On the Moments of Overflow and Freed Carried Traffic for the GI/M/C/0 System

In circuit-switched networks call streams are characterized by their mean and peakedness (two-moment method). The GI/M/C/0 system is used to model a single link, where the GI-stream is determined by fitting moments appropriately. For the moments of the overflow traffic of a GI/M/C/0 system there are efficient numerical algorithms available. However, for the moments of the freed carried traffic, defined as the moments of a virtual link of infinite capacity to which the process of calls accepted by the link (carried arrival process) is virtually directed and where the virtual calls get fresh exponential i.i.d. holding times, only complex numerical algorithms are available. This is the reason why the concept of the freed carried traffic is not used. The main result of this paper is a numerically stable and efficient algorithm for computing the moments of freed carried traffic, in particular an explicit formula for its peakedness. This result offers a unified handling of both overflow and carried traffics in networks. Furthermore, some refined characteristics for the overflow and freed carried streams are derived.     

Estimating a reduced rank regression model for non-normal variables

A method using third order moments for estimating the regression coefficients as well as the latent state scores of the reduced-rank regression model when the latent variable(s) are non-normally distributed is presented in this paper. It is shown that the factor analysis type indeterminacy of the regression coefficient matrices is eliminated. A real life example of the proposed method is presented. Differences of this solution with the reduced-rank regression eigen solution are discussed.     

Radiative lifetimes in Ce I and Ce II

New radiative lifetime measurements based on time-resolved laser-induced fluorescence techniques are reported for 18 even-parity levels belonging to the 4f5d^26p and 4f ²5d ² configurations of Ce I and 6 even-parity levels belonging to the 5d^26s, 4f5d6p, and 4f6s6p configurations of Ce II. Free neutral and singly ionized cerium atoms were produced by laser ablation. The Ce I and Ce II levels range in energy from 26 545 to 29 102 cm^-1, and 42 573 to 48 152 cm^-1, respectively. Received 25 September 2002 Published online 4 March 2003     

190区超形变核中转动带的组态结构

通过系统研究A～190区超形变核中转动带的转动惯量、角动量顺排、旋称分裂随转动频率的变化规律, 结合我们用处理对力的粒子数守恒方法的计算结果, 对A～190区所有转动带的组态结构给出了一个整体的描述. 绝大多数超形变带都建立在强耦合轨道上, 例如中子[512]5/2, [624]9/2. 少数超形变带则建立在高j闯入轨道上, 即中子[761]3/2, [752]5/2. 根据我们提出的组态结构所进行的理论计算结果表明, A～190区所有转动带的一般行为、反常变化和带交叉都得到了满意的解释.     

Heterochain model for simultaneous long‐chain branching and crosslinking. III. Multicomponent polymerization

The matrix formula developed in the context of heterochain theory, M?_w = M?_wp + WF ( I ? M )^?1 S , was applied to describe the molecular weight development during free‐radical multicomponent polymerization. All of the required probabilistic parameters are expressed in terms of the kinetic‐rate constants and the various concentrations associated with them. In free‐radical polymerization, the number of heterochain types, N, needs to be extrapolated to infinity, and such extrapolation is conducted with only three different N values. This matrix formula can be used as a benchmark test if other approximate approaches can give reasonable estimates of the weight‐average molecular weights. The moment equations with the average pseudo‐kinetic‐rate constants for branching and crosslinking reactions may provide poor estimates when the copolymer composition drift during polymerization is very significant. © 2004 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 2801–2812, 2004     

Analytic Feynman integrals of transforms of variation of cylinder type functions over Wiener paths in abstract Wiener space

In this paper, we evaluate various analytic Feynman integrals of first variation, conditional first variation, Fourier-Feynman transform and conditional Fourier-Feynman transform of cylinder type functions defined over Wiener paths in abstract Wiener space. We also derive the analytic Feynman integral of the conditional Fourier-Feynman transform for the product of the cylinder type functions which define the functions in a Banach algebra introduced by Yoo, with n linear factors.     

Ergodic theory and the Strong Law of Large Numbers on Riesz spaces

In [W.-C. Kuo, C.C.A. Labuschagne, B.A. Watson, Discrete-time stochastic processes on Riesz spaces, Indag. Math. (N.S.) 15 (3) (2004) 435-451], we introduced the concepts of conditional expectations, martingales and stopping times on Riesz spaces. Here we formulate and prove order theoretic analogues of the Birkhoff, Hopf and Wiener ergodic theorems and the Strong Law of Large Numbers on Riesz spaces (vector lattices).     

Time Consistent Dynamic Risk Measures

We introduce the time-consistency concept that is inspired by the so-called “principle of optimality” of dynamic programming and demonstrate – via an example – that the conditional value-at-risk (CVaR) need not be time-consistent in a multi-stage case. Then, we give the formulation of the target-percentile risk measure which is time-consistent and hence more suitable in the multi-stage investment context. Finally, we also generalize the value-at-risk and CVaR to multi-stage risk measures based on the theory and structure of the target-percentile risk measure.