Exact Simulation of Non-stationary Reflected Brownian Motion

This paper develops the first method for the exact simulation of reflected Brownian motion (RBM) with non-stationary drift and infinitesimal variance. The running time of generating exact samples of non-stationary RBM at any time $t$ is uniformly bounded by $\mathcal{O}(1/\bar\gamma^2)$ where $\bar\gamma$ is the average drift of the process. The method can be used as a guide for planning simulations of complex queueing systems with non-stationary arrival rates and/or service time

Spinal Test Suites for Software Product Lines

A major challenge in testing software product lines is efficiency. In particular, testing a product line should take less effort than testing each and every product individually. We address this issue in the context of input-output conformance testing, which is a formal theory of model-based testing. We extend the notion of conformance testing on input-output featured transition systems with the novel concept of spinal test suites. We show how this concept dispenses with retesting the common behavior among different, but similar, products of a software product line.Comment: In Proceedings MBT 2014, arXiv:1403.704

Shape-constrained Estimation of Value Functions

We present a fully nonparametric method to estimate the value function, via simulation, in the context of expected infinite-horizon discounted rewards for Markov chains. Estimating such value functions plays an important role in approximate dynamic programming and applied probability in general. We incorporate "soft information" into the estimation algorithm, such as knowledge of convexity, monotonicity, or Lipchitz constants. In the presence of such information, a nonparametric estimator for the value function can be computed that is provably consistent as the simulated time horizon tends to infinity. As an application, we implement our method on price tolling agreement contracts in energy markets

The effect of tensor interaction in splitting the energy levels of relativistic systems

In this paper we solve analytically Dirac equation for Eckart plus Hulthen potentials with Coulomb-like and Yukawa-like tensor interaction in the presence of Spin and Pseudo-spin Symmetry for any k number. The Parametric Nikiforov-Uvarov method is used to obtain the energy Eigen-values and wave functions. We also discuss the energy Eigen-values and the Dirac spinors for the Eckart plus Hulthen potentials for the spin and pseudo-spin symmetry with PNU method. To show the accuracy of the present model, some numerical results are shown in both pseudo-spin and spin symmetry limits.Comment: 19 Pages, 13 Figures,6 Tabl

Managing Customer Complaints in Online Auction Markets

The purpose of this multiple case study was to explore strategies managers in the online auction industry used to manage customer complaints to improve customer satisfaction. The targeted population consisted of 4 managers of online auction companies in the southwestern region of the United States. The conceptual framework for the study was Argyris and Sch�n\u27s double-loop learning theory. Data were collected via semistructured interviews with business managers, observation of company operations and behaviors, review of documentation, and member-checking activities. Data analysis consisted of text interpretation of data and notes using coding techniques. Data analysis resulted in 5 themes: business orientation, customer purview, complaints handling, coping strategies, and learning abilities. The implications of this study for positive social change include facilitating the growth of online markets and increasing lower-cost purchasing opportunities for consumers with limited access to conventional marketplaces

Strong Structural Controllability of Signed Networks

In this paper, we discuss the controllability of a family of linear time-invariant (LTI) networks defined on a signed graph. In this direction, we introduce the notion of positive and negative signed zero forcing sets for the controllability analysis of positive and negative eigenvalues of system matrices with the same sign pattern. A sufficient combinatorial condition that ensures the strong structural controllability of signed networks is then proposed. Moreover, an upper bound on the maximum multiplicity of positive and negative eigenvalues associated with a signed graph is provided