exact solution of a 1d asymmetric exclusion model using a matrix formulation several recent works have shown that the one dimensional fully asymmetric exclusion model which describes a system of particles hopping in a preferred direction with hard core interactions can be solved exactly in the case of open boundaries here the authors present a new approach based on representing the weights of each configuration in the steady state as a product of noncommuting matrices with this approach the whole solution of the problem is reduced to finding two matrices and two vectors which satisfy very simple algebraic rules they obtain several explicit forms for these non commuting matrices which are in the general case infinite dimensional their approach allows exact expressions to be derived for the current and density profiles finally they discuss briefly two possible generalizations of their results the problem of partially asymmetric exclusion and the case of a mixture of two kinds of particles

cox s regression model for counting processes a large sample study the cox regression model for censored survival data specifies that covariates have a proportional effect on the hazard function of the life time distribution of an individual in this paper we discuss how this model can be extended to a model where covariate processes have a proportional effect on the intensity process of a multivariate counting process this permits a statistical regression analysis of the intensity of a recurrent event allowing for complicated censoring patterns and time dependent covariates furthermore this formulation gives rise to proofs with very simple structure using martingale techniques for the asymptotic properties of the estimators from such a model finally an example of a statistical analysis is included

deterministic exclusion process with a stochastic defect matrix product ground states we study a one dimensional anisotropic exclusion model describing particles moving deterministically on a ring with a single defect across which they move with probability 0 q 1 we show that the stationary state of this model can be represented as a matrix product state

phase transitions in an exactly soluble one dimensional exclusion process we consider an exclusion process with particles injected with rate at the origin and removed with rate at the right boundary of a one dimensional chain of sites the particles are allowed to hop onto unoccupied sites to the right only for the special case of 1 the model was solved previously by derridaet al here we extend the solution to general the phase diagram obtained from our exact solution differs from the one predicted by the mean field approximation

asymmetric simple exclusion model with local inhomogeneity we study a totally asymmetric simple exclusion model with open boundary conditions and a local inhomogeneity in the bulk it consists of a one dimensional lattice with particles hopping stochastically with equal rates to the right at all lattice sites except one where the jump rate is different approximate stationary state solutions and phase diagrams are obtained and compared with monte carlo simulation results

understanding the edge effect in tasep with mean field theoretic approaches we study a totally asymmetric simple exclusion process tasep with one defect site hopping rate q 1 near the system boundary regarding our system as a pair of uniform tasep s coupled through the defect we study various methods to match a finite tasep and an infinite one across a common boundary several approximation schemes are investigated utilizing the finite segment mean field fsmf method we set up a framework for computing the steady state current j as a function of the entry rate and q for the case where the defect is located at the entry site we obtain an analytical expression for j q which is in good agreement with monte carlo simulation results when the defect is located deeper in the bulk we refined the scheme of macdonald et al 1968 biopolymers 6 1 and find reasonably good fits to the density profiles before the defect site we discuss the strengths and limitations of each method as well as possible avenues for further studies

parameter estimation following group sequential hypothesis testing summary parameter estimation techniques which fail to adjust for the interim analyses of group sequential test designs will introduce bias in much the same way that the repeated use of single sample hypothesis testing causes inflation of the type one statistical error rate methods based on the duality of hypothesis testing and interval estimation require definition of an ordering for the outcome space for the test statistic in this paper estimation following a group sequential hypothesis test for the mean of a normal distribution with known variance is investigated a proposed ordering of the sample space based on the maximum likelihood estimate of the mean is found to result in estimates which compare favourably with estimates computed from orderings investigated by tsiatis rosner mehta 1984 and chang o brien 1986 for a variety of group sequential designs the proposed ordering is then adapted for use when the sizes of groups accrued between analyses is random

on the kms condition for chiral conformal field theories using the kubo martin schwinger kms condition and exchange algebras we discuss how to compute correlation functions for the conformal exchange field theories in particular we derive the verlinde algebra from modular invariance of the conformal field theories we also show how the verlinde matrices can be related to the kms matrices

braid matrices and structure constants for minimal conformal models using the feigin fuchs representation of minimal conformal models in a form introduced recently by one of us the braid group representation matrices describing the analytic continuation properties of conformal blocks are computed in a suitable normalization their matrix elements are shown to essentially factorize into pairs of boltzmann weights of critical rsos models in a certain limit of the spectral parameter these boltzmann weights are related to quantum groupr matrices by the vertex sos transformation we show that the crossing symmetry of the four point function in left right symmetric models follows from a quantum group relation also called crossing symmetry this observation gives a simple way to evaluate the structure constants

totally asymmetric simple exclusion process with a shortcut in this paper we study the interplay of a totally asymmetric simple exclusion process tasep with a shortcut in its bulk under open boundary conditions two different models are introduced i model a for molecular motor motion and ii model b for vehicular traffic the phase diagrams and density profiles of both models are studied it is found that although the phase diagrams of both models can be classified into three regions the phases corresponding to these regions and the phase boundaries between these regions are quite different in these two models moreover the approximate stationary state solutions of model a have been carried out and it is shown that the analytical results are in good agreement with the results of monte carlo simulations

exact results for the asymmetric simple exclusion process with a blockage we present new results for the current as a function of transmission rate in the one dimensional totally asymmetric simple exclusion process tasep with a blockage that lowers the jump rate at one site from one tor 1 exact finitevolume results serve to bound the allowed values for the current in the infinite system this proves the existence of a nonequilibrium phase transition corresponding to an immiscibility gap in the allowed values of the asymptotic densities which the infinite system can have in a stationary state a series expansion inr derived from the finite systems is proven to be asymptotic for all sufficiently large systems pade approximants based on this series which make specific assumptions about the nature of the singularity atr 1 match numerical data for the infinite system to 1 part in 104

confidence intervals for a binomial parameter following a multistage test with application to mil std 105d and medical trials this paper describes a method for constructing confidence intervals for a binomial parameter upon termination of a sequential or multistage test tables are presented for use with the mil std 105d multiple sampling plans for acceptance sampling also given are tables for use with some three stage schemes that have been proposed in connection with biomedical trials the results are compared with confidence intervals calculated as if the sampling plan had been one with a fixed sample size

sequential linear rank tests for two sample censored survival data under extremely general patterns of patient arrival allocation to treatment and loss to follow up in randomized clinical trial settings the sequentially computed logrank statistic mantel 1966 is shown under the null hypothesis of identically distributed lifetimes to have exactly uncorrelated increments and is shown via rebolledo s 1980 martingale invariance principle to satisfy a functional central limit theorem justifying sequential logrank tests of jones and whitehead 1979 generalizations are made to other twosample rank tests for censored survival data and practical applicability to real randomized clinical trials is discussed

effects of junctional correlations in the totally asymmetric simple exclusion process on random regular networks we investigate the totally asymmetric simple exclusion process on closed and directed random regular networks which is a simple model of active transport in the one dimensional segments coupled by junctions by a pair mean field theory and detailed numerical analyses it is found that the correlations at junctions induce two notable deviations from the simple mean field theory which neglects these correlations 1 the narrower range of particle density for phase coexistence and 2 the algebraic decay of density profile with exponent 1 2 even outside the maximal current phase we show that these anomalies are attributable to the effective slow bonds formed by the network junctions

local inhomogeneity in asymmetric simple exclusion processes with extended objects totally asymmetric simple exclusion processes tasep with particles which occupy more than one lattice site and with a local inhomogeneity far away from the boundaries are investigated these non equilibrium processes are relevant for the understanding of many biological and chemical phenomena the steady state phase diagrams currents and bulk densities are calculated using a simple approximate theory and extensive monte carlo computer simulations it is found that the phase diagram for tasep with a local inhomogeneity is qualitatively similar to homogeneous models although the phase boundaries are significantly shifted the complex dynamics is discussed in terms of domain wall theory for driven lattice systems

the exchange algebra for zamolodchikov and fateev s parafermionic theories the concept of an exchange algebra has recently been introduced by rehren and schroer 1989 in the context of two dimensional conformal field theories to give an algebraic setting to both the dynamics and the locality requirement labelling the conformal families with two indices and assuming an interpolating scheme for one of the fields it is shown that the braiding matrices for a subset of fields in zamolodchikov s and fateev s 1986 parafermionic theories containing all the order parameters are identical to those of the diagonal minimal models the authors recover the full spectrum of these theories modulo integers from the phase condition of the exchange algebra even though the subset does not include the parafermionic currents

asymmetric group sequential boundaries for monitoring clinical trials a group sequential method is proposed for the periodic analysis of accumulating data in clinical trials which are essentially one sided as in treatment placebo studies the proposed boundaries retain the early stopping properties of the procedure described previously by demets ware 1980 when treatment appears to be ineffective or harmful but incorporate the more stringent requirements of the model proposed by o brien fleming 1979 for early rejection of the null hypothesis in favour of treatment

shrinkage estimation in two stage adaptive designs with midtrial treatment selection we consider the problem of estimation in adaptive two stage designs with selection of a single treatment arm at an interim analysis it is well known that the standard maximum likelihood estimator of the selected treatment is biased we prove that selection bias of the maximum likelihood estimator is maximal when all treatment effects are equal and the most promising treatment is selected furthermore we consider shrinkage estimation as a solution for the selection bias problem we thereby extend previous work of hwang on lindley s estimator for single stage multi armed trials with four or more treatments and post trial treatment selection following hwang s ideas we show that a simple two stage version of lindley s estimator has uniformly smaller bayes risk than the maximum likelihood estimator when assuming an empirical bayesian framework with independent normal priors for the group means for designs that start with two or three treatment groups we suggest using a two stage version of the common estimator of the best linear unbiased predicator of the corresponding random effects model we show by an extensive simulation study that the shrinkage estimators perform well compared with maximum likelihood and previously suggested bias adjusted estimators in terms of selection bias and mean squared error

asymmetric inclusion process we introduce and explore the asymmetric inclusion process asip an exactly solvable bosonic counterpart of the fermionic asymmetric exclusion process asep in both processes random events cause particles to propagate unidirectionally along a one dimensional lattice of n sites in the asep particles are subject to exclusion interactions whereas in the asip particles are subject to inclusion interactions that coalesce them into inseparable clusters we study the dynamics of the asip derive evolution equations for the mean and probability generating function pgf of the sites occupancy vector obtain explicit results for the above mean at steady state and describe an iterative scheme for the computation of the pgf at steady state we further obtain explicit results for the load distribution in steady state with the load being the total number of particles present in all lattice sites finally we address the problem of load optimization and solve it under various criteria the asip model establishes bridges between statistical physics and queueing theory as it represents a tandem array of queueing systems with unlimited batch service and a tandem array of growth collapse processes

effect of detachments in asymmetric simple exclusion processes asymmetric simple exclusion processes are important for understanding low dimensional multi particle dynamic phenomena the effect of irreversible detachments of particles on dynamics of asymmetric simple exclusion processes is studied using analytical and computer simulation techniques in the simplest model where particles can only detach from a single site in the bulk of the system a theory is presented and used to calculate explicitly phase diagrams and particle density profiles the complexity of the phase behavior is discussed in terms of a recent domain wall theory for driven lattice systems the theoretical results qualitatively and quantitatively agree with computer monte carlo simulations

locality of conformal fields in two dimensions exchange algebra on the light cone we discuss the exchange algebra of light cone operators as the fundamental structure of two dimensional conformal quantum field theory it is necessary in order to account for the locality properties of wightman functions of conformal fields we discuss the consistency requirements of this new type of algebra and obtain a classification containing the well known minimal models

partially asymmetric exclusion process with open boundaries exclusive diffusion on a one dimensional lattice is studied in the model particles hop stochastically in both directions but with different rates at the ends of the lattice particles are injected and removed the exact stationary probability measure is represented in the form of a matrix product as a generalization of the solution given by derrida et al j phys a 26 1493 1993 for the fully asymmetric process the phase diagram of the current on the infinite lattice is obtained analytic expressions for the current in the different phases are derived the model is equivalent to an xxz heisenberg chain with a certain type of boundary terms the ground state of which corresponds to the stationary solution of the master equation

perturbation theory around two dimensional critical systems through holomorphic decomposition the authors consider perturbations by relevant interactions of two dimensional conformally invariant rational field theories the meromorphic structure with respect to the scaling dimensions of the perturbing interactions of the correlation functions is made explicit through a successive application of stoke s theorem the resulting decomposition of the amplitudes into holomorphic and antiholomorphic factors yields a representation of the meromorphic structure in terms of the basic data of the rational field theory which are scaling dimensions operator product coefficients and braid matrices they exemplify the general deduction by a concrete calculation to the third order in the coupling constant of the perturbing interaction

characteristics of the asymmetric simple exclusion process in the presence of quenched spatial disorder we investigate the effect of quenched spatial disordered hopping rates on the characteristics of the asymmetric simple exclusion process with open boundaries both numerically and by extensive simulations disorder averages of the bulk density and current are obtained in terms of various input and output rates we study the binary and uniform distributions of disorder it is verified that the effect of spatial inhomogeneity is generically to enlarge the size of the maximal current phase this is in accordance with the mean field results obtained by harris and stinchcombe phys rev e 70 016108 2004 furthermore we obtain the dependence of the current and the bulk density on the characteristics of the disorder distribution function it is shown that the impact of disorder crucially depends on the particle input and out rates in some situations disorder can constructively enhance the current

exact solution of the totally asymmetric simple exclusion process shock profiles the microscopic structure of macroscopic shocks in the one dimensional totally asymmetric simple exclusion process is obtained exactly from the complete solution of the stationary state of a model system containing two types of particles first and second class this nonequilibrium steady state factorizes about any second class particle which implies factorization in the one component system about the random shock position it also exhibits several other interesting features including long range correlations in the limit of zero density of the second class particles the solution also shows that a finite number of second class particles in a uniform background of first class particles form a weakly bound state

discrete sequential boundaries for clinical trials summary pocock 1977 o brien fleming 1979 and slud wei 1982 have proposed different methods to construct discrete sequential boundaries for clinical trials these methods require that the total number of decision times be specified in advance in the present paper we propose a more flexible way to construct discrete sequential boundaries the method is based on the choice of a function a t which characterizes the rate at which the error level ac is spent the boundary at a decision time is determined by a t and by past and current decision times but does not depend on the future decision times or the total number of decision times

point estimation in adaptive enrichment designs adaptive enrichment designs are an attractive option for clinical trials that aim at demonstrating efficacy of therapies which may show different benefit for the full patient population and a prespecified subgroup in these designs based on interim data either the subgroup or the full population is selected for further exploration when selection is based on efficacy data this introduces bias to the commonly used maximum likelihood estimator for the situation of two stage designs with a single prespecified subgroup we present six alternative estimators and investigate their performance in a simulation study the most consistent reduction of bias over the range of scenarios considered was achieved by a method combining the uniformly minimum variance conditionally unbiased estimator with a conditional moment estimator application of the methods is illustrated by a clinical trial example

repeated significance testing for a general class of statistics used in censored survival analysis abstract the asymptotic joint distribution of a class of sequentially computed statistics used in survival analysis is derived when the individuals under study enter serially and are subject to random loss to follow up these results are used for constructing repeated significance tests over real time

a conditional error function approach for subgroup selection in adaptive clinical trials growing interest in personalised medicine and targeted therapies is leading to an increase in the importance of subgroup analyses if it is planned to view treatment comparisons in both a predefined subgroup and the full population as co primary analyses it is important that the statistical analysis controls the familywise type i error rate spiessens and debois cont clin trials 2010 31 647 656 recently proposed an approach specific for this setting which incorporates an assumption about the correlation based on the known sizes of the different groups and showed that this is more powerful than generic multiple comparisons procedures such as the bonferroni correction if recruitment is slow relative to the length of time taken to observe the outcome it may be efficient to conduct an interim analysis in this paper we propose a new method for an adaptive clinical trial with co primary analyses in a predefined subgroup and the full population based on the conditional error function principle the methodology is generic in that we assume test statistics can be taken to be normally distributed rather than making any specific distributional assumptions about individual patient data in a simulation study we demonstrate that the new method is more powerful than previously suggested analysis strategies furthermore we show how the method can be extended to situations when the selection is not based on the final but on an early outcome we use a case study in a targeted therapy in oncology to illustrate the use of the proposed methodology with non normal outcomes copyright 2012 john wiley sons ltd

exact inference for adaptive group sequential designs methods for controlling the type 1 error of an adaptive group sequential trial were developed in seminal papers by cui hung and wang biometrics 1999 lehmacher and wassmer biometrics 1999 and muller and schafer biometrics 2001 however corresponding solutions for the equally important and related problem of parameter estimation at the end of the adaptive trial have not been completely satisfactory in this paper a method is provided for computing a two sided confidence interval having exact coverage along with a point estimate that is median unbiased for the primary efficacy parameter in a two arm adaptive group sequential design the possible adaptations are not only confined to sample size alterations but also include data dependent changes in the number and spacing of interim looks and changes in the error spending function the procedure is based on mapping the final test statistic obtained in the modified trial into a corresponding backward image in the original trial this is an advance on previously available methods which either produced conservative coverage and no point estimates or provided exact coverage for one sided intervals only

empirical bayes estimation of the selected treatment mean for two stage drop the loser trials a meta analytic approach point estimation for the selected treatment in a two stage drop the loser trial is not straightforward because a substantial bias can be induced in the standard maximum likelihood estimate mle through the first stage selection process research has generally focused on alternative estimation strategies that apply a bias correction to the mle however such estimators can have a large mean squared error carreras and brannath stat med 32 1677 90 have recently proposed using a special form of shrinkage estimation in this context given certain assumptions their estimator is shown to dominate the mle in terms of mean squared error loss which provides a very powerful argument for its use in practice in this paper we suggest the use of a more general form of shrinkage estimation in drop the loser trials that has parallels with model fitting in the area of meta analysis several estimators are identified and are shown to perform favourably to carreras and brannath s original estimator and the mle however they necessitate either explicit estimation of an additional parameter measuring the heterogeneity between treatment effects or a quite unnatural prior distribution for the treatment effects that can only be specified after the first stage data has been observed shrinkage methods are a powerful tool for accurately quantifying treatment effects in multi arm clinical trials and further research is needed to understand how to maximise their utility

asymmetric exclusion processes on m input n output junctions with parallel update abstract in this paper we investigate totally asymmetric exclusion processes taseps on lattices with an m input n output junction in parallel update a general theoretical solution for traffic dynamics of taseps with a junction is developed more interestingly m input n output junctions can be classified by a parameter m n the junctions with the same exhibit the same dynamic properties e g phase diagrams stationary currents and density profiles when the number of m and or n changes the low density and high density regions can be measured qualitatively and quantitatively the phase diagram is obtained from a simple mean field approximation and supported by computer simulations stationary current and density profiles are calculated which show good agreement with computer simulations

on the structure of unitary conformal field theory ii representation theoretic approach two dimensional unitary rational conformal field theory is studied from the point of view of the representation theory of chiral algebras chiral algebras are equipped with a family of co multiplications which serve to define tensor product representations chiral vertices arise as clebsch gordan operators from tensor product representations to irreducible subrepresentations of a chiral algebra the algebra of chiral vertices is studied and shown to give rise to representations of the braid groups determined by yang baxter braid matrices chiral fusion is analyzed it is shown that the braid and fusion matrices determine invariants of knots and links connections between the representation theories of chiral algebras and of quantum groups are sketched finally it is shown how the local fields of a conformal field theory can be reconstructed from the chiral vertices of two chiral algebras

braiding matrices modular transformations and topological field theories in 2 1 dimensions relations between 3d topological field theories and rational conformal field theories are discussed in the former framework we can define the generalized verlinde operators using these operators we find modular transformations for conformal blocks of one point functions and two point functions on the torus the result is generalized to higher genus the correctness of our formulae is illustrated by some examples we also emphasize the importance of the fusion algebra

generalized bethe ansatz solution of a one dimensional asymmetric exclusion process on a ring with blockage we present a model for a one dimensional anisotropic exclusion process describing particles moving deterministically on a ring of lengthl with a single defect across which they move with probability 0 p 1 this model is equivalent to a two dimensional six vertex model in an extreme anisotropic limit with a defect line interpolating between open and periodic boundary conditions we solve this model with a bethe ansatz generalized to this kind of boundary condition we discuss in detail the steady state and derive exact expressions for the currentj the density profilen x and the two point density correlation function in the thermodynamic limitl the phase diagram shows three phases a low density phase a coexistence phase and a high density phase related to the low density phase by a particle hole symmetry in the low density phase the density profile decays exponentially with the distance from the boundary to its bulk value on a length scale on the phase transition line diverges and the currentj approaches its critical valuejc p as a power law jc j 1 2 in the coexistence phase the width of the interface between the high density region and the low density region is proportional tol1 2 if the density f 1 2 and 0 independent ofl if 1 2 the connected two point correlation function turns out to be of a scaling form with a space dependent amplitude n x1 x2 a x2 ake r withr x2 x1 and a critical exponent 0

exact confidence intervals following a group sequential trial a comparison of methods summary with interest in designing group sequential clinical trials increasing methodology for analysing the data arising in such trials is needed we discuss several approaches to constructing confidence intervals for the parameter of interest in a group sequential trial after the trial has ended we compare these met1fods to one already in the literature and point out interesting differences

understanding totally asymmetric simple exclusion process transport on networks generic analysis via effective rates and explicit vertices in this paper we rationalize relevant features of totally asymmetric simple exclusion processes on topologies more complex than a single segment we present a mean field framework exploiting the previously introduced notion of effective rates which we express in terms of the average particle density on explicitly introduced junction sites it allows us to construct the phase behavior as well as the current density characteristic from well known results for a linear totally asymmetric simple exclusion process segment in a very systematic and generic way we validate the approach by studying a fourfold vertex in all variations in the number of entering exiting segments and compare our predictions to simulation data generalizing the notion of particle hole symmetry to take into account the topology at a junction shows that the average particle density at the junction constitutes a relevant directly observable parameter which gives detailed insight into the transport process this is illustrated by a complete study of a simple network with figure of eight topology finally we generalize the approach to handle rate bias at a junction and discuss the surprisingly rich phenomenology of a biased figure of eight structure this example highlights that the proposed framework is generic and readily extends to other topologies

the asymmetric exclusion model with sequential update we present a solution for the stationary state of an asymmetric exclusion model with sequential update and open boundary conditions we solve the model exactly for random hopping in both directions by applying a matrix product formalism which was recently used to solve the model with sublattice parallel update hinrichsen h 1995 weizmann inst preprint cond mat 9512172 it is shown that the matrix algebra describing the sequential update and sublattice parallel update are identical and can be mapped onto the random sequential case treated by derrida et al derrida b evans m r hakim v and pasquier v 1993 j phys a math gen 26 1493

duality and modular invariance in rational conformal field theories we investigate the polynomial equations which should be satisfied by the duality data for a rational conformal field theory we show that by these duality data we can construct some vector spaces which are isomorphic to the spaces of conformal blocks one can construct explicitly the inner product for the former if one deals with a unitary theory these vector spaces endowed with an inner product are the algebraic reminiscences of the hilbert spaces in a chern simons theory as by products we show that the polynomial equations involving the modular transformations for the one point blocks on the torus are not independent we discuss the solution of structure constants for a physical theory making some assumption we obtain a neat solution and this solution in turn implies that the quantum groups of the left sector and of the right sector must be the same although the chiral algebras need not be the same some examples are given finally we discuss the reconstruction of the quantum group in a rational conformal theory

the quantum group structure of 2d gravity and minimal models ii the genus zero chiral bootstrap the chiral operator algebra of the quantum group covariant operators of vertex type is completely worked out by making use of the operator approach suggested by the liouville theory where the quantum group symmetry is explicit this completes earlier articles along the same line the relationship between the quantum group invariant of irf type and quantum group covariant of vertex type chiral operator algebras is fully clarified and connected with the transition to the shadow world for quantum group symbols the corresponding 3 j symbol dressing is shown to reduce to the simpler transformation of babelon and one of the authors j l g in a suitable infinite limit defined by analytic continuation the above two types of operators are found to coincide when applied to states with liouville momenta going to in a suitable way the introduction of quantum group covariant operators in the three dimensional picture gives a generalization of the quantum group version of discrete three dimensional gravity that includes tetrahedra associated with 3 j symbols and universalr matrix elements altogether the present work and a previous parallel article gives the concrete realization of moore and seiberg s scheme that describes the chiral operator algebra of two dimensional gravity and minimal models

multi species asymmetric exclusion process in ordered sequential update a multi species generalization of the asymmetric simple exclusion process is studied with ordered sequential and sub lattice parallel updating schemes in this model particles hop with their own specific probabilities to their rightmost empty site and fast particles overtake slow ones with a definite probability using the matrix product ansatz technique we obtain the relevant algebra and study the uncorrelated stationary state of the model both for an open system and on a ring a complete comparison between the physical results in these updates and those of random sequential introduced in karimipour v 1999 a multi species asep and its relation to traffic flow phys rev e 59 205 and karimipour v 1998 a multi species asep steady state and correlation functions on a periodic lattice preprint cond mat 9809193 is made

hydrodynamic mean field solutions of 1d exclusion processes with spatially varying hopping rates we analyse the open boundary partially asymmetric exclusion process with smoothly varying internal hopping rates in the infinite size mean field limit the mean field equations for particle densities are written in terms of ricatti equations with the steady state current j as a parameter these equations are solved both analytically and numerically upon imposing the boundary conditions set by the injection and extraction rates the currents j are found self consistently we find a number of cases where analytic solutions can be found exactly or approximated results for j from asymptotic analyses for slowly varying hopping rates agree extremely well with those from extensive monte carlo simulations suggesting that mean field currents asymptotically approach the exact currents in the hydrodynamic limit as the hopping rates vary slowly over the lattice if the forward hopping rate is greater than or less than the backward hopping rate throughout the entire chain the three standard steady state phases are preserved our analysis reveals the sensitivity of the current to the relative phase between the forward and backward hopping rate functions

steady state properties of a totally asymmetric exclusion process with periodic structure we study the steady state behavior of totally asymmetric simple exclusion processes taseps that contain periodically varying movement rates in this model particles move to the right at one of two rates p 2 if the particle occupies one of a periodically arranged set of lattice sites p 1 otherwise approximate mean field approaches are used to study the steady state currents and bulk densities of this model these mean field methods are found to provide results in good agreement with data derived from monte carlo simulations finally the condition for particle hole symmetry in the tasep with periodically varying movement rates is specified and the changes in the locations of the boundary limited to maximal current transition lines due to symmetry violation are investigated

adaptive sample size calculations in group sequential trials a method for group sequential trials that is based on the inverse normal method for combining the results of the separate stages is proposed without exaggerating the type i error rate this method enables data driven sample size reassessments during the course of the study it uses the stopping boundaries of the classical group sequential tests furthermore exact test procedures may be derived for a wide range of applications the procedure is compared with the classical designs in terms of power and expected sample size

totally asymmetric exclusion process with extended objects a model for protein synthesis the process of protein synthesis in biological systems resembles a one dimensional driven lattice gas in which the particles have spatial extent covering more than one lattice site we expand the well studied totally asymmetric exclusion process in which particles typically cover a single lattice site to include cases with extended objects exact solutions can be determined for a uniform closed system we analyze the uniform open system through two approaches first a continuum limit produces a modified diffusion equation for particle density profiles second an extremal principle based on domain wall theory accurately predicts the phase diagram and currents in each phase finally we briefly consider approximate approaches to a nonuniform open system with quenched disorder in the particle hopping rates and compare these approaches with monte carlo simulations

controlling the false discovery rate a practical and powerful approach to multiple testing summary the common approach to the multiplicity problem calls for controlling the familywise error rate fwer this approach though has faults and we point out a few a different approach to problems of multiple significance testing is presented it calls for controlling the expected proportion of falsely rejected hypotheses the false discovery rate this error rate is equivalent to the fwer when all hypotheses are true but is smaller otherwise therefore in problems where the control of the false discovery rate rather than that of the fwer is desired there is potential for a gain in power a simple sequential bonferronitype procedure is proved to control the false discovery rate for independent test statistics and a simulation study shows that the gain in power is substantial the use of the new procedure and the appropriateness of the criterion are illustrated with examples

vehicular traffic flow at a non signalized intersection we have developed a modified nagel schreckenberg cellular automata model for describing a conflicting vehicular traffic flow at the intersection of two streets no traffic lights control the traffic flow the approaching cars to the intersection yield to each other to avoid collision closed boundary condition is applied to the streets extensive monte carlo simulation is taken into account to find the model characteristics in particular we obtain the fundamental diagrams and show that the effect of the interaction of two streets can be regarded as a dynamic impurity located at the intersection point our results suggest that yielding mechanism gives rise to a high total flow throughout the intersection especially in the low density regime

on the bias of maximum likelihood estimation following a sequential test summary tlhe bias of maximum likelihood estimates calculated at the end of a sequential procedure is investigated for the two sequential designs considered in detail the sequential probability ratio test and the triangular test this bias is appreciable a method of calculating an adjusted estimate with reduced bias is described and an approximation to the standard error of the new estimate is provided examples of the implementation of the method are given and its advantages and disadvantages relative to alternative approaches are discussed

spontaneous symmetry breaking in totally asymmetric simple exclusion processes on two intersected lattices this paper studies totally asymmetric simple exclusion processes taseps on two intersected lattices three different models are introduced model a for molecular motor motion and models b and c for vehicle traffic extensive monte carlo simulations are carried out phase diagrams and density profiles of the three models are investigated it is shown that phase diagrams of all the three models are divided into three regions the phase boundaries are calculated by an approximate mean field approach it is found that the analytic solutions are in good agreement with the results of monte carlo simulations for models b and c spontaneous symmetry breaking is identified the particle density histograms and qualitative domain wall explanation are presented to describe the spontaneous symmetry breaking phenomenon finally in model c the effect of lane changing probability p on spontaneous symmetry breaking is investigated a threshold of p for the occurrence of symmetry breaking is obtained