A robust decomposition method for the analysis of production lines with unreliable machines and finite buffers

We consider production lines consisting of a series of machines separated by finite buffers. The processing time of each machine is deterministic and all the machines have the same processing time. All machines are subject to failures. As is usually the case for production systems we assume that the failures are operation dependent [3,7]. Moreover, we assume that the times to failure and the repair times are exponentially distributed. To analyze such systems, a decomposition method was proposed by Gershwin [13]. The computational efficiency of this method was later significantly improved by the introduction of the socalled DDX algorithm [5,6]. In general, this method provides fairly accurate results. There are, however, cases for which the accuracy of this decomposition method may not be acceptable. This is the case when the reliability parameters (average failure time and average repair time) of the different machines have different orders of magnitude. Such a situation may be encountered in real production lines. In [8], an improvement of Gershwin's original decomposition method has been proposed that in general provides more accurate results in the above mentioned situation. This other method is referred to as the Generalized Exponential (GE) method. The basic difference between the GEmethod and that of Gershwin is that it uses a twomoment approximation instead of a singlemoment approximation of the repair time distributions of the equivalent machines. There are, however, still cases for which the accuracy of the GEmethod is not as good as expected. This is the case, for example, when the buffer sizes are too small in comparison with the average repair time. We present in this paper a new decomposition method that is based on a better approximation of the repair time distributions. This method uses a threemoment approximation of the repair time distributions of the equivalent machines. Numerical results show that the new method is very robust in the sense that it seems to provide accurate results in all situations.     

Approximation and Prediction of the Numerical Solution of Some Burgers Problems

The Aitken's ²-prediction of Brezinski has already been used by Morandi Cecchi et al. in order to compute a numerical approximation of the solution of a parabolic initial-boundary value problem. This method consists in two consecutive steps: the first one is the approximation with a finite elements method, where the solution of the involved nonlinear system is computed by Gauss–Seidel method; the second one is a prediction of further terms with Aitken's ²-process. By comparison with this method, we use other methods of prediction in another way. First, we consider a generalization of ²-prediction, the so-called -prediction. In this paper, we only use vector prediction which is more stable than the scalar one. Then, the methods of prediction presented can be used in order to predict the starting vector of the Gauss–Seidel method.     

Von Neumann Categories and Extended L2 Cohomology

In this paper we suggest a new general formalism for studying the L2 invariants of polyhedra and manifolds. First, we examine generality in which one may apply the construction of the extended Abelian category, which was earlier suggested by the author using the ideas of P. Freyd. This leads to the notions of a finite von Neumann category and a trace on such a category. Given a finite von Neumann category, we study the extended L2 homology and cohomology theories with values in the Abelian extension. Any trace on the initial category produces numerical invariants – the von Neumann dimension and the Novikov–Shubin numbers. Thus, we obtain the local versions of the Novikov–Shubin invariants, localized at different traces. In the Abelian case this localization can be made more geometric: we show that any torsion object determines a divisor – a closed subspace of the space of the parameters. The divisors of torsion objects together with the information produced by the local Novikov–Shubin invariants may be used to study multiplicities of intersections of algebraic and analytic varieties (we discuss here only simple examples demonstrating this possibility). We compute explicitly the divisors and the von Neumann dimensions of the extended L2 cohomology in the real analytic situation. We also give general formulae for the extended L2 cohomology of a mapping torus. Finally, we show how one can define a De Rham version of the extended cohomology and prove a De Rhamtype theorem.     

Variational-Like Inequalities with Generalized Monotone Mappings in Banach Spaces

In this paper, we introduce two classes of variational-like inequalities with generalized monotone mappings in Banach spaces. Using the KKM technique, we obtain the existence of solutions for variational-like inequalities with relaxed – monotone mappings in reflexive Banach spaces. We present also the solvability of variational-like inequalities with relaxed – semimonotone mappings in arbitrary Banach spaces by means of the Kakutani-Fan-Glicksberg fixed-point theorem. The results presented in this paper extend and improve the corresponding results of Refs. 1–6.     

An expansion in the exponent for compound binomial approximations

The purpose of this paper is two-fold. First, we introduce a new asymptotic expansion in the exponent for the compound binomial approximation of the generalized Poisson binomial distribution. The dependence of its accuracy on the symmetry and shifting of distributions is investigated. Second, for compound binomial and compound Poisson distributions, we present new smoothness estimates, some of which contain explicit constants. Finally, the ideas used in this paper enable us to prove new precise bounds in the compound Poisson approximation. Published in Lietuvos Matematikos Rinkinys, Vol. 46, No. 1, pp. 67–110, January–March, 2006.     

Strong Approximation for Long Memory Processes with Applications

In this paper we inverstigate the strong approximation of a linear process with long memory to a Gaussian process. The results are then applied to derive the law of the iterated logarithm and Darling–Erds type theorem for long memory processes under ideal conditions.     

nvolutorial Płonka sums

The construction of the sum of a direct (semilattice ordered) system of algebras introduced by J. Plonka – later known as the Plonka sum – is one of the most important methods of composition in universal algebra, having a number of applications in different algebraic theories, such as semigroup theory, semiring theory, etc. In this paper we present a more general way for constructing algebras with involution, that is, algebraic systems equipped with a unary involutorial operation which is at the same time an antiautomorphism of the underlying algebra. It is the sum – involutorial Plonka sum, as we call it – of an involution semilattice ordered system of algebras. We investigate its basic properties, as well as the problem of its subdirect decomposition.     

Effective Replaceability of the Omega—Rule for Restricted Sequents of the First–Order Linear Temporal Logic

We consider an effective replaceability of the omega–rule for the always operator in a restricted first–order linear temporal logic. This work is a continuation of two previous papers of the author where an infinitary (with the omega–rule) calculus without loop rules was constructed and founded. In the present paper, we use this calculus to construct the so–called saturated calculus consisting of four decidable deductive procedures replacing the omega–rule for the always operator.     

Brown–Peterson Cohomology from Morava K ‐Theory, II

We improve on some results with Ravenel and Yagita in a paper by the same name. In particular, we generalize when injectivity, surjectivity, and exactness of Morava Ktheory implies the same for Brown–Peterson cohomology. A type of flatness is no longer assumed, but instead it is a consequence of weaker assumptions. The main application is an easier proof that QS2k+1 has this flatness property. In addition, we show that if elements in the Brown–Peterson cohomology generate all of the Morava Ktheories, then they also generate the Brown–Peterson cohomology and it is Landweber flat.     

Start‐up class models in multiple‐class queues with N‐policy

In this paper, we consider multipleclass queueing systems with Npolicy in which the idle server starts service as soon as the number of customers in the startup class reaches threshold N. We consider the cases of FCFS and nonpreemptive priority. We obtain the Laplace–Stieltjes transform of the waiting times of each class of customers. We also show some results for the general behavior of such systems.     

Exact Solutions for a Family of Variable-Coefficient “Reaction–Duffing” Equations via the Bäcklund Transformation

The homogeneous balance method is extended and applied to a class of variable-coefficient reaction–duffing equations, and a Bäcklund transformation (BT) is obtained. Based on the BT, a nonlocal symmetry and several families of exact solutions of this equation are obtained, including soliton solutions that have important physical significance. The Fitzhugh–Nagumo and Chaffee–Infante equations are also considered as special cases.     

(h, Φ)-entropy differential metric

Burbea and Rao (1982a, 1982b) gave some general methods for constructing quadratic differential metrics on probability spaces. Using these methods, they obtained the Fisher information metric as a particular case. In this paper we apply the method based on entropy measures to obtain a Riemannian metric based on (h, )-entropy measures (Salicrú et al., 1993). The geodesic distances based on that information metric have been computed for a number of parametric families of distributions. The use of geodesic distances in testing statistical hypotheses is illustrated by an example within the Pareto family. We obtain the asymptotic distribution of the information matrices associated with the metric when the parameter is replaced by its maximum likelihood estimator. The relation between the information matrices and the Cramér-Rao inequality is also obtained.     

Whitney Estimates for Convex Domains with Applications to Multivariate Piecewise Polynomial Approximation

We prove the following Whitney estimate. Given 0 < p \le \infty, r \in N, and d \ge 1, there exists a constant C(d,r,p), depending only on the three parameters, such that for every bounded convex domain \subset R^d, and each function f \in L_p(), E_r-1(f,)_p \le C(d,r,p)_r(f, diam())_p, where E_r-1(f,)_p is the degree of approximation by polynomials of total degree, r – 1, and _r(f,·)_p is the modulus of smoothness of order r. Estimates like this can be found in the literature but with constants that depend in an essential way on the geometry of the domain, in particular, the domain is assumed to be a Lipschitz domain and the above constant C depends on the minimal head-angle of the cones associated with the boundary. The estimates we obtain allow us to extend to the multivariate case, the results on bivariate Skinny B-spaces of Karaivanov and Petrushev on characterizing nonlinear approximation from nested triangulations. In a sense, our results were anticipated by Karaivanov and Petrushev.     

Approximation theorems for localized szsz–Mirakjan operators

In the present paper, we investigate the convergence and the approximation order of the localized Szsz–Mirakjan operators, and obtain some new results to improve the results due to Omey [Note on operators of Szsz–Mirakjan type, J. Approx. Theory 47 (1986) 246–254].     

Perturbation Theory and the Analytic Approach in the Context of the Inclusive τ-Lepton Decay

We perform a comparative analysis of different forms of pertubative expansions in spacelike and timelike regions. In the context of the inclusive -lepton decay, we compare the results obtained using the standard perturbation theory and the Shirkov–Solovtsov analytic approach, which modifies the perturbative expansions such that the new approximations reflect basic principles of the theory, such as renormalization invariance, spectrality, and causality. We show the advantages and self-consistency of the analytic approach in describing the -lepton decay.     

The Weighted Bootstrap Mean for Heavy-Tailed Distributions

We study the performance of the weighted bootstrap of the mean of i.i.d. random variables, X ₁, X ₂,..., in the domain of attraction of an -stable law, 1<<2. In agreement with the results, in the Efron's bootstrap setup, by Athreya,⁽⁴⁾ Arcones and Giné⁽²⁾ and Deheuvels et al.,⁽¹¹⁾ we prove that for a low resampling intensity the weighted bootstrap works in probability. Our proof resorts to the 0–1 law methodology introduced in Arenal and Matrán⁽³⁾. This alternative to the methodology initiated in Mason and Newton⁽²⁵⁾ presents the advantage that it does not use Hájek's Central Limit Theorem for linear rank statistics which actually only provides normal limit laws. We include as an appendix a sketched proof, based on the Komlos–Major–Tusnady construction, of the asymptotic behaviour of the Wasserstein distance between the empirical and the parent distribution of a sample, which is also a main tool in our development.     

The ε-algorithm for the identification of a transfer-function model: some applications

The aim of this paper is to apply an algorithm related to the rational approximation for the identification of the lag structure in a transfer-function model. In fact, we apply the -algorithm proposed by Berlinet [3–5] to determine the polynomial orders in univariate and multivariate ARMA models. Furthermore, it has been proposed by Berlinet [5], González and Cano [13, 14] and González et al. [15] for a transfer-function model with one input and multiple inputs, respectively.The main contribution in this paper concerns the study of the relative significance of the elements in the -algorithm table, in the same way as that given by Berlinet and Francq [7] for ARMA models, to confirm the pattern used to specify the model. Two examples will be considered, namely, the sales series M [8] and a simulated model [20].A comparison is also made between the results of the -algorithm and the corner method generally used in the econometric literature. Although the -algorithm requires a more advanced theory in Numerical Analysis, it can be applied in a more simple way than the corner method.     

ℓ-norm and its Application to Learning Theory

We investigate connections between an important parameter in the theory of Banach spaces called the -norm, and two properties of classes of functions which are essential in Learning Theory – the uniform law of large numbers and the Vapnik–Chervonenkis (VC) dimension. We show that if the -norm of a set of functions is bounded in some sense, then the set satisfies the uniform law of large numbers. Applying this result, we show that if X is a Banach space which has a nontrivial type, then the unit ball of its dual satisfies the uniform law of large numbers. Next, we estimate the -norm of a set of {0,1}-functions in terms of its VC dimension. Finally, we present a `Gelfand number' like estimate of certain classes of functions. We use this estimate to formulate a learning rule, which may be used to approximate functions from the unit balls of several Banach spaces.     

Spectral Flow in Fredholm Modules, Eta Invariants and the JLO Cocycle

We give a comprehensive account of an analytic approach to spectral flow along paths of self-adjoint Breuer–Fredholm operators in a type I or II von Neumann algebra N. The framework is that of odd unbounded-summable Breuer–Fredholm modules for a unital Banach *-algebra, A. In the type II case spectral flow is real-valued, has no topological definition as an intersection number and our formulae encompass all that is known. We borrow Ezra Getzlers idea (suggested by I. M. Singer) of considering spectral flow (and eta invariants) as the integral of a closed one-form on an affine space. Applications in both the types I and II cases include a general formula for the relative index of two projections, representing truncated eta functions as integrals of one forms and expressing spectral flow in terms of the JLO cocycle to give the pairing of the K-homology and K-theory of A.