we developed an inventory model for decaying items with selling price dependent demand in inflationary environment. deterioration rate is taken as two parameter weibull distribution. shortages in inventory are allowed with partial backlogging. backlogging rate is taken as exponential decreasing function of time. profit maximization technique is used in this study.

This paper uses minute-by-minute British electricity demand observations to evaluate methods for prediction from 10 to 30 minutes ahead. Such very short lead times are important for the real-time scheduling of electricity generation. We consider methods designed to capture both the intraday and the intraweek seasonal cycles in the data, including ARIMA modelling, an adaptation of Holt-Winters e...

We propose a class of estimators for the parameters of a GARCH(p, q) sequence. We show that our estimators are consistent and asymptotically normal under mild conditions. The quasi-maximum likelihood and the likelihood estimators are discussed in detail. We show that the maximum likelihood estimator is optimal. If the tail of the distribution of the innovations is polynomial, even a quasi-maxim...

For exponential mappings such that the orbit of the only singular value 0 is bounded, it is shown that no integrable density invariant under the dynamics exists on C.

In the present paper we give a sufficient condition for the exponential dichotomy of a C0-semigroup in terms of ”Perron-type“ theorems in the case when we don’t have the requirement of invertibility on the kernel of the dichotomic projection.

We establish the linear independence of time-frequency translates for functions f having one sided decay limx→∞ |f(x)|e log x = 0 for all c > 0. We also prove such results for functions with faster than exponential decay, i.e., limx→∞ |f(x)|e = 0 for all c > 0, under some additional restrictions.

Although viral spreading processes taking place in networks are commonly analyzed using Markovian models in which both the transmission and the recovery times follow exponential distributions, empirical studies show that, in most real scenarios, the distribution of these times are far from exponential. To overcome this limitation, we first introduce a generalized spreading model that allows tra...

This paper studies barrier options which are chained together, each with payoff contingent on curved barriers. When the underlying asset price hits a primary curved barrier, a secondary barrier option is given to a primary barrier option holder. Then if the asset price hits another curved barrier, a third barrier option is given, and so on. We provide explicit price formulas for these options w...

This article is concerned with initial-boundary value problems for the Korteweg-de Vries (KdV) equation on bounded intervals. For general linear boundary conditions and small initial data, we prove the existence and uniqueness of global regular solutions and its exponential decay, as t→∞.

The integer d is called an exponential divisor of n = ∏r i=1 p ai i > 1 if d = ∏r i=1 p ci i , where ci|ai for every 1 ≤ i ≤ r. The integers n = ∏r i=1 p ai i ,m = ∏r i=1 p bi i > 1 having the same prime factors are called exponentially coprime if (ai, bi) = 1 for every 1 ≤ i ≤ r. In this paper we investigate asymptotic properties of certain arithmetic functions involving exponential divisors a...