Stationary queues with one autonomous server

Given a stationary stochastic continuous demand of service σ(θ_tω) dt with ∫ σ(ω)P(dω) < 1, we construct real stationary point processes $\text{(T}{}_{\mathrm{n}}\text{, n ∈}\text{Z}\text{)[T}{}_{\mathrm{n}}\text{< T}{}_{\mathrm{n}}\text{+1, lim}{}_{\mathrm{\pm \infty }}\text{T}{}_{\mathrm{n}}\text{= ±∞]}$ such that

for a given constant D \2>0. These point processes correspond to a service discipline for which a single server services during the time intervals [T_n, T_n+1[ the demand of service accumulated during the proceding intervals [T_n?1, T_n[ and take a rest of fixed duration D.     

On the statistical independence of various column contributions to band broadening. Part 1: Second moment contributions from statistically independent,longitudinal diffusion in both phases

The total length-based second moment contribution from longitudinal sample diffusion in both phases on a column, σD , is derived by adding individual partial differential contributions to a partial differential equation accounting for the longitudinal diffusion processes only. Although each diffusion-dispersed sample part is equilibrated between two phases, the resulting σ,D (= 2D _mt _m + 2D _st _s) can be interpreted as the sum of two independent contributions in accordance with the variance addition rule. (D _m and D _s are the mean diffusion coefficients and t _mand t _s the mean residence times of the sample in the mobile and stationary phases, respectively.) The same σD expression is derived from the random walk model of Giddings by treating the diffusional process in each phase as statistically independent of the other processes. Under these conditions the broadening contribution from longitudinal diffusion in the mobile phase is shown to be independent of the velocity profile.     

Substituent control in the diastereoselectivity of dipolar cycloadditions of nitrones and their Zn(II) complexes with N-arylmaleimides

The π-π stacking interactions between maleimide's and nitrone's aromatic rings during the 1,3-dipolar cycloaddition were assumed to control the exo-endo selectivity of the reaction. The exo-endo ratios change during the reactions until they reach a constant value, which depends on the substituent. Electron-withdrawing groups favour the exo adduct while electron-donating groups favour the endo adduct. The nitrone ZnBr₂ complexes react much more slowly than the free nitrone and the cycloaddition is exo selective in all cases independent of the substituents on the maleimide's aromatic ring. Thermal retrocycloaddition of the cycloadducts produce the corresponding nitrones. The ring opening in the presence of secondary amines did not induce imine formation. endo Adducts were shown for the first time to be the stable paramagnetic compounds.     

β-Tricarbonyl compounds. I. 2,4-Disubstituted 1,3-cyclopentanediones

Summary Stable enolic isomers of 2-aroyl-4-aracyl-1,3-cyclopentanediones such as3 and4 were prepared by condensation of aryl methyl ketones and diethyl maleate using an excess of sodium ethoxide (Aryl=C₆H₅, 4-C₆H₄CH₃, 4-C₆H₄Br and 4-C₆H₄Cl).

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-Tricarbonyl Verbindungen. I. 2,4-Disubstituierte 1,3-Cyclopentandione

Zusammenfassung Stabile Enol-Isomere von 2-Aroyl-4-aracyl-1,3-cyclopentandionen wie3 und4 wurden durch Kondensation von Arylmethylketonen und Diethylmaleat mit einem Überschuß von Natriumethoxid dargestellt (Aryl=C₆H₅, 4-C₆H₄CH₃, 4-C₆H₄Br und 4-C₆H₄Cl).

     

15-甲基-双环[10,3,0]十五碳-1(12)-烯-13-酮的晶体结构及分子稳定构象

15-甲基-双环[10,3,0]十五碳-1(12)-烯-13-酮的单晶属空间群P2_1/n,晶胞参数:a=0.4838(1)nm,b=1.3949(2)nm,c=2.1645(4)nm,β=92.07(1)°,Z=4.其中平面五员环呈刚性。另一个含烯十二员环的实际构象与分子力学计算的最稳定构象一致。     

Convergence issues in using high‐resolution schemes and lower–upper symmetric Gauss–Seidel method for steady shock‐induced combustion problems

This paper reports numerical convergence study for simulations of steady shock‐induced combustion problems with high‐resolution shock‐capturing schemes. Five typical schemes are used: the Roe flux‐based monotone upstream‐centered scheme for conservation laws (MUSCL) and weighted essentially non‐oscillatory (WENO) schemes, the Lax–Friedrichs splitting‐based non‐oscillatory no‐free parameter dissipative (NND) and WENO schemes, and the Harten–Yee upwind total variation diminishing (TVD) scheme. These schemes are implemented with the finite volume discretization on structured quadrilateral meshes in dimension‐by‐dimension way and the lower–upper symmetric Gauss–Seidel (LU–SGS) relaxation method for solving the axisymmetric multispecies reactive Navier–Stokes equations. Comparison of iterative convergence between different schemes has been made using supersonic combustion flows around a spherical projectile with Mach numbers M = 3.55 and 6.46 and a ram accelerator with M = 6.7. These test cases were regarded as steady combustion problems in literature. Calculations on gradually refined meshes show that the second‐order NND, MUSCL, and TVD schemes can converge well to steady states from coarse through fine meshes for M = 3.55 case in which shock and combustion fronts are separate, whereas the (nominally) fifth‐order WENO schemes can only converge to some residual level. More interestingly, the numerical results show that all the schemes do not converge to steady‐state solutions for M = 6.46 in the spherical projectile and M = 6.7 in the ram accelerator cases on fine meshes although they all converge on coarser meshes or on fine meshes without chemical reactions. The result is based on the particular preconditioner of LU–SGS scheme. Possible reasons for the nonconvergence in reactive flow simulation are discussed.Copyright © 2012 John Wiley & Sons, Ltd.     

Limit theorems for the pre-averaged Hayashi–Yoshida estimator with random sampling

We will focus on estimating the integrated covariance of two diffusion processes observed in a nonsynchronous manner. The observation data is contaminated by some noise, which possibly depends on the time and the latent diffusion processes, while the sampling times also possibly depend on the observed processes. In a high-frequency setting, we consider a modified version of the pre-averaged Hayashi–Yoshida estimator, and we show that such a kind of estimator has the consistency and the asymptotic mixed normality, and attains the optimal rate of convergence.     

Likelihood Inference under Generalized Hybrid Censoring Scheme with Comp eting Risks

Statistical inference is developed for the analysis of generalized type-II hybrid censoring data under exponential competing risks model. In order to solve the problem that approximate methods make unsatisfactory performances in the case of small sample size, we establish the exact conditional distributions of estimators for parameters by conditional moment generating function(CMGF). Furthermore, confidence intervals(CIs) are constructed by exact distributions, approximate distributions as well as bootstrap method respectively, and their performances are evaluated by Monte Carlo simulations. And finally, a real data set is analyzed to illustrate all the methods developed here.     

Intensity‐based estimation of extreme loss event probability and value at risk

We develop a methodology for the estimation of extreme loss event probability and the value at risk, which takes into account both the magnitudes and the intensity of the extreme losses. Specifically, the extreme loss magnitudes are modeled with a generalized Pareto distribution, whereas their intensity is captured by an autoregressive conditional duration model, a type of self‐exciting point process. This allows for an explicit interaction between the magnitude of the past losses and the intensity of future extreme losses. The intensity is further used in the estimation of extreme loss event probability. The method is illustrated and backtested on 10 assets and compared with the established and baseline methods. The results show that our method outperforms the baseline methods, competes with an established method, and provides additional insight and interpretation into the prediction of extreme loss event probability. Copyright © 2012 John Wiley & Sons, Ltd.     

Analysis of the multiple roots of the Lundberg fundamental equation in the PH (n) risk model

In the study of the Sparre Andersen risk model with phase‐type (n) inter‐claim times (PH (n) risk model), the distinct roots of the Lundberg fundamental equation in the right half of the complex plane and the linear independence of the eigenvectors related to the Lundberg matrix L_δ(s) play important roles. In this paper, we study the case where the Lundberg fundamental equation has multiple roots or the corresponding eigenvectors are linearly dependent in the PH (n) risk model. We show that the multiple roots of the Lundberg fundamental equation det[L_δ(s)] = 0 can be approximated by the distinct roots of the generalized Lundberg equation introduced in this paper and that the linearly dependent eigenvectors can be approximated by the corresponding linearly independent ones as well. Using this result we derive the expressions for the Gerber–Shiu penalty function. Two special cases of the generalized Erlang(n) risk model and a Coxian(3) risk model are discussed in detail, which illustrate the applicability of main results. Finally, we consider the PH(2) risk model and conclude that the roots of the Lundberg fundamental equation in the right half of the complex plane are distinct and that the corresponding eigenvectors are linearly independent. Copyright © 2011 John Wiley & Sons, Ltd.