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.      

On multiple integrals of special form

Multiple integrals generalizing the iterated kernels of integral operators are expressed as single integrals in the case of a special representation of the kernel (this is our theorem). Besides integral equations, Markov processes involve these integrals as well. As a consequence of the theorem, we obtain transition probability densities of certain Markov processes. As an illustration, we consider nine examples.     

Mixing methodologies to enhance the implementation of healthcare operational research

Healthcare Operational Research (OR) has had limited success in achieving a sufficient level of stakeholder acceptance to lead to implementation of results. This research study is aimed at combining OR methodologies to achieve greater acceptance of results for organizational change. Patient flow delays in the Paediatric intensive care unit (PICU) at Children's Hospital of Wisconsin were identified using case studies. Patient flow was modelled using hard OR (simulation) using case study findings, with active stakeholder participation, and enhanced with outcomes research. Outcomes research allowed achieving greater clinical relevance of OR findings. Results from hard OR, particularly for politically sensitive issues, were persuasive but inadequate to result in change. Soft OR (cognitive mapping) was used to identify new issues and enhance results. Consequently, the planned PICU expansion was deferred, and resources focused on improving staffing strategies identified independently from both hard and soft OR. These findings suggest that: (1) Outcomes research can play a unique role to enhance results in healthcare OR. (2) After obtaining a holistic understanding of the system using hard and soft OR, stakeholders are willing to implement results from each independently, supporting the development of a common form of knowledge, which is consistent with Mixed-Mode Modelling. (3) Hard OR, enhanced with outcomes research, with active stakeholder participation, and combined with soft OR, results in greater acceptance and sustained organizational change.     

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.     

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.     

Generalized second law of thermodynamics in quintom dominated universe

In this Letter we will investigate the validity of the generalized second law of thermodynamics for the quintom model of dark energy. Reviewing briefly the quintom scenario of dark energy, we will study the conditions of validity of the generalized second law of thermodynamics in three cases: quintessence dominated, phantom dominated and transition from quintessence to phantom will be discussed.     

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