A new method for analysing the equilibrium and time-dependent behaviour of Markovian models

Many large-scale stochastic systems, such as telecommunications networks, can be modelled using a continuous-time Markov chain. However, it is frequently the case that a satisfactory analysis of their time-dependent, or even equilibrium, behaviour is impossible. In this paper, we propose a new method of analyzing Markovian models, whereby the existing transition structure is replaced by a more amenable one. Using rates of transition given by the equilibrium expected rates of the corresponding transitions of the original chain, we are able to approximate its behaviour. We present two formulations of the idea of expected rates. The first provides a method for analysing time-dependent behaviour, while the second provides a highly accurate means of analysing equilibrium behaviour. We shall illustrate our approach with reference to a variety of models, giving particular attention to queueing and loss networks. (C) 2003 Elsevier Ltd. All rights reserved.

Product form approximations for highly linear loss networks with trunk reservation

Admission controls, such as trunk reservation, are often used in loss networks to optimise their performance. Since the numerical evaluation of performance measures is complex, much attention has been given to finding approximation methods. The Erlang Fixed-Point (EFP) approximation, which is based on an independent blocking assumption, has been used for networks both with and without controls. Several more elaborate approximation methods which account for dependencies in blocking behaviour have been developed for the uncontrolled setting. This paper is an exploratory investigation of extensions and synthesis of these methods to systems with controls, in particular, trunk reservation. In order to isolate the dependency factor, we restrict our attention to a highly linear network. We will compare the performance of the resulting approximations against the benchmark of the EFP approximation extended to the trunk reservation setting. By doing this, we seek to gain insight into the critical factors in constructing an effective approximation. (C) 2003 Elsevier Ltd. All rights reserved.

But what if I don't want to wait forever?

We present an abstract model of the leader election protocol used in the IEEE 1394 High Performance Serial Bus standard. The model is expressed in the probabilistic Guarded Command Language. By formal reasoning based on this description, we establish the probability of the root contention part of the protocol successfully terminating in terms of the number of attempts to do so. Some simple calculations then allow us to establish an upper bound on the time taken for those attempts.

The variety of variables in automated real-time refinement

The refinement calculus is a well-established theory for deriving program code from specifications. Recent research has extended the theory to handle timing requirements, as well as functional ones, and we have developed an interactive programming tool based on these extensions. Through a number of case studies completed using the tool, this paper explains how the tool helps the programmer by supporting the many forms of variables needed in the theory. These include simple state variables as in the untimed calculus, trace variables that model the evolution of properties over time, auxiliary variables that exist only to support formal reasoning, subroutine parameters, and variables shared between parallel processes.

Implicit vector equilibrium problems with applications

Let X and Y be Hausdorff topological vector spaces, K a nonempty, closed, and convex subset of X, C: K--> 2(Y) a point-to-set mapping such that for any x is an element of K, C(x) is a pointed, closed, and convex cone in Y and int C(x) not equal 0. Given a mapping g : K --> K and a vector valued bifunction f : K x K - Y, we consider the implicit vector equilibrium problem (IVEP) of finding x* is an element of K such that f (g(x*), y) is not an element of - int C(x) for all y is an element of K. This problem generalizes the (scalar) implicit equilibrium problem and implicit variational inequality problem. We propose the dual of the implicit vector equilibrium problem (DIVEP) and establish the equivalence between (IVEP) and (DIVEP) under certain assumptions. Also, we give characterizations of the set of solutions for (IVP) in case of nonmonotonicity, weak C-pseudomonotonicity, C-pseudomonotonicity, and strict C-pseudomonotonicity, respectively. Under these assumptions, we conclude that the sets of solutions are nonempty, closed, and convex. Finally, we give some applications of (IVEP) to vector variational inequality problems and vector optimization problems. (C) 2003 Elsevier Science Ltd. All rights reserved.

Model-based clustering in gene expression microarrays: An application to breast cancer data

In microarray studies, the application of clustering techniques is often used to derive meaningful insights into the data. In the past, hierarchical methods have been the primary clustering tool employed to perform this task. The hierarchical algorithms have been mainly applied heuristically to these cluster analysis problems. Further, a major limitation of these methods is their inability to determine the number of clusters. Thus there is a need for a model-based approach to these. clustering problems. To this end, McLachlan et al. [7] developed a mixture model-based algorithm (EMMIX-GENE) for the clustering of tissue samples. To further investigate the EMMIX-GENE procedure as a model-based -approach, we present a case study involving the application of EMMIX-GENE to the breast cancer data as studied recently in van 't Veer et al. [10]. Our analysis considers the problem of clustering the tissue samples on the basis of the genes which is a non-standard problem because the number of genes greatly exceed the number of tissue samples. We demonstrate how EMMIX-GENE can be useful in reducing the initial set of genes down to a more computationally manageable size. The results from this analysis also emphasise the difficulty associated with the task of separating two tissue groups on the basis of a particular subset of genes. These results also shed light on why supervised methods have such a high misallocation error rate for the breast cancer data.

A modified Weibull distribution

A new lifetime distribution capable of modeling a bathtub-shaped hazard-rate function is proposed. The proposed model is derived as a limiting case of the Beta Integrated Model and has both the Weibull distribution and Type I extreme value distribution as special cases. The model can be considered as another useful 3-parameter generalization of the Weibull distribution. An advantage of the model is that the model parameters can be estimated easily based on a Weibull probability paper (WPP) plot that serves as a tool for model identification. Model characterization based on the WPP plot is studied. A numerical example is provided and comparison with another Weibull extension, the exponentiated Weibull, is also discussed. The proposed model compares well with other competing models to fit data that exhibits a bathtub-shaped hazard-rate function.

Warranty and optimal reliability improvement through product development

For products sold with warranty, the warranty servicing cost can be reduced by improving product reliability through a development process. However, this increases the unit manufacturing cost. Optimal development must achieve a trade-off between these two costs. The outcome of the development process is uncertain and needs to be taken into account in the determination of the optimal development effort. The paper develops a model where this uncertainty is taken into account. (C) 2003 Elsevier Ltd. All rights reserved.

Repair-replace strategies for two-dimensional warranty policies

For repairable items sold with free replacement warranty, the actions available to the manufacturer to rectify failures under warranty are to (1) repair the failed item or (2) replace it with a new one. A proper repair-replace strategy can reduce the expected cost of servicing the warranty. In this paper, we study repair-replace strategies for items sold with a two-dimensional free replacement warranty. (C) 2003 Elsevier Ltd. All rights reserved.

Study of n-fold Weibull competing risk model

This paper deals with an n-fold Weibull competing risk model. A characterisation of the WPP plot is given along with estimation of model parameters when modelling a given data set. These are illustrated through two examples. A study of the different possible shapes for the density and failure rate functions is also presented. (C) 2003 Elsevier Ltd. All rights reserved.

Heritability of adult body height: A comparative study of twin cohorts in eight countries

A major component of variation in body height is due to genetic differences, but environmental factors have a substantial contributory effect. In this study we aimed to analyse whether the genetic architecture of body height varies between affluent western societies. We analysed twin data from eight countries comprising 30,111 complete twin pairs by using the univariate genetic model of the Mx statistical package. Body height and zygosity were self-reported in seven populations and measured directly in one population. We found that there was substantial variation in mean body height between countries; body height was least in Italy (177 cm in men and 163 cm in women) and greatest in the Netherlands (184 cm and 171 cm, respectively). In men there was no corresponding variation in heritability of body height, heritability estimates ranging from 0.87 to 0.93 in populations under an additive genes/unique environment (AE) model. Among women the heritability estimates were generally lower than among men with greater variation between countries, ranging from 0.68 to 0.84 when an additive genes/shared environment/unique environment (ACE) model was used. In four populations where an AE model fit equally well or better, heritability ranged from 0.89 to 0.93. This difference between the sexes was mainly due to the effect of the shared environmental component of variance, which appears to be more important among women than among men in our study populations. Our results indicate that, in general, there are only minor differences in the genetic architecture of height between affluent Caucasian populations, especially among men.

Telehealth responses to bio-terrorism and emerging infections

Emerging infectious diseases, such as severe acute respiratory syndrome (SARS), are of huge economic importance. They are difficult to predict. The World Health Organization has a Global Outbreak Alert and Response Network, which was involved at an early stage in the SARS outbreak in 2003. Three major lessons were learned as a result of the SARS epidemic in 2003, involving communication, evidence-based action and global partnerships. It is proposed that a series of broadband global response networks should be developed. At a technical level the networks are essentially in place, such as the Internet2 global network. Suitable peripheral devices also exist. What has not yet been created is the appropriate software to allow the use of these networks, although a number of commercial products are in the process of development.

Making distance learning E.R.O.T.I.C.: Applying interpretation principles to distance learning

Distance learners are self-directed learners traditionally taught via study books, collections of readings, and exercises to test understanding of learning packages. Despite advances in e-Learning environments and computer-based teaching interfaces, distance learners still lack opportunities to participate in exercises and debates available to classroom learners, particularly through non-text based learning techniques. Effective distance teaching requires flexible learning opportunities. Using arguments developed in interpretation literature, we argue that effective distance learning must also be Entertaining, Relevant, Organised, Thematic, Involving and Creative—E.R.O.T.I.C. (after Ham, 1992). We discuss an experiment undertaken with distance learners at The University of Queensland Gatton Campus, where we initiated an E.R.O.T.I.C. external teaching package aimed at engaging distance learners but using multimedia, including but not limited to text-based learning tools. Student responses to non-text media were positive.

Tool support for testing concurrent Java components

Concurrent programs are hard to test due to the inherent nondeterminism. This paper presents a method and tool support for testing concurrent Java components. Too[ support is offered through ConAn (Concurrency Analyser), a too] for generating drivers for unit testing Java classes that are used in a multithreaded context. To obtain adequate controllability over the interactions between Java threads, the generated driver contains threads that are synchronized by a clock. The driver automatically executes the calls in the test sequence in the prescribed order and compares the outputs against the expected outputs specified in the test sequence. The method and tool are illustrated in detail on an asymmetric producer-consumer monitor. Their application to testing over 20 concurrent components, a number of which are sourced from industry and were found to contain faults, is presented and discussed.