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focuses on the tail. The loglinear plots (Figures 13.6(a) and (c)) show that the log-normal distribution follows the body part well, if we neglect to take into consideration the lower end of the empirical data. From the loglog plots we can clearly identify that the tail cannot be tted with a log-normal, which starts to decay much faster than the empirical data at around 105 . This result is consistent with the estimation of the heavy tail region we derived with the scaling method of the AEST (Corvella and Taqqu 1999) tool. An interesting nding is the fact that the body parts of UMTS and GPRS, Figures 13.6(a) and (c), respectively, are very similar. We conclude that the body part of the distribution is linked to the protocol type rather than to the access speed of the user terminal.

(v) 0

where it is emphasized that while 1 is treated as a constant at any particular time, it actually varies with the laser carrier density.

(12) Write a Perl program and define associated database tables for a system that will record member details for a group and allocate unique membership numbers.

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Another database table that is used to record sales. Sales records define the total number of items and total value of sales for each different distinct product sold on a given day (or part of a day). Discounts may have been applied for part of a sales period, so the value of the sales may be less than that expected based on the list price for the items. Normally, sales records are added on a daily basis, but can be processed more often. These records contain date, product code, number and value; one of your servlets creates these records.

I've already discussed using template modes to enable various templates to do different things to the same node in different situations in 10. As a reminder, the classic example is processing a set of headings once for the table of contents and once when outputting the body of a document. For example, you could use one template in ToC mode. This template would output one division per section (the div being in the ToCSection class) giving just the number and the title of the section before moving to its subsections in the same, ToC, mode.

The output of the preceding code is shown in Figure 1-6.

During the summer of 2008, the stock market nally became a leading indicator of the nancial crisis In June of 2008, the S&P 500 declined sharply from 1,400 to 1,278 Then the S&P 500 stayed above 1,200 until mid-September when it dropped below that number due to the bankruptcy ling of Lehman Brothers and the federal takeover of AIG On September 29, 2008, the S&P 500 fell by 85 percent, reportedly because the US House of Representatives initially rejected the $700 billion TARP bill Yet, on October 3, 2008, when the president actually signed the TARP legislation, the S&P 500 fell again by 53 percent From October 3 onward, the S&P 500 declined until it reached the year s low of 741 on November 20, before rising to 903 by the end of 2008.

In other words, the stock market paradoxically fell the farthest and the fastest after Congress authorized the Treasury to spend billions of dollars on resolving the nancial crisis For the entire 2008, the S&P 500 lost 385 percent, the biggest annual loss since the Great Depression in the 1930s Although a steep fall in the stock market historically had a negative psychological effect on most American consumers, it now has more of an actual negative impact on the 92 million Americans who own equities directly or through mutual funds3 When US stocks lost $104 trillion in market value from the market high in October of 2007 to the market low in November 2008,4 the roughly 50 million Americans with 401(k) accounts lost $1 trillion, or 29 percent of the value of these accounts.

where the diagonal elements of k,l represent the frequency responses in all subcarriers between the kth receiving antenna and the lth transmitting antenna.

5 This chapter will begin by evaluating the allegation that short sellers were the main culprits in driving nancial institutions to the brink of failure It will show that the SEC s ban on short selling of nancial stocks was ineffective in stopping the decline of these stocks, and will support certain of the current SEC proposals to constrain short selling Second, this chapter will assess the role played by hedge funds, and funds of hedge funds, during this nancial crisis It will advocate stricter net worth tests for investors in hedge funds, and some form of regulatory oversight for managers of hedge funds Third, this chapter will argue that the recent period with the steepest sell-off in US.

stocks (from October 3 to November 20 of 2008) was driven in large part by deleveraging, that is, the selling of assets by nancial institutions to maintain their ratios of average assets to capital The obvious solution, to be discussed in 6, would be to increase the amount of capital cushion required of nancial institutions..

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