders having different lifetimes in nanosecond range. The dependence of the fluorescence emission intensity in nanosecond resolution of TR imaging is also revealed.     

On the Erlang Loss Model with Time Dependent Input

We consider the M(t)/M(t)/m/m queue, where the arrival rate λ(t) and service rate μ(t) are arbitrary (smooth) functions of time. Letting p_n(t) be the probability that n servers are occupied at time t (0≤ n≤ m, t > 0), we study this distribution asymptotically, for m→∞ with a comparably large arrival rate λ(t) = O(m) (with μ(t) = O(1)). We use singular perturbation techniques to solve the forward equation for p_n(t) asymptotically. Particular attention is paid to computing the mean number of occupied servers and the blocking probability p_m(t). The analysis involves several different space-time ranges, as well as different initial conditions (we assume that at t = 0 exactly n₀ servers are occupied, 0≤ n₀≤ m). Numerical studies back up the asymptotic analysis. AMS subject classification: 60K25,34E10 Supported in part by NSF grants DMS-99-71656 and DMS-02-02815     

Numerical study of charge ordering in NaxCoO2

A simple microscopic model of charge ordering in the Na_xCoO₂ system is presented. The model takes into account the interplane interactions between the ordered Na ions and d electrons from the CoO₂ layers as well as the nearest-neighbor intraplane Coulomb interactions between d electrons. It is shown that a driving force of charge ordering in the CoO₂ layers is the interplane interaction that alone is able to describe various types of inhomogeneous charge ordering (e.g., the striped phases) as well as to predict correctly the conducting properties of the system.     

Vessel Arrival Process and Queueing in Marine Ports Handling Bulk Materials

We study the vessel arrival process in bulk ports handling either cargo containers or minerals. Then we introduce the SHIP/G/1 queue to be able to study the queueing behavior at the port. We present approximations for the asymptotic probabilities of delay and the number of vessels at the port. Numerical examples show the accuracy of the approximations. In appendices, we provide details of the analysis of the number of vessels at the port and the correlation properties of the vessel arrival process.     

Colossal magnetoresistance manganites: A new approach

Manganites of the LA_1−x Ca _x MnO₃ family show a variety of new and poorly understood electronic, magnetic and structural effects. Here we outline a new approach recently proposed by us, where we argue that due to strong Jahn-Teller (JT) coupling with phonons the twofold degeneratee _g states at the Mn sites dynamically reorganize themselves into localised, JT polaronsl with exponentially small inter-site hopping, and band-like, nonpolaronic statesb, leading to anew 2-band model for manganites which includes strong Coulomb and Hund’s couplings. We also discuss some results from a dynamical mean-field theory treatment of the model which explains quantitatively a wide variety of experimental results, including insulator-metal transitions and CMR, in terms of the influence of physical conditions on the relative energies and occupation of thel andb states. We argue that this microscopic coexistence of the two types of electronic states, and their relative occupation and spatial correlation is the key to manganite physics. Dedicated to Professor C N R Rao on his 70th birthday     

Comparison of localization and delocalization indices obtained with Hartree-Fock and conventional correlated methods: effect of Coulomb correlation

Atomic populations and localization [lambda(A)] and delocalization [delta(A,B)] indices (LIs and DIs) are calculated for a large set of molecules at the Hartree-Fock (HF), MP2, MP4(SDQ), CISD, and QCISD levels with the 6-311++G(2d,2p) basis set. The HF method and the conventional correlation methods [MP2, MP4(SDQ), CISD, and QCISD] yield distinct sets of LIs and DIs. Yet, within the four conventional correlation methods the differences in atomic populations and LIs and DIs are small. Relative to HF, the conventional correlation methods [MP2, MP4(SDQ), CISD, QCISD] yield virtually the same LIs and DIs for molecules with large charge separations while LIs and DIs that differ significantly from the HF values--the LIs are increased and DIs decreased--are obtained for bonds with no or small charge separations. Such is the case in the archetypal homopolar molecules HC(triple bond)CH, H2C=CH2, CH3-CH3, and "protonated cyclopropane" C(3)H(7) (+), in which case the bonding may be atypical. Relative to HF, the typical effect of the conventional correlation methods is to decrease the DI between atoms.     

The spherical-model limit in a random field

The spherical-model limitn of then-vector model in a random field, with either a statistically independent distribution or with long-range correlated random fields, is studied to demonstrate the correctness of the replica method in which then and replica limits limits are interchanged, provided the replica and thermodynamic limits are taken in the right order, in the case of long-range correlated random fields. A scaling form for the two-point correlation function relevant to the first-order phase transition below the lower critical dimensionality of the random system is also obtained.