The research of its convergence of Mean Shift algorithm is the foundation of its application. Comaniciu and Li Xiang-ru have respectively provided the proof for the convergence of Mean Shift but they both made a mistake in their proofs. In this paper, the imprecise proofs existing in some literatures are firstly pointed out. Then, the local convergence is proved in a new way and the condition o...

Mean value analysis is an exact solution technique for infinite capacity queueing networks and enjoyed widespread popularity during recent years. It considers the behavior of the system by stepwise increasing the number of jobs in the entire network, thus it is well-suited for the analysis of queueing networks with blocking. In this work, an approximation is introduced for the mean value analys...

The subject of this paper is the M/G/∞ estimation problem: the goal is to estimate the service time distribution G of the M/G/∞ queue from the arrival–departure observations without identification of customers. We develop estimators of G and derive exact non–asymptotic expressions for their mean squared errors. The problem of estimating the service time expectation is addressed as well. We pres...

The generalized density is a product of a density function and a weight function. For example, the average local brightness of an astronomical image is the probability of finding a galaxy times the mean brightness of the galaxy. We propose a method for studying the geometric structure of generalized densities. In particular, we show how to find the modes and ridges of a generalized density func...

In certain signal processing applications there is a need for fast implementations of sorting networks. Digital implementations of sorting networks that rely on a Digital Signal Processor core are not as efficient as their analog counterparts. This paper deals with theLp comparators for which simple analog implementations exist that employ operational amplifier-based adders, logarithmic and ant...

Mean-shift analysis is a general nonparametric clustering technique based on density estimation for the analysis of complex feature spaces. The algorithm consists of a simple iterative procedure that shifts each of the feature points to the nearest stationary point along the gradient directions of the estimated density function. It has been successfully applied to many applications such as segm...

The purpose of this paper is to provide a complete probabilistic analysis of a large class of stochastic differential games with mean field interactions. We implement the Mean-Field Game strategy developed analytically by Lasry and Lions in a purely probabilistic framework, relying on tailor-made forms of the stochastic maximum principle. While we assume that the state dynamics are affine in th...

We show in any economy trading options, with investors having mean-variance preferences, that there are arbitrage opportunities resulting from negative prices for out of the money call options. The theoretical implication of this inconsistency is that mean-variance analysis is vacuous. The practical implications of this inconsistency are investigated by developing an option pricing model for a ...

According to the Council of Supply Chain Management Professionals (September 2007), we have the following description for supply chain management: “supply chain management encompasses the planning and management of all activities involved in sourcing and procurement, conversion, and all logistics management activities. Importantly, it also includes coordination and collaboration with channel pa...

Abstract The mean residual life function (mrlf) of a subject is defined as the expected remaining lifetime of the subject given that the subject has survived up to a given time. The commonly used regression models as proportional mean residual life (PMRL) and linear mean residual life (LMRL) have limited applications due to adhoc restriction on the parameter space. The regression model we propo...