Queues with inter- ruption in Random/ Markovian Environment

In many situations probability models are more realistic than deterministic models. Several phenomena occurring in physics are studied as random phenomena changing with time and space. Stochastic processes originated from the needs of physicists.Let X(t) be a random variable where t is a parameter assuming values from the set T. Then the collection of random variables {X(t), t ∈ T} is called a stochastic process. We denote the state of the process at time t by X(t) and the collection of all possible values X(t) can assume, is called state space

Stochastic models for mainland-island metapopulations in static and dynamic landscapes

This paper has three primary aims: to establish an effective means for modelling mainland-island metapopulations inhabiting a dynamic landscape: to investigate the effect of immigration and dynamic changes in habitat on metapopulation patch occupancy dynamics; and to illustrate the implications of our results for decision-making and population management. We first extend the mainland-island metapopulation model of Alonso and McKane [Bull. Math. Biol. 64:913-958,2002] to incorporate a dynamic landscape. It is shown, for both the static and the dynamic landscape models, that a suitably scaled version of the process converges to a unique deterministic model as the size of the system becomes large. We also establish that. under quite general conditions, the density of occupied patches, and the densities of suitable and occupied patches, for the respective models, have approximate normal distributions. Our results not only provide us with estimates for the means and variances that are valid at all stages in the evolution of the population, but also provide a tool for fitting the models to real metapopulations. We discuss the effect of immigration and habitat dynamics on metapopulations, showing that mainland-like patches heavily influence metapopulation persistence, and we argue for adopting measures to increase connectivity between this large patch and the other island-like patches. We illustrate our results with specific reference to examples of populations of butterfly and the grasshopper Bryodema tuberculata.

On Multi- Server Queues With Consultation With Main Server

Queueing Theory is the mathematical study of queues or waiting lines. Queues abound in every day life - in computer networks, in tra c islands, in communication of electro-magnetic signals, in telephone exchange, in bank counters, in super market checkouts, in doctor's clinics, in petrol pumps, in o ces where paper works to be processed and many other places. Originated with the published work of A. K. Erlang in 1909 [16] on congestion in telephone tra c, Queueing Theory has grown tremendously in a century. Its wide range applications includes Operations Research, Computer Science, Telecommunications, Tra c Engineering, Reliability Theory, etc.

On Queueinginventory Models – product form solution; reservation, Cancellation and common life time

Queueing theory is the mathematical study of ‘queue’ or ‘waiting lines’ where an item from inventory is provided to the customer on completion of service. A typical queueing system consists of a queue and a server. Customers arrive in the system from outside and join the queue in a certain way. The server picks up customers and serves them according to certain service discipline. Customers leave the system immediately after their service is completed. For queueing systems, queue length, waiting time and busy period are of primary interest to applications. The theory permits the derivation and calculation of several performance measures including the average waiting time in the queue or the system, mean queue length, traffic intensity, the expected number waiting or receiving service, mean busy period, distribution of queue length, and the probability of encountering the system in certain states, such as empty, full, having an available server or having to wait a certain time to be served.

Simplified method for including spatial correlations in mean-field approximations

Biological systems involving proliferation, migration and death are observed across all scales. For example, they govern cellular processes such as wound-healing, as well as the population dynamics of groups of organisms. In this paper, we provide a simplified method for correcting mean-field approximations of volume-excluding birth-death-movement processes on a regular lattice. An initially uniform distribution of agents on the lattice may give rise to spatial heterogeneity, depending on the relative rates of proliferation, migration and death. Many frameworks chosen to model these systems neglect spatial correlations, which can lead to inaccurate predictions of their behaviour. For example, the logistic model is frequently chosen, which is the mean-field approximation in this case. This mean-field description can be corrected by including a system of ordinary differential equations for pair-wise correlations between lattice site occupancies at various lattice distances. In this work we discuss difficulties with this method and provide a simplication, in the form of a partial differential equation description for the evolution of pair-wise spatial correlations over time. We test our simplified model against the more complex corrected mean-field model, finding excellent agreement. We show how our model successfully predicts system behaviour in regions where the mean-field approximation shows large discrepancies. Additionally, we investigate regions of parameter space where migration is reduced relative to proliferation, which has not been examined in detail before, and our method is successful at correcting the deviations observed in the mean-field model in these parameter regimes.

Incorporating spatial correlations into multispecies mean-field models

In biology, we frequently observe different species existing within the same environment. For example, there are many cell types in a tumour, or different animal species may occupy a given habitat. In modelling interactions between such species, we often make use of the mean field approximation, whereby spatial correlations between the locations of individuals are neglected. Whilst this approximation holds in certain situations, this is not always the case, and care must be taken to ensure the mean field approximation is only used in appropriate settings. In circumstances where the mean field approximation is unsuitable we need to include information on the spatial distributions of individuals, which is not a simple task. In this paper we provide a method that overcomes many of the failures of the mean field approximation for an on-lattice volume-excluding birth-death-movement process with multiple species. We explicitly take into account spatial information on the distribution of individuals by including partial differential equation descriptions of lattice site occupancy correlations. We demonstrate how to derive these equations for the multi-species case, and show results specific to a two-species problem. We compare averaged discrete results to both the mean field approximation and our improved method which incorporates spatial correlations. We note that the mean field approximation fails dramatically in some cases, predicting very different behaviour from that seen upon averaging multiple realisations of the discrete system. In contrast, our improved method provides excellent agreement with the averaged discrete behaviour in all cases, thus providing a more reliable modelling framework. Furthermore, our method is tractable as the resulting partial differential equations can be solved efficiently using standard numerical techniques.

Evolving Random Geometric Graph Models for Mobile Wireless Networks

We consider evolving exponential RGGs in one dimension and characterize the time dependent behavior of some of their topological properties. We consider two evolution models and study one of them detail while providing a summary of the results for the other. In the first model, the inter-nodal gaps evolve according to an exponential AR(1) process that makes the stationary distribution of the node locations exponential. For this model we obtain the one-step conditional connectivity probabilities and extend it to the k-step case. Finite and asymptotic analysis are given. We then obtain the k-step connectivity probability conditioned on the network being disconnected. We also derive the pmf of the first passage time for a connected network to become disconnected. We then describe a random birth-death model where at each instant, the node locations evolve according to an AR(1) process. In addition, a random node is allowed to die while giving birth to a node at another location. We derive properties similar to those above.

Bayesian inference for multidimensional NMR image reconstruction

Reconstruction of an image from a set of projections has been adapted to generate multidimensional nuclear magnetic resonance (NMR) spectra, which have discrete features that are relatively sparsely distributed in space. For this reason, a reliable reconstruction can be made from a small number of projections. This new concept is called Projection Reconstruction NMR (PR-NMR). In this paper, multidimensional NMR spectra are reconstructed by Reversible Jump Markov Chain Monte Carlo (RJMCMC). This statistical method generates samples under the assumption that each peak consists of a small number of parameters: position of peak centres, peak amplitude, and peak width. In order to find the number of peaks and shape, RJMCMC has several moves: birth, death, merge, split, and invariant updating. The reconstruction schemes are tested on a set of six projections derived from the three-dimensional 700 MHz HNCO spectrum of a protein HasA.

Cesarean section and rate of subsequent stillbirth, miscarriage and ectopic pregnancy: a Danish register-based cohort study

Background: With cesarean section rates increasing worldwide, clarity regarding negative effects is essential. This study aimed to investigate the rate of subsequent stillbirth, miscarriage, and ectopic pregnancy following primary cesarean section, controlling for confounding by indication. Methods and Findings: We performed a population-based cohort study using Danish national registry data linking various registers. The cohort included primiparous women with a live birth between January 1, 1982, and December 31, 2010 (n = 832,996), with follow-up until the next event (stillbirth, miscarriage, or ectopic pregnancy) or censoring by live birth, death, emigration, or study end. Cox regression models for all types of cesarean sections, sub-group analyses by type of cesarean, and competing risks analyses for the causes of stillbirth were performed. An increased rate of stillbirth (hazard ratio [HR] 1.14, 95% CI 1.01, 1.28) was found in women with primary cesarean section compared to spontaneous vaginal delivery, giving a theoretical absolute risk increase (ARI) of 0.03% for stillbirth, and a number needed to harm (NNH) of 3,333 women. Analyses by type of cesarean section showed similarly increased rates for emergency (HR 1.15, 95% CI 1.01, 1.31) and elective cesarean (HR 1.11, 95% CI 0.91, 1.35), although not statistically significant in the latter case. An increased rate of ectopic pregnancy was found among women with primary cesarean overall (HR 1.09, 95% CI 1.04, 1.15) and by type (emergency cesarean, HR 1.09, 95% CI 1.03, 1.15, and elective cesarean, HR 1.12, 95% CI 1.03, 1.21), yielding an ARI of 0.1% and a NNH of 1,000 women for ectopic pregnancy. No increased rate of miscarriage was found among women with primary cesarean, with maternally requested cesarean section associated with a decreased rate of miscarriage (HR 0.72, 95% CI 0.60, 0.85). Limitations include incomplete data on maternal body mass index, maternal smoking, fertility treatment, causes of stillbirth, and maternally requested cesarean section, as well as lack of data on antepartum/intrapartum stillbirth and gestational age for stillbirth and miscarriage. Conclusions: This study found that cesarean section is associated with a small increased rate of subsequent stillbirth and ectopic pregnancy. Underlying medical conditions, however, and confounding by indication for the primary cesarean delivery account for at least part of this increased rate. These findings will assist women and health-care providers to reach more informed decisions regarding mode of delivery.

Uniqueness criteria for continuous-time Markov chains with general transition structures

We derive necessary and sufficient conditions for the existence of bounded or summable solutions to systems of linear equations associated with Markov chains. This substantially extends a famous result of G. E. H. Reuter, which provides a convenient means of checking various uniqueness criteria for birth-death processes. Our result allows chains with much more general transition structures to be accommodated. One application is to give a new proof of an important result of M. F. Chen concerning upwardly skip-free processes. We then use our generalization of Reuter's lemma to prove new results for downwardly skip-free chains, such as the Markov branching process and several of its many generalizations. This permits us to establish uniqueness criteria for several models, including the general birth, death, and catastrophe process, extended branching processes, and asymptotic birth-death processes, the latter being neither upwardly skip-free nor downwardly skip-free.

Probabilistic Models to Describe the Dynamics of Migrating Microbial Communities

In all but the most sterile environments bacteria will reside in fluid being transported through conduits and some of these will attach and grow as biofilms on the conduit walls. The concentration and diversity of bacteria in the fluid at the point of delivery will be a mix of those when it entered the conduit and those that have become entrained into the flow due to seeding from biofilms. Examples include fluids through conduits such as drinking water pipe networks, endotracheal tubes, catheters and ventilation systems. Here we present two probabilistic models to describe changes in the composition of bulk fluid microbial communities as they are transported through a conduit whilst exposed to biofilm communities. The first (discrete) model simulates absolute numbers of individual cells, whereas the other (continuous) model simulates the relative abundance of taxa in the bulk fluid. The discrete model is founded on a birth-death process whereby the community changes one individual at a time and the numbers of cells in the system can vary. The continuous model is a stochastic differential equation derived from the discrete model and can also accommodate changes in the carrying capacity of the bulk fluid. These models provide a novel Lagrangian framework to investigate and predict the dynamics of migrating microbial communities. In this paper we compare the two models, discuss their merits, possible applications and present simulation results in the context of drinking water distribution systems. Our results provide novel insight into the effects of stochastic dynamics on the composition of non-stationary microbial communities that are exposed to biofilms and provides a new avenue for modelling microbial dynamics in systems where fluids are being transported.

Clippings - Births, Deaths, Marriage

Clipping of the obituary of Mrs. Mary Lanman Douw Ferris, widow of Morris Patterson Ferris, n.d. Clipping of the obituary of Alfred Sanderson Woodruff, March 20, 1926. Clipping describing the wedding of Margaret Julia Woodruff and Captain Percy Carruthers Band, n.d. Clipping of a birth announcement of a daughter to Mr. and Mrs. P.C. Band, 1924. Clipping of a birth announcement of a son to Mr. and Mrs. Percy C. Band, Sept. 11, 1927.

Algorithmes pour la réconciliation d’un arbre de gènes avec un arbre d’espèces

Une réconciliation entre un arbre de gènes et un arbre d’espèces décrit une histoire d’évolution des gènes homologues en termes de duplications et pertes de gènes. Pour inférer une réconciliation pour un arbre de gènes et un arbre d’espèces, la parcimonie est généralement utilisée selon le nombre de duplications et/ou de pertes. Les modèles de réconciliation sont basés sur des critères probabilistes ou combinatoires. Le premier article définit un modèle combinatoire simple et général où les duplications et les pertes sont clairement identifiées et la réconciliation parcimonieuse n’est pas la seule considérée. Une architecture de toutes les réconciliations est définie et des algorithmes efficaces (soit de dénombrement, de génération aléatoire et d’exploration) sont développés pour étudier les propriétés combinatoires de l’espace de toutes les réconciliations ou seulement les plus parcimonieuses. Basée sur le processus classique nommé naissance-et-mort, un algorithme qui calcule la vraisemblance d’une réconciliation a récemment été proposé. Le deuxième article utilise cet algorithme avec les outils combinatoires décrits ci-haut pour calculer efficacement (soit approximativement ou exactement) les probabilités postérieures des réconciliations localisées dans le sous-espace considéré. Basé sur des taux réalistes (selon un modèle probabiliste) de duplication et de perte et sur des données réelles/simulées de familles de champignons, nos résultats suggèrent que la masse probabiliste de toute l’espace des réconciliations est principalement localisée autour des réconciliations parcimonieuses. Dans un contexte d’approximation de la probabilité d’une réconciliation, notre approche est une alternative intéressante face aux méthodes MCMC et peut être meilleure qu’une approche sophistiquée, efficace et exacte pour calculer la probabilité d’une réconciliation donnée. Le problème nommé Gene Tree Parsimony (GTP) est d’inférer un arbre d’espèces qui minimise le nombre de duplications et/ou de pertes pour un ensemble d’arbres de gènes. Basé sur une approche qui explore tout l’espace des arbres d’espèces pour les génomes considérés et un calcul efficace des coûts de réconciliation, le troisième article décrit un algorithme de Branch-and-Bound pour résoudre de façon exacte le problème GTP. Lorsque le nombre de taxa est trop grand, notre algorithme peut facilement considérer des relations prédéfinies entre ensembles de taxa. Nous avons testé notre algorithme sur des familles de gènes de 29 eucaryotes.

Complexe de Morse et bifurcations

Soit une famille de couples (ft,Xt)t∈J , où J est un intervalle, ft est une fonction lisse à valeurs réelles définie sur une variété lisse et compacte V , et Xt est un pseudo-gradient associé à la fonction ft. L’objet de ce mémoire est l’étude des bifurcations subies par les complexes de Morse associés à ces couples. Deux approches sont utilisées : l’étude directe des bifurcations et l’approche par homotopie. On montre que finalement ces deux approches permettent d’obtenir les mêmes résultats d’un point de vue fonctoriel.

Exercise sheet 1 pdf

Exercises and solutions in PDF