On characterizing the bivariate exponential and geometric distributions

In this note, a characterization of the Gumbel's bivariate exponential distribution based on the properities of the conditional moments is discussed. The result forms a sort of bivariate analogue of the characterization of the univariate exponential distribution given by Sahobov and Geshev (1974) (cited in Lau and Rao ((1982), Sankhy Ser. A, 44, 87)). A discrete version of the property provides a similar conclusion relating to a bivariate geometric distribution.     

A Kinetic Evidence for the Nitroxyl Radicals Recycling Mechanism in the Photostabilizing Process of HALS

The photoinduced bulk polymerization of a reactive-hindered amine fight stabilizers(r-HALS), 4-acryloyl-2, 2, 6, 6-tetramethylpiperidinyl (ATMP), was performed at 80℃ by using a DPC technique. An unique periodic exponential attenuation-type oscillating curve was found when the polymerization was carried out in air, but this phenomenon was not found in nitrogen.It is supposed that this unique kinetic performance may be attributed to nitroxyl radicals that are produced in situ from the oxidation of ATMP. ATMP polymer with narrow polydispersity (d =1.03) can be obtained by photoinduced solution polymerization of ATMP. The signal detected in ESR may be assigned to the nitroxyl radicals in the matrix of ATMP polymer. Since this kind of recycling of nitroxyl radicals is well documented for the photostabilizing mechanism of HALS, the present results may serve as a kinetic evidence for this mechanism.     

Independent exponential feeding of glycerol and methanol for fed-batch culture of recombinant Hansenula polymorpha DL-1

As a novel feeding strategy for aptomizing human epidermal growth factor (hEGF) production with a recombinant Hansenula polymorpha DL-1 using the methanol oxidase (MOX) promoter in H. polymorpha DL-1, independent exponential feeding of two substrates was used. A simple kinetic model considering the cell growth on two substrates was established and used to calculate the respective feeding rates of glycerol and methanol. In the fedbatch culture with methanol-only feeding, the optimal set point of specific growth rate on methanol was found to be 0.10 h⁻¹. When the fed-batch cultures were conducted by the independent feeding of glycerol and methanol, the actual specific growth rate on glycerol and methanol was slightly lower than the set point of specific growth rate. By the uncoupled feeding of glycerol and methanol the volumetric productivity of hEGF increased from 6.4 to 8.0 mg/(L·h), compared with methanol-only feeding.     

An approach to analysis of pigment release from microcapsules with size distribution

We have studied the release curve for microcapsules with size distribution. On the basis of an analogy to the relaxation phenomena with multiple characteristic times, we propose a stretched exponential release curve for the system with size distribution and relate the release curve to the size distribution function of the microcapsule. This method was successfully applied to the transfer of azo-pigments from inner medium of dioctyl phthalate to dispersing medium of methanol through poly(ureaurethane) microcapsule membrane.     

基于不确定指数O-U过程带有浮动利率模型的亚式期权定价

不确定金融是不确定理论在现代金融领域的一种应用,在解决金融问题中发挥着越来越重要的作用。而利率是一个重要的经济指标,经常受到一些不确定因素的影响,在研究期权定价时,有必要考虑浮动利率。本文提出了一种新的不确定指数Ornstein-Uhlenbeck过程模型,假设利率服从不确定均值回复过程,研究了期权定价问题,运用α-轨道方法,分别推导了亚式看涨期权和看跌期权定价公式。最后,设计了计算期权价格的数值算法,并给出数值算例。     

Regularity of Viscosity Solutions of the Biased Infinity Laplacian Equation

In this paper, we are interested in the regularity estimates of the nonnegative viscosity super solution of the $β$−biased infinity Laplacian equation $$∆^β_∞u = 0,$$ where $β ∈ \mathbb{R}$ is a fixed constant and $∆^β_∞u := ∆^N_∞u + β|Du|,$ which arises from the random game named biased tug-of-war. By studying directly the $β$−biased infinity Laplacian equation, we construct the appropriate exponential cones as barrier functions to establish a key estimate. Based on this estimate, we obtain the Harnack inequality, Hopf boundary point lemma, Lipschitz estimate and the Liouville property etc.     

Phase uniqueness and correlation length in diluted-field Ising models

The diluted-field Ising model, a random nonnegative field ferromagnetic model, is shown to have a unique Gibbs measure with probability I when the field mean is positive. Our methods involve comparisons with ordinary uniform field Ising models. They yield as a corollary a way of obtaining spontaneous magnetization through the application of a vanishing random magnetic field. The correlation lengths of this model defined as (lim _n-(1/n) log ₀; _n)^-1, wheren is the site on the first coordinate axis at distancen from the origin and ₀; _n is the origin ton two-point truncated correlation function, is non-random. We derive an upper bound for it in terms of the correlation length of an ordinary nonrandom model with uniform field related to the field distribution of the diluted model.     

Superexponential stability of KAM tori

We study the dynamics in the neighborhood of an invariant torus of a nearly integrable system. We provide an upper bound to the diffusion speed, which turns out to be of superexponentially small size exp[-exp(1/)], being the distance from the invariant torus. We also discuss the connection of this result with the existence of many invariant tori close to the considered one.     

Sequential estimation of a parameter of an exponential distribution

We consider the problem of minimum risk point estimation for the parameter =a+b of the exponential distribution with unknown location parameter and scale parameter when the loss function is squared error plus linear cost. In this paper, we propose a sequential estimator of and show that the associated risk is asymptotically one cost less than that given by Ghosh and Mukhopadhyay (1989,South African Statist. J.,23, 251–268).     

Bayesian sequential reliability for Weibull and related distributions

Assume that the probability density function for the lifetime of a newly designed product has the form: [H(t)/Q()] exp{–H(t)/Q()}. The Exponential(), Rayleigh, WeibullW(, ) and Pareto pdf's are special cases.Q() will be assumed to have an inverse Gamma prior. Assume thatm independent products are to be tested with replacement. A Bayesian Sequential Reliability Demonstration Testing plan is used to eigher accept the product and start formal production, or reject the product for reengineering. The test criterion is the intersection of two goals, a minimal goal to begin production and a mature product goal. The exact values of various risks and the distribution of total number of failures are evaluated. Based on a result about a Poisson process, the expected stopping time for the exponential failure time is also found. Included in these risks and expected stopping times are frequentist versions, thereof, so that the results also provide frequentist answers for a class of interesting stopping rules.This research was supported by NSF grants DMS-8703620 and DMS-8923071, and forms part of the Ph.D. Thesis of the first author, the development of which was supported in part by a David Ross grant at Purdue University. The authors thank the editors and a referee for insightful comments and suggestions.