Initial data truncation for multivariate output of discrete-event simulations using the Kalman filter

Data truncation is a commonly accepted method of dealing with initialization bias in discrete-event simulation. An algorithm for determining the appropriate initial-data truncation point for multivariate output is proposed. The technique entails averaging across independent replications and estimating a steady-state output model in a state-space framework. A Bayesian technique called Multiple Model Adaptive Estimation (MMAE) is applied to compute a time varying estimate of the output's steady-state mean vector. This MMAE implementation features the use, in paralle, of a bank of Kalman filters. Each filter is constructed under a different assumption concerning the output's steady-state mean vector. One of the filters assumes that the steady-state mean vector is accurately reflected by an estimate, called the assumed steady-state mean vector, taken from the last half of the simulation data. As the filters process the output through the effective transient, this particular filter becomes more likely (in a Bayesian sense) to be the best filter to represent the data and the MMAE mean estimator is influenced increasingly towards the assumed steady-state mean vector. The estimated truncation point is selected when a norm of the MMAE mean vector estimate is within a small tolerance of the assumed steady-state mean vector. A Monte Carlo analysis using data from simulations of open and closed queueing models is used to evaluate the technique. The evaluation criteria include the ability to construct accurate and reliable confidence regions for the mean response vector based on the truncated sequences.     

Conjectures on the Quotient Ring by Diagonal Invariants

We formulate a series of conjectures (and a few theorems) on the quotient of the polynomial ring in two sets of variables by the ideal generated by all S _n invariant polynomials without constant term. The theory of the corresponding ring in a single set of variables X = {x ₁, ..., x _n} is classical. Introducing the second set of variables leads to a ring about which little is yet understood, but for which there is strong evidence of deep connections with many fundamental results of enumerative combinatorics, as well as with algebraic geometry and Lie theory.     

R andRτ ratios at the five-loop level of perturbative QCD

We study perturbative QCD at the five-loop level. In particular we considerR = _tot(e ⁺ e ^– hadrons)/(e ⁺ e ^{– + –}) andR = ( v+hadrons)/( ev). We use our method to estimate the five-loop coefficients. As a result, we obtain _s (M _z ) = 0.1186(11) and _s (34 GeV) = 0.1396(16), which are accurate at the 1% level. We also findR = 3.8350(18), which is consistent withR and is accurate to 0.05%.     

Design considerations and computer modeling related to the development of molecular scaffolds and peptide mimetics for combinatorial chemistry

Summary A critical issue in drug discovery utilizing combinatorial chemistry as part of the discovery process is the choice of scaffolds to be used for a proper presentation, in a three-dimensional space, of the critical elements of structure necessary for molecular recognition (binding) and information transfer (agonist/ antagonist). In the case of polypeptide ligands, considerations related to the properties of various backbone structures (-helix, -sheets, etc.; , space) and those related to three-dimensional presentation of side-chain moieties (topography; (chi) space) must be addressed, although they often present quite different elements in the molecular recognition puzzle. We have addressed aspects of this problem by examining the three-dimensional structures of chemically different scaffolds at various distances from the scaffold to evaluate their putative diversity. We find that chemically diverse scaffolds can readily become topographically similar. We suggest a topographical approach involving design in chi space to deal with these problems.     

Primeness of the enveloping algebra of a Cartan type Lie superalgebra

We show that a primeness criterion for enveloping algebras of Lie superalgebras discovered by Bell is applicable to the Cartan type Lie superalgebras , even. Other algebras are considered but there are no definitive answers in these cases.

     

Processes of flats induced by higher dimensional processes III

Stationary processes of k-flats in ^d can be thought of as point processes on the Grassmannian _k ^d of k-dimensional subspaces of ^d . If such a process is sampled by a (d–k+ j)-dimensional space F, it induces a process of j-flats in F. In this work we will investigate the possibility of determining the original k-process from knowledge of the intensity measures of the induced j-processes. We will see that this is impossible precisely when 1<k<d–1 and j=0,...,2[r/2]–1, where r is the rank of the manifold _k ^d . We will show how the problem is equivalent to the study of the kernel of various integral transforms, these will then be investigated using harmonic analysis on Grassmannian manifolds.The research of the first and third authors was supported in part by NSF grants DMS-9207019 and DMS-9304284. The research of the second author was supported in part by NFR contract number R-RA 4873-306 and the Swedish Academy of Sciences.     

Series representation for semistable laws and their domains of semistable attraction

If the centered and normalized partial sums of an i.i.d. sequence of random variables converge in distribution to a nondegenerate limit then we say that this sequence belongs to the domain of attraction of the necessarily stable limit. If we consider only the partial sums which terminate atk _n wherek _n+1 ck _n then the sequence belongs to the domain of semistable attraction of the necessarily semistable limit. In this paper, we consider the case where the limiting distribution is nonnormal. We obtain a series representation for the partial sums which converges almost surely. This representation is based on the order statistics, and utilizes the Poisson process. Almost sure convergence is a useful technical device, as we illustrate with a number of applications.This research was supported by a research scholarship from the Deutsche Forschungsgemeinschaft (DFG).