Information initiatives of mobile retailers: a regression analysis of zero‐truncated count data with underdispersion

Our paper presents an empirical analysis of the association between firm attributes in electronic retailing and the adoption of information initiatives in mobile retailing. In our attempt to analyze the collected data, we find that the count of information initiatives exhibits underdispersion. Also, zero‐truncation arises from our study design. To tackle the two issues, we test four zero‐truncated (ZT) count data models—binomial, Poisson, Conway–Maxwell–Poisson, and Consul's generalized Poisson. We observe that the ZT Poisson model has a much inferior fit when compared with the other three models. Interestingly, even though the ZT binomial distribution is the only model that explicitly takes into account the finite range of our count variable, it is still outperformed by the other two Poisson mixtures that turn out to be good approximations. Further, despite the rising popularity of the Conway–Maxwell–Poisson distribution in recent literature, the ZT Consul's generalized Poisson distribution shows the best fit among all candidate models and suggests support for one hypothesis. Because underdispersion is rarely addressed in IT and electronic commerce research, our study aims to encourage empirical researchers to adopt a flexible regression model in order to make a robust assessment on the impact of explanatory variables. Copyright © 2014 John Wiley & Sons, Ltd.     

A MCMC approach for modeling customer lifetime behavior using the COM‐Poisson distribution

One of the major challenges associated with the measurement of customer lifetime value is selecting an appropriate model for predicting customer future transactions. Among such models, the Pareto/negative binomial distribution (Pareto/NBD) is the most prevalent in noncontractual relationships characterized by latent customer defections; ie, defections are not observed by the firm when they happen. However, this model and its applications have some shortcomings. Firstly, a methodological shortcoming is that the Pareto/NBD, like all lifetime transaction models based on statistical distributions, assumes that the number of transactions by a customer follows a Poisson distribution. However, many applications have an empirical distribution that does not fit a Poisson model. Secondly, a computational concern is that the implementation of Pareto/NBD model presents some estimation challenges specifically related to the numerous evaluation of the Gaussian hypergeometric function. Finally, the model provides 4 parameters as output, which is insufficient to link the individual purchasing behavior to socio‐demographic information and to predict the behavior of new customers. In this paper, we model a customer's lifetime transactions using the Conway‐Maxwell‐Poisson distribution, which is a generalization of the Poisson distribution, offering more flexibility and a better fit to real‐world discrete data. To estimate parameters, we propose a Markov chain Monte Carlo algorithm, which is easy to implement. Use of this Bayesian paradigm provides individual customer estimates, which help link purchase behavior to socio‐demographic characteristics and an opportunity to target individual customers.     

Large time behavior for the non‐isentropic Navier–Stokes–Maxwell system

In this paper, we are concerned with the system of the non‐isentropic compressible Navier–Stokes equations coupled with the Maxwell equations through the Lorentz force in three space dimensions. The global existence of solutions near constant steady states is established, and the time‐decay rates of perturbed solutions are obtained. The proof for existence is due to the classical energy method, and the investigation of large‐time behavior is based on the linearized analysis of the non‐isentropic Navier–Stokes–Poisson equations and the electromagnetic part for the linearized isentropic Navier–Stokes–Maxwell equations. In the meantime, the time‐decay rates obtained by Zhang, Li, and Zhu [J. Differential Equations, 250(2011), 866‐891] for the linearized non‐isentropic Navier–Stokes–Poisson equations are improved. Copyright © 2016 John Wiley & Sons, Ltd.     

An asymptotic expansion for the normalizing constant of the Conway–Maxwell–Poisson distribution

The Conway–Maxwell–Poisson distribution is a two-parameter generalization of the Poisson distribution that can be used to model data that are under- or over-dispersed relative to the Poisson distribution. The normalizing constant \(Z(\lambda ,\nu )\) is given by an infinite series that in general has no closed form, although several papers have derived approximations for this sum. In this work, we start by using probabilistic argument to obtain the leading term in the asymptotic expansion of \(Z(\lambda ,\nu )\) in the limit \(\lambda \rightarrow \infty \) that holds for all \(\nu >0\). We then use an integral representation to obtain the entire asymptotic series and give explicit formulas for the first eight coefficients. We apply this asymptotic series to obtain approximations for the mean, variance, cumulants, skewness, excess kurtosis and raw moments of CMP random variables. Numerical results confirm that these correction terms yield more accurate estimates than those obtained using just the leading-order term.

     

Global existence for the Vlasov–Darwin system in ℝ3 for small initial data

We prove the global existence of weak solutions to the Vlasov–Darwin system in R3 for small initial data. The Vlasov–Darwin system is an approximation of the Vlasov–Maxwell model which is valid when the characteristic speed of the particles is smaller than the light velocity, but not too small. In contrast to the Vlasov–Maxwell system, the total energy conservation does not provide an L2‐bound on the transverse part of the electric field. This difficulty may be overcome by exploiting the underlying elliptic structure of the Darwin equations under a smallness assumption on the initial data. We finally investigate the convergence of the Vlasov–Darwin system towards the Vlasov–Poisson system. Copyright © 2003 John Wiley & Sons, Ltd.     

Stability of non‐constant steady‐state solutions for non‐isentropic Euler–Maxwell system with a temperature damping term

This work is concerned with the periodic problem for compressible non‐isentropic Euler–Maxwell systems with a temperature damping term arising in plasmas. For this problem, we prove the global in time existence of a smooth solution around a given non‐constant steady state with the help of an induction argument on the order of the mixed time‐space derivatives of solutions in energy estimates. Moreover, we also show the convergence of the solution to this steady state as the time goes to the infinity. This phenomenon on the charge transport shows the essential relation of the systems with the non‐isentropic Euler–Maxwell and the isentropic Euler–Maxwell systems. Copyright © 2015 John Wiley & Sons, Ltd.     

Confined steady states of a Vlasov‐Poisson plasma in an infinitely long cylinder

We consider the two‐dimensional Vlasov‐Poisson system to model a two‐component plasma whose distribution function is constant with respect to the third space dimension. First, we show how this two‐dimensional Vlasov‐Poisson system can be derived from the full three‐dimensional model. The existence of compactly supported steady states with vanishing electric potential in a three‐dimensional setting has already been investigated in the literature. We show that these results can easily be adapted to the two‐dimensional system. However, our main result is to prove the existence of compactly supported steady states even with a nontrivial self‐consistent electric potential.     

On the asymptotics of fault probability in least‐recently‐used caching with Zipf‐type request distribution

We consider the least‐recently‐used cache replacement rule with a Zipf‐type page request distribution and investigate an asymptotic property of the fault probability with respect to an increase of cache size. We first derive the asymptotics of the fault probability for the independent‐request model and then extend this derivation to a general dependent‐request model, where our result shows that under some weak assumptions the fault probability is asymptotically invariant with regard to dependence in the page request process. In a previous study, a similar result was derived by applying a Poisson embedding technique, where a continuous‐time proof was given through some assumptions based on a continuous‐time modeling. The Poisson embedding, however, is just a technique used for the proof and the problem is essentially on a discrete‐time basis; thus, it is preferable to make assumptions, if any, directly in the discrete‐time setting. We consider a general dependent‐request model and give a direct discrete‐time proof under different assumptions. A key to the proof is that the numbers of requests for respective pages represent conditionally negatively associated random variables. © 2005 Wiley Periodicals, Inc. Random Struct. Alg., 2006     

Stabilized nodal‐based finite element methods for the magnetic induction problem

We consider the time‐dependent magnetic induction model as a step towards the resistive magnetohydrodynamics model in incompressible media. Conforming nodal‐based finite element approximations of the induction model with inf‐sup stable finite elements for the magnetic field and the magnetic pseudo‐pressure are investigated. Based on a residual‐based stabilization technique proposed by Badia and Codina, SIAM J. Numer. Anal. 50 (2012), pp. 398–417, we consider a stabilized nodal‐based finite element method for the numerical solution. Error estimates are given for the semi‐discrete model in space. Finally, we present some examples, for example, for the magnetic flux expulsion problem, Shercliff's test case and singular solutions of the Maxwell problem. Copyright © 2015 John Wiley & Sons, Ltd.     

Inventory control in multi-channel retail

In recent years multi-channel retail systems have received increasing interest. Partly due to growing online business that serves as a second sales channel for many firms, offering channel specific prices has become a common form of revenue management. We analyze conditions for known inventory control policies to be optimal in presence of two different sales channels. We propose a single item lost sales model with a lead time of zero, periodic review and nonlinear non-stationary cost components without rationing to realistically represent a typical web-based retail scenario. We analyze three variants of the model with different arrival processes: demand not following any particular distribution, Poisson distributed demand and a batch arrival process where demand follows a Pòlya frequency type distribution. We show that without further assumptions on the arrival process, relatively strict conditions must be imposed on the penalty cost in order to achieve optimality of the base stock policy. We also show that for a Poisson arrival process with fixed ordering costs the model with two sales channels can be transformed into the well known model with a single channel where mild conditions yield optimality of an (s, S) policy. Conditions for optimality of the base stock and (s, S) policy for the batch arrival process with and without fixed ordering costs, respectively, are presented together with a proof that the batch arrival process provides valid upper and lower bounds for the optimal value function.     

The Cauchy–Neumann problem for a multi‐dimensional isentropic hydrodynamic model for semiconductors

We investigate a multi‐dimensional isentropic hydrodynamic (Euler–Poisson) model for semiconductors, where the energy equation is replaced by the pressure–density relation p(n) . We establish the global existence of smooth solutions for the Cauchy–Neumann problem with small perturbed initial data and homogeneous Neumann boundary conditions. We show that, as t→+∞, the solutions converge to the non‐constant stationary solutions of the corresponding drift–diffusion equations. Moreover, we also investigate the existence and uniqueness of the stationary solutions for the corresponding drift–diffusion equations. Copyright © 2005 John Wiley & Sons, Ltd.     

Dual‐primal mixed finite elements for elliptic problems

In this article, a novel dual‐primal mixed formulation for second‐order elliptic problems is proposed and analyzed. The Poisson model problem is considered for simplicity. The method is a Petrov—Galerkin mixed formulation, which arises from the one‐element formulation of the problem and uses trial functions less regular than the test functions. Thus, the trial functions need not be continuous while the test functions must satisfy some regularity constraint. Existence and uniqueness of the solution are proved by using the abstract theory of Nicolaides for generalized saddle‐point problems. The Helmholtz Decomposition Principle is used to prove the inf‐sup conditions in both the continuous and the discrete cases. We propose a family of finite elements valid for any order, which employs piecewise polynomials and Raviart—Thomas elements. We show how the method, with this particular choice of the approximation spaces, is linked to the superposition principle, which holds for linear problems and to the standard primal and dual formulations, addressing how this can be employed for the solution of the final linear system. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17: 137–151, 2001     

Multi‐Hamiltonian structure for the finite defocusing Ablowitz‐Ladik equation

We study the Poisson structure associated to the defocusing Ablowitz‐Ladik equation from a functional‐analytical point of view by reexpressing the Poisson bracket in terms of the associated Carathéodory function. Using this expression, we are able to introduce a family of compatible Poisson brackets that form a multi‐Hamiltonian structure for the Ablowitz‐Ladik equation. Furthermore, we show using some of these new Poisson brackets that the Geronimus relations between orthogonal polynomials on the unit circle and those on the interval define an algebraic and symplectic mapping between the Ablowitz‐Ladik and Toda hierarchies. © 2008 Wiley Periodicals, Inc.     

Time‐Periodic Forcing and Asymptotic Stability for the Navier‐Stokes‐Maxwell Equations

For the three‐dimensional Navier‐Stokes‐Maxwell problem on the whole space and in the presence of external time‐periodic forces, first we study the existence of time‐periodic small solutions, and then we prove their asymptotic stability. We use a new type of spaces to account for averaged decay in time.© 2017 Wiley Periodicals, Inc.     

Existence and zero‐electron‐mass limit of strong solutions to the stationary compressible Navier‐Stokes‐Poisson equation with large external force

In this study, we consider a viscous compressible model of plasma and semiconductors, which is expressed as a compressible Navier‐Stokes‐Poisson equation. We prove that there exists a strong solution to the boundary value problem of the steady compressible Navier‐Stokes‐Poisson equation with large external forces in bounded domain, provided that the ratio of the electron/ions mass is appropriately small. Moreover, the zero‐electron‐mass limit of the strong solutions is rigorously verified. The main idea in the proof is to split the original equation into 4 parts, a system of stationary incompressible Navier‐Stokes equations with large forces, a system of stationary compressible Navier‐Stokes equations with small forces, coupled with 2 Poisson equations. Based on the known results about linear incompressible Navier‐Stokes equation, linear compressible Navier‐Stokes, linear transport, and Poisson equations, we try to establish uniform in the ratio of the electron/ions mass a priori estimates. Further, using Schauder fixed point theorem, we can show the existence of a strong solution to the boundary value problem of the steady compressible Navier‐Stokes‐Poisson equation with large external forces. At the same time, from the uniform a priori estimates, we present the zero‐electron‐mass limit of the strong solutions, which converge to the solutions of the corresponding incompressible Navier‐Stokes‐Poisson equations.     

On the zero-modified poisson model: Bayesian analysis and posterior divergence measure

In this paper we consider a Bayesian approach for the zero-modified Poisson distribution, which is recommended for fitting count data which shows any modification related to the frequency of zero. However, some loss may occur when we have the knowledge that the datasets show no modification in the zero frequency and has the necessary conditions for the assumption of a Poisson distribution, and still considers the zero-modified Poisson distribution. In this context, we propose the use of the Kullback–Leibler divergence measure to evaluate this loss. The proposed methodology was illustrated in simulated datasets, whose results were able to evaluate the losses and establish its relationship with the Kullback–Leibler divergence measure. Moreover, we exemplify the use of the methodology by considering two real datasets.     

The classical limit of the relativistic Vlasov–Maxwell system in two space dimensions

The motion of a collisionless plasma is modelled by the Vlasov–Maxwell system. In this paper, solutions of the relativistic Vlasov–Maxwell system are considered in two space dimensions. The speed of light, c, appears as a parameter in the system. With representations of the electric and magnetic fields, conditions are established under which solutions of the relativistic Vlasov–Maxwell system converge pointwise to solutions of the non‐relativistic Vlasov–Poisson system as c tends to infinity, at the asymptotic rate of 1/c. Copyright © 2004 John Wiley & Sons, Ltd.     

L∞‐estimates for the Vlasov–Poisson–Fokker–Planck equation

We consider the Vlasov–Poisson–Fokker–Planck equation in three dimensions as the backward Kolmogorov equation associated to a non‐linear diffusion process. In this way we derive new L^∞‐estimates on the spatial density which are uniform in the diffusion parameters. Copyright © 2000 John Wiley & Sons, Ltd.     

Estimating the demand pattern for C category items

This paper presents a methodology for estimating the demand pattern for the slowest-moving C category inventory items. The methodology uses an aggregation-by-items scheme and a forecasting procedure based on conditional demand analysis whereby aggregate demand is assumed to be an arbitrarily mixed, heterogeneous Poisson distribution. Practical aspects of demand heterogeneity, parameter estimation and model implementation are illustrated using a case study in retail inventory planning and control.