1,403 research outputs found

    Ruin probabilities

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    Tail asymptotics for dependent subexponential differences

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    We study the asymptotic behavior of ℙ(X − Y > u) as u → ∞, where X is subexponential, Y is positive, and the random variables X and Y may be dependent. We give criteria under which the subtraction of Y does not change the tail behavior of X. It is also studied under which conditions the comonotonic copula represents the worst-case scenario for the asymptotic behavior in the sense of minimizing the tail of X − Y. Some explicit construction of the worst-case copula is provided in other case

    Tail asymptotics for dependent subexponential differences

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    We study the asymptotic behavior of ℙ(X − Y > u) as u → ∞, where X is subexponential, Y is positive, and the random variables X and Y may be dependent. We give criteria under which the subtraction of Y does not change the tail behavior of X. It is also studied under which conditions the comonotonic copula represents the worst-case scenario for the asymptotic behavior in the sense of minimizing the tail of X − Y. Some explicit construction of the worst-case copula is provided in other cases

    Measurement-Adaptive Cellular Random Access Protocols

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    This work considers a single-cell random access channel (RACH) in cellular wireless networks. Communications over RACH take place when users try to connect to a base station during a handover or when establishing a new connection. Within the framework of Self-Organizing Networks (SONs), the system should self- adapt to dynamically changing environments (channel fading, mobility, etc.) without human intervention. For the performance improvement of the RACH procedure, we aim here at maximizing throughput or alternatively minimizing the user dropping rate. In the context of SON, we propose protocols which exploit information from measurements and user reports in order to estimate current values of the system unknowns and broadcast global action-related values to all users. The protocols suggest an optimal pair of user actions (transmission power and back-off probability) found by minimizing the drift of a certain function. Numerical results illustrate considerable benefits of the dropping rate, at a very low or even zero cost in power expenditure and delay, as well as the fast adaptability of the protocols to environment changes. Although the proposed protocol is designed to minimize primarily the amount of discarded users per cell, our framework allows for other variations (power or delay minimization) as well.Comment: 31 pages, 13 figures, 3 tables. Springer Wireless Networks 201

    The effect of wound instillation of a novel purified capsaicin formulation on postherniotomy pain: a double-blind, randomized, placebo-controlled study

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    BACKGROUND: Acute postoperative pain is common after most surgical procedures. Despite the availability of many analgesic options, postoperative pain management is often unsatisfactory. Purified capsaicin (ALGRX 4975 98% pure) has demonstrated prolong inhibition of C-fiber function in in vitro, preclinical, and clinical studies, and may be an effective adjunct to postoperative pain management. METHODS: We performed a single-center, randomized, double-blind, placebo-controlled study of the analgesic efficacy of a single intraoperative wound instillation of 1000 mu g ultrapurified capsaicin (ALGRX 4975) after open mesh groin hernia repair in 41 adult male patients. The primary end-point was average daily visual analog scale (VAS) pain scores during the first week after surgery assessed as area under the curve (AUC). Pain was recorded twice daily in a pain diary for 4 wk. Physical examination and laboratory tests were done before and I wk after surgery, together with recordings of adverse events up to 28 days. Adverse events were recorded. Data were also analyzed using a mixed-effects analysis with NONMEM. RESULTS: VAS AUC was significantly lower during the first 3 days postoperatively (P < 0.05), but not for the whole I or 4 wk postoperatively. Mixed-effects analysis with NONMEM revealed that pain scores were significantly lower (P < 0.05) in the capsaicin group during the first 4 days. No clinically significant serious adverse events were observed, although a mild transient increase in liver enzymes was seen more often in the capsaicin-treated group. CONCLUSION: In the setting of a well-defined analgesic protocol standard, VAS AUC analysis and a mixed-effect analysis showed superior analgesia of capsaicin relative to placebo during the first 3-4 days after inguinal hernia repair

    Self-Organized Branching Processes: A Mean-Field Theory for Avalanches

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    We discuss mean-field theories for self-organized criticality and the connection with the general theory of branching processes. We point out that the nature of the self-organization is not addressed properly by the previously proposed mean-field theories. We introduce a new mean-field model that explicitly takes the boundary conditions into account; in this way, the local dynamical rules are coupled to a global equation that drives the control parameter to its critical value. We study the model numerically, and analytically we compute the avalanche distributions.Comment: 4 pages + 4 ps figure
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