We consider a random walk with a negative drift and with a jump distribution which under Cramér’s change of measure belongs to the domain of attraction of a spectrally positive stable law. If conditioned to reach a high level and suitably scaled, this random walk converges in law to a nondecreasing Markov process which can be interpreted as a spectrally positive Lévy process conditioned not to overshoot level 1. 相似文献
We extend the Rayleigh-Ritz method to the eigen-problem of periodic matrix pairs. Assuming that the deviations of the desired periodic eigenvectors from the corresponding periodic subspaces tend to zero, we show that there exist periodic Ritz values that converge to the desired periodic eigenvalues unconditionally, yet the periodic Ritz vectors may fail to converge. To overcome this potential problem, we minimize residuals formed with periodic Ritz values to produce the refined periodic Ritz vectors, which converge under the same assumption. These results generalize the corresponding well-known ones for Rayleigh-Ritz approximations and their refinement for non-periodic eigen-problems. In addition, we consider a periodic Arnoldi process which is particularly efficient when coupled with the Rayleigh-Ritz method with refinement. The numerical results illustrate that the refinement procedure produces excellent approximations to the original periodic eigenvectors. 相似文献
Analytic network process is a multiple criteria decision analysis (MCDA) method that aids decision makers to choose among a number of possible alternatives or prioritize the criteria for making a decision in terms of importance. It handles both qualitative and quantitative criteria, that are compared in pairs, in order to forge a best compromise answer according to the different criteria and influences involved. The method has been widely applied and the literature review reveals a rising trend of ANP-related articles. The ‘power’ matrix method, a procedure necessary for the stability of the decision system, is one of the critical calculations in the mathematical part of the method. The present study proposes an alternative mathematical approach that is based on Markov chain processes and the well-known Gauss-Jordan elimination. The new approach obtains practically the same results as the power matrix method, requires slightly less time and number of calculations and handles effectively cyclic supermatrices, optimizing thus the whole procedure. 相似文献
The unique catalytic activity of vanadium nitrogenase suggests a new direction for the direct production of biofuels from CO with either synthetic catalysts or nitrogenase-containing bacteria. The reduction of CO by V?nitrogenase to light hydrocarbons shows striking similarities to the established Fischer-Tropsch process; however, the enzyme does not use H(2) directly for this reaction. ADP=adenosine diphosphate, ATP= adenosine triphosphate. 相似文献
A model is built to describe the dynamic trajectories of the xylene soluble fraction (XS) in an industrial bulk propylene polymerization process. Emphasis is given to the coupling between the XS dynamics and the reactor liquid bleed policy. It is shown that cocatalyst recirculation can affect the dynamics of the cocatalyst/donor ratio and consequently the dynamics of XS during polymerization. Simulation results indicate that the effect of the reactor liquid bleed operation and of the cocatalyst/donor ratio upon the XS trajectories can be minimized if PI controllers are designed to control the propane concentration and to increase the speed of the cocatalyst/donor transitions. Finally, it is shown that the model is able to reproduce the dynamic XS profile obtained during a large XS transition at plant site.