Some positive dependence stochastic orders

In this paper we study some stochastic orders of positive dependence that arise when the underlying random vectors are ordered with respect to some multivariate hazard rate stochastic orders, and have the same univariate marginal distributions. We show how the orders can be studied by restricting them to copulae, we give a number of examples, and we study some positive dependence concepts that arise from the new positive dependence orders. We also discuss the relationship of the new orders to other positive dependence orders that have appeared in the literature.     

Global dimension of Noetherian serial rings

The global dimension of Noetherian serial rings is studied. It is proved that if an indecomposable serial ring has infinite global dimension then it is Artinian and its quiver is a simple cycle. Using methods of the theory of right serial quivers, we give an upper estimate on the Loewy length of Artinian rings of finite global dimension. Applications to the calculation of the global dimension of tiled orders of width 2 are given.     

Multivariate hazard rate orders

Two multivariate hazard rate stochastic orders are introduced and studied. Their meaning, properties, and relationship to other common stochastic orders are examined and investigated. Some examples that illustrate the theory are detailed. Finally, some applications of the new orders in reliability theory and in actuarial science are described.     

The use of the adjoint variables in the development of improvement criteria for chemical reactors

The adjoint variables of optimization theory are used in order to investigate the effects of global and local mixing. Global mixing may be caused by bypass, recycle, or general feed bypass. Local mixing is studied by replacing a small part of the reactor with a perfectly mixed cell of equal volume. As an example, a complex reaction system with competing side reactions of different orders is studied in detail.This work was supported by the National Science Foundation, Systems Grant No. GU-1153.     

A methodology for priority setting with application to software development process

In this paper we briefly review the basic ideas behind the Analytic Hierarchy Process (AHP). Based on these ideas, we introduce the concept of comparison interval and propose a methodology based on stochastic optimization to achieve global consistency and to accommodate the fuzzy nature of the comparison process. We also discuss systems with feedback. For systems with inter-component dependence, we review the super-matrix technique. For systems with intra-component dependence, we propose a systematic approximation scheme to compute the weight vector for priority setting. Applications of software development process and a numerical example are given to illustrate our methodology and results.     

一类具有优化调整状态的供应链系统解的适定性和正则性

主要研究了一类具有优化调整状态的供应链系统解的适定性及正则性问题,利用不动点定理证明了解的局部存在唯一性,用一致先验估计及等高延拓得到了解的整体存在唯一性,最后讨论了依赖模型初值的解的连续性,并且给出解的C~1连续性.     

Statistics of Poincaré recurrences in local and global approaches

The basic statistical characteristics of the Poincaré recurrence sequence are obtained numerically for the logistic map in the chaotic regime. The mean values, variance and recurrence distribution density are calculated and their dependence on the return region size is analyzed. It is verified that the Afraimovich–Pesin dimension may be evaluated by the Kolmogorov–Sinai entropy. The peculiarities of the influence of noise on the recurrence statistics are studied in local and global approaches. It is shown that the obtained numerical data are in complete agreement with the theoretical results. It is demonstrated that the Poincaré recurrence theory can be applied to diagnose effects of stochastic resonance and chaos synchronization and to calculate the fractal dimension of a chaotic attractor.     

Percentile residual life orders

In this paper we study a family of stochastic orders of random variables defined via the comparison of their percentile residual life functions. Some interpretations of these stochastic orders are given, and various properties of them are derived. The relationships to other stochastic orders are also studied. Finally, some applications in reliability theory and finance are described. Copyright © 2010 John Wiley & Sons, Ltd.     

Finite Type and the Effective Nullstellensatz

Improved local and global versions of the effective Nullstellensatz for ideal sheaves on nonsingular complex varieties are obtained, based on a new invariant motivated by the notion of finite type from the theory of several complex variables. Two closely related curve selection theorems for curves with maximal adjusted tangency orders to a given ideal sheaf are established along the way, using normalized blow-ups and integral closures.     

Integrable Systems of Linear Ordinary Differential Equations of General Order

In this paper, we define sufficient conditions for the solvability in quadratures of systems of linear ordinary differential equations of higher orders with variable coefficients. The method of variation of constants for equations of higher orders and for systems of equations of first order is generalized to the case of such systems. Results are obtained by reducing the systems under consideration to matrix equations of higher orders studied by methods of the theory of Lie algebras.     

股票收益率尾部相关性的Copula度量及模拟

股票收益率尾部相关性是研究金融市场关联性的重要内容.由于传统的τ、ρ等相关系数是对随机变量的全局度量,不适合用于收益率分布尾部这种局部特征的相关性度量.因此,在引入左尾(右尾)相关系数的基础上,讨论了它们的Copula度量及其相关性质.最后,通过计算机模拟分析了沪、深股指收益率尾部相关性的变化趋势,有效避免了Copula模型的设定困难,并得到了尾部相关性增强、相关不对称等结论.     

Dependence structures of multivariate Bernoulli random vectors

In some situations, it is difficult and tedious to check notions of dependence properties and dependence orders for multivariate distributions supported on a finite lattice. The purpose of this paper is to utilize a newly developed tool, majorization with respect to weighted trees, to lay out some general results that can be used to identify some dependence properties and dependence orders for multivariate Bernoulli random vectors. Such a study gives us some new insight into the relations between the concepts of dependence.     

Über stabilisierte Netzgeräte mit Transistoren

Summary This paper deals with stabilized voltage supplies employing transistors. A theory is given which can readily be applied, and examples of existing devices are added.With the transistors now available, stabilized voltage supplies may be designed to display highly satisfactory characteristics — especially a small temperature dependence of output voltage.Some ideas concerning the influence of temperature on transistor-action are given in the appendix.     

Interpolation of nonlinear partial differential operators and generation of differentiale evolutions

By interpolating between Sobolev spaces we find that many partial differential operators become continuous when restricted to a sufficiently small domain. Hence some techniques from the theory of ordinary differential equations can be applied to some p.d.e.'s. Using these ideas, we study a class of nonlinear evolutions in a Banach space. We obtain some very simple existence and continuous dependence results. The theory is applicable to reaction-diffusion equations, dispersion equations, and hyperbolic equations before shocks develop.     

GENERALIZED BRAUER ALGEBRAS

ABSTRACT

Using some ideas of Brauer, we introduce what we call generalized Brauer algebras and, as a special case, Brauer orders. We show that many well-known classes of so-called crossed product algebras, and in particular, the well-known crossed product orders, can be obtained as special instances of our construction. We prove several results showing when Brauer orders are Azumaya, maximal, hereditary or Gorenstein.     

Global Error Estimators for Order 7, 8 Runge–Kutta Pairs

Dormand, Prince and their colleagues [3–5] showed in a sequence of papers that the approximation of an initial value differential system propagated by a Runge–Kutta pair, together with a continuous approximation obtained using additional derivative values could be utilized to obtain estimates of the global error. They illustrated the results using pairs of orders p–1 and p for several values of p. The current authors [13] have developed a more direct representation of the order conditions, characterized families of global error estimators for Runge–Kutta pairs of arbitrary values of p, and showed that efficient global error estimating Runge–Kutta methods are based on the nodes of a Lobatto quadrature formula. Here, formulas for a good 7, 8 pair, interpolants of each of orders 7 and 8, and global error estimators of orders 10 and 12 illustrate how to obtain global error estimates of orders 9, 10, or 11, for arbitrary initial value systems. One set of graphs indicates that the stated order of the global error estimators is achieved numerically, and a second set illustrates the relative efficiency for several global error estimators when the approximation is propagated with a variable stepsize.     

Global behaviors of a generalized periodic impulsive Logistic system with nonlinear density dependence

The global behaviors of a generalized periodic impulsive Logistic system with nonlinear density dependence are studied. Conditions for the existence and global attractivity of positive periodic solution are obtained via the method of comparison and Liapunov function. The corresponding results for the periodic impulsive Logistic system, which are dependent on solving the system, are extended.     

Decomposition of partial orders

A decomposition theory for partial orders which arises from the split decomposition of submodular functions is introduced. As a consequence of this theory, any partial order has a unique decomposition consisting of indecomposable partial orders and certain highly decomposable partial orders. The highly decomposable partial orders are completely characterized. As a special case of partial orders, we consider lattices and distributive lattices. It occurs, that the highly decomposable distributive lattices are precisely the Boolean lattices.     

General linear methods with external stages of different orders

The approach introduced recently by Albrecht to derive order conditions for Runge-Kutta formulas based on the theory of A-methods is also very powerful for the general linear methods. In this paper, using Albrecht's approach, we formulate the general theory of order conditions for a class of general linear methods where the components of the propagating vector of approximations to the solution have different orders. Using this theory we derive a class of diagonally implicit multistage integration methods (DIMSIMs) for which the global order is equal to the local order. We also derive a class of general linear methods with two nodal approximations of different orders which facilitate local error estimation. Our theory also applies to the class of two-step Runge-Kutta introduced recently by Jackiewicz and Tracogna.The work of the first author was supported by the National Science Foundation under grant NSF DMS-9208048. The work of the second author was supported by the Italian Consiglio Nazionale delle Richerche.