3,575 research outputs found
The relationship of investment accounting to investment policies of United States life insurance companies
Thesis (M.B.A.)--Boston Universit
A note on the invariant distribution of a quasi-birth-and-death process
The aim of this paper is to give an explicit formula of the invariant
distribution of a quasi-birth-and-death process in terms of the block entries
of the transition probability matrix using a matrix-valued orthogonal
polynomials approach. We will show that the invariant distribution can be
computed using the squared norms of the corresponding matrix-valued orthogonal
polynomials, no matter if they are or not diagonal matrices. We will give an
example where the squared norms are not diagonal matrices, but nevertheless we
can compute its invariant distribution
Survival of interacting Brownian particles in crowded 1D environment
We investigate a diffusive motion of a system of interacting Brownian
particles in quasi-one-dimensional micropores. In particular, we consider a
semi-infinite 1D geometry with a partially absorbing boundary and the hard-core
inter-particle interaction. Due to the absorbing boundary the number of
particles in the pore gradually decreases. We present the exact analytical
solution of the problem. Our procedure merely requires the knowledge of the
corresponding single-particle problem. First, we calculate the simultaneous
probability density of having still a definite number of surviving
particles at definite coordinates. Focusing on an arbitrary tagged particle, we
derive the exact probability density of its coordinate. Secondly, we present a
complete probabilistic description of the emerging escape process. The survival
probabilities for the individual particles are calculated, the first and the
second moments of the exit times are discussed. Generally speaking, although
the original inter-particle interaction possesses a point-like character, it
induces entropic repulsive forces which, e.g., push the leftmost (rightmost)
particle towards (opposite) the absorbing boundary thereby accelerating
(decelerating) its escape. More importantly, as compared to the reference
problem for the non-interacting particles, the interaction changes the
dynamical exponents which characterize the long-time asymptotic dynamics.
Interesting new insights emerge after we interpret our model in terms of a)
diffusion of a single particle in a -dimensional space, and b) order
statistics defined on a system of independent, identically distributed
random variables
Enhanced electron correlations at the SrxCa1-xVO3 surface
We report hard x-ray photoemission spectroscopy measurements of the
electronic structure of the prototypical correlated oxide SrxCa1-xVO3. By
comparing spectra recorded at different excitation energies, we show that 2.2
keV photoelectrons contain a substantial surface component, whereas 4.2 keV
photoelectrons originate essentially from the bulk of the sample.
Bulk-sensitive measurements of the O 2p valence band are found to be in good
agreement with ab initio calculations of the electronic structure, with some
modest adjustments to the orbital-dependent photoionization cross sections. The
evolution of the O 2p electronic structure as a function of the Sr content is
dominated by A-site hybridization. Near the Fermi level, the correlated V 3d
Hubbard bands are found to evolve in both binding energy and spectral weight as
a function of distance from the vacuum interface, revealing higher correlation
at the surface than in the bulk
Transition probabilities for general birth-death processes with applications in ecology, genetics, and evolution
A birth-death process is a continuous-time Markov chain that counts the
number of particles in a system over time. In the general process with
current particles, a new particle is born with instantaneous rate
and a particle dies with instantaneous rate . Currently no robust and
efficient method exists to evaluate the finite-time transition probabilities in
a general birth-death process with arbitrary birth and death rates. In this
paper, we first revisit the theory of continued fractions to obtain expressions
for the Laplace transforms of these transition probabilities and make explicit
an important derivation connecting transition probabilities and continued
fractions. We then develop an efficient algorithm for computing these
probabilities that analyzes the error associated with approximations in the
method. We demonstrate that this error-controlled method agrees with known
solutions and outperforms previous approaches to computing these probabilities.
Finally, we apply our novel method to several important problems in ecology,
evolution, and genetics
The Frequent Items Problem in Online Streaming under Various Performance Measures
In this paper, we strengthen the competitive analysis results obtained for a
fundamental online streaming problem, the Frequent Items Problem. Additionally,
we contribute with a more detailed analysis of this problem, using alternative
performance measures, supplementing the insight gained from competitive
analysis. The results also contribute to the general study of performance
measures for online algorithms. It has long been known that competitive
analysis suffers from drawbacks in certain situations, and many alternative
measures have been proposed. However, more systematic comparative studies of
performance measures have been initiated recently, and we continue this work,
using competitive analysis, relative interval analysis, and relative worst
order analysis on the Frequent Items Problem.Comment: IMADA-preprint-c
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