The <Emphasis Type="Italic">M</Emphasis>/<Emphasis Type="Italic">G</Emphasis>/∞ system revisited: finiteness,summability, long range dependence,and reverse engineering

We explore M/G/∞ systems ‘fed’ by Poissonian inflows with infinite arrival rates. Three processes – corresponding to the system's state, workload, and queue-size – are studied and analyzed. Closed form formulae characterizing the system's stationary structure and correlation structure are derived. And, the issues of queue finiteness, workload summability, and Long Range Dependence are investigated. We then turn to devise a ‘reverse engineering’ scheme for the design of the system's correlation structure. Namely: how to construct an M/G/∞ system with a pre-desired ‘target’ workload/queue auto-covariance function. The ‘reverse engineering’ scheme is applied to various examples, including ones with infinite queues and non-summable workloads. AMS Subject Classifications Primary: 60K25; Secondary: 60G55, 60G10     

L1-optimal estimates for a regression type function in R

Let X₁, X₂, …, X_n be random vectors that take values in a compact set in R^d, d ≥ 1. Let Y₁, Y₂, …, Y_n be random variables (“the responses”) which conditionally on X₁ = x₁, …, X_n = x_n are independent with densities f(y | x_i, θ(x_i)), i = 1, …, n. Assuming that θ lives in a sup-norm compact space Θ_q,d of real valued functions, an optimal L₁-consistent estimator of θ is constructed via empirical measures. The rate of convergence of the estimator to the true parameter θ depends on Kolmogorov's entropy of Θ_q,d.     

Orientation and relaxation of polymer–clay solutions studied by rheology and small-angle neutron scattering

The influence of shear on viscoelastic solutions of poly(ethylene oxide) (PEO) and clay [montmorillonite, i.e., Cloisite NA+ (CNA)] was investigated with rheology and small-angle neutron scattering (SANS). The steady-state viscosity and SANS were used to measure the shear-induced orientation and relaxation of the polymer and clay platelets. Anisotropic scattering patterns developed at much lower shear rates than in pure clay solutions. The scattering anisotropy saturated at low shear rates, and the CNA clay platelets aligned with the flow, with the surface normal parallel to the gradient direction. The cessation of shear led to partial and slow randomization of the CNA platelets, whereas extremely fast relaxation was observed for laponite (LRD) platelets. These PEO–CNA networklike solutions were compared with previously reported PEO–LRD networks, and the differences and similarities, with respect to the shear orientation, relaxation, and polymer–clay interactions, were examined. © 2004 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 3102–3112, 2004     

Convexity Bias in the Pricing of Eurodollar Swaps

The traditional use of LIBOR futures prices to obtain surrogates for the Eurodollar forward rates is proved to yield a systematic bias in the pricing of Eurodollar swaps when one assumes that the yield curve is well described by the Heath-Jarrow-Morton model. The resulting theoretical inequality is consistent with the empirical observations of Burghardt and Hoskins (1995), and it provide a theoretical basis for price anomalies that are suggested by more recent empirical data.     

Deconvolving compactly supported densities

This paper addresses the statistical problem of density deconvolution under the condition that the density to be estimated has compact support. We introduce a new estimation procedure, which establishes faster rates of convergence for smooth densities as compared to the optimal rates for smooth densities with unbounded support. This framework also allows us to relax the usual condition of known error density with non-vanishing Fourier transform, so that a nonparametric class of densities is valid; therefore, even the shape of the noise density need not be assumed. These results can also be generalized for fast decaying densities with unbounded support. We prove optimality of the rates in the underlying experiment and study the practical performance of our estimator by numerical simulations.      

Thermal stability of shear-induced precursor structures in isotactic polypropylene by rheo-X-ray techniques with couette flow geometry

Combined in situ rheo-SAXS (small-angle X-ray scattering) and -WAXD (wide-angle X-ray diffraction) studies using couette flow geometry were carried out to probe thermal stabilty of shear-induced oriented precursor structure in isotactic polypropylene (iPP) at around its normal melting point (162 °C). Although SAXS results corroborated the emerging consensus about the formation of “long-living” metastable mesomorphic precursor structures in sheared iPP melts, these are the first quantitative measures of the limiting temperature at which no oriented structures survive. At the applied shear, rate = 60 s⁻¹ and duration t_s = 5 s, the oriented iPP structures survived a temperature of 185 °C for 1 h after shear, while no stable structures were detected at and above 195 °C. Following Keller's concepts of chain orientation in flow, it is proposed that the chains with highly oriented high molecular weight fraction are primarily responsible for their stability at high temperatures. Furthermore, the effects of flow condition, specifically the shear temperature, on the distributions of oriented and unoriented crystals were determined from rheo-WAXD results. As expected, at a constant flow intensity (i.e., rate = 30 s⁻¹ and duration, t_s = 5 s), the oriented crystal fraction decreased with the increase in temperature above 155 °C, below which the oriented fraction decreased with the decrease in temperature. As a result, a crystallinty “phase” diagram, i.e., temperature versus crystal fraction ratio, exhibited a peculiar “hourglass” shape, similar to that found in many two-phase polymer–polymer blends. This can be explained by the competition between the oriented and unoriented crystals in the available crystallizable species. Below the shear temperature (155 °C), the unoriented crystals crystallized so rapidly that they overwhelmed the crystallization of the oriented crystals, thus depleting a major portion of the crystallizable species and increasing their contribution in the final total crystalline phase. © 2006 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 44: 3553–3570, 2006     

Acrylic acid level and adhesive performance and peel master‐curves of acrylic pressure‐sensitive adhesives

Three series of pressure‐sensitive adhesives were prepared with constant glass‐transition temperature, using emulsion polymerization. The monomers chosen were butyl acrylate, 2‐ethylhexyl acrylate (EHA), methyl methacrylate (MMA), and acrylic acid (AA). Within each polymer series, the proportion of AA monomer was held constant for each polymer preparation but acrylic ester monomer levels were varied. Adhesion performance was assessed by measurement of loop tack, static shear resistance, and through the construction of peel master‐curves. Peel master‐curves were generated through peel tests conducted over a range of temperatures and peel rates and through application of the time–temperature superposition principle. Bulk effects dominated by polymer zero shear viscosity change as AA and EHA levels were varied were attributed to the observed effect on static shear resistance and the horizontal displacements of peel master‐curves. Static shear resistance was found to strongly correlate with log(a_C), a parameter introduced to horizontally shift peel master‐curves to form a superposed, “super master‐curve”. An interfacial interaction was proposed to account for deviations observed when loop tack was correlated with log(a_C). Surface rearrangements via hydrogen bonding with the test substrate were suggested as responsible for the interfacial interaction. © 2006 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 44: 1237–1252, 2006     

Magnetic phase transitions in nanostructures induced by shear stress under high pressure

Magnetic phase transitions of the first and second order were revealed by Mössbauer spectroscopy in nanosystems of - and -ferric oxides and metallic europium subjected to shear stress (240°) under high pressure (20 kbar). For - and -ferric oxide nanoclusters, the Curie (Neel) points decreased to 300 K, whereas for nanostructured europium the Neel point increased from 90 to 100 K. The thermodynamic model of magnetic phase transitions predicting a change in the character of magnetic phase transitions and a decrease (increase) in the critical Neel (Curie) points in nanoclusters was developed. The type of magnetic phase transitions and the change in the critical points were caused by defects in nanoclusters, whose maximum concentration was observed for the clusters with the 20—50 nm size range.     

Theory of oscillatory experiments with a coaxial cylinder viscometer

Equations are derived for the coaxial cylinder system in the combined oscillatory and steady-state shear mode. The limitations of the use of the various equations are presented. If the usual linear equations are used, the main limitation, in the case of oscillatory shear only, is that the frequency of measurement should be below 0.016 | ^*|/(r ₂ –r ₁ )². Here | ^*| is the modulus of the complex viscosity, is the density of the liquid andr ₁ andr ₂ are the radii of the cylinders. Furthermore it is shown that there is a small error in the numerical factor of the usually applied equations. The calculations are set up in such a way that extension to higher harmonics follows in a natural way. An experimental example illustrates the use of the derived equations.