Inequalities for the Moments and Distribution of the Ladder Height of a Random Walk

We obtain upper bounds for the tail distribution of the first nonnegative sum of a random walk and for the moments of the overshoot over an arbitrary nonnegative level if the expectation of jumps is positive and close to zero. In addition, we find an estimate for the expectation of the first ladder epoch.     

Locally Periodic Versus Globally Periodic Infinite Words

We call a one-way infinite word w over a finite alphabet (ρ,l)-repetitive if all long enough prefixes of w contain as a suffix a ρth power (or more generally a repetition of order ρ) of a word of length at most l. We show that each (2,4)-repetitive word is ultimately periodic, as well as that there exist continuum many, and hence also nonultimately periodic, (2,5)-repetitive words. Further, we characterize nonultimately periodic (2,5)-repetitive words both structurally and algebraically.     

Field Theory Methods in Classical Dynamics

A Dirac picture perturbation theory is developed for the time evolution operator in classical dynamics in the spirit of the Schwinger–Feynman–Dyson perturbation expansion and detailed rules are derived for computations. Complexification formalisms are given for the time evolution operator suitable for phase space analyses, and then extended to a two-dimensional setting for a study of the geometrical Berry phase as an example. Finally a direct integration of Hamilton's equations is shown to lead naturally to a path integral expression, as a resolution of the identity, as applied to arbitrary functions of generalized coordinates and momenta.     

Collisional excitation of Na-Rydberg atoms

The scattering of heavy ion with a multilevel Rydberg atom in the presence of an electromagnetic field is studied. The interaction of Rydberg atom and the e.m field is explored using non-perturbative quasi-energy technique. Although the results are presented for selected excitations but in actual calculations we have included many levels of the atom. The effect of various parameters are shown on collisional excitation process. As an illustration detailed calculations are performed for the inelastic proton-Na Rydberg atom collision accompanied by the transfer of photons and the effects of dressing due to the field are considered. The emphasis of the present work is on collision induced transitions especially the case that involves change of orbital as well as principal quantum number. Received 26 December 2001 / Received in final form 8 April 2002 Published online 19 July 2002     

利用CCD光电测量系统测量杨氏弹性模量

提出一种测量微小伸长量的光电测量方法,即利用CCD光电测量系统将单缝衍射的光强分布转换为电信号,经过计算机处理后输出光强分布曲线,从相邻波谷读出衍射条纹间隔,通过软件的简单操作直接输出测量结果.实现了数据采集及运算结果的实时化、半自动化,并克服了传统方法的测量困难和数据处理的复杂计算.利用这一方法测定了钢丝的杨氏弹性模量,与标称值符合得较好.     

Weak convergence of the U-statistic and weak invariance of the one-sample rank order statistic for Markov processes and ARMA models

Harel and Puri (1989, J. Multivariate Anal. 29) studied the asymptotic behavior of the U-statistic and the one-sample rank order statistic for nonstationary absolutely regular processes. In this note, we present some applications of these results for Markov processes as well as ARMA processes.     

Discretization of the solutions to Poisson’s equation

Sharp estimates (in the power scale) are obtained for the discretization error in the solutions to Poisson’s equation whose right-hand side belongs to a Korobov class. Compared to the well-known Korobov estimate, the order is almost doubled and has an ultimate value in the power scale.     

Modelling recruitment training in mathematical human resource planning

This paper deals with mathematical human resource planning; more specifically, it suggests a new model for a manpower‐planning system. In general, we study a k‐classed hierarchical system where the workforce demand at each time period is satisfied through internal mobility and recruitment. The motivation for this work is based on various European Union incentives, which promote regional or local government assistance programs that could be exploited by firms not only for hiring and training newcomers, but also to improve the skills and knowledge of their existing personnel. In this respect, in our augmented mobility model we establish a new ‘training/standby’ class, which serves as a manpower inventory position for potential recruits. This class, which may very well be internal or external to the system, is incorporated into the framework of a non‐homogeneous Markov chain model. Furthermore, cost objectives are employed using the goal‐programming approach, under different operating assumptions, in order to minimize the operational cost in the presence of system's constraints and regulations. Copyright © 2002 John Wiley & Sons, Ltd.     

Scale Invariance Properties in the Simulated Annealing Algorithm

The Boltzmann distribution used in the steady-state analysis of the simulated annealing algorithm gives rise to several scale invariant properties. Scale invariance is first presented in the context of parallel independent processors and then extended to an abstract form based on lumping states together to form new aggregate states. These lumped or aggregate states possess all of the mathematical characteristics, forms and relationships of states (solutions) in the original problem in both first and second moments. These scale invariance properties therefore permit new ways of relating objective function values, conditional expectation values, stationary probabilities, rates of change of stationary probabilities and conditional variances. Such properties therefore provide potential applications in analysis, statistical inference and optimization. Directions for future research that take advantage of scale invariance are also discussed.