Prophet inequalities for parallel processes

Generalizations of prophet inequalities for single sequences are obtained for optimal stopping of several parallel sequences of independent random variables. For example, if {X_{i, j}, 1 ≤ i ≤ n, 1 ≤ j < ∞} are independent non-negative random variables, then

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and this bound is best possible. Applications are made to comparisons of the optimal expected returns of various alternative methods of stopping of parallel processes.     

Stochastic flows on a countable set: Convergence in distribution

Consider a sequenceF ₁,F ₂,... of i.i.d. random transformations from a countable setV toV. Such a sequence describes a discrete-time stochastic flow onV, in which the position at timen of a particle that started at sitex isM _n(x), whereM _n =F _n F _n–1 F ₁. We give conditions on the law ofF ₁ for the sequence (M _n) to be tight, and describe the possible limiting law. an example called the block charge model is introduced. The results can be formulated as a statement about the convergence in distribution of products of infinite-dimensional random stochastic matrices. In practical terms, they describe the possible equilibria for random motions of systems of particles on a countable set, without births or deaths, where each site may be occupied by any number of particles, and all particles at a particular site move together.     

The Smoluchowski limit for a simple mechanical model

We consider a vertical stick constantly accelerated along thex-axis by a forceF and which elastically collides with point particles of the same mass (atoms). The atoms are initially Poisson distributed and are allowed to have four velocities only. It is shown that under suitable scaling of the system the displacementQ(t) of the stick satisfies a nontrivial CLT:Q(t)=vFt+D ^1/2 W(t) (Smoluchowski equation), where the values ofv andD depend on the fact that one atom may collide several times.     

Comparing ordered-entry queues with heterogeneous servers

We study a queueing system withm exponential servers with distinct service rates. Jobs arrive at the system following an arbitrary point process. Arrived jobs receive service at the first unoccupied server (if any) according to an entry order , which is a permutation of the integers 1, 2,...,m. The system has a finite buffer capacity. When the buffer limit is reached, arrivals will be blocked. Blocked jobs will either be lost or come back as New arrivals after a random travel time. We are concerned with the dynamic stochastic behavior of the system under different entry orders. A partial ordering is established among entry orders, and is shown to result in some quite strong orderings among the associated stochastic processes that reflect the congestion and the service characteristics of the system. The results developed here complement existing comparison results for queues with homogeneous servers, and can be applied to aid the design of conveyor and communication systems.     

The time-local view of nonequilibrium statistical mechanics. I. Linear theory of transport and relaxation

The various approaches to nonequilibrium statistical mechanics may be subdivided into convolution and convolutionless (time-local) ones. While the former, put forward by Zwanzig, Mori, and others, are used most commonly, the latter are less well developed, but have proven very useful in recent applications. The aim of the present series of papers is to develop the time-local picture (TLP) of nonequilibrium statistical mechanics on a new footing and to consider its physical implications for topics such as the formulation of irreversible thermodynamics. The most natural approach to TLP is seen to derive from the Fourier-Laplace transform ) of pertinent time correlation functions, which on the physical sheet typically displays an essential singularity at z= and a number of macroscopic and microscopic poles in the lower half-plane corresponding to long- and short-lived modes, respectively, the former giving rise to the autonomous macrodynamics, whereas the latter are interpreted as doorway modes mediating the transfer of information from relevant to irrelevant channels. Possible implications of this doorway mode concept for socalled extended irreversible thermodynamics are briefly discussed. The pole structure is used for deriving new kinds of generalized Green-Kubo relations expressing macroscopic quantities, transport coefficients, e.g., by contour integrals over current-current correlation functions obeying Hamiltonian dynamics, the contour integration replacing projection. The conventional Green-Kubo relations valid for conserved quantities only are rederived for illustration. Moreover, may be expressed by a Laurent series expansion in positive and negative powers ofz, from which a rigorous, general, and straightforward method is developed for extracting all macroscopic quantities from so-called secularly divergent expansions of as obtained from the application of conventional many-body techniques to the calculation of . The expressions are formulated as time scale expansions, which should rapidly converge if macroscopic and microscopic time scales are sufficiently well separated, i.e., if lifetime (memory) effects are not too large.     

Green Chemistry and Modern Technology

The basic principles, approaches, and early achievements of green chemistry are considered. The definition of green chemistry as a branch of chemistry that studies the laws of passing of chemical reactions and the properties of substances participating in such reactions, with the aim of acquiring basic knowledge that provides a basis for designing chemical technologies that eliminate (sharply curtail) the use and production of materials that pose a risk to the environment.     

Stochastic simulation of reactive separations in capillary electrophoresis

A stochastic (Monte Carlo) simulation is used to investigate thermodynamic and kinetic contributions from the reversible A <--> B reaction in capillary electrophoresis (CE). The effects of equilibrium constant, rate constant, and electrophoretic mobility on the molecular zone profiles and the corresponding statistical moments are evaluated. As the reaction approaches steady state, the velocity of the zone is governed by the equilibrium constant and the electrophoretic mobilities of the reacting molecules. When the equilibrium constant is less than unity, the mean zone velocity is more similar to that of the reactant A. Conversely, when the equilibrium constant is greater than unity, the velocity is more similar to that of the product B. The extent of zone-broadening and asymmetry at steady state is dependent upon the equilibrium constant, the characteristic reaction lifetime, and the electrophoretic mobility difference between reacting molecules. If all other parameters are held constant, the plate height is greatest and skew is least when the equilibrium constant is unity. The plate height increases linearly with the characteristic reaction lifetime and electrophoretic mobility difference, whereas the skew is independent of these parameters. These conclusions have important implications for the elucidation of thermodynamic and kinetic information from experimental data.     

Organic templates for the generation of inorganic materials

Mankind's fascination with shapes and patterns, many examples of which come from nature, has greatly influenced areas such as art and architecture. Science too has long since been interested in the origin of shapes and structures found in nature. Whereas organic chemistry in general, and supramolecular chemistry especially, has been very successful in creating large superstructures of often stunning morphology, inorganic chemistry has lagged behind. Over the last decade, however, researchers in various fields of chemistry have been studying novel methods through which the shape of inorganic materials can be controlled at the micro- or even nanoscopic level. A method that has proven very successful is the formation of inorganic structures under the influence of (bio)organic templates, which has resulted in the generation of a large variety of structured inorganic structures that are currently unattainable through any other method.