The Law of the Iterated Logarithm for Extreme Waiting Time in Multiphase Queueing Systems

The objective of this research in the queueing theory is the law of the iterated logarithm (LIL) under the conditions of heavy traffic in multiphase queueing systems (MQS). In this paper, the LIL is proved for the extreme values of some important probabilistic characteristics of the MQS, namely, maxima and minima of the summary waiting time of a customer, and maxima and minima of the waiting time of a customer.     

A bisection-extreme point search algorithm for optimizing over the efficient set in the linear dependence case

The algorithms and algorithmic ideas currently available for globally optimizing linear functions over the efficient sets of multiple objective linear programs either use nonstandard subroutines or cannot yet be implemented for lack of sufficient development. In this paper a Bisection-Extreme Point Search Algorithm is presented for globally solving a large class of such problems. The algorithm finds an exact, globally-optimal solution after a finite number of iterations. It can be implemented by using only well-known pivoting and optimization subroutines, and it is adaptable to large scale problems or to problems with many local optima.     

On the Length of Scales of Computability Potentials for n-Element Algebras

We find the length of scales of computability potentials for n-element algebras. As a consequence, we find the length of the filter generated by the clone of a discriminant function in the lattice of clones of functions on an n-element set.     

On the parallel dynamics of theQ-state Potts andQ-Ising neural networks

Using a probabilistic approach, the parallel dynamics of theQ-state Potts andQ-Ising neural networks are studied at zero and at nonzero temperatures. Evolution equations are derived for the first time step and arbitraryQ. These formulas constitute recursion relations for the exact parallel dynamics of the extremely diluted asymmetric versions of these networks. An explicit analysis, including dynamical capacity-temperature diagrams and the temperature dependence of the overlap, is carried out forQ=3. Both types of models are compared.On leave of absence from the Laboratory of Theoretical Physics, Joint Institute for Nuclear Research, Dubna 141980, Russia.     

Characterization of set‐valued conditional expectation

For an essentially bounded closed‐convex‐nonempty set‐valued random variable, it is shown that the conditional expectation is characterized by its integrals over the sets of the associated σ ‐field. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

适度删失时的极值指数估计

讨论在实际中常常会碰到的删失数据情形下的极值指数估计问题.限于极值数据本来就不多,将删失限定为适度删失.构造了适度右删失时Pareto型分布的一个子族—Hall族的极值指数的估计量.借助于估计量的信息,巧妙地构造了加权二乘估计的权数.从理论上说明了加权二乘估计的可行性,并利用MC方法,对Burr(1,1,1)、Burr(1,0.5,2)、Fréchet(1)、Fréchet(2)、学生-t1、学生-t4等几种常见的极值分布进行模拟,说明了加权二乘估计方法对门限值的选取并不敏感,具有很好的稳健性.同时,将利用Burr(1,1,1)、Burr(1,0.5,2)、Fréchet(1)分布模拟所得结果与Beirlant等人(2001)利用指数回归模型所得结果进行比较,说明了新方法比指数回归模型更为理想.     

Nonlinear Deformational Properties of Dispersely Strengthened Materials

A method and an algorithm for determining the effective deformational properties of dispersely strengthened materials with a physically nonlinear matrix and quasi-spheroidal linearly elastic inclusions are elaborated based on the stochastic differential equations of the physically nonlinear theory of elasticity. Their transformation to integral equations and the application of the method of conditional moments reduce the problem to a system of nonlinear algebraic equations, whose solution is constructed by the iteration method. The deformation diagrams as functions of the volume content of inclusions are investigated.     

Markov chain model of mixed surfactant systems

A new model of mixed surfactant systems have been developed in the work presented. It includes two parameters only connected directly with the Gibbs free energy of the surfactant aggregation. They can be determined using both the aggregation equilibrium constant values or the phase composition data. It has been shown also the relation between these new parameters and the same of the regular solution approximation and the alternative models. The possibility to describe the available experimental information about the micelle composition as a function of the singly dispersed surfactant mixture composition better than by the other models has been shown also.     

Multivariate Discrete Distributions with a Product-Type Dependence

A discrete multivariate probability distribution for dependent random variables, which contains the Poisson and Geometric conditionals distributions as particular cases, is characterized by means of conditional expectations of arbitrary one-to-one functions. Independence of the random variables is also characterized in terms of these conditional expectations. For certain exchangeable and partially exchangeable random variables with a joint distribution of this form it is shown that maximum likelihood estimates coincide with the simple method of moments estimates, suggesting that these models offer a pragmatic way to analyze certain dependent data.     

极值法膜厚控制的误差分析及其改进设计

分析了光学薄膜厚度的极值控制法,并利用矩阵的方法给出了极值法膜厚控制误差。基于极值法膜厚控制的原理,利用由IC/5薄膜沉积控制器和晶震探头组成的反馈系统,控制蒸发速率的大小,光控的信号由可编程的计算机探测接收。分别对ZrO2/SiO2,膜料进行了两组交替镀制实验测试。结果表明,整个系统稳定性好,自动化程度高,膜厚控制精度在1 02%左右。