We consider sums over the square lattice which depend only on radial distance, and provide formulas which enable sums of functions with Neumann series to be reexpressed as combinations of hypergeometric series. We illustrate ...
This paper presents a nonlinear in-plane elastic buckling analysis of circular shallow arches that are subjected both to a uniform temperature field and to a uniform radial load field. A virtual work method is used to ...
This paper presents a thorough and comprehensive investigation of non-linear buckling and postbuckling analyses of pin-ended shallow circular arches subjected to a uniform radial load and which have equal elastic rotational ...
We provide several illustrations of Bayesian semiparametric regression analyses in the BRugs package. BRugs facilitates use of the BUGS inference engine from the R computing environment and allows analyses to be managed ...
The Metropolis-Hastings algorithm has been important in the recent development of Bayes methods. This algorithm generates random draws from a target distribution utilizing a sampling (or proposal) distribution. This article ...
We study a piece-wise deterministic Markov process having jumps of i.i.d. sizes with a constant intensity and decaying at a constant rate (a special case of a storage process with a general release rule). Necessary and ...
The paper deals with the problem of finding an optimal one-time rebalancing strategy assuming that in the BlackâScholes model the drift term of the stock may change its value spontaneously at some random non-observable ...
We study entanglement-assisted quantum and classical communication over a single use of a quantum channel, which itself can correspond to a finite number of uses of a channel with arbitrarily correlated noise. We obtain ...
In this paper, we use Fredholm second kind integral equations method to solve the corresponding Average Run Length (ARL), when the observations of a random process are serially-correlated. We derive explicit expressions ...
Sukparungsee, S; Novikov, A(King Mongkut's Institute of Technology, Ladkrabang, Thailand, 2006-01)
Using martingale technique wepresent analytic approximation and exact lower bounds for the expectation of the first passage times of an Exponentially Weighted Moving Average (EWMA) procedure used for monitoring changes in ...
We prove two martingale identities which involve exit times of Levy-driven Ornstein--Uhlenbeck processes. Using these identities we find an explicit formula for the Laplace transform of the exit time under the assumption ...
We consider a parametrization of the Heath-Jarrow-Morton (HJM) family of term structure of interest rate models that allows a finite-dimensional Markovian representation of the stochastic dynamics. This parametrization ...