On Lattices of Uniformities

We study lattice theoretical properties of lattices of uniformities such as modularity, distributive laws and the existence of (relative) complements. For this the concepts of permutable uniformities (see Definition 3.1) and independent uniformities (see Definition 4.1) are important. Moreover, we show that e.g. the lattice of all lattice uniformities on a lattice L is a closed sublattice of the lattice of all uniformities on L.     

Theoretical and numerical analysis on multispectral bioluminescence tomography

Recently, molecular imaging has been rapidly developed to studyphysiological and pathological processes in vivo at the cellularand molecular levels. Among molecular imaging modalities, opticalimaging has attracted a major attention for its unique advantages.In this paper, we establish a mathematical framework for multispectralbioluminescence tomography (BLT) that allows simultaneous studiesof multiple optical reporters. We show solution existence, uniquenessand continuous dependence on data as well as the limiting behaviourswhen the regularization parameter approaches zero or when thepenalty parameter approaches infinity. Then, we propose twonumerical schemes for multispectral BLT and derive error estimatesfor the corresponding solutions.     

Quotient probabilistic normed spaces and completeness results

We introduce the concept of quotient in PN spaces and give some examples. We prove some theorems with regard to the completeness of a quotient.     

A dynamic scorecard for monitoring baseline performance with application to tracking a mortgage portfolio

A principled technique for monitoring the performance of a consumer credit scorecard through time is derived from Kalman filtering. Standard approaches sporadically compare certain characteristics of the new applicants with those predicted from the scorecard. The new approach systematically updates the scorecard combining new applicant information with the previous best estimate. The dynamically updated scorecard is tracked through time and compared to limits calculated by sequential simulation from the baseline scorecard. The observation equation of the Kalman filter is tailored to take the results of fitting local scorecards by logistic regression to batches of new clients that arrive in the current time interval. The states in the Kalman filter represent the true or underlying score for each attribute in the card: the parameters of the logistic regression. Their progress in time is modelled by a random walk and the filter provides the best estimate of the scores using past and present information. We illustrate the technique using a commercial mortgage portfolio and the results indicate significant emerging deficiencies in the baseline scorecard.     

Group-valued measures on coarse-grained quantum logics

In [3] it was shown that a (real) signed measure on a cyclic coarse-grained quantum logic can be extended, as a signed measure, over the entire power algebra. Later ([9]) this result was re-proved (and further improved on) and, moreover, the non-negative measures were shown to allow for extensions as non-negative measures. In both cases the proof technique used was the technique of linear algebra. In this paper we further generalize the results cited by extending group-valued measures on cyclic coarse-grained quantum logics (or non-negative group-valued measures for lattice-ordered groups). Obviously, the proof technique is entirely different from that of the preceding papers. In addition, we provide a new combinatorial argument for describing all atoms of cyclic coarse-grained quantum logics.     

Mixed Elastico-Plasticity Problems with Partially Unknown Boundaries

In this paper,we study mixed elastico-plasticity problems in which part of the boundary is known,while the other part of the boundary is unknown and is a free boundary.Under certain conditions,this problemcan be transformed into a Riemann-Hilbert boundary value problem for analytic functions and a mixed boundaryvalue problem for complex equations.Using the theory of generalized analytic functions,the solvability of theproblem is discussed.     

A note on model diagnostics in longitudinal data analysis

Longitudinal study has become one of the most commonly adopted designs in medical research. The generalized estimating equations (GEE) method and/or mixed effects models are employed very often in causal inferences. The related model diagnostic procedures are not yet fully formalized, and perhaps never will be. The potential causes of major problems are the high variety of the dependence within subjects and/or the number of repeated measurements. A single testing procedure, e.g., run test, is not possible to resolve all model diagnostics problems in longitudinal data analysis. Multiple quantitative indexes for model diagnostics are needed to take into account this variety. We propose eight testing procedures for randomness accompanied with some conventional and/or non-conventional plots to remedy model diagnostics in longitudinal data analysis. The proposed issue in this paper is well illustrated with four clinical studies in Taiwan.     

Property (<Emphasis Type="Italic">T</Emphasis>) and rigidity for actions on Banach spaces

We study property (T) and the fixed-point property for actions on L ^p and other Banach spaces. We show that property (T) holds when L ² is replaced by L ^p (and even a subspace/quotient of L ^p ), and that in fact it is independent of 1≤p<∞. We show that the fixed-point property for L ^p follows from property (T) when 1<p< 2+ε. For simple Lie groups and their lattices, we prove that the fixed-point property for L ^p holds for any 1< p<∞ if and only if the rank is at least two. Finally, we obtain a superrigidity result for actions of irreducible lattices in products of general groups on superreflexive spaces. Bader partially supported by ISF grant 100146; Furman partially supported by NSF grants DMS-0094245 and DMS-0604611; Gelander partially supported by NSF grant DMS-0404557 and BSF grant 2004010; Monod partially supported by FNS (CH) and NSF (US).     

Risk and quality control in a supply chain: competitive and collaborative approaches

This paper provides a quantitative and comparative economic and risk approach to strategic quality control in a supply chain, consisting of one supplier and one producer, using a random payoff game. Such a game is first solved in a risk-neutral framework by assuming that both parties are competing with each other. We show in this case that there may be an interior solution to the inspection game. A similar analysis under a collaborative framework is shown to be trivial and not practical, with a solution to the inspection game being an ‘all or nothing’ solution to one or both the parties involved. For these reasons, the sampling random payoff game is transformed into a Neyman–Pearson risk constraints game, where the parties minimize the expected costs subject to a set of Neyman–Pearson risk (type I and type II) constraints. In this case, the number of potential equilibria can be large. A number of such solutions are developed and a practical (convex) approach is suggested by providing an interior (partial sampling) solution for the collaborative case. Numerical examples are developed to demonstrate the procedure used. Thus, unlike theoretical approaches to the solution of strategic quality control random payoff games, the approach we construct is both practical and consistent with the statistical risk Neyman–Pearson approach.