Wait-and-switch stochastic model of the non-Debye relaxation. Derivation of the Burr survival probability

Stochastic mechanism of relaxation, in which a dipole waits until a favourable condition for reorientation exists, is discussed. Assuming that an imposed direction of a dipole moment may be changed when a migrating defect reaches the dipole, we present a mathematically rigorous scheme relating the local random characteristics of a macroscopic system to its effective relaxation behaviour. We derive a relaxation function (the Burr survival probability) that is characterized by the stretched exponential or the power-law behaviour.     

Analysis and optimisation of the HIPERLAN Channel Access Contention Scheme

This paper analyses the HIPERLAN channel access mechanism. Both a purely mathematical and a simulation model are built in order to evaluate the two successive phases of the contention scheme. Several optimisations, based on the choice of parametric values, are proposed, evaluated and compared.     

Analytical general results for handoff dwell time distribution in wireless networks

1 Introduction The calling dwell time characteristic is critical for the user network planning and deployment, e.g., global system for mobile communications (GSM), as well as the next generation wireless multimedia networks, such as, the currently standar…     

对数正态概率纸的自动生成和分布参数的自动提取

采用对数正态概率纸可以直观地判断一组数据是否服从对数正态分布，而且还可以得到对数正态分布参数，即对数均值和对数标准差。介绍对数正态概率纸自动生成和分布参数自动提取的方法以及据此开发的软件。与手工使用概率纸的常规方法相比，采用所开发的软件不但使用简单、方便，而且能提高计算结果的精度。     

有序分组资料的线性趋势检验的确切概率计算

有序分组资料的线性趋势检验主要用于检验几个二项总体反应率的线性趋势；在医学与生物学中最典型的用途是研究剂量和反应的关系． 如果用Ｚ检验来代替通常在本检验中所用的卡方检验，就可容易地导出本检验的确切概率计算方法，和其他２×Ｃ有序列联表有着相同的形式．本文给出了该检验的确切概率计算方法．     

Cyclic networks with general blocking and starvation

We introducegeneral starvation and consider cyclic networks withgeneral blocking and starvation (GBS). The mechanism of general blocking allows the server to process a limited number of jobs when the buffer downstream is full, and that of general starvation allows the server to perform a limited number of services in anticipation of jobs that are yet to arrive. The two main goals of this paper are to investigate how the throughput of cyclic GBS networks is affected by varying (1) the total number of jobsJ, and (2) the buffer allocationk=(k₁..., k_m) subject to a fixed total buffer capacityK=k ₁ +... + k_m. In particular, we obtain sufficient conditions for the throughput to be symmetric inJ and to be maximized whenJ=K/2. We also show that the equal buffer allocation is optimal under the two regimes of light or heavy usage. In order to establish these results, we obtain several intermediate structural properties of the throughput, using duality, reversibility, and concavity, which are of independent interest.Research supported in part by NSF Grant No. ECS-8919818.     

复合广义齐次Poisson过程的多险种破产概率

本文推广了经典的复合泊松风险模型，建立了两类复合广义齐次poisson过程的多险种破产模型．对于新模型，我们得到了初始资本为u的破产概率φ(u)的精确表达式以及特殊情况下φ(0)的表达式，并且导出了调节系数方程和调节系数R的上下界．     

Representing the mean residual life in terms of the failure rate

In survival or reliability studies, the mean residual life or life expectancy is an important characteristic of the model. Whereas the failure rate can be expressed quite simply in terms of the mean residual life and its derivative, the inverse problem—namely that of expressing the mean residual life in terms of the failure rate—typically involves an integral of a complicated expression. In this paper, we obtain simple expressions for the mean residual life in terms of the failure rate for certain classes of distributions which subsume many of the standard cases. Several results in the literature can be obtained using our approach. Additionally, we develop an expansion for the mean residual life in terms of Gaussian probability functions for a broad class of ultimately increasing failure rate distributions. Some examples are provided to illustrate the procedure.     

Stability of Markovian structure observed in high frequency foreign exchange data

Contrary to the common sense in economics and financial engineering, price fluctuations at very fine level of motion exhibit various evidences against the efficient market hypothesis. We attempt to investigate this issue by studying extensive amount of foreign currency exchange data for over five years at the finest level of resolution. We specifically focus on the proposed stability in binomial conditional probabilities originally found in much smaller examples of financial time series. In order to handle very large data, we have written an efficient program in C that automatically generates those conditional probabilities. It is found that the stability is maintained for extremely large time duration that covers almost the entire period. Based on the length of conditions for which the conditional probabilities are distinguishable each other, we identify the length of memory being less than 3 movements.