An Inventory System with Postponed Demands

Abstract

In this article we consider a continuous review perishable inventory system in which the demands arrive according to a Markovian arrival process (MAP). The items in the inventory have shelf life times that are assumed to follow an exponential distribution. The inventory is replenished according to an (s, S) policy and the replenishing times are assumed to follow a phase type distribution. The demands that occur during stock out periods either enter a pool which has capacity N (<∞) or leave the system. Any demand that arrives when the pool is full and the inventory level is zero, is also assumed to be lost. The demands in the pool are selected one by one, if the replenished stock is above s, with interval time between any two successive selections is distributed as exponential with parameter depending on the number of customers in the pool. The joint probability distribution of the number of customers in the pool and the inventory level is obtained in the steady state case. The measures of system performance in the steady state are derived and the total expected cost rate is also calculated. The results are illustrated numerically.     

Optimal Control of an M/G/1/K Queueing System with Combined <Emphasis Type="Italic">F</Emphasis> Policy and Startup Time

We investigate the optimal management problem of an M/G/1/K queueing system with combined F policy and an exponential startup time. The F policy queueing problem investigates the most common issue of controlling the arrival to a queueing system. We present a recursive method, using the supplementary variable technique and treating the supplementary variable as the remaining service time, to obtain the steady state probability distribution of the number of customers in the system. The method is illustrated analytically for exponential service time distribution. A cost model is established to determine the optimal management F policy at minimum cost. We use an efficient Maple computer program to calculate the optimal value of F and some system performance measures. Sensitivity analysis is also investigated.     

Waiting and sojourn times in a multi-server queue with mixed priorities

We consider a multi-server queue with K priority classes. In this system, customers of the P highest priorities (P<K) can preempt customers with lower priorities, ejecting them from service and sending them back into the queue. Service times are assumed exponential with the same mean for all classes. The Laplace–Stieltjes transforms of waiting times are calculated explicitly and the Laplace–Stieltjes transforms of sojourn times are provided in an implicit form via a system of functional equations. In both cases, moments of any order can be easily calculated. Specifically, we provide formulae for the steady state means and the second moments of waiting times for all priority classes. We also study some approximations of sojourn-time distributions via their moments. In a practical part of our paper, we discuss the use of mixed priorities for different types of Service Level Agreements, including an example based on a real scheduling problem of IT support teams.      

Stationary tail asymptotics of a tandem queue with feedback

Motivated by applications in manufacturing systems and computer networks, in this paper, we consider a tandem queue with feedback. In this model, the i.i.d. interarrival times and the i.i.d. service times are both exponential and independent. Upon completion of a service at the second station, the customer either leaves the system with probability p or goes back, together with all customers currently waiting in the second queue, to the first queue with probability 1−p. For any fixed number of customers in one queue (either queue 1 or queue 2), using newly developed methods we study properties of the exactly geometric tail asymptotics as the number of customers in the other queue increases to infinity. We hope that this work can serve as a demonstration of how to deal with a block generating function of GI/M/1 type, and an illustration of how the boundary behaviour can affect the tail decay rate.     

Dual pairs correspondences ofE 8,4 andE 7,4

In this paper we state and prove the dual pairs correspondences of Spin(4,4)×Spin(8) inE _8,4 andF _4,4×SU₂ and Spin(4,4)×SU ₂ ³ inE _7,4. For the first dual pair, every finite dimensional representation of Spin(8) occurs and each corresponds with finite but unbounded multiplicity to a quaternionic representation of Spin(4,4) having the same infinitesimal character. For the other two dual pairs the correspondences are one to one.     

Exponential Stability in Mean Square for a General Class of Discrete-Time Linear Stochastic Systems

Abstract

The problem of the mean square exponential stability for a class of discrete-time linear stochastic systems subject to independent random perturbations and Markovian switching is investigated. The case of the linear systems whose coefficients depend both to present state and the previous state of the Markov chain is considered. Three different definitions of the concept of exponential stability in mean square are introduced and it is shown that they are not always equivalent. One definition of the concept of mean square exponential stability is done in terms of the exponential stability of the evolution defined by a sequence of linear positive operators on an ordered Hilbert space. The other two definitions are given in terms of different types of exponential behavior of the trajectories of the considered system. In our approach the Markov chain is not prefixed. The only available information about the Markov chain is the sequence of probability transition matrices and the set of its states. In this way one obtains that if the system is affected by Markovian jumping the property of exponential stability is independent of the initial distribution of the Markov chain.

The definition expressed in terms of exponential stability of the evolution generated by a sequence of linear positive operators, allows us to characterize the mean square exponential stability based on the existence of some quadratic Lyapunov functions.

The results developed in this article may be used to derive some procedures for designing stabilizing controllers for the considered class of discrete-time linear stochastic systems in the presence of a delay in the transmission of the data.     

The property (DN) and the exponential representation of holomorphic functions

It is shown that a nuclear Fréchet spaceE has the property (DN) if and only if every holomorphic function onE ^*, the strongly dual space ofE, with values in the strongly dual space of a Fréchet spaceF having the property ( ) can be represented in the exponential form. Moreover, it is shown that the space of holomorphic functions onC , the space of all complex number sequences, has a linearly absolutely exponential representation system. But the space of holomorphic functions onE ^* does not have such a system whenE is a nuclear Fréchet space that does not have the property (DN).Supported by the State Program for Fundamental Researches in Natural Sciences     

Sojourn Times in the <Emphasis Type="Italic">M</Emphasis>/<Emphasis Type="Italic">PH</Emphasis>/1 Processor Sharing Queue

We give in this paper an algorithm to compute the sojourn time distribution in the processor sharing, single server queue with Poisson arrivals and phase type distributed service times. In a first step, we establish the differential system governing the conditional sojourn times probability distributions in this queue, given the number of customers in the different phases of the PH distribution at the arrival instant of a customer. This differential system is then solved by using a uniformization procedure and an exponential of matrix. The proposed algorithm precisely consists of computing this exponential with a controlled accuracy. This algorithm is then used in practical cases to investigate the impact of the variability of service times on sojourn times and the validity of the so-called reduced service rate (RSR) approximation, when service times in the different phases are highly dissymmetrical. For two-stage PH distributions, we give conjectures on the limiting behavior in terms of an M/M/1 PS queue and provide numerical illustrative examples.This revised version was published online in June 2005 with corrected coverdate     

Generalization of a criterion for semistable vector bundles

It is known that a vector bundle E on a smooth projective curve Y defined over an algebraically closed field is semistable if and only if there is a vector bundle F on Y such that both H⁰(X,EF) and H¹(X,EF) vanishes. We extend this criterion for semistability to vector bundles on curves defined over perfect fields. Let X be a geometrically irreducible smooth projective curve defined over a perfect field k, and let E be a vector bundle on X. We prove that E is semistable if and only if there is a vector bundle F on X such that Hⁱ(X,EF)=0 for all i. We also give an explicit bound for the rank of F.     

Constants of Derivation and Differential Ideals

ABSTRACT

Let R be a differential domain finitely generated over a differential field F of characteristic 0. Let C be the subfield of differential constants of F. This paper investigates conditions on differential ideals of R that are necessary or sufficient to guarantee that C is also the set of constants of differentiation of the quotient field, E, of R. In particular, when C is algebraically closed and R has a finite number of height one differential prime ideals, there are no new constants in E. An example where F is infinitely generated over C shows the converse is false. If F is finitely generated over C and R is a polynomial ring over F, sufficient conditions on F are given so that no new constants in E does imply only finitely many height one prime differential ideals in R. In particular, F can be Q¯(T) where T is a finite transcendence set.

     

Sequence Spaces with Oscillating Properties

In this note we consider various types of oscillating properties for a sequence spaceEbeing motivated by an oscillating property introduced by Snyder and by recent papers dealing with theorems of Mazur–Orlicz type and gliding hump properties. Our main tools, two summability theorems, allow us to identify two such oscillating properties for a sequence spaceEone of which provides a sufficient condition forEFto implyEW_Fwhile the other affords a sufficient condition forEFto implyES_F. HereFis anyL-space, a class of spaces which includes the class of separable FK-spaces,S_Fdenotes the elements ofFhaving sectional convergence, andW_Fdenotes the elements ofFhaving weak sectional convergence. This, in turn, is applied to yield improvements on some other theorems of Mazur–Orlicz type and to obtain a general consistency theorem. Furthermore, combining the above observations with the work of Bennett and Kalton we obtain the first oscillating property on a sequence spaceEas a sufficient condition forE^β, the β-dual ofE, to be σ(E^β, E) sequentially complete whereas the second assures both the weak sequential completeness ofE^βand the AK-property forEwith the Mackey topology of the dual pair (E, E^β).     

Incomplete orthogonal arrays and idempotent orthogonal arrays

First, we shall define idempotent orthogonal arrays and notice that idempotent orthogonal array of strength two are idempotent mutually orthogonal quasi-groups. Then, we shall state some properties of idempotent orthogonal arrays.Next, we shall prove that, starting from an incomplete orthogonal arrayT _EF based onE andF E, from an orthogonal arrayT _G based onG = E – F and from an idempotent orthogonal arrayT _H based onH, we are able to construct an incomplete orthogonal arrayT _(F(G×H))F based onF(G × H) andF. Finally, we shall show the relationship between the construction which lead us to this result and the singular direct product of mutually orthogonal quasi-groups given by Sade [5].     

The M/Ek/r machine interference model steady state equations and numerical solutions

This paper studies the machine interference problem in which the running times follow the negative exponential distribution, the repair times the Erlang distribution and the number of operatives is more than one. The steady state equations are derived and it is shown that unlike the case of the M/E_k/r ordinary queueing model, the solution cannot be taken in closed form. An efficient numerical procedure is developed instead, based on a decomposition principle. Tabulated results of the average number of machines running and the operative utilization for a range of the problem parameters are given, for the cases M/E₃/2 and M/E₃/3. A tentative conclusion for a closeness in performance between the models M/M/r and M/E_k/r is drawn.     

Maximal Orders of Abelian Subgroups in Finite Chevalley Groups

In the present paper, for any finite group G of Lie type (except for ² F ₄(q)), the order a(G) of its large Abelian subgroup is either found or estimated from above and from below (the latter is done for the groups F ₄ (q), E ₆ (q), E ₇ (q), E ₈ (q), and ² E ₆(q ²)). In the groups for which the number a(G) has been found exactly, any large Abelian subgroup coincides with a large unipotent or a large semisimple Abelian subgroup. For the groups F ₄ (q), E ₆ (q), E ₇ (q), E ₈ (q), and ² E ₆(q ²)), it is shown that if an Abelian subgroup contains a noncentral semisimple element, then its order is less than the order of an Abelian unipotent group. Hence in these groups the large Abelian subgroups are unipotent, and in order to find the value of a(G) for them, it is necessary to find the orders of the large unipotent Abelian subgroups. Thus it is proved that in a finite group of Lie type (except for ² F ₄(q))) any large Abelian subgroup is either a large unipotent or a large semisimple Abelian subgroup.     

Two Queues with Weighted One-Way Overflow

We consider an open queueing network consisting of two queues with Poisson arrivals and exponential service times and having some overflow capability from the first to the second queue. Each queue is equipped with a finite number of servers and a waiting room with finite or infinite capacity. Arriving customers may be blocked at one of the queues depending on whether all servers and/or waiting positions are occupied. Blocked customers from the first queue can overflow to the second queue according to specific overflow routines. Using a separation method for the balance equations of the two-dimensional server and waiting room demand process, we reduce the dimension of the problem of solving these balance equations substantially. We extend the existing results in the literature in three directions. Firstly, we allow different service rates at the two queues. Secondly, the overflow stream is weighted with a parameter p ∈ [0,1], i.e., an arriving customer who is blocked and overflows, joins the overflow queue with probability p and leaves the system with probability 1 − p. Thirdly, we consider several new blocking and overflow routines. An erratum to this article can be found at     

The local root number of elliptic curves with wild ramification

Let E be an elliptic curve over a number field F. The root number is conjecturally the sign of the functional equation of L-function of E/F. It is defined as the product of local signs over all places of F. The purpose of this paper is to describe this local sign by the coefficients of a Weierstra? equation of E. Received: 31 March 2000 / Revised version: 22 November 2001 / Published online: 23 May 2002     

Domination properties of lattice homomorphisms

Let E and F be Banach lattices, T, K : E → F be such that 0 ≤ T ≤ K and T is either a lattice homomorphism or almost interval-preserving. In this paper we will deduce that (1) If K is AM-compact then T also is AM-compact; (2) If either E′ or F has an order continuous norm and K is compact, then T is compact as well; (3) If K is weakly compact then so is T. Some related results are also obtained.      

Randomization in the first hitting time problem

In this paper, we consider the following inverse problem for the first hitting time distribution: given a Wiener process with a random initial state, probability distribution, F(t), and a linear boundary, b(t)=μt, find a distribution of the initial state such that the distribution of the first hitting time is F(t). This problem has important applications in credit risk modeling where the process represents the so-called distance to default of an obligor, the first hitting time represents a default event and the boundary separates the healthy states of the obligor from the default state. We show that randomization of the initial state of the process makes the problem analytically tractable.     

Reliability formula &; limit law of the failure time of “<Emphasis Type="Italic">m</Emphasis>-consecutive-<Emphasis Type="Italic">k</Emphasis>-out-of-<Emphasis Type="Italic">n</Emphasis>:<Emphasis Type="Italic">F</Emphasis> system”

An “m-consecutive-k-out-of-n:F system” consists of n components ordered on a line; the system fails if and only if there are at least m nonoverlapping runs of k consecutive failed components. In this paper, we give a recursive formula to compute the reliability of such a system. Thereafter, we state two asymptotic results concerning the failure time Z _n of the system. The first result concerns a limit theorem for Z _n when the failure times of components are not necessarily with identical failure distributions. In the second one, we prove that, for an arbitrary common failure distribution of components, the limit system failure distribution is always of the Poisson class.