eCommons Community:http://hdl.handle.net/1813/4732015-04-18T03:28:11Z2015-04-18T03:28:11ZFunctional central limit theorem for negatively dependent heavy-tailed stationary infinitely divisible processes generated by conservative flowsJung, PaulOwada, TakashiSamorodnitsky, Gennadyhttp://hdl.handle.net/1813/392882015-04-07T05:05:24Z2015-04-06T00:00:00ZTitle: Functional central limit theorem for negatively dependent heavy-tailed stationary infinitely divisible processes generated by conservative flows
Authors: Jung, Paul; Owada, Takashi; Samorodnitsky, Gennady
Abstract: We prove a functional central limit theorem for
partial sums of symmetric stationary long range dependent heavy tailed
infinitely divisible processes with a certain type of negative
dependence. Previously only positive dependence could be treated. The
negative dependence involves cancellations of the Gaussian second
order. This
leads to new types of {limiting} processes involving stable random
measures, due to heavy tails, Mittag-Leffler processes, due to long
memory, and Brownian motions, due to the Gaussian second order
cancellations.2015-04-06T00:00:00ZMulti-Period Stock Allocation Via Robust OptimizationJackson, PeterMuckstadt, Johnhttp://hdl.handle.net/1813/392752015-03-26T05:08:09Z2015-03-25T00:00:00ZTitle: Multi-Period Stock Allocation Via Robust Optimization
Authors: Jackson, Peter; Muckstadt, John
Abstract: In this paper we re-visit a long-standing multi-echelon inventory al-location problem from a robust optimization perspective. We formulate the problem as a one warehouse, N-retailer, multi-period, stock allocation problem in which holding costs are identical at each location and
no stock is received from outside suppliers for the duration of the planning horizon. Stock may be transferred from the central warehouse to
the retailers instantaneously and without cost at the beginning of each
period for which the central warehouse still has stock on hand. No other
stock transfers are allowed. Under this set-up, the only motive for holding inventory at the central warehouse for allocation in future periods is
the so-called risk-pooling motive. The dynamic programming formulation
of this problem requires a state space too large for practical computation. Various approximation methods have been proposed for variants of
this problem. We apply robust optimization to this problem extending
the typical uncertainty set to capture the risk pooling phenomenon and
extending the inventory policy to allow for an adaptive, non-anticipatory
shipment policy. We show how to represent the uncertainty set compactly
so that it grows by no more than the square of the number of retailers.
The problem can be solved using Benders decomposition in the general
case. In the special case of no initial retailer inventories, two periods, and
identical retailers, a relaxed form of the problem admits a closed form
solution with surprising insights. Summarizing the experimental results
of the paper, we see both confirmation of the value of the robust optimization approach as well as managerial insights into the design and operation
of multi-echelon inventory systems.2015-03-25T00:00:00ZA hybrid-choice latent-class model for the analysis of the effects of weather on cycling demandYutaka, MotoakiRicardo, Dazianohttp://hdl.handle.net/1813/392122015-03-19T05:07:29Z2015-01-01T00:00:00ZTitle: A hybrid-choice latent-class model for the analysis of the effects of weather on cycling demand
Authors: Yutaka, Motoaki; Ricardo, Daziano
Abstract: In this paper we analyze demand for cycling using a discrete choice model with latent variables and a discrete heterogeneity distribution for the taste parameters. More specifically, we use a hybrid choice model where latent variables not only enter into utility but also inform assignment to latent classes. Using a discrete choice experiment we analyze the effects of weather (temperature, rain, and snow), cycling time, slope, cycling facilities (bike lanes), and traffic on cycling decisions by members of Cornell University (in an area with cold and snowy winters and hilly topography). We show that cyclists can be separated into two segments based on a latent factor that summarizes cycling skills and experience. Specifically, cyclists with more skills and experience are less affected by adverse weather conditions. By deriving the median of the ratio of the marginal rate of substitution for the two classes, we show that rain deters cyclists with lower skills from bicycling 2.5 times more strongly than those with better cycling skills. The median effects also show that snow is almost 4 times more deterrent to the class of less experienced cyclists. We also model the effect of external restrictions (accidents, crime, mechanical problems) and physical condition as latent factors affecting cycling choices.2015-01-01T00:00:00ZMathWriter: Quick Reference Cardhttp://hdl.handle.net/1813/391592015-03-07T06:06:36Z1991-01-01T00:00:00ZTitle: MathWriter: Quick Reference Card1991-01-01T00:00:00ZStomateTutor™: An Introduction to Stomatal Control of Gas Exchange in PlantsCooke, J. RobertUpadhyaya, S.K.Delwiche, M.J.Rand, R.H.Scott, N.S.Sobel, E.T.http://hdl.handle.net/1813/391612015-03-07T06:06:38Z1988-01-01T00:00:00ZTitle: StomateTutor™: An Introduction to Stomatal Control of Gas Exchange in Plants
Authors: Cooke, J. Robert; Upadhyaya, S.K.; Delwiche, M.J.; Rand, R.H.; Scott, N.S.; Sobel, E.T.
Abstract: This is a HyperCard implementation which includes Pascal programs. HyperCard, which requires at least 1 Megabyte of memory, must be supplied by the user. The system disk must include the Geneva 10 pt font. When using, open the HyperCard stack StomateTutor which coordinates the remaining files (StomateTutorl-3 and the two Pascal programs). When you run StomateTutor the first time with your file configuration, you must locate the Pore Width and Diffusion applications used in Modules 1 and 2, respectively.1988-01-01T00:00:00ZQuikBase: The quick database programCooke, J. RobertBartlett, James V.http://hdl.handle.net/1813/391602015-03-07T06:06:36Z1989-01-01T00:00:00ZTitle: QuikBase: The quick database program
Authors: Cooke, J. Robert; Bartlett, James V.1989-01-01T00:00:00ZWRITING A PAPER WITH MATHWRITER™Cooke, Nancy B.Cooke, Richard D.http://hdl.handle.net/1813/391622015-03-07T06:06:37Z1991-01-01T00:00:00ZTitle: WRITING A PAPER WITH MATHWRITER™
Authors: Cooke, Nancy B.; Cooke, Richard D.
Abstract: MathWriter 2.0 is the first word processor that enables you to type equations as easily as text. You can write and edit a document containing equations without pasting or moving back and forth between various programs or windows. While this feature is particularly relevant to the scientist, other features of the program are quite useful to anyone.1991-01-01T00:00:00ZA guide to MathWriter: The Scientific Word Processor for the Macintosh (Professional version)Cooke, J. RobertSobel, E. Tedhttp://hdl.handle.net/1813/391582015-03-07T06:06:36Z1991-01-01T00:00:00ZTitle: A guide to MathWriter: The Scientific Word Processor for the Macintosh (Professional version)
Authors: Cooke, J. Robert; Sobel, E. Ted
Abstract: Math Writer™ was created to make the writing of mathematics-laden scientific and technical manuscripts less daunting. Traditional word processors do not provide tools that are powerful enough to provide a seamless, visual integration of mathematics as text within a manuscript but also intuitive and simple enough not to interfere with the writing process.1991-01-01T00:00:00ZA guide to MathWriter: The Scientific Word Processor for the Macintosh (Education version)Cooke, J. RobertSobel, E. Tedhttp://hdl.handle.net/1813/391572015-03-07T06:06:31Z1991-01-01T00:00:00ZTitle: A guide to MathWriter: The Scientific Word Processor for the Macintosh (Education version)
Authors: Cooke, J. Robert; Sobel, E. Ted
Abstract: Math Writer™ was created to make the writing of mathematics-laden scientific and technical manuscripts less daunting. Traditional word processors do not provide tools that are powerful enough to provide a seamless, visual integration of mathematics as text within a manuscript but also intuitive and simple enough not to interfere with the writing process.1991-01-01T00:00:00ZMathWriter I: MATHEMATICAL TYPESETTING with the MACINTOSHCooke, J. RobertSobel, E. Tedhttp://hdl.handle.net/1813/391542015-03-07T06:06:38Z1986-01-01T00:00:00ZTitle: MathWriter I: MATHEMATICAL TYPESETTING with the MACINTOSH
Authors: Cooke, J. Robert; Sobel, E. Ted
Abstract: MathWriter™ grew out of a need to typeset the theory chapter for the finite element programs we were developing. The mouse-supported graphics environment of the Macintosh provides an excellent foundation for the development of a tool to support this otherwise tedious aspect of desktop publishing. MathWriter meets our needs, and we hope you also find it to be a suitable tool for the expression of your own ideas.1986-01-01T00:00:00Z