Spin effects in instanton models

Nonperturbative nolocal structure of QCD vacuum is well described by instanton model. Specific helicity and flavor structure of zero modes of quarks, in instanton field allows simultaneously to explain some important features of low-and high-energy hadron phenomemology. The basic characteristics of hadron spectrum, partonic sum rules, heavyquark potential etc within the instanton liquid model are briefly discussed.     

Forecasting call frequency at a financial services call centre

A forecasting model is developed for the number of daily applications for loans at a financial services telephone call centre. The purpose of the forecasts and the associated prediction intervals is to provide effective staffing policies within the call centre. The model building process is constrained by the availability of only 2 years and 7 months of data. The distinctive feature of the data is that demand is driven in the main by advertising. The analysis given focuses on applications stimulated by press advertising. Unlike previous analyses of broadly similar data, where ARIMA models were used, a model with a dynamic level, multiplicative calendar effects and a multiplicative advertising response is developed and shown to be effective.     

Estimation of multivariate binary density using orthogonal functions

In this paper, the authors studied certain properties of the estimate of Liang and Krishnaiah (1985, J. Multivariate Anal. 16, 162–172) for multivariate binary density. An alternative shrinkage estimate is also obtained. The above results are generalized to general orthonormal systems.     

A New Distribution Function for Risk Analysis

This paper presents an alternative to the beta continuous probability distribution for risk analysis. Particular attention has been given to two major applications of distributions, namely project management risk and critical path analysis (PERT). In conjunction with the beta, the triangular and normal distributions are frequently employed in order to give sufficient robustness to risk analysis. The beta distribution, as used in PERT, has a major theoretical implementation flaw. The new distribution was developed to give a possible alternative method of assessing risk. It is shown that the requirement to estimate the most pessimistic variate may be replaced by the probability to exceed the mode. Proposals for other simplifications in risk analysis are discussed. Practical means to validate the most appropriate distributions for risk analysis are outlined, and a cost-data case study is included.     

Existence and Stability for Spherical Crystals Growing in a Supersaturated Solution

We consider the growth of a spherical crystal in a supersaturatedsolution. In the first part, existence and uniqueness resultsfor radially symmetric growth are obtained, provided that thesupersaturation is not too large; conversely, when the far-fieldsupersaturation exceeds a critical value, it is shown that theradially symmetric solution ceases to exist in finite time.In the second part, we examine the linear stability of a radiallysymmetric similarity solution (in which the radius grows ast?) to shape perturbations. The results are compared with previousquasi-static analyses, and, in particular, the critical radiusat which the crystal becomes unstable is found to be largerfor small supersaturations, but smaller for large supersaturations,than those predicted by the quasi-static analysis     

On the distribution of the number of real zeros of a random polynomial

In this note, we find the distibution of the number of real zeros of a random polynomial. We also derive a formula for the expected number of complex zeros lying in a given domain of the complex plane. Bibliography: 7 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 320, 2004, pp. 69–79.