Simulation input data modeling

Input data modeling is a critical component of a successful simulation application. A perspective of the area is given with an emphasis on available probability distributions as models, estimation methods, model selection and discrimination, and goodness of fit. Three specific distribution classes (lambda,S _B , TES processes) are discussed in some detail to illustrate characteristics that favor input models. Regarding estimation, we argue for maximum likelihood estimation over method of moments and other matching schemes due to intrinsic superior properties (presuming a specific model) and the capability of accommodating messy data types. We conclude with a list of specific research problems and areas warranting additional attention.     

Some remarks on <Emphasis Type="Italic">S</Emphasis>-paracompact spaces

Some characterizations of S-paracompact spaces are given. We introduce a class of S-expandable spaces and study topological properties of S-expandable spaces. The second author acknowledges the support from the NSFC (No. 10571081) and the Natural Science Foundation of Jingsu Higher Education Institutions of China (Grant No. 07KJB110055).     

Flatness properties of diagonal acts over monoids

If S is a monoid, the right S-act S×S, equipped with componentwise S-action, is called the diagonal act of S. The question of when this act is cyclic or finitely generated has been a subject of interest for many years, but so far there has been no explicit work devoted to flatness properties of diagonal acts. Considered as a right S-act, the monoid S is free, and thus is also projective, flat, weakly flat, and so on. In 1991, Bulman-Fleming gave conditions on S under which all right acts S ^I (for I a non-empty set) are projective (or, equivalently, when all products of projective right S-acts are projective). At approximately the same time, Victoria Gould solved the corresponding problem for strong flatness. Implicitly, Gould’s result also answers the question for condition (P) and condition (E). For products of flats, weakly flats, etc. to again have the same property, there are some published results as well. The specific questions of when S×S has certain flatness properties have so far not been considered. In this paper, we will address these problems. S. Bulman-Fleming research supported by Natural Sciences and Engineering Research Council of Canada Research Grant A4494. Some of the results in this article are contained in the M.Math. thesis of A. Gilmour, University of Waterloo (2007).     

The flatness properties of <Emphasis Type="Italic">S</Emphasis>-poset <Emphasis Type="Italic">A</Emphasis>(<Emphasis Type="Italic">I</Emphasis>) and Rees factor <Emphasis Type="Italic">S</Emphasis>-posets

Let S be a pomonoid and I a proper right ideal of S. In a previous paper, using the amalgamated coproduct A(I) of two copies of _S S over I, we were able to solve one of the problems posed in S. Bulman-Fleming et al. (Commun. Algebra 34:1291–1317, 2006). In the present paper, we investigate further flatness properties of A(I). We also solve another problem stated in the paper cited above. Namely, we determine the condition under which Rees factor S-posets have property (P _w ). Research supported by nwnu-kjcxgc-03-18.     

(Homo) Flatness of posets on poideal extensions

We consider pomonoids , where G is a pogroup and I is a poideal of S and show that if an S-poset is principally weakly flat, (weakly) flat, po-flat, (principally) weakly po-flat, (po-) torsion free or satisfies Conditions (P), (P _E ), (P _w ), (PWP), (PWP) _w , (WP) or (WP) _w as an I ¹-poset, then it has these properties as an S-poset. We also show that an S-poset which is free, projective or strongly flat as an I ¹-poset may not generally have these properties as an S-poset.     

The average virtual waiting time as a measure of performance

Under weak conditions the average virtual waiting time converges exponentially fast to its limit. For this reason this quantity has been suggested as a measure of performance for queueing systems. We consider theM/G/1 queue and provide estimation and limiting behaviour of the index of exponential decay.     

Topological André-Quillen homology for cellular commutative S-algebras

Topological André-Quillen homology for commutative S-algebras was introduced by Basterra following work of Kriz, and has been intensively studied by several authors. In this paper we discuss it as a homology theory on CW commutative S-algebras and apply it to obtain results on minimal atomic p-local S-algebras which generalise those of Baker and May for p-local spectra and simply connected spaces. We exhibit some new examples of minimal atomic commutative S-algebras. A. Baker was partially supported by a YFF Norwegian Research Council grant while at the University of Oslo in 2007–8, a Carnegie Trust for the Universities of Scotland grant, and Intas grants 03-51-3251 and 06-1000017-8609. H. Gilmour was supported by an EPSRC studentship. P. Reinhard was supported by an ORS grant. We would like to thank M. Basterra, P. Kropholler, M. Mandell, P. May, B. Richter, J. Rognes and S. Sagave for numerous helpful comments. We are also very grateful to the referee for encouraging us to rethink significantly issues of notation and structure, thus improving the structure of the paper.     

On the Power of R/S-Type Tests under Contiguous and Semi-Long Memory Alternatives

The paper deals with the power and robustness of the R/S type tests under contiguous alternatives. We briefly review some long memory models in levels and volatility, and describe the R/S-type tests used to test for the presence of long memory. The empirical power of the tests is investigated when replacing the fractional difference operator (1–L) ^d by the operator (1–rL) ^d , with r<1 close to 1, in the FARIMA, LARCH and ARCH time series models. We also investigate the Gegenbauer process with a pole of the spectral density at frequency close to zero.     

A Method of Deducing L-Polyhedra for n-Lattices

We suggest a method for selecting an L-simplex in an L-polyhedron of an n-lattice in Euclidean space. By taking into account the specific form of the condition that a simplex in the lattice is an L-simplex and by considering a simplex selected from an L-polyhedron, we present a new method for describing all types of L-polyhedra in lattices of given dimension n. We apply the method to deduce all types of L-polyhedra in n-dimensional lattices for n=2,3,4, which are already known from previous results.     

On the dispersion of multivariate median

The estimation of the asymptotic variance of sample median based on a random sample of univariate observations has been extensively studied in the literature. The appearance of a local object like the density function of the observations in this asymptotic variance makes its estimation a difficult task, and there are several complex technical problems associated with it. This paper explores the problem of estimating the dispersion matrix of the multivariateL ₁ median. Though it is absolutely against common intuition, this problem turns out to be technically much simpler. We exhibit a simple estimate for the large sample dispersion matrix of the multivariateL ₁ median with excellent asymptotic properties, and to construct this estimate, we do not use any of the computationally intensive resampling techniques (e.g. the generalized jackknife, the bootstrap, etc. that have been used and thoroughly investigated by leading statisticians in their attempts to estimate the asymptotic variance of univariate median). However surprising may it sound, our analysis exposes that most of the technical complicacies associated with the estimation of the sampling variation in the median are only characteristics of univariate data, and they disappear as soon as we enter into the realm of multivariate analysis.The research of the second author was partially supported by a Wisconsin Alumni Research Foundation Grant from University of Wisconsin, Madison.     

Asymptotic behavior of M-estimator and related random field for diffusion process

The M-estimate which maximizes a positive stochastic process Q is treated for multidimensional diffusion models. The convergence in distribution of the process of ratio of Q's after normalizing is proved. The asymptotic behavior of M-estimates is stated. We present the asymptotic variance in general cases and in estimation by misspecified models.     

$${\cal K}$$-Convexity1 in $$\Re^{n}$$

We generalize the concept of K-convexity to an n-dimensional Euclidean space. The resulting concept of -convexity is useful in addressing production and inventory problems where there are individual product setup costs and/or joint setup costs. We derive some basic properties of -convex functions. We conclude the paper with some suggestions for future research. Support from Columbia University and University of Texas at Dallas is gratefully acknowledged. Helpful comments from Qi Feng are appreciated.     

Path calculus in the modal logic S4

We describe the tableau and inverse calculi for the propositional modal logic S4. The formulas are treated as sets of paths. We obtain the upper bound for the number of applications of rules in the deduction tree.__________Translated from Lietuvos Matematikos Rinkinys, Vol. 45, No. 1, pp. 117–126, January–March, 2005.Translated by R. Lapinskas     

Analytic properties of the S-matrix for interactions with Yukawa-potential tails

We give an explicit analytic expression for the S-matrix in the case of an arbitrary central interaction inside a sphere of finite radius with a Yukawa-potential tail at large distances. The method uses the completeness of the wave functions outside the finite sphere and also the unitarity and the symmetry conditions for the S-matrix. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 147, No. 1, pp. 113–128, April, 2006.     

On queueing delays of dispersed messages

We study the message queueing delays in a node of a communication system, where a message consists of a block of consecutive packets. The message delay is defined as the time elapsing between the arrival epoch of the first packet of the message to the system until after the transmission of the last packet of that message is completed. We distinguish between two types of message generation processes. The message can be generated as abatch or it can bedispersed over time. In this paper we focus on the dispersed generation model. The main difficulty in the analysis is due to the correlation between the system states observed by different packets of the same message. This paper introduces a new technique to analyze the message delay in such systems for different arrival models and different number of sessions. For anM/M/1 system with variable size messages and for the bursty traffic model, we obtain an explicit expression for the Laplace-Stieltjes transform (LST) of the message delay. Derivations are also provided for anM/G/1 system, for multiple session systems and for fixed message sizes. We show that the correlation has a strong effect on the performance of the system, and that the commonly usedindependence assumption, i.e., the assumption that the delays of packets are independent from packet to packet, can lead to wrong conclusions.     

On solubility and supersolubility of some classes of finite groups

Let G be a finite group and H a subgroup of G. Then H is said to be S-permutable in G if HP = PH for all Sylow subgroups P of G. Let HsG be the subgroup of H generated by all those subgroups of H which are S-permutable in G. Then we say that H is S-embedded in G if G has a normal subgroup T and an S-permutable subgroup C such that T ∩ H HsG and HT = C. Our main result is the following Theorem A. A group G is supersoluble if and only if for every non-cyclic Sylow subgroup P of the generalized Fitting subgrou...     

Classification of monoids by injectivities II. CC-injectivity

We characterize monoids over which all S-acts are CC-injective and find conditions under which CC-injectivity of all acts implies that all acts are C-injective. Research of X. Zhang supported by the China Scholarship Council No. 2006101056. Research of Y. Chen supported by the NNSF of China (No. 10771077) and the NSF of Guangdong Province (No. 06025062).     

<Emphasis Type="Italic">I</Emphasis>-projection onto isotonic cones and its applications to maximum likelihood estimation for log-linear models

A frequently occurring problem is to find a probability vector,p∈D, which minimizes theI-divergence between it and a given probability vector π. This is referred to as theI-projection of π ontoD. Darroch and Ratcliff (1972,Ann. Math. Statist.,43, 1470–1480) gave an algorithm whenD is defined by some linear equalities and in this paper, for simplicity of exposition, we propose an iterative procedure whenD is defined by some linear inequalities. We also discuss the relationship betweenI-projection and the maximum likelihood estimation for multinomial distribution. All of the results can be applied to isotonic cone.     

Estimation Methods for the Multivariate <Emphasis Type="Italic">t</Emphasis> Distribution

The known estimation and simulation methods for multivariate t distributions are reviewed. A review of selected applications is also provided. We believe that this review will serve as an important reference and encourage further research activities in the area.     

Fundamental groups of manifolds with <Emphasis Type="Italic">S</Emphasis><Superscript>1</Superscript>-category 2

A closed topological n-manifold M ⁿ is of S ¹-category 2 if it can be covered by two open subsets W ₁,W ₂ such that the inclusions W _i → M ⁿ factor homotopically through maps W _i → S ¹ → M ⁿ . We show that the fundamental group of such an n-manifold is a cyclic group or a free product of two cyclic groups with nontrivial amalgamation. In particular, if n = 3, the fundamental group is cyclic.