This document defines a Two Rate Three Color Marker (trTCM), which can be used as a component in a Diffserv traffic conditioner [RFC2475, RFC2474]. The trTCM meters an IP packet stream and marks its packets based on two rates, Peak Information Rate (PIR) and Committed Information Rate (CIR), and their associated burst sizes to be either green, yellow, or red. A packet is marked red if it exceed...

The isolation level Multiversion Read Committed (RC), offered by many database systems, is known to trade consistency for increased transaction throughput. Sometimes, workloads can be safely executed under RC obtaining the perfect of serializability at lower cost RC. To identify such cases, we introduce an expressive model programs better reason about transactional workloads. We develop tractab...

In this paper we propose a Libor model with a high-dimensional specially structured system of driving CIR volatility processes. A stable calibration procedure which takes into account a given local correlation structure is presented. The calibration algorithm is FFT based, so fast and easy to implement.

Black’s (1995) model of interest rates as options assumes that there is a shadow instantaneous interest rate that can become negative, while the nominal instantaneous interest rate is a positive part of the shadow rate due to the option to convert to currency. As a result of this currency option, all term rates are strictly positive. A similar model was independently discussed by Rogers (1995)....

The 2011 Cosmetic Ingredient Review Expert Panel members are: Chair, Wilma F. Bergfeld, M.D., F.A.C.P.; Donald V. Belsito, M.D.; Ronald A. Hill, Ph.D.; Curtis D. Klaassen, Ph.D.; Daniel Liebler, Ph.D.; James G. Marks, Jr., M.D., Ronald C. Shank, Ph.D.; Thomas J. Slaga, Ph.D.; and Paul W. Snyder, D.V.M., Ph.D. The CIR Director is F. Alan Andersen, Ph.D. This report was prepared by Monice M. Fium...