Stationary remaining service time conditional on queue length

In Mandelbaum and Yechiali [The conditional residual service time in the M/G/1 queue, http://www.math.tau.ac.il/∼uriy/publications (No. 30a), 1979] and in Fakinos [The expected remaining service time in a single-server queue, Oper. Res. 30 (1982) 1014-1018] a simple formula is derived for the (stationary) expected remaining service time in a M/G/1 queue, conditional on the number of customers in the system. We give a short new proof of the formula using Rate Conservation Law, and generalize to handle higher moments.     

Bivariate Recursive Equations on Excess-of-loss Reinsurance

This paper investigates bivariate recursive equations on excess-of-loss reinsurance. For an insurance portfolio, under the assumptions that the individual claim severity distribution has bounded continuous density and the number of claims belongs to R1 （a, b） family, bivariate recursive equations for the joint distribution of the cedent＇s aggregate claims and the reinsurer＇s aggregate claims are obtained.     

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.      

Confirmation of sable QTL that modifies the effects of the Ay allele on yellow coat color on mouse chromosome 1

F₁-A^y mice between RR (aabbCC) and C57BL/6J-A^y (A^yaBBCC) have a much darker yellow coat color than do C57BL/6J-A^y. Quantitative trait locus (QTL) analysis was carried out to identify genes responsible for the darker modification of the yellow coat color (this has been traditionally termed “sable”). A significant sable QTL was identified on chromosome 1 (Dmyaq4, LOD score 15.5 for lightness, and 13.4 for color difference), in a chromosomal position similar to that of Dmyaq2, a sable QTL previously identified in C3H/HeJ. Another significant sable QTL was identified on chromosome 4 (Dmyaq5, LOD score 5.6 for lightness, and 4.3 for color difference) near the tyrosinase-related protein 1 (Tyrp1) locus. The effect of Dmyaq5 was significant only in the presence of the RR allele at Dmyaq4, suggesting that the Dmyaq4 (as well as Dmyaq2) is a novel coat color gene that may act up-stream of Tyrp1 signaling to increase eumelanin production.     

Stereoselective synthesis of trifluoromethyl-substituted 1,2-diamines by aza-Michael reaction with trans-3,3,3-trifluoro-1-nitropropene

Aza-Michael addition of optically pure 4-phenyl-2-oxazolidinone to 3,3,3-trifluoro-1-nitropropene proceeds smoothly at low temperature with a high yield. Diastereoselectivity of the addition depends on the base used and lithiated species proved to be highly efficient affording 92% de. Optically pure 1,2-diamino-3,3,3-trifluoropropane is prepared in 58% yield from the aza-Michael addition product through a three-step procedure.     

带ARMA(1,1)条件异方差相关的随机波动模型的MCMC算法

我们首先提出了一个带ARMA(1,1)条件异方差相关的随机波动模型,它是基本的随机波动模型的一个自然的推广.进一步,对于这一新模型,我们给出了一个马尔可夫链蒙特卡罗(M CM C)算法.最后,利用该模型的模拟数据,展示了M CM C算法在这种模型中的应用.     

退火温度对低温生长MgxZn1－xO薄膜光学性质的影响

用射频磁控溅射法在80℃衬底温度下制备出Mg_xZn_1-xO(x=0.16)薄膜，用X射线衍射(XRD)、光致发光(PL)和透射谱研究了退火温度对Mg_xZn_1-xO薄膜结构和光学性质的影响.测量结果显示，Mg_xZn_1-xO薄膜为单相六角纤锌矿结构，并且具有沿c轴的择优取向；随着退火温度的升高，(002)XRD峰强度、平均晶粒尺寸和紫外PL峰强度增大，(002)XRD峰半高宽(F 关键词： xZn_1-xO薄膜')" href="#">Mg_xZn_1-xO薄膜 射频磁控溅射 退火     

Decomposition mechanism of triethylindium (TEI) on a GaP(0 0 1)-(2×1) surface studied by LEED, AES, TPD and HREELS

Adsorption and decomposition of triethylindium (TEI: (C₂H₅)₃In) on a GaP(0 0 1)-(2×1) surface have been studied by low-energy electron diffraction (LEED), Auger electron spectroscopy (AES), temperature-programmed desorption (TPD) and high-resolution electron energy loss spectroscopy (HREELS). It is found from the TPD result that ethyl radical and ethylene are evolved at about 300–400 and 450–550 K, respectively, as decomposition products of TEI on the surface. This result is quite different from that on the GaP(0 0 1)-(2×4) surface. The activation energy of desorption of ethyl radical is estimated to be about 93 kJ/mol. It is suggested that TEI is adsorbed molecularly on the surface at 100 K and that some of TEI molecules are dissociated into C₂H₅ to form P–C₂H₅ bonds at 300 K. The vibration modes related to ethyl group are decreased in intensity at about 300–400 and 450–550 K, which is consistent with the TPD result. The TEI molecules (including mono- and di-ethylindium) are not evolved from the surface. Based on the TPD and HREELS results, the decomposition mechanism of TEI on the GaP(0 0 1)-(2×1) surface is discussed and compared with that on the (2×4) surface.     

One-Parameter Fixed-Point Theory and Gradient Flows of Closed 1-Forms

We use the one-parameter fixed-point theory of Geoghegan and Nicas to get information about the closed orbit structure of transverse gradient flows of closed 1-forms on a closed manifold M. We define a noncommutative zeta function in an object related to the first Hochschild homology group of the Novikov ring associated to the 1-form and relate it to the torsion of a natural chain homotopy equivalence between the Novikov complex and a completed simplicial chain complex of the universal cover of M.     

Mechanism of catalytic asymmetric hydrogenation of 2-formyl-1-methylene-1,2,3,4-tetrahydroisoquinoline using Ru(CH3COO)2[(S)-binap]

The mechanism of the asymmetric hydrogenation of 2-acyl-1-alkylidene-1,2,3,4-tetrahydroisoquinolines, the first reported reaction with the Noyori-Takaya Ru(CH₃COO)₂(binap) complex, has been investigated by means of deuterium labeling, kinetics, and NMR analysis. A series of experiments has revealed that (1) a monohydride-unsaturated mechanism operates involving the initial formation of RuH followed by reaction with the enamide substrate, (2) the hydride transfer from RuH to the olefinic double bond is endothermic and reversible, and (3) the rate is determined in the hydrogenolysis step. This view is consistent with that of proposed for the BINAP-Ru catalyzed Kagan reaction.