the hotelling's  control chart, is the most widely used multivariate procedure for monitoring  two or more related quality characteristics, but it’s power lacks the desired performance in detecting small to moderate shifts. recently, the variable sampling intervals (vsi) control scheme in which the length of successive sampling intervals is determined upon the preceding values has been pro...

We consider communication through an infinite cascade of identical discrete memoryless channels. We allow the source and destination nodes to use coding schemes of arbitrary complexity, but restrict the intermediate (relay) nodes to process blocks of a fixed blocklength. We calculate the optimal end-to-end rate, maximized over all possible processings at the relays, and show that it coincides w...

< p>Accelerated Life Testing (ALT) is very important in evaluating the reliability of highly reliable products. According to ALT procedure, products undergo higher stress levels than normal conditions to reduce the failure times. ALTs have been studied for various conditions and stresses. In addition to common stress such as temperature and humidity, random usage can also be considered as anoth...

The Stochastic Alpha Beta Rho Stochastic Volatility (SABR-SV) model is widely used in the financial industry for the pricing of fixed income instruments. In this paper we develop a low-bias simulation scheme for the SABR-SV model, which deals efficiently with (undesired) possible negative values in the asset price process, the martingale property of the discrete scheme and the discretization bi...

This paper introduces a three and a four order explicit time stepping method. These methods have high stage order and favorable monotonicity properties. The proposed methods are based on multistagemultistep (MM) schemes that belong to the broader class of general linear methods, which are generalizations of both Runge-Kutta and linear multistep methods. Methods with high stage order alleviate t...

Implicit-explicit (IMEX) linear multistep methods are popular techniques for solving partial differential equations (PDEs) with terms of different types. While fixed timestep versions of such schemes have been developed and studied, implicit-explicit schemes also naturally arise in general situations where the temporal smoothness of the solution changes. In this paper we consider easily impleme...

The construction and practical use of complexes mechanical reliability models creates real prerequisites for the transition to resource design assembly units aggregates mobile machines. Therefore, article solves tasks building inverted stochastic models, which provide possibility joint statistical analysis heterogeneous information about in cases types destruction typical machine elements: duri...