Search

In a recent paper Weiss (1965) has suggested a simple model for a carrier-borne epidemic such as typhoid. He considers a population (of size m) of susceptibles into which a number (k) of carriers is introduced. These carriers exhibit no overt symptoms and are only detectable by the discovery of infected persons. He supposed that after the initial introduction of the carriers, the population remains entirely closed and no new carriers arise. The epidemic then progresses until either all the carriers have been traced and isolated or until the entire population has succumbed to the disease.

We assume that the number of claims occur according to a renewal process and treat the number of claims that occur and are reported in a certain time interval as a renewal process with random displacements. We obtain a renewal equation for the mean value function and an integral equation for the Laplace transform of the distribution of the claims that are reported. We also give asymptotic expressions for the mean value function and calculate the generating function in the case where the renewal process is a Poisson process. This matter is a part of the IBNR-problem in insurance mathematics. INCURRED BUT NOT REPORTED CLAIMS; RENEWAL PROCESS WITH RANDOM DISPLACEMENTS ntroduction At a given point of time one has only partial knowledge of an insurance business. For instance, there is always a time lag between the occurrence of a road accident and the reporting of and full knowledge of the claim amount due to that accident. This lack of information generates many questions. One, which this paper touches, is: if we observe M(t) occurred and reported claims during the interval (0, t), how many claims occurred in that period? On the accounting date one has to answer this question and make an estimate of the number of claims which occurred during the last year. The starting point will be assumptions of the number of claims that occur in (0, t). Since the days of Filip Lundberg one has assumed that this is described by a Poisson process. Several authors have tried to generalize Lundberg's model. Without intending to make a complete list we mention Ove Lundberg, Sparre Andersen and Jan Grandell. We will pursue the course of Sparre Andersen who in 1957 presented a paper [1] where the epochs of claims form a renewal process. As to the distribution of the time lag between the occurrence of a claim and the report of that claim there are several possible ways. We will make the assumption that the lags are independent and equally distributed, which seems to be a reasonable assumption as a first approximation at least when the claim amounts are of a fairly equal size. Received in revised form 21 March 1973. 382 This content downloaded from 207.46.13.176 on Mon, 20 Jun 2016 05:40:22 UTC All use subject to http://about.jstor.org/terms A stochastic modelfor time lag in reporting of claims 383 A model We assume that Feller [3], ch. XI is known. Assume that claims occur according to a delayed renewal process on [0, oo). Number the claims 0, 1, 2, -.. in the order in which they occur. So is a stochastic variable representing the time between the starting point zero and the occurrence of the first claim and So has the distribution function Fo. T, is a stochastic variable representing the time between the occurrence of claim number n 1 and claim number n, n = 1,2, ---. The variables TI, T2, -" have the same non-arithmetic distribution function F, with F(O) = 0. Put P, = E T, and aF = var T. and assume that ao 1, This content downloaded from 207.46.13.176 on Mon, 20 Jun 2016 05:40:22 UTC All use subject to http://about.jstor.org/terms 384 JAN-ERIK KARLSSON A fundamental property of the renewal process is that N(t) > n + 1 if and only if S, n if and only if S, + X, . We omit the index Fo, if P(So = 0) = 1. Thus we have MFo(t) = I e,(t) 0 and VFo(t) = P((t) P((t) = 1) = (G*Fo*F*)(t) 0 0 or putting Go = G,*Fo VF,(t) = (Go * U) (t). Thus VFo(t) is the solution of the renewal equation VFo(t) = Go(t) + VFr(tx)F {dx}. Conditioning by So, we see that VFo(t) = (V* Fo)(t). We can also get the renewal equation for VFo(t) by the usual renewal reasoning: EMFo(t) = f E(MFo(t) lSo + X0 = S, So + T1 = y)Pso+xo{ds} Pso+r,{dy} where (0 if s > t, y > t, E(MF(t) So + Xo = s, S + T1 = ) = 1 if s t, y> t, EM(t y) if s > t, y t, 1 +EM(t y) if s ?t, y t. This content downloaded from 207.46.13.176 on Mon, 20 Jun 2016 05:40:22 UTC All use subject to http://about.jstor.org/terms A stochastic modelfor time lag in reporting of claims 385 This technique will be used later. According to the renewal theorem for a delayed renewal process, we have for h > 0 lim (VFo(t + h) VFo(t)) = h I/,. If we put z(t) = VFo(t) t /ip it can be shown that Z(t) satisfies Z(t) = z(t) + f (t x) F{dx} with z(t) = (1 F(y))dy (1 Go(t)). Since z(t) is directly integrable (we assume that Po = ESo All use subject to http://about.jstor.org/terms A stochastic model for time lag in reporting of claims 387 References [1] ANDERSEN, E. SPARRE (1957) On the collective theory risk in the case of contagion between claims. Transactions XVth International Congress of Actuaries, New York. Vol. II. [2] DALEY, D. J. AND VERE-JONES, D. (1972) A summary of the theory of point processes. Stochastic Point Processes: Statistical Analysis, Theory and Applications (P. A. W. Lewis, ed.), Wiley, New York. 299-383. [3] FELLER, W. (1970) An Introduction to Probability Theory and its Applications. Vol. 2, 2nd edition. Wiley, New York. [4] PRABHU, N. U. (1965) Queues and Inventories. Wiley, New York. [51 THEDtEN, T. (1967) On point .v.vtoms in R, under random motion. Doctor's thesis, Royal Institute of Technology, Stockholm. This content downloaded from 207.46.13.176 on Mon, 20 Jun 2016 05:40:22 UTC All use subject to http://about.jstor.org/terms

This paper continues the author's study of age-dependent branching processes allowing immigration. In this paper the multidimensional case is considered. A sufficient condition is obtained for the existence of a legitimate limiting distribution. Several corollaries are obtained, which generalize many of the results of the discrete theory and those of the one-dimensional continuous time model.

A detailed probabilistic treatment is given of a birth-and-death process proposed by Williams (1969) in which the elements of the process bear up to s inanimate marks. Equations for the second-order moments of the process, and approximate marginal univariate solutions, are derived. The exact bivariate solution is given for the case s = 1. For general s the variance of the mark population is also derived. MARKED BIRTH-AND-DEATH PROCESS; MULTIVARIATE LAGRANGE DIFFERENTIAL EQUATIONS; MULTITYPE BRANCHING PROCESS Introduction In a recent paper Williams (1969) has considered the following process. We have a population of elements developing as a linear birth-and-death process and each element bears a number of inanimate marks. When a marked element dies then it and its marks are removed from the population; when a marked element divides, its marks segregate independently and without loss, each with probability I into one of the two daughter elements. It is assumed that marking an element does not affect its birth and death rates (cf. Clifford and Sudbury (1972)). Williams' process was proposed as a model of an experiment conducted on bacteria (the elements) infected by phage (the inanimate marks), by Meynell (1959). (The bacteria are lysogenic with respect to the phage, which means that the phage do not interfere with the behaviour of the bacteria.) His object was to use the marking process in order to separate the birth and death rates of the bacteria; if we denote birth and death rates by A and p respectively, then the mean-value measures on the bacterial population (assumed to develop as a linear birth-and-death process) will estimate the difference (A p). As the marks are inanimate, however, they will only be affected by p and so mean-value measures on the mark population enable us to estimate p (see Williams (1969)). The papers of Meynell and Williams taken together provide a most interesting example of a virological experiment and the probability model of that experiment. Received in revised form 10 August 1973 Research sponsored by a Science Research Council grant and a World Health Organisation research traineeship. 423 This content downloaded from 207.46.13.180 on Thu, 08 Sep 2016 05:01:40 UTC All use subject to http://about.jstor.org/terms 424 BYRON J. T. MORGAN Williams considered the mean-value solution of his model; this was adequate for Meynell's experiment in which population sizes were large. Here we shall give a fuller probabilistic statement of the model and make some contributions to its solution. Two differences from Williams' work lie in the adoption of an upper bound, s, to the number of marks any element can have, and the assumption (except where stated) of birth and death rates independent of time. We 'shall assume general initial conditions which, in Meynell's experiment, correspond to the distribution of phage over bacteria once these have been initially exposed to a phage population. Williams took this distribution to be Poisson; the distribution of phage over bacteria has, however, been the subject of much probabilistic study (e.g., see Gani (1965) and Morgan (1971)). Finally, let us note that the value s = I, on which we shall particularly concentrate, probably gives the most realistic description of Meynell's experiment. 2. The probability model The model is a continuous-time Markov process with discrete states. Let N,(t) be a random variable denoting the number of elements with i marks at time t, i = 0, 1,2, ..., s. Let n = (n0,n1, l , n.., ), Iu = (Uo, u1, *,us), N(t) = (No(t), N(t), --,N,(t)), and suppose N,(O) = ai, i = 0, 1,2, --, s. Let P(n; t) = P(N(t) = n), then corresponding to death we have the transitions, (No, ..., Ni, ---, N,) (No, --, Ni 1, , N,) at probability rate pNi, i = 0, 1,2, ,s, while corresponding to birth we have the following transitions (No, N,) ,(No + 1, .., N,) at probability rate, 2 =1 N 2-' +,ANo, (No, , Ni ,N2i,..., X (No, Ni + 2, , N2iI, at probability rate, This content downloaded from 207.46.13.180 on Thu, 08 Sep 2016 05:01:40 UTC All use subject to http://about.jstor.org/terms On the distribution of inanimate marks over a linear birth-and-death process 425 where we use [is] to denote the integral part of is, and (No, " , Ni, * * *, Nk i Nk, "', Ns) -*(No, ..., Nj + 1, ..., Nk-i + 1, ..., Nj 1, ..., Nl) at probability rate 2N 2-k' i = 1,2,...,C[(k 1)], k = 3,4,...,s (smaller k give transitions already considered above). It is readily verified that the sum of the transition rates is (A + yp) X = oN,, as required in the overall birth-and-death process. Introducing the operator Di, which increases the argument ni of a function of n by 1, we then deduce that the Kolmogorov forward equations (for all possible n) are, d S S (1) +(n; t) P(n; t)(A+ t)1 (n2 + D,P(n;t)(n +1) dt ==0 1=0

In this paper R is a commutative noetherian local ring with unit element 1 and M is its maximal ideal. Let K be the residue field R/M and let {t1,t2,…, tn) be a minimal system of generators for M. By a complex R1. . ., Tp> we mean an R-algebra* obtained by the adjunction of the variables T1. . ., Tp of degree 1 which kill t1,…, tp. The main purpose of this paper is, among other things, to construct an R-algebra resolution of the field K, so that we can investigate the relationship between the homology algebra H (R < T1,…, Tn>) and the homological invariants of R such as the algebra TorR(K, K) and the Betti numbers Bp = dimk TorR(K, K) of the local ring R. The relationship was initially studied by Serre [5].

In order to extend Nevanlinna’s first and second fundamental theorems to arbitrary analytic mappings between Riemann surfaces, Sario [8, 9] introduced a kernel function on an arbitrary Riemann surface generalizing the elliptic kernel on the Riemann sphere. Because of the importance of the potential theoretic method in the value distribution theory, we discussed potentials of Sario’s kernel in [4]. In that paper the validty of Frostman’s maximum principle for Sario’s potentials was left unsettled. The main object of this paper is to resolve this question (Theorem 1). As a consequence the fundamental theorem of the potential theory is obtained in its complete form for Sario’s potentials (Theorem 2).

Let R be a field and S a separable algebraic closure of R with galois group R. In [8] Harrison succeeded in describing R/′R in terms of R only. More precisely, he constructed a certain complex (R, Q/Z) and proved Homc, where Homc denotes continuous homomorphisms and H2 stands for the second cohomology group of the complex . In this paper, which is mainly expository in nature, we reexamine Harrison’s proof and show how [8] connects with Kummer theory and the theory of galois algebras [16]. We emphasize that most of the ideas on which this paper is based originate in [8].

In a previous paper a branching Poisson process model was derived to explain deviations from a Poisson process in computer failure patterns. Physically the deviations arise because an attempt to repair a computer is not always successful and the failure recurs a relatively short time later. In this paper we discuss the implications of this model for the use and maintenance of computers.

This paper treats the well known model of sib mating of individuals with autosomal genes; a single locus is studied. The general derivations are valid for any number of alleles. At the end of the paper, some simple examples are included; here several familiar results concerning models for two alleles are obtained as special cases of the general theory.

The classification of Riemann surfaces has largely reached its completion. The purpose of the present paper is to lay the foundation for a new intriguing field in the classification theory: Riemannian spaces with Euclidean metrics. The paper is self-contained, both for the Riemann surface expert and the reader whose main interest is with higher dimensions. The significance of locally Euclidean spaces lies, first of all, in that their function-theoretic nature differs for dimensions n>2 and n=2. The existence or nonexistence of Green's functions and positive or bounded harmonic functions in Rn, punctured Rn, and in the punctured flat torus offer simple examples. A striking phenomenon is that, despite such differences, the basic inclusion relations remain valid. Moreover, capacities and null-classes can be defined for components of point sets in Rn.

M(x) = max[kj Mk _ x]. M(x) + 1 is then the first passage time out of the interval ( oo, x] for the random walk process S,. In this paper we shall concern ourselves with just those cases in which M(x) is a proper random variable with EM(x) < co and, when suitably normed, possesses a limit distribution as x -) co. It will be shown that M(x) can possess such a limit if and only if the random variables Xi belong to the domain of attraction of one of a certain group of stable laws and the limit law will be obtained under these circumstances. This result (Theorem 2) constitutes a generalization from the case of non-negative summands of various limit results of classical renewal theory (see for example Feller [6], 359-360). The significance of this type of generalization has previously been explored in Heyde [8]; Theorem 2 of this paper is in fact an extension of Theorem 4 of [8]. In order to obtain the limit distribution mentioned above we need a version of

Main purpose of the present paper is to study formal deductions described along the line of my former work [1]. In the present paper, I restrict myself to the primitive logic. To extend this method to other logics such as the lower classical predicate logic or the intuitionistic predicaste logic, my way of practical discription has to undergo a certain extent of modification.

The present paper is devoted to the study of differential geometry of Kaehlerian homogeneous spaces. In section 1 we deal with the canonical decomposition of a simply connected complete Kaehlerian space and that of its largest connected group of automorphisms. We know that a simply connected complete Riemannian space V is the product of Riemannian spaces V0, V1, …, Vn, where V0 is a Euclidean space and V1, …,Vn are not locally flat and their homogeneous holonomy groups are irreducible [2]. Moreover, if V is homogeneous, so are all Vk [10]. We shall show that if V is Kaehlerian space with real analytic metric (resp. Kaehlerian homogeneous space), each factor Vk is also Kaehlerian (resp. Kaehlerian homogeneous) and that V is the product of V0, V1, …, Vn as Kaehlerian space. We call this decomposition the de Rham decomposition of the Kaehlerian space V. Although this result is supposedly known, there is no published proof as yet. Using this decomposition theorem we shall show that the largest connected group of automorphisms of a simply connected complete Kaehlerian space with real analytic metric is the direct product of those of the factors of the de Rham decomposition. In the Riemannian case this result has be been established in [3] by one of the authors of the present paper.

The purpose of this paper is to construct a theory of the amount of information provided by an experiment which does not rely on what Good (1962) has termed the modern Bayesian principle that it is legitimate to use the axioms of probability even when this involves the use of probabilities of hypotheses. In this respect the theory of this paper differs from the Lindley (1956), Mallows (1959) and Good (1960) each of which is written from a Bayesian viewpoint. Lindley (1956) expresses the opinion that Bayesian ideas would seem to be necessary to the development of a theory of the amount of information provided by an experiment and it is of interest therefore to determine how far such a theory may be developed without Bayesian ideas. There is further a need to use such a theory to examine how prior knowledge can be expressed quantitatively, and used in accordance with that theory.

This paper applies the theory of semi-Markov processes to the construction of a stochastic model for interpreting data obtained from clinical trials. The model characterizes the patient as being in one of a finite number of states at any given time with an arbitrary probability distribution to describe the length of stay in a state. Transitions between states are assumed to be chosen according to a stationary finite Markov chain.Other attempts have been made to develop stochastic models of clinical trials. However, these have all been essentially Markovian with constant transition probabilities which implies that the distribution of time spent during a visit to a state is exponential (or geometric for discrete Markov chains). Markov models need also to assume that the transitions in the state of a patient depend only on absolute time whereas the semi-Markov model assumes that transitions depend on time relative to a patient. Thus the models are applicable to degenerative diseases (cancer, acute leukemia), while Markov models with time dependent transition probabilities are applicable to colds and epidemic diseases. In this paper the Laplace transforms are obtained for (i) probability of being in a state at timet, (ii) probability distribution to reach absorption state and (iii) the probability distribution of the first passage times to go from initial states to transient or absorbing states, transient to transient, and transient to absorbing. The model is applied to a clinical study of acute leukemia in which patients have been treated with methotrexate and 6-mercaptopurine. The agreement between the data and the model is very good.

In the previous papers [1], [2] we have studied the prolongations of G-structures to tangent bundles of arbitrary order, and in [3] we have considered the prolongations of connections to the tangential fibre bundles of higher order. The purpose of the present paper is to study the liftings of tensor fields and affine connections to tangent bundles of higher order. In fact, most of results in [4], [5] will be generalized in a natural fashion and some of the formulas concerning vertical and complete lifts in [5] will be unified and generalized in our formulas concerning ‹Λ›-lifts (cf. §3).

It is the purpose of the present paper to give a natural method of realizing bounded symmetric domains as matrix-spaces. Our method yields, as special cases, the well-known bounded models of irreducible bounded symmetric domains of classical type (I)-(IV), as were already described in the original paper of E. Cartan [1] (see §3; we follow in this paper the classification table in [14], not in [1]). A direct application of this method will be to determine the canonical bounded models of the irreducible bounded symmetric domains of exceptional type; it will be published in another paper (see [6], [7] for the summary of the results).

This paper applies the constant population approximation to the study of epidemics which involve more than a single type of infective. An example of this would be a situation in which both clinically infected individuals and subclinically infected individuals or carriers are present. We derive equations for the expected numbers of clinically infected individuals and carriers at any time t for the model with zero latent period and infectious periods having negative exponential distributions. From these equations we derive conditions under which a unimodal incidence curve can result, and expressions for the expected total epidemic size. The equations describing the course of an epidemic are analytically intractable except in certain simple cases, [1]. When one examines the reason for the mathematical difficulties that arise, one finds that the principal stumbling block is the assumption of a finite population of susceptibles. It can be argued, however, that in modern societies epidemics very rarely menace an entire population, and that observed epidemic sizes are usually much smaller than the total susceptible population. This is due to a variety of reasons, among which are public health measures and good communication facilities available to a modern society. In consequence it is reasonable to try to bypass some of the mathematical difficulties inherent in the theory of epidemics by assuming a susceptible population whose size does not change through the course of the epidemic. Bailey [2], Morgan [3], and Williams [4] have discussed in some detail the theory of epidemics using the constant population approximation, although such an approximation was used by several authors earlier, [5], [6], [7]. The theory developed so far has dealt mainly with epidemic processes in which there is only a single type of infective and a single type of susceptible. Recently Gart [8] has considered a model for epidemics involving more than one type of susceptible. It is the purpose of this paper to analyze the development in time of epidemics which involve more than a single type of infective individual. This Received in revised form 3 January 1967. 257 This content downloaded from 157.55.39.78 on Mon, 20 Jun 2016 07:20:57 UTC All use subject to http://about.jstor.org/terms 258 HUGH M. PETTIGREW AND GEORGE H. WEISS problem, in which there may be several types of infectives, is suggested by diseases in which carriers are important, [9]. In the present paper we derive equations for the expected numbers of carriers and clinically infected individuals at any time t, in the case of a zero latent period and negative exponential distributions of infectious periods. From these equations we will give the conditions under which an epidemic arises from the introduction of a bearer of the disease, i.e., the conditions under which the reporting curve increases initially. These conditions are of some theoretical interest since Bailey has shown that in the infinite population approximation to an epidemic with only one class of susceptibles and one class of infected individuals, no initial increase in the reporting curve can occur. Finally, we derive expressions; for the expected total epidemic size. Let us consider a homogeneously mixing population which, in the present approximation, can be characterized by four parameters, yi(t), y,(t), zi(t), zc(t). These are, respectively, the number of clinically infected individuals, the number of carriers, the cumulative number of removals of infectives, and the cumulative number of removals of carriers, all evaluated at time t. The probability that a single susceptible individual will become clinically infected in (t, t + dt) is assumed to be fli(y, + yc)dt, and the probability that a susceptible will become a carrier is assumed to be Ic(yi + ye)dt, where both l's are assumed to be constant and it is assumed for simplicity that carriers and infectives are equally infectious. The constancy of these p's is the principal assumption of the present theory; in the more detailed stochastic theory discussed by Bailey [1] the f's are proportional to the number of susceptibles as well. In the simplest model, we assume that the latent period is zero, i.e., that newly infected individuals are immediately capable of infecting others, and that the infectious period is a random variable with a negative exponential distribution. The rate parameter appearing in the distribution for clinically infected will be denoted by vi and that appearing in the distribution for carriers will be denoted by v,. In order to describe the stochastic process we introduce a set of probabilities p(r,,r2, r3, r4, t) defined by p(r, t) = Pr{y,(t) = r, yc(t) = r2, z(t) = r3, zc(t) = r4}. By our assumptions the p(r, t) satisfy ap = fl (r1 + r2 1)p(r, 1,r2,r3, r4, t) + fl(r, + r2 -1)p(r1,r2 1,r3, r4, t) (1) + vA(r1 + 1)p(r + 1,r2, r 1,r4)+ vc(r2 + 1)p(r, r2 + 1, r3,r4 1) [(fl + ic + vi)rl + (fl + flPc + ve)r2] p(r, t). This content downloaded from 157.55.39.78 on Mon, 20 Jun 2016 07:20:57 UTC All use subject to http://about.jstor.org/terms Epidemics with carriers: the large population approximation 259 The moment generating function (2) M(01, 02, 03 , 0,t) = M(O, t) = E{eo'Y'+2yYc+03zi+042C} therefore satisfies aM M = [f#,(ee I1) + flc(e02 1) + vi(ee, +03 1)] (3) aM + [fl(ee' 1) + flc(e02 1) + vc(e-02+4 1)] The interesting features of the development of the epidemic can be determined by analyzing the properties of the mean values Lpi(t) = E{yi(t)}, pc(t) = E{yc(t)} (4) ow(t) = E{z,(t)}, wc(t) = E{zc(t)}. The equations for these mean values are easily determined by equating coefficients of the O's on both sides of Equation (3). They are Pi = (/01v-i)it?+fliltc (5) Pc = flcpi+ (fc v)Pc

The theory of stochastic differential equations in a differentiate manifold has been established by many authors from different view-points, especially by R Lévy [2], F. Perrin [1], A. Kolmogoroff [1] [2] and K. Yosida [1] [2]. It is the purpose of the present paper to discuss it by making use of stochastic integrals.

In [5], Ikeda-Nagao-Nakayama gave a characterization of algebras of cohomological dimension ≦n In a subsequent paper [4] Eilenberg gave an alternative treatment of the same question. The present paper is devoted to the discussion of a number of questions suggested by the results of [4] and [5]. Among others it is shown that the conditions employed in stating the main results in [4] and [5] are equivalent, so that the main results of these two papers are in accord. Further, the cohomological dimension of a residue-algebra is studied in terms of that of the original algebra and the (module-) dimension of the associated ideal. The terminology and notation employed here are that of [3].

Let S denote the integral closure of a complete discrete rank one valuation ring R in a finite Galois extension of the quotient field of R, G the Galois group of the quotient field extension, and f an element of Z2(G,U(S)) where U(S) denotes the multiplicative group of units of S. A crossed product Δ(f, S, G) whose radical is generated as a left ideal by the prime element II of S is an hereditary order according to the Corollary to Thm. 2. 2 of [2], and we call such a crossed product a II-principal hereditary order. In previous papers the author has studied II-principal hereditary orders Δ(f, S, G) for tamely and wildly ramified extensions S of R (see [10] and [11]). The purpose of this paper is to study II-principal hereditary orders Δ(f, S, G) with no restriction on the extension S of R.

1. This paper was motivated by some questions of Barnett and Lewis (1967) concerning extreme winter temperatures. The temperature during the winter can be hopefully regarded as generated by a stationary Gaussian process superimposed on a locally U-shaped trend. One is interested in statistical properties of the minimum of sample paths from such a process, and of their excursions below a given level. Equivalently one can consider paths from a stationary process crossing a curved boundary of the same form. Problems of this type are discussed by Cramer and Leadbetter (1967), extensively in the trend-free case and in less detail when a trend is present, following the method initiated by Rice (1945). While results on moments are easy to obtain, explicit results for the actual probability distributions are not usually available. However, in the important case when the level of values of interest is far below the mean, the asymptotic independence of up-crossing times makes it possible to derive simple approximate distributions. (See Cramer and Leadbetter (1967) page 256, Keilson (1966).) There is a dearth of particular examples of processes and trends for which the distributions of interest are known exactly. Such examples could give useful experience of the form of distribution to be expected in typical cases, and could serve as material on which to test out approximate methods. The object of the present paper is to provide an example of this kind. One process for which exact results are available in the trend-free case is the Ornstein-Uhlenbeck process, i.e., the stationary Gaussian Markov process X(t) generated by

This paper arose out of an effort to present a result which simplifies the application of the theory of blocks to what is often called the theory of exceptional characters. In order to obtain the most effective use of this result, it is necessary to reformulate part of this theory. Thus we present a development which explains an application of R. Brauer’s main theorem on generalized decomposition numbers. In particular, we improve a result of D. Gorenstein and the author [8; Proposition 25]. These results are needed in a forthcoming paper and will simplify somewhat the use of this theory in existing papers. We are interested principally in determining the values of certain irreducible characters on trivial intersection subsets. The organization of the theory presented here is influenced by an exposition of M. Suzuki [13] and uses concepts introduced by W. Feit and J. G. Thompson [7]. Also it is hoped that this exposition will serve as an introduction to the theory.

I. Introduction. The purpose of this paper is to discuss functions defined on the continuous sample paths of Gaussian Markov processes which serve as Green’s functions for pairs of generalized Schroedinger equations. The results extend the author’s earlier paper [2] to a forward time version, and consider different boundary conditions.

We consider a countable number of independent random uniform lines in the hyperbolic plane (in the sense of the theory of geometrical probability) which divide the plane into an infinite number of convex polygonal regions. The main purpose of the paper is to compute the mean number of sides, the mean perimeter, the mean area and the second order moments of these quantities of such polygonal regions. For the Euclidean plane the problem has been considered by several authors, mainly Miles [4]-[9] who has taken it as the starting point of a series of papers which are the basis of the so-called stochastic geometry. GEOMETRICAL PROBABILITY; RANDOM LINES; RANDOM POLYGONS; PLANE OF CONSTANT CURVATURE; HYPERBOLIC PLANE; CONVEX DOMAINS; POISSON LINE PROCESS

In a previous paper (Marshall and Olkin (1966)) the authors have derived a multivariate exponential distribution from points of view designed to indicate the applicability of the distribution. Two of these derivations are based on “shock models” and one is based on the requirement that residual life is independent of age. The practical importance of the univariate exponential distribution is partially due to the fact that it governs waiting times in a Poisson process. In this paper, the distribution of joint waiting times in a bivariate Poisson process is investigated. There are several ways to define “joint waiting time”. Some of these lead to the bivariate exponential distribution previously obtained by the authors, but others lead to a generalization of it. This generalized bivariate exponential distribution is also derived from shock models. The moment generating function and other properties of the distribution are investigated.

We consider in this paper eleven conditions on a commutative ringR. The first of these is thatRcontains an identity. It is well known that each of the other properties is a consequence of the first condition. This paper considers other relations which exist between these properties. A complete diagram of all simple implications which exist between the eleven properties, together with proof of these implications, is given in section 3. Examples illustrating simple implications which do not hold are presented in section 4.

Although his work on the application of invariance concepts to the sequential testing of composite hypotheses is better known, Cox (1963) has also outlined a large sample approach to the same problem. His method is based on Bartlett's (1946) recognition that the sequence of maximum likelihood estimates (MLE) of the parameter of interest, calculated from an increasing number of observations, resembles asymptotically a random walk of normally distributed variables. However, the large sample theory needed to justify this approach rigorously is left largely implicit. At the end of his paper, Cox suggests that these msthods may be extended to yield a sequential comparison of survival curves (Armitage (1959)), a suggestion which has been reiterated as a research problem in the monograph of Wetherill (1966). In this paper we first present a general theoretical framework in which the asymptotic validity of a wide class of large sample sequential tests may be examined, thus making explicit the justification for Cox's approach. The results of this section are fairly straightforward consequences of the increasingly well known theory of convergence in distribution for random variables which take values in separable metric spaces. Next we illustrate the theory by re-examining Cox's results on the comparison of two binomial parameters. Finally, and of greater consequence from the practical point of view, we present a large sample solution to the problem of the sequential comparison of exponential survival

The paper represents a generalization of one of the main theoretical results of my Ph.D. thesis. The work is an outgrowth of work first begun by E. J. Hannan and a correct 'conjecture' by P. Whittle. The main theorem of this paper proves the existence of, and gives an explicit formula for, the asymptotic best linear predictor of a certain type of non-stationary multivariate time series from noise distorted observations. The non-stationarity arises from the fact that the signal satisfies a difference equation, which when considered as a polynomial, has only elementary divisors. The proof is accomplished by showing, through Hilbert space and harmonic analysis methods, that the generating function is a limit of the generating functions of the stationary analogue; that is, where the difference function has elementary divisors. Finally, it is shown that this asymptotic generating function exactly predicts null solutions to the difference equation. The proof is direct and due to E. J. Hannan.

Let A = R/, where R is a regular local ring of arbitrary dimension and is an ideal of R. If A is a Gorenstein ring and if height = 2, it is easily proved that A is a complete intersection, i.e., is generated by two elements (Serre [5], Proposition 3). Hence Gorenstein rings which are not complete intersections are of embedding codimension at least three. An example of these rings is found in Bass’ paper [1] (p. 29). This is obtained as a quotient of a three dimensional regular local ring by an ideal which is generated by five elements, i.e., generated by a regular sequence plus two more elements. In this paper, suggested by this example, we prove that if A is a Gorenstein ring and if height = 3, then is minimally generated by an odd number of elements. If A has a greater codimension, presumably there is no such restriction on the minimal number of generators for , as will be conceived from the proof.

Throughout this paper all rings are assumed to have unit elements. A ring Λ is said to be semi-primary if its Jacobson radical N is nilpotent and Г = Λ/N satisfies the minimum condition. The main objective of this paper isTHEOREM I. Let A be a semi-primary algebra over a field K. Let N be the radical of Λ and Г = Λ/N. IfThendim Λ = gl.dim Λ.

Summary In this paper a stochastic calculus, based on limits in quadratic mean and in probability, is introduced and applied to some fundamental theorems of natural selection. The paper is divided into five principal sections. In Section 2 some elements of stochastic calculus are given, and in Section 3 the stochastic calculus is applied to the haploid case. Section 4 is devoted to the development of an analysis of variance structure applicable to a haploid population, and in Section 5 the results of Sections 3 and 4 are generalized to cover the diploid case. Finally, Section 6 is devoted to two specific examples in which the results of previous sections apply.

A “correlated queue” is defined to be a queueing model in which the arrival pattern influences the service pattern or vice versa. A particular model of this nature is considered in this paper. It is such that the service time of a customer is directly proportional to the interval between his own arrival and that of his predecessor. The initial busy period, state and output processes are analyzed in detail. For completeness, a sketch is also given of the analysis of the waiting time process which forms the subject of another paper. The results are used in the analysis of the state and output processes.

Recently the writer has obtained some results concerning meromorphic or algebroidal functions with the set of essential singularities of capacity zero, with an aid of a theorem of Evans. In the present paper, suggested from recent interesting papers of Sario and Pfluger, the writer will extend his results to single-valued analytic functions defined on open abstract Riemann surfaces with null boundary in the sense of Nevanlinna, using a lemma instead of Evans’ theorem.

A service unit I, with Poisson input and general service times is in series with a unit II, with negative-exponential service times. The intermediate waitingroom can accomodate at most k persons and a customer cannot leave unit I when the waitingroom is full. The paper shows that this system of queues can be studied in terms of an imbedded semi-Markov process. Equations for the time dependent distributions are given, but the main emphasis of the paper is on the equilibrium conditions and on asymptotic results. 1. Description of the model The system of queues, discussed in this paper, consists of two units. Customers arrive at a first unit (I) according to a homogeneous Poisson process of rate 2. Their service times in unit I are independent, identically distributed random variables with common distribution function H(.). We assume that H(.) has a positive, finite mean a and we will denote the Laplace-Stieltjes transform of H( ) by h(s), Re s 0. Upon completion of service in unit I, all customers go on to a second unit (II) via a finite waitingroom. We assume that there can be not more than k customers in unit II and in the waitingroom at any time. If upon completion of service in unit I a customer finds the waitingroom full, then the unit I blocks until a service in unit II is completed. At that time he is allowed to enter the waitingroom. We assume that the service times in unit II are independent, identically distributed random variables with a negative-exponential distribution with mean 1/a. The service times in unit II are also stochastically independent of those in unit I and of the arrival process. The case k = 1, i.e., when no customers can wait between the two units, was studied by B. Avi-Itzhak and M. Yadin[1], T. Suzuki [11] and N. U. Prabhu [7]. These authors allow the service times in the second unit to have a general distribution. In the case of general k, we impose the requirement that these service Received 3 July 1967. Research supported in part by Office of Naval Research Contract NONR 1100(26). 123 This content downloaded from 157.55.39.217 on Mon, 18 Apr 2016 07:16:32 UTC All use subject to http://about.jstor.org/terms

In [0], the writer proved some theorems of Hasse type for two orthogonal groups which operate on the same vector space. In this paper, we shall further generalize those results in two directions. One is to consider the propositions of that type for two orthogonal groups which operate respectively on two vector spaces whose dimensions are different from each other, and the other is to deal with some conspicuous subgroups of an orthogonal group simultaneously which play important roles in the structure theory for orthogonal groups. For this reason, the present paper consists of three steps §1, §2 and §3 which give the generalizations in the above sense of the results in the corresponding sections of [0].

This paper applies the invariance principle to the problem of testing a distribution on a compact homogeneous space for uniformity. The notion of using a reduction by invariance in such a situation is due to Ajne[1], who considers tests invariant under rotation on a circle. In his paper, he derives the distribution of the maximal invariant and gives the general form of the most powerful invariant test for uniformity on the circle.

Summary In a previous paper [4] the author studied the stochastic process {wn , n = 1,2, …}, recursively defined by with K a positive constant, τ1, τ2, … σ1, σ2, …, independent, nonnegative stochastic variables. τ1,τ2…, are identically distributed, and σ1,σ2,…, are also identically distributed variables. For this process the generating function of the Laplace-Stieltjes transforms of the joint distribution of Wn , σ2 + … + σ n and τ1 + … + τ n−1 has been obtained. Closely related to the process {wn , n = 1, 2,…} is the process {un , n = 1, 2,…} with {un = K + [wn + τ n − K]−, n = 1,2,…; these are dual processes. In the present paper we study the stationary distributions of the processes {wn , n= 1,2, …} and {un , n = 1,2, …}, and the distributions ot the entrance times and return times of the events “wn , n = 0” and “un = K” for some n, for discrete as well as for continuous time. For these events various taboo probabilities are also investigated. The mathematical descri ption of the processes {wn , n = 1,2, …} and {un , n= 1,2, …} gives all the necessary information about the time-dependent behaviour for the general dam model with finite capacity K, since the process {wn , n= 1,2, …} is the basic process for such dam models. In Sections 5, 6 and 7 the general theory is applied to the models M/G/1 and G/M/1. Complete explicit solutions are obtained for these models. The present theory also leads to new and important results for the queueing system or dam model G/G/1 with infinite capacity. For instance the joint distribution of the busy period (or wet period) and of the supremum of the dam content dunng this period is obtained.

Recently H.-E. Richert [10] introduced a new method of summability, for which he completely solved the “summability problem” for Dirichlet series, and which led also to an extension of our knowledge of the relations between the abscissae of ordinary and absolute Rieszian summability. This non-linear method, which may best be characterized by the notion “strong Rieszian summability” †, depends on three parameters, on the order k;, the type λ, and the index p;. While Richert's paper deals almost exclusively with the application of that method of summability in a specialized form (namely the case p = 2, λn=log n) to Dirichlet series, it is the object of the present paper, to consider the general theory of strong Rieszian summability.

This paper contains part of the author’s Ph.D. dissertation directed by Frederick Bagemihl at Wayne State University. The research was supported by a grant from the Michigan Institute of Science and Technology.Alice Roth has made an extensive study of entire meromorphic functions with prescribed behavior along half rays emanating from the origin (6). The question arose whether analogous results could be found for functions meromorphic in the unit disk with the same behavior prescribed along an exhaustive class of spirals emanating from the origin. In this paper, I present a class of spirals which satisfactorily fills this role. However, I make no claim to the effect that only this class will suffice.

Avi-Itzhak, Maxwell and Miller (1965) studied a queueing model with a single server serving two service units with alternating priority. Their model explored the possibility of having the alternating priority model treated in this paper with a single server serving alternately between two service units in tandem. Here we study the distribution of busy period, virtual waiting time and queue length and their limiting behavior. 1. Concepts and definitions We consider a queueing process with two service units, unit 1 and unit 2, and a single server. The server attends to the two units alternately according to some switching rule. A switching rule (Neuts and Yadin (1968)) is a rule describing how the server changes from one unit to the other. The server may change from one unit to the other either by a non-zero switching rule or by a zero switching rule. By a non-zero switching rule the server continues to serve in a unit until some upper number of consecutive services has been completed and then he switches to the other unit. By a zero switching rule the server stays in a unit until the queue in it becomes empty and then he switches to the other unit. In this paper we discuss a non-zero switching rule for unit 1 and zero switching rule for unit 2. Since the analysis of the non-zero switching rules for both units needs heavy notations, we omit the discussion of it here. The zero switching rules for both units is dealt with separately.

In the previous paper [6], we studied the liftings of tensor fields to tangent bundles of higher order. The purpose of the present paper is to generalize the results of [6] to the tangent bundles of pr-velocities in a manifold M— notions due to C. Ehresmann [1] (see also [2]). In §1, we explain the pr-velocities in a manifold and define the (Λ)-lifting of differentiable functions for any multi-index λ -(λ1, λ2,…,λp) of non-negative integers λi satisfying ΣΛi≤r. In § 2, we construct ‹Λ›-lifts of any vector fields and ‹Λ›-lifts of 1-forms. The ‹Λ›-lift is a little bit different from the ‹Λ›-lift of vector fields in [6].

This paper is concerned with the distribution of "types" of individuals in an infinite population after indefinitely many nonoverlapping generations of random mating. The absence of selection and mutation is assumed. The probabilistic law which governs the production of an offspring may be asymmetrical with respect to the "sexes" of the two parents, but the law is assumed to apply independently of the "sex" of the offspring. The question of the existence of a limit distribution of types, the rate at which a limit distribution is approached, and properties of limit distributions are treated. Such questions have already received much attention in the genetic literature. Most of the limit results which have been obtained previously appear in the series of papers [5] [12] by Geiringer (1944-1949). These papers include results of earlier workers such as those of Jennings (1917), Robbins (1918) and Haldane (1930). With the exception of Geiringer's 1948 paper [8], all papers referred to in this paper assume that differences due to sex are absent. All of Geiringer's papers admit an arbitrary number of alleles at each locus. In [5], Geiringer (1944) obtains a limit theorem for haploid gametes, an arbitrary number of loci and linkage. Additional details in the case of three loci are given by Geiringer (1945) in [6]. A limit theorem is proved in Geiringer's 1947 paper, [7], for an arbitrary degree of autopolyploidy, one locus and chromosomal segregetion. In [8], Geiringer proves a limit theorem for haploid gametes, an arbitrary number of loci, and linkage with different recombination values for males and females. In [9], Geiringer (1949a) obtains the limit distribution and rate of convergence for diploid and triploid gametes, one locus and a general chromatid segregation; tetraploid gametes are considered briefly. In the second part of the two-part paper [10]"-[11], Geiringer (1949b, c) proves a limit theorem for an arbitrary degree of autopolyploidy, an arbitrary number of loci and chromosomal segregation with linkage. Paper [12] is a review paper in which Geiringer (1949d) summarizes the results then available, and indicates what remains to be done.

The concept of semi-local rings was introduced by C. Chevalley [1], which the writer has generalized in a recent paper [7] by removing the chain condition. The present paper aims mainly at the study of completions of semi-local rings. First in § 1 we investigate semi-local rings which are subdirect sums of semi-local rings, and we see in § 2 that a Noetherian semi-local ringRis complete if (and only if)R/pis complete for every minimal prime divisorpof zero ideal, together with some other properties. Further we consider in § 3 subrings of the completion of a semi-local ring. § 4 gives some supplementary remarks to [7], Chapter II, Proposition 8.

1. Introduction. In this paper we develop a method to find all the irreducible and inequivalent representations over the complex field C of a family of finite groups that includes the metabelian groups. The outline of the paper is as follows: In §2 we let P be a one-dimensional representation of a subgroup H of a finite group G and find a maximal subgroup K, H ⊆ K ⊆ G, such that an extension P̅ of P to K exists. We show that the induced representation P̅G is irreducible if K is normal in G. In §3 we give all the irreducible and inequivalent representations of the “generalized metabelian group” G, and in particular of the metabelian group, and decompose the group ring CG into its simple components. The convenience of this method is shown in §4 where we determine the representations of the metacyclic group and a metabelian group of order 2sp2, p an odd prime and s|p — l. The algorithm in §5 is supplementary and can be used to find representations of more general groups than the two in §4.

It has been demonstrated by Takaics in a series of papers and in his book [6] that combinatorial methods can be successfully applied to derive certain probability distributions in queueing processes. In this paper, we further illustrate the usefulness of combinatorial techniques and determine the stochastic law of the busy period in two queueing systems particularly involving batches. It may be of interest to note that queues involving batches have been dealt with in [3] and [7]. COMBINATORIAL THEORY; QUEUEING PROCESSES 1. Queueing model I Before describing the model, we give a combinatorial result which is required later. Consider a vector x = (x, -...,x,) with xi's integers and 0? X1 _ x2 ?-_ ...

We have several definitions of the positivity of a vector bundle, differentiate definitions, an algebro-geometric definition, a topological definition etc. In § 1 we review the definitions and the relations between them. For a line bundle all the definitions are equivalent and every one agrees that they are reasonable. For a vector bundle, however, the definitions are not necessarily equivalent. One of the main results of this paper is the equivalence of the definitions over a complete non-singular curve. The proof is given in §2. We proved this over an elliptic curve in Umemura [18]. In this case the proof was based on Atiyah’s classification. To prove the equivalence over a curve of genus ≥ 2, the fundamental lemma is; A stable bundle of positive degree is positive in the sense of Nakano. The tool used to prove this lemma is the theory of stable bundles due to Narasimhan and Seshadri [11] —they establish a correspondence between stable bundles and certain types of irreducible unitary representations of a Fuchsian group.

This paper is concerned with a class of dynamic network flow problems in which the amount of flow leaving node i in one time period for node j is the fraction pij of the total amount of flow which arrived at node i during the previous time period. The fraction pij whose sum over j equals unity may be interpreted as the transition probability of a finite Markov chain in that the unit flow in state i will move to state j with probability pij during the next period of time. The conservation equations for this class of flows are derived, and the limiting behavior of the flows in the network as related to the properties of the fractions Pij are discussed.

This paper establishes stochastic bounds for the phasal departure times of a heterogeneous-server queue with a recurrent input and Erlang service times. The multi-server queue is bounded by a simple GI/E/I queue. When the shape parameters of the Erlang service-time distributions of different servers are the same, these relations yield two-sided bounds for customer waiting times and the queue length, which can in turn be used with known results for singleserver queues to obtain characterizations of steady-state distributions and heavy-traffic approximations. QUEUE; SERVICE SYSTEM; CONGESTION THEORY; MULTI-SERVER QUEUE; HETEROGENEOUS-SERVER QUEUE; QUEUE WITH ERLANG SERVICE TIMES; STOCHASTIC ORDERING OF QUEUES; STOCHASTIC BOUNDING RELATIONS FOR QUEUES; EXISTENCE THEOREMS FOR QUEUES; LIMIT THEOREMS FOR QUEUES; APPROXIMATIONS FOR QUEUES; QUEUES IN HEAVY TRAFFIC

The paper considers an extension to the reversible counters system of Lampard [1]. In Lampard's model the input processes are two independent Poisson processes; this results in a gamma Markov sequence for the time-interval between successive output pulses and a negative binomial Markov sequence for the counts at the times of out-put pulses. We consider the input process to be a bivariate Poisson process and show that the first out-put process given above is not affected, while the second out-put-process becomes of a type studied in the theory of branching processes.