Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences

Recently, Fishbum and Lavalle (1995) and Lefèvre and Utev (1996) have considered some stochastic order relations specific for arithmetic random variables. The present work is concerned with these orderings, together with two other classes of stochastic order relations closely related. First, attention is paid to characterizations and various properties of all these orderings. Then, sufficient conditions of crossing-type for the two new classes of orderings are derived and extrema among discrete random variables are deduced. This is applied in actuarial sciences to obtain new bounds for the classical single life premiums as well as for the probability of ruin in the compound binomial risk model.     

A conjecture on convolution operators,and a non-Dunford-Pettis operator onL 1

There exists a non-Dunford-Pettis operator fromL ¹ into a Banach latticeE that does not contain a copy ofc ₀ orL ¹. This problem is related to regularisation properties of convolution operators onL ¹. Work partially supported by an N.S.F. Grant.     

A fluid system with coupled input and output,and its application to bottlenecks in ad hoc networks

This paper studies a fluid queue with coupled input and output. Flows arrive according to a Poisson process, and when n flows are present, each of them transmits traffic into the queue at a rate c/(n+1), where the remaining c/(n+1) is used to serve the queue. We assume exponentially distributed flow sizes, so that the queue under consideration can be regarded as a system with Markov fluid input. The rationale behind studying this queue lies in ad hoc networks: bottleneck links have roughly this type of sharing policy. We consider four performance metrics: (i) the stationary workload of the queue, (ii) the queueing delay, i.e., the delay of a ‘packet’ (a fluid particle) that arrives at the queue at an arbitrary point in time, (iii) the flow transfer delay, i.e., the time elapsed between arrival of a flow and the epoch that all its traffic has been put into the queue, and (iv) the sojourn time, i.e., the flow transfer time increased by the time it takes before the last fluid particle of the flow is served. For each of these random variables we compute the Laplace transform. The corresponding tail probabilities decay exponentially, as is shown by a large-deviations analysis. F. Roijers’ work has been carried out partly in the SENTER-NOVEM funded project Easy Wireless.     

On Certain Perturbations of the Erdös–Renyi Random Graph

We study perturbations of the Erdös–Renyi model for which the statistical weight of a graph depends on the abundance of certain geometrical patterns. Using the formal correspondance with an exactly solvable effective model, we show the existence of a percolation transition in the thermodynamical limit and derive perturbatively the expression of the threshold. The free energy and the moments of the degree distribution are also computed perturbatively in that limit and the percolation criterion is compared with the Molloy–Reed criterion.     

On Guerra's broken replica-symmetry bound

Consider a random Hamiltonian $\text{H}{}_{\mathrm{N}}\text{(}\text{σ}\text{→}\text{)}$ for $\text{σ}\text{→}\text{∈Σ}{}_{\mathrm{N}}\text{={0,1}}{}^{\mathrm{<mtext>N</mtext>}}\text{.}$ We assume that the family $\text{(H}{}_{\mathrm{N}}\text{(}\text{σ}\text{→}\text{))}$ is jointly Gaussian centered and that for $\text{σ}\text{→}{}^1\text{,}\text{σ}\text{→}{}^2\text{∈Σ}{}_{\mathrm{N}}\text{,}$$\text{N}{}^{\mathrm{?1}}\text{EH}{}_{\mathrm{N}}\text{(}\text{σ}\text{→}{}^1\text{)H}{}_{\mathrm{N}}\text{(}\text{σ}\text{→}{}^2\text{)}$ =ξ(N^?1∑_i?Nσ¹_iσ²_i) for a certain function ξ on $\text{R}$. F. Guerra proved the remarkable fact that the free energy of the system with Hamiltonian $\text{H}{}_{\mathrm{N}}\text{(}\text{σ}\text{→}\text{)+h∑}{}_{\mathrm{i?N}}\text{σ}{}_{\mathrm{i}}$ is bounded below by the free energy of the Parisi solution provided that ξ is convex on $\text{R}$. We prove that this fact remains (asymptotically) true when the function ξ is only assumed to be convex on $\text{R}{}^{\mathrm{+}}$. This covers in particular the case of the p-spin interaction model for any p. To cite this article: M. Talagrand, C. R. Acad. Sci. Paris, Ser. I 337 (2003).     

Molecular flow and wall collision age distributions

The use of storage cells has become a standard technique for internal gas targets in conjunction with high energy storage rings. In case of spin-polarized hydrogen and deuterium gas targets the interaction of the injected atoms with the walls of the storage cell can lead to depolarization and recombination. Thus the number of wall collisions of the atoms in the target gas is important for modeling the processes of spin relaxation and recombination. It is shown in this article that the diffusion process of rarefied gases in long tubes or storage cells can be described with the help of the one-dimensional diffusion equation. Mathematical methods are presented that allow one to calculate collision age distributions (CAD) and their moments analytically. These methods provide a better understanding of the different aspects of diffusion than Monte Carlo calculations. Additionally it is shown that measurements of the atomic density or polarization of a gas sample taken from the center of the tube allow one to determine the possible range of the corresponding density weighted average values along the tube. The calculations are applied to the storage cell geometry of the HERMES internal polarized hydrogen and deuterium gas target. Received 9 July 2001 and Received in final form 18 September 2001     

Towards the synthesis of MAX-phase functional coatings by pulsed laser deposition

Pulsed laser deposition with a Nd:YAG laser was used to grow thin films from a pre-synthesized Ti₃SiC₂ MAX-phase formulated ablation target on oxidized Si(1 0 0) and MgO(1 0 0) substrates. The depositions were carried out in a substrate temperature range from 300 to 900 K, and the pressure in the deposition chamber ranged from vacuum (10⁻⁵ Pa) to 0.05 Pa Argon background pressure. The properties of the films have been investigated by Rutherford backscattering spectrometry for film thickness and stoichiometric composition and X-ray diffraction for the crystallinity of the films. The silicon content of the films varied with the energy density of the laser beam. To suppress especially the silicon re-sputtering from the substrate, the energy of the incoming particles must be below a threshold of 20 eV. Therefore, the energy density of the laser beam must not be too high. At constant deposition energy density the film thickness depends strongly on the background pressure. The X-ray diffraction measurements show patterns that are typical of amorphous films, i.e. no Ti₃SiC₂ related reflections were found. Only a very weak TiC(2 0 0) reflection was seen, indicating the presence of a small amount of crystalline TiC.