bluuebunny/crossref_metadata_2025_split huggingface dataset:
Stability of Markovian processes I: criteria for discrete-time Chains
Authors: Meyn Sean P. , Tweedie R. L. 
Published: April 2006

In this paper we connect various topological and probabilistic forms of stability for discrete-time Markov chains. These include tightness on the one hand and Harris recurrence and ergodicity on the other. We show that these concepts of stability are largely equivalent for a major class of chains (chains with continuous components), or if the state space has a sufficiently rich class of appropriate sets (‘petite sets').We use a discrete formulation of Dynkin's formula to establish unified criteria for these stability concepts, through bounding of moments of first entrance times to petite sets. This gives a generalization of Lyapunov–Foster criteria for the various stability conditions to hold. Under these criteria, ergodic theorems are shown to be valid even in the non-irreducible case. These results allow a more general test function approach for determining rates of convergence of the underlying distributions of a Markov chain, and provide strong mixing results and new versions of the central limit theorem and the law of the iterated logarithm.
On some examples of quadratic functionals of Brownian motion
Authors: Donati-Martin C. , Yor M. 
Published: April 2006

During the last few years, several variants of P. Lévy's formula for the stochastic area of complex Brownian motion have been obtained. These are of interest in various domains of applied probability, particularly in relation to polymer studies. The method used by most authors is the diagonalization procedure of Paul Lévy.Here we derive one such variant of Lévy's formula, due to Chan, Dean, Jansons and Rogers, via a change of probability method, which reduces the computation of Laplace transforms of Brownian quadratic functionals to the computations of the means and variances of some adequate Gaussian variables.We then show that with the help of linear algebra and invariance properties of the distribution of Brownian motion, we are able to derive simply three other variants of Lévy's formula.
On the stability condition of a precedence-based queueing discipline
Authors: Baccelli François , Liu Zhen 
Published: April 2006

The queueing model known asprecedence-based queueing discipline, proposed in [8] by Tsitsiklis et al. is addressed. In this queueing model, there are infinitely many servers and for any pair of customersiandjsuch thatiarrived later thanj,there is a fixed probabilitypthatiwill have to wait for the end of the execution ofjbefore starting its execution. In the case where the customer service times are deterministic and the arrival process is Poisson, these authors have derived the stability condition which determines the maximum arrival rate that keeps the system stable. For more general statistics, they conjectured that the stability condition would possibly depend on the complete service time distribution functions but only on the first moment of the inter-arrival times.In this paper, we consider this queueing model and relax the restrictive statistical assumptions mentioned above by only assuming that the service times and the inter-arrival times are stationary and ergodic sequences, so that these variables can receive general distribution functions and be correlated.We derive a general expression for the stability condition which in turn proves the above conjectures. The results are obtained by establishing pathwise evolution equations for these queueing systems, and then a schema which, in certain sense, generalizes the schema of Loynes for theG/G/1 queues.
Empirical clustering of bursts of openings in markov and semi-markov models of single channel gating incorporating time interval omission
Authors: Ball Frank 
Published: April 2006

The gating mechanism of a single ion channel is usually modelled by a continuous-time Markov chain with a finite state space, partitioned into two classes termed ‘open’ and ‘closed’. It is possible to observe only which class the process is in. A burst of channel openings is defined to be a succession of open sojourns separated by closed sojourns all having duration less than t0. Let N(t) be the number of bursts commencing in (0, t]. Then

are measures of the degree of temporal clustering of bursts. We develop two methods for determining the above measures. The first method uses an embedded Markov renewal process and remains valid when the underlying channel process is semi-Markov and/or brief sojourns in either the open or closed classes of state are undetected. The second method uses a ‘backward’ differential-difference equation.The observed channel process when brief sojourns are undetected can be modelled by an embedded Markov renewal process, whose kernel is shown, by exploiting connections with bursts when all sojourns are detected, to satisfy a differential-difference equation. This permits a unified derivation of both exact and approximate expressions for the kernel, and leads to a thorough asymptotic analysis of the kernel as the length of undetected sojourns tends to zero.
Queueing in space
Authors: Altman Eitan , Levy Hanoch 
Published: April 2006

We consider a problem in which a single server must serve a stream of customers whose arrivals are distributed over a finite-size convex space. Under the assumption that the server has full information on the customer location, obvious service policies are the FCFS and the greedy (serve-the-closest-customer) approaches. These algorithms are, however, either inefficient (FCFS) or ‘unfair' (greedy).We propose and study two alternative algorithms, the gated-greedy policy and the gated-scan policy, which are more ‘fair' than the pure greedy method. We show that the stability conditions of the gated-greedy are p < 1 (where p is the expected rate at which work arrives at the system), implying that the method is at least as efficient (in terms of system stability) as any other discipline, in particular the greedy one. For the gated-scan policy we show that for any p < 1 one can design a stable gated-scan policy; however, for any fixed gated-scan policy there exists p < 1 for which the policy is unstable. We evaluate the performance of the gated-scan policy, and present bounds for the performance of the gated-greedy policy.These results are derived for systems in which the arrivals occur on a two-dimensional space (a square) but they are not limited to this configuration; rather they hold for more complex N-dimensional spaces, in particular for serving customers in (three-dimensional) convex space and serving customers on a line.
A Geometric Product-Form Distribution for a Queueing Network by Non-Standard Batch Arrivals and Batch Transfers
Authors: Miyazawa Masakiyo , Taylor Peter G. 
Published: April 2006

We introduce a batch service discipline, calledassemble-transfer batch service,for continuous-time open queueing networks with batch movements. Under this service discipline a requested number of customers is simultaneously served at a node, and transferred to another node as, possibly, a batch of different size, if there are sufficient customers there; the node is emptied otherwise. We assume a Markovian setting for the arrival process, service times and routing, where batch sizes are generally distributed.Under the assumption that extra batches arrive while nodes are empty, and under a stability condition, it is shown that the stationary distribution of the queue length has a geometric product form over the nodes if and only if certain conditions are satisfied for the extra arrivals. This gives a new class of queueing networks which have tractable stationary distributions, and simultaneously shows that the product form provides a stochastic upper bound for the stationary distribution of the corresponding queueing network without the extra arrivals.
On the two sided barrier problem
Authors: Shinozuka Masanobu 
Published: April 2006

Upper and lower bounds are given for the probability that a separable random processX(t) will take values outside the interval (—λ1,λ2) for 0 ≦t≦T, whereλ1andλ2are positive constants.The random process needs to be neither stationary, Gaussian nor purely random (white noise).In engineering applications,X(t) is usually a random process decaying with time at least in the long run such as the structural response to the acceleration of ground motion due to earthquake.Numerical examples show that the present method estimates the probability between the upper and lower bounds which are sufficiently close to be useful when the random processes decay with time.
Linear programming and continuous markovian decision problems
Authors: Mine Hisashi , Tabata Yoshio 
Published: April 2006

SummaryThis paper is concerned with a continuous time parameter Markovian sequential decision process, and presents a method which transforms a given continuous parameter problem into a discrete one. It is proved that the optimal stationary policy for the resulting discrete time parameter Markovian decision process is also the optimal stationary policy for the original continuous one, and vice versa. The resulting discrete parameter problem may be more easily solved than the continuous one by applying the linear programming method. A simple numerical example is presented.
A semi-markov model for clinical trials
Authors: Weiss George H. , Zelen Marvin 
Published: April 2006

This paper applies the theory of semi-Markov processes to the construction of a stochastic model for interpreting data obtained from clinical trials. The model characterizes the patient as being in one of a finite number of states at any given time with an arbitrary probability distribution to describe the length of stay in a state. Transitions between states are assumed to be chosen according to a stationary finite Markov chain.Other attempts have been made to develop stochastic models of clinical trials. However, these have all been essentially Markovian with constant transition probabilities which implies that the distribution of time spent during a visit to a state is exponential (or geometric for discrete Markov chains). Markov models need also to assume that the transitions in the state of a patient depend only on absolute time whereas the semi-Markov model assumes that transitions depend on time relative to a patient. Thus the models are applicable to degenerative diseases (cancer, acute leukemia), while Markov models with time dependent transition probabilities are applicable to colds and epidemic diseases. In this paper the Laplace transforms are obtained for (i) probability of being in a state at timet, (ii) probability distribution to reach absorption state and (iii) the probability distribution of the first passage times to go from initial states to transient or absorbing states, transient to transient, and transient to absorbing. The model is applied to a clinical study of acute leukemia in which patients have been treated with methotrexate and 6-mercaptopurine. The agreement between the data and the model is very good.
Bounds for Certain Branching Processes
Authors: Pollak Edward 
Published: April 2006

SummaryWe consider a branching process for which the offspring distribution has the generating function f(t) and mean f'(1) = m < 1. The probability that a line descended from an individual still survives in generation n is asymptotically of the form cmn. A method is derived whereby good bounds for c may be obtained. This method makes use of the first three moments of the distribution of offspring.
Stochastic asymptotic exponential stability of stochastic integral equations
Authors: Tsokos Chris P. , Hamdan M. A. 
Published: April 2006

The object of this paper is to study the stochastic asymptotic exponential stability of a stochastic integral equation of the form
A random solution of the stochastic integral equation is considered to be a second order stochastic process satisfying the equation almost surely. The random solution, y(t, ω) is said to be. stochastically asymptotically exponentially stable if there exist some β > 0 and a γ > 0 such that for t∈ R+.The results of the paper extend the results of Tsokos' generalization of the classical stability theorem of Poincaré-Lyapunov.
On the expected range and expected adjusted range of partial sums of exchangeable random variables
Authors: Boes D. C. , Cruz J.D. Salas-La 
Published: April 2006

Studies of storage capacity of reservoirs, under the assumption of infinite storage, lead to the problem of finding the distribution of the range or adjusted range of partial sums of random variables.In this paper, formulas for the expected values of the range and adjusted range of partial sums of exchangeable random variables are presented. Such formulas are based on an elegant result given in Spitzer (1956). Some consequences of the aforementioned formulas are discussed.
Generalized adaptive exponential smoothing procedures
Authors: Herkenrath Ulrich 
Published: April 2006

The classical exponential smoothing procedure to be applied to a sequence of observations is modified into some adaptive variants and also generalized to the recursive schemeThis means that given the history of observations and smoothed values up to time n, the updated smoothed value Wn +1 is given by a function u of Wn and Xn, which satisfies only certain structural properties. We study these procedures within the framework of random systems with complete connections and exploit results from Markov process theory to study the sequence . A broad class of ‘smoothing functions' u, which induce sequences with nice statistical properties, is presented. A method to estimate the limit of the expected smoothed values is also developed.,
Synthesis of Methylenebis(phosphonate) Analogs of Dinucleotide Pyrophosphates
Authors: Pankiewicz Krzysztof W. , Gao Guangyao , Patterson Steven E. 
Published: April 2006

AbstractA facile method is described for preparation of nonsymmetrical P1,P2‐methylenebis(phosphonate) diesters based on the 31P‐NMR‐controlled reaction of methylenebis(phosphonate) monoesters with diisopropylcarbodiimide, resulting in the formation of the intermediate P1,P4‐disubstituted bicyclic trisanhydride. This intermediate, after treatment with an another nucleoside, carbohydrate, or alcohol followed by hydrolysis, is converted into the corresponding methylenebis(phosphonate) diester. An analog of a natural dinucleotide pyrophosphate can be obtained when a nucleoside 5′‐methylenebis(phosphonate) is coupled with another nucleoside. This method is suitable for preparation of metabolically stable (resistant to phosphodiesterase cleavage) analogs of NAD, FAD, and related natural pyrophosphates. The resulting compounds are useful for mechanistic studies of enzymes that use the natural pyrophosphates as cofactors or substrates, and in development of inhibitors that have potential applications as therapeutic agents.
Cover Picture: Fast and Reversible Surface Redox Reaction in Nanocrystalline Vanadium Nitride Supercapacitors (Adv. Mater. 9/2006)
Authors: Choi D. , Blomgren G. E. , Kumta P. N. 
Published: April 2006

AbstractThe cover shows a high magnification transmission electron microscopy image of VN nanoparticles that exhibit enhanced supercapacitor response. The high capacitance is due to V undergoing a series of highly reversible redox reactions. These involve a transition between II–IV oxidation states via hydroxyl bonding confined to a few atomic layers of vanadium oxides formed on the surface of the underlying nitride, as discussed by Kumta and co‐workers on p. 1178.
Electronegative low‐density lipoprotein subfraction from type 2 diabetic subjects is proatherogenic and unrelated to glycemic control
Authors: Benítez Sónia , Pérez Antonio , Sánchez‐Quesada José Luis , Wagner Ana María , Rigla Mercedes , Arcelus Rosa , Jorba Óscar , Ordóñez‐Llanos Jordi 
Published: April 2006

AbstractBackgroundThe physicochemical and biological characteristics of electronegative low‐density lipoprotein (LDL) (LDL(−)) from type 2 diabetic patients (DM2), before and after insulin therapy, were studied.MethodsTotal LDL was subfractionated in LDL(+) (native LDL) and LDL(−) by anion‐exchange chromatography.ResultsThe proportion of LDL(−) was increased in plasma from DM2 patients compared to control subjects (13.8 ± 4.6% versus 6.1 ± 2.5, P < 0.05) and was not modified after glycemic optimization (14.0 ± 5.9%). LDL(−) from DM2 patients presented similar differential characteristics versus LDL(+) than LDL(−) from controls; that is, decreased apoB and oxidizability, and increased triglyceride, nonesterified fatty acids (NEFA), apoE, apoC‐III, platelet‐activating factor (PAF) acetylhydrolase activity and aggregability. No difference in particle size, antioxidants, malondialdehyde (MDA), fructosamine or glycated low‐density lipoprotein (gLDL) was observed between LDL subfractions. Concerning differences between LDL subfractions isolated from DM2 and from control subjects, the former showed increased MDA, fructosamine and gLDL proportion and decreased LDL size and antioxidant content. The only effect of glycemic optimization was a decrease in fructosamine and gLDL in LDL(+) from DM2 subjects. LDL(−) from DM2 patients presented low binding affinity to the low‐density lipoprotein receptor (LDLr) in cultured fibroblasts compared to LDL(+) and two‐ to threefold increased ability to release interleukin‐8 (IL‐8) and monocyte chemotactic protein 1 (MCP‐1) in endothelial cells.ConclusionThese results suggest that, although nonenzymatic glycosylation and oxidation are increased in type 2 diabetes, these features would not be directly involved in the generation of LDL(−). Moreover, LDL(−) properties suggest that the high proportion observed in plasma could promote accelerated atherosclerosis in DM2 patients through increased residence time in plasma and induction of inflammatory responses in artery wall cells. Copyright © 2006 John Wiley & Sons, Ltd.
Quantifying hydrological budgets and pathways in a small upland catchment using a combined modelling and tracer approach
Authors: Dunn S. M. , Vinogradoff S. I. , Thornton G. J. P. , Bacon J. R. , Graham M. C. , Farmer J. G. 
Published: April 2006

AbstractHydrological budgets and flow pathways have been quantified for a small upland catchment (1.76 km2) in the northeast of Scotland. Water balance calculations for four subcatchments identified spatial variability within the catchment, with an estimated runoff enhancement of up to 25% for the upper western area, compared with the rest of the catchment. Data from spatial hydrochemical sampling, over a range of flow conditions, were used to identify the principal hillslope runoff mechanisms within the catchment. A hydrochemical mixing analysis revealed that runoff emerging from springs in various locations of the hillslope accounted for a significant proportion of flow in the streams, even during storm events. A hydrological model of the catchment was calibrated using the calculated stream flows for four locations, together with results from the mixing analysis for different time points. The calibrated model was used to predict the temporal variability in contributions to stream flow from the hillslope springs and soil water flows. The overall split ranged from 57%:43% spring water:soil water in the upper eastern subcatchment, to 76%:24% in the upper western subcatchment. Copyright © 2006 John Wiley & Sons, Ltd.
Porous silk fibroin 3‐D scaffolds for delivery of bone morphogenetic protein‐2 in vitro and in vivo
Authors: Karageorgiou Vassilis , Tomkins Michael , Fajardo Robert , Meinel Lorenz , Snyder Brian , Wade Katherine , Chen Jake , Vunjak‐Novakovic Gordana , Kaplan David L. 
Published: April 2006

AbstractBone morphogenetic protein‐2 (BMP‐2) plays a key role in osteogenesis. Biomaterials used for the sustained delivery of BMP‐2 in vivo have shown therapeutic benefits. In the present study, BMP‐2 was loaded in porous silk fibroin scaffolds derived from silkworm cocoons (2.4 ± 0.14 μg per scaffold). The release profile of BMP‐2 under dynamic culture conditions (spinner flasks) showed that after 1 week in culture 25% of the initial BMP‐2 was retained adsorbed to the scaffold; up to 4 weeks no additional BMP‐2 was released. BMP‐2 induced human bone marrow stromal cells (hMSCs) to undergo osteogenic differentiation when the seeded scaffolds were cultured in medium supplemented with osteogenic stimulants for 4 weeks, based on elevated alkaline phosphatase activity, calcium deposition, and transcript levels for bone sialoprotein, osteopontin, osteocalcin, BMP‐2, and cbfa‐1. Micro‐computed tomography revealed densely deposited mineral at the center of the scaffolds. In contrast, hMSCs cultured in control scaffolds (no BMP‐2) exhibited limited osteogenesis. When implanted in critical sized cranial defects in mice, scaffolds loaded with BMP‐2 and seeded with hMSCs resulted in significant bone ingrowth. These results were qualitatively similar to scaffolds loaded with BMP‐2 but no hMSCs or with BMP‐2 and hMSCs but not pregrown into bone‐like tissue. Bone‐related outcomes were improved when compared with the scaffold controls implanted without BMP‐2. These studies illustrate the potential use of slow degrading silk fibroin 3‐D scaffolds loaded with BMP‐2, in combination with hMSCs, in osteogenesis studies in vitro and in vivo, and provide a new range of material properties for these applications. © 2006 Wiley Periodicals, Inc. J Biomed Mater Res, 2006
Effect of changes of pH on the anaerobic/aerobic transformations of biological phosphorus removal in wastewater fed with a mixture of propionic and acetic acids
Authors: Chen Yinguang , Gu Guowei 
Published: April 2006

AbstractMost studies on the transformation of enhanced biological phosphorus removal have used acetic acid as the carbon source and focused on the anaerobic phase. In this paper the anaerobic and aerobic transformations of phosphorus removal microorganisms at various pH values were investigated with wastewater containing 3.14 mM C propionic acid and 1.56 mM C acetic acid. It was observed that the influence of acidic pH on the concentrations of mixed‐liquor suspended solids and biomass was stronger than that of basic pH, and the maximal cell growth appeared at pH 7.6. The observed uptake rate of propionic acid was much faster than that of acetic acid at all pH values investigated, and both were affected by pH. The anaerobic transformations of polyhydroxyalkanoates and glycogen linearly decreased with increasing pH from 6.6 to 8.6, and a greater glycogen transformation correlated to greater polyhydroxyalkanoate transformation in both anaerobic and aerobic stages. Further studies revealed that at pH 6.6 and 8.6 the overall phosphorus release and uptake was low and there was no net phosphorus removal, although the initial phosphorus release was high. However, when the pH was controlled at pH 7.1 and 7.6, a phosphorus removal efficiency of 97.03% and 96.43% was achieved, respectively, which was greater than that of 87.46% at uncontrolled pH. Copyright © 2006 Society of Chemical Industry
Fermentation characteristics of a low‐oxygen inducible hmp promoter system in Bacillus subtilis LAB1886
Authors: Han Mu Ri , Shang Long‐An , Chang Ho Nam , Han Se Jong , Kim Yun Chul , Lee Jong Won 
Published: April 2006

AbstractIn an attempt to find a low‐cost promoter system which could be used for producing recombinant proteins, a low oxygen inducible hmp promoter system in Bacillus subtilis (LAB1886) was characterized by studying the effects of cell density (OD600), glucose concentration, pH, dissolved oxygen (DO) level, nitrate and nitrite concentration on cell growth and β‐galactosidase expression. The optimal cultivation strategy was found to be to grow the cells in the presence of nitrate to OD600 = 0.2 at a high DO level (80%), and then to induce the hmp promoter by lowering the DO level to 1–2%. As a result, the specific β‐galactosidase activity increased continuously to the maximal value of 1750 Miller Units. Nitrite, as the apparent inducer of the hmp promoter, was produced from nitrate reduction, and had profound effects on cell growth and β‐galactosidase expression. Copyright © 2006 Society of Chemical Industry