Abstract. In this article we consider the stochastic heat equation ut −∆u = Ḃ in (0, T )× R, with vanishing initial conditions, driven by a Gaussian noise Ḃ which is fractional in time, with Hurst index H ∈ (1/2, 1), and colored in space, with spatial covariance given by a function f . Our main result gives the necessary and sufficient condition on H for the existence of the process solution. W...

While the subject of SMP locking primitives has been well covered in the literature [Val][Schm][Bald][Leh], there has been relatively little discussion on the rationale and process behind the application of these locking primitives. This leads to an inverted problem where the bulk of the work in making a kernel SMP-safe lies above the locking primitives, yet there is little guidance on how and ...

Previous work in real-time database management systems ( R T D B M S ) has primarily based o n simulation. This paper discusses how current real-time technology has been applied t o architect a n actual RTD B M S o n a real-time microkernel operating system. A real R T D B M S m u s t confront m a n y practical issues which simulations typically ignore: race conditions, concurrency, and asynchr...

The Inter-university Upper atmosphere Global Observation NETwork (IUGONET) project focuses on handling ground-based observational data of the upper atmosphere. To this end, the project members have been developing a data analysis software package which is based on Interactive Data Language (IDL). Filling the spatial gaps in observational data requires the use of numerical models. In this paper,...

We formulate the problem of solving stochastic linear operator equations in a Bayesian Ganssian process (GP) framework. The solution is obtained in the spirit of a collocation method based on noisy evaluations of the target function at randomly drawn or deliberately chosen points. Prior knowledge about the solution is encoded by the covariance kernel of the GP. As in GP regression, analytical e...

We consider an ensemble of N discrete nonintersecting paths starting from equidistant points and ending at consecutive integers. Our first result is an explicit formula for the correlation kernel that allows us to analyze the process as N → ∞. In that limit we obtain a new general class of kernels describing the local correlations close to the equidistant starting points. As the distance betwee...

Since detecting race conditions in a multithreaded or multiprocess program is an NP-hard problem, there is no efficient algorithm that can help detect race conditions in a program. As such, there are no easy-touse pedagogical tools. Most operating systems and concurrent programming textbooks only provide a formal definition and some trivial examples. This is insufficient for students to learn h...

Some linkages between kernel and penalty methods of density estimation are explored. It is recalled that classical Gaussian kernel density estimation can be viewed as the solution of the heat equation with initial condition given by data. We then observe that there is a direct relationship between the kernel method and a particular penalty method of density estimation. For this penalty method, ...

We study a 2–parametric family of probability measures on the space of countable point configurations on the punctured real line (the points of the random configuration are concentrated near zero). These measures (or, equivalently, point processes) have been introduced in Part II (A. Borodin, math/9804087) in connection with the problem of harmonic analysis on the infinite symmetric group. The ...

In this paper principles of extended Kalman filtering theory is developed and applied to simulated on-line electric power systems state estimation in order to trace the operating condition changes through the redundant and noisy measurements. Test results on IEEE 14 - bus test system are included. Three case systems are tried; through the comparing of their results, it is concluded that the pro...