Detecting shifts in the mean of a simulation output process

2002 ◽  
Vol 53 (5) ◽  
pp. 559-573 ◽  
Author(s):  
S Robinson ◽  
R J Brooks ◽  
C D Lewis
Keyword(s):  
Output Process ◽  
Simulation Output ◽  
The Mean

scholarly journals Über Linear Passive Transformationen Stochastischer Prozesse I

1968 ◽  
Vol 23 (10) ◽  
pp. 1430-1438 ◽  
Author(s):  
J. Keller
Keyword(s):  
Stochastic Process ◽  
Stochastic Processes ◽  
Mean Value ◽  
Output Process ◽  
Passive Systems ◽  
Physical Systems ◽  
General Properties ◽  
Input And Output ◽  
The Mean

The theory of linear passive systems, developed by KÖNIG and MEIXNER, is extended to the case where the input is not a well determined function of time but rather a stochastic process. In this case the answer of the system generally will also be a stochastic process. The input and output processes are connected by a linear passive transformation (LPT). Some examples are given of physical systems which may be described by LPT of stochastic processes. General properties of the mean value and the dispersion of the output process are derived.

Output analysis of a single-buffer multiclass queue: FCFS service

2002 ◽  
Vol 39 (02) ◽  
pp. 341-358
Author(s):  
V. G. Kulkarni ◽  
K. D. Glazebrook
Keyword(s):  
First Passage Time ◽  
Passage Time ◽  
Service Discipline ◽  
Output Process ◽  
Output Rate ◽  
Output Analysis ◽  
Different Types ◽  
The Mean ◽  
Off Time ◽  
Fcfs Discipline

We consider an infinite capacity buffer where the incoming fluid traffic belongs to K different types modulated by K independent Markovian on-off processes. The kth input process is described by three parameters: (λ k , μ k , r k ), where 1/λ k is the mean off time, 1/μ k is the mean on time, and r k is the constant peak rate during the on time. The buffer empties the fluid at rate c according to a first come first served (FCFS) discipline. The output process of type k fluid is neither Markovian, nor on-off. We approximate it by an on-off process by defining the process to be off if no fluid of type k is leaving the buffer, and on otherwise. We compute the mean on time τ k on and mean off time τ k off. We approximate the peak output rate by a constant r k o so as to conserve the fluid. We approximate the output process by the three parameters (λ k o, μ k o, r k o), where λ k o = 1/τ k off, and μ k o = 1/τ k on. In this paper we derive methods of computing τ k on, τ k off and r k o for k = 1, 2,…, K. They are based on the results for the computation of expected reward in a fluid queueing system during a first passage time. We illustrate the methodology by a numerical example. In the last section we conduct a similar output analysis for a standard M/G/1 queue with K types of customers arriving according to independent Poisson processes and requiring independent generally distributed service times, and following a FCFS service discipline. For this case we are able to get analytical results.

Output analysis of a single-buffer multiclass queue: FCFS service

2002 ◽  
Vol 39 (2) ◽  
pp. 341-358 ◽  
Author(s):  
V. G. Kulkarni ◽  
K. D. Glazebrook
Keyword(s):  
First Passage Time ◽  
Passage Time ◽  
Service Discipline ◽  
Output Process ◽  
Output Rate ◽  
Output Analysis ◽  
Different Types ◽  
The Mean ◽  
Off Time ◽  
Fcfs Discipline

We consider an infinite capacity buffer where the incoming fluid traffic belongs to K different types modulated by K independent Markovian on-off processes. The kth input process is described by three parameters: (λk, μk, rk), where 1/λk is the mean off time, 1/μk is the mean on time, and rk is the constant peak rate during the on time. The buffer empties the fluid at rate c according to a first come first served (FCFS) discipline. The output process of type k fluid is neither Markovian, nor on-off. We approximate it by an on-off process by defining the process to be off if no fluid of type k is leaving the buffer, and on otherwise. We compute the mean on time τkon and mean off time τkoff. We approximate the peak output rate by a constant rko so as to conserve the fluid. We approximate the output process by the three parameters (λko, μko, rko), where λko = 1/τkoff, and μko = 1/τkon. In this paper we derive methods of computing τkon, τkoff and rko for k = 1, 2,…, K. They are based on the results for the computation of expected reward in a fluid queueing system during a first passage time. We illustrate the methodology by a numerical example. In the last section we conduct a similar output analysis for a standard M/G/1 queue with K types of customers arriving according to independent Poisson processes and requiring independent generally distributed service times, and following a FCFS service discipline. For this case we are able to get analytical results.

Photo-electric Hβ and uvby photometry

1966 ◽  
Vol 24 ◽  
pp. 170-180
Author(s):  
D. L. Crawford
Keyword(s):  
Narrow Band ◽  
Line Strength ◽  
Interference Filter ◽  
B Stars ◽  
Relative Line ◽  
The Mean ◽  
F Stars ◽  
Two Parameters ◽  
Filter Photometry ◽  
The Continuum

Early in the 1950's Strömgren (1, 2, 3, 4, 5) introduced medium to narrow-band interference filter photometry at the McDonald Observatory. He used six interference filters to obtain two parameters of astrophysical interest. These parameters he calledlandc, for line and continuum hydrogen absorption. The first measured empirically the absorption line strength of Hβby means of a filter of half width 35Å centered on Hβand compared to the mean of two filters situated in the continuum near Hβ. The second index measured empirically the Balmer discontinuity by means of a filter situated below the Balmer discontinuity and two above it. He showed that these two indices could accurately predict the spectral type and luminosity of both B stars and A and F stars. He later derived (6) an indexmfrom the same filters. This index was a measure of the relative line blanketing near 4100Å compared to two filters above 4500Å. These three indices confirmed earlier work by many people, including Lindblad and Becker. References to this earlier work and to the systems discussed today can be found in Strömgren's article inBasic Astronomical Data(7).

A one-dimensional self-gravitating stellar gas

1966 ◽  
Vol 25 ◽  
pp. 46-48 ◽  
Author(s):  
M. Lecar
Keyword(s):  
Gravitational Field ◽  
Phase Space ◽  
Motion Picture ◽  
Space Distribution ◽  
Two Dimensional ◽  
One Dimensional ◽  
Phase Space Distribution ◽  
Dimensional Phase Space ◽  
The Mean

“Dynamical mixing”, i.e. relaxation of a stellar phase space distribution through interaction with the mean gravitational field, is numerically investigated for a one-dimensional self-gravitating stellar gas. Qualitative results are presented in the form of a motion picture of the flow of phase points (representing homogeneous slabs of stars) in two-dimensional phase space.

The motion of a lunar orbiter

1966 ◽  
Vol 25 ◽  
pp. 373
Author(s):  
Y. Kozai
Keyword(s):  
Degrees Of Freedom ◽  
Dimensional Space ◽  
Artificial Satellite ◽  
Equations Of Motion ◽  
Triaxial Ellipsoid ◽  
The Moon ◽  
Secular Motion ◽  
The Earth ◽  
Close Satellite ◽  
The Mean

The motion of an artificial satellite around the Moon is much more complicated than that around the Earth, since the shape of the Moon is a triaxial ellipsoid and the effect of the Earth on the motion is very important even for a very close satellite.The differential equations of motion of the satellite are written in canonical form of three degrees of freedom with time depending Hamiltonian. By eliminating short-periodic terms depending on the mean longitude of the satellite and by assuming that the Earth is moving on the lunar equator, however, the equations are reduced to those of two degrees of freedom with an energy integral.Since the mean motion of the Earth around the Moon is more rapid than the secular motion of the argument of pericentre of the satellite by a factor of one order, the terms depending on the longitude of the Earth can be eliminated, and the degree of freedom is reduced to one.Then the motion can be discussed by drawing equi-energy curves in two-dimensional space. According to these figures satellites with high inclination have large possibilities of falling down to the lunar surface even if the initial eccentricities are very small.The principal properties of the motion are not changed even if plausible values ofJ3andJ4of the Moon are included.This paper has been published in Publ. astr. Soc.Japan15, 301, 1963.

On nearly-commensurable periods in the restricted problem of three bodies, with calculations of the long-period variations in the interior 2:1 case

1966 ◽  
Vol 25 ◽  
pp. 197-222 ◽  
Author(s):  
P. J. Message
Keyword(s):  
Periodic Solution ◽  
Periodic Solutions ◽  
Large Amplitude ◽  
Restricted Problem ◽  
Small Amplitude ◽  
Minor Planets ◽  
Long Period ◽  
Numerical Integrations ◽  
Period Variations ◽  
The Mean

An analytical discussion of that case of motion in the restricted problem, in which the mean motions of the infinitesimal, and smaller-massed, bodies about the larger one are nearly in the ratio of two small integers displays the existence of a series of periodic solutions which, for commensurabilities of the typep+ 1:p, includes solutions of Poincaré'sdeuxième sortewhen the commensurability is very close, and of thepremière sortewhen it is less close. A linear treatment of the long-period variations of the elements, valid for motions in which the elements remain close to a particular periodic solution of this type, shows the continuity of near-commensurable motion with other motion, and some of the properties of long-period librations of small amplitude.To extend the investigation to other types of motion near commensurability, numerical integrations of the equations for the long-period variations of the elements were carried out for the 2:1 interior case (of which the planet 108 “Hecuba” is an example) to survey those motions in which the eccentricity takes values less than 0·1. An investigation of the effect of the large amplitude perturbations near commensurability on a distribution of minor planets, which is originally uniform over mean motion, shows a “draining off” effect from the vicinity of exact commensurability of a magnitude large enough to account for the observed gap in the distribution at the 2:1 commensurability.

the effects of resonance with Jupiter in the system of short-period comets

1974 ◽  
Vol 22 ◽  
pp. 193-203
Author(s):  
L̆ubor Kresák
Keyword(s):  
Structural Effects ◽  
Order Resonance ◽  
Mean Motion ◽  
Short Period ◽  
The Mean ◽  
Compound Effect ◽  
Low Order

AbstractStructural effects of the resonance with the mean motion of Jupiter on the system of short-period comets are discussed. The distribution of mean motions, determined from sets of consecutive perihelion passages of all known periodic comets, reveals a number of gaps associated with low-order resonance; most pronounced are those corresponding to the simplest commensurabilities of 5/2, 2/1, 5/3, 3/2, 1/1 and 1/2. The formation of the gaps is explained by a compound effect of five possible types of behaviour of the comets set into an approximate resonance, ranging from quick passages through the gap to temporary librations avoiding closer approaches to Jupiter. In addition to the comets of almost asteroidal appearance, librating with small amplitudes around the lower resonance ratios (Marsden, 1970b), there is an interesting group of faint diffuse comets librating in characteristic periods of about 200 years, with large amplitudes of about±8% in μ and almost±180° in σ, around the 2/1 resonance gap. This transient type of motion appears to be nearly as frequent as a circulating motion with period of revolution of less than one half that of Jupiter. The temporary members of this group are characteristic not only by their appearance but also by rather peculiar discovery conditions.

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