NADARAYA-WATSON ESTIMATORS FOR REFLECTED STOCHASTIC PROCESSES

We study the Nadaraya-Watson estimators for the drift function of two-sided reflected stochastic differential equations.The estimates,based on either the continuously observed process or the discretely observed process,are considered.Under certain conditions,we prove the strong consistency and the asymptotic normality of the two estimators.Our method is also suitable for one-sided reflected stochastic differential equations.Simulation results demonstrate that the performance of our estimator is superior to that of the estimator proposed by Cholaquidis et al.(Stat Sin,2021,31:29-51).Several real data sets of the currency exchange rate are used to illustrate our proposed methodology.

Influence of vibration mode on the screening process

The screening of particles with different vibration modes was simulated by means of a 3D discrete element method (3D-DEM). The motion and penetration of the particles on the screen deck were analyzed for linear, circular and elliptical vibration of the screen. The results show that the travel velocity of the particles is the fastest, but the screening efficiency is the lowest, for the linear vibration mode. The circular motion resulted in the highest screening efficiency, but the lowest particle travel velocity. In the steady state the screening efficiency for each mode is seen to increase gradually along the longitudinal direction of the deck. The screening efficiency increment of the circular mode is the largest while the linear mode shows the smallest increment. The volume fraction of near-mesh size particles at the underside is larger than that of small size particles all along the screen deck. Linear screening mode has more near-mesh and small size particles on the first three deck sections, and fewer on the last two sections, compared to the circular or elliptical modes.

Maxima and sum for discrete and continuous time Gaussian processes

We study the asymptotic relation among the maximum of continuous weakly and strongly dependent stationary Gaussian process, the maximum of this process sampled at discrete time points, and the partial sum of this process. It is shown that these two extreme values and the sum are asymptotically independent if the grid of the discrete time points is sufficiently sparse and the Gaussian process is weakly dependent, and asymptotically dependent if the grid points are Pickands grids or dense grids.

A Stochastic Inventory System with Postponed Demands and Infinite Pool in Discrete-Time Setup

In this article,we consider a discrete-time inventory model in which demands arrive according to a discrete Markovian arrival process.The inventory is replenished according to an es;ST policy,and the lead time is assumed to follow a discrete phase-type distribution.The demands that occur during stock-out periods either enter a pool which has an infinite capacity or leave the system with a predefined probability.The demands in the pool are selected one by one,if the on-hand inventory level is above s t 1;and the interval time between any two successive selections is assumed to have a discrete phase-type distribution.The joint probability distribution of the number of customers in the pool and the inventory level is obtained in the steady-state case.We derive the system performance measures under steady state and using these measures,the total expected cost rate of the system is calculated.The impacts of arrival rate on the performance measures are graphically illustrated.Finally,we study the impact of cost on the optimal values of the total expected cost rate,inventory level and the reorder point.

Numerical simulation of the sticking process of glass-microparticles to a fiat wall to represent pollutant-particles treatment in a multi-channel cyclone

Ultrafine particles are dangerous to human health and are usually difficult to separate from airflow because of their low inertia, which helps them to stick easily to surfaces because of adhesive forces. This characteristic provides opportunities for adhesive ultrafine particle separation by designing air-cleaning devices that exploit the sticking ability. To understand governing effects in such air-cleaning devices, which can be designed as multi-channel cyclones, the sticking of adhesive spherical glass particles under oblique impact has been investigated numerically by using the discrete element method. An adhesive dissipative contact model was applied by implementing different interaction forces for various-sized ultraflne pollutant particles. Normal loading is represented by the elastic Hertz contact model, whereas viscous damping is described by the modified nonlinear Tsuji model. The influence of deformation- dependent adhesive forces for a range of ultrafine particle sizes is illustrated during the sticking process. Dissipative oscillations during the sticking process were observed because of the influence of viscous damping forces.