Efficient likelihood-based inference for the generalized Pareto distribution

Annals of the Institute of Statistical Mathematics - It is well known that inference for the generalized Pareto distribution (GPD) is a difficult problem since the GPD violates the classical...     

Changes in Hip and Knee Muscle Strength in Patients Following Total Hip Arthroplasty

Objective: To investigate changes in hip and knee muscle strength in patients before and after total hip arthroplasty (THA) in comparison with that in healthy adults. Methods: The study included 21 women who underwent unilateral THA (THA group) and 21 age-matched healthy women (healthy group). Maximal isometric strengths of hip flexors, extensors, and abductors, and knee extensors and flexors were measured before surgery and at 4 weeks and 6 months after surgery. Results: Before surgery, muscle strength on both sides, except for hip flexors on the uninvolved side, was significantly lower in the THA group than the corresponding muscle strength in the healthy group. Up to 6 months after THA, strength of all muscle groups on both sides was significantly improved compared with their preoperative status, although the knee extensor strength on the involved side temporarily worsened at 4 weeks. However, the strength of hip extensors and knee extensors on the involved side, and hip abductors on both sides in the THA group remained below that in the healthy group. Conclusions: Our results suggest that rehabilitation specialists should consider increasing the focus on the uninvolved side and encourage patients to continue strength training beyond 6 months after surgery.     

Hydrostatic compression of the monoclinic form of polyethylene

Lattice constants of the monoclinic form of polyethylene under pressures up to 1.8 GPa at 298 K are investigated by x-ray diffraction. The thermal expansion from 100 K to 300 K at atmospheric pressure is also studied. The equation of state is calculated by Pastine's method, taking into account the zero-point vibration, and is compared with experimental results. The calculated results depend largely on the interatomic potential used and the limit of the interatomic distance for summation of the potentials. A change in the angle γ between the a and b axes results in an anisotropic change in the unit cell dimension with both pressure and temperature; the a and b axes change at nearly the same rate. The monoclinic form may have a higher density than the orthorhombic form at pressures above 1.0 GPa.     

Triangular arbitrage as an interaction among foreign exchange rates

We first show that there are in fact triangular arbitrage opportunities in the spot foreign exchange markets, analyzing the time dependence of the yen–dollar rate, the dollar–euro rate and the yen–euro rate. Next, we propose a model of foreign exchange rates with an interaction. The model includes effects of triangular arbitrage transactions as an interaction among three rates. The model explains the actual data of the multiple foreign exchange rates well.     

A system of infinitely many mutually reffecting Brownian balls in ℝ d

Sumamry An infinite system of Skorohod type equations is studied. The unique solution of the system is obtained from a finite case by passing to the limit. It is a diffusion process describing a system of infinitely many Brownian hard balls and has a Gibbs state associated with the hard core pair potential as a reversible measure.On leave of, Department of Mathematics and Informatics, Faculty of Science Chiba University Chiba, 263 JapanSupported by Swiss National Foundation, contract Nr. 20-36305.92     

Localization transition of <Emphasis Type="Italic">d</Emphasis>-friendly walkers

 Friendly walkers is a stochastic model obtained from independent one-dimensional simple random walks {S ^k _j } _j≥0 , k=1,2,…,d by introducing ``non-crossing condition': and ``reward for collisions' characterized by parameters . Here, the reward for collisions is described as follows. If, at a given time n, a site in ℤ is occupied by exactly m≥2 walkers, then the site increases the probabilistic weight for the walkers by multiplicative factor exp (β _m )≥1. We study the localization transition of this model in terms of the positivity of the free energy and describe the location and the shape of the critical surface in the (d−1)-dimensional space for the parameters . Received: 13 June 2002 / Revised version: 24 August 2002 Published online: 28 March 2003 Mathematics Subject Classification (2000): 82B41, 82B26, 82D60, 60G50 Key words or phrases: Random walks – Random surfaces – Lattice animals – Phase transitions – Polymers – Random walks     

Characterization of cross-linking structures in UV-cured acrylic ester resin by MALDI-MS combined with supercritical methanolysis.

The cross-linking structure of the ultra violet (UV)-cured resin prepared from dipentaerithritol hexacrylate (DPHA) was characterized by matrix-assisted laser desorption/ionization mass spectrometry (MALDI-MS) combined with supercritical methanolysis. The MALDI-mass spectrum of the decomposition products obtained by supercritical methanolysis contained a series of peaks of sodium-cationized methyl acrylate (MA) oligomers up to around m/z = 4000 formed through selective cleavage and methylation occurred at ester linkages in UV-cured DPHA. Furthermore, in order to observe widely distributed sequence lengths in the cross-linking junctions, the decomposed products of the cured resin were then fractionated using size exclusion chromatography followed by the MALDI-MS measurements of the individual fractions. The MALDI-mass spectra of the lower molar mass fractions mainly consisted of a series of peaks of MA oligomers around m/z values of several thousands, whereas those of higher molecular weight showed a broad peak up to m/z ca. 180000. The observed distributions of the supercritical methanolysis products suggested that the network junctions in the given UV-cured resin were composed of up to around 2000 acrylate units.     

A multi-objective lead time control problem in multi-stage assembly systems using genetic algorithms

In this paper, we develop a multi-objective model to optimally control the lead time of a multi-stage assembly system, using genetic algorithms. The multi-stage assembly system is modelled as an open queueing network. It is assumed that the product order arrives according to a Poisson process. In each service station, there is either one or infinite number of servers (machines) with exponentially distributed processing time, in which the service rate (capacity) is controllable. The optimal service control is decided at the beginning of the time horizon. The transport times between the service stations are independent random variables with generalized Erlang distributions. The problem is formulated as a multi-objective optimal control problem that involves four conflicting objective functions. The objective functions are the total operating costs of the system per period (to be minimized), the average lead time (min), the variance of the lead time (min) and the probability that the manufacturing lead time does not exceed a certain threshold (max). Finally, we apply a genetic algorithm with double strings using continuous relaxation based on reference solution updating (GADSCRRSU) to solve this multi-objective problem, using goal attainment formulation. The results are also compared against the results of a discrete-time approximation technique to show the efficiency of the proposed genetic algorithm approach.     

Synthesis of core‐crosslinked carbosilane block copolymer micelles and their thermal transformation to silicon‐based ceramics nanoparticles

Carbosilane fine particles were synthesized by core‐crosslinking of carbosilane block copolymer micelles and they were pyrolytically transformed into silica nanoparticles. The carbosilane block copolymer, poly(1‐(3‐butenyl)‐1‐methylsilacyclobutane)‐block‐polystyrene, (polyBMSB‐b‐polySt), [(m, n) = (31, 16), (54, 30), and (75, 28)], was synthesized by anionic polymerization of BMSB and St, where m and n represent polymerization degrees of BMSB and St segments, respectively. The block copolymer formed micelles in N,N‐dimethylformamide (DMF). The hydrodynamic diameters (D_h) of the micelles evaluated by dynamic light scattering ranged from 40 to 158 nm depending on the copolymer molecular weight. The core of the micelle was cross‐linked by Pt‐catalyzed hydrosilation with 1,2‐bis(dimethylsilylethane). The D_h of the core‐cross‐linked micelles in THF ranged from 56 to 164 nm. These precursor particles were pyrolyzed at 850 °C under N₂ to give ceramic nanoparticles. The diameters of the spherical ceramic particles estimated by AFM ranged from 25 to 60 nm. X‐ray fluorescence analysis of the ceramic products revealed that it consisted of mainly SiO₂ rather than SiC. © 2005 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 43: 3778–3787, 2005