bluuebunny/crossref_metadata_2025_split huggingface dataset:
Sojourn times with finite time‐horizon in finite semi‐markov processes
Authors: Csenki Attila 
Published: May 2007

AbstractLet Y = {Yt:t ≥ 0} be a semi‐Markov process with finite state space S. Assume that Y is either irreducible and S is then partitioned into two classes A and B, or, that Y is absorbing and S is partitioned into A, B and C, where C is the set of all absorbing states of Y. Denote by TA, m(t) the mth sojourn time of Y in A during [0, t]. TA, m(t) is thus defined as the duration in [0, t] of the mth visit of Y to A if A is visited by Y during [0, t] at least m times; TA, m(t) = 0 otherwise. We derive a recurrence relation for the vectors of double Laplace transforms gm**(T1,T2) = {gm**(T1, T2;S):sSC}, m = 1,2,… which are defined by

with T1, T2, Re(T1), Re(T2) > 0. This result is then applied to alternating renewal processes. Symbolic Laplace transform inversion with MAPLE is used to obtain the first two moments of TA, m(t). The assumed holding time distributions are exponential and Erlang respectively. This paper is a continuation of some of the author's recent work on the distribution theory of sojourn times in a subset of the finite state space of a (semi‐)Markov process where the time horizon t = + ∞. The practical importance of considering a finite time horizon for semi‐Markov reliability models has been discussed recently by Jack (1991), Jack and Dagpunar (1992), and Christer and Jack (1991).
On the limiting joint distribution of the extreme order statistics
Authors: Scarf P. A. 
Published: May 2007

AbstractThe connection between extreme values and record‐low values is exploited to derive simply the limiting joint distribution of the r largest order statistics. The use of this distribution in the modelling of corrosion phenomena is considered, and the extrapolation of maxima in space and time is described in this context. There has been recent emphasis on movement away from classical extreme value theory to more efficient estimation procedures. This shift is continued with the illustration of the extra precision of predicted maxima obtained from a model based on extreme order statistics over the classical extreme value approach.
A stochastic system with MMPP input and an access function
Authors: Tralhão Lino , Craveirinha José , Paixão José 
Published: May 2007

AbstractIn classical studies of loss systems with restricted availability, the utilization was suggested of a probabilistic loss function, defining the conditional probability of an incoming call being rejected, as a function of the number of occupations in the destination group of servers. This paper gives an exact analysis of stochastic processes of practical relevance, associated with a system with MMPP (Markov Modulated Poisson Process) input, finite queueing capacity and a general loss function, assuming exponential service times. In addition to the process defining the state of the system at any instant, the analysis of the overflow point process (associated with the rejected arriving customers), the accepted point process (associated with the accepted arriving customers), and of the departure process will be presented. Together with the exact analysis of this system, based on the matrix analytical methodology of Neuts, (1981), we will derive expressions for calculating some key‐parameters of pertinent associated processes, which may also be used for their approximate modelling. Also, examples of applications and of blocking probability calculations in specific models of this class will be presented.
Monitoring a class of discrete point processes
Authors: Chandramouli Y. 
Published: May 2007

AbstractA discrete, non‐negative integer‐valued, stationary point process was proposed by Neuts and Pearce as a model for teletraffic packet streams. We examine a data‐analytic approach to develop a monitoring scheme for that point process. Monitoring is a procedure of tracking a stochastic process to identity quickly the development of anomalous situations in the evolution of the point process and to detect the assignable causes to account for such conditions. Numerical results are presented to illustrate the performance of the monitoring scheme.
Discovering interesting statements from a database
Authors: Gebhardt F. 
Published: May 2007

AbstractKnowledge discovery aims at extracting new knowledge from potentially large databases; this may be in the form of interesting statements about the data. Two interrelated classes of problem arise that are treated here: to put the subjective notion of &&num;145;interesting&&num;146; into concrete terms and to deal with large numbers of statements that are related to one another (one rendering the other redundant or at least less interesting). Four increasingly subjective facets of &&num;145;interestingness&&num;146; are identified: the subject field under consideration, the conspicuousness of a finding, its novelty, and its deviation from prior knowledge. A procedure is proposed, and tried out on two quite different data sets, that allows for specifying interestingness by various means and that ranks the results in a way that takes interestingness (relevance, evidence) as well as mutual relatedness (similarity, affinity) into account—manifestations of the second and third facets of interestingness in the given data environment.
Nested sampling for estimating spatial semivariograms compared to other designs
Authors: Corsten L. C. A. , Stein A. 
Published: May 2007

AbstractIn spatial studies, use is commonly made of nested sampling plans. By applying such plans, one takes observations according to a hierarchical scheme, with decreasing distances between observations. As observed by Miesch (1975), the cumulative sum of variance components provided by the nested sampling plan may be used in some situations to obtain semivariogram values. In this article, proofs are given for both balanced and unbalanced designs. Different estimation procedures for obtaining semivariogram values are compared with each other. The paper is illustrated with two numerical examples, one on actual soil pH data and one on simulated random fields. Mean squared pair differences are shown to be inferior to expected mean squares and restricted maximum likelihood for variance component estimation and several other spatial sampling plans may be superior to the nested sampling plan for estimating the spatial semivariogram.
Reliability analysis of repairable systems from in–service failure count data
Authors: Calabria R. , Guida M. , Pulcini G. 
Published: May 2007

AbstractPoint maximum likelihood estimators for parameters, mean number of failures, and failure rate in a non–homogeneous Poisson process are derived, when only count data from k identical processes are available. Approximate confidence intervals based on the parametric bootstrap technique are considered. The performances of both the point and interval estimation procedures are assessed via Monte Carlo simulation.
Alternative optimality criteria of portfolio selection based upon threshold stopping rule
Authors: Dohi Tadashi , Kitaoka Eiichi , Osaki Shunji 
Published: May 2007

AbstractThis paper proposes two types of alternative criteria of optimality for the continuous time portfolio selection problem. The optimality criteria, the so–called Laplace–Stieltjes transform (LST) criteria, are based on the assumption that the financial agent has a target level for the wealth accumulation process. These criteria are closely related to the so–called threshold stopping investment rule. We analytically derive the LST criteria and numerically compare them with the well–known Kelly criterion. It is shown that the portfolio strategies suggested may overcome the problem that the growth portfolio is often overestimated in several investment situations.
Acceptance sampling in a producer—supplier conflicting environment: Risk neutral case
Authors: Tapiero Charles S. 
Published: May 2007

AbstractThis paper considers a mutual inspection game which follows the signing of a quality delivery contract. The basic strategic decisions considered involve both the supplier and producer acceptance sampling procedure on the same lot. To solve the game, we consider the classical notions of ‘producer’ and ‘consumer’ risks and define a random payoffs game. To simplify our analysis, we assume risk neutrality by both the producer and the supplier. The approach of this paper provides a departure point from traditional acceptance sampling, to an approach which recognizes explicit motivations and the pursuit of self‐interest as well as the cost of information for the parties involved. As a result, the traditional formulation of sampling plans, designed in terms of risk considerations based on Neyman—Pearson theory in hypothesis testing, is deemed limited. For demonstration purposes, an example is solved.
Estimating the instantaneous volatility and covariance of risky assets
Authors: Chesney Marc , Elliott Robert J. 
Published: May 2007

AbstractUsing the Mihlstein approximation for solutions to stochastic differential equations and the stochastic calculus an estimate for the volatility is obtained. The estimate is also valid for stochastic, Markov, volatilities. If the process has jumps, these reduce the previous estimate. The instantaneous covariance of two risky assets is also calculated.
Analytic solution and estimation of parameters on a stochastic exponential model for a technological diffusion process
Authors: Katsamaki A. , Skiadas C. H. 
Published: May 2007

AbstractIn this paper we examine the behaviour of a stochastic model that describes a technological diffusion process (continuously increasing process). Furthermore we obtain a solution for the proposed model through the estimation of the volatility using three different approximations. The adjustment of real data to the final stochastic model confirms its ability of describing and forecasting real cases.
Multiattribute evaluation of greek banking performance
Authors: Zopounidis C. , Despotis D. K. , Stavropoulou E. 
Published: May 2007

AbstractOrdinal regression analysis is proposed as a means for evaluating banking performance over multiple attributes in the presence of non‐monotonic preferences. First, a multivariate statistical analysis is applied to measure the banking performance on the basis of financial ratios that derive from the study of financial statements of a sample of Greek banks for the period 1989–1992. Then, an additive utility model is assessed to obtain the final ranking of a representative sample of Greek banks.
Daniels's association measures under right censoring
Authors: O'Quigley John 
Published: May 2007

AbstractThis paper considers extensions of the Daniels generalized measures of association (Daniels 1944) to censored data. A number of existing tests for the detection of association in the presence of right‐censoring (Gehan 1965; Efron 1967; Brown, Hollander and Korwar 1974; Weier and Basu 1980) are seen to be special cases of the Daniels coefficient under particular scoring schemes. The Daniels coefficient provides a very general framework for the construction of tests and a number of other scoring schemes, simplifying to give well known tests in the non‐censored case, are considered. In this paper we focus attention on tests which are, in some sense, non‐parametric with respect to both variables, i.e. the explanatory variable as well as the failure time variable, such a property, though, not necessarily implying rank invariance. Parametric tests can be seen to fit in with the same formulation although no exploration of this approach is given here. Moving away from the null hypothesis of no association, it is also possible to obtain population measures of association applicable to right censored data. These will not in general converge to their non‐censored equivalents although, for a large family of cases studied, they do come very close. We illustrate these findings by some simulations.
Estimating a survival function with doubly censored data in a proportional hazard model
Authors: Esteban M. D. , Morales D. 
Published: May 2007

AbstractThis article presents a non‐parametric estimator of a survival function in a proportional hazard model when some of the data are censored on the left and some are censored on the right. The proposed method generalizes the work of Ebrahimi (1985). Uniformly strong consistency and asymptotic normality of the estimator are proved. A computer simulation study is presented to analyse the behaviour of the estimator when model assumptions fit the data and when they do not fit.
A discrete‐time model of failure and repair
Authors: Rocha‐Martinez José M. , Shaked Moshe 
Published: May 2007

AbstractIn this paper the authors introduce and study a model of failures and repairs of units with discrete lifetimes. They suppose that a unit has a sequence of tasks to perform and that its lifetime is measured by the number of tasks performed before its final, fatal failure. Upon a failure the unit may be repaired (with some probability) and then it may attempt again to perform the current task. The unit dies when (with some probability) a repair cannot be completed. We derive some stochastic comparisons of pairs of such models. The stochastic comparisons are then applied for obtaining results regarding the inheritance of several aging properties by the repaired unit. Various examples illustrate the applicability of the model. Some variants of the model of this paper can be viewed as discrete analogues of the notion of imperfect repair.
Computational approaches to estimation in the principal component analysis of a stochastic process
Authors: Aguilera Ana M. , Gutiérrez Ramón , Ocaña Francisco A. , Valderrama Mariano J. 
Published: May 2007

AbstractAfter performing a review of the classical procedures for estimation in the principal component analysis (PCA) of a second order stochastic process, two alternative procedures have been developed to approach such estimates. The first is based on the orthogonal projection method and uses cubic interpolating splines when the data are discrete. The second is based on the trapezoidal method. The accuracy of both procedures is tested by simulating approximated sample‐functions of the Brownian motion and the Brownian bridge. The real principal factors of these stochastic processes, which can be evaluated directly, are compared with those estimated by means of the two mentioned algorithms. An application for estimation in the PCA of tourism evolution in Spain from real data is also included.
Allfinanz, bancassurance and the future of banking
Authors: Bergendahl GÖRan 
Published: May 2007

AbstractThe purpose with this paper is first to analyse the strategies of Allfinanz (Bancassurance) in Germany and then to investigate if the German banks have become more efficient during the period since Allfinanz was introduced. Two methods are used to analyse efficiency: ‘financial ratio analysis’ (FRA) and ‘data envelopment analysis’ (DEA). FRA is useful in studying the change in productivity. DEA generates, efficiency scores and alternative and more efficient combinations of banks.
Nanofibers of Fullerene C60 through Interplay of Ball‐and‐Socket Supermolecules
Authors: Hubble Lee J. , Raston Colin L. 
Published: May 2007

AbstractMixing solutions of p‐tBu‐calix[5]arene and C60 in toluene results in a 1:1 complex (C60)∩(p‐tBu‐calix[5]arene), which precipitates as nanofibers. The principle structural unit is based on a host–guest ball‐and‐socket nanostructure of the two components, with an extended structure comprising zigzag/helical arrays of fullerenes (powder X‐ray diffraction data coupled with molecular modeling). Under argon at temperatures above 309 °C, the fibers undergo selective volatilization of the calixarenes to afford C60‐core nanostructures encapsulated in a graphitic material sheath, which exhibits a dramatic increase in surface area. Above 650 °C the material exhibits an ohmic conductance response, due to the encapsulation process.
Berufsbildung für produktionsbetreuende Berufe in der chemischen Industrie: Auf völlig neuen Wegen ins nächste Jahrtausend
Authors: Schmidkunz Heinz , Kubik Günther 
Published: May 2007

AbstractDIE BERUFLICHE AUSBILDUNG erfolgt in Deutschland in Berufsfeldern. Bei der Betreuung von Großanlagen in der chemischen Industrie müssen drei Fachkräfte aus drei Berufsgruppen zusammenarbeiten. Erfahrungsgemäß treten dabei Schwierigkeiten bei der Kommunikation und der erforderlichen Zusammenarbeit auf. Der daraus resultierende Schaden kann beachtlich sein. Um diesen Mißständen abzuhelfen, wurde ein Modellversuch eingerichtet. Auszubildende in den drei betreffenden Berufen (Chemikanten, Industriemechaniker und Prozeßleitelektroniker) wurden zeitweise berufsfeldübergreifend ausgebildet. Die Ergebnisse der Untersuchung werden eingehend erörtert, Konsequenzen werden angedeutet.
Die Bestimmung des Zinnionen‐Gehalts in Ananaskonserven
Authors: Stübs Renate , Heldt Nina 
Published: May 2007

AbstractQUANTITATIVE ANALYSEN haben im Chemieunterricht der gymnasialen Oberstufe dann eine besondere Wirkung und entwickeln beim Schüler eine nachhaltige Motivation, wenn sie nicht nur Selbstzweck an dafür eigens hergestellten Lösungen sind, sondern wenn damit auch weitergehende Kenntnisse über chemische Aspekte der Lebenswelt gewonnen werden können. Das ist bei der komplexometrischen Bestimmung von Zinnionen in Ananaskonserven der Fall. Der Ratschlag, den Inhalt geöffneter, innen mit Zinn beschichteter Weißblechdosen sofort in Gefäße aus Porzellan oder Glas umzuschütten, erfährt durch die selbst gewonnenen Analysenergebnisse eine einleuchtende Begründung. Die Frage nach der Ursache des schnell steigenden Zinnionen‐Gehalts nach dem Öffnen der Dose findet eine Erklärung in der Sauerstoffkorrosion der Metalle. Das bedeutet, daß anspruchsvolle analytische Aufgaben nicht nur mit Aspekten der Lebenswelt, sondern auch mit einem wichtigen anderen chemischen Gebiet, der Elektrochemie, verknüpft werden können.
Hyperglycemia in patients with acute myeloid leukemia is associated with increased hospital mortality
Authors: Ali Naeem A. , O'Brien James M. , Blum William , Byrd John C. , Klisovic Rebecca B. , Marcucci Guido , Phillips Gary , Marsh Clay B. , Lemeshow Stanley , Grever Michael R. 
Published: May 2007

AbstractBACKGROUND.Hyperglycemia is often observed in medically ill patients. Previous studies have shown that patients with hyperglycemia during induction therapy for acute lymphoblastic leukemia develop more infections and have shorter disease‐free survival. The authors hypothesized that hyperglycemia may be associated with adverse outcomes in patients with acute myeloid leukemia (AML) and sought to determine whether this association exists in this population.METHODS.The authors performed a retrospective cohort study to examine the relation between hyperglycemia and hospital mortality in patients with the diagnosis of AML. Two hundred eighty‐three adult patients were treated over a 3‐year period. All hospitalizations were reviewed during the study period, and glucose exposure and outcomes were quantified.RESULTS.Hyperglycemia during a patient's hospitalization was associated with increased hospital mortality (OR, 1.38; 95% CI, 1.23–1.55; P < .001) after adjusting for covariates, including disease state, treatment type, and response. The rise in mortality was evident at even mild levels (110–150 mg/dL) of glucose elevation. Although the odds of developing severe sepsis (OR, 1.24; 95% CI, 1.13.–1.38; P < .001) or severe sepsis with respiratory failure (OR, 2.04; 95% CI, 1.44–2.91; P < .001) were increased with hyperglycemia, sepsis did not appear to be the main factor responsible for the negative impact of hyperglycemia on hospital mortality.CONCLUSIONS.This study demonstrated an association between hospital mortality and even modest levels of hyperglycemia in AML patients. Prospective studies are needed to confirm this association and to discern causal pathways that mediate this effect. Cancer 2007. © 2007 American Cancer Society.
Fabrication of Hexaphenylsilole Nanowires and Their Morphology‐Tunable Photoluminescence
Authors: Heng Liping , Zhai Jin , Qin Anjun , Zhang Yuqi , Dong Yongqiang , Tang Ben Zhong , Jiang Lei 
Published: May 2007

AbstractImmersion of nanoporous alumina membranes into saturated solutions of hexaphenylsilole with subsequent solvent evaporation affords aligned organic nanowires. The luminescent properties of the hexaphenylsilole nanowires can be manipulated by varying their morphologies, which were controlled by changing the channel sizes of the alumina templates.
Single‐Molecule Studies of a Model Fluorenone
Authors: Odoi Michael Y. , Hammer Nathan I. , Rathnayake Hemali P. , Lahti Paul M. , Barnes Michael D. 
Published: May 2007

AbstractSingle‐molecule fluorescence measurements of 2,7‐bis(3,4,5‐trimethoxyphenylethenyl)fluorenone (OFOPV) reveal narrow emission spectra concentrated around 540 nm, with weak emission at longer wavelengths. The wide scattering of emission‐maximum wavelengths is attributed to varying molecular environments, with dimers or higher‐order aggregates contributing to the low‐energy emission. This spectral distribution indicates that emission from monomers of this model fluorenone is mostly green, which is consistent with contaminant emission (g‐bands) often observed in fluorene‐ and polyfluorene‐based organic light emitting diode (OLED) devices. A histogram of center wavelengths from 118 single‐molecule spectra shows good agreement with the green emission previously observed in thermally stressed 2,7‐bis(3,4,5‐trimethoxyphenylethenyl)‐9,9‐diethylfluorene (OFPV). Whereas bulk OFPV exhibits blue fluorescence at about 480 nm, OFOPV bulk thin film measurements reveal red luminescence shifted to 630 nm. This unexpected peak position for bulk OFOPV shifts to higher energies (ca. 540 nm) upon dilution in a solid‐state matrix, suggesting that the bulk red emission finds its origins in interactions between fluorenone molecules. Explanations for this red emission include aggregate or excimer formation or intermolecular energy transfer between fluorenone molecules.
Noise removal for degraded images with Poisson noise using M‐transformation and BayesShrink method
Authors: Li Yeqiu , Lu Jianming , Wang Ling , Yahagi Takashi 
Published: May 2007

AbstractMedian filters and other nonlinear filters have been investigated for restoration of degraded images with Poisson noise. Recently, subband image restoration using the wavelet transform has been attracting much attention. This method is effective for small‐amplitude noise, but in the case of Poisson noise, large‐amplitude noise exceeds the preset threshold and is not removed. In this study, we propose a new method of noise removal from degraded images with Poisson noise by using a combination of the M‐transformation [5] and the wavelet BayesShrink method. © 2007 Wiley Periodicals, Inc. Electron Comm Jpn Pt 3, 90(11): 11–20, 2007; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/ecjc.20357