Thus, the rate of the flow of repeated requests is a constant equal to v. For new trial models, it was assumed that each customer in the lane generates a stream of repeated requests independently of the other customers in the new trial group.
Optimal portfolio construction with two-sided weight constraints and commission
The solution to problem 2 (under the conditions of Theorem 1) can be efficiently found by the following general algorithm (substitution algorithm). Note that the return of the optimal portfolio must be positive and satisfactory to the investor.
Multi-period Markowitz model and optimal self-financing strategy with commission
The strategy Z[to,tN] is said to be permissible if all the money released from the sale of certain assets is invested in the acquisition of other assets.
Limit theorems connected with cells from a pointed set
2Moscow State University, Moscow, Russia, andrew-povQyandex.ru The operation of various queuing systems is of increasing interest when the intensity of the incoming current is high. Moreover, this approximation does not depend on the periodicity of A(t) and can be expressed in m s by the average value of A(t) over the period. On the other hand, in the case of rapid growth of the intensity we need another normalization coefficient and we show that the periodicity of the intensity function plays a significant role and in this case we have for any point z G [0, т ) its own normal legislation as a limit.
On the deficiency concept in statistical problems based on the samples with random sizes
Estimators based on the sample with random size
Theorem 2.1
The usual estimator for g(9) based on n ob. 2.1) This estimator is unbiased and consistent, and so is its variance. 2.7) If Y = —1) this will not be unbiased, but there may be a smaller expected square error than the unbiased estimator with y = — 1.
Performance modeling of finite-source retrial queueing systems with collisions and blocking
Nazarov, A.Kvach, V.Yampolsky, Asymptotic analysis of closed Markov retry queuing system with collision, Information technologies and mathematical modeling. Zhang, Analysis of the finite source retry queues with server crashes and repairs, Journal of Industrial and Manage.
Complex network models and generalized allocation scheme
They are also useful for studying networks without conditions on the number of edges by averaging the results of conditional graphs with respect to the distribution of the sum of degrees. The main results of this work are limit theorems for the same degree structure features of conditional configuration graphs when the distribution of £ is unknown and we can only estimate limit behavior of the distribution tail. Comparison of the power of the generalized Nikulin-Rao-Robson test for hj [x\ = x I Aj [x\, j = 1, ,J - 1, with the power of two other chi-square tests for checking the hypothesis about the normal distribution law of the random variable £ ~ N (p ; a 2), will be fulfilled in the last part of our presentation.
The routing control problem in the retry queue can be formulated as a semi-Markov decision process, where the decision epoch is the service termination point of the first stage d\. In the case of socially optimal routing policies, we show that such a policy is described by a switching curve based on the number of customers in the system. We conjecture that the optimal threshold is a non-decreasing function of the number of customers in the retry box.
Structural improvement of Esseen’s and Rozovskii’s inequalities
Shevtsova, Esseen-Rozovskii type estimates for the rate of convergence in the Lindeberg theorem, Journal of Mathematical Sciences.
Uniform limit theorems for censored integrals with application in estimation theory
Q W = | IK u V E U u - № We introduce some notation from the theory of metric entropy in [4] by adapting it to the considered model of competing risks.
Programmed control with probability 1 for stochastic dynamical systems
A programmed check with probability 1 is called a stochastic system check, which allows maintaining a constant value with probability. For such systems, we construct the programmed control u(t; X (t)) with probability 1 (PCP1), which allows the system (3). Karachanskaya, Construction of program control with probability one for a dynamic system with Poisson perturbations, Vestnik PNU.
Quality of service estimation in telecommunication system with nonhomogeneous input flow
Morozov, On a lower asymptotic limit of the overflow probability in a fluid queue with a heterogeneous fractional input, Journal of Mathematical Sciences (2018) (accepted for publication).
Statistical procedures for network structures identification with invariant risk function
It is easy to see that the traditional approach is based on the application of corresponding algorithms for the identification of network structures on the Pearson correlation network. It is shown that if vector X = ( network coincide. Moreover, it implies the property of an invariant risk function of procedures for the identification of network structures in a sign correlation network with respect to unknown g.
Probabilistic methods for the analysis of fractional and generalized fractional partial
The main ideas of the speech are discussed in more detail in the publications below. Kolokoltsov, On completely mixed and multidimensional extensions of Caputo and Riemann-Liouville derivatives, coupled Markov pro.
Probability models of statistical regularities in rainfall data
The asymptotic distribution of the maximum daily precipitation volume within a wet period appears to be a tempered scale mixture of the gamma distribution. The first approach to the definition (and determination) of anomalously extreme precipitation is based on the distribution of maximum daily precipitation in the form of a tem. Both tests concern the relative contribution of the total precipitation volume for a wet period to the considered series (sample) of consecutive wet periods.
Bayesian method of modeling the balance and advantage processes
In order for the system to be balanced, it makes sense to aim for the ratio between the n-factor and the p-factor to be equal to unity. Examples of balance and advantage indices are found in every field of knowledge from demography to emergency simulation. The above reasoning leads to the application of the Bayesian method to equilibrium models.
Numerical results on finite source Markov retrial system with collision
Therefore, it must be assumed that the distributions of the considered random variables are given a priori. Nazarov, Performance modeling of finite-origin retry queuing systems with collisions and unreliable server using MOSEL, Distributed Computer and Communication Net. Yampolsky, Asymptotic analysis of a closed Markov queuing system with collision retry, Information Technology and Mathematical Modeling.
Clustering and assortativity in configuration graphs
We considered configuration graphs with the number of nodes 100 < N < 10,000 in two cases of the node degree distribution: with fixed values of 1.01 < т < 2.5 and a random neighborhood, when т was either uniformly distributed over a predefined interval [ a, b ] or was a random variable that followed a truncated normal distribution on the same interval (a, b) with the expectation of. The considered intervals (a, b) were the following: (1, 2), which corresponds to a well-known property of communication networks (Hofstad connected to forest fire modeling (Leri and Pavlov(8j)) and (1, 3 ) as a generalization of the first two. Based on the results obtained, we derived regression dependencies of the coefficients A, C o and CL on the graph size N and the parameter of the node degree distribution т in the first case considered, when т was fixed .
On generalization of the Ahmad^W ang inequality
Makarenko, Esseen-Rozovskii Tilmaama Gosa Saffisa Walitti Dhufeenya Ti'oorimii Lindeberg, Joornaalii Saayinsii Herregaa (2018).
A new class of spatial survival model with closed skewed-Gaussian random effect
Motarjem et al [4] presented a spatial survival model for analyzing geostatistical survival data, where a Gaussian random field is used to consider spatial random effects. However, due to the existence of bias in survival data, the Gaussian assumption of random effects may not be realistic. In this paper, considering a dosed Gaussian random field for the spatial random effect, a new model for skewed spatial random effects is proposed, where the effect of this deviation on the estimation of the model parameters is investigated.
Asymptotic representation for likelihood ratio statistics in competing risks model under
We now consider the experimental situation where the competing risks data are a right-censored random hybrid. If the experiment stops at a certain time T G R , the experiment is called Type I censoring model (or (n,T)) or continues until r(0 < r < n) errors occur, the experiment is called Type II (or ( n ,r)) censorship model. Nurmukhamedova, Asymptotics for likelihood ratio statistics in the competing risks model under stepwise right-censoring, Statistical Methods for Estimation and Hypothesis Testing, Perm State University, Perm in Russian).
Some probabilistic features of the iterated Brownian motion
Nurmukhamedova, Local asymptotic normality of the family of distributions by incomplete observations, Journal of Siberian Federal University. The repeated zero crossing T 0j^2 To,t is also analyzed and extended to the case where the nesting level is random. The iterated Brownian motion has been investigated from many points of view, including its connection with fraction equations and some prob.
New scheme for calculation of senior moment functions for the state vector of linear stochastic
New scheme for computing senior moment functions of the state vector for linear stochastic. Rakhmatullina, Introduction to the Theory of Functional Differential Equations: Methods and Applications, Hindawi, New York, 2007. Platen, Strong Discrete Time Approximation of Stochastic Differential Equations with Time Delay, Mathematics and Computers in Simulation.
Integral representation of the density of the fractional-stable law
Thresholding rules in the models with non-Gaussian noise
Robust minimax estimation of location and least favorable distributions under asymmetry
Integral transforms of characteristic functions and their properties
As a result, and using the results of [5], we prove new and sharp moment-type estimates for char.
Non-arcsine law for random walk conditioned to reach a high level
A random variable X is called strongly arithmetic if X is arithmetic and its arithmetic step is equal to its lattice step. Shklyaev, Limit theorems for random walk under the assumption of maximum large deviation, Theory Prob. Kozlov, On large deviations from maximum of a Cramer random walk and the queuing process, Theory Probab.
Size distributions of regolith granules at meteorite impact on the M oon and in laboratory experiments
Earlier, the development of chain plasma chemical reactions forming a dusty plasma cloud above the surface of metallic and dielectric powder mixtures irradiated by powerful gyrotron radiation was experimentally observed in the Plasma Physics Department of the Prokhorov General Physics Institute of the Russian Academy of Sciences [8 ]. During this period, the suspended dust particles float several tens of centimeters above the powder mixture surface, producing a floating cloud, which not only occupies the entire reactor volume, but also rises to a height of up to 1 m above the reactor (and this, in the earth's gravitational field). Molten regolith spheroids with diameters of 1 — 1000 ^m are deposited on the side surface of the reactor above the powder mixture, the size distribution of which is also uniform.
Simulation of finite-source retrial queueing systems with collisions and blocking
Stepakhin et al., Initiation of dusty structures in chain reactions under the influence of gyrotron radiation on a mixture of metal and dielectric powders with an open boundary, JETP Letters. Yampolsky, Asymptotic analysis of closed Markov retry queuing system with collision, Information Technologies and Mathematical Modeling. Zhang, Analysis of the finite source retry queues with server crashes and repairs, Journal of Industrial and Manage.
Permutation tests for homogeneity based on some characterizations
The tests are based on homogeneity characterizations obtained by Ushakov [3] and Ushakov and Ushakov [4]. Since the distribution of the test statistics depends on the distribution of populations, we also use the bootstrap-type resampling technique mentioned above.
On stability of characterization of distribution types
Reconstruction of the type of initial distribution from distribution of such a statistic is a real problem, especially for goodness of fit testing. The stability of the reconstruction has been studied by a number of authors, see for example Prokhorov [2], Zinger and Kagan [3], Kagan and Klebanov [4]. Klebanov, Estimation of the stability in the problem of reconstructing the additive type of a distribution, Zap.
In this work, analysis of the signals of magnetic probe diagnostics of the L-2M stellarator in the above regimes is presented, using the semi-automatic processing system that is being developed [5]. Batanov et al, A new MIG-3 gyrotron complex for the creation and heating of plasma in the L2M stellarator and the first experimental re. Batanov et al, Studies on ECR heating of the plasma in L-2M galaxy in the pulsed periodic regime, XLV International Zvenigorod Conference on Plasm, a Physics and Nuclear Fusion: Book of Abstracts, Zvenigorod, Moscow Region in Russian).
Multivariate regular variation in probability theory
Bajsanski (1969) gave a thorough generalization of regularly varying functions not only for the multidimensional case but also for topological groups. In the already mentioned article, this definition was used in the study of asymptotics of infinitely divisible distributions with a support in ho. In the last two applications. cations, this definition is used in the case where Г = R + and operators Uk are diagonal).
Magnetoencephalography inverse ill-posed problem
The application of IC A method and window spreading in the study of bioequivalence of drugs.
To date, the main criterion for assessing bioequivalence is the level of drug concentration in the blood over time. This paper deals with the bioequivalence assessment method, the main purpose of which is to break the drug concentration curve in the body in the composition. To isolate the components, methods such as the method of independent components, the window distribution method and the study of the gamma process of variance will be used.