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1.
An M/G/1 retrial queueing system with additional phase of service and possible preemptive resume service discipline is considered. For an arbitrarily distributed retrial time distribution, the necessary and sufficient condition for the system stability is obtained, assuming that only the customer at the head of the orbit has priority access to the server. The steady-state distributions of the server state and the number of customers in the orbit are obtained along with other performance measures. The effects of various parameters on the system performance are analysed numerically. A general decomposition law for this retrial queueing system is established. 相似文献
2.
We discuss an error estimation procedure for the global error of collocation schemes applied to solve singular boundary value problems with a singularity of the first kind. This a posteriori estimate of the global error was proposed by Stetter in 1978 and is based on the idea of Defect Correction, originally due to Zadunaisky. Here, we present a new, carefully designed modification of this error estimate which not only results in less computational work but also appears to perform satisfactorily for singular problems. We give a full analytical justification for the asymptotical correctness of the error estimate when it is applied to a general nonlinear regular problem. For the singular case, we are presently only able to provide computational evidence for the full convergence order, the related analysis is still work in progress. This global estimate is the basis for a grid selection routine in which the grid is modified with the aim to equidistribute the global error. This procedure yields meshes suitable for an efficient numerical solution. Most importantly, we observe that the grid is refined in a way reflecting only the behavior of the solution and remains unaffected by the unsmooth direction field close to the singular point. 相似文献
3.
An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss 总被引:3,自引:0,他引:3
Mohammad Jafari Jozani Nader Nematollahi Khalil Shafie 《Statistics & probability letters》2002,60(4):437-444
A subclass of the scale-parameter exponential family is considered and for the rth power of the scale parameter, which is lower bounded, an admissible minimax estimator under scale-invariant squared-error loss is presented. Also, an admissible minimax estimator of a lower-bounded parameter in the family of transformed chi-square distributions is given. These estimators are the pointwise limits of a sequence of Bayes estimators. Some examples are given. 相似文献
4.
Stress-Strain State in the Zone of Load Transfer in a Composite Specimen under Uniaxial Tension 总被引:2,自引:2,他引:0
Kulakov V. L. Tarnopol'skii Yu. M. Arnautov A. K. Rytter J. 《Mechanics of Composite Materials》2004,40(2):91-100
The stress-strain state in the zone of load transfer in a uniaxially stretched specimen made of a unidirectional epoxy carbon-fiber-reinforced plastic (CFRP) is investigated. A parametric analysis of the influence of geometric and mechanical characteristics of the specimen on its stress-strain state is performed by means of finite-element modeling. The parameters allowing us to significantly reduce the dangerous concentration of transverse and tangential stresses are revealed. The mechanical tensile characteristics of a high-strength pultruded unidirectional CFRP are determined experimentally, and the size effect of its strength is estimated. 相似文献
5.
The usual tool for modelling bond ratings migration is a discrete, time‐homogeneous Markov chain. Such model assumes that all bonds are homogeneous with respect to their movement behaviour among rating categories and that the movement behaviour does not change over time. However, among recognized sources of heterogeneity in ratings migration is age of a bond (time elapsed since issuance). It has been observed that young bonds have a lower propensity to change ratings, and thus to default, than more seasoned bonds. The aim of this paper is to introduce a continuous, time‐non‐homogeneous model for bond ratings migration, which also incorporates a simple form of population heterogeneity. The specific form of heterogeneity postulated by the proposed model appears to be suitable for modelling the effect of age of a bond on its propensity to change ratings. This model, called a mover–stayer model, is an extension of a Markov chain. This paper derives the maximum likelihood estimators for the parameters of a continuous time mover–stayer model based on a sample of independent continuously monitored histories of the process, and develops the likelihood ratio statistic for discriminating between the Markov chain and the mover–stayer model. The methods are illustrated using a sample of rating histories of young corporate issuers. For these issuers the default probabilities predicted by the Markov chain and mover–stayer models are different. In particular for 1–4 years old bonds the mover–stayer model estimates substantially lower default probabilities from rating C than a Markov chain. Copyright © 2004 John Wiley & Sons, Ltd. 相似文献
6.
Song LI Guo Mao WANG Zhi Song LIU 《数学学报(英文版)》2005,21(6):1475-1486
The purpose of this paper is to investigate the mean size formula of wavelet packets in Lp for 0 〈 p ≤ ∞. We generalize a mean size formula of wavelet packets given in terms of the p-norm joint spectral radius and we also give some asymptotic formulas for the Lp-norm or quasi-norm on the subdivision trees. All results will be given in the general setting, 相似文献
7.
Dominique Fourdrinier William E. Strawderman 《Annals of the Institute of Statistical Mathematics》2003,55(4):803-816
We consider estimation of loss for generalized Bayes or pseudo-Bayes estimators of a multivariate normal mean vector, θ. In
3 and higher dimensions, the MLEX is UMVUE and minimax but is inadmissible. It is dominated by the James-Stein estimator and by many others. Johnstone (1988,
On inadmissibility of some unbiased estimates of loss,Statistical Decision Theory and Related Topics, IV (eds. S. S. Gupta and J. O. Berger), Vol. 1, 361–379, Springer, New York) considered the estimation of loss for the usual
estimatorX and the James-Stein estimator. He found improvements over the Stein unbiased estimator of risk. In this paper, for a generalized
Bayes point estimator of θ, we compare generalized Bayes estimators to unbiased estimators of loss. We find, somewhat surprisingly,
that the unbiased estimator often dominates the corresponding generalized Bayes estimator of loss for priors which give minimax
estimators in the original point estimation problem. In particular, we give a class of priors for which the generalized Bayes
estimator of θ is admissible and minimax but for which the unbiased estimator of loss dominates the generalized Bayes estimator
of loss. We also give a general inadmissibility result for a generalized Bayes estimator of loss.
Research supported by NSF Grant DMS-97-04524. 相似文献
8.
Resistivity-temperature characteristics of sol gel YBa2Cu3Oy samples synthesized in flowing oxygen atmosphere 下载免费PDF全文
The relationship of resistivity versus synthesizing temperature of sol gel YBa_2Cu_3O_y samples was studied when prepared under flowing oxygen conditions. A set of high-temperature ρ-T curves was obtained for the whole process. After the sample finished the test measuring, its resistivity was ρ_{300}=9.83×10^{-3 }Ω·cm at room temperature. The ρ-T curve also showed that the orthorhombic-tetragonal phase transformation of sol-gel YBa_2Cu_3O_y sample occurred at 581℃ for the sample in the rising temperature process, but at 613℃ in the cooling process, lower than that of the samples made by using the conventional powder metallurgy methods. 相似文献
9.
Hana Macková Daniela Králová Daniel Horák 《Journal of polymer science. Part A, Polymer chemistry》2007,45(24):5884-5898
The aim of this study was to develop novel thermally responsive polymer microspheres with magnetic properties. Dispersion and inverse emulsion copolymerization of N‐isopropylacrylamide (NIPAAm) and N,N′‐methylenebisacrylamide (MBAAm) was investigated in the presence of γ‐Fe2O3 nanoparticles. The resulting microspheres were characterized in terms of morphology, size, polydispersity, iron content, and temperature‐dependent swelling using optical microscopy, transmission electron microscopy, scanning electron microscopy, QELS, and AAS. The effects of several variables, such as the concentration of γ‐Fe2O3, MBAAm crosslinking agent, Span 80 surfactant, 2,2′‐azobis(2‐methyloctanenitrile) (AMON) initiator, and polymerization temperature on the properties of the microspheres were studied. Swelling and thermoresponsive behavior of the microspheres containing γ‐Fe2O3 nanoparticles were also investigated. The microspheres contained about 8 wt % of iron. The presence of magnetic nanoparticles and their concentration changes did not have any significant effect on the temperature sensitivity of the composites. The particles gradually shrink into an increasingly collapsed state when the temperature is raised to 40 °C since the increase in temperature weakens the hydration and PNIPAAm chains gradually become more hydrophobic, which leads to the collapse of the particles. © 2007 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 45: 5884–5898, 2007 相似文献
10.
Burn‐in is a widely used method to improve the quality of products or systems after they have been produced. In this paper, we consider the problem of determining the optimal burn‐in time and optimal work size maximizing the long‐run average amount of work saved per time unit in the computer applications. Assuming that the underlying lifetime distribution of the computer has an initially decreasing or/and eventually increasing failure rate function, an upper bound for the optimal burn‐in time is derived for each fixed work size and a uniform (with respect to the burn‐in time) upper bound for the optimal work size is also obtained. Furthermore, it is shown that a non‐trivial lower bound for the optimal burn‐in time can be derived if the underlying lifetime distribution has a large initial failure rate. Copyright © 2005 John Wiley & Sons, Ltd. 相似文献