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Considering an M/M/1 queue with an additional lounge facility (LF), the quest of this paper is to understand the instances when LF is an attractive option, from customer perspective as well as from system perspective: will the customers…

最优化与控制 · 数学 2025-04-29 Riya Sultana , Khushboo Agarwal , Veeraruna Kavitha

We study the semiclassical fluctuation problem around bounce solutions for a self-interacting scalar field in curved space. As in flat space, the fluctuation problem separates into partial waves labeled by an integer l, and we determine the…

高能物理 - 理论 · 物理学 2008-11-26 Gerald V. Dunne , Qing-hai Wang

We consider a central trading desk which aggregates the inflow of clients' orders with unobserved toxicity, i.e. persistent adverse directionality. The desk chooses either to internalise the inflow or externalise it to the market in a cost…

交易与市场微观结构 · 定量金融 2024-07-08 Alexander Barzykin , Robert Boyce , Eyal Neuman

In this work we look at the original fractional calculus of variations problem in a somewhat different way. As a simple consequence, we show that a fractional generalization of a classical problem has a solution without any restrictions on…

最优化与控制 · 数学 2019-08-27 Rui A. C. Ferreira

Fluctuations of observables as functions of time, or "fluctuation patterns", are studied in a chaotic microscopically reversible system that has irreversibly reached a nonequilibrium stationary state. Supposing that during a certain, long…

chao-dyn · 物理学 2008-10-08 G. Gallavotti

We consider the {\em multi-shop ski rental} problem. This problem generalizes the classic ski rental problem to a multi-shop setting, in which each shop has different prices for renting and purchasing a pair of skis, and a \emph{consumer}…

计算机科学与博弈论 · 计算机科学 2014-04-11 Lingqing Ai , Xian Wu , Lingxiao Huang , Longbo Huang , Pingzhong Tang , Jian Li

Like the majority of spiral galaxies, the Milky Way contains a central non-axisymmetric bar component. Our position in the Galactic plane renders it rather hard to see, but also allows us to make measurements of the bar that are completely…

天体物理学 · 物理学 2008-11-26 M. R. Merrifield

We apply a particular form of the inverse scattering theory to turbulent magnetic fluctuations in a plasma. In the present note we develop the theory, formulate the magnetic fluctuation problem in terms of its electrodynamic turbulent…

空间物理 · 物理学 2016-08-30 R. A. Treumann , W. Baumjohann , Y. Narita

Online reviews enable consumers to engage with companies and provide important feedback. Due to the complexity of the high-dimensional text, these reviews are often simplified as a single numerical score, e.g., ratings or sentiment scores.…

机器学习 · 计算机科学 2022-01-04 Lu Cheng , Ruocheng Guo , Huan Liu

We consider the decay of solution to fractional diffusion equation with the distributed order Caputo derivative. We assume that the elliptic operator is time-dependent and that the weight function contained in the definition of the…

偏微分方程分析 · 数学 2018-06-12 Adam Kubica , Katarzyna Ryszewska

Many e-commerce websites use recommender systems to recommend items to users. When a user or item is new, the system may fail because not enough information is available on this user or item. Various solutions to this `cold-start problem'…

信息检索 · 计算机科学 2015-08-06 Lucas Bernardi , Jaap Kamps , Julia Kiseleva , Melanie JI Müller

Multi-flavour (N_f>=3) Chiral Perturbation Theory (ChPT) may exhibit instabilities due to vacuum fluctuations of sea q-bar q pairs. Keeping the fluctuations small would require a very precise fine-tuning of the low-energy constants L_4 and…

高能物理 - 唯象学 · 物理学 2016-09-06 S. Descotes-Genon , L. Girlanda , J. Stern

The Hilbert hotel is an old mathematical paradox about sets of infinite numbers. This paradox deals with the accommodation of a new guest in a hotel with an infinite number of occupied rooms. Over the past decade, there have been many…

量子物理 · 物理学 2022-10-12 Xi Chen , Shun Wang , Chenglong You , Omar S. Magaña-Loaiza , Rui-Bo Jin

We analyze the fluctuation of the loss from default around its large portfolio limit in a class of reduced-form models of correlated firm-by-firm default timing. We prove a weak convergence result for the fluctuation process and use it for…

概率论 · 数学 2015-02-20 Konstantinos Spiliopoulos , Justin A. Sirignano , Kay Giesecke

We present a model of financial markets originally proposed for a turbulent flow, as a dynamic basis of its intermittent behavior. Time evolution of the price change is assumed to be described by Brownian motion in a power-law potential,…

统计力学 · 物理学 2009-11-07 Naoki Kozuki , Nobuko Fuchikami

The changing nature of the relationship between a retail bank and its customers is examined, particularly with respect to new financial concepts, debt and regulation. The traditional image of a bank is portrayed as a physical building a…

综合金融 · 定量金融 2017-06-01 Peter Mitic

In this paper, we describe the result of our experiments on Algorithms for the Food-Selection Problem, which is the fundamental problem first stated and addressed in the seminal paper \cite{pigout}. Because the key aspect of any…

数据结构与算法 · 计算机科学 2014-01-30 Camil Demetrescu , Irene Finocchi , Giuseppe F. Italiano , Luigi Laura

We consider quantum algorithms for the unique sink orientation problem on cubes. This problem is widely considered to be of intermediate computational complexity. This is because there no known polynomial algorithm (classical or quantum)…

量子物理 · 物理学 2017-07-19 Dave Bacon

We present a theoretical discussion of the reversible parking problem, which appears to be one of the simplest systems exhibiting glassy behavior. The existence of slow relaxation, nontrivial fluctuations, and an annealing effect can all be…

统计力学 · 物理学 2009-10-31 Amy J. Kolan , Edmund R. Nowak , Alexei V. Tkachenko

We consider robust counterparts of uncertain combinatorial optimization problems, where the difference to the best possible solution over all scenarios is to be minimized. Such minmax regret problems are typically harder to solve than their…

最优化与控制 · 数学 2016-06-06 A. Chassein , M. Goerigk