Entropy production per site in (nonreversible) spin-flip processes

Entropy production per site in a (nonreversible) spin-flip process is studied. We give it a useful expression, from which a property stronger than affinity of the entropy production per site follows. Furthermore, quasi-invariance of nonequilibrium measures in the spin-flip processes is discussed via entropy production.     

Second Order Representations of the Least Absolute Deviation Regression Estimator

We consider exact weak and strong Bahadur-Kiefer representations of the least absolute deviation estimator for the linear regression model. The precise behavior of these representations is obtained under minimal conditions.     

The <Emphasis Type="Italic">M</Emphasis>/<Emphasis Type="Italic">G</Emphasis>/∞ system revisited: finiteness,summability, long range dependence,and reverse engineering

We explore M/G/∞ systems ‘fed’ by Poissonian inflows with infinite arrival rates. Three processes – corresponding to the system's state, workload, and queue-size – are studied and analyzed. Closed form formulae characterizing the system's stationary structure and correlation structure are derived. And, the issues of queue finiteness, workload summability, and Long Range Dependence are investigated. We then turn to devise a ‘reverse engineering’ scheme for the design of the system's correlation structure. Namely: how to construct an M/G/∞ system with a pre-desired ‘target’ workload/queue auto-covariance function. The ‘reverse engineering’ scheme is applied to various examples, including ones with infinite queues and non-summable workloads. AMS Subject Classifications Primary: 60K25; Secondary: 60G55, 60G10     

Single-server queues with spatially distributed arrivals

Consider a queueing system where customers arrive at a circle according to a homogeneous Poisson process. After choosing their positions on the circle, according to a uniform distribution, they wait for a single server who travels on the circle. The server's movement is modelled by a Brownian motion with drift. Whenever the server encounters a customer, he stops and serves this customer. The service times are independent, but arbitrarily distributed. The model generalizes the continuous cyclic polling system (the diffusion coefficient of the Brownian motion is zero in this case) and can be interpreted as a continuous version of a Markov polling system. Using Tweedie's lemma for positive recurrence of Markov chains with general state space, we show that the system is stable if and only if the traffic intensity is less than one. Moreover, we derive a stochastic decomposition result which leads to equilibrium equations for the stationary configuration of customers on the circle. Steady-state performance characteristics are determined, in particular the expected number of customers in the system as seen by a travelling server and at an arbitrary point in time.     

Oxidative dehydrogenation of crotonaldehyde overK2HPMo12O40catalyst

Summary The oxidative dehydrogenation of crotonaldehyde to furan and maleic anhydride was carried out over K₂HPMo₁₂O₄₀catalyst. A positive effect of water vapor on furan formation is explained by ability of the catalyst to isomerize 2E- to 2Z-crotonaldehyde.</o:p>     

Catalytic Activity of Nickel Alloys in Anodic Oxidation of the Hypophosphite Ion as a Function of Their Composition

The rate of anodic oxidation of the hypophosphite ion on alloys Ni-P, Ni-B, and Ni-Mo-P is studied as a function of their composition and structure. The organic compounds that are customarily used to stabilize electrolytes of electroless nickel plating are shown to come useful when controlling composition of the Ni-P coatings at the expense of their different influence on the rates of partial processes of deposition of the alloy components. The formation of catalytic activity of such coatings is affected mostly by a structural factor. With alloys Ni-P, Ni-B, and Ni-Mo-P, whose composition was varied by altering the concentration of the source of the alloying component, dependence of catalytic activity of the surface on the composition is defined mainly by an electronic factor.__________Translated from Elektrokhimiya, Vol. 41, No. 8, 2005, pp. 972–980.Original Russian Text Copyright © 2005 by Sotskaya, Dolgikh, Ryabinina.     

“String” formulation of the dynamics of the forward interest rate curve

We propose a formulation of the term structure of interest rates in which the forward curve is seen as the deformation of a string. We derive the general condition that the partial differential equations governing the motion of such string must obey in order to account for the condition of absence of arbitrage opportunities. This condition takes a form similar to a fluctuation-dissipation theorem, albeit on the same quantity (the forward rate), linking the bias to the covariance of variation fluctuations. We provide the general structure of the models that obey this constraint in the framework of stochastic partial (possibly non-linear) differential equations. We derive the general solution for the pricing and hedging of interest rate derivatives within this framework, albeit for the linear case (we also provide in the appendix a simple and intuitive derivation of the standard European option problem). We also show how the “string” formulation simplifies into a standard N-factor model under a Galerkin approximation. Received: 30 January 1998 / Revised: 12 February 1998 / Accepted: 16 February 1998     

Application of the stabilization method to interacting resonances

The stabilization method is applied to the case of interacting resonances in the photo-dissociation of van der Waals clusters composed by a rare gas atom bound to a dihalogen molecule. The study of an illustrative two-dimensional model consisting in a T-shaped NeI₂ molecule shows the adequacy of the method whenever the projection of the stabilization wave functions on the assumed prepared initial state is accounted for. The agreement of the fragmentation cross-sections with some previous results using the effective resolvent method and accurate close-coupling calculations is excellent. The method reveals its utility as a complementary tool since allows, through the analysis of the stabilization wave function in terms of zero-order levels, a precise characterization of the resonant states involved. Received 5 April 2002 / Received in final form 24 May 2002 Published online 19 July 2002     

Traces of harmonic functions,capacities, and traces of symmetric Markov processes

We derive explicit isomorphism formulas between weighted Dirichlet integrals for harmonic functions and boundary Dirichlet forms. Applications yield results on traces of Markov processes and convergence quasieverywhere of harmonic functions.