Computation of the quasi-stationary distributions inM(n)/GI/1/K andGI/M(n)/1/K queues

In this paper, we provide numerical means to compute the quasi-stationary (QS) distributions inM/GI/1/K queues with state-dependent arrivals andGI/M/1/K queues with state-dependent services. These queues are described as finite quasi-birth-death processes by approximating the general distributions in terms of phase-type distributions. Then, we reduce the problem of obtaining the QS distribution to determining the Perron-Frobenius eigenvalue of some Hessenberg matrix. Based on these arguments, we develop a numerical algorithm to compute the QS distributions. The doubly-limiting conditional distribution is also obtained by following this approach. Since the results obtained are free of phase-type representations, they are applicable for general distributions. Finally, numerical examples are given to demonstrate the power of our method.     

Determination of sulfates of androsterone and epiandrosterone in human serum using isotope diluted liquid chromatography-electrospray ionization-mass spectrometry

A promising liquid chromatography-electrospray ionization-mass spectrometry (LC-ESI-MS) for analysis of the sulfates of 5alpha-androgen, androsterone and epiandrosterone (A-S and EpiA-S) in human serum was developed. The method was used to assess one of the markers of 5alpha-reductase activity of males including patients with prostate cancer (PC). After deproteinization with acetonitrile, the androgen sulfates and the internal standard, [7,7,16,16-2H4]dehydroepiandrosterone-S, were extracted from human serum using a solid-phase extraction cartridge and washed with hexane. The extract was reconstituted and applied to the LC/ESI-MS system operated in the selected ion monitoring mode. The method was validated over the range 0.02-5 microg/mL (A-S) and 0.005-1.5 microg/mL (EpiA-S) using 10 microL of human serum. The method was a concise procedure without chemical or enzymatic hydrolysis of the conjugates, purification by high-performance liquid chromatography and/or derivatization, and proved to be satisfactory in its reproducibility and accuracy. The levels of these androgen sulfates tended to decrease during aging, and the A-S levels in the sera obtained from both healthy males and patients with PC were correlated with their EpiA-S levels.     

Mechanism of gold adsorption by persimmon tannin gel.

Gold adsorption by persimmon tannin (PT) gel from a solution containing hydrogen tetrachloroaurate(III) was examined. A flow-rate examination in a column system indicated the reduction of Au(III) ion to Au(0). XRD patterns clarified the existence of Au(0) on the gel which adsorbed gold. The gel could also adsorb colloidal Au(0) prepared independently. A model consisting of ligand exchange, Au(III) reduction to Au(0), and resulting Au(0) adsorption by PT gel was presented for the gold adsorption mechanism.     

Performance of throughout in-capillary derivatization capillary electrophoresis employing an on-line sample and run buffer loading device

We report on the effect on performance of varying the length of the capillary during throughout in-capillary derivatization (TICD) capillary electrophoresis (CE). Performance was evaluated by on-line coupling with a sample and CE runbuffer loading device that was newly introduced for this study. The device was assembled with a low cost using two 5 mm inner diameter (ID) disposable polyethylene syringes. First, a sequence was manually formed consisting of a 200 microL run buffer solution plug, a 100 microL sample plug and another 200 microL run buffer solution plug. Each plug was separated from its neighbor by a 100 microL air plug. When each plug reached the injection point where both a platinum-wire anode and the end of the separation capillary tube were located, 340 V/cm separation voltage (electrophoresis voltage) and 34 V/cm injection voltage were applied to the capillary for 3 s. Then the analytes were derivatized during migration in 50 microm ID capillaries filled with 2 mM o-phthalaldehyde (OPA)/N-acetylcysteine (NAC) in a 20 mM phosphate-borate buffer (pH 10), followed by separating and detecting of OPA derivatives by absorbance of 340 nm. Derivatization, separation, and detection were performed systematically using capillaries which varied in length from 5 to 80 cm. In the case of TICD-CE of a mixture containing 1 mM aspartic acid (Asp) and 20 mM m-nitorophenol (MNP) as a test solution, it was determined that peak area and peak width ratios of Asp to MNP did not depend on capillary length. Enantiomeric separations of DL-alanine (Ala) and Asp were examined using a run buffer consisting of a 45 microM beta-cyclodextrin (CD)-2 mM OPA/NAC-20 mM phosphate-borate buffer (pH 10). Even though the resolution of these enantiomeric pairs decreased with decreasing capillary length, as expected, the peaks corresponding to both enantiomeric amino acids were identified even when a 5 cm capillary was used. An 8-component amino acid mixture was also tested with 5 cm and 10 cm capillaries.     

Statistical properties of aggregation with injection

We study a generalized aggregation process in which charged particles diffuse and coalesce randomly on a lattice. For one-dimensional and mean-field models, we show that there exists a statistically-invariant steady state when randomly charged particles are continuously injected. The steady-state charge distribution obeys a power law with the exponent depending both on the type of the injection and on the spatial dimension. The response of the system to a perturbation (i.e., relaxation) is characterized by either a power law decay (t ^– ,1) or a compressed exponential decay [exp(–t ),>1].     

Synthesis of thermoplastic curdlan alkyl carbamates having hydrogen bonding ability

Rigid and little moldable curdlan, a linear β-1,3-glucan having intra- and interchain hydrogen bonds, was reacted with several alkyl isocyanates, which gave thermoplastic curdlan alkyl carbamates (CrdC) with degree of substitution about 2. The alkyl carbamation at hydroxy groups in the glucan skeleton effectively broke the interchain hydrogen bonds of curdlan and increased flexibility of CrdC, while the newly formed carbamate moieties could moderately keep the hydrogen bonding ability in CrdC. Elongating the alkyl groups in the carbamate side chains increased solubility in organic solvents and thermoplasticity of CrdC, which enabled to make homogeneous and free-standing films by both methods of solution-casting and hot-pressing.     

Enantioresolution of 2-methoxy-2-(1-naphtyl)propionic acid using diastereomeric salt formation with chiral phenylethylamine

An enantioresolution of 2-methoxy-2-(1-naphtyl)propionic acid (MαNP acid) using the diastereomeric salt with chiral (R)-phenylethylamine was achieved to give enantiopure (R)-MαNP acid in 29% yield with >99% ee based on rac-MαNP acid. X-ray crystallographic analysis of diastereomeric salt revealed that (R)-MαNP acid was tightly arranged by four independent hydrogen bonds and one CH–π interaction with (R)-phenylethylamine.     

Analysis of Individual High-Frequency Traders’ Buy–Sell Order Strategy Based on Multivariate Hawkes Process

Traders who instantly react to changes in the financial market and place orders in milliseconds are called high-frequency traders (HFTs). HFTs have recently become more prevalent and attracting attention in the study of market microstructures. In this study, we used data to track the order history of individual HFTs in the USD/JPY forex market to reveal how individual HFTs interact with the order book and what strategies they use to place their limit orders. Specifically, we introduced an 8-dimensional multivariate Hawkes process that included the excitations due to the occurrence of limit orders, cancel orders, and executions in the order book change, and performed maximum likelihood estimations of the limit order processes for 134 HFTs. As a result, we found that the limit order generation processes of 104 of the 134 HFTs were modeled by a multivariate Hawkes process. In this analysis of the EBS market, the HFTs whose strategies were modeled by the Hawkes process were categorized into three groups according to their excitation mechanisms: (1) those excited by executions; (2) those that were excited by the occurrences or cancellations of limit orders; and (3) those that were excited by their own orders.     

Heats of pyridine intercalation with α- and γ-zirconium phosphates

Calorimetric measurements at 25°C were made to determine the thermodynamic quantities for the intercalation of pyridine with α- and γ-zirconium phosphates. These phosphates showed exothermic reactions with ΔH⁰ = ?59.3 and ?21.9 kJ mole^?1, respectively. The large difference between the depyridination temperatures for both intercalates is rediscussed with the aid of the ΔG⁰ data obtained.