A compound control chart for monitoring and controlling high quality processes

In the present article, we propose a new control chart for monitoring high quality processes. More specifically, we suggest declaring the monitored process out of control, by exploiting a compound rule couching on the number of conforming units observed between the (i − 1)th and the ith nonconforming item and the number of conforming items observed between the (i − 2)th and the ith nonconforming item. Our numerical experimentation demonstrates that the proposed control chart, in most of the cases, exhibits a better (or at least equivalent) performance than its competitors.     

A result on hypothesis testing for a multivariate normal distribution when some observations are missing

Let U_i = (X_i, Y_i), i = 1, 2,…, n, be a random sample from a bivariate normal distribution with mean μ = (μ_x, μ_y) and covariance matrix

. Let X_i, i = n + 1,…, N represent additional independent observations on the X population. Consider the hypothesis testing problem H₀ : μ = 0 vs. H₁ : μ ≠ 0. We prove that Hotelling's T² test, which uses (X_i, Y_i), i = 1, 2,…, n (and discards X_i, i = n + 1,…, N) is an admissible test. In addition, and from a practical point of view, the proof will enable us to identify the region of the parameter space where the T²-test cannot be beaten. A similar result is also proved for the problem of testing μ_x ? μ_y = 0. A Bayes test and other competitors which are similar tests are discussed.     

Existence of a positive solution to a system of discrete fractional boundary value problems

We analyze a system of discrete fractional difference equations subject to nonlocal boundary conditions. We consider the system of equations given by -Δ^ν_iy_i(t)=λ_ia_i(t+ν_i-1)f_i(y₁(t+ν₁-1),y₂(t+ν₂-1)), for t∈[0,b]_N0, subject to y_i(ν_i − 2) = ψ_i(y_i) and y_i(ν_i + b) = ?_i(y_i), for i = 1, 2, where ψ_i,?_i:R^b+3→R are given functionals. We also assume that ν_i ∈ (1, 2], for each i. Although we assume that both a_i and f_i(y₁, y₂) are nonnegative for each i, we do not necessarily presume that each ψ_i(y_i) and ?_i(y_i) is nonnegative for each i and each y_i ? 0. This generalizes some recent results both on discrete fractional boundary value problems and on discrete integer-order boundary value problems, and our techniques provide new results in each case.     

An <Emphasis Type="Italic">m</Emphasis><Superscript>th</Superscript> Generation Model for Weak Ranking of Players in a Tournament

The problem of ranking players in a tournament has been studied by a number of authors. The methods developed for ranking players fall under two general headings—direct methods and rating methods. The present paper extends the tournament ranking problem in two directions. First, the usual definition of a tournament is broadened to include ties or draws. Thus, our model determines the best weak ranking of the players. Second, the ranking method presented takes account of player strength in that wins over strong players are valued higher than wins over weak players. To account for player strength, we evaluate both direct or first-order wins of players over opponents (i defeats j) and indirect or higher-order wins (i defeats k, who defeats j). A model which derives a composite score for each player, combining both direct and indirect wins, is used to obtain an overall ranking of the competitors.     

A periodic-review inventory system with a capacitated backup supplier for mitigating supply disruptions

We consider a periodic-review inventory system with two suppliers: an unreliable regular supplier that may be disrupted for a random duration, and a reliable backup supplier that can be used during a disruption. The backup supplier charges higher unit purchasing cost and fixed order cost when compared to the regular supplier. Because the backup supplier is used at unplanned moments, its capacity to replenish inventory is considered limited. Analytical results partially characterize the structure of the optimal order policy: a state-dependent (X(i), Y(i)) band structure (with corresponding bounds of X(i) and Y(i) to be given), where i represents the status of the regular supplier. Numerical studies illustrate the structure of the optimal policy and investigate the impacts of major parameters on optimal order decisions and system costs.     

The characteristic polynomial of a principal subpencil of a Hermitian matrix pencil

Given n-square Hermitian matrices A,B, let A_i,B_i denote the principal (n?1)- square submatrices of A,B, respectively, obtained by deleting row i and column i. Let μ, λ be independent indeterminates. The first main result of this paper is the characterization (for fixed i) of the polynomials representable as det(μA_i?λB_i) in terms of the polynomial det(μA?λB) and the elementary divisors, minimal indices, and inertial signatures of the pencil μA?λB. This result contains, as a special case, the classical interlacing relationship governing the eigenvalues of a principal sub- matrix of a Hermitian matrix. The second main result is the determination of the number of different values of i to which the characterization just described can be simultaneously applied.     

Analysis of a queueing system with a general service scheduling function,with applications to telecommunication network traffic control

In this paper we analyze a queueing system with a general service scheduling function. There are two types of customer with different service requirements. The service order for customers of each type is determined by the service scheduling function α_k(i, j) where α_k(i, j) is the probability for type-k customer to be selected when there are i type-1 and j type-2 customers. This model is motivated by traffic control to support traffic streams with different traffic characteristics in telecommunication networks (in particular, ATM networks). By using the embedded Markov chain and supplementary variable methods, we obtain the queue-length distribution as well as the loss probability and the mean waiting time for each type of customer. We also apply our model to traffic control to support diverse traffics in telecommunication networks. Finally, the performance measures of the existing diverse scheduling policies are compared. We expect to help the system designers select appropriate scheduling policy for their systems.     

Optimization of a pipe-line for the natural gas transportation

This paper deals with the problem of optimizing the management of a natural gas transportation pipe-line. The system is formed by m compressing stations linked by pipe-legs. Each station S_i is equipped with N_i centrifugal turbocompressors; its behaviour is characterized by the actual number n_i of operating turbocompressors and by the values of the machine flow-rate and of the suction and discharge pressures and temperatures. A fraction of the gas passing through the station is used for the feeding of the turbocompressors (fuel-gas). For each station S_i it is necessary to find the optimal values of n_i and of the discharge pressure so as to minimize the total amount of fuel-gas (inclusive of the quantity needed for turbocompressors start-stop operations), taking into account the constraints on the pressures and temperatures in the stations and along the pipe-legs. Sophisticated simulation models of the stations and of the pipe-legs are presented and justified by means of experimental tests. An algorithm based on a dynamic programming formulation of the problem is proposed; the algorithm utilizes dominance criteria and lower bounds in order to reduce the total number of states. Extensive computational results referring to a set of real situations are given in order to evaluate the saving with respect to the current manual management of the system. The results reported in this article have been applied to the gas transportation pipe-line that is operated by ÖeMV (Austria) and SNAM (Italy).     

Analysis of a versatile multi-class delay-loss system with a superimposed Markovian arrival process

We analyze the behavior of a multi-class single-server delay-loss system Σ_i^xMAP_i/PH/1/m with a superposition of independent Markovian Arrival Processes as arrival stream and phase-type distributed service times. Considering the underlying finite Markov chain with its quasi-birth-and-death structure with two boundary sets, we derive a new representation of its steady-state vector by a linear combination of two matrix-geometric terms. Furthermore, we state efficient procedures to calculate the performance characteristics of this delay-loss system.     

A probability model for computer system overhead

Two models for computer system overhead are developed by considering the number of jobs in the system as an immigration-death process. The models developed relate the death rates to the state of the process. The first model uses the total numver of jobs in the system as the state of the processe. The second model classifies the jobs in the system according to the priority classes unsed in the computer system.In the model based on the total number of jobs in the system, the death rate when the system is in the state i, μ_i, is μ_i = μ min(i, x₀) where μ and x₀ are parameters to be estimated by maximum likelihood. In the second model, the death rate for jobs in the k^th priority class when the state of the system is i = (i₁…,i_p), μ_i^(k) is given by $\text{μ}{}_{\mathrm{i}}{}^{\mathrm{(k)}}\text{=μ}{}^{\mathrm{(k)}}\text{i}{}_{\mathrm{k}}\text{min}\text{(1,}\text{x}{}_0\text{i·1}\text{)}$. Computational difficulties in finding the maximum likelihood estimates of the parameters for this model are noted.     

Reliability properties under a stopping time shift

Considering a series representation of a coherent system using a shift transform of the components lifetime T_i, at its critical level Y_i, we study two problems. First, under such a shift transform, we analyse the preservation properties of the non-parametric distribution classes and secondly the association preserving property of the components lifetime under such transformations.     

Class G,and a unification problem

In 1958, Karl Goldberg proved the following: Theorem G. Suppose A=(a_ij) is an n×n matrix over the complex field, with the following properties: (1) a_ija_ji?0 for i,j=1,2,…,n, and (2) a_i1i2a_i2i3?a_isii=a_i2i1a_i3i2?a_i1is for all s=1,2,…,n and i_t=1,2,…,n. Then A has only real characteristic values. Definition. Let G_n denote the class of n×n matrices over $\text{C}$, the complex field, which satisfy the Goldberg conditions (1) and (2). We investigate some properties of class G related to the following topics: Schur complements, weak sign symmetry, and inequalities due to Oppenheim for positive definite matrices, and an analogue due to Markham for tridiagonal, oscillatory matrices.     

Jointly optimal allocation of a repairman and optimal control of service rate for machine repairman problem

Consider a production system with m unreliable machines, which are maintained by a single repairman. The time until failure of machine i and its repair time are exponentially distributed random variables with rates λ_i and μ, respectively. Machine i earns at rate r_i while it is working. The service rate can be controlled, and a cost c(μ) is charged when the service rate is μ. We assume the following compatibility condition: λ_i<λ_j implies that r_i⩾r_j. We consider both the optimal assignment of the repairman to the failed machines, and the optimal service rate. We demonstrate some monotone properties of the optimal policy.     

Introduction to Shape Stability for a Storage Model

We consider a new idea for a storage model on n nodes, namely stability of shape. These nodes support K neighborhoods S _i ???{1, ..., n} and items arrive at the S _i as independent Poisson streams with rates λ _i , i?=?1, ... , K . Upon arrival at S _i an item is stored at node j?∈?S _i where j is determined by some policy. Under natural conditions on the λ _i we exhibit simple local policies such that the multidimensional process describing the evolution of the number of items at each node is positive recurrent (stable) in shape.     

Five discordant permutations

A permutation π of1,2, …,π is5-discordant if π(i) ≠i, i + 1,i + 2, i + 3, i + 4 modn for 1 ≤i ≤n. A system of recurrences for computing the rook polynomials associated with5-discordant permutations is derived. This system, together with hit polynomials enable the5-discordant permutations to be enumerated.     

Exponential stability for a nonlinear one-dimensional heat-conductive viscous real gas

In this paper, we prove the existence and the exponential stability in H₊ⁱ (i=1,2), an incomplete metric subspace of Hⁱ×Hⁱ×Hⁱ (i=1,2), of a nonlinear C₀-semigroup S(t) for a nonlinear one-dimensional heat-conductive viscous real gas in bounded domain Ω=(0,1). The results in this paper improve those previously related results.     

On a class of balancing games

A balancing game is a perfect information two-person game. Given a set V?R^d, in the ith round Player I picks a vector vⁱ?V, and then Player II picks ?_i = +1 or ?1. Player II tries to minimize sup {| Σ_i=1ⁿ?_ivⁱ | : n = 0, 1, 2,…}. In this paper we generalize this game and give necessary and sufficient conditions for the existence of a winning strategy for Player I and Player II in the generalized game. Later we give upper and lower bounds to the value of the original game; the bounds in many cases are equal. Further we present simple strategies for both players.     

Generalized n-tuple colorings of a graph: A counterexample to a conjecture of Brigham and Dutton

In their papers (Technical Report CS-TR 50, University of Central Florida, 1980; J. Combin. Theory Ser. B32 (1982), 90–94) Brigham and Dutton introduce the notion of (n : i)-chromatic numbers of a graph, a generalization of Stahl's nth chromatic numbers (J. Combin. Theory Ser. B20, (1976), 185–203). The (n : i)-chromatic number of a graph G, denoted by χ_nⁱ(G), is the smallest integer m such that each vertex of G can be colored with a set of n colors in {1, 2,…, m} in such a way that any two adjacent vertices have exactly i colors in common. Brigham and Dutton conjecture at the end of loc cit that for all integers n and i with 0 ≤ i ≤ n ? 1, and for every graph G, χ_nⁱ⁺¹(G) ≤ χ_nⁱ(G). We prove this conjecture in some special cases and disprove it in the general case.