We describe a Vervaat-like path transformation for the reeected Brownian bridge conditioned on its local time at 0: up to random shifts, this process equals the two processes constructed from a Brownian bridge and a Brownian excursion by adding a drift and then taking the excursions over the current minimum. As a consequence, these three processes have the same occupation measure, which is easi...

We describe a Vervaat-like path transformation for the reflected Brownian bridge conditioned on its local time at 0: up to random shifts, this process equals the two processes constructed from a Brownian bridge and a Brownian excursion by adding a drift and then taking the excursions over the current minimum. As a consequence, these three processes have the same occupation measure, which is eas...

This paper considers a parallel system of queues fed by independent arrival streams, where the service rate of each queue depends on the number of customers in all of the queues. Necessary and sufficient conditions for the stability of the system are derived, based on stochastic monotonicity and marginal drift properties of multiclass birth and death processes. These conditions yield a sharp ch...

In this paper we study the unidirectional transport effect for Brownian ratchets modeled by Fokker–Planck-type equations. In particular, we consider the adiabatic and semiadiabatic limits for tilting ratchets, generic ratchets with small diffusion, and the multi-state chemical ratchets. Having established a linear relation between the bulk transport velocity and the bi-periodic solution, and us...

Abstract. This paper concerns the asymptotic behaviour of solutions of functional differential equations with unbounded delay to non–equilibrium limits. The underlying deterministic equation is presumed to be a linear Volterra integro–differential equation whose solution tends to a non–trivial limit. We show when the noise perturbation is bounded by a non–autonomous linear functional with a squ...

The efficient integration method of vector and DEM data on a global scale is one of the important issues in the community of Digital Earth. Among the existing methods, geometry-based approach maintains the characteristics of vector data necessary for inquiry and analysis. However, the complexity of geometry-based approach, which needs lots of interpolation calculation, limits its applications g...

In statistics it is often assumed that sample observations are independent. But sometimes in practice, observations are somehow dependent on each other. Spatiotemporal data are dependent data which their correlation is due to their spatiotemporal locations.Spatiotemporal models arise whenever data are collected across bothtime and space. Therefore such models have to be analyzed in termsof thei...

Among various practical measures used for restriction of the ground surface settlement in such tunnels driven in soft ground, selection of an appropriate excavation method plays a significant role. In this paper, employing suggested diagram by Yu & Chern, corresponding values of Niayesh tunnel has been inserted into the diagram. Later, two excavation methods namely: central diaphragm and side d...

In this study, the seismic inter-story drift of structures is estimated by a combination of mode-acceleration equations with the modelling of high-rise buildings with flexural and shear cantilever beams. In the equation presented for calculating the inter-story drift, having less knowledge of the building is adequate and this issue is of significance in estimating the nonstructural component fo...

Abstract One of the most serious incidents that can occur in offshore drilling and exploration is damage to well structure subsea components which result uncontrolled hydrocarbon release environment present a safety hazard rig personnel. Over decades, there have been substantial developments mathematical models algorithms used analyze stresses on related define operational integrity windows ope...