Rate conservation laws: A survey

We survey the rate conservation law, RCL for short, arising in queues and related stochastic models. RCL was recognized as one of the fundamental principles to get relationships between time and embedded averages such as the extended Little's formulaH=G, but we show that it has other applications. For example, RCL is one of the important techniques for deriving equilibrium equations for stochastic processes. It is shown that the various techniques, including Mecke's formula for a stationary random measure, can be formulated as RCL. For this purpose, we start with a new definition of the rate with respect to a random measure, and generalize RCL by using it. We further introduce the notion of quasi-expectation, which is a certain extension of the ordinary expectation, and derive RCL applicable to the sample average results. It means that the sample average formulas such asH=G can be obtained as the stationary RCL in the quasi-expectation framework. We also survey several extensions of RCL and discuss examples. Throughout the paper, we would like to emphasize how results can be easily obtained by using a simple principle, RCL.     

The law of the solution to a nonlinear hyperbolicSPDE

Let { _s,t ,(s,t ₊ ² } be a white noise on ₊ ² . We consider the hyperbolic stochastic partial differential equation {ie863-3} The purpose of this paper is to study the law of the solution to this equation. We analyze the existence and smoothness of the density using the tools of Malliavin Calculus. Finally we prove a large deviation principle on the space of continuous functions, for the family of probabilities obtained by perturbation of the noise in the equation.This work has been partially supported by the grant of the DGICYT No. PB 930052 and the EU Science project CT 910459.     

Fractional Power Series and Pairings on Drinfeld Modules

Let be an algebraically closed field containing which is complete with respect to an absolute value . We prove that under suitable constraints on the coefficients, the series converges to a surjective, open, continuous -linear homomorphism whose kernel is locally compact. We characterize the locally compact sub--vector spaces of which occur as kernels of such series, and describe the extent to which determines the series. We develop a theory of Newton polygons for these series which lets us compute the Haar measure of the set of zeros of of a given valuation, given the valuations of the coefficients. The ``adjoint' series converges everywhere if and only if does, and in this case there is a natural bilinear pairing

which exhibits as the Pontryagin dual of . Many of these results extend to non-linear fractional power series. We apply these results to construct a Drinfeld module analogue of the Weil pairing, and to describe the topological module structure of the kernel of the adjoint exponential of a Drinfeld module.

     

Derivative of the exponential mapping for infinite dimensional lie groups

It is proved that for infinite dimensional Lie groups in the sense of the differential calculus of Frölicher and Kriegl the derivative of the exponential mappings is given by the formula d(exp)(X)Y=d_exp(X)(e) ₀ ¹ Ad_exp(–tX) Y dt, where stands for the left translation ande is the neutral element.This work was supported by the Alexander von Humboldt-Stiftung.     

Unsteady incompressible flow of magnetized aluminium oxide and titanium oxide nanoparticles with blood base fluid

In this investigation, a mixed convective nanoparticles fluid flow over an inclined plate is deliberated. The effects of slip boundary wall and magnetic field are also considered. The dimensionless governing system for the considered problem is attained by implementing recent definitions of fractional derivatives (FD). The generalized solution is obtained through the Laplace Transformation Scheme (LTS) for the momentum and thermal expressions. To improve the novelty and to demonstrate some more physical perception of the stated research work, some remarkable special cases of velocity distribution through CF and AB-fractional derivative concept are addressed, whose daily life implication is well known in the existing literature. Moreover, to evaluate the physical interest of the stated problem, the outcomes of the obtained system graphical illustrations are made by utilizing MATHEMATICA. As a result, we concluded that the aluminium oxide $A{l}_2{O}_3$ nanoparticles show more decaying behavior as compared to titanium oxide $Ti{O}_2$ nanoparticles for temperature and velocity profile. Furthermore, both fields i.e., momentum and thermal distributions are increased with the help of rising estimations parameter. Current results report novel applications in enhancement of heat transfer, thermal engineering, chemical processes, engineering and electronics devices, solar systems, extrusion processes, fission reactions etc.     

Fractional noise

Fractional noiseN(t),t 0, is a stochastic process for every , and is defined as the fractional derivative or fractional integral of white noise. For = 1 we recover Brownian motion and for = 1/2 we findf ^–1-noise. For 1/2 1, a superposition of fractional noise is related to the fractional diffusion equation.     

Investigation of the limitations of saturated fractional factorial experimental designs,with confounding effects for an HPLC ruggedness test

Summary Recently much attention has been directed to the validation of analytical methods. The level of validation will depend on the method application. If a method is developed for general use, for instance by different analysts, instruments or laboratories, then the effect of these changes need evaluation. This is normally referred to as ruggedness testing, where the limitations of the method to changes in the specified conditions are examined.This paper examines the use of Plackett-Burman fractional factorial experiment designs for ruggedness testing in high performance liquid chromatography (HPLC). The ability of these designs to identify confounding effects is applied to the stability indicating analysis of Salbutamol and its major degradation product, AH4045. The results show that confounding effects, proving extremely pertinent to HPLC, can be identified.The assay proved rugged to most tested changes although not to the use of column packing material from different manufacturers.     

A formula for the powers of fractional order operators

We derive none some explicit formula for the power of fractional order (differential and integral) operators.     

On the rate of convergence for central limit theorems of sojourn times of Gaussian fields

The aim of this paper is to control the rate of convergence for central limit theorems of sojourn times of Gaussian fields in both cases: the fixed and the moving level. Our main tools are the Malliavin calculus and the Stein method, developed by Nualart, Peccati and Nourdin. We also extend some results of Berman to the multidimensional case.     

Measuring persistence in a stationary time series using the complex network theory

A growing interest exists currently in the analysis of time series by the complex network theory. Here we present a simple and quick way for mapping time series to complex networks. Using a simple rule allows us to transform time series into a textual sequence then we divide it into words with fixed size. Distinct words are nodes of the network, and we have complete control on the network scale by adjusting the word size. Two nodes are linked if their associated words co-occur in sequence. We show that the network topological measures quantify the persistence and the long range correlations in fractional Brownian processes. For a particular word size we assume some relations between the topological measures and the Hurst exponent which characterised the persistence in fractional Brownian processes.