Probability Theory. Stochastic Processes And Their Applications Probabilistic Analysis Of Some Queueing And Inventory Models

In this thesis we attempt to make a probabilistic analysis of some physically realizable, though complex, storage and queueing models. It is essentially a mathematical study of the stochastic processes underlying these models. Our aim is to have an improved understanding of the behaviour of such models, that may widen their applicability. Different inventory systems with randon1 lead times, vacation to the server, bulk demands, varying ordering levels, etc. are considered. Also we study some finite and infinite capacity queueing systems with bulk service and vacation to the server and obtain the transient solution in certain cases. Each chapter in the thesis is provided with self introduction and some important references

Queueing Models with Vacations and Working Vacations

The objective of the study of \Queueing models with vacations and working vacations" was two fold; to minimize the server idle time and improve the e ciency of the service system. Keeping this in mind we considered queueing models in di erent set up in this thesis. Chapter 1 introduced the concepts and techniques used in the thesis and also provided a summary of the work done. In chapter 2 we considered an M=M=2 queueing model, where one of the two heterogeneous servers takes multiple vacations. We studied the performance of the system with the help of busy period analysis and computation of mean waiting time of a customer in the stationary regime. Conditional stochastic decomposition of queue length was derived. To improve the e ciency of this system we came up with a modi ed model in chapter 3. In this model the vacationing server attends the customers, during vacation at a slower service rate. Chapter 4 analyzed a working vacation queueing model in a more general set up. The introduction of N policy makes this MAP=PH=1 model di erent from all working vacation models available in the literature. A detailed analysis of performance of the model was provided with the help of computation of measures such as mean waiting time of a customer who gets service in normal mode and vacation mode.

Identification of models using failure rate and mean residual life of doubly truncated random variables

In this paper, we study the relationship between the failure rate and the mean residual life of doubly truncated random variables. Accordingly, we develop characterizations for exponential, Pareto 11 and beta distributions. Further, we generalize the identities for fire Pearson and the exponential family of distributions given respectively in Nair and Sankaran (1991) and Consul (1995). Applications of these measures in file context of lengthbiased models are also explored

Probabilistic models to assist maintenance of multiple instruments

The paper discusses maintenance challenges of organisations with a huge number of devices and proposes the use of probabilistic models to assist monitoring and maintenance planning. The proposal assumes connectivity of instruments to report relevant features for monitoring. Also, the existence of enough historical registers with diagnosed breakdowns is required to make probabilistic models reliable and useful for predictive maintenance strategies based on them. Regular Markov models based on estimated failure and repair rates are proposed to calculate the availability of the instruments and Dynamic Bayesian Networks are proposed to model cause-effect relationships to trigger predictive maintenance services based on the influence between observed features and previously documented diagnostics

Jmodels: Java models of earth system regulation

The JModel suite consists of a number of models of aspects of the Earth System. They can all be run from the JModels website. They are written in the Java language for maximum portability, and are capable of running on most computing platforms including Windows, MacOS and Unix/Linux. The models are controlled via graphical user interfaces (GUI), so no knowledge of computer programming is required to run them. The models currently available from the JModels website are: Ocean phosphorus cycle Ocean nitrogen and phosphorus cycles Ocean silicon and phosphorus cycles Ocean and atmosphere carbon cycle Energy radiation balance model (under development) The main purpose of the models is to investigate how material and energy cycles of the Earth system are regulated and controlled by different feedbacks. While the central focus is on these feedbacks and Earth System stabilisation, the models can also be used in other ways. These resources have been developed by: National Oceanography Centre, Southampton project led by Toby Tyrrell and Andrew Yool, focus on how the Earth system works.

Oaxaca-Blinder type counterfactual decomposition methods for duration outcomes

Los métodos disponibles para realizar análisis de descomposición que se pueden aplicar cuando los datos son completamente observados, no son válidos cuando la variable de interés es censurada. Esto puede explicar la escasez de este tipo de ejercicios considerando variables de duración, las cuales se observan usualmente bajo censura. Este documento propone un método del tipo Oaxaca-Blinder para descomponer diferencias en la media en el contexto de datos censurados. La validez de dicho método radica en la identificación y estimación de la distribución conjunta de la variable de duración y un conjunto de covariables. Adicionalmente, se propone un método más general que permite descomponer otros funcionales de interés como la mediana o el coeficiente de Gini, el cual se basa en la especificación de la función de distribución condicional de la variable de duración dado un conjunto de covariables. Con el fin de evaluar el desempeño de dichos métodos, se realizan experimentos tipo Monte Carlo. Finalmente, los métodos propuestos son aplicados para analizar las brechas de género en diferentes características de la duración del desempleo en España, tales como la duración media, la probabilidad de ser desempleado de largo plazo y el coeficiente de Gini. Los resultados obtenidos permiten concluir que los factores diferentes a las características observables, tales como capital humano o estructura del hogar, juegan un papel primordial para explicar dichas brechas.

A proposal for the diagnosis of uncertain dynamic systems based on interval models

The performance of a model-based diagnosis system could be affected by several uncertainty sources, such as,model errors,uncertainty in measurements, and disturbances. This uncertainty can be handled by mean of interval models.The aim of this thesis is to propose a methodology for fault detection, isolation and identification based on interval models. The methodology includes some algorithms to obtain in an automatic way the symbolic expression of the residual generators enhancing the structural isolability of the faults, in order to design the fault detection tests. These algorithms are based on the structural model of the system. The stages of fault detection, isolation, and identification are stated as constraint satisfaction problems in continuous domains and solved by means of interval based consistency techniques. The qualitative fault isolation is enhanced by a reasoning in which the signs of the symptoms are derived from analytical redundancy relations or bond graph models of the system. An initial and empirical analysis regarding the differences between interval-based and statistical-based techniques is presented in this thesis. The performance and efficiency of the contributions are illustrated through several application examples, covering different levels of complexity.

Models to predict the distribution and abundance of breeding ducks in Canada

Detailed knowledge of waterfowl abundance and distribution across Canada is lacking, which limits our ability to effectively conserve and manage their populations. We used 15 years of data from an aerial transect survey to model the abundance of 17 species or species groups of ducks within southern and boreal Canada. We included 78 climatic, hydrological, and landscape variables in Boosted Regression Tree models, allowing flexible response curves and multiway interactions among variables. We assessed predictive performance of the models using four metrics and calculated uncertainty as the coefficient of variation of predictions across 20 replicate models. Maps of predicted relative abundance were generated from resulting models, and they largely match spatial patterns evident in the transect data. We observed two main distribution patterns: a concentrated prairie-parkland distribution and a more dispersed pan-Canadian distribution. These patterns were congruent with the relative importance of predictor variables and model evaluation statistics among the two groups of distributions. Most species had a hydrological variable as the most important predictor, although the specific hydrological variable differed somewhat among species. In some cases, important variables had clear ecological interpretations, but in some instances, e.g., topographic roughness, they may simply reflect chance correlations between species distributions and environmental variables identified by the model-building process. Given the performance of our models, we suggest that the resulting prediction maps can be used in future research and to guide conservation activities, particularly within the bounds of the survey area.

Stand and within-stand factors influencing Golden-winged Warbler use of regenerating stands in the central Appalachian Mountains

The Golden-winged Warbler (Vermivora chrysoptera) is currently being considered for protected status under the U.S. Endangered Species Act. The creation of breeding habitat in the Appalachian Mountains is considered a conservation priority for this songbird, which is dependent on extensively forested landscapes with adequate availability of young forest. We modeled abundance of Golden-winged Warbler males in regenerating harvested forest stands that were 0-17 years postharvest at both mid-Appalachian and northeast Pennsylvania regional scales using stand and within-stand characteristics of 222 regenerating stands, 2010-2011. Variables that were most influential at the mid-Appalachian scale were different than those in the northeast region. Across the mid-Appalachian ecoregion, the proportion of young forest cover, i.e., shrub/scrub cover, within 1 km of regenerating stands best explained abundance of Golden-winged Warblers. Golden-winged Warbler response was best explained by a concave quadratic relationship in which abundance was highest with 5-15% land in young forest cover. We also found evidence that the amount of herbaceous cover, i.e., the amount of grasses and forbs, within a regenerating stand positively influenced abundance of Golden-winged Warblers. In northeastern Pennsylvania, where young forest cover is found in high proportions, the distance to the nearest regenerating stand best explained variation in abundance of Golden-winged Warblers. Abundance of Golden-winged Warblers was <1 male per survey when another regenerating stand was >1500 m away. When modeling within-stand features in the northeast region, many of the models were closely ranked, indicating that multiple variables likely explained Golden-winged Warbler response to within-stand conditions. Based on our findings, we have proposed several management guidelines for land managers interested in creating breeding habitat for Golden-winged Warblers using commercial timber operations. For example, we recommend when managing for Golden-winged Warblers in the central Appalachian Mountains that managers should strive for 15% young forest in a heavily forested landscape (>70% forest cover) and cluster stands within 1-2 km of other young forest habitats.

Decomposition in soil and chemical characteristics of pollen

The input to soils made by pollen and its subsequent mineralization has rarely been investigated from a soil microbiological point of view even though the small but significant quantities of C and N in pollen may make an important contribution to nutrient cycling. The relative resistance to decomposition of pollen exines (outer layers) has led to much of the focus of pollen in soil being on its preservation for archaeological and palaeo-ecological purposes. We have examined aspects of the chemical composition and decomposition of pollen from birch (Betula alba) and maize (Zea mays) in soil. The relatively large N contents, small C-to-N ratios and large water-soluble contents of pollen from both species indicated that they would be readily mineralized in soil. When added to soil and incubated at 16 degrees C an amount of C equivalent to 22-26% of the added pollen C was lost as CO2 within 22 days, with the Z. mays pollen decomposing faster. For B. alba pollen, the water-soluble fraction decomposed faster than the whole pollen and the insoluble fraction decomposed more slowly over 22 days. By contrast, there were no significant differences in the decomposition rates of the different fractions from Z. mays pollen. Solid-state C-13 nuclear magnetic resonance (NMR) revealed no gross chemical differences between the pollen of these two species, with strong resonances in the alkyl- and methyl-C region (0-45 p.p.m.) indicative of aliphatic compounds, the O-alkyl-C (60-90 p.p.m.) and the acetal- and ketal-C region (90-110 p.p.m.) indicative of polysaccharides, and the carbonyl-C region indicative of peptides and carboxylic acids. In addition, both pollens gave a small but distinct resonance at 55 p.p.m. attributed to N-alkyl-C. The resonances attributed to polysaccharides were lost completely or substantially reduced after decomposition.

A review of currently available in-stream water-quality models and their applicability for simulating dissolved oxygen in lowland rivers

In this paper, a review is undertaken of the major models currently in use for describing water quality in freshwater river systems. The number of existing models is large because the various studies of water quality in rivers around the world have often resulted in the construction of new 'bespoke' models designed for the particular situation of that study. However, it is worth considering models that are already available, since an existing model, suitable for the purposes of the study, will save a great deal of work and may already have been established within regulatory and legal frameworks. The models chosen here are SIMCAT, TOMCAT, QUAL2E, QUASAR, MIKE-11 and ISIS, and the potential for each model is examined in relation to the issue of simulating dissolved oxygen (DO) in lowland rivers. These models have been developed for particular purposes and this review shows that no one model can provide all of the functionality required. Furthermore, all of the models contain assumptions and limitations that need to be understood if meaningful interpretations of the model simulations are to. be made. The work is concluded with the view that it is unfair to set one model against another in terms of broad applicability, but that a model of intermediate complexity, such as QUASAR, is generally well suited to simulate DO in river systems. (C) 2003 Elsevier Science B.V. All rights reserved.

The turnover of organic carbon in subsoils. Part 2. Modelling carbon turnover

A new model, RothPC-1, is described for the turnover of organic C in the top metre of soil. RothPC-1 is a version of RothC-26.3, an earlier model for the turnover of C in topsoils. In RothPC-1 two extra parameters are used to model turnover in the top metre of soil: one, p, which moves organic C down the profile by an advective process, and the other, s, which slows decomposition with depth. RothPC-1 is parameterized and tested using measurements (described in Part 1, this issue) of total organic C and radiocarbon on soil profiles from the Rothamsted long-term field experiments, collected over a period of more than 100 years. RothPC-1 gives fits to measurements of organic C and radiocarbon in the 0-23, 23-46, 46-69 and 69-92 cm layers of soil that are almost all within (or close to) measurement error in two areas of regenerating woodland (Geescroft and Broadbalk Wildernesses) and an area of cultivated land from the Broadbalk Continuous Wheat Experiment. The fits to old grassland (the Park Grass Experiment) are less close. Two other sites that provide the requisite pre- and post-bomb data are also fitted; a prairie Chernozem from Russia and an annual grassland from California. Roth-PC-1 gives a close fit to measurements of organic C and radiocarbon down the Chernozem profile, provided that allowance is made for soil age; with the annual grassland the fit is acceptable in the upper part of the profile, but not in the clay-rich Bt horizon below. Calculations suggest that treating the top metre of soil as a homogeneous unit will greatly overestimate the effects of global warming in accelerating the decomposition of soil C and hence on the enhanced release of CO2 from soil organic matter; more realistic estimates will be obtained from multi-layer models such as RothPC-1.

Evaluation of two soil carbon models using two Kenyan long term experimental datasets

RothC and Century are two of the most widely used soil organic matter (SOM) models. However there are few examples of specific parameterisation of these models for environmental conditions in East Africa. The aim of this study was therefore, to evaluate the ability of RothC and the Century to estimate changes in soil organic carbon (SOC) resulting from varying land use/management practices for the climate and soil conditions found in Kenya. The study used climate, soils and crop data from a long term experiment (1976-2001) carried out at The Kabete site at The Kenya National Agricultural Research Laboratories (NARL, located in a semi-humid region) and data from a 13 year experiment carried out in Machang'a (Embu District, located in a semi-arid region). The NARL experiment included various fertiliser (0, 60 and 120 kg of N and P2O5 ha(-1)), farmyard manure (FYM - 5 and 10 t ha(-1)) and plant residue treatments, in a variety of combinations. The Machang'a experiment involved a fertiliser (51 kg N ha(-1)) and a FYM (0, 5 and 10 t ha(-1)) treatment with both monocropping and intercropping. At Kabete both models showed a fair to good fit to measured data, although Century simulations for treatments with high levels of FYM were better than those without. At the Machang'a site with monocrops, both models showed a fair to good fit to measured data for all treatments. However, the fit of both models (especially RothC) to measured data for intercropping treatments at Machang'a was much poorer. Further model development for intercrop systems is recommended. Both models can be useful tools in soil C Predictions, provided time series of measured soil C and crop production data are available for validating model performance against local or regional agricultural crops. (C) 2007 Elsevier B.V. All rights reserved.

Decomposition in soil and chemical characteristics of pollen

The input to soils made by pollen and its subsequent mineralization has rarely been investigated from a soil microbiological point of view even though the small but significant quantities of C and N in pollen may make an important contribution to nutrient cycling. The relative resistance to decomposition of pollen exines (outer layers) has led to much of the focus of pollen in soil being on its preservation for archaeological and palaeo-ecological purposes. We have examined aspects of the chemical composition and decomposition of pollen from birch (Betula alba) and maize (Zea mays) in soil. The relatively large N contents, small C-to-N ratios and large water-soluble contents of pollen from both species indicated that they would be readily mineralized in soil. When added to soil and incubated at 16 degrees C an amount of C equivalent to 22-26% of the added pollen C was lost as CO2 within 22 days, with the Z. mays pollen decomposing faster. For B. alba pollen, the water-soluble fraction decomposed faster than the whole pollen and the insoluble fraction decomposed more slowly over 22 days. By contrast, there were no significant differences in the decomposition rates of the different fractions from Z. mays pollen. Solid-state C-13 nuclear magnetic resonance (NMR) revealed no gross chemical differences between the pollen of these two species, with strong resonances in the alkyl- and methyl-C region (0-45 p.p.m.) indicative of aliphatic compounds, the O-alkyl-C (60-90 p.p.m.) and the acetal- and ketal-C region (90-110 p.p.m.) indicative of polysaccharides, and the carbonyl-C region indicative of peptides and carboxylic acids. In addition, both pollens gave a small but distinct resonance at 55 p.p.m. attributed to N-alkyl-C. The resonances attributed to polysaccharides were lost completely or substantially reduced after decomposition.

Can climate models capture the structure of extratropical cyclones?

Composites of wind speeds, equivalent potential temperature, mean sea level pressure, vertical velocity, and relative humidity have been produced for the 100 most intense extratropical cyclones in the Northern Hemisphere winter for the 40-yr ECMWF Re-Analysis (ERA-40) and the high resolution global environment model (HiGEM). Features of conceptual models of cyclone structure—the warm conveyor belt, cold conveyor belt, and dry intrusion—have been identified in the composites from ERA-40 and compared to HiGEM. Such features can be identified in the composite fields despite the smoothing that occurs in the compositing process. The surface features and the three-dimensional structure of the cyclones in HiGEM compare very well with those from ERA-40. The warm conveyor belt is identified in the temperature and wind fields as a mass of warm air undergoing moist isentropic uplift and is very similar in ERA-40 and HiGEM. The rate of ascent is lower in HiGEM, associated with a shallower slope of the moist isentropes in the warm sector. There are also differences in the relative humidity fields in the warm conveyor belt. In ERA-40, the high values of relative humidity are strongly associated with the moist isentropic uplift, whereas in HiGEM these are not so strongly associated. The cold conveyor belt is identified as rearward flowing air that undercuts the warm conveyor belt and produces a low-level jet, and is very similar in HiGEM and ERA-40. The dry intrusion is identified in the 500-hPa vertical velocity and relative humidity. The structure of the dry intrusion compares well between HiGEM and ERA-40 but the descent is weaker in HiGEM because of weaker along-isentrope flow behind the composite cyclone. HiGEM’s ability to represent the key features of extratropical cyclone structure can give confidence in future predictions from this model.