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The Rational Chebyshev Function was first introduced by Bernstein (1926), used by Sharpe (1953), then later by Heldman (1955) to design elliptic-characteristic filters. Namely for a filter of order N, we have N/2 equal ripples in the passband and N/2 equal ripples in the stopband of the magnitude response. Here, the same mechanics are used but are now producing a new and different type of response. It has N/2 ripples in the passband but only one ripple in the stopband for all orders. As N increases from three, the result is a substantial saving in number of capacitors in the passive ladder realization of the above function as compared to that of traditional elliptic filters of the same order N. It also has been discovered that the above ladder's element values can be expressed as explicit expressions involving only the coefficients of the transfer function. These expressions can also be used for other types of filters. Numerically, the design can be carried out by a Fortran program or a set of programs on a programmable calculator. The design is termed automated because the user needs only to give the three specifications: the filter order N, the stopband zeros Z, and the passband ripple amount R(p). The program automatically selects the starting point for the given case and proceeds. The numerical results of the above programs over a range of specifications has led to a surprising and simple expression relating the above specifications to the minimum stopband attenuation. This is a useful relationship for the designer to estimate the zero position when using the programs.

A risk-based approach for addressing several non-structural stream quality management objectives is presented. To estimate risk, the input process, the stream contaminant transport, and the consequence of contamination are modeled mathematically. The transport of soluble contaminant introduced at a point into a turbulent stream medium is modeled as a boundary value problem in which the contaminant satisfies the Kolmogorov forward equation within the medium. Observed properties of turbulence are used to justify the adoption of this equation. The fundamental solution, as the probabilistic response of the stream to an instantaneous unit flux input, is derived and used as the kernel in a stochastic integral representation of the transport problem. The bulk input is used as the forcing function in the integral equation. It is modeled as a sequence of independent pulses with random magnitude and duration and also with random interval between the incidence of adjacent pulses ,. Stochastic simulation is used to construct the moments and the probability distribution of stream concentration and those of several variables associated with the exceedance of the concentration above a specified threshold. The variables include the dosage and the time to the first exceedance. The probability that an observed stream concentration exceeds the threshold within a given interval of time is also constructed. Generalizations of the Chebyshev inequality are extended to the case of a stochastic process. Upper bounds on the constructed probability distributions are calculated using these extensions. Based on previous studies, a rectangular hyperbolic relationship is assumed between dosage and consequence. The relationship is combined with the empirical dosage density function to obtain estimates of value risk of stream concentration for various thresholds. Given an acceptable risk, the corresponding threshold may be used as the stream standard. The reliability function, defined as the complementary density function of exceedance times, may be used as a gauge of the effectiveness of pollution abatement measures. Other illustrated areas of application include the construction of a minimum cost contaminant discharge policy and the determination of the optimal sampling interval for stream surveillance.

Queueing theory has often been applied to study communication and service queueing systems such as call centers, hospital emergency departments and ride-sharing platforms. Unfortunately, it is complicated to analyze queueing systems. That is largely because the arrival and service processes that mainly determine a queueing system are uncertain and must be represented as stochastic processes that are difficult to analyze. In response, service providers might be able to partially capture the main characteristics of systems given partial data information and limited domain knowledge. An effective engineering response is to develop tractable approximations to approximate queueing characteristics of interest that depend on critical partial information. In this thesis, we contribute to developing high-quality approximations by studying tight bounds for the transient and the steady-state mean waiting time given partial information. We focus on single-server queues and multi-server queues with the unlimited waiting room, the first-come-first-served service discipline, and independent sequences of independent and identically distributed sequences of interarrival times and service times. We assume some partial information is known, e.g., the first two moments of inter-arrival and service time distributions. For the single-server GI/GI/1 model, we first study the tight upper bounds for the mean and higher moments of the steady-state waiting time given the first two moments of the inter-arrival time and service-time distributions. We apply the theory of Tchebycheff systems to obtain sufficient conditions for classical two-point distributions to yield the extreme values. For the tight upper bound of the transient mean waiting time, we formulate the problem as a non-convex non-linear program, derive the gradient of the transient mean waiting time over distributions with finite support, and apply classical non-linear programming theory to characterize stationary points. We then develop and apply a stochastic variant of the conditional gradient algorithm to find a stationary point for any given service-time distribution. We also establish necessary conditions and sufficient conditions for stationary points to be three-point distributions or special two-point distributions. Our studies indicate that the tight upper bound for the steady-state mean waiting time is attained asymptotically by two-point distributions as the upper mass point of the service-time distribution increases and the probability decreases, while one mass of the inter-arrival time distribution is fixed at 0. We then develop effective numerical and simulation algorithms to compute the tight upper bound. The algorithms are aided by reductions of the special queues with extremal inter-arrival time and extremal service-time distributions to D/GI/1 and GI/D/1 models. Combining these reductions yields an overall representation in terms of a D/RS(D)/1 discrete-time model involving a geometric random sum of deterministic random variables, where the two deterministic random variables have different values, so that the extremal waiting times need not have a lattice distribution. We finally evaluate the tight upper bound to show that it offers a significant improvement over established bounds. In order to understand queueing performance given only partial information, we propose determining intervals of likely performance measures given that limited information. We illustrate this approach for the steady-state waiting time distribution in the GI/GI/K queue given the first two moments of the inter-arrival time and service time distributions plus additional information about these underlying distributions, including support bounds, higher moments, and Laplace transform values. As a theoretical basis, we apply the theory of Tchebycheff systems to determine extremal models (yielding tight upper and lower bounds) on the asymptotic decay rate of the steady-state waiting-time tail probability, as in the Kingman-Lundberg bound and large deviations asymptotics. We then can use these extremal models to indicate likely intervals of other performance measures. We illustrate by constructing such intervals of likely mean waiting times. Without extra information, the extremal models involve two-point distributions, which yield a wide range for the mean. Adding constraints on the third moment and a transform value produces three-point extremal distributions, which significantly reduce the range, yielding practical levels of accuracy.