On moment stability properties for a class of state-dependent stochastic networks

We consider a class of stochastic networks with state-dependent arrival and service rates. The state dependency is described via multi-dimensional birth/death processes, where the birth/death rates are dependent upon the current population size in the system. Under the uniform (in state) stability condition, we establish several moment stability properties of the system:

• (i) 

  the existence of a moment generating function in a neighborhood of zero, with respect to the unique invariant measure of the state process;

• (ii) 

  the convergence of the expected value of unbounded functionals of the state process to the expectation under the invariant measure, at an exponential rate;

• (iii) 

  uniform (in time and initial condition) estimates on exponential moments of the process;

• (iv) 

  growth estimates of polynomial moments of the process as a function of the initial conditions.

Our approach provides elementary proofs of these stability properties without resorting to the convergence of the scaled process to a stable fluid limit model.     

Almost sure central limit theorem for the maxima and sums of stationary Gaussian sequences

In this paper, we proved an almost sure central limit theorem for the maxima (after centered at the sample mean) and the partial sums of standardized stationary Gaussian sequences under some conditions related to the convergence rate of covariance functions, which extended the existing results.     

绿色奥运—悉尼2000奥运会场的建设

在争办奥运会的竞争中,悉尼以环境方面的优势取胜。2000年奥运会的会址选建在悉尼附近的家树湾,过去这里曾是一片沼泽丛林,先后作过采石场、垃圾堆放场等,1988年已建成一个二世纪公署和州体育馆,在此基础上,将建成奥林匹克公园,提出“绿色奥运”的口号,将奥运会场的建设与环境治理、环境保护相结合,这一举措,深受赞许。     

浅谈路由器及Win2000路由的应用方法

介绍了互联网的核心设备路由器的作用、基本原理及其作为网络连结设备的特点和分类,Win2000服务器路由功能的实现步骤.     

网上交易管理系统开发与应用

本文分析了国内外电子商务系统应用现状后,利用ASP和SQL Server2000开发了一套基于Web的网上交易管理系统,采用了三层B/S结构。应用该系统可以帮助商家规范销售流程,提高营业额和管理水平。     

The limit distribution of a modified Shapiro–Wilk statistic for normality to Type II censored data

The Shapiro–Wilk statistic and modified statistics are widely used test statistics for normality. They are based on regression and correlation. The statistics for the complete data can be easily generalized to the censored data. In this paper, the distribution theory for the modified Shapiro–Wilk statistic is investigated when it is generalized to Type II right censored data. As a result, it is shown that the limit distribution of the statistic can be representable as the integral of a Brownian bridge. Also, the power comparison to the other procedure is performed.     

Three enigmatic examples and inference from likelihood

Statistics has many inference procedures for examining a model with data to obtain information concerning the value of a parameter of interest. If these give different results for the same model and data, one can reasonably want a satisfactory explanation. Over the last eighty years, three very simple examples have appeared intermittently in the literature, often with contradictory or misleading results; these enigmatic examples come from Cox, Behrens, and Box & Cox. The procedures in some generality begin with an observed likelihood function, which is known to provide just first order accuracy unless there is additional information that calibrates the parameter. In particular, default Bayes analysis seeks such calibration in the form of a model‐based prior; such a prior with second order accuracy is examined for the Behrens problem, but none seems available for the Box and Cox problem. Alternatively, higher‐order likelihood theory obtains such information by examining likelihood at and near the data and achieves third order accuracy. We examine both Bayesian and frequentist procedures in the context of the three enigmatic examples; simulations support the indicated accuracies. The Canadian Journal of Statistics © 2009 Statistical Society of Canada     

Efficient estimation for the proportional hazards model with competing risks and current status data

The proportional hazards model is the most commonly used model in regression analysis of failure time data and has been discussed by many authors under various situations (Kalbfleisch & Prentice, 2002. The Statistical Analysis of Failure Time Data, Wiley, New York). This paper considers the fitting of the model to current status data when there exist competing risks, which often occurs in, for example, medical studies. The maximum likelihood estimates of the unknown parameters are derived and their consistency and convergence rate are established. Also we show that the estimates of regression coefficients are efficient and have asymptotically normal distributions. Simulation studies are conducted to assess the finite sample properties of the estimates and an illustrative example is provided. The Canadian Journal of Statistics © 2009 Statistical Society of Canada     

Remarks on an integral functional driven by sub-fractional Brownian motion

This paper studies the functionals where is a one-dimension sub-fractional Brownian motion with index H∈(0,1). It shows that there exists a constant p_H∈(1,2) such that p-variation of the process (j=1,2) is equal to 0 if p>p_H, where ?_j, j=1,2, are the local time and weighted local time of S^H, respectively. This extends the classical results for Brownian motion.