A key issue in designing software multicast algorithms is to consider the trade-off between performance and portability. Portable software multicast algorithms which base on generic communication models cannot capture some architecture-specific features. Without considering the underlying network architecture, these multicast algorithms may not achieve the truly optimal performance when impleme...

In medical studies, repeated measurements of continuous, binary and ordinal outcomes are routinely collected from the same patient. Instead of modelling each outcome separately, in this study we propose to jointly model the trivariate longitudinal responses, so as to take account of the inherent association between the different outcomes and thus improve statistical inferences. This work is mot...

We present an adaptive, hierarchical Hh-multiresolution reconstruction algorithm to model shell surface objects from a matched pair of triangulated surfaces. Shell surfaces are an interval of contours of trivariate functions with prismatic support. In the H-direction, a hierarchical representation of the scaffold is constructed. For any adaptively extracted scaffold from the hierarchy, a sequen...

BACKGROUND The beta-binomial model is one of the methods that can be used to validly combine event rates from overdispersed binomial data. Our objective is to provide a full description of this method and to update and broaden its applications in clinical and public health research. METHODS We describe the statistical theories behind the beta-binomial model and the associated estimation metho...

The simplest model for pricing d erivative securities is the binomial model. It generalizes the o n e period \up-down" model of Chapte r 1 t o a m ulti-period setting, assuming t hat t he price of the u nderlying asset follows a random walk. In the binomial model, there are N trading periods and N+1 trading d ates, t 0 t 1 ::: t N when it is possible to i n vest in a risky security with p r i c...

The Pricing of Options on Credit-Sensitive Bonds We build a three-factor term-structure of interest rates model and use it to price corporate bonds. The first two factors allow the risk-free term structure to shift and tilt. The third factor generates a stochastic credit-risk premium. To implement the model, we apply the Peterson and Stapleton (2002) diffusion approximation methodology. The met...

We show for every k ≥ 1 that the binomial tree of order 3k has a vertex-coloring with 2k+1 colors such that every path contains some color odd number of times. This disproves a conjecture from [1] asserting that for every tree T the minimal number of colors in a such coloring of T is at least the vertex ranking number of T minus one.

We propose a fault-tolerant broadcasting algorithm for hypercubes with link faults. This algorithm is based on an extended spanning binomial tree structure that still keeps the simplicity of conventional binomial-tree-based broadcasting. In addition, it is optimal in the sense that exactly n steps are required to complete a broadcast in an n-dimensional injured hypercube with up to n 2 faulty l...