In this note we generalise the Phillips theorem [1] on the subordination of Feller processes by Lévy subordinators to the class of additive subordinators (i.e. subordinators with independent but possibly nonstationary increments). In the case where the original Feller process is Lévy we also express the time-dependent characteristics of the subordinated process in terms of the characteristics o...

The Carnegie Mellon Communicator system helps users create complex travel itineraries through a conversational interface. Itineraries consist of (multi-leg) flights, hotel and car reservations and are built from actual travel information for North America, obtained from the Web. The system manages dialog using a schema-based approach. Schemas correspond to major units of task information (such ...

We establish a connection between the inverse scattering problem and the determination of the distribution of the position of a Lévy process at the exit time of a bounded interval in term of its Lévy exponent.

The current standards for testing surgeprotective devices (SPDs), leave some ambiguities for their implementation. Field failure data show that some SPDs that pass standard tests can still fail in unacceptable or unexpected modes, perhaps because of “blind spots” in the test regimen. The paper shows examples of such unresolved issues and also suggests closer attention to the disconnector function.

We extend the Lévy-Khintchine representation for an infinitely divisible distribution to define a driving process in the context of the bond price framework developed earlier. We describe a methodology using subordination to construct such processes and we develop some examples in detail.

We consider a Lévy flyer that starts from a point x0 on an interval [O,L] with absorbing boundaries. Using fractional differential equations, we show that the average number of flights the flyer takes before it is absorbed is 2(πα)−1 sin(πα/2) [ x0(L− x0)l −2 0 ]α/2 , where 0 < α < 2 and l0 > 0 are the parameters of the distribution of the flight length l: P (|l| > r) = (l0/r) α, r > l0, and l0...

The definition of vectors of dependent random probability measures is a topic of interest in applications to Bayesian statistics. They, indeed, represent dependent nonparametric prior distributions that are useful for modelling observables for which specific covariate values are known. In this paper we propose a vector of two-parameter Poisson-Dirichlet processes. It is well-known that each com...

1 College of Art and Sciences, Universiti Utara Malaysia, 06010 Sintok, Kedah, Malaysia. 2 School of Distance Education, Universiti Sains Malaysia, 11800 Pulau Pinang, Malaysia. 3 Department of Mathematics, School of Distance Education, Universiti Sains Malaysia, 11800 Pulau Pinang, Malaysia. 4 Department of Technology Management, Faculty of Manufacturing Engineering and Technology Management, ...