Über synthetische Oestrogene. I

Ohne Zusammenfassung Vorl?ufige Mitteilungen: Naturwiss.27 (1939) 131, 567.     

Optimal Dividend Payout under Compound Poisson Income

We consider an individual who receives income, which may be either positive or negative, and is allowed to pay out a dividend at any time as long as the accumulated income remains positive. In case the accumulated income become negative at some point in time, the individual declares bankruptcy, pays a penalty based on his accumulated income, and the process stops. Assuming that the input process is described by a compound Poisson process and that the individual's value is given by the accumulated dividends minus the penalty, both appropriately discounted, we demonstrate an optimal policy for paying dividends and provide an iterative means for estimating the corresponding value.     

Rough asymptotics for tandem non-homogeneous $$M/G/\infty$$ queues via Poissonized empirical processes

We obtain a large deviations principle and moderate deviations principle for the joint distribution of the queue length processes and departure process for tandem queues. The results are obtained by applying a result providing necessary and sufficient conditions on a class of functions for a large deviations principle and moderate deviations principle to hold for a Poissonized empirical process over the class of functions. As an application, we examine how large queue lengths and numbers of departures are built up. This revised version was published online in June 2006 with corrections to the Cover Date.     

On Laplace–Varadhan's integral lemmaUne note sur le lemme intégral de Laplace–Varadhan

In this Note we propose a complement to an integral lemma of Laplace–Varadhan arising in the literature of large deviations. We examine a situation in which the state space may depend on the rate of deviation. We have used this extension to analyze in a new way large deviation principles for the empirical measures on path space associated to interacting particle systems. We prove new large deviation principles on path space for an abstract class of discrete generation, as well as pure jump or McKean–Vlasov interacting particle systems. To cite this article: P. Del Moral, T. Zajic, C. R. Acad. Sci. Paris, Ser. I 334 (2002) 693–698.     

Design of delayed fractional state variable filter for parameter estimation of fractional nonlinear models

Nonlinear Dynamics - This paper presents a novel direct parameter estimation method for continuous-time fractional nonlinear models. This is achieved by adapting a filter-based approach that uses...