Analysis of Some Stochastic Inventory Models with Pooling Retrial of Customers

The thesis deals with analysis of some Stochastic Inventory Models with Pooling/Retrial of Customers.. In the first model we analyze an (s,S) production Inventory system with retrial of customers. Arrival of customers from outside the system form a Poisson process. The inter production times are exponentially distributed with parameter µ. When inventory level reaches zero further arriving demands are sent to the orbit which has capacity M(<∞). Customers, who find the orbit full and inventory level at zero are lost to the system. Demands arising from the orbital customers are exponentially distributed with parameter γ. In the model-II we extend these results to perishable inventory system assuming that the life-time of each item follows exponential with parameter θ. The study deals with an (s,S) production inventory with service times and retrial of unsatisfied customers. Primary demands occur according to a Markovian Arrival Process(MAP). Consider an (s,S)-retrial inventory with service time in which primary demands occur according to a Batch Markovian Arrival Process (BMAP). The inventory is controlled by the (s,S) policy and (s,S) inventory system with service time. Primary demands occur according to Poissson process with parameter λ. The study concentrates two models. In the first model we analyze an (s,S) Inventory system with postponed demands where arrivals of demands form a Poisson process. In the second model, we extend our results to perishable inventory system assuming that the life-time of each item follows exponential distribution with parameter θ. Also it is assumed that when inventory level is zero the arriving demands choose to enter the pool with probability β and with complementary probability (1- β) it is lost for ever. Finally it analyze an (s,S) production inventory system with switching time. A lot of work is reported under the assumption that the switching time is negligible but this is not the case for several real life situation.

Stochastic processes and their applications semi-markov analysis of some inventory and queuing problems

This thesis analyses certain problems in Inventories and Queues. There are many situations in real-life where we encounter models as described in this thesis. It analyses in depth various models which can be applied to production, storag¢, telephone traffic, road traffic, economics, business administration, serving of customers, operations of particle counters and others. Certain models described here is not a complete representation of the true situation in all its complexity, but a simplified version amenable to analysis. While discussing the models, we show how a dependence structure can be suitably introduced in some problems of Inventories and Queues. Continuous review, single commodity inventory systems with Markov dependence structure introduced in the demand quantities, replenishment quantities and reordering levels are considered separately. Lead time is assumed to be zero in these models. An inventory model involving random lead time is also considered (Chapter-4). Further finite capacity single server queueing systems with single/bulk arrival, single/bulk services are also discussed. In some models the server is assumed to go on vacation (Chapters 7 and 8). In chapters 5 and 6 a sort of dependence is introduced in the service pattern in some queuing models.

A Linguistic Analysis of the Written Production of Second Language Learners : The Variation of Article Usage by Adult Chinese Learners of English

This study aims to test Robertson’s lexical transfer principle, which posits that Chinese learners use demonstratives (particularly this) and the numeral one as markers of definiteness and indefiniteness. This is tested by analysing Chinese learners’ written production collected from the Spoken and Written English Corpus of Chinese Learners 2.0 (SWECCL 2.0). The purpose is to understand the variation of article usage by adult Chinese learners of English. More specifically, the study examines to what extent articles, possessive and demonstrative pronouns are used in Chinese learners’ English and how definite and indefinite articles are used by the Chinese learners. Findings suggest that Robertson’s lexical transfer principle was corroborated by the present study. In addition, Chinese learners prefer to use demonstrative determiners, the possessive determiner our, and the numeral one to perform the function of marking definiteness and indefiniteness. In particular, the learners try to use the demonstrative determiners that and this in the anaphoric function instead of the definite article, and the demonstrative determiner those is frequently used in the cataphoric function. What is more, the learners use the numeral one as a marker of indefiniteness, and it is also used as a marker of definiteness in the anaphoric function. Further, the possessive determiner our is used as a marker of definiteness in larger situation uses referring to something unique. To this end, the study is able to show that the definite article is used to perform the function of marking indefiniteness, and in some particular contexts the definite article functions as a Chinese specifier in Chinese learners’ English. Also, the indefinite article is frequently used in quantifier phrases but is rarely used in other functions. There are three main reasons that may explain why Chinese learners use determiners variously. Firstly, the choice of determiners by Chinese learners is influenced by linguistic contexts. Secondly, because of learning strategies, Chinese learners try to ignore the anaphoric function and cataphoric function that they are not yet ready to process in article usage. Thirdly, interlanguage grammar influences the optionality in the use of articles. 

Production, characterization and structural analysis of proteins from Corynebacterium pseudotuberculosis and snake venoms

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Endothelial function in pre-pubertal children at risk of developing cardiomyopathy: a new frontier

Although it is known that obesity, diabetes, and Kawasaki's disease play important roles in systemic inflammation and in the development of both endothelial dysfunction and cardiomyopathy, there is a lack of data regarding the endothelial function of pre-pubertal children suffering from cardiomyopathy. In this study, we performed a systematic review of the literature on pre-pubertal children at risk of developing cardiomyopathy to assess the endothelial function of pre-pubertal children at risk of developing cardiomyopathy. We searched the published literature indexed in PubMed, Bireme and SciELO using the keywords 'endothelial', 'children', 'pediatric' and 'infant' and then compiled a systematic review. The end points were age, the pubertal stage, sex differences, the method used for the endothelial evaluation and the endothelial values themselves. No studies on children with cardiomyopathy were found. Only 11 papers were selected for our complete analysis, where these included reports on the flow-mediated percentage dilatation, the values of which were 9.80±1.80, 5.90±1.29, 4.50±0.70, and 7.10±1.27 for healthy, obese, diabetic and pre-pubertal children with Kawasaki's disease, respectively. There was no significant difference in the dilatation, independent of the endothelium, either among the groups or between the genders for both of the measurements in children; similar results have been found in adolescents and adults. The endothelial function in cardiomyopathic children remains unclear because of the lack of data; nevertheless, the known dysfunctions in children with obesity, type 1 diabetes and Kawasaki's disease may influence the severity of the cardiovascular symptoms, the prognosis, and the mortality rate. The results of this study encourage future research into the consequences of endothelial dysfunction in pre-pubertal children.

Non-Markovian stochastic processes and their applications: from anomalous diffusion to time series analysis

This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.

Gene expression analysis in ‘Candidatus Phytoplasma mali’-resistant and -susceptible Malus genotypes

Apple proliferation (AP) disease is the most important graft-transmissible and vector-borne disease of apple in Europe. ‘Candidatus Phytoplasma mali’ (Ca. P. mali) is the causal agent of AP. Apple (Malus x domestica) and other Malus species are the only known woody hosts. In European apple orchards, the cultivars are mainly grafted on one rootstock, M. x domestica cv. M9. M9 like all other M. x domestica cultivars is susceptible to ‘Ca. P. mali’. Resistance to AP was found in the wild genotype Malus sieboldii (MS) and in MS-derived hybrids but they were characterised by poor agronomic value. The breeding of a new rootstock carrying the resistant and the agronomic traits was the major aim of a project of which this work is a part. The objective was to shed light into the unknown resistance mechanism. The plant-phytoplasma interaction was studied by analysing differences between the ‘Ca. P. mali’-resistant and -susceptible genotypes related to constitutively expressed genes or to induced genes during infection. The cDNA-Amplified Fragment Length Polymorphism (cDNA-AFLP) technique was employed in both approaches. Differences related to constitutively expressed genes were identified between two ‘Ca. P. mali’-resistant hybrid genotypes (4551 and H0909) and the ‘Ca. P. mali’-susceptible M9. 232 cDNA-AFLP bands present in the two resistant genotypes but absent in the susceptible one were isolated but several different products associated to each band were found. Therefore, two different macroarray hybridisation experiments were performed with the cDNA-AFLP fragments yielding 40 sequences encoding for genes of unknown function or a wide array of functions including plant defence. In the second approach, individuation and analysis of the induced genes was carried out exploiting an in vitro system in which healthy and ‘Ca. P. mali’-infected micropropagated plants were maintained under controlled conditions. Infection trials using in vitro grafting of ‘Ca. P. mali’ showed that the resistance phenotype could be reproduced in this system. In addition, ex vitro plants were generated as an independent control of the genes differentially expressed in the in vitro plants. The cDNA-AFLP analysis in in vitro plants yielded 63 bands characterised by over-expression in the infected state of both the H0909 and MS genotypes. The major part (37 %) of the associated sequences showed homology with products of unknown function. The other genes were involved in plant defence, energy transport/oxidative stress response, protein metabolism and cellular growth. Real-time qPCR analysis was employed to validate the differential expression of the genes individuated in the cDNA-AFLP analysis. Since no internal controls were available for the study of the gene expression in Malus, an analysis on housekeeping genes was performed. The most stably expressed genes were the elongation factor-1 α (EF1) and the eukaryotic translation initiation factor 4-A (eIF4A). Twelve out of 20 genes investigated through qPCR were significantly differentially expressed in at least one genotype either in in vitro plants or in ex vitro plants. Overall, about 20% of the genes confirmed their cDNA-AFLP expression pattern in M. sieboldii or H0909. On the contrary, 30 % of the genes showed down-regulation or were not differentially expressed. For the remaining 50 % of the genes a contrasting behaviour was observed. The qPCR data could be interpreted as follows: the phytoplasma infection unbalance photosynthetic activity and photorespiration down-regulating genes involved in photosynthesis and in the electron transfer chain. As result, and in contrast to M. x domestica genotypes, an up-regulation of genes of the general response against pathogens was found in MS. These genes involved the pathway of H2O2 and the production of secondary metabolites leading to the hypothesis that a response based on the accumulation of H2O2 in MS would be at the base of its resistance. This resembles a phenomenon known as “recovery” where the spontaneous remission of the symptoms is observed in old susceptible plants but occurring in a stochastic way while the resistance in MS is an inducible but stable feature. As additional product of this work three cDNA-AFLP-derived markers were developed which showed independent distribution among the seedlings of two breeding progenies and were associated to a genomic region characteristic of MS. These markers will contribute to the development of molecular markers for the resistance as well as to map the resistance on the Malus genome.

Dibutyltin disrupts glucocorticoid receptor function and impairs glucocorticoid-induced suppression of cytokine production

BACKGROUND: Organotins are highly toxic and widely distributed environmental chemicals. Dibutyltin (DBT) is used as stabilizer in the production of polyvinyl chloride plastics, and it is also the major metabolite formed from tributyltin (TBT) in vivo. DBT is immunotoxic, however, the responsible targets remain to be defined. Due to the importance of glucocorticoids in immune-modulation, we investigated whether DBT could interfere with glucocorticoid receptor (GR) function. METHODOLOGY: We used HEK-293 cells transiently transfected with human GR as well as rat H4IIE hepatoma cells and native human macrophages and human THP-1 macrophages expressing endogenous receptor to study organotin effects on GR function. Docking of organotins was used to investigate the binding mechanism. PRINCIPAL FINDINGS: We found that nanomolar concentrations of DBT, but not other organotins tested, inhibit ligand binding to GR and its transcriptional activity. Docking analysis indicated that DBT inhibits GR activation allosterically by inserting into a site close to the steroid-binding pocket, which disrupts a key interaction between the A-ring of the glucocorticoid and the GR. DBT inhibited glucocorticoid-induced expression of phosphoenolpyruvate carboxykinase (PEPCK) and tyrosine-aminotransferase (TAT) and abolished the glucocorticoid-mediated transrepression of TNF-alpha-induced NF-kappaB activity. Moreover, DBT abrogated the glucocorticoid-mediated suppression of interleukin-6 (IL-6) and TNF-alpha production in lipopolysaccharide (LPS)-stimulated native human macrophages and human THP-1 macrophages. CONCLUSIONS: DBT inhibits ligand binding to GR and subsequent activation of the receptor. By blocking GR activation, DBT may disturb metabolic functions and modulation of the immune system, providing an explanation for some of the toxic effects of this organotin.

Risk of severe asthma episodes predicted from fluctuation analysis of airway function

Asthma is an increasing health problem worldwide, but the long-term temporal pattern of clinical symptoms is not understood and predicting asthma episodes is not generally possible. We analyse the time series of peak expiratory flows, a standard measurement of airway function that has been assessed twice daily in a large asthmatic population during a long-term crossover clinical trial. Here we introduce an approach to predict the risk of worsening airflow obstruction by calculating the conditional probability that, given the current airway condition, a severe obstruction will occur within 30 days. We find that, compared with a placebo, a regular long-acting bronchodilator (salmeterol) that is widely used to improve asthma control decreases the risk of airway obstruction. Unexpectedly, however, a regular short-acting beta2-agonist bronchodilator (albuterol) increases this risk. Furthermore, we find that the time series of peak expiratory flows show long-range correlations that change significantly with disease severity, approaching a random process with increased variability in the most severe cases. Using a nonlinear stochastic model, we show that both the increased variability and the loss of correlations augment the risk of unstable airway function. The characterization of fluctuations in airway function provides a quantitative basis for objective risk prediction of asthma episodes and for evaluating the effectiveness of therapy.

The Production Technology of Philippine Domestic Banks in the Pre-Asian Crisis Periods: Estimation of Cost Function in the 1990-96 Period

This is to analyzes the operational behavior and technical progress among Philippine domestic banks, using micro-level data on individual banks. First, we summarize their major business activities and gain insight on how the structure is changing. Then, we formally estimate the cost function of Philippine domestic banks using panel data covering a seven-year period (1990-96). The presence of economies of scale and economies of scope is investigated and technical progress in the banking industry is measured. In addition, the results of analysis for the Philippines are compared with those of similar studies on Thailand conducted by the author previously.

A unified framework for linear function approximation of value functions in stochastic control

This paper contributes with a unified formulation that merges previ- ous analysis on the prediction of the performance ( value function ) of certain sequence of actions ( policy ) when an agent operates a Markov decision process with large state-space. When the states are represented by features and the value function is linearly approxi- mated, our analysis reveals a new relationship between two common cost functions used to obtain the optimal approximation. In addition, this analysis allows us to propose an efficient adaptive algorithm that provides an unbiased linear estimate. The performance of the pro- posed algorithm is illustrated by simulation, showing competitive results when compared with the state-of-the-art solutions.

Implications of seasonal climate forecasts on world wheat trade: a stochastic, dynamic analysis

Improvements in seasonal climate forecasts have potential economic implications for international agriculture. A stochastic, dynamic simulation model of the international wheat economy is developed to estimate the potential effects of seasonal climate forecasts for various countries' wheat production, exports and world trade. Previous studies have generally ignored the stochastic and dynamic aspects of the effects associated with the use of climate forecasts. This study shows the importance of these aspects. In particular with free trade, the use of seasonal forecasts results in increased producer surplus across all exporting countries. In fact, producers appear to capture a large share of the economic surplus created by using the forecasts. Further, the stochastic dimensions suggest that while the expected long-run benefits of seasonal forecasts are positive, considerable year-to-year variation in the distribution of benefits between producers and consumers should be expected. The possibility exists for an economic measure to increase or decrease over a 20-year horizon, depending on the particular sequence of years.

Roles of transmembrane domain 2 and the first intracellular loop in human noradrenaline transporter function: pharmacological and SCAM analysis

The aim was to investigate the roles of transmembrane domain 2 and the adjacent region of the first intracellular loop in determining human noradrenaline transporter (hNET) function by pharmacological and substituted-cysteine accessibility method (SCAM) analyses. It was first necessary to establish a suitable background NET for SCAM. Alanine mutants of endogenous hNET cysteines, hC86A, hC131A and hC339A, were examined and showed no marked effects on expression or function. hNET and the mutants were also resistant to methanethiosulfonate (MTS), ethylammonium (MTSEA) and MTStrimethylammonium (MTSET). Hence, wild-type hNET is an appropriate background for production of cysteine mutants for SCAM. Pharmacological investigation showed that all mutants except hT99C and hL109C showed reduced cell-surface expression, while all except hM107C showed a reduction in functional activity. The mutations did not markedly affect the apparent affinities of substrates, but apparent affinities of cocaine were decreased 7-fold for hP97C and 10-fold for hF101C and increased 12-fold for hY98C. [H-3]Nisoxetine binding affinities were decreased 13-fold for hP97C and 5-fold for hF101C. SCAM analysis revealed that only hL102C was sensitive to 1.25 mM MTSEA, and this sensitivity was protected by noradrenaline, nisoxetine and cocaine. The results suggest that this region of hNET is important for interactions with antidepressants and cocaine, but it is probably not involved in substrate translocation mechanisms.

Functional-structural plant modelling using a combination of architectural analysis, L-systems and a canonical model of function

This paper presents a new method for producing a functional-structural plant model that simulates response to different growth conditions, yet does not require detailed knowledge of underlying physiology. The example used to present this method is the modelling of the mountain birch tree. This new functional-structural modelling approach is based on linking an L-system representation of the dynamic structure of the plant with a canonical mathematical model of plant function. Growth indicated by the canonical model is allocated to the structural model according to probabilistic growth rules, such as rules for the placement and length of new shoots, which were derived from an analysis of architectural data. The main advantage of the approach is that it is relatively simple compared to the prevalent process-based functional-structural plant models and does not require a detailed understanding of underlying physiological processes, yet it is able to capture important aspects of plant function and adaptability, unlike simple empirical models. This approach, combining canonical modelling, architectural analysis and L-systems, thus fills the important role of providing an intermediate level of abstraction between the two extremes of deeply mechanistic process-based modelling and purely empirical modelling. We also investigated the relative importance of various aspects of this integrated modelling approach by analysing the sensitivity of the standard birch model to a number of variations in its parameters, functions and algorithms. The results show that using light as the sole factor determining the structural location of new growth gives satisfactory results. Including the influence of additional regulating factors made little difference to global characteristics of the emergent architecture. Changing the form of the probability functions and using alternative methods for choosing the sites of new growth also had little effect. (c) 2004 Elsevier B.V. All rights reserved.

Semiparametric smooth-coefficient stoachastic frontier model

This paper proposes a semiparametric smooth-coefficient stochastic production frontier model where all the coefficients are expressed as some unknown functions of environmental factors. The inefficiency term is multiplicatively decomposed into a scaling function of the environmental factors and a standard truncated normal random variable. A testing procedure is suggested for the relevance of the environmental factors. Monte Carlo study shows plausible ¯nite sample behavior of our proposed estimation and inference procedure. An empirical example is given, where both the semiparametric and standard parametric models are estimated and results are compared.