Bounds for the probability distribution function of the linear ACD process

This paper derives both lower and upper bounds for the probability distribution function of stationary ACD(p, q) processes. For the purpose of illustration, I specialize the results to the main parent distributions in duration analysis. Simulations show that the lower bound is much tighter than the upper bound.

Bounds on contact interactions from LEP1 data and high-Q2 HERA events

A contact four-fermion interaction between light quarks and electrons has been evoked as a possible explanation for the excess of events observed by HERA at high-Q2. We explore the 1-loop effects of such interaction in Γ(Z0 → e+e-) measured at LEP and impose strong bounds on the lower limit of the effective scale. Our results are able to discard some of the contact interactions as possible explanation for the HERA events. © 1997 Elsevier Science B.V.

APPROXIMATE CALCULATION OF SUMS I: BOUNDS FOR THE ZEROS OF GRAM POLYNOMIALS

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Berry-Esseen bounds for nonlinear statistics, and asymptotic relative efficiency between correlation statistics

Four papers, written in collaboration with the author’s graduate school advisor, are presented. In the first paper, uniform and non-uniform Berry-Esseen (BE) bounds on the convergence to normality of a general class of nonlinear statistics are provided; novel applications to specific statistics, including the non-central Student’s, Pearson’s, and the non-central Hotelling’s, are also stated. In the second paper, a BE bound on the rate of convergence of the F-statistic used in testing hypotheses from a general linear model is given. The third paper considers the asymptotic relative efficiency (ARE) between the Pearson, Spearman, and Kendall correlation statistics; conditions sufficient to ensure that the Spearman and Kendall statistics are equally (asymptotically) efficient are provided, and several models are considered which illustrate the use of such conditions. Lastly, the fourth paper proves that, in the bivariate normal model, the ARE between any of these correlation statistics possesses certain monotonicity properties; quadratic lower and upper bounds on the ARE are stated as direct applications of such monotonicity patterns.

Bounds for the probability generating functional of a Gibbs point process

We derive explicit lower and upper bounds for the probability generating functional of a stationary locally stable Gibbs point process, which can be applied to summary statistics such as the F function. For pairwise interaction processes we obtain further estimates for the G and K functions, the intensity, and higher-order correlation functions. The proof of the main result is based on Stein's method for Poisson point process approximation.

Bounds on end-to-end performance of networks employing erasure control coding

Erasure control coding has been exploited in communication networks with an aim to improve the end-to-end performance of data delivery across the network. To address the concerns over the strengths and constraints of erasure coding schemes in this application, we examine the performance limits of two erasure control coding strategies, forward erasure recovery and adaptive erasure recovery. Our investigation shows that the throughput of a network using an (n, k) forward erasure control code is capped by r =k/n when the packet loss rate p ≤ (te/n) and by k(l-p)/(n-te) when p > (t e/n), where te is the erasure control capability of the code. It also shows that the lower bound of the residual loss rate of such a network is (np-te)/(n-te) for (te/n) < p ≤ 1. Especially, if the code used is maximum distance separable, the Shannon capacity of the erasure channel, i.e. 1-p, can be achieved and the residual loss rate is lower bounded by (p+r-1)/r, for (1-r) < p ≤ 1. To address the requirements in real-time applications, we also investigate the service completion time of different schemes. It is revealed that the latency of the forward erasure recovery scheme is fractionally higher than that of the scheme without erasure control coding or retransmission mechanisms (using UDP), but much lower than that of the adaptive erasure scheme when the packet loss rate is high. Results on comparisons between the two erasure control schemes exhibit their advantages as well as disadvantages in the role of delivering end-to-end services. To show the impact of the bounds derived on the end-to-end performance of a TCP/IP network, a case study is provided to demonstrate how erasure control coding could be used to maximize the performance of practical systems. © 2010 IEEE.

Keeping Variables within Bounds: Using Information between Observations

This research develops an econometric framework to analyze time series processes with bounds. The framework is general enough that it can incorporate several different kinds of bounding information that constrain continuous-time stochastic processes between discretely-sampled observations. It applies to situations in which the process is known to remain within an interval between observations, by way of either a known constraint or through the observation of extreme realizations of the process. The main statistical technique employs the theory of maximum likelihood estimation. This approach leads to the development of the asymptotic distribution theory for the estimation of the parameters in bounded diffusion models. The results of this analysis present several implications for empirical research. The advantages are realized in the form of efficiency gains, bias reduction and in the flexibility of model specification. A bias arises in the presence of bounding information that is ignored, while it is mitigated within this framework. An efficiency gain arises, in the sense that the statistical methods make use of conditioning information, as revealed by the bounds. Further, the specification of an econometric model can be uncoupled from the restriction to the bounds, leaving the researcher free to model the process near the bound in a way that avoids bias from misspecification. One byproduct of the improvements in model specification is that the more precise model estimation exposes other sources of misspecification. Some processes reveal themselves to be unlikely candidates for a given diffusion model, once the observations are analyzed in combination with the bounding information. A closer inspection of the theoretical foundation behind diffusion models leads to a more general specification of the model. This approach is used to produce a set of algorithms to make the model computationally feasible and more widely applicable. Finally, the modeling framework is applied to a series of interest rates, which, for several years, have been constrained by the lower bound of zero. The estimates from a series of diffusion models suggest a substantial difference in estimation results between models that ignore bounds and the framework that takes bounding information into consideration.

Correcting for bias when estimating the cost of hospital-acquired infection : an analysis of lower respiratory tract infections in non-surgical patients

Hospital acquired infections (HAI) are costly but many are avoidable. Evaluating prevention programmes requires data on their costs and benefits. Estimating the actual costs of HAI (a measure of the cost savings due to prevention) is difficult as HAI changes cost by extending patient length of stay, yet, length of stay is a major risk factor for HAI. This endogeneity bias can confound attempts to measure accurately the cost of HAI. We propose a two-stage instrumental variables estimation strategy that explicitly controls for the endogeneity between risk of HAI and length of stay. We find that a 10% reduction in ex ante risk of HAI results in an expected savings of £693 ($US 984).

Assessing the impact of streetscape on residential property in lower to middle socio-economic areas

A number of factors have been shown to influence residential property prices in various locations. Studies have identified the importance of location in relation to services, transport and proximity to negative factors such as power lines and cell phone towers. Often the socio-economic status of a residential precinct can determine the overall quality and nature of the streetscapes in that area, with higher value suburbs or locations offering a better visual appearance compared to areas where these factors are not present. However, does the same value for a good streetscape apply in lower socio-economic areas or a buyers more motivated by less aesthetic factors such as size of the house, construction materials or land size. This paper analyses specific streets in a lower to middle socio-economic suburb of Christchurch New Zealand to determine if the location of a house in a street with good streetscape appeal has greater value, investment performance and saleability compared to adjoining streets with less aesthetic appeal.

Functional outcome and usage of the prosthesis of lower limb amputees fitted with osseointegrated fixation

This study established that the core principle underlying categorisation of activities have the potential to provide more comprehensive outcomes than the recognition of activities because it takes into consideration activities other than directional locomotion.

Electromyographic activity in lower limb muscles is temporally associated with the slow phase of oxygen uptake during cycling

Although the "slow" phase of pulmonary oxygen uptake (Vo2) appears to represent energetic processes in contracting muscle, electromyographic evidence tends not to support this. The present study assessed normalized integrated electromyographic (NIEMG) activity in eight muscles that act about the hip, knee and ankle during 8 min of moderate (ventilatory threshold) cycling in six male cyclists. (Vo2) was measured breath by breath during four repeated trials at each of the two intensities. Moderate and very heavy exercise followed a 4-min period of light exercise (50 W). During moderate exercise the slow (Vo2) phase was absent and NIEMG in all muscles did not increase after the first minute of exercise. During very heavy exercise, the slow phase emerged (time delay=58 ± 16 s) and increased progressively (time constant=120 ± 35 s) to an amplitude (0.83 ± 0.16 L/min) that was approximately 21% of the total (Vo2) response. This slow (Vo2) phase coincided with a significant increase in NIEMG in most muscles, and differences in NIEMG activities between the two intensities revealed "slow" muscle activation profiles that differed between muscles in terms of the onset, amplitude and shape of these profiles. This supports the hypothesis that the slow (Vo2) phase is a function of these different slow muscle activation profiles.

A point interpolation method with locally smoothed strain field (PIM-LS2) for mechanics problems using triangular mesh

A point interpolation method with locally smoothed strain field (PIM-LS2) is developed for mechanics problems using a triangular background mesh. In the PIM-LS2, the strain within each sub-cell of a nodal domain is assumed to be the average strain over the adjacent sub-cells of the neighboring element sharing the same field node. We prove theoretically that the energy norm of the smoothed strain field in PIM-LS2 is equivalent to that of the compatible strain field, and then prove that the solution of the PIM- LS2 converges to the exact solution of the original strong form. Furthermore, the softening effects of PIM-LS2 to system and the effects of the number of sub-cells that participated in the smoothing operation on the convergence of PIM-LS2 are investigated. Intensive numerical studies verify the convergence, softening effects and bound properties of the PIM-LS2, and show that the very ‘‘tight’’ lower and upper bound solutions can be obtained using PIM-LS2.

On the optimal capacity expansion of electric power systems

The analysis of investment in the electric power has been the subject of intensive research for many years. The efficient generation and distribution of electrical energy is a difficult task involving the operation of a complex network of facilities, often located over very large geographical regions. Electric power utilities have made use of an enormous range of mathematical models. Some models address time spans which last for a fraction of a second, such as those that deal with lightning strikes on transmission lines while at the other end of the scale there are models which address time horizons consisting of ten or twenty years; these usually involve long range planning issues. This thesis addresses the optimal long term capacity expansion of an interconnected power system. The aim of this study has been to derive a new, long term planning model which recognises the regional differences which exist for energy demand and which are present in the construction and operation of power plant and transmission line equipment. Perhaps the most innovative feature of the new model is the direct inclusion of regional energy demand curves in the nonlinear form. This results in a nonlinear capacity expansion model. After review of the relevant literature, the thesis first develops a model for the optimal operation of a power grid. This model directly incorporates regional demand curves. The model is a nonlinear programming problem containing both integer and continuous variables. A solution algorithm is developed which is based upon a resource decomposition scheme that separates the integer variables from the continuous ones. The decompostion of the operating problem leads to an interactive scheme which employs a mixed integer programming problem, known as the master, to generate trial operating configurations. The optimum operating conditions of each trial configuration is found using a smooth nonlinear programming model. The dual vector recovered from this model is subsequently used by the master to generate the next trial configuration. The solution algorithm progresses until lower and upper bounds converge. A range of numerical experiments are conducted and these experiments are included in the discussion. Using the operating model as a basis, a regional capacity expansion model is then developed. It determines the type, location and capacity of additional power plants and transmission lines, which are required to meet predicted electicity demands. A generalised resource decompostion scheme, similar to that used to solve the operating problem, is employed. The solution algorithm is used to solve a range of test problems and the results of these numerical experiments are reported. Finally, the expansion problem is applied to the Queensland electricity grid in Australia.