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 ...
Yeh, Wei-Chang; Ho, Hsiao-Chang; Chen, Yi-Chun; Yeh, Yuan-Ming(I C I C International, 2012)
Evaluating network reliability is an important topic in the planning, designing and control of network systems. Modi cations are common for network expansion or reinforcement evaluation and planning. A modi ed network is ...
We consider in this article the arbitrage free pricing of double knock-out barrier options with payoffs that are arbitrary functions of the underlying asset, where we allow exponentially time-varying barrier levels in an ...
Many business decision problems involve multiple objectives and can thus be described by multiple objective linear programming (MOLP) models. When a MOLP problem is being formulated, the parameters of objective functions ...
In this study, a special situation involving a computationally di$cult #owshop scheduling problem is discussed. The objective of this problem is to minimize a weighted combination of job #owtime and schedule makespan. ...
This paper presents a new characterization of controllability via stabilizability and Riccati equation for linear time-varying systems. An equivalence is given between the global null controllability, complete stabilizability ...
Breast cancer is one of the leading causes of death among the women in many parts of the world. In 2007, approximately 178,480 women in the United States have been found to have invasive breast cancer. In this paper, we ...
A new method for pricing lookback options (a.k.a.hindsightoptions) is presented, which simplifies the derivation of analytical formulas for this class of exotics in the Black-Scholes framework. Underlying the method is the ...
We consider formulations for the Helmholtz operator for periodic media containing high contrast inclusions in the limit when the wavelength outside the inclusions tends to infinity. Applications are to problems of ...
Cigarette smoking and poor glycemic control are risk factors for diabetic nephropathy in type 1 diabetes. However, the specifics of the relation of these risk factors to the onset of this complication have not been elucidated. ...
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 ...
In this note, it is shown that there exist non-topologically generated spaces which are both Lowen uniformizable and Hutton uniformizable. On the other hand, the FNS-coreflection of the Hutton unit interval I(I) is neither ...
Geweke, John; H., Tanizaki(Taylor and Francis Ltd, 2003)
Abstract: 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. ...
Although many people are exposed to ozone, the effects of chronic exposure to this ubiquitous pollutant, especially low-level chronic exposure, are not well understood. The U.S. Environmental Protection Agency (EPA) current ...