Local times on curves and uniform invariance principles

Summary Sufficient conditions are given for a family of local times |L _t ^µ | ofd-dimensional Brownian motion to be jointly continuous as a function oft and . Then invariance principles are given for the weak convergence of local times of lattice valued random walks to the local times of Brownian motion, uniformly over a large family of measures. Applications included some new results for intersection local times for Brownian motions on ² and ².Research partially supported by NSF grant DMS-8822053     

A nontrivial example of application of the Nielsen fixed-point theory to differential systems: Problem of Jean Leray

In reply to a problem posed by Jean Leray in 1950, a nontrivial example of application of the Nielsen fixed-point theory to differential systems is given. So the existence of two entirely bounded solutions or three periodic (harmonic) solutions of a planar system of ODEs is proved by means of the Nielsen number. Subsequently, in view of T. Matsuoka's results in Invent. Math. (70 (1983), 319-340) and Japan J. Appl. Math. (1 (1984), no. 2, 417-434), infinitely many subharmonics can be generically deduced for a smooth system. Unlike in other papers on this topic, no parameters are involved and no simple alternative approach can be used for the same goal.

     

All-integer column generation for set partitioning: Basic principles and extensions

Column generation, combined with an appropriate integer programming technique, has shown to be a powerful tool for solving huge integer programmes arising in various applications. In these column generation approaches, the master problem is often of a set partitioning type.     

An analogue for elliptic curves of the Grunwald–Wang example

We give examples of elliptic curves $\text{E}\text{/}\text{Q}$ and rational points $\text{P∈}\text{E}\text{(}\text{Q}\text{)}$ such that P is divisible by 4 in $\text{E}\text{(}\text{Q}{}_{\mathrm{v}}\text{)}$ for each rational place v but P is not divisible by 4 in $\text{E}\text{(}\text{Q}\text{)}$. This is an analogue of a well-known example, with $\text{G}{}_{\mathrm{m}}$ in place of $\text{E}$: namely, P=16 is a rational 8-th power locally almost everywhere, but not globally in $\text{Q}{}^1\text{=}\text{G}{}_{\mathrm{m}}\text{(}\text{Q}\text{)}$. To cite this article: R. Dvornicich, U. Zannier, C. R. Acad. Sci. Paris, Ser. I 338 (2004).     

A commuter departure-time model based on cumulative prospect theory

With a focus on planning of departure times during peak hours for commuters, an optimal arrival-time choice is derived using cumulative prospect theory. The model is able to explain the influence of behavioral characteristics on the choice of departure time. First, optimal solutions are derived explicitly for both early and late-arrival prospects. It is shown that the optimal solution is a function of a subjective measure, namely, the gain–loss ratio (GLR), indicating that the actual arrival time of a commuter depends on his or her attitude to the deviation between gains and losses. Some properties of the optimal solution and the GLR are discussed. These properties suggest that the more that the pleasure of gain exceeds the pain of loss, the greater the correlation between actual and preferred arrival times. Finally, a sensitivity analysis of the results is performed, and the use of the model is illustrated with a numerical example based on a skew-normal distribution.     

Software reliability assessment models based on cumulative bernoulli trial processes

The binomial software reliability growth model (SRGM) contains most existing SRGMs proposed in earlier work as special cases, and can describe every software failure-occurrence pattern in continuous time. In this paper, we propose generalized binomial SRGMs in both continuous and discrete time, based on the idea of cumulative Bernoulli trials. It is shown that the proposed models give some new unusual discrete models as well as the well-known continuous SRGMs. Through numerical examples with actual software failure data, two estimation methods for model parameters with grouped data are provided, and the predictive model performance is examined quantitatively.     

A remark on the space of metrics having nontrivial harmonic spinors

Let M be a closed spin manifold of dimension n ≡ 3 mod 4. We give a simple proof of the fact that the space of metrics on M with invertible Dirac operator is either empty or it has infinitely many path components.     

On the existence of nontrivial extremal metrics on complete noncompact surfaces

In this paper, we consider the 2-dimensional local Calabi flow on a complete noncompact surface . Then, based on the Harnack-type estimate, we show the long-time existence and asymptotic convergence of a subsequence of solutions of such a flow on with and bounded from above by a negative constant on a ball. For its applications, this will lead to the existence of extremal metrics on a complete noncompact surface of finite topological type. In particular, there exists an extremal metric of nonconstant Gaussian curvature on or Received: 21 June 2001 / 18 January 2002 / Published online: 27 June 2002 Research supported in part by NSC and NCTS.     

A periodical replacement model based on cumulative repair‐cost limit

This paper considers a periodical replacement model based on a cumulative repair‐cost limit, whose concept uses the information of all repair costs to decide whether the system is repaired or replaced. The failures of the system can be divided into two types. One is minor failure that is assumed to be corrected by minimal repair, while the other is serious failure where the system is damaged completely. When a minor failure occurs, the corresponding repair cost is evaluated and minimal repair is then executed if this accumulated repair cost is less than a pre‐determined limit L, otherwise, the system is replaced by a new one. The system is also replaced at scheduled time T or at serious failure. Long‐run expected cost per unit time is formulated and the optimal period T* minimizing that cost is also verified to be finite and unique under some specific conditions. Copyright © 2007 John Wiley & Sons, Ltd.     

以节点与权因子修改为基础的4阶NURBS受限形状控制

改变k阶NURBS曲线的节点,会产生一个单参数NURBS曲线族,该曲线族的包络是用相同控制顶点定义的k-a阶NURBS曲线,这里a是所改变的节点的重数.论文运用这项理论结果,提出了几种建立在修改一个节点与两个连续权因子基础上的4阶NURBS形状控制方法,该方法要受一定的位置与切线方向的约束.     

A family of premium principles based on mixtures of TVaRs

Risk-adjusted distributions are commonly used in actuarial science to define premium principles. In this paper, we claim that an appropriate risk-adjusted distribution, besides satisfying other desirable properties, should be well-behaved under conditioning with respect to the original risk distribution. Based on a sequence of such risk-adjusted distributions, we introduce a family of premium principles that gradually incorporate the degree of risk-aversion of the insurer in the risk loading. Members of this family are particular distortion premium principles that can be represented as mixtures of TVaRs, where the weights in the mixture reflect the attitude toward risk of the insurer. We make a systematic study of this family of premium principles.     

基于实例的基因分类及确定基因标签模型

所建立的模型及所得的结论有利于利用数据库中已有的基因信息快速筛选出潜在的癌症相关基因,模型一和模型二以基因表达水平限值和差异显著性水平为分类要素,将基因分为两类．模型三利用逐步优化思想建立优化模型,确定出六组基因标签．模型四利用小波分析法去噪及相关性检验法,重新确定基因标签,包含8种特征基因,对癌症样本的检测率降低了,...