Analysis of GI<Superscript><Emphasis Type="Italic">X</Emphasis></Superscript>/<Emphasis Type="Italic">M</Emphasis>(<Emphasis Type="Italic">n</Emphasis>)//<Emphasis Type="Italic">N</Emphasis> systems with stochastic customer acceptance policy

We investigate GI ^X /M(n)//N systems with stochastic customer acceptance policy, function of the customer batch size and the number of customers in the system at its arrival. We address the time-dependent and long-run analysis of the number of customers in the system at prearrivals and postarrivals of batches and seen by customers at their arrival to the system, as well as customer blocking probabilities. These results are then used to derive the continuous-time long-run distribution of the number of customers in the system. Our analysis combines Markov chain embedding with uniformization and uses stochastic ordering as a way to bound the errors of the computed performance measures.      

Accurate confidence intervals in regression analyses of non-normal data

A linear model in which random errors are distributed independently and identically according to an arbitrary continuous distribution is assumed. Second- and third-order accurate confidence intervals for regression parameters are constructed from Charlier differential series expansions of approximately pivotal quantities around Student’s t distribution. Simulation verifies that small sample performance of the intervals surpasses that of conventional asymptotic intervals and equals or surpasses that of bootstrap percentile-t and bootstrap percentile-|t| intervals under mild to marked departure from normality.     

On the Uniform Convergence of the Empirical Density of an Ergodic Diffusion

We investigate the uniform convergence of the density of the empirical measure of an ergodic diffusion. It is known that under certain conditions on the drift and diffusion coefficients of the diffusion, the empirical density f _t converges in probability to the invariant density f, uniformly on the entire real line. We show that under the same conditions, uniform convergence of f _t to f on compact intervals takes place almost surely. Moreover, we prove that under much milder conditions (the usual linear growth condition on the drift and diffusion coefficients and a finite second moment of the invariant measure suffice), we have the uniform convergence of f _t to f on compacta in probability. This revised version was published online in June 2006 with corrections to the Cover Date.     

Monte Carlo simulation of three-dimensional dilute Ising model

A multispin coding program for site-diluted Ising models on large simple cubic lattices is described in detail. The spontaneous magnetization is computed as a function of temperature, and the critical temperature as a function of concentration is found to agree well with the data of Marro et al.⁽⁴⁾ and Landau⁽³⁾ for smaller systems.The first successful epsilon expansion seems to be by D. E. Khmelnitskii,ZhETF 68:1960 (1975), English translationSov. Phys. JETP 41:981 (1975); for numerical estimates see K. E. Newman and E. K. Riedel,Phys. Rev. H25:264 (1982), for experiments see R. J. Birgenau, R. A. Cowley, G. Shirane and H. Yoshizawa,J. Stat. Phys. 34:817 (1984).     

The significance of reducing setup times/setup costs

Scheduling with setup times or setup costs plays a crucial role in todays modern manufacturing and service environments where reliable products/services are to be delivered on time. Scheduling activities profoundly depend on the times/costs required to prepare the facility for performing the activities. However, the vast majority of existing scheduling literature ignores this fact. We define and emphasize the importance, applications, and benefits of explicitly considering setup times/costs in scheduling research. Moreover, a review of the latest research on scheduling problems with setup times/costs is provided.     

The Infrared Ray Transport in an N-Layered Matched Skin

Infrared ray (IR) has great potential in medical diagnosis and therapy. In order to detect tumor in skin, we set up the steady-state and time domain IR diffusion model of an n-layered matched medium with an infinitely thick. We utilize the diffuse equation to solve a five-layered infinite matched medium and obtain the accurate solution of a matched medium of the steady state and time domain in tissue. We compare the steady-state spatially resolved reflectance calculated with Monte-Carlo simulations. The Monte-Carlo simulation shows that the solution is valid. Our equation can be used to obtain the tumor information in medical diagnosis and therapy.     

Flow-shop scheduling with setup and assembly operations

A scheduling model for a production system including machining, setup and assembly operations is considered. Production of a number of single-item products is ordered. Each product is made by assembling a set of several different parts. First, the parts are manufactured in a flow-shop consisting of multiple machines. Then, they are assembled into products on a single assembly stage. Setup operation and setup time are needed when a machine starts processing the parts or it changes items. The operations are partitioned into several blocks. Each block consists of the machining operations, the setup operations, and the assembly operation(s) for one or several products. The parts of the same item in a block are processed successively. The objective function is the mean completion time for all products. We consider a problem to partition the operations into blocks and sequence the parts in each block so as to minimize the objective function. Solution procedures using pseudo-dynamic programming and a branch-and-bound method are proposed. Computational experiments are carried out to evaluate the performance of the solution procedures. It has been found that a good near-optimal schedule is obtained efficiently by the proposed solution procedures.     

Analytic solutions for optimal statistical arbitrage trading

In this paper we derive analytic formulae for statistical arbitrage trading where the security price follows an Ornstein-Uhlenbeck process. By framing the problem in terms of the first-passage time of the process, we derive expressions for the mean and variance of the trade length and the return. We examine the problem of choosing an optimal strategy under two different objective functions: the expected return, and the Sharpe ratio. An exact analytic solution is obtained for the case of maximising the expected return.     

欧拉常数γ的几种表示

调和级数∑n=1^∞1/n是发散的，而极限lim n→∞（∑k=1^∞1/k-lnn）却是收敛的，其极限值称为欧拉常数γ，本文给出了欧拉常数γ的几个有趣的级数表示和积分表示．     

Application of Discrete Fourier Series in the Stress Analysis of Cylindrical Shells of Variable Thickness with Arbitrary End Conditions

An approach is proposed to solve boundary-value stress—strain problems for cylindrical shells with thickness varying in two coordinate directions. The approach employs discrete Fourier series to separate circumferential variables. This makes it possible to reduce the problem to a one-dimensional one, which can be solved by the stable discrete-orthogonalization method. Examples are given __________ Translated from Prikladnaya Mekhanika, Vol. 41, No. 6, pp. 85–94, June 2005.