On a discrimination problem for a class of stochastic processes with ordered first‐passage times

Consider the Bayes problem in which one has to discriminate if the random unknown initial state of a stochastic process is distributed according to either of two preassigned distributions, on the base of the observation of the first‐passage time of the process through 0. For processes whose first‐passage times to state 0 are increasing in the initial state according to the likelihood ratio order, such problem is solved by determining the Bayes decision function and the corresponding Bayes error. The special case of fixed initial values including a family of first‐passage times with proportional reversed hazard functions is then studied. Finally, various applications to birth‐and‐death and to diffusion processes are discussed. Copyright © 2001 John Wiley & Sons, Ltd.     

The Henstock-Kurzweil-Pettis Integrals and Existence Theorems for the Cauchy Problem

In this paper we prove an existence theorem for the Cauchy problem

On theorems of Gelfond and Selberg concerning integral-valued entire functions

For each sN define the constant θ_s with the following properties: if an entire function g(z) of type t(g)<θ_s satisfies then g is a polynomial; conversely, for any δ>0 there exists an entire transcendental function g(z) satisfying the display conditin and t(g)<θ_s+δ. The result θ₁=log2 is known due to Hardy and Pólya. We provide the upper bound θ_sπs/3 and improve earlier lower bounds due to Gelfond (1929) and Selberg (1941).     

C~n中单位球上的面积积分与BMO

设B是Cn中的单位球,S是Cn中的单位球面,Sα(f)是B上的面积积分.设f∈BMOA, 若存在正测度集E(?)S,使Sα(f)<∞在E上成立,则Sα(f)<∞在S上几乎处处成立,同时 Sα(f)∈ BMO(S)且存在常数C,使得||Sαf||*≤C||f||*.     

Natural Boundary Integral Method and its New Development

In this paper, the natural boundary integral method, and some related methods, including coupling method of the natural boundary elements and finite elements, which is also called DtN method or the method with exact artificial boundary conditions, domain decomposition methods based on the natural boundary reduction, and the adaptive boundary element method with hyper-singular a posteriori error estimates, are discussed.     

Mikhlin’s problem on Carnot groups

We consider one class of singular integral operators over the functions on domains of Carnot groups. We prove the L _p boundedness, 1 < p > ∞, for the operators of this class. Similar operators over the functions on domains of Euclidean space were considered by Mikhlin.     

Estimation of the hyperbolic metric by using the punctured plane

Let denote the density of the hyperbolic metric for a domain Ω in the extended complex plane . We prove the inequality

Analysis of the M/Gi/1 →/M/1 queueing model

An M/GI/1 queueing system is in series with a unit with negative exponential service times and infinite waiting room capacity. We determine a closed form expression for the generating function of the joint queue length distribution in steady state. This result is obtained via the solution of a new type of functional equation in two variables.     

An application of the generalized alternating polynomials to the numerical solution of Fredholm integral equations

Generalized alternating polynomials have been introduced by the author earlier. In the present paper their indirect analogue is constructed for numerical solution of the Fredholm linear integral equations. Although the proposed method is a particular case of the general projection scheme, its valuable feature is the presence of a sequence of parameters, which, for sufficiently smooth kernels and inhomogeneous terms, serves as an indicator of the quality of approximation.     

The monotone convergence theorem for multidimensional abstract Kurzweil vector integrals

We prove two versions of the Monotone Convergence Theorem for the vector integral of Kurzweil, , where R is a compact interval of , and f are functions with values on L(Z,W) and Z respectively, and Z and W are monotone ordered normed spaces. Analogous results can be obtained for the Kurzweil vector integral, , as well as to unbounded intervals R.