A semidefinite optimization approach to the steady-state analysis of queueing systems

Obtaining (tail) probabilities from a transform function is an important topic in queueing theory. To obtain these probabilities in discrete-time queueing systems, we have to invert probability generating functions, since most important distributions in discrete-time queueing systems can be determined in the form of probability generating functions. In this paper, we calculate the tail probabilities of two particular random variables in discrete-time priority queueing systems, by means of the dominant singularity approximation. We show that obtaining these tail probabilities can be a complex task, and that the obtained tail probabilities are not necessarily exponential (as in most ‘traditional’ queueing systems). Further, we show the impact and significance of the various system parameters on the type of tail behavior. Finally, we compare our approximation results with simulations.     

Bayesian estimation of NIG models via Markov chain Monte Carlo methods

The normal inverse Gaussian (NIG) distribution is a promising alternative for modelling financial data since it is a continuous distribution that allows for skewness and fat tails. There is an increasing number of applications of the NIG distribution to financial problems. Due to the complicated nature of its density, estimation procedures are not simple. In this paper we propose Bayesian estimation for the parameters of the NIG distribution via an MCMC scheme based on the Gibbs sampler. Our approach makes use of the data augmentation provided by the mixture representation of the distribution. We also extend the model to allow for modelling heteroscedastic regression situations. Examples with financial and simulated data are provided. Copyright © 2004 John Wiley & Sons, Ltd.     

Transient and busy period analysis of theGI/G/1 queue: The method of stages

In this paper we study the transient behavior of the MGE_L/MGE_M/1 queueing system, where MGE is the class of mixed generalized Erlang distributions which can approximate an arbitrary distribution. We use the method of stages combined with the separation of variables and root finding techniques together with linear and tensor algebra. We find simple closed form expressions for the Laplace transforms of the queue length distribution and the waiting time distribution under FCFS when the system is initially empty and the busy period distribution. We report computational results by inverting these expressions numerically in the time domain. Because of the simplicity of the expressions derived our algorithm is very fast and robust.The research of the author was partially supported by grants from the Leaders for Manufacturing program at MIT and from Draper Laboratory.     

IMPAIRED ACCUMULATION OF A CATIONIC PHOTOSENSITIZING AGENT BY A CELL LINE EXHIBITING MULTIDRUG RESISTANCE

Abstract —Transport and accumulation of copper benzochlorin iminium salt (CDSl), a cationic photosensitizing agent, were examined using the P388/ADR murine leukemia, which exhibits the MDR (multidrug resistance) phe-notype, and the wild-type parent cell line, P388. The recent availability of radioactive CDSl permitted kinetic studies at drug levels in the submicromolar range. Exclusion of CDSl by P38WADR cells could be demonstrated, indicating that this agent is a substrate for the outward transport system associated with MDR. These results have implications with regard to the efficacy of cationic photosensitizers against this common neoplastic phenotype. The CDSl was readily accumulated by P388 cells and by P388/ADR cells: when the outward transport system was inhibited. Under these conditions, CDSl was tightly bound and could not be washed out even when the outward transport system was reactivated.     

Using particle swarms for the development of QSAR models based on K-nearest neighbor and kernel regression

We describe the application of particle swarms for the development of quantitative structure-activity relationship (QSAR) models based on k-nearest neighbor and kernel regression. Particle swarms is a population-based stochastic search method based on the principles of social interaction. Each individual explores the feature space guided by its previous success and that of its neighbors. Success is measured using leave-one-out (LOO) cross validation on the resulting model as determined by k-nearest neighbor kernel regression. The technique is shown to compare favorably to simulated annealing using three classical data sets from the QSAR literature.     

Conformational sampling by self-organization

A new stochastic algorithm for conformational sampling is described. The algorithm generates molecular conformations that are consistent with a set of geometric constraints, which include interatomic distance bounds and chiral volumes derived from the molecular connectivity table. The algorithm repeatedly selects individual geometric constraints at random and updates the respective atomic coordinates toward satisfying the chosen constraint. When compared to a conventional distance geometry algorithm based on the same set of geometric constraints, our method is faster and generates conformations that are more diverse and more energetically favorable.     

Microstructure and Magnetic Behaviour of Nanosized Fe<Subscript>3</Subscript>O<Subscript>4</Subscript> Powders and Polycrystalline Films

Summary.  The object of investigation were the magnetic interactions in nanostructured Fe₃O₄ assemblies of two kinds (powder and film) where particles of similar size present nearly uniform domains in a close to planar arrangement with spacings sufficient for magnetic interactions. We discuss the use of the soft-chemistry method, i.e. the modified ‘ferrite plating’ (MFP) technique, for the synthesis of polycrystalline films of magnetite with nanosized crystallites. Received October 22, 2001. Accepted January 21, 2002     

Colloidal star polymers: Models for studying dynamically arrested states in soft matter

The use of well‐defined macromolecular assemblies with tunable interactions represents the key for exploring the regime of soft‐material behavior between hard spheres and polymer coils. Colloidal stars are ideal choices for such a formidable task and especially for shedding light on the formation and properties of dynamically arrested states. In this brief review, we demonstrate the rich variety of kinetic frustration phenomena that can be encountered with such ultrasoft particles. We address two specific examples in particular: the reversible vitrification upon heating and the melting of star gels upon the addition of linear polymers. © 2004 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 2931–2941, 2004     

Single-drop liquid-phase microextraction for the determination of hypericin, pseudohypericin and hyperforin in biological fluids by high performance liquid chromatography

The analysis of hypericin, pseudohypericin (collectively called in this study hypericins) and hyperforin in biological fluids is reported using single-drop liquid-phase microextraction in conjunction with HPLC-UV-fluorescence detection. A new option for analysis of the active principle constituents in biological samples is proposed, reducing the steps required prior to analysis. There are several parameters which determine the mass transfer such as the extraction solvent, drop and sample volumes, extraction time and temperature, pH and ionic strength, stirring rate and depth of needle tip in the bulk solution. These parameters were chosen to optimize the performance in the current study. The method was validated with respect to precision, accuracy and specificity. The intra-day precision values were below 2.3% for the high concentration level of control samples and 6.2% for the low level. The respective inter-day precision values were calculated to be below 4.4 and 7.1%, respectively, for the two concentration levels. Accuracy of the method, calculated as relative error, ranged from -2.6 to 7.0%. It was demonstrated that as long as the extraction procedure is consistently applied, quantitative analysis is performed accurately and reproducibly in human urine and plasma samples. Limits of quantitation (LOQs) in urine were calculated to be 3, 6 and 12 ng/ml for pseudohypericin, hypericin and hyperforin, respectively. Slightly higher limits were measured in plasma, i.e. 5, 12 and 20 ng/ml, for the respective analytes.