bluuebunny/crossref_metadata_2025_split huggingface dataset:
Two Native Pools of Phytochrome A in Monocots: Evidence from Fluorescence Investigations of Phytochrome Mutants of Rice
Authors: Sineshchekov Vitaly , Loskovich Alexander , Inagaki Noritoshi , Takano Makoto 
Published: April 2006

ABSTRACTFluorescence investigations of phytochrome (phy) in rice (Oryza sativa L. cv. Nipponbare) mutants deficient in phyA, phyB and phyA plus phyB were performed. Total content of the pigment (Ptot) and its spectroscopic and photochemical characteristics were determined in different parts of the dark‐grown and far‐red light (FR)‐grown coleoptiles. Spectroscopically, phyA in the phyB mutant was identical to phyA in the wild‐type (WT) and the extent of the conversion from Pr to lumi‐R at 85 K was the same for phyA in both lines and varied similarly, depending on the part of the coleoptile used. The latter finding proved that phyA in rice is heterogeneous and comprises two phyA populations, phyA′ and phyA″. Functional properties of phyA were also determined. In the dark the phyB mutant had a higher content of phyA, inactive protochlorophyllide (Pchlide633) and active protochlorophyllide (Pchlide655) than WT and its coleoptile was longer, indicating that phyB may affect the development of WT seedlings in the dark. Constant FR drastically reduced the content of phyA, Pchlide633 and Pchlide655 and brought about coleoptile shortening and appearance of the first leaf, whereas pulsed FR of equal fluence was less effective. This suggested that the reactions were primarily of the high irradiance responses type, which are likely to be mediated by phyA′. The effects on protochlorophyllide biosynthesis and growth responses type were more pronounced in the phyB mutant than in the WT seedlings, which can be connected with the higher phyA′ content in the phyB mutant and/or phyB interference with its action in WT seedlings. In the phyA mutant induction of Pchlide633 and Pchlide655 biosynthesis was observed under constant FR, indicating that phyC may be responsible for this effect.
On the waiting time distribution in a generalizedGI/G/1 queueing system
Authors: Loris-Teghem Jacqueline 
Published: April 2006

The model considered in this paper describes a queueing system in which the station is dismantled at the end of a busy period and re-established on arrival of a new customer, in such a way that the closing-down process consists ofN1phases of random duration and that a customer 𝒞nwho arrives while the station is being closed down must wait a random timeidn(i= 1, ···,N1) if theith phase is going on at the arrival instant. (For each fixed indexi, the random variablesidnare identically distributed.) A customer 𝒞narriving when the closing-down of the station is already accomplished has to wait a random time(N1+ 1)dncorresponding to the set up time of the station. Besides, a customer 𝒞nwho arrives when the station is busy has to wait an additional random time0dn.We thus have (N1+ 2) types of “delay” (additional waiting time). Similarly, we consider (N2+ 2) types of service time and (N3+ 2) probabilities of joining the queue. This may be formulated as a model with (N+ 2) types of triplets (delay, service time, probability of joining the queue). We consider the general case where the random variables defining the model all have an arbitrary distribution.The process {wn}, wherewndenotes the waiting time of customer 𝒞nif he joins the queue at all, is not necessarily Markovian, so that we first study (by algebraic considerations) the transient behaviour of a Markovian process {vn} related to {wn}, and then derive the distribution of the variableswn.
On an inequality of Heyde
Authors: Tomkins R. J. 
Published: April 2006

In [3] Heyde proposed an extended version of the well-known Hájek-Rényi inequality to include random variables without finite moments. The purpose of this note is to point out that the theorem in [3] is in error, and to prove the following theorem in its stead:Theorem. Let X1, X2, ··· be any sequence of random variables, and define be independent random variables, each with mean zero and finite variance, and define Zk = Xk - Yk for k ≧ 1. Let c1, c2, ··· be a non-increasing sequence of positive numbers.
A stochastic process whose successive intervals between events form a first order Markov chain — I
Authors: Lampard D. G. 
Published: April 2006

In this paper we discuss a counter system whose output is a stochastic point process such that the time intervals between pairs of successive events form a first order Markov chain. Such processes may be regarded as next, in order of complexity, in a hierarchy of stochastic point processes, to “renewal” processes, which latter have been studied extensively. The main virtue of the particular system which is studied here is that virtually all its important statistical properties can be obtained in closed form and that it is physically realizable as an electronic device. As such it forms the basis for a laboratory generator whose output may be used for experimental work involving processes of this kind.Such statistical properties as the one and two-dimensional probability densities for the time intervals are considered in both the stationary and nonstationary state and also discussed are corresponding properties of the successive numbers arising in the stores of the counter system. In particular it is shown that the degree of coupling between successive time intervals may be adjusted in practice without altering the one dimensional probability density for the interval lengths. It is pointed out that operation of the counter system may also be regarded as a problem in queueing theory involving one server alternately serving two queues. A generalization of the counter system, whose inputs are normally a pair of statistically independent Poisson processes, to the case where one of the inputs is a renewal process is considered and leads to some interesting functional equations.
Recent results in information theory
Authors: Kotz Samuel 
Published: April 2006

Information theory, in the strict sense, is a rapidly developing branch of probability theory originating from a paper by Claude E. Shannon in theBell System Technical Journalin 1948,in which anew mathematical model ofcommunications systems was proposed and investigated.One of the central innovations of this model was in regarding the prime components of a communications system (the source of messages and the communication channel) as probabilistic entities. Shannon also proposed a quantitative measure of the amount of information based on his notion of entropy and proved the basic theorem of this theory concerning the possi bility of reliable transmission of information over a particular class of noisy channels.
Stationary joint distributions arising in the analysis of theM/G/1 queue by the method of the imbedded markov chain
Authors: Jenkins J. H. 
Published: April 2006

SummaryProbability generating functions are used to relate the joint distribution of the numbers of customers left behind by two successive departing customers to the marginal distribution of the number left behind by each departing customer. A probability generating function is then found for the joint distribution of the numbers of customers arriving in two successive departure intervals using the joint distribution of the numbers of customers left behind by three successive departing customers. The results could be obtained from general Markov chain theory but the method used in this paper is quicker.
The construction of limiting distributions of response probabilities
Authors: Marliss G. S. , McGregor J. R. 
Published: April 2006

As stated elsewhere [9], the two experimenter-controlled events learning model of Bush and Mosteller [1] may be described by a Markov process X0,X1, ···satisfying the following conditions.
(i)Xo has an arbitrary distribution on (0, 1).(ii)If Xn is given, then with probability π1 and with probability π2(ii)
On the busy periods for the M/G/1 queue with finite and with infinite waiting room
Authors: Cohen J. W. 
Published: April 2006

SummaryThe Laplace-Stieltjes transform of the distribution of the busy period for the M/G/1 system with infinite waiting room can be obtained by using an argument from branching theory. In the present paper it is shown that by applying this argument it is rather easy to derive the expression for the joint distribution of the busy period and the maximum number of customers present simultaneously during this busy period for the M/G/1 system with infinite waiting room as well as the expression for the distribution of the busy period for the M/G/1 system with finite waiting room.
Markov population processes
Authors: Kingman J.F.C. 
Published: April 2006

SummaryThe processes of the title have frequently been used to represent situations involving numbers of individuals in different categories or colonies. In such processes the state at any time is represented by the vectorn= (n1,n2, …,nk),where ntis the number of individuals in theith colony, and the random evolution ofnis supposed to be that of a continuous-time Markov chain. The jumps of the chain may be of three types, corresponding to the arrival of a new individual, the departure of an existing one, or the transfer of an individual from one colony to another.
On the work load process in a general preemptive resume priority queue
Authors: Schassberger R. 
Published: April 2006

Consider the following queuing system: A sequence of customers arrive at a service unit in a recurrent stream. A customer is of priority k with probability πk, k = 1, …, n. A class i customer preempts service of class k, k > i. Interrupted service is resumed without loss or gain in service time. Service is FIFO within classes. Service times for class k are drawn from a general distribution function Bk(t).Using the method of phases and a resolution technique from the theory of Markov processes we obtain Laplace transforms of various distributions.
A population birth-and-mutation process, I: explicit distributions for the number of mutants in an old culture of bacteria
Authors: Mandelbrot Benoit 
Published: April 2006

Luria and Delbrück (1943) have observed that, in old cultures of bacteria that have mutated at random, the distribution of the number of mutants is extremely long-tailed. In this note, this distribution will be derived (for the first time) exactly and explicitly. The rates of mutation will be allowed to be either positive or infinitesimal, and the rate of growth for mutants will be allowed to be either equal, greater or smaller than for non-mutants. Under the realistic limit condition of a very low mutation rate, the number of mutants is shown to be a stable-Lévy (sometimes called “Pareto Lévy”) random variable, of maximum skewnessß, whose exponentαis essentially the ratio of the growth rates of non-mutants and of mutants. Thus, the probability of the number of mutants exceeding the very large valuemis proportional tom–α–1(a behavior sometimes referred to as “asymptotically Paretian” or “hyperbolic”). The unequal growth rate casesα≠ 1 are solved for the first time. In theα= 1 case, a result of Lea and Coulson is rederived, interpreted, and generalized. Various paradoxes involving divergent moments that were encountered in earlier approaches are either absent or fully explainable.The mathematical techniques used being standard, they will not be described in detail, so this note will be primarily a collection of results. However, the justification for deriving them lies in their use in biology, and the mathematically unexperienced biologists may be unfamiliar with the tools used. They may wish for more details of calculations, more explanations and Figures. To satisfy their needs, a report available from the author upon request has been prepared. It will be referred to as Part II.
Networks of queues with customers of different types
Authors: Kelly F. P. 
Published: April 2006

The behaviour in equilibrium of networks of queues in which customers may be of different types is studied. The type of a customer is allowed to influence his choice of path through the network and, under certain conditions, his service time distribution at each queue. The model assumed will usually cause each service time distribution to be of a form related to the negative exponential distribution.Theorems 1 and 2 establish the equilibrium distribution for the basic model in the closed and open cases; in the open case the individual queues are independent in equilibrium. In Section 4 similar results are obtained for other models, models which include processes better described as networks of colonies or as networks of stacks. In Section 5 the effect of time reversal upon certain processes is used to obtain further information about the equilibrium behaviour of those processes.
Weak limit for the stationary distribution of the infinite-alleles model
Authors: Avni Haim 
Published: April 2006

The limit behavior of the stationary distribution of the infinite-alleles model is reduced to a single Laplace transform formula. Some known results, such as Ewens' sampling formula, the distribution of the order-statistics and the frequency spectrum density are shown to follow from this relation. All the results are obtained within the framework of the configuration process, without recourse to finite alleles models.In view of some recent results by Kingman (1977), the results apply wherever the Ewens' sampling formula is valid.
Some limit theorems for the general semi-Markov storage model
Authors: Balagopal K. 
Published: April 2006

In this paper we treat the general version of the semi-Markov storage model, introduced first by Senturia and Puri: transitions in the state of the system occur at a discrete sequence of time points, described by a two-state semi-Markov process. An input occurs at an instant of transition to state 1 and a demand for release occurs at an instant of transition to state 2.Assuming general distributions for all the variables involved, we show that the dam contents just after the nth input converges properly in distribution as n →∞ under conditions of stability; likewise that after the nth demand. We also show that the demand lost due to shortage of stock, accumulated over instants of demand as well as over time, obeys a strong law and a central limit theorem.
A uniqueness problem for the envelope of an oscillatory process
Authors: Hasofer A. M. 
Published: April 2006

In a previous paper, the author has described a method for obtaining envelope processes for oscillatory stochastic processes. These are processes which can be represented as the output of a time-varying linear filter whose input is a stationary process.It is shown in this paper that the proposed definition of the envelope process may not be unique, but may depend on the particular representation of the oscillatory process chosen.It is then shown that for a class of oscillatory processes which is of particular interest, the class of transient processes, there is a class of natural representations which all lead to a unique envelope process.
On the age distribution of a Markov chain
Authors: Pakes Anthony G. 
Published: April 2006

This paper develops the notion of the limiting age of an absorbing Markov chain, conditional on the present state. Chains with a single absorbing state {0} are considered and with such a chain can be associated a return chain, obtained by restarting the original chain at a fixed state after each absorption. The limiting age, A(j), is the weak limit of the time given Xn = j (n → ∞).A criterion for the existence of this limit is given and this is shown to be fulfilled in the case of the return chains constructed from the Galton–Watson process and the left-continuous random walk. Limit theorems for A (J) (J → ∞) are given for these examples.
On the classical Bonferroni inequalities and the corresponding Galambos inequalities
Authors: Walker A. M. 
Published: April 2006

Let (A1A2, · ··, An) be a set of n events on a probability space. Let be the sum of the probabilities of all intersections of r events, and Mn the number of events in the set which occur. The classical Bonferroni inequalities provide upper and lower bounds for the probabilities P(Mn = m), and equal to partial sums of series of the form which give the exact probabilities. These inequalities have recently been extended by J. Galambos to give sharper bounds.Here we present straightforward proofs of the Bonferroni inequalities, using indicator functions, and show how they lead naturally to new simple proofs of the Galambos inequalities.
Sequential rank and the Pólya urn
Authors: Robbins Herbert , Whitehead John 
Published: April 2006

A sequence of independent, identically distributed random variables is observed. After a sample ofmhas been collected attention is fixed to a particular observation. In this paper the fluctuations of the rank of this observation, as sampling continues, will be studied.The process can be modelled by a Pólya urn scheme, and new results are obtained which are of interest in both sequential rank and Pólya urn contexts.
Shock processes by aftereffects and multivariate lack of memory
Authors: Ghurye S. G. , Marshall Albert W. 
Published: April 2006

If the survival function satisfies the functional equation
where e = (1, …, 1), and if the marginal distributions are exponential, then is the multivariate exponential distribution of Marshall and Olkin. The functional equation has many solutions if the requirement of exponential marginals is not imposed, but the class of possible marginals is somewhat limited (e.g., marginals must be absolutely continuous). The class of possible solutions of the equation is characterized in this paper, and several examples are obtained from models for dependence that may be of practical interest.
Uniformization for semi-Markov decision processes under stationary policies
Authors: Beutler Frederick J. , Ross Keith W. 
Published: April 2006

Uniformization permits the replacement of a semi-Markov decision process (SMDP) by a Markov chain exhibiting the same average rewards for simple (non-randomized) policies. It is shown that various anomalies may occur, especially for stationary (randomized) policies; uniformization introduces virtual jumps with concomitant action changes not present in the original process. Since these lead to discrepancies in the average rewards for stationary processes, uniformization can be accepted as valid only for simple policies.We generalize uniformization to yield consistent results for stationary policies also. These results are applied to constrained optimization of SMDP, in which stationary (randomized) policies appear naturally. The structure of optimal constrained SMDP policies can then be elucidated by studying the corresponding controlled Markov chains. Moreover, constrained SMDP optimal policy computations can be more easily implemented in discrete time, the generalized uniformization being employed to relate discrete- and continuous-time optimal constrained policies.
The convexity of a general performance measure for multiserver queues
Authors: Harel Arie , Zipkin Paul 
Published: April 2006

This paper examines a general performance measure for queueing systems. This criterion reflects both the mean and the variance of sojourn times; the standard deviation is a special case. The measure plays a key role in certain production models, and it should be useful in a variety of other applications.We focus here on convexity properties of an approximation of the measure for the M/G/c queue. For c ≧ 2 we show that this quantity is convex in the arrival rate. Assuming the service rate acts as a scale factor in the service-time distribution, the measure is convex in the service rate also.
Regression for randomly sampled spatial series: the trigonometric case
Authors: Brillinger David R. 
Published: April 2006

The model Y(t) = s(t | θ) + ε(t) is studied in the case that observations are made at scattered points τ j in a subset of Rp and θ is a finite-dimensional parameter. The particular cases of

0 = (α, β) and (α, β, ω) are considered in detail. Consistency and asymptotic normality results are developed assuming that the spatial series ε(·) and the point process {τ j} are independent, stationary and mixing. The estimates considered are equivalent to least squares asymptotically and are not generally asymptotically efficient.Contributions of the paper include: study of the Rp case, management of irregularly placed observations, allowance for abnormal domains of observation and the discovery that aliasing complications do not arise when the point process {τ j} is mixing. There is a brief discussion of the construction and properties of maximum likelihood estimates for the spatial-temporal case.
Optimal R&D programs in a random environment
Authors: Posner M. J. M. , Zuckerman D. 
Published: April 2006

Our study examines a stochastic R&D model with flexible termination time and without rivalry. Specifically, we assume a stochastic relationship between expenditures rate and the project's status. Furthermore, the termination time of the project is incorporated into the R&D model as a decision variable by allowing the controller to ‘sell' the obtained technology from the project at any point of time. The proposed framework extends the classical approach in the R&D literature.The main purpose of our study is to determine the optimal stopping time of the project and to characterize qualitatively the firm's expenditure strategy. We show that under certain realistic conditions, the optimal stopping strategy is a control limit policy. Furthermore, the research effort increases monotonically over the development time of the project.
Aspects of Lagrangian probability distributions
Authors: Sibuya Masaaki , Miyawaki Norihiko , Sumita Ushio 
Published: April 2006

Lagrangian distributions are reviewed from the viewpoint of the Galton-Watson process. They are related to the busy period in queuing systems and to the first visit in random walks.A property of the distributions is remarked for the application to vacant vehicles in a new transit system. Combinatorial identities of multinomial and binomial coefficients and related recurrences are shown by a probabilistic method. Based on the identities and recurrences, random forests generated by the Poisson and geometric Galton-Watson processes are characterized.
Burgers' equation by non-local shot noise data
Authors: Surgailis Donatas , Woyczynski Wojbor A. 
Published: April 2006

We study the scaling limit of random fields which are solutions of a non-linear partial differential equation, known as the Burgers equation, under stochastic initial conditions. These are assumed to be of a non-local shot noise type and driven by a Cox process. Previous work by Bulinskii and Molchanov (1991), Surgailis and Woyczynski (1993a), and Funaki et al. (1994) concentrated on the case of local shot noise data which permitted use of techniques from the theory of random fields with finite range dependence. Those are not available for the non-local case being considered in this paper.Burgers' equation is known to describe various physical phenomena such as non-linear and shock waves, distribution of self-gravitating matter in the universe, and other flow satisfying conservation laws (see e.g. Woyczynski (1993)).
Meat and Meat Products
Authors: Honikel Karl‐Otto 
Published: April 2006

AbstractThe article contains sections titled:1.Definitions2.History3.Composition of Meat4.Meat Production and Slaughtering5.Fresh Meat Processing6.Processing Techniques6.1.Chilling of Meat6.2.Freezing of Meat6.3.Heating of Meat and Meat Products6.4.Salting and Curing6.5.Use of Additives6.6.Smoking6.7.Drying and Other Means of Preservation7.Types of Meat Products8.Manufacturing of Meat Products8.1.Raw Meat Products8.1.1.Raw Hams8.1.2.Raw Sausages8.2.Cooked Products8.2.1.Emulsion‐Type Sausages8.2.2.Cooked Sausages8.3.Cooked Ham9.Meat Species Identification10.World Meat Production11.Meat Grading