On Waiting Time Problems Associated with Runs in Markov Dependent Trials

A general technique is developed to study the waiting time distribution for the r-th occurrence of a success run of length k in a sequence of Markov dependent trials. Sooner and later waiting time problems are also discussed.     

Improving the Performance of the Chi-square Control Chart via Runs Rules

The most popular multivariate process monitoring and control procedure used in the industry is the chi-square control chart. As with most Shewhart-type control charts, the major disadvantage of the chi-square control chart, is that it only uses the information contained in the most recently inspected sample; as a consequence, it is not very efficient in detecting gradual or small shifts in the process mean vector. During the last decades, the performance improvement of the chi-square control chart has attracted continuous research interest. In this paper we introduce a simple modification of the chi-square control chart which makes use of the notion of runs to improve the sensitivity of the chart in the case of small and moderate process mean vector shifts.      

关于累积和(CUSUM)检验的改进

对连续检验问题，常用的检测方法有三大类其一是众所周知的Shewhartt控制图，它是最常用的对生产过程进行连续监控的控制方法，不过，如果过程均值有小的漂移(即μ-μo小)时，Shewhart控制图的检验效果不是很好，除了Shewhart控制图外，另有二类常用的控制图法，其一是累积和控制图(CUSUM)，由Page^[1]基于似然比导出，其二是指数加权移动平均控制图(EWMA)，由Roberts^[2]给出，它们已被证明在检测小的漂移时效果不错。许多人对CUSUM与EWMA进行了比较，总的来说。最好的CUSUM与最好的EWMA在检测小的漂移方面难分优劣，但CUSUM是由似然比导出的，且其平均运行长度的计算相对来说要简便些，因此，CUSUM在与EWMA的比较中更具优势，应用更广．我们分析了CUSUM的导出过程和公式。指出CUSUM有二个可以进一步改进的方面在此基础上，我们给出了二个新的累积和检验统计量及其判断难则，它们分别是PCUSUM检验统计量Pn和DCUSUM检验统计量Sn．在连续检验问题中判断一个检验方法好坏的最重要的标难是其平均运行长度比较标难是在要求具有相同的受控状态下平均运行长度ARL0的条件下，比较其失控状态下的平均运行长度ARL1，ARL1越小越好我们对PCUSUM检验和DCUSUM检验都建立了其平均运行长度ARL的计算公式．通过对CUSUM，PCUSUM，DCUSUM的平均运行长度的比较我们发现我们提出的新的累积和控制方法确比原来的CUSUM有较大改进。     

自相关过程的改进型EWMA控制图

常规指数加权移动平均(EWMA)控制图的假设前提是观测数据相互独立,但在实际生产过程中,数据相关违背假设条件。本文首先讨论了序列自相关对常规EWMA控制图的影响,结果表明其检测效能降低。因此,重新估计了平稳过程的σz并在此基础上建立了改进型EWMA控制图。然后运用平均链长比较了改进型EWMA控制图与休哈特图和残差控制图,模拟研究说明当过程非强相关且过程均值发生中小偏移条件下。改进型EWMA控制图的检测效果要优于其他两种控制图。最后,通过一个实例验证了该方法的有效性。     

Shoreline tracking and implicit source terms for a well balanced inundation model

The HyFlux2 model has been developed to simulate severe inundation scenario due to dam break, flash flood and tsunami‐wave run‐up. The model solves the conservative form of the two‐dimensional shallow water equations using the finite volume method. The interface flux is computed by a Flux Vector Splitting method for shallow water equations based on a Godunov‐type approach. A second‐order scheme is applied to the water surface level and velocity, providing results with high accuracy and assuring the balance between fluxes and sources also for complex bathymetry and topography. Physical models are included to deal with bottom steps and shorelines. The second‐order scheme together with the shoreline‐tracking method and the implicit source term treatment makes the model well balanced in respect to mass and momentum conservation laws, providing reliable and robust results. The developed model is validated in this paper with a 2D numerical test case and with the Okushiri tsunami run up problem. It is shown that the HyFlux2 model is able to model inundation problems, with a satisfactory prediction of the major flow characteristics such as water depth, water velocity, flood extent, and flood‐wave arrival time. The results provided by the model are of great importance for the risk assessment and management. Copyright © 2009 John Wiley & Sons, Ltd.     

一种以TATB/HMX为基炸药的到爆轰距离

利用光纤探针/光电转换器/示波器技术和楔形炸药块方法,采取电炮驱动薄飞片冲击加载产生高压短脉冲激励的装置,测量了一种以TATB/HMX为基炸药的到爆轰距离,研究了到爆轰距离与初始冲击波压力幅值和脉宽的关系,给出了该炸药的POP曲线和表达式。实验结果有助于了解压力脉宽对钝感炸药的冲击起爆和爆轰成长的影响。对于短脉冲冲击加载,入射压力脉宽对炸药的到爆轰距离影响明显,相同实验条件下,压力脉宽越长,炸药的到爆轰距离越短;相同压力脉宽下,加载压力越高,炸药的到爆轰距离越短。     

有偏总体的EWMA均值控制图

基于总体分布有偏并假定总体分布未知情况下均值-极差控制图的控制限的研究结果,将其推广到EWMA均值控制图,给出总体分布有偏并假定总体分布未知情况下EWMA均值控制图的控制界限,并以质量特性值服从对数正态分布为例,给出EWMA均值控制图的控制效果的模拟分析.     

Extinction on Islands: Vindicating Waiting Times

We present estimators of extinction and migration rates based on the runs of presences and absences of a species on an island, that behave as well as those based on the 2-state (presence and absence) Markov chain, both regarding their computational and memory complexities, and their asymptotic statistical behavior (we prove that they are strongly consistent and asymptotically unbiased). Furthermore, they have the intuitive appeal of their interpretation as waiting times.     

Single run heat capacity measurements

An outline for the data analysis of single-run heat capacity measurments by dual sample DSC is presented with the following features: 1. Heat flow correction by subtracting the contribution due to the sample pan, including correction for mismatched pan masses. 2. Heat flow and temperature correction with a nonlinear temperature calibration, temperature lag correction, and heating rate correction. 3. Calculation of the cell constants for both cell positions and evaluation of the asymmetry factor between cell positions A and B. 4. Heat capacity calibration and calculation with slope and asymmetry correction. 5. Calculation of heat capacity for multiple runs. 6. Data curve fitting for heat capacity.This work was supported by the Division of Materials Research, National Science Foundation, Polymers Program, Grant # DMR 8818412 and the Division of Materials Sciences, Office of Basic Energy Sciences, U.S. Department of Energy, under Contract DE-AC05-84OR21400 with Martin Marietta Energy Systems, Inc. Thanks are given to TA Instruments, Inc. (New Castle, DE) for providing the commercial heat capacity software and helping with the acquisition of the calorimeter.     

Liquid chromatography quadrupole time‐of‐flight mass spectrometry identification and determination of tri‐ and hexaaryl chloro imidazoles in sewage sludge

The identification and further quantification of 2‐chloro‐triarylimidazole (o‐Cl‐TAI) and its dimer (o‐DCl‐HABI) in sludge from a sewage treatment plant (STP) is reported for the first time. Liquid chromatography (LC) quadrupole time‐of‐flight (QTOF) mass spectrometry (MS) was used as analytical technique during screening and determination steps. Pollutants were identified following a post‐run search strategy, applying the chlorine mass filter, and characterized by their accurate MS and product ion scan spectra. Finally, their identities were confirmed with authentic standards. The species (o‐Cl‐TAI) has been rated as potentially genotoxic and carcinogenic for mice and rats. Effects of sample preparation in the stability and the extraction efficiency of both compounds are discussed. Under final conditions, they were extracted from freeze‐dried samples (0.5 g of sludge or biosolids dispersed with 2 g of C₁₈ and packed into a polypropylene syringe) with 20 ml of methanol, which also flowed through a clean‐up layer of Florisil and PSA sorbents (0.5 g each). This method attained quantitative extraction yields and limits of quantification between 4 and 10 ng/g. The pollutants o‐Cl‐TAI and o‐DCl‐HABI were ubiquitous in sludge and biosolids obtained in consecutive years from the investigated STP. Their concentrations varied from 0.02 to more than 13 μg/g (freeze‐dried sample). Copyright © 2016 John Wiley & Sons, Ltd.