996 resultados para compound extremal processes


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Radiotherapy has been a method of choice in cancer treatment for a number of years. Mathematical modeling is an important tool in studying the survival behavior of any cell as well as its radiosensitivity. One particular cell under investigation is the normal T-cell, the radiosensitivity of which may be indicative to the patient's tolerance to radiation doses.^ The model derived is a compound branching process with a random initial population of T-cells that is assumed to have compound distribution. T-cells in any generation are assumed to double or die at random lengths of time. This population is assumed to undergo a random number of generations within a period of time. The model is then used to obtain an estimate for the survival probability of T-cells for the data under investigation. This estimate is derived iteratively by applying the likelihood principle. Further assessment of the validity of the model is performed by simulating a number of subjects under this model.^ This study shows that there is a great deal of variation in T-cells survival from one individual to another. These variations can be observed under normal conditions as well as under radiotherapy. The findings are in agreement with a recent study and show that genetic diversity plays a role in determining the survival of T-cells. ^

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We study the limit behaviour of the sequence of extremal processes under a regularity condition on the norming sequence ζn and asymptotic negligibility of the max-increments of Yn.

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2000 Mathematics Subject Classification: 60G70, 60G18.

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In this note we discuss upper and lower bound for the ruin probability in an insurance model with very heavy-tailed claims and interarrival times.

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2000 Mathematics Subject Classification: 60G70, 60F12, 60G10.

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2000 Mathematics Subject Classification: Primary 60G51, secondary 60G70, 60F17.

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This note provides a new probabilistic approach in discussing the weighted Markov branching process (WMBP) which is a natural generalisation of the ordinary Markov branching process. Using this approach, some important characteristics regarding the hitting times of such processes can be easily obtained. In particular, the closed forms for the mean extinction time and conditional mean extinction time are presented. The explosion behaviour of the process is investigated and the mean explosion time is derived. The mean global holding time and the mean total survival time are also obtained. The close link between these newly developed processes and the well-known compound Poisson processes is investigated. It is revealed that any weighted Markov branching process (WMBP) is a random time change of a compound Poisson process.

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The random direction short Glass Fiber Reinforced Plastics (GFRP) have been prepared by two compression moulding processes, namely the Preform and Sheet Moulding Compound (SMC) processes. Cutting force analysis and surface characterization are conducted on the random direction short GFRPs with varying fiber contents (25 similar to 40%). Edge trimming experiments are preformed using carbide inserts with varing the depth of cut and cutting speed. Machining characteristics of the Preform and SMC processed random direction short GFRPs are evaluated in terms of cutting forces, surface quality, and tool wear. It is found that composite primary processing and fiber contents are major contributing factors influencing the cutting force magnitudes and surface textures. The SMC composites show better surface finish over the Preform composites due to less delamination and fiber pullouts. Moreover, matrix damage and fiber protrusions at the machined edge are reduced by increasing fiber content in the random direction short GFRP composites.

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This paper provides a new and accessible approach to establishing certain results concerning the discounted penalty function. The direct approach consists of two steps. In the first step, closed-form expressions are obtained in the special case in which the claim amount distribution is a combination of exponential distributions. A rational function is useful in this context. For the second step, one observes that the family of combinations of exponential distributions is dense. Hence, it suffices to reformulate the results of the first step to obtain general results. The surplus process has downward and upward jumps, modeled by two independent compound Poisson processes. If the distribution of the upward jumps is exponential, a series of new results can be obtained with ease. Subsequently, certain results of Gerber and Shiu [H. U. Gerber and E. S. W. Shiu, North American Actuarial Journal 2(1): 48–78 (1998)] can be reproduced. The two-step approach is also applied when an independent Wiener process is added to the surplus process. Certain results are related to Zhang et al. [Z. Zhang, H. Yang, and S. Li, Journal of Computational and Applied Mathematics 233: 1773–1 784 (2010)], which uses different methods.

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This thesis is devoted to the study of some stochastic models in inventories. An inventory system is a facility at which items of materials are stocked. In order to promote smooth and efficient running of business, and to provide adequate service to the customers, an inventory materials is essential for any enterprise. When uncertainty is present, inventories are used as a protection against risk of stock out. It is advantageous to procure the item before it is needed at a lower marginal cost. Again, by bulk purchasing, the advantage of price discounts can be availed. All these contribute to the formation of inventory. Maintaining inventories is a major expenditure for any organization. For each inventory, the fundamental question is how much new stock should be ordered and when should the orders are replaced. In the present study, considered several models for single and two commodity stochastic inventory problems. The thesis discusses two models. In the first model, examined the case in which the time elapsed between two consecutive demand points are independent and identically distributed with common distribution function F(.) with mean  (assumed finite) and in which demand magnitude depends only on the time elapsed since the previous demand epoch. The time between disasters has an exponential distribution with parameter . In Model II, the inter arrival time of disasters have general distribution (F.) with mean  ( ) and the quantity destructed depends on the time elapsed between disasters. Demands form compound poison processes with inter arrival times of demands having mean 1/. It deals with linearly correlated bulk demand two Commodity inventory problem, where each arrival demands a random number of items of each commodity C1 and C2, the maximum quantity demanded being a (< S1) and b(

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2000 Mathematics Subject Classification: 60G70, 60F05.

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In open-shell atoms and ions, processes such as photoionization, combination (Raman) scattering, electron scattering, and recombination are often mediated by many-electron compound resonances. We show that their interference (neglected in the independent-resonance approximation) leads to a coherent contribution, which determines the energy-averaged total cross sections of electron- and photon-induced reactions obtained using the optical theorem. In contrast, the partial cross sections (e.g., electron recombination or photon Raman scattering) are dominated by the stochastic contributions. Thus, the optical theorem provides a link between the stochastic and coherent contributions of the compound resonances. Similar conclusions are valid for reactions via compound states in molecules and nuclei.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)