Long-range dependence in time series may yield non-central limit theorems. We show that there are analogous time series in free probability with limits represented by multiple Wigner integrals, where Hermite processes are replaced by non-commutative Tchebycheff processes. This includes the non-commutative fractional Brownian motion and the non-commutative Rosenblatt process. AMS subject classif...

This paper looks at issues involved in attempting to provide Quality of Service (QoS) support in a dynamic environment. We focus on a resource reservation based approach, which we believe is attractive for military applications, but becomes especially difficult in a dynamic network environment. This is because available resources reserved for a particular flow may contract after they have been ...

Consumer reservation price is a key concept in marketing and economics. Theoretically, this concept has been instrumental in studying consumer purchase decisions, competitive pricing strategies, and welfare economics. Managerially, knowledge of consumer reservation prices is critical for implementing many pricing tactics such as bundling, target promotions, nonlinear pricing, and one-to-one pri...

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In this paper, we describe an interactive procedure algorithm for convex multiobjective programming based upon the Tchebyche method, Wierzbicki's reference point approach, and the procedure of Michalowski and Szapiro. At each iteration, the decision maker (DM) has the option of expressing his or her objective-function aspirations in the form of a reference criterion vector. Also, the DM has the...