bluuebunny/crossref_metadata_2025 huggingface dataset:
A carrier-borne epidemic with multiple stages of infection
Authors: Gani J. , Michaletzky Gy.
Published: April 2006

This paper considers a carrier-borne epidemic in continuous time with m + 1 > 2 stages of infection. The carriers U(t) follow a pure death process, mixing homogeneously with susceptibles X0(t), and infectives Xi(t) in stages 1≦i≦m of infection. The infectives progress through consecutive stages of infection after each contact with the carriers. It is shown that under certain conditions {X0(t), X1(t), · ··, Xm(t) U(t); t≧0} is an (m + 2)-variate Markov chain, and the partial differential equation for its probability generating function derived. This can be solved after a transfomation of variables, and the probability of survivors at the end of the epidemic found.
Limit theorems for maxima and crossings of a sequence of Gaussian processes and approximation of random processes
Authors: Seleznjev O. V.
Published: April 2006

We consider the limit distribution of maxima and point processes, connected with crossings of an increasing level, for a sequence of Gaussian stationary processes. As an application we investigate the limit distribution of the error of approximation of Gaussian stationary periodic processes by random trigonometric polynomials in the uniform metric.
The joint limiting distribution of sums and maxima of stationary sequences
Authors: Anderson C. W. , Turkman K. F.
Published: April 2006

The joint limiting distribution of suitably normalized partial sums and maxima in a stationary strong mixing sequence with finite variance is derived. It is found that in the limit the two components are independent. This generalizes Chow and Teugels' result for independent sequences. Motivation for the present study comes from a statistical problem in the analysis of extreme winds.
The Mardia–Dryden shape distribution for triangles: a stochastic calculus approach
Authors: Kendall David G.
Published: April 2006

A remarkable distribution found by Mardia and Dryden for the shape of a random triangle in ℝ2whose vertices are displaced from their initial positions by independent identical symmetrical gaussian perturbations is re-derived via stochastic calculus.
On the exact distribution of observed open times in single ion channel models
Authors: Ball Frank , Milne Robin K. , Yeo Geoffrey F.
Published: April 2006

Continuous-time Markov chain models have been widely considered for the gating behaviour of a single ion channel. In such models the state space is usually partitioned into two classes, designated ‘open' and ‘closed', and there is ‘aggregation' in that it is possible to observe only which class the process is in at any given time. Hawkes et al. (1990) have derived an expression for the density function of the exact distribution of an observed open time in such an aggregated Markov model, where brief sojourns in either the open or the closed class are unobservable. This paper extends their result to single ion channel models based on aggregated semi-Markov processes, giving a more direct derivation which is probabilistic and exhibits clearly the combinatorial content.
Transient behavior of coverage processes by applications to the infinite-server queue
Authors: Browne Sid , Steele J. Michael
Published: April 2006

We obtain the distribution of the length of a clump in a coverage process where thefirstline segment of a clump has a distribution that differs from the remaining segments of the clump. This result allows us to provide the distribution of the busy period in anM/G/∞queueing system withexceptionalfirst service, and applications are considered. The result also provides the tool necessary to analyze the transient behavior of anordinarycoverage process, namely thedepletiontime of the ordinaryM/G/∞system.
G-networks by triggered customer movement
Authors: Gelenbe Erol
Published: April 2006

The generalized queueing networks (G-networks) which we introduce in this paper contain customers and signals. Both customers and signals can be exogenous, or can be obtained by a Markovian movement of a customer from one queue to another after service transforming itself into a signal or remaining a customer. A signal entering a queue forces a customer to move instantaneously to another queue according to a Markovian routing rule, or to leave the network, while customers request service. This synchronised or triggered motion is useful in representing the effect of tokens in Petri nets, in modelling systems in which customers and work can be instantaneously moved from one queue to the other upon certain events, and also for certain behaviours encountered in parallel computer system modelling. We show that this new class of network has product-form stationary solution, and establish the non-linear customer flow equations which govern it. Network stability is discussed in this new context.
The job search problem as an employer–candidate game
Authors: Mcnamara J. M. , Collins E. J.
Published: April 2006

In the standard job search problem a single decision-maker (say an employer) has to choose from a sequence of candidates of varying fitness. We extend this formulation to allow both employers and candidates to make choices. We consider an infinite population of employers and an infinite population of candidates. Each employer interviews a (possibly infinite) sequence of candidates for a post and has the choice of whether or not to offer a candidate the post. Each candidate is interviewed by a (possibly infinite) sequence of employers and can accept or reject each offer. Each employer seeks to maximise the fitness of the candidate appointed and each candidate seeks to maximise the fitness of their eventual employer. We allow both discounting and/or a cost per interview. We find that there is a unique pair of policies (for employers and candidates respectively) which is in Nash equilibrium. Under these policies each population is partitioned into a finite or countable sequence of subpopulations, such that an employer (candidate) in a given subpopulation ends up matched with the first candidate (employer) encountered from the corresponding subpopulation. In some cases the number of non-empty subpopulations in the two populations will differ and some members of one population will never be matched.
The rendezvous problem on discrete locations
Authors: Anderson E. J. , Weber R. R.
Published: April 2006

Two friends have become separated in a building or shopping mall and and wish to meet as quickly as possible. There are n possible locations where they might meet. However, the locations are identical and there has been no prior agreement where to meet or how to search. Hence they must use identical strategies and must treat all locations in a symmetrical fashion. Suppose their search proceeds in discrete time. Since they wish to avoid the possibility of never meeting, they will wish to use some randomizing strategy. If each person searches one of the n locations at random at each step, then rendezvous will require n steps on average. It is possible to do better than this: although the optimal strategy is difficult to characterize for general n, there is a strategy with an expected time until rendezvous of less than 0.829 n for large enough n. For n = 2 and 3 the optimal strategy can be established and on average 2 and 8/3 steps are required respectively. There are many tantalizing variations on this problem, which we discuss with some conjectures.
Identifiability problems in coherent systems
Authors: Nowik Shmuel
Published: April 2006

Given a coherent system, let Z be the age of the machine at breakdown, and I the set of parts failed by time Z. Assume that the component lifetimes are independent. Assume further that the lifetime distributions are mutually absolutely continuous and that each possesses a single positive atom at the common essential infimum. We prove that the joint distribution of (Z, I) identifies the lifetime distribution of each part if and only if there is at most one component belonging to all cut sets. If we relax the mutual absolute continuity assumption by allowing isolated intervals of constancy, then a necessary and sufficient condition for identifiability is that no two parts be in parallel.
The non-homogeneous Markov system in a stochastic environment
Authors: Tsantas N. , Vassiliou P.-C. G.
Published: April 2006

We introduce and define for the first time the concept of a non-homogeneous Markov system in a stochastic environment (S-NHMS). The problem of finding the expected population structure in an S-NHMS is studied, and important properties among the basic parameters of the S-NHMS are established. Moreover, we study the problem of maintaining the relative sizes of the states in a stochastic environment applying control in the input process. Among other things, we provide the probability of maintaining any vector of relative state sizes. Also strategies for attaining in an optimal way a desired relative structure are designed, with the use of a given algorithm. Finally, an illustration is provided of the present results in a manpower system.
More predictable, less predictable and stable counting processes
Authors: Ebrahimi Nader
Published: April 2006

In a counting process considered at time t the focus is often on the length of the current interarrival time, whereas points in the past may be said to constitute information about the process. The paper introduces new concepts on how to quantify predictability of the future behavior of counting processes based on the past information and considers then situations in which the future points become more (or less) predictable. Various properties of our proposed concepts are studied and applications relevant to the reliability of repairable systems are given.
Availability of an R-out-of-N system with spares and repairs
Authors: Fawzi B. B. , Hawkes Alan G.
Published: April 2006

We obtain the equilibrium solutions of an R-out-of-N system subject to random breakdown. There are M spares and a single repairman, who instals good spares into the system when breakdowns occur and also repairs the failed items. Installation has pre-emptive repeat priority over repairs. Arbitrary distributions of installation and repair times are allowed. Equilibrium availability and downtime distributions are obtained from the equilibrium state distribution.
The NBUC and NWUC classes of life distributions
Authors: Cao Jinhua , Wang Yuedong
Published: April 2006

A new class of life distributions, namely new better than used in convex ordering (NBUC), and its dual, new worse than used in convex ordering (NWUC), are introduced. Their relations to other classes of life distributions, closure properties under three reliability operations, and heritage properties under shock model and Laplace-Stieltjes transform are discussed.
Ageing properties of certain dependent geometric sums
Authors: Kováts Antal , Móri Tamás F.
Published: April 2006

We study some distribution properties of a random sum of i.i.d. non-negative random variables, where the number of terms is geometrically distributed and not independent of the summands. The results are applied to the system failure time of a one-unit system with a single spare and repair facility. In such a system when the operating unit fails it is immediately replaced by the spare and sent to the repair facility. The system continues operating until the first time when the failed unit has not yet been repaired by the failure of the operating unit. Certain ageing properties such as NBU, NWU, NBUE, NWUE, HNBUE, HNWUE, L+ and L– are shown to be inheritable from the working time of the operating unit to the system lifetime.
An optimal inspection–repair–replacement policy for standby systems
Authors: Yeh Lam
Published: April 2006

In this paper, an optimal maintenance model for standby systems is studied. An inspection–repair–replacement policy is employed. Assume that the state of the system can only be determined through an inspection which may incorrectly identify the system state. After each inspection, if the system is identified as in the down state, a repair action will be taken. It will be replaced some time later by a new and identical one. The problem is to determine an optimal policy so that the availability of the system is high enough at any time and the long-run expected cost per unit time is minimized. An explicit expression for the long-run expected cost per unit time is derived. For a geometric model, a simple algorithm for the determination of an optimal solution is suggested.
An explicit solution to a particular Markov chain of M/G/1 type
Authors: Neuts Marcel F.
Published: April 2006

A Markov chain of M/G/1 type, which arose in a problem of communications engineering, is analyzed by a combination of matrix analysis and appropriate series expansions. The highly explicit results obtainable for this model owe much to analytic methods introduced by Professor Takács. Special features of the numerical implementation of the proposed solution are also discussed. The simplifications proper to this model can also be used in some related, more complex models to be discussed elsewhere.
Stability and structural properties of stochastic storage networks
Authors: Kella Offer , Whitt Ward
Published: April 2006

We establish stability, monotonicity, concavity and subadditivity properties for open stochastic storage networks in which the driving process has stationary increments. A principal example is a stochastic fluid network in which the external inputs are random but all internal flows are deterministic. For the general model, the multi-dimensional content process is tight under the natural stability condition. The multi-dimensional content process is also stochastically increasing when the process starts at the origin, implying convergence to a proper limit under the natural stability condition. In addition, the content process is monotone in its initial conditions. Hence, when any content process with non-zero initial conditions hits the origin, it couples with the content process starting at the origin. However, in general, a tight content process need not hit the origin.
A prophet inequality for independent random variables with finite variances
Authors: Kennedy D. P. , Kertz R. P.
Published: April 2006

It is demonstrated that for each n ≧ 2 there exists a minimal universal constant, cn, such that, for any sequence of independent random variables {Xr, r ≧ 1} with finite variances, , where the supremum is over all stopping times Τ, 1 ≦ Τ ≦ n. Furthermore, cn ≦ 1/2 and lim infn→ ∞cn ≧ 0.439485 · ··.
Multivariate age replacement
Authors: Ebrahimi Nader
Published: April 2006

Age replacement policy is commonly used in order to reduce the number of in-service failures. In this paper we define a multivariate version of this policy and develop some of its desirable properties. We also obtain an optimal age replacement policy.
Convergence rate for the distributions of GI/M/1/n and M/GI/1/n as n tends to infinity
Authors: Simonot F.
Published: April 2006

In this note, we compare the arrival and time stationary distributions of the number of customers in the GI/M/1/n and GI/M/1 queueing systems. We show that, if the inter-arrival c.d.f. H is non-lattice with mean value λ –1, and if the traffic intensity ρ = λμ –1 is strictly less than one, then the convergence rate of the stationary distributions of GI/M/1/n to the corresponding stationary distributions of GI/M/1 is geometric. More-over, the convergence rate can be characterized by the number ω, the unique solution in (0, 1) of the equation . A similar result is established for the M/GI/1/n and M/GI/1 queueing systems.
Detailed probabilistic analysis of the integrated three-valued telegraph signal
Authors: Di Matteo Ilaria , Orsingher Enzo
Published: April 2006

In this paper the integrated three-valued telegraph process is examined. In particular, the third-order equations governing the distributions , (where N(t) denotes the number of changes of the telegraph process up to time t) are derived and recurrence relationships for them are obtained by solving suitable initial-value problems. These recurrence formulas are related to the Fourier transform of the conditional distributions and are used to obtain explicit results for small values of k. The conditional mean values (where V(0) denotes the initial velocity of motions) are obtained and discussed.
Sengupta's invariant relationship and its application to waiting time inference
Authors: Toyoizumi Hiroshi
Published: April 2006

This paper presents a new proof of Sengupta's invariant relationship between virtual waiting time and attained sojourn time and its application to estimating the virtual waiting time distribution by counting the number of arrivals and departures of aG/G/1 FIFO queue. Since this relationship does not require any parametric assumptions, our method is non-parametric. This method is expected to have applications, such as call processing in communication switching systems, particularly when the arrival or service process is unknown.
Weak limit results for the extremes of a class of shot noise processes
Authors: Homble Patrick , McCormick William P.
Published: April 2006

Shot noise processes form an important class of stochastic processes modeling phenomena which occur as shocks to a system and with effects that diminish over time. In this paper we present extreme value results for two cases — a homogeneous Poisson process of shocks and a non-homogeneous Poisson process with periodic intensity function. Shocks occur with a random amplitude having either a gamma or Weibull density and dissipate via a compactly supported impulse response function. This work continues work of Hsing and Teugels (1989) and Doney and O'Brien (1991) to the case of random amplitudes.
Another look at the moment bounds on reliability
Authors: Sengupta Debasis
Published: April 2006

In this paper a unified derivation of the upper and lower bounds (in terms of the mean) of an IFR, DFR, IFRA, DFRA, NBU or NWU reliability function is presented. The method of proof provides a simpler alternative to the various proofs known in the literature. Moreover, this method can be used to generalize the existing results in two ways, as demonstrated here. First, the bounds for the reliability function are obtained in terms ofanyfinite moment in all these cases. Subsequently we provide a moment bound on a reliability function which ages faster or slower than a known one in some sense. The existing literature does not offer any of these generalizations, except for a few results which are available in an unnecessarily complicated form.
A formula for singular perturbations of Markov chains
Authors: Lasserre Jean B.
Published: April 2006

We give formulas for updating both the steady-state probability distribution and the fundamental matrices of a singularly perturbed Markov chain. This formula generalizes Schweitzer's regular perturbation formulas to the case of singular perturbations.
Ergodicity of a Jackson network by batch arrivals
Authors: Borovkov A. A. , Schassberger R.
Published: April 2006

The Jackson network under study receives batch arrivals at i.i.d. intervals and features Markovian routing and exponentially distributed service times. The system is shown to be stable, in the sense of not being overloaded, if and only if, for each node, the total arrival rate of external and internal customers is less than the service rate. The method of proof is of more general interest.
Two-person red-and-black stochastic games
Authors: Secchi Piercesare
Published: April 2006

We define a leavable stochastic game which is a possible two-person generalization of the classical red-and-black gambling problem. We show that there are three basic possibilities for a two-person red-and-black game which, by analogy with gambling theory, we call the subfair, the fair and the superfair cases. A suitable generalization of what in gambling theory is called bold play is proved to be a uniformly ε-optimal stationary strategy for player I in the fair and the subfair cases whereas a generalization of timid play is shown to be ε-optimal for player I in the superfair possibility.
Time-dependent solution and optimal control of a bulk service queue
Authors: Selim Shokri Z.
Published: April 2006

We consider the queueing system denoted byM/MN/1/Nwhere customers are served in batches of maximum sizeN.The model is motivated by a traffic application. The time-dependent probability distribution for the number of customers in the system is obtained in closed form. The solution is used to predict the optimal service rates during a finite time horizon.
On stochastic ordering of random vectors
Authors: Cohen Arthur , Sackrowitz Harold B.
Published: April 2006

Conditions that have been widely used to establish stochastic ordering of random vectors include those given by Kamae et al. (1977), Barlow and Proschan (1975) and Langberg (1988). In this note we offer conditions that are weaker than those above, thus providing potential application to a wider class of problems.
A monotonicity result for a single-server queue subject to a Markov-modulated Poisson process
Authors: Du Qing
Published: April 2006

Consider a single-server queue with zero buffer. The arrival process is a three-level Markov modulated Poisson process with an arbitrary transition matrix. The time the system remains at level i (i = 1, 2, 3) is exponentially distributed with rate cα i. The arrival rate at level i is λ i and the service time is exponentially distributed with rate μ i. In this paper we first derive an explicit formula for the loss probability and then prove that it is decreasing in the parameter c. This proves a conjecture of Ross and Rolski's for a single-server queue with zero buffer.
A new policy iteration scheme for Markov decision processes using Schweitzer's formula
Authors: Lasserre J. B.
Published: April 2006

Given a family of Markov chains with a single recurrent class, we present a potential application of Schweitzer's exact formula relating the steady-state probability and fundamental matrices of any two chains in the family. We propose a new policy iteration scheme for Markov decision processes where in contrast to policy iteration, the new criterion for selecting an action ensures the maximal one-step average cost improvement. Its computational complexity and storage requirement are analysed.
The evolution of the attainable structures of a continuous time homogeneous Markov system with fixed size
Authors: Tsaklidis George M.
Published: April 2006

In order to describe the evolution of the attainable structures of a continuous time homogeneous Markov system (HMS) with fixed size, we evaluate the volume of the sets of the attainable structures in Euclidean space in the course of time, and we find the value of the volume asymptotically. Then, using the concept of the volume of the attainable structures, we provide a method to evaluate the ‘age' of the system in continuous and discrete time. We also estimate the evolution of the distance of two (attainable) structures of the system as it changes following the transformations of the structures.
On the asymptotic joint distribution of the sum and maximum of stationary normal random variables
Authors: Ho Hwai-Chung , Hsing Tailen
Published: April 2006

Let X1, X2, ·· ·be stationary normal random variables with ρn = cov(X0, Xn). The asymptotic joint distribution of and is derived under the condition ρn log n → γ [0,∞). It is seen that the two statistics are asymptotically independent only if γ = 0.
An analysis of a modified M/G/1 queue using a martingale technique
Authors: Roughan Matthew
Published: April 2006

We consider a variation of the M/G/1 queue in which, when the system contains more than k customers, it switches from its initial general service distribution to a different general service distribution until the server is cleared, whereupon it switches back to the original service distribution. Using a technique due to Baccelli and Makowski we define a martingale with respect to an embedded process and from this arrive at a relationship between the process and a modified Markov renewal process. Using this an analysis of the stationary behaviour of the queue is possible.
Darwin's log: a toy model of speciation and extinction
Authors: Aldous David
Published: April 2006

Stochastic models for the origin and extinction of species have been rather neglected in applied probability. As an alternative to modelling speciation and extinction as intrinsically random, I shall describe and show simulations of a rulebased model. This involves mathematical representations of notions such as genetic type of species, environmental niche, fitness of a species in a niche, and adaptation. There are underlying random mechanisms for changes of niche sizes and for disconnection and reconnection of geographical regions, and these ultimately drive the evolution of species.

Other approaches to mathematical modelling of evolution are briefly mentioned.
Conditions for integrability of Markov chains
Authors: Hamza K. , Klebaner F. C.
Published: April 2006

We give simple sufficient conditions for integrability of continuous-time Markov chains in terms of their infinitesimal parameters. Similar conditions for regularity are stated first, and a simple proof given.
Quasi-stationary distributions for a Brownian motion with drift and associated limit laws
Authors: Martinez Servet , Martin Jaime San
Published: April 2006

We prove that the quasi-invariant measures associated to a Brownian motion with negative drift X form a one-parameter family. The minimal one is a probability measure inducing the transition density of a three-dimensional Bessel process, and it is shown that it is the density of the limit distribution limt→∞Px(X A | τ > t). It is also shown that the minimal quasi-invariant measure of infinite mass induces the density of the limit distribution ) which is the law of a Bessel process with drift.
Busy period in GIX/G/∞
Authors: Liu Liming , Shi Ding-Hua
Published: April 2006

Busy period problems in infinite server queues are studied systematically, starting from the batch service time. General relations are given for the lengths of the busy cycle, busy period and idle period, and for the number of customers served in a busy period. These relations show that the idle period is the most difficult while the busy cycle is the simplest of the four random variables. Renewal arguments are used to derive explicit results for both general and special cases.
The propagation of chaos of multitype mean field interacting particle systems
Authors: Feng Shui
Published: April 2006

A result for the propagation of chaos is obtained for a class of pure jump particle systems of two species with mean field interaction. This result leads to the corresponding result for particle systems with one species and the argument used is valid for particle systems with more than two species. The model is motivated by the study of the phenomenon of self-organization in biology, chemistry and physics, and the technical difficulty is the unboundedness of the jump rates.
On the second Borel-Cantelli lemma for strongly mixing sequences of events
Authors: Tasche Dirk
Published: April 2006

Assume a given sequence of events to be strongly mixing at a polynomial or exponential rate. We show that the conclusion of the second Borel-Cantelli lemma holds if the series of the probabilities of the events diverges at a certain rate depending on the mixing rate of the events. An application to necessary moment conditions for the strong law of large numbers is given.
Optimization of 1,3‐propanediol production by novel recombinant Escherichia coli using response surface methodology
Authors: Zhang Xiaomei , Li Yin , Zhuge Bin , Tang Xueming , Shen Wei , Rao Zhiming , Fang Huiying , Zhuge Jian
Published: April 2006

Response surface methodology was used to optimize 1,3‐propanediol production by a novel recombinant Escherichia coli JM109 (pHsh‐dhaB‐yqhD). The optimal fermentation parameters for enhanced 1,3‐propanediol yield were found to be: glycerol 61.8 g L−1, yeast extract 6.2 g L−1, Vitamin B12 0.049 g L−1 and fermentation time 30 h. Subsequent experimental trials confirmed the validity of the model. These optimal fermentation conditions in the cultivation flask culture led to a 1,3‐propanediol concentration of 43.1 g L−1 and a conversion rate of 69.7% (g g−1). A maximum 1,3‐propanediol concentration of 41.1 g L−1 was achieved in a 5 L fermenter using the optimized parameters. Copyright © 2006 Society of Chemical Industry
The incidence of pancytopenia in patients taking leflunomide alone or with methotrexate
Authors: McEwen John , Purcell Patrick M. , Hill Richard L. , Calcino Lisa J. , Riley Cathy G.
Published: April 2006

Purpose

To estimate the incidence of pancytopenia in patients taking leflunomide with or without methotrexate in Australia.

Methods

Review of spontaneous reports to the Australian Adverse Drug Reactions Advisory Committee (ADRAC); estimation of incidence using national prescription reimbursement data; concomitant exposure to methotrexate was estimated using three sources of information.

Results

ADRAC received 11 reports of pancytopenia (meeting predefined criteria) associated with the use of leflunomide during its first 31 months of marketing. In nine reports, the patients were also taking methotrexate. Estimates of incidence in patients taking leflunomide alone ranged from 1 in 3698 to 1 in 4582 patients exposed; for patients also taking methotrexate the estimates ranged from 1 in 575 to 1 in 822.

Conclusions

Use of methotrexate with leflunomide increases the risk of pancytopenia compared with use of leflunomide alone. The haematological toxicity of the combination requires further study. Copyright © 2006 Commonwealth of Australia, published by John Wiley & Sons, Ltd.
Synthesis of novel ionic polymers containing arsonic acid group
Authors: García‐Serrano J. , Herrera A. M. , Pérez‐Moreno F. , Valdez M. A. , Pal U.
Published: April 2006

Synthesis of ortho‐ and para‐acryloylaminophenylarsonic acids (o‐AAPHA and p‐AAPHA) monomers and their homopolymers, useful as ion‐exchange materials, are reported. Both the monomers and homopolymers are synthesized with >90% yield. The structures of the new compounds are determined by NMR and FTIR spectroscopy. Molecular weights of the polymers are determined from light scattering measurements and found to be Mw = 38,759 g/mol for o‐AAPHA polymer and Mw = 31,347 g/mol for p‐AAPHA polymer. Good thermal stability of the new compounds derived from their intra‐ or intermolecular hydrogen bondings suggests their applications as proton‐exchange membrane at high temperatures. © 2006 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 44: 1627–1634, 2006
The Jet Propulsion Laboratory Autonomous Helicopter Testbed: A platform for planetary exploration technology research and development
Authors: Montgomery James F. , Johnson Andrew E. , Roumeliotis Stergios I. , Matthies Larry H.
Published: April 2006

The Jet Propulsion Laboratory Autonomous Helicopter Testbed (AHT), an aerial robot based upon a radio‐controlled model helicopter, provides a small low‐cost platform for developing and field testing new technologies needed for future space missions. The AHT helps cover the test space in a complementary fashion to other methods, such as rocket sleds or parachute drops. The AHT design and implementation is presented as well as experimental results and milestones achieved since its creation in 2001. In addition, technologies we are developing and testing are described. These include image‐based hazard detection and avoidance algorithms for safe landing in dangerous terrain and an extended Kalman filter that augments inertial navigation with image‐based motion estimates to enable pin‐point landing. © 2006 Wiley Periodicals, Inc.
A lateral growth mode leading to successive rotation of crystallographic orientation
Authors: Shu Da‐Jun , Li Da‐Wei , Pan Wei , Li Hong‐Min , Peng Ru‐Wen , Wang Mu , Ming Nai‐Ben
Published: April 2006

A general theory of heteroepitaxial lateral growth of nanocrystallites via successive nucleation at the concave corner of the nanocrystallite and the substrate was developed. The theory treats the existence of a rotational instability of crystallographic orientation induced by the imbalance of surface/interface energy. From the theory it can be concluded that the crystallographic orientation may rotate continuously, sustained either by consecutive changes of facets on the growth front or by periodic modulation of surface energy of the substrate. Copyright © 2006 John Wiley & Sons, Ltd.
Enzymatic pathways involved in the generation of endothelin‐1(1–31) from exogenous big endothelin‐1 in the rabbit aorta
Authors: Tirapelli Carlos R , Fecteau Marie‐Helene , Honore Jean‐Claude , Legros Eurode , Gobeil Fernand , D'orleans‐Juste Pedro
Published: April 2006

We investigated whether blood vessels contribute to the production of ET‐1(1–31) from exogenous big endothelin‐1 (BigET‐1) in the rabbit and assessed which enzymes are involved in this process.

Vascular reactivity experiments, using standard muscle bath procedures, showed that BigET‐1 induces contraction in endothelium‐intact rabbit aortic rings. Preincubation of the rings with phosphoramidon, CGS35066 or thiorphan reduced BigET‐1‐induced contraction. Conversely, chymostatin did not affect BigET‐1‐induced contraction.

Thiorphan and phosphoramidon, but not CGS35066 or chymostatin, reduced ET‐1(1–31)‐induced contraction. None of the enzymatic inhibitors affected the contraction afforded by ET‐1.

BQ123‐, but not BQ788‐, selective antagonists for ETA and ETB receptors, respectively, produced concentration‐dependent rightward displacements of the ET‐1(1–31) and ET‐1 concentration–response curves.

By the use of enzymatic assays, we found that the aorta, as well as the heart, lung, kidney and liver, possess a chymase‐like activity.

Enzyme immunoassays detected significant levels of Ir‐ET‐1(1–31) in bathing medium of aortas after the addition of BigET‐1 (30 nM). Neither thiorphan nor chymostatin altered the levels of Ir‐ET‐1(1–31). Conversely, the levels of Ir‐ET‐1(1–31) were increased in the presence of phosphoramidon. This marked increase of the 31‐amino‐acid peptide was abolished when phosphoramidon and chymostatin were added simultaneously.

The major new finding of the present work is that the rabbit aorta generates ET‐1(1–31) from exogenously administered BigET‐1. Additionally, by measuring the production of ET‐1(1–31), we showed that a chymase‐like enzyme is involved in this process when ECE and NEP are inhibited by phosphoramidon. Our results also suggest that ET‐1(1–31) is an alternate intermediate in the production of ET‐1 following BigET‐1 administration. Finally, we showed that NEP is the predominant enzymatic pathway involved in the cleavage of ET‐1(1–31) to a bioactive metabolite that will act on ETA receptors to induce contraction in the rabbit aorta.

British Journal of Pharmacology (2006) 148, 527–535. doi:10.1038/sj.bjp.0706735
The identification of three novel MICA alleles by sequence‐based typing
Authors: Quiroga I. , Sweeney D. , Sutton P. M. , Ahmad T. , Walton R. , Barnardo M. C. N. M. , Fuggle S. V.
Published: April 2006

During a study of MICA frequency in a healthy population and a cohort of patients suffering with inflammatory bowel disease, three DNA samples produced unusual reactivity patterns using polymerase chain reaction sequence‐specific primers (PCR‐SSP). These samples were subsequently characterized by sequence‐based typing (SBT). Here, we report the sequence of these three novel MICA alleles.
Maternal medicine: Increased serum phosphodiesterase activity in women with pre‐eclampsia
Authors: Pinheiro da Costa BE , Scocco C , Poli de Figueiredo CE , Guimarães JA
Published: April 2006

Objective  To measure the activity of serum phosphodiesterase (PDE) in pre‐eclampsia.

Design  Case–control study.

Setting  Nephrology Laboratory and Obstetrics Unit at São Lucas Hospital from Pontifícia Universidade Católica do Rio Grande do Sul, Porto Alegre, Brazil.

Sample  Twenty‐nine normal and 28 pregnant women with pre‐eclampsia.

Methods  Serum was collected from women with pre‐eclampsia, at the time of diagnosis, and from gestation‐matched controls. Circulating PDE activity was assessed by measuring consumption of the substrate thymidine 5′‐monophosphate p‐nitrophenyl ester and expressed as PDE units/l.

Main outcome measures  Serum PDE Activity.

Results  Mean substrate consumption was higher in pre‐eclamptic condition (Vmax= 15.8 ± 1.4 versus 12.7 ± 0.9 U/L, P= 3.7 × 10−14).

Conclusion  These data suggest that altered PDE activity may play a role in pre‐eclampsia endothelial dysfunction.
Basic science: Genes encoding bile acid, phospholipid and anion transporters are expressed in a human fetal cardiomyocyte culture
Authors: Gorelik J , Patel P , Ng’andwe C , Vodyanoy I , Diakonov I , Lab M , Korchev Y , Williamson C
Published: April 2006

Objectives  To establish a human fetal cardiomyocyte culture and to investigate whether the genes that encode transporters that may influence influx or efflux of bile acids are expressed in human fetal cardiomyocytes.

Design  Laboratory study.

Setting  Imperial College London.

Sample  Six fetal hearts were obtained at the time of termination of pregnancy at 12–13 weeks of gestation and used to generate primary human cardiomyocyte cultures.

Methods  To confirm the presence of cardiomyocytes, the cells were incubated with monoclonal antibodies to sarcomeric α‐actinin and anticardiac myosin heavy chain. Real‐time reverse transcription polymerase chain reaction was used to establish whether transcripts of genes that may influence bile acid transport are present in the culture (NTCP, BSEP, MDR3, FIC1, MRP2, MRP3, OATP‐A, OATP‐C, OATP‐D, OATP‐E) and whether taurocholate administration alters messenger RNA (mRNA) expression.

Main outcome measures  Relative mRNA expression of genes of interest.

Results  Real‐time polymerase chain reaction demonstrated the presence of mRNA for BSEP, MDR3, FIC1, OATP‐C, OATP‐D and OATP‐E in fetal heart. Four transcripts remained in the cardiomyocyte culture (BSEP, MDR3, FIC1 and OATP‐D), and we demonstrated the influence of taurocholate on gene expression.

Conclusions  We have developed an in vitro model of the fetal heart that may be used for studies of the cardiac effect of endobiotics, e.g. bile acids, or of specific agents that may be used to treat the mother or fetus in pregnancy.
Low-Level Mesocyclonic Concentration by Nonaxisymmetric Transport. Part I: Supercell and Mesocyclone Evolution
Authors: Gaudet Brian J. , Cotton William R.
Published: April 2006

An idealized simulation of a supercell using the Regional Atmospheric Modeling System (RAMS) was able to produce a low-level mesocyclone near the intersection of the forward- and rear-flank downdrafts. The creation of the low-level mesocyclone is similar to previous studies. After 3600 s, the low-level mesocyclone underwent a period of rapid intensification, during which its form changed from an elongated patch to a compact center. This transition was also accompanied by a sudden decrease in pressure (to 12 mb below that of the neighboring flow), and was found to occur even in the absence of nested grids.

It is shown that the stage of strong intensification does not begin aloft, as in the dynamic pipe effect, and then descend to the surface. Rather, the vortex is initiated near the surface, and then builds upward. The process is completed in 5 min, and the final vortex can be clearly distinguished from the larger-scale mesocyclone at the cloud base. The reduction of pressure can be explained as a consequence of the evacuation of mass in the horizontal convergence equation. This is in contrast to axisymmetric models of vortex intensification, which generally rely on the evacuation of mass in the vertical divergence equation. In the latter cases a positive horizontal convergence tendency is what initiates the concentrated vortex. However, nondivergent models prove that vorticity concentration can occur in the absence of any horizontal convergence. Here the concentration is associated with a negative horizontal convergence tendency.
A Mass-Conservative Semi-Implicit Semi-Lagrangian Limited-Area Shallow-Water Model on the Sphere
Authors: Lauritzen Peter H. , Kaas Eigil , Machenhauer Bennert
Published: April 2006

A locally mass conservative shallow-water model using a two-time-level, semi-implicit, semi-Lagrangian integration scheme is presented. The momentum equations are solved with the traditional semi-Lagrangian gridpoint form. The explicit continuity equation is solved using a cell-integrated semi-Lagrangian scheme, and the semi-implicit part is designed such that the resulting elliptic equation is on the same form as for the traditional semi-Lagrangian gridpoint system.

The accuracy of the model is assessed by running standard test cases adapted to a limited-area domain. The accuracy and efficiency of the new model is comparable to traditional semi-Lagrangian methods.
On a characterization property of finite irreducible Markov chains
Authors: Basawa I. V.
Published: April 2006

Let {Xk}, k = 1, 2, ··· be a sequence of random variables forming a homogeneous Markov chain on a finite state-space, S = {1, 2, ···, s}. Xk could be thought of as the state at time k of some physical system for which

are the (one-step) transition probabilities. It is assumed that all the states are inter-communicating, so that the transition matrix P = ((pij)) is irreducible.
A note on Belyaev's limiting distribution of the intervals between losses in an n-server system
Authors: Tambouratzis D. G.
Published: April 2006

The aim of the present note is to give an alternative simpler proof to a result of Belyaev [1], namely that in a loss system of n servers with recurrent input and negative exponential service times the intervals between losses, suitably scaled to have constant mean, tend to a negative exponential distribution as n tends to infinity.
Inequalities for branching processes
Authors: Heathcote C. R. , Seneta E.
Published: April 2006

IfF(s) is the probability generating function of a non-negative random variable, thenthfunctional iterateFn(s) =Fn–1(F(s)) generates the distribution of the size of the nth generation of a simple branching process. In general it is not possible to obtain explicit formulae for many quantities involvingFn(s), and this paper considers certain bounds and approximations. Bounds are found for the Koenigs-type iterates limn→∞m−n{1−Fn(s)}, 0 ≦s≦ 1 wherem=F′(1) < 1 andF′′(1) < ∞; for the expected time to extinctionand for the limiting conditional-distribution generating function limn→∞{Fn(s) −Fn(0)} [1 –Fn(0)]–1. Particular attention is paid to the caseF(s) = exp {m(s− 1)}.
An extension of a lemma of Wald
Authors: Robbins H. , Samuel E.
Published: April 2006

We define a natural extension of the concept of expectation of a random variable y as follows: M(y) = a if there exists a constant − ∞ ≦ a ≦ ∞ such that if y1, y2, … is a sequence of independent identically distributed (i.i.d.) random variables with the common distribution of y then
Domains of attraction for the subcritical Galton-Watson branching process
Authors: Rubin H. , Vere-Jones D.
Published: April 2006

Let F(z) = σ fjzj be the generating function for the offspring distribution {fj} from a single ancestor in the usual Galton-Watson process. It is well-known (see Harris [1]) that if Π(z) is the generating function of the distribution of ancestors in the 0th generation, the distribution of offspring at the nth generation has generating function

where Fn(z), the nth functional iterate of F(z), gives the distribution of offspring at the nth generation from a single ancestor.
On Wald's equations in continuous time
Authors: Hall W. J.
Published: April 2006

Various formulas of Wald relating to randomly stopped sums have well known continuous-time analogs, holding in particular for Wiener processes. However, sufficiently general forms of most of these do not appear explicitly in the literature. Recent papers by Robbins and Samuel (1966) and by Brown (1969) provide general results on Wald's equations in discrete time and these are here extended (Theorems 2 and 3) to Wiener processes and other homogeneous additive processes, that is, continuous-time processes with stationary independent increments. We also give an inequality (Theorem 1) related to Wald's identity in continuous time, and we derive, as corollaries of Wald's equations, bounds on the variance of an arbitrary stopping time. The Wiener process versions of these results find application in a variety of stopping problems. Specifically, all are used in Hall ((1968), (1969)); see also Bechhofer, Kiefer, and Sobel (1968), Root (1969), and Shepp (1967).
Some corrections to my paper “A stochastic calculus and its application to some fundamental theorems of natural selection”
Authors: Mode Charles J.
Published: April 2006

The purpose of this note is to point out some difficulties which arise in connection with the stochastic calculus used in the previous paper and to suggest some ways in which these difficulties may be overcome. It turns out that if one wishes to restrict the application of the stochastic calculus to stochastic processes whose sample functions are step-functions with probability one, then difficulties of the following sort arise. Suppose X(ω, t) is a stochastic process whose sample functions are, with probability one, right-continuous step-functions in t on the interval [a, b). Then for every ω outside a null set N and every t ɛ [a, b), there is a δ(ω, t) such that < 5(w, t) implies X(ω, t + h) = X(ω, t) which in turn implies (X(ω, t + h) — X(ω, t))/h → 0 with probability one as Since convergence with probability one implies convergence in probability, it follows that the right-hand derivative of X(ω, t) in probability is zero at every t ɛ [a, b). Consequently, if the left-hand t ɛ [a, b), then it is also zero, but in general left-hand derivatives in probability on [a, b) may not even exist as finite-valued random functions. It is also worthwhile to observe that if a process is not differentiable in probability, then it is not differentiable in quadratic mean. From these observations it follows that the claims in Section 6 of the previous paper regarding the existence of non-zero derivatives in quadratic mean are in error, for if a derivative in quadratic mean exists, then it is a derivative in probability and is therefore zero. Incidentally, it turns out that the Poisson process has a zero derivative in probability but is not differentiable in quadratic mean. The fact that the Poisson process has a derivative in probability seems to depend rather crucially on the fact that it is also a process with independent increments.
On a model for a fair distribution of gifts
Authors: Galambos János
Published: April 2006

A number of items are to be distributed among n individuals, arranged in a line and labelled by the integers 1, 2, ···, n, in such a way that the distance between any two members presented should be at least d, a given number, but otherwise any subset of the population should have the same probability of each of its members being presented. The number of items thus distributed is a random variable X(d, n) and it turns out that X(d, n) is asymptotically a fixed percentage of the population size n. This fact makes it possible to apply the model in a number of situations. For example, if in a foreign aid program a number of tools are offered and to be distributed in a fair way but, for lack of sufficient quantity, one tool is expected to be used by a number of neighbours, the model is applicable if the amount of aid is not fixed in advance but may vary within certain limits. A similar situation arises in cases of disaster (floods, earthquakes, etc.) when the victims are sent gifts, again in an insufficient quantity, hence for the sake of justice, a family of a smaller size is supposed to receive only one gift. In many other similar cases, the model can be used.