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 $N-k$ 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 $N$-dimensional space, and b) order statistics defined on a system of $N$ 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 $n$ current particles, a new particle is born with instantaneous rate $\lambda_n$ and a particle dies with instantaneous rate $\mu_n$. 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