In this article, we consider Zipf-Mandelbrot law as applied to texts in natural languages. We present a simple model of dependence of the law on the text size, which is featured by variable power-law tail and constant ratio of the most frequent words. As a result we derive several closed formulas, which accord with empirical data qualitatively and partially quantitatively. For example, there ap...

In this paper we approach the problem of reasoning with quantified Boolean formulas (QBFs) by combining search and resolution, and by switching between them according to structural properties of QBFs. We provide empirical evidence that QBFs which cannot be solved by search or resolution alone, can be solved by combining them, and that our approach makes a proof-of-concept implementation competi...

The quantum finance pricing formulas for coupon bond options and swaptions derived by Baaquie [Phys. Rev. E 75, 016703 (2006)] are reviewed. We empirically study the swaption market and propose an efficient computational procedure for analyzing the data. Empirical results of the swaption price, volatility, and swaption correlation are compared with the predictions of quantum finance. The quantu...

The Antoine equation is a semi-empirical equation which expresses vapour pressure as a function of temperature. A new, rapid and highly accurate method for obtaining its three constants from experimental data is presented and applied to ethanol, water and 14 anaesthetic substances. Alternative vapour pressure equations are discussed and references for original temperature--vapour pressure data ...

In a previous paper we introduced a new variance-reduction technique for regenerative simulations based on permuting regeneration cycles. In this paper we apply this idea to large classes of other estimators. In particular, we derive permuted versions of likelihood-ratio derivative estimators for steady-state performance measures, importance-sampling estima-tors of the mean cumulative reward un...

Based on a general specification of the asset specific pricing kernel, we develop a pricing model using an information process with stochastic volatility. We derive analytical asset and option pricing formulas. The asset prices in this rational expectations model exhibit crash-like, strong downward movements. The resulting option pricing formula is consistent with the strong negative skewness a...

Previous theories and empirical formulas for the lift of flat planing surfaces are reviewed, and the resemblance of the planing surface to the airfoil noted. A simple expression, which converges to the correct limits for exactly known cases, is assumed for the ratio of planing to airfoil lift, and the planing lift is then estimated by using airfoil experimental data. The resulting calculated va...

In a previous paper we introduced a new variance-reduction technique for regenerative simulations based on permuting regeneration cycles. In this paper we apply this idea to new classes of estimators. In particular, we derive permuted versions of likelihood-ratio derivative estimators for steady-state performance measures, importance-sampling estimators of the mean cumulative reward until hitti...

Not much has been written about air cleaning from ozone. The aim of this paper was to demonstrate the possibility of adsorption air cleaning from ozone. The second aim was to investigate the dependence of the efficiency of ozone removal from the air on the height of the adsorber layer and on concentrations of ozone, and to obtain empirical formulas for calculating the efficiency of ozone treatm...

We study in this paper the consequences of using the Mean Absolute Percentage Error (MAPE) as a measure of quality for regression models. We show that finding the best model under the MAPE is equivalent to doing weighted Mean Absolute Error (MAE) regression. We show that universal consistency of Empirical Risk Minimization remains possible using the MAPE instead of the MAE.