稀疏过程在破产问题中的应用

本讨论一类人寿保险的风险过程，其中保单到达服从齐次Poisson过程。而描述退保及索赔发生的计数过程分别为这一过程的q-稀疏与p-稀疏．对此模型给出其破产概率的具体上界，并与其它一类风险模型进行比较．     

Harnack inequality for some classes of Markov processes

In this paper we establish a Harnack inequality for nonnegative harmonic functions of some classes of Markov processes with jumps. Mathematics Subject Classification (2000): Primary 60J45, 60J75, Secondary 60J25.This work was completed while the authors were in the Research in Pairs program at the Mathematisches Forschungsinstitut Oberwolfach. We thank the Institute for the hospitality.The research of this author is supported in part by NSF Grant DMS-9803240.The research of this author is supported in part by MZT grant 0037107 of the Republic of Croatia.     

BMAP/G/1 queue with correlated arrivals of customers and disasters

We consider a single server queue with disasters where the arrivals of customers and disasters are correlated. When a disaster occurs, it removes all the customers in the system and there requires repair time for the system to be operated normally. The stationary queue length distribution at the embedded points and at an arbitrary time are presented.     

Two-Frequency Autowave Processes in the Complex Ginzburg–Landau Equation

We study the complex Ginzburg–Landau equation with zero Neumann boundary conditions on a finite interval and establish that this boundary problem (with suitably chosen parameters) has countably many stable two-dimensional self-similar tori. The case of periodic boundary conditions is also investigated.     

Stability Conditions of the MMAP [ K ]/ G [ K ]/1/ LCFS Preemptive Repeat Queue

In this paper, we study the stability conditions of the MMAP[K]/G[K]/1/LCFS preemptive repeat queue. We introduce an embedded Markov chain of matrix M/G/1 type with a tree structure and identify conditions for the Markov chain to be ergodic. First, we present three conventional methods for the stability problem of the queueing system of interest. These methods are either computationally demanding or do not provide accurate information for system stability. Then we introduce a novel approach that develops two linear programs whose solutions provide sufficient conditions for stability or instability of the queueing system. The new approach is numerically efficient. The advantages and disadvantages of the methods introduced in this paper are analyzed both theoretically and numerically.     

Hydroxylation-induced modifications of the Al2O3/NiAl(0 0 1) surface at low water vapour pressure

STM, STS, LEED and XPS data for crystalline θ-Al₂O₃ and non-crystalline Al₂O₃ ultra-thin films grown on NiAl(0 0 1) at 1025 K and exposed to water vapour at low pressure (1 × 10⁻⁷-1 × 10⁻⁵ mbar) and room temperature are reported. Water dissociation is observed at low pressure. This reactivity is assigned to the presence of a high density of coordinatively unsaturated cationic sites at the surface of the oxide film. The hydroxyl/hydroxide groups cannot be directly identify by their XPS binding energy, which is interpreted as resulting from the high BE positions of the oxide anions (O_1s signal at 532.5-532.8 eV). However the XPS intensities give evidence of an uptake of oxygen accompanied by an increase of the surface coverage by Al³⁺ cations, and a decrease of the concentration in metallic Al at the alloy interface. A value of ∼2 for the oxygen to aluminium ions surface concentration ratio indicates the formation of an oxy-hydroxide (AlO_xOH_y with x + y ∼ 2) hydroxylation product. STM and LEED show the amorphisation and roughening of the oxide film. At P(H₂O) = 1 × 10⁻⁷ mbar, only the surface of the oxide film is modified, with formation of nodules of ∼2 nm lateral size covering homogeneously the surface. STS shows that essentially the valence band is modified with an increase of the density of states at the band edge. With increasing pressure, hydroxylation is amplified, leading to an increased coverage of the alloy by oxy-hydroxide products and to the formation of larger nodules (∼7 nm) of amorphous oxy-hydroxide. Roughening and loss of the nanostructure indicate a propagation of the reaction that modifies the bulk structure of the oxide film. Amorphisation can be reverted to crystallization by annealing under UHV at 1025 K when the surface of the oxide film has been modified, but not when the bulk structure has been modified.     

Gaussian Chaos Laws on Banach Function Spaces

We give a characterization of Gaussian chaos laws on Banach function spaces which do not contain ℓ _∞ ⁿ 's uniformly. The result is applied to describe the convergence in law of U-processes with sample paths in certain Banach function spaces. __________ Published in Lietuvos Matematikos Rinkinys, Vol. 45, No. 4, pp. 553–566, October–December, 2005.     

完备可分度量群上的齐次Levy过程的复合Poisson逼近

该文利用算子半群的方法给出了取值于具有左不变度量的完备可分群的齐次Levy过程是复合Poisson过程的弱极限这一结论．     

热力学基本不等式包含的不可逆过程

利用把系统外参量和内参量分开的方法，给出了热力学基本方程的表示式；分析了各个热力学基本不等式包含的不可逆过程；讨论了热力学基本不等式的适用条件．为热力学理论的广泛应用提供了理论依据     

OU型Markov过程的不变测度及弱对偶性

本文研究ＯＵ型Ｍａｒｋｏｖ过程的不变测度、参考测度和弱对偶半群的存在性问题，并得出了不变测度的唯一性。