A Two-Stage Group Testing Model for Infections with Window Periods

We present a two-stage group testing model for the detection of viruses in blood samples in the presence of random window periods. As usual, if a tested group is found to be positive, all its members are treated individually. The groups that were tested negative return for a second round after a certain time, new blood samples are taken and tested after pooling. The given system parameters are the size of the population to be screened, the incidence rates of the infections, the probability distributions of the lengths of the window periods, and the costs of group tests. The objective is to minimize the expected cost of running the system, which is composed of the cost of the conducted group tests and penalties on delayed test results and on misclassifications (noninfected persons declared to be positive and, more importantly, persons whose infections have not been identified). By an appropriate choice of the group size and the waiting time for the second round of testings one wants to optimize the various trade-offs involved. We derive in closed form all the probabilistic quantities occurring in the objective function and the constraints. Several numerical examples are given. The model is also extended to the case of several types of viruses with different window periods.     

Busy period analysis of the state dependent M/M/1/K queue

In this paper, we study the transient behavior of a state dependent M/M/1/K queue during the busy period. We derive in closed-form the joint transform of the length of the busy period, the number of customers served during the busy period, and the number of losses during the busy period. For two special cases called the threshold policy and the static policy we determine simple expressions for their joint transform.     

Invariant Measures for Monotone SPDEs with Multiplicative Noise Term

We study diffusion processes corresponding to infinite dimensional semilinear stochastic differential equations with local Lipschitz drift term and an arbitrary Lipschitz diffusion coefficient. We prove tightness and the Feller property of the solution to show existence of an invariant measure. As an application we discuss stochastic reaction diffusion equations.     

TheM/G/1 queue with processor sharing and its relation to a feedback queue

The central model of this paper is anM/M/1 queue with a general probabilistic feedback mechanism. When a customer completes his ith service, he departs from the system with probability 1–p(i) and he cycles back with probabilityp(i). The mean service time of each customer is the same for each cycle. We determine the joint distribution of the successive sojourn times of a tagged customer at his loops through the system. Subsequently we let the mean service time at each loop shrink to zero and the feedback probabilities approach one in such a way that the mean total required service time remains constant. The behaviour of the feedback queue then approaches that of anM/G/1 processor sharing queue, different choices of the feedback probabilities leading to different service time distributions in the processor sharing model. This is exploited to analyse the sojourn time distribution in theM/G/1 queue with processor sharing.Some variants are also considered, viz., anM/M/1 feedback queue with additional customers who are always present, and anM/G/1 processor sharing queue with feedback.     

Sojourn times in a processor sharing queue with multiple vacations

We study an M/G/1 processor sharing queue with multiple vacations. The server only takes a vacation when the system has become empty. If he finds the system still empty upon return, he takes another vacation, and so on. Successive vacations are identically distributed, with a general distribution. When the service requirements are exponentially distributed we determine the sojourn time distribution of an arbitrary customer. We also show how the same approach can be used to determine the sojourn time distribution in an M/M/1-PS queue of a polling model, under the following constraints: the service discipline at that queue is exhaustive service, the service discipline at each of the other queues satisfies a so-called branching property, and the arrival processes at the various queues are independent Poisson processes. For a general service requirement distribution we investigate both the vacation queue and the polling model, restricting ourselves to the mean sojourn time.     

Two-stage queueing network models for quality control and testing

We study sojourn times in a two-node open queueing network with a processor sharing node and a delay node, with Poisson arrivals at the PS node. Motivated by quality control and blood testing applications, we consider a feedback mechanism in which customers may either leave the system after service at the PS node or move to the delay node; from the delay node, they always return to the PS node for new quality controls or blood tests. We propose various approximations for the distribution of the total sojourn time in the network; each of these approximations yields the exact mean sojourn time, and very accurate results for the variance. The best of the three approximations is used to tackle an optimization problem that is mainly inspired by a blood testing application.     

The M/G/1 FIFO Queue with Several Customer Classes

In this note we present short derivations of the joint queue length distribution in the M/G/1 queue with several classes of customers and FIFO service discipline.     

Measurement uncertainty and trade: an example from the petroleum industry

The petroleum industry is and always has been one of the major players in global trade. The price of products depends largely on their characteristics, defined by specifications. Consequently the testing of these specifications and the acceptance of the results by all partners is a crucial pre-requisite for global trade. In the field of petroleum products this issue has been dealt with for decades by using internationally accepted standard test methods, which also define the required accuracy and measurement uncertainty, or the precision. Therefore the petroleum industry may well serve as an example of how measurement uncertainties can be treated and what impact they have on global trade.Presented at the Metro Trade Workshop on Traceability and Measurement Uncertainty in Testing, 30–31 January 2003, Berlin, Germany     

Ideals and bands in pre-Riesz spaces

In a vector lattice, ideals and bands are well-investigated subjects. We study similar notions in a pre-Riesz space. The pre-Riesz spaces are exactly the order dense linear subspaces of vector lattices. Restriction and extension properties of ideals, solvex ideals and bands are investigated. Since every Archimedean directed partially ordered vector space is pre-Riesz, we establish properties of ideals and bands in such spaces.