摘要:

Letbe a sequence of identically distributed random variables with semi–regularly varying tails. We assume, whenever the random variables are integrable, that the mean is zero. As in the one dimensional case we are able to show that all normalized partial sums of weighted random variables cannot converge to one (a.s.) whenever our random variables have either a (1+ϵ) moment or, in the non-L1case, they fail to possess a (1−ϵ) moment, for some ϵ>0. The additional assumptions in this extension of thecase are extremely mild. Moreover, the conclusions hold for almost any partition of

ISSN:0736-2994    

DOI:10.1080/07362999308809297

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

In this paper we consider an inventory system which is driven by several types of uncertainties. First. we assume that when an order is placed. it may not always be available. perhaps due to strikes or embargoes. The durations of the available/unavailable periods are assumed to be random. Second, it is assumed that the inventory level process is a Brownian motion with negative drift. We develop the discounted cost for the infinite horizon problem using renewal arguments. The resulting objective function of two decision variables is minimized for different values of the problem parameters and a sensitivity analysis is provided

ISSN:0736-2994    

DOI:10.1080/07362999308809298

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

A class of bulk queueing models with one server of random capacity is introduced and studied. It is assumed that upon completion of a previous service, the server takes a group of random size from units that are available. Or, the server waits until the queue attains a desired level. In addition, the input is supposed to be modulated by the queueing process and both service times of groups of units and batch sizes are under control.

ISSN:0736-2994    

DOI:10.1080/07362999308809299

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

The inspection paradox in an ordinary renewal process is investigated in the very general case of the time dependent problem and arbitrary distribution of inter–renewal times with finite mean and a probability density function

ISSN:0736-2994    

DOI:10.1080/07362999308809300

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

In this paper, we establish a generalized Haussmann's formula on the stochastic integral representation of funtionals of solutions of SDEs of funtional type

ISSN:0736-2994    

DOI:10.1080/07362999308809301

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

A discrete time tern structure model is considered. Using the weak convergence methods, an appropriate interpolation of the underlying stochastic process in shown to converge to a diffusion. Moreover, necessary and sufficient conditions for convergent are obtained. The connection between the prices and the interest reates are studied via a transformation techniques. Ho and Lee's model is revised; both its advantages and drawbacks are discussed

ISSN:0736-2994    

DOI:10.1080/07362999308809302

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

The objectiveof this paper is to use the Lyapunov function to study the almost sure exponential stability of the stochastic differential equation, where F(x, t) is a continuous C–semimartingale with spatial parameter x . This equation includes many important stochastic systems, for example. the classical Itô equation. More importantly, our result can be employed to study the bound of the Lyapunov exponent of stochastic flows

ISSN:0736-2994    

DOI:10.1080/07362999308809303

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

We provide two dynamical systems inR2given by an ODE:One which explodes in finite time for every initial condition but becomes stable by adding white noise of arbitrary positive intensity in the sense that the system becomes nonexplosive and even positive recurrent and another system which is globally asymptotically stable and which becomes explosive when it is perturbed by additive white noise

ISSN:0736-2994    

DOI:10.1080/07362999308809304

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

Letbe an array of rowwise independent random elements in a separable Banach spacer= 1 and 1<t<2orr>1 and.Letbe uniformly bounded by a nonnegative real random variableX. LetIt has been shown that if:<∞ and for every ϵ>0then for every ϵ>0,

ISSN:0736-2994    

DOI:10.1080/07362999308809305

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

ISSN:0736-2994    

DOI:10.1080/07362999308809296

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor