Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error

Efficient estimation of tail probabilities involving heavy tailed random variables is amongst the most challenging problems in Monte-Carlo simulation. In the last few years, applied probabilists have achieved considerable success in developing efficient algorithms for some such simple but fundamental tail probabilities. Usually, unbiased importance sampling estimators of such tail probabilities are developed and it is proved that these estimators are asymptotically efficient or even possess the desirable bounded relative error property. In this paper, as an illustration, we consider a simple tail probability involving geometric sums of heavy tailed random variables. This is useful in estimating the probability of large delays in M/G/1 queues. In this setting we develop an unbiased estimator whose relative error decreases to zero asymptotically. The key idea is to decompose the probability of interest into a known dominant component and an unknown small component. Simulation then focuses on estimating the latter ‘residual’ probability. Here we show that the existing conditioning methods or importance sampling methods are not effective in estimating the residual probability while an appropriate combination of the two estimates it with bounded relative error. As a further illustration of the proposed ideas, we apply them to develop an estimator for the probability of large delays in stochastic activity networks that has an asymptotically zero relative error.      

Dimensional variation in production of high-aspect-ratio micro-pillars array by micro powder injection molding

Micro powder injection molding (μPIM) is one of the potential processes for the mass production of metallic microstructures and micro components. Here, μPIM is the miniaturization of conventional PIM, which involves four processing steps: mixing, injection molding, debinding and sintering. This paper looks into the feasibility and effectiveness of μPIM as a key mass production process for the fabrication of metallic micro components. For it to be an effective re-production process, it is imperative to examine how well parts can be duplicated/fabricated from a master mold. In this work, the dimensional variation of high-aspect-ratio micro-pillars arrays, in particular the dimensional shrinkage, global warpage, and surface roughness at each stage of the μPIM process for a range of molding pressures, are quantified and compared in detail. The sensitivity of the dimensional variation of the microstructures to the packing pressure is reported. The mechanism behind the dimensional variation is analyzed. PACS 81.20.Ev; 81.20.Hy; 81.70.Fy; 07.60.Ly; 81.05.-t     

Some geometrical aspects of semidefinite linear complementarity problems

This article studies some geometrical aspects of the semidefinite linear complementarity problem (SDLCP), which can be viewed as a generalization of the well-known linear complementarity problem (LCP). SDLCP is a special case of a complementarity problem over a closed convex cone, where the cone considered is the closed convex cone of positive semidefinite matrices. It arises naturally in the unified formulation of a pair of primal-dual semidefinite programming problems. In this article, we introduce the notion of complementary cones in the semidefinite setting using the faces of the cone of positive semidefinite matrices and show that unlike complementary cones induced by an LCP, semidefinite complementary cones need not be closed. However, under R₀-property of the linear transformation, closedness of all the semidefinite complementary cones induced by L is ensured. We also introduce the notion of a principal subtransformation with respect to a face of the cone of positive semidefinite matrices and show that for a self-adjoint linear transformation, strict copositivity is equivalent to strict semimonotonicity of each principal subtransformation. Besides the above, various other solution properties of SDLCP will be interpreted and studied geometrically.     

The Nature of Electronic Charge

Advances in gauge theories and unified theories have not thrown light on the meaning of electron. The problem of the origin of electronic charge is made precise, new insights gained from Weyl space are summarized, and the origin of charge in terms of fractional spin is suggested. A new perspective on the abelian Chern-Simons theory is presented to explain charge.     

Analysis of some medicinal plants in South-western Nigeria using PIXE

Summary Analysis of thirteen medicinal plants of various biological activities commonly used in South-western Nigeria was carried out using PIXE technique. Nine of these plants are anti-cancer while four are antimicrobial. PIXE measurements were carried out using collimated proton beams delivered by the 2. 5 MV AN 2000 Van de Graaff accelerator at the Istituto Nazionale di Fisica Nucleare (INFN), (LNL) Legnaro, (Padova), Italy. The results showed the presence of twenty three different elements in the plants and none of them contains any toxic heavy metals. Only Chenopodium ambrosioides showed detectable levels of selenium which is considered important in cancer prevention.     

Advances in constant-velocity Mössbauer instrumentation

A prototype of a programmable constant-velocity scaler is presented. This instrument allows the acquisition of partial Mössbauer spectra in selected energy regions using standard drivers and transducers. It can be fully operated by a remote application, thus data acquisition can be automated. The instrument consists of a programmable counter and a constant-velocity reference. The reference waveform generator is amplitude modulated with 13-bit resolution, and is programmable in a wide range of frequencies and waveforms in order to optimize the performance of the transducer. The counter is compatible with most standard SCA, and is configured as a rate-meter that provides counts per selectable time slice at the programmed velocity. As a demonstration of the instrument applications, a partial Mössbauer spectrum of a natural iron foil was taken. Only positive energies were studied in 512 channels, accumulating 20 s per channel. A line width of 0.20 mm/s was achieved, performing with an efficiency of 80%.     

Critical dynamics of the Potts model in several dimensionalities

We study critical dynamics of general q-state Potts models on d-dimensional hypercubic lattices. The master equation is formulated according to a theory recently presented by the author. A simple bond moving technique, followed by decimation, is used to obtain the dynamical exponents. Although this approximation yields poor results for the static exponents, the dynamic behaviour is closer to Monte Carlo simulations. We compare our results with those obtained with a different formulation of dynamics. A final discussion is included.     

Coupled Thermo-Hydro-Mechanical and Chemical Analysis of Expansive Clay Subjected to Heating and Hydration

A fully coupled formulation combining reactive transport and an existing thermo-hydro-mechanical (THM) code is presented. Special attention has been given to phenomena likely to be encountered in clay barriers used as part of containment systems of nuclear waste. The types of processes considered include hydrolysis, complex formation, oxidation/reduction reactions, acid/base reactions, precipitation/dissolution of minerals and cation exchange. Both kinetically-controlled and equilibrium-controlled reactions have been incorporated. The total analytical concentrations (including precipitated minerals) are adopted as basic transport variables and chemical equilibrium is achieved by minimizing Gibbs Free Energy. The formulation has been incorporated in a general purpose computer code capable of performing numerical analysis of engineering problems. A validation exercise concerning a laboratory experiment involving the heating and hydration of an expansive compacted clay is described.     

Time interval distributions of atoms in atomic beams

We report an experimental investigation of two-particle correlations between neutral atoms in a Hanbury Brown and Twiss experiment. Both an atom laser beam and a pseudo-thermal atomic beam are extracted from a Bose–Einstein condensate and the atom flux is measured with a single atom counter. We determine the conditional and the unconditional detection probabilities for the atoms in the beam and find good agreement with the theoretical predictions. PACS 03.75.Pp; 05.30.Jp; 07.77.Gx; 42.50.Pq     

Signed degree sets in signed graphs

The set D of distinct signed degrees of the vertices in a signed graph G is called its signed degree set. In this paper, we prove that every non-empty set of positive (negative) integers is the signed degree set of some connected signed graph and determine the smallest possible order for such a signed graph. We also prove that every non-empty set of integers is the signed degree set of some connected signed graph.