Perturbation analysis of theGI/GI/1 queue

We examine a family ofGI/GI/1 queueing processes generated by a parametric family of service time distributions,F(x,), and we show that under suitable conditions the corresponding customer stationary expectation of the system time is twice continuously differentiable with respect to. Expressions for the derivatives are given which are suitable for single run derivative estimation. These results are extended to parameters of the interarrival time distribution and expressions for the corresponding second derivatives (as well as partial second derivatives involving both interarrivai and service time parameters) are also obtained. Finally, we present perturbation analysis algorithms based on these expressions along with simulation results demonstrating their performance.     

Estimation of Multinomial Probabilities under a Model Constraint

In this paper estimation of the probabilities of a multinomial distribution has been studied. The five estimators considered are: unrestricted estimator (UE), restricted estimator (RE) (under model ), preliminary test estimator (PTE) based on a test of the model , shrinkage estimator (SE) and the positive-rule shrinkage estimator (PRSE). Asymptotic distributions of these estimators are given under Pitman alternatives and the asymptotic risk under a quadratic loss has been evaluated. The relative performance of the five estimators is then studied with respect to their asymptotic distributional risks (ADR). It is seen that neither of the preliminary test and shrinkage estimators dominates the other, though each fares well relative to the other estimators. However, the positive rule estimator is recommended for use for dimension 3 or more while the PTE is recommended for dimension less than 3.     

Measurement scheduling for recursive team estimation

We consider a decentralized LQG measurement scheduling problem in which every measurement is costly, no communication between observers is permitted, and the observers' estimation errors are coupled quadratically. This setup, motivated by considerations from organization theory, models measurement scheduling problems in which cost, bandwidth, or security constraints necessitate that estimates be decentralized, although their errors are coupled. We show that, unlike the centralized case, in the decentralized case the problem of optimizing the time integral of the measurement cost and the quadratic estimation error is fundamentally stochastic, and we characterize the -optimal open-loop schedules as chattering solutions of a deterministic Lagrange optimal control problem. Using a numerical example, we describe also how this deterministic optimal control problem can be solved by nonlinear programming.This research was supported in part by ARPA Grant N00174-91-C-0116 and NSF Grant NCR-92-04419.     

The frequency-domain method reveals the dimeric structure of Na,K-ATPase

Lucifer yellow and lissamine rhodamine sulfonyl hydrazine were used as the donor and the receptor, respectively, for Förster energy transfer measurements to determine the location of the subunit in the native Na,K-ATPase from pig kidney. It was found that (1) the subunits are located in one functional complex, i.e., the dimer ()₂ appears to be the functional complex of Na,K-ATPase, and (2) the subunits in the functional enzyme complex in the membrane are not located next to each other but are rather well separated. The distance between fluorophores covalently attached to the subunits was found to be 5.3 nm.     

A note on smoothed estimating functions

The kernel estimate of regression function in likelihood based models has been studied in Staniswalis (1989,J. Amer. Statist. Assoc.,84, 276–283). The notion of optimal estimation for the nonparametric kernel estimation of semimartingale intensity (t) is proposed. The goal is to arrive at a nonparametric estimate of ₀=(t ₀) for a fixed pointt ₀ [0, 1]. We consider the estimator that is a solution of the smoothed optimal estimating equation is the optimal estimating function as in Thavaneswaran and Thompson (1986,J. Appl. Probab.,23, 409–417).     

AnL 1 smoothing spline algorithm with cross validation

We propose an algorithm for the computation ofL ₁ (LAD) smoothing splines in the spacesW _M (D), with . We assume one is given data of the formy _i =(f(t _i ) + _i , i=1,...,N with {itt_i} _i=1 ^{N D} , the _i are errors withE( _i )=0, andf is assumed to be inW _M . The LAD smoothing spline, for fixed smoothing parameter0, is defined as the solution,s , of the optimization problem (1/N) _i=1 ^N ¦y _i –g(t _i ¦+J _M (g), whereJ _M (g) is the seminorm consisting of the sum of the squaredL ₂ norms of theMth partial derivatives ofg. Such an LAD smoothing spline,s , would be expected to give robust smoothed estimates off in situations where the _i are from a distribution with heavy tails. The solution to such a problem is a thin plate spline of known form. An algorithm for computings is given which is based on considering a sequence of quadratic programming problems whose structure is guided by the optimality conditions for the above convex minimization problem, and which are solved readily, if a good initial point is available. The data driven selection of the smoothing parameter is achieved by minimizing aCV() score of the form .The combined LAD-CV smoothing spline algorithm is a continuation scheme in 0 taken on the above SQPs parametrized in, with the optimal smoothing parameter taken to be that value of at which theCV() score first begins to increase. The feasibility of constructing the LAD-CV smoothing spline is illustrated by an application to a problem in environment data interpretation.     

EFFECTS OF SOURCE PROPERTIES ON CUTOFF FREQUENCY f_(max)

The cutoff frequency f_(max) of radiation from earthquakes is one of the important parameters for studying the source process. By theoretical analysis and numerical experiments on acceleration Fourier spectrum it is suggested that f_(max) mainly depends on the lower values of slip rise time. This result can be used to explain the observational fact that the greater the earthquake magnitude, the smaller the value of f_(max).     

New Monte Carlo method for the self-avoiding walk

We introduce a new Monte Carlo algorithm for the self-avoiding walk (SAW), and show that it is particularly efficient in the critical region (long chains). We also introduce new and more efficient statistical techniques. We employ these methods to extract numerical estimates for the critical parameters of the SAW on the square lattice. We find=2.63820 ± 0.00004 ± 0.00030=1.352 ± 0.006 ± 0.025v=0.7590 ± 0.0062 ± 0.0042 where the first error bar represents systematic error due to corrections to scaling (subjective 95% confidence limits) and the second bar represents statistical error (classical 95% confidence limits). These results are based on SAWs of average length 166, using 340 hours CPU time on a CDC Cyber 170–730. We compare our results to previous work and indicate some directions for future research.     

New far infrared laser lines obtained by optically pumping13CD3OD

We have obtained laser action on 34 far infrared lines for the first time in fully deuterated methyl alcohol with the¹³C isotope (¹³CD₃OD), and we have measured the frequency of 13 lines. The molecule was pumped by a cw CO₂ laser. We have measured the wavelength, the relative polarization, the relative intensity of most lines, the frequency, and the CO₂ pump frequency offset of the strongest lines. The new lines are distributed in the wavelength region from 75.27 m to 464.7 m.Supported in part by a joint grant with the U.S. National Science Foundation grant # INT 80-19014 and the Brazilian Conselho Nacional de Pesquisas (CNPq).     

用ab initio方法研究NaN_3的几何构型、电子结构和热力学、动力学性质

用ａｂｉｎｉｔｉｏＭＯ方法，在ＭＰ２（ｆｕｌ）／６３１１Ｇ水平下，全优化计算了叠氮化钠（ＮａＮ３）分子的线状和环状两种稳定构型及其转化过渡态的几何参数、电荷分布、分子总能量和振动频率，并研究了它们的热力学性质及转化速率常数和平衡常数．结果表明，线状比环状构型稍稳定（能量低６．０４ｋＪ／ｍｏｌ）；两者相互转化的能垒分别为１３．１５ｋＪ／ｍｏｌ（线型→环状）和７．１１ｋＪ／ｍｏｌ（环状→线型）．热力学和动力学计算均表明：ＮａＮ３通常主要以线型结构存在（占８５％以上），且随温度升高而增多（在１０００Ｋ大于９１％）．