Statistical Inference with Fractional Brownian Motion

We give a test between two complex hypothesis; namely we test whether a fractional Brownian motion (fBm) has a linear trend against a certain non-linear trend. We study some related questions, like goodness-of-fit test and volatility estimation in these models.     

Structure and electrochemical behaviour of 4,7-diazaheptyl-trimethoxy-silane and vinyl-trialkoxy-silane adsorbed at silver surface

Novel self-assembled monolayers were obtained on silver using 4,7-diazaheptyl-trimethoxy-silane (SiN) and vinyl-trialkoxy-silane (SiVA, where the alkyl group is 3,6,9,12,15,18,21,24,27,30,33,36,39,42,45,48,51,54,57,60-eicozaoxa- hexaheptaconan). It was shown that thus modified metal surface was protected against electrooxidation. A densely packed monolayer remained stable and did not desorb from the Ag electrode on the potential cycling. The structure of SiN and SiVA as well as their complexes with Li⁺ cations were calculated and visualised by the AM1d and PM5 semi-empirical methods.     

Cyclic permutations and evolutionary trees

Given a tree with leaf set X, there are certain ways of arranging the elements of X in a circular order so that can be embedded in the plane and ‘preserve’ this ordering. We investigate some new combinatorial properties of these ‘circular orderings.’ We then use these properties to establish two results concerning dissimilarity maps on X that are induced by edge-weighted trees with leaf set X.     

Stochastic analysis in life office management: applications to large annuity portfolios

The paper deals with the riskiness analysis for a large portfolio of life annuities. By means of the limiting distribution of the present value of the portfolio, in the first part of the paper a model for evaluating the investment and the projection risks is presented. In the second part, with regard to the investment risk's effects, the insolvency risk is measured considering the cumulative probability distribution function of the discounted average cost per policy. Copyright © 2003 John Wiley & Sons, Ltd.     

一类复杂循环排队系统的计算机模拟及其在进程调度中的应用

讨论了顾客到达时间和服务时间与等待队列队长有关的排队系统模拟,顾客服务次数不止1次即出现循环的复杂排队系统,引入到达因子、服务台因子和循环因子,在串并联多服务台情形下建立了4类计算机模拟模型,给出该复杂循环排队系统在进程调度中的应用并进行了计算机模拟.     

Tribute to Endre Csáki and Pál Révész

Summary This article provides a glimpse of some of the highlights of the joint work of Endre Csáki and Pál Révész since 1979. The topics of this short exploration of the rich stochastic milieu of this inspiring collaboration revolve around Brownian motion, random walks and their long excursions, local times and additive functionals, iterated processes, almost sure local and global central limit theorems, integral functionals of geometric stochastic processes, favourite sites--favourite values and jump sizes for random walk and Brownian motion, random walking in a random scenery, and large void zones and occupation times for coalescing random walks.     

ASYMPTOTIC NORMALITY OF KERNEL ESTIMATES OF A DENSITY FUNCTION UNDER ASSOCIATION DEPENDENCE

Let {X_n, n≥1} be a strictly stationary sequence of random variables, whichare either associated or negatively associated, f(·) be their common density. In this paper,the author shows a central limit theorem for a kernel estimate of f(·) under certain regularconditions.     

一种改进的进化规划算法

本对于全局优化问题提出一个改进的进化规划算法，该算法以概率p接收基于电磁理论求出合力方向作为随机搜索方向，以概率1-p接收按正态分布产生的随机搜索方向。改进算法不仅克服了传统进化规划算法随机搜索的盲目性，而且保留了传统进化规划算法全局搜索性。本算法应用于几个典型例题，数值结果表明本算法是可行的，有效的。     

Inhomogeneous Voter Models in One Dimension

We establish conditions for survival and extinction of types of one-dimensional voter models, and show that increasing the flip rates at a finite number of sites typically does not affect survival, unless the flipping mechanism is altered. We provide an example of a modified voter model that does not survive but can be made to survive simply by altering the flip mechanism at one site. We also show that a rather general class of such models have clustering behavior.     

Synthesis of bioactive indolocarbazoles: synthesis, nucleophilic ring-opening and chiral base desymmetrisation of a cyclic sulfate intermediate

A number of new functionalised bridged indolocarbazole systems have been prepared by ring-opening reactions of a key cyclic sulfate intermediate, prepared from the corresponding diol by the action of sulfuryl diimidazole and DBU. The same cyclic sulfate also undergoes an unprecedented asymmetric rearrangement to a chiral ketone, on treatment with a chiral lithium amide base.