Long‐range dependence and performance in telecom networks

Telecommunications systems have recently undergone significant innovations. These call for suitable statistical models that can properly describe the behaviour of the input traffic in a network. Here we use fractional Brownian motion (FBM) to model cumulative traffic network, thus taking into account the possible presence of long‐range dependence in the data. A Bayesian approach is devised in such a way that we are able to: (a) estimate the Hurst parameter H of the FBM; (b) estimate the overflow probability which is a parameter measuring the quality of service of a network: (c) develop a test for comparing the null hypothesis of long‐range dependence in the data versus the alternative of short‐range dependence. In order to achieve these inferential results, we elaborate an MCMC sampling scheme whose output enables us to obtain an approximation of the quantities of interest. An application to three real datasets, corresponding to three different levels of traffic, is finally considered. Copyright © 2004 John Wiley & Sons, Ltd.     

障碍平方期权的定价

本讨论了一种变异期权——收益结构为平方的障碍期权，在股票价格服从几何布朗运动的模型下，由带单侧吸收壁的布朗运动的密度和分布函数得到连续障碍平方期权的定价公式．     

束流线性耦合效应的初步研究

在储存环的束流传输系统中,斜四极场和纵向螺线管场是引起束流线性耦合的主要原因.由于这种耦合,使得束流的幅度和发射度发生交换,引起束流横向包络的增大,严重的将造成束流损失.从Betatron运动方程出发研究了斜四极场和螺线管场存在时束流的幅度耦合效应,分析了斜四极场存在时束流发射度的变化.     

Super-Brownian motion with reflecting historical paths. II. Convergence of approximations

We prove that the sequence of finite reflecting branching Brownian motion forests defined by Burdzy and Le Gall ([1]) converges in probability to the “super-Brownian motion with reflecting historical paths.” This solves an open problem posed in [1], where only tightness was proved for the sequence of approximations. Several results on path behavior were proved in [1] for all subsequential limits–they obviously hold for the unique limit found in the present paper.Mathematics Subject Classification (2000): Primary 60H15, Secondary 35R60Supported in part by NSF Grant DMS-0071486, Israel Science Foundation Grants 12/98 and 116/01 - 10.0, and the U.S.-Israel Binational Science Foundation (grant No. 2000065).     

Formula 1 – A Mathematical Microworld with CAS: Analysis of Learning Opportunities and Experiences with Students

In this article we describe a mathematical microworld for investigating car motion on a racing course and its use with a group of grade 12 students. The microworld is concerned with the mathematical construction of courses and functions which describe car motion. It is implemented in the computer algebra system, Maple^®, which provides the means to represent courses and functions symbolically and graphically. We describe the learning opportunities offered by the microworld in relation to the research literature on functions. Various facets and layers of the function concept are addressed in the microworld, and we suggest how work in the microworld might help in overcoming some well-known misconceptions.This revised version was published online in September 2005 with corrections to the Cover Date.     

Quadratic Integrals of Motion for the Systems of Identical Particles

The dynamical systems of identical particles admitting quadratic integrals of motion are classified. The relevant integrals are explicitly constructed and their relation to separation of variables in Hamilton-Jacobi equation is clarified.     

从一道运动学题目的求解谈坐标系选取的重要性

通过比较一道典型运动学题目的近似求解方法与精确求解方法，探讨坐标系选取对研究曲线运动的重要性．     

Temperature‐modulated differential scanning calorimetry studies on the origin of double melting peaks in isothermally melt‐crystallized poly(L‐lactic acid)

In this work, the melting behaviors of nonisothermally and isothermally melt‐crystallized poly(L ‐lactic acid) (PLLA) from the melt were investigated with differential scanning calorimetry (DSC) and temperature‐modulated differential scanning calorimetry (TMDSC). The isothermal melt crystallizations of PLLA at a temperature in the range of 100–110 °C for 120 min or at 110 °C for a time in the range of 10–180 min appeared to exhibit double melting peaks in the DSC heating curves of 10 °C/min. TMDSC analysis revealed that the melting–recrystallization mechanism dominated the formation of the double melting peaks in PLLA samples following melt crystallizations at 110 °C for a shorter time (≤30 min) or at a lower temperature (100, 103, or 105 °C) for 120 min, whereas the double lamellar thickness model dominated the formation of the double melting peaks in those PLLA samples crystallized at a higher temperature (108 or 110 °C) for 120 min or at 110 °C for a longer time (≥45 min). © 2007 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 45: 466–474, 2007     

The influence of temperature gradients on the kinetic boundary layer problem for a condensing droplet

We extend an earlier method for solving kinetic boundary layer problems to the case of particles moving in aspatially inhomogeneous background. The method is developed for a gas mixture containing a supersaturated vapor and a light carrier gas from which a small droplet condenses. The release of heat of condensation causes a temperature difference between droplet and gas in the quasistationary state; the kinetic equation describing the vapor is the stationary Klein-Kramers equation for Brownian particles diffusing in a temperature gradient. By means of an expansion in Burnett functions, this equation is transformed into a set of coupled algebrodifferential equations. By numerical integration we construct fundamental solutions of this equation that are subsequently combined linearly to fulfill appropriate mesoscopic boundary conditions for particles leaving the droplet surface. In view of the intrinsic numerical instability of the system of equations, a novel procedure is developed to remove the admixture of fast growing solutions to the solutions of interest. The procedure is tested for a few model problems and then applied to a slightly simplified condensation problem with parameters corresponding to the condensation of mercury in a background of neon. The effects of thermal gradients and thermodiffusion on the growth rate of the droplet are small (of the order of 1%), but well outside of the margin of error of the method.     

Internal Rotation of the Methyl Group in Cations of Toluene Derivatives

The potential of the internal rotation of the methyl group was determined for o-, m-, and p-fluorotoluene cations by pulsed field ionization spectroscopy. The potential of the internal rotational motion was also surveyed for other toluene derivative cations. It was found that the barrier height generally increases by ionization. The increase in the barrier height has been discussed in connection with the reduction of the internal rotational constant B by ionization. The geometrical distortion of the methyl group during the internal rotation has been suggested.