Estimating parameters of a multiple autoregressive model by the modified maximum likelihood method

We consider a multiple autoregressive model with non-normal error distributions, the latter being more prevalent in practice than the usually assumed normal distribution. Since the maximum likelihood equations have convergence problems (Puthenpura and Sinha, 1986) [11], we work out modified maximum likelihood equations by expressing the maximum likelihood equations in terms of ordered residuals and linearizing intractable nonlinear functions (Tiku and Suresh, 1992) [8]. The solutions, called modified maximum estimators, are explicit functions of sample observations and therefore easy to compute. They are under some very general regularity conditions asymptotically unbiased and efficient (Vaughan and Tiku, 2000) [4]. We show that for small sample sizes, they have negligible bias and are considerably more efficient than the traditional least squares estimators. We show that our estimators are robust to plausible deviations from an assumed distribution and are therefore enormously advantageous as compared to the least squares estimators. We give a real life example.     

Pricing peer-produced services: Quality,capacity, and competition issues

Peer production has played an important role in the economics of Web 2.0 related services in which user participation and contribution become the main driving dynamics. However, the quality of peer-produced services is uncertain because of inherently decentralized and heterogeneous participants. In the paper, utilizing reliability and game theoretic models, we develop a QoS measure and pricing schemes for this emerging type of service under various market structures. Our results suggest that a monopolistic platform provider has no incentive to offer multiple quality classes of service. Two competing platform providers may offer identical service contracts but still receive non-negative profit. If they offer heterogeneous service contracts, the provider with the lower quality service may provide higher quality than he advertises. This research contributes to the literature with a number of unique and interesting implications for the issues of service contract design, capacity planning, and market interactions for operations of community-based or peer-produced services.     

Blow-up of solutions to parabolic equations with nonstandard growth conditions

We study the phenomenon of finite time blow-up in solutions of the homogeneous Dirichlet problem for the parabolic equation

     

Comparison of two randomized policy M/G/1 queues with second optional service, server breakdown and startup

The problem addressed in this paper is to compare the minimum cost of the two randomized control policies in the M/G/1 queueing system with an unreliable server, a second optional service, and general startup times. All arrived customers demand the first required service, and only some of the arrived customers demand a second optional service. The server needs a startup time before providing the first required service until the system becomes empty. After all customers are served in the queue, the server immediately takes a vacation and the system operates the (T, p)-policy or (p, N)-policy. For those two policies, the expected cost functions are established to determine the joint optimal threshold values of (T, p) and (p, N), respectively. In addition, we obtain the explicit closed form of the joint optimal solutions for those two policies. Based on the minimal cost, we show that the optimal (p, N)-policy indeed outperforms the optimal (T, p)-policy. Numerical examples are also presented for illustrative purposes.     

Identification of stiffness, dissipation and input parameters of randomly excited non-linear systems: Capability of restricted potential models (RPM)

A dynamic identification technique in the time domain for time invariant systems under random external forces is presented. This technique is based on the use of the class of restricted potential models (RPM), which are characterized by a non-linear stiffness and a special form of damping, that is a product of the input power spectral density (PSD) matrix and the velocity gradient of a non-linear function of the total mechanical energy. By applying stochastic differential calculus and by specific analytical manipulations, some algebraic equations, depending on the response statistics and on the mechanic parameters that characterize RPM, are obtained. These equations can be used for the dynamic identification of the above mechanic parameters once the response statistics of the system to be identified are evaluated. The proposed technique allows one to identify single-degree-of-freedom or multi-degrees-of-freedom systems in the case of unmeasurable input. Further, the probabilistic characteristics of the external forces can be completely estimated in terms of PSD matrix.     

Applications of operator identities to the multiple q-binomial theorem and q-Gauss summation theorem

In this paper, we first give an interesting operator identity. Furthermore, using the q-exponential operator technique to the multiple q-binomial theorem and q-Gauss summation theorem, we obtain some transformation formulae and summation theorems of multiple basic hypergeometric series.     

Bartholdi zeta functions of some graphs

We give a decomposition formula for the Bartholdi zeta function of a graph G which is partitioned into some irregular coverings. As a corollary, we obtain a decomposition formula for the Bartholdi zeta function of G which is partitioned into some regular coverings.     

Sloane's box stacking problem

Recently, Sloane suggested the following problem: We are given n boxes, labeled 1,2,…,n. For i=1,…,n, box i weighs (m-1)i grams (where m?2 is a fixed integer) and box i can support a total weight of i grams. What is the number of different ways to build a single stack of boxes in which no box will be squashed by the weight of the boxes above it? Prior to this generalized problem, Sloane and Sellers solved the case m=2. More recently, Andrews and Sellers solved the case m?3. In this note we give new and simple proofs of the results of Sloane and Sellers and of Andrews and Sellers, using a known connection with m-ary partitions.     

Darcy's law as long-time limit of adiabatic porous media flow

It is conjectured that Darcy's law governs the motion of compressible porous media flow in large time. This has been justified for one-dimensional isentropic flows. In this work, we show the conjecture is true for one-dimensional adiabatic flows with generic small smooth initial data.     

Ordered K-groups associated to substitutional dynamics

The Matsumoto K₀-group is an interesting invariant of flow equivalence for symbolic dynamical systems. Because of its origin as the K-theory of a certain C^∗-algebra, which is also a flow invariant, this group comes equipped with a flow invariant order structure. We emphasize this order structure and demonstrate how methods from operator algebra and symbolic dynamics combine to allow a computation of it in certain cases, including Sturmian and primitive substitutional shifts. In the latter case we show by example that the ordered group is a strictly finer invariant than the group itself.