Decomposing the queue length distribution of processor-sharing models into queue lengths of permanent customer queues
We obtain a decomposition result for the steady state queue length distribution in egalitarian processor-sharing (PS) models. In particular, for multi-class egalitarian PS queues, we show that the marginal queue length distribution for each class equals the queue length distribution of an equivalent single class PS model with a random number of permanent customers. Similarly, the mean sojourn time (conditioned on the initial service requirement) for each class can be obtained by conditioning on the number of permanent customers. The decomposition result implies linear relations between the marginal queue length probabilities, which also hold for other PS models such as the egalitarian PS models with state-dependent system capacity that only depends on the total number of customers in the system. Based on the exact decomposition result for egalitarian PS queues, we propose a similar decomposition for discriminatory processor-sharing (DPS) models, and numerically show that the approximation is accurate for moderate differences in service weights.

title: Insensitive bounds for the moments of the sojourn time distribution in the M/G/1 processor-sharing queue
abstract: This paper studies the M/G/1 processor-sharing (PS) queue, in particular the sojourn time distribution conditioned on the initial job size. Although several expressions for the Laplace-Stieltjes transform (LST) are known, these expressions are not suitable for computational purposes. This paper derives readily applicable insensitive bounds for all moments of the conditional sojourn time distribution. The instantaneous sojourn time, i.e., the sojourn time of an infinitesimally small job, leads to insensitive upper bounds requiring only knowledge of the traffic intensity and the initial job size. Interestingly, the upper bounds involve polynomials with so-called Eulerian numbers as coefficients. In addition, stochastic ordering and moment ordering results for the sojourn time distribution are obtained.

title: A bivariate threshold time series model for analyzing Australian interest rates
abstract: In recent years, research in nonlinear time series analysis has grown rapidly. Substantial empirical evidence of nonlinearities in economic time series fluctuations has been reported in the literature. Nonlinear time series models have the advantage of being able to capture asymmetries, jumps, and time irreversibility which are characteristics of many observed financial and economic time series. As compared to the linear models, the nonlinear time series models provide a much wider spectrum of possible dynamics for the economic time series data. In this paper, we explore the use of nonlinear time series models to analyze Australian interest rates. In particular, we concentrate on the class of bivariate threshold autoregressive (BTAR) models. Monthly Australian interest rates from 1957.1 to 2002.8 are considered. The series under study are 2- and 15-year government bonds, representing short- and long-term series in the term structure of interest rates. A BTAR model is fitted to the observed vector series and the results show that the dynamic structure of the two interest rate series depends heavily on the status (expansion versus contraction) of the economy.

title: A commutative encrypted protocol for the privacy protection of watermarks in digital contents
abstract: Analysis by Forrester research revealed that 18% of global exports will flow online in 2004 and that the volume of e-commerce will surpass $400 billion. Digital rights protection is a major issue in the e-commerce of multimedia contents. Watermarking technology has been proposed as a promising enabling technology for the rights protection of multimedia digital contents. A unique watermark is embedded in each piece of multimedia contents before it is distributed to a customer. When unauthorized copies of a piece of contents are found, the customer who owns the contents can be readily identified by means of the embedded watermark. However, the unauthorized copies may also come from the content provider itself. It is therefore a challenging problem to determine whether an unauthorized copy is distributed by an unethical customer or by an unethical content provider. In this paper, we propose a watermarking protocol to address the problem using cryptographic technologies. Our protocol employs a commutative encryption algorithm to protect the privacy of watermarks. Information is doubly locked by two encryption keys kept separately by a customer and a content provider. In the protocol, a customer only gets a piece of watermarked multimedia contents in a transaction and the content provider has no idea how the watermark is formed. This facilitates the authority to determine the unethical party in case of unauthorized distribution of digital contents. We also discuss a couple of common attacks and show that our protocol can defend successfully against them.

title: Inconsistency detection and resolution for context-aware middleware support
abstract: Context-awareness is a key feature of pervasive computing whose environments keep evolving. The support of context-awareness requires comprehensive management including detection and resolution of context inconsistency, which occurs naturally in pervasive computing. In this paper we present a framework for realizing dynamic context consistency management. The framework supports inconsistency detection based on a semantic matching and inconsistency triggering model, and inconsistency resolution with proactive actions to context sources. We further present an implementation based on the Cabot middleware. The feasibility of the framework and its performance are evaluated through a case study and a simulated experiment, respectively.

title: Alert-Driven Process Integration in a Web Services Environment

title: A model-based authorware for the construction of distributed multimedia systems
abstract: Distributed multimedia systems typically involve a sophisticated user interaction. Further, objects are allocated on physically distributed computing systems, and multimedia data must be transferred across heterogeneous networks in a timely manner. These systems often have complex requirements on a user interaction, quality of service and temporal order among media streams. The design and implementation of these requirements are inherently complex and present an extraordinary design and programming challenge. Generally, these complex requirements cannot be adequately captured using a single model or a design notation. The challenge amounts to (i) identification of multiple, often orthogonal models, each capturing a specific aspect of the requirements, and (ii) provision of an authorware that supports the composition of these models. In this paper, we propose to capture the multimedia requirements in three different models: configuration, user control and presentation, and demonstrate how the composition of these models can be supported by an authorware using the Java and CORBA technologies. The concepts are illustrated using a real-life example based on a virtual city tour application that features distributed controls, collaborative work and multimedia presentations. Various distributed multimedia applications like video phone, video conferencing and distributed presentation have been successfully constructed using the proposed multiple models and authorware. The results are encouraging and the approach can shorten the development of multimedia applications considerably.