In many Internet scale replicated system, not all replicas can be dealt with in the same way, since some will be in greater demand than others. In the case of weak consistency algorithms, we have observed that updating first replicas having most demand, a greater number of clients would gain access to updated content in a shorter period of time. In this work we have investigated the benefits th...

Generalised halfspace depth function is proposed. Basic properties of this depth function including the strong consistency are studied. We show, on several examples that our depth function may be considered to be more appropriate for nonsymetric distributions or for mixtures of distributions.

The paper deals with the best unbiased estimators of the blocked compound symmetric covariance structure for m−variate observations over u sites under the assumption of multivariate normality. The free-coordinate approach is used to prove that the quadratic estimation of covariance parameters is equivalent to linear estimation with a properly defined inner product in the space of symmetric matr...

SEMI-MARKOV DECISION INCLUDING AN UNKNOWN Masami Kurano Chiba University PROCESSES PARAMETER (Received February 27, 1984: Revised May 8,1985) We consider the problem of minimizing the long-run average (expected) cost per unit time in a semiMarkov decision process including an unknown parameter. In the case of general state and action spaces and compact parameter space we construct the adaptive ...

— The Economics of Happiness is one of the research areas of greatest growth in recent years. Throughout this work, a venture based model in which satisfaction of Spanish entrepreneurs with their professional life is performed. We analyze the responses of 9,989 entrepreneurs using data from the Global Entrepreneurship Monitor (GEM), and six hypothesis are discussed. The results show that, for t...

We consider maximum likelihood estimation of finite mixture of uniform distributions. We prove that maximum likelihood estimator is strongly consistent, if the scale parameters of the component uniform distributions are restricted from below by exp(−nd), 0 < d < 1, where n is the sample size.

We construct several geometric representatives for the C/Zm fractional branes on either a partially or the completely resolved orbifold. In the process we use large radius and conifold-type monodromies, and provide a strong consistency check. In particular, for C/Z5 we give three different sets of geometric representatives. We also find the explicit Seiberg-duality, in the Berenstein-Douglas se...

To verify fixed-time constraints in grid workflow systems, the consistency and inconsistency conditions have been defined in the conventional work. However, in this paper, we argue that although the conventional consistency condition is reasonable, the conventional inconsistency condition is too rigorous and covers several different situations. These situations which are handled conventionally ...

in this paper, we prove the strong uniform consistency and asymptotic normality of the kernel density estimator proposed by jones [12] for length-biased data.the approach is based on the invariance principle for the empirical processes proved by horváth [10]. all simulations are drawn for different cases to demonstrate both, consistency and asymptotic normality and the method is illustrated by ...

We consider discrete time Heath–Jarrow–Morton type interest rate models, where the interest rate curves are driven by a geometric spatial autoregression field. Strong consistency and asymptotic normality of the maximum likelihood estimators of the parameters are proved for stable no-arbitrage models containing a general stochastic discounting factor, where explicit form of the ML estimators is ...