The use of relative priorities in optimizing the performance of a queueing system

Relative priorities in an n-class queueing system can reduce server and customer costs. This property is demonstrated in a single server Markovian model where the goal is to minimize a non-linear cost function of class expected waiting times. Special attention is given to minimizing server’s costs when the expected waiting time of each class is restricted.     

An extension of Alexandrov?s theorem on second derivatives of convex functions

If f is a function of n variables that is locally L¹ approximable by a sequence of smooth functions satisfying local L¹ bounds on the determinants of the minors of the Hessian, then f admits a second order Taylor expansion almost everywhere. This extends a classical theorem of A.D. Alexandrov, covering the special case in which f is locally convex.     

Relative Semi-abelian Categories

We define a relative semi-abelian category as a pair (C,E), where C is a pointed category with finite limits, and E is a class of regular epimorphisms in C satisfying certain conditions, stronger than those defining a relative homological category. Some results on the equivalence of the so-called old-style and new-style axioms for the semi-abelian categories are extended to the relative case. Partially supported by the University of Cape Town Research Associateship and Georgia National Science Foundation (GNSF/ST06/3-004).     

混合偏熵与关联熵

定义联系模糊性和随机性的混合集、混合偏熵与关联熵以及混合关联系数，研究了其性质，并举例说明混合关联系数在现实生活中的应用。     

Directional derivatives of difference functions of nonsmooth max-functions

In this paper, we give an upper estimate for the Clarke-Rockafellar directional derivatives of a function of the form f - g, where f, g are max-functions defined by locally Lipschitz but not necessarily differentiable functions on a closed convex set in a Euclidean space. As an application, we give a sufficient condition for f - g to have an error bound.     

The relative generalized Hamming weight of linear q-ary codes and their subcodes

In this article, some properties of the relative generalized Hamming weight (RGHW) of linear codes and their subcodes are developed with techniques in finite projective geometry. The relative generalized Hamming weights of almost all 4-dimensional q-ary linear codes and their subcodes are determined.      

Investigating derivatives by means of combinatorial analysis of the components of the function

Given a composite function of the form h(x) = f(g(x)), difficulties are often encountered in calculating the value of the nth derivative at some point x = x₀ when one attempts to determine whether its nth derivative becomes zero at this point, or attempts to find the sign of the nth derivative by differentiating it n times and substituting x₀.

This present paper offers an alternative method that allows the investigation of the nth derivative of function h(x) based on the investigation of functions f?(x) and g(x) only.

Several examples are given, which implement the conclusions on the properties of the relation.     

Hybrid Lévy Models: Design and Computational Aspects

ABSTRACT

A hybrid model is a model, where two markets are studied jointly such that stochastic dependence can be taken into account. Such a dependence is well known for equity and interest rate markets on which we focus here. Other pairs can be considered in a similar way. Two different versions of a hybrid approach are developed. Independent time-inhomogeneous Lévy processes are used as the drivers of the dynamics of interest rates and equity. In both versions, the dynamics of the interest rate side is described by an equation for the instantaneous forward rate. Dependence between the markets is generated by introducing the driver of the interest rate market as an additional term into the dynamics of equity in the first version. The second version starts with the equity dynamics and uses a corresponding construction for the interest rate side. Dependence can be quantified in both cases by a single parameter. Numerically efficient valuation formulas for interest rate and equity derivatives are developed. Using market quotes for liquidly traded assets we show that the hybrid approach can be successfully calibrated.     

非紧H-空间中的极大元存在定理及其应用

本文在一类非紧Ｈ－空间中建立了新的极大元存在定理。作为应用,我们研究了变分不等式和ＫｙＦａｎ型极大极小不等式解的存在性。     

City-effects in the atomic bomb survivors data

It was investigated how risk estimates derived from the RERF life span study data sets for cancer incidence and mortality, respectively, differ between the two cities Hiroshima and Nagasaki, and the two sexes. This was done by estimating the excess risk for various age-at-exposure and time-since-exposure groups. The epidemiologically most reliable age group are those aged 20–39 years at the time of exposure. As expected, in this group, the relative risk for females in Hiroshima is higher than that for males; however, in Nagasaki, the relative risk for females is lower than that for males. When comparing the risks in the two cities for the same sex, the risks of cancer incidence and mortality of females exposed in Hiroshima are higher than those in Nagasaki. However, for the males, the risks of cancer incidence in Hiroshima are lower than in Nagasaki, and the risks of cancer mortality of males are very similar between both cities. All differences depend on age-at-exposure and time-since-exposure, and are at the borderline of being statistically significant. The absorbed dose of neutrons, for the same γ-dose, is about three times as high in Hiroshima than in Nagasaki for both sexes. Because of these observed risk differences between both cities, it does not appear to be possible to reliably estimate the relative biological effectiveness of neutrons as compared to that of γ-rays from these epidemiological data sets. No evidence was found in this analysis that the radiation weighting factors w_R presently used for neutrons in radiation protection could severely underestimate the risks for somatic late effects induced by neutrons.     

On a family of relative quartic Thue inequalities

We consider the relative Thue inequalities

|X⁴−t²X²Y²+s²Y⁴|?²|t|−²|s|−2,