This paper examines the time lag between the peak in the arrival rate and the peaks in the mean and variance for the number of customers in an M(t)/M(t)/1l system. We establish a necessary condition for the time at which the peak in the mean is achieved. In cases in which system utilization exceeds one during some period, we show that the peak in the mean occurs after the end of this period. / Revised October 1994

The availability of large gene expression microarray data has brought along many challenges for biological data mining. Many different clustering methods have been proposed and widely used to analyze gene expression data. The underlying concept allows to identify sets of genes sharing similar expression patterns across subsets of samples, and its usefulness has been demonstrated for different organisms and data sets. Currently, there are several biclustering methods that use different techniques; however, it is not clear how to compare the resulted biclusters with respect to biological relevance. So far, there are no available guidelines for choosing a biclustering technique from available ones. In this work, we propose two new Mean Squared Residue (MSR) based biclustering methods. The first method is a dual biclustering algorithm which finds a set of biclusters using a greedy approach. The second method combines dual biclustering algorithm with quadratic programming. The dual biclustering algorithm reduces the size of the matrix, so that the quadratic program can find an optimal bicluster reasonably fast. We also describe the comparison method, explain how we handle bicluster’s overlap and how we treat missing data.

I will present the mean curvature flow in Euclidean spaces and the Lagrangian mean curvature flow. We will first study the mean curvature evolution of submanifolds in Euclidean spaces, with an emphasis on the case of hypersurfaces. Along the way we will demonstrate the basic techniques in the study of geometric flows in general (for example, various maximum principles and the treatment of singularities). After that we will move on to the study of Lagrangian mean curvature flows. We will make the relevant definitions and prove the fundamental result that the Lagrangian condition is preserved along the mean curvature flow in Kähler-Einstein manifolds, which started the extensive, and still ongoing, research on Lagrangian mean curvature flows. We will also define special Lagrangian submanifolds as calibrated submanifolds in Calabi-Yau manifolds. Finally, we will study the mean curvature flow of conormal bundles as submanifolds of C^n. Using some tools developed recently, we will show that if a surface has strictly negative curvatures, then away from the zero section, the Lagrangian mean curvature flow starting from a conormal bundle does not develop Type I singularities.

Fretting fatigue occurs when there is a small amplitude oscillatory movement between two contacting surfaces while the bodies are undergoing fatigue loading. Fretting fatigue conditions can substantially reduce the fatigue life of a component. Many engineering components such as Ti-6Al-4V gas turbine engine disks in military aircraft commonly experience fretting fatigue conditions that can potentially lead to catastrophic failure of critical components. The aim of this study is to characterize the behavior of Ti-6Al-4V under fretting fatigue conditions. Experiments are performed to analyze the influence of stress amplitude, stress ratio, and contact geometry. The effect of surface treatments such as low plasticity burnishing on the fretting fatigue life is also explored. The experimental results are being used to validate a proposed crack nucleation life prediction model. The proposed model utilizes a crack nucleation parameter H that is based on the strength of the singular stress field at the contact boundary. An advantage of this singular parameter is that neither a coefficient of friction nor the location of the stick/slip boundary needs to be determined. These two parameters are often difficult to define with certainty a priori. H is also independent of geometry making it well suited for use as a design parameter for designing structural joints and other fitted connections between components.

Three investigations were conducted on the nature of the radiance field in clear ocean water. It is important to understand the sunlight intensity below the sea surface because this leads to an understanding of how ocean creatures navigate in shallow and deep water. The nature of the radiance field is also gives an understanding of the living environment for ocean animals. Hydrolight 4.1, a simulation software developed by Curtis D. Mobley, was used to calculate the spectral radiance in clear ocean water for multiple wavelengths from the surface down through the asymptotic region. The first study found, as expected, that Raman scattering has little effect on wavelengths of light that are less than 500 nm. The effect of Raman scattering increases with increasing wavelength, and with increasing depth. The second study found the region of the water column where the radiance field is asymptotic. The third investigation found the effect of changing the mean square slope, or variance of the water-wave slope distribution. This effect is greatest near the surface and for a more truncated mean square slope integral. There are three peaks in percent difference to the ideal case, near the surface, one in the solar beam and the others near the critical angle of water.

Please read the PDF file of my thesis.

Real Estate Investment Trusts is suggested as an attractive addition to mixed-asset portfolio. This study develops several hypothesized portfolio and tests whether REITs can actually increase diversification benefits of investors. We use mean-variance spanning test by Kan and Zhou (2008) to examine whether adding a REITs into portfolio can significantly expand efficient frontier in either global minimum variance portfolio or tangency portfolio. We assume our investors hold portfolio in the four markets, namely Japan, Singapore, Taiwan and US markets for period from March 2005 to February 2008. Three hypotheses are tested under various assumed conditions. The first hypothesis, which is REITs can provide diversification benefit, is confirmed in all these four markets. In addition, we find, for Taiwan domestic investors, holding international REITs in their portfolio rather than only Taiwan¡¦s REITs will provide more diversification benefit. The second hypothesis, which is holding period will affect diversification benefit, is not supported. However, this could be resulted from a test of short period in this study. The final hypothesis, which is different investment portfolio will affect the diversification benefit of RETIs for Taiwan domestic investors, is confirmed. Our results also suggest that expanding of efficient frontier are mainly from global minimum variance portfolio rather than tangency portfolio.

In this thesis, we investigate the CDMA (Code Division Multiple Access) multi- user detection scheme where the DD (Decorrelating Detector) is used to eliminate the multiple access interference. The DD algorithm need to compute the inverse of the matrix involves a great deal of computation, especially when the number of users is large. A recursive method with the LMS (Least-Mean-Square) algorithm, namely the decorrelating transversal filter, to detect users¡¦ signals adaptively can reduce greatly the computational complexity of a CDMA multi-user detector. In this thesis, we focus on the hardware FPGA (Fdield Programmable Gate Array) implementation of the decorrelating transversal filter. The functional system simulation of the decorrelating transversal filter is carried out by using Matlab first. Then this filter is implemented by the Xilinx FPGA and its system performance is also verified.

This paper assesses the aspect of market neutrality for a pairs trading strategy built on cointegration. This was conducted by evaluating the strategy?s performance during a negative market environment, 2007-06-01 to 2008-12-30, and a positive market environment, 2013-05-31 to 2014-12-30, for the stocks listed in the OMXS30 index. The results indicate market neutrality and that profitability of pairs trading is higher in prolonged periods of turbulence.

This dissertation presents several studies relating to fundamental characterization of CMP consumables in planarization processes. These are also evaluated with the purposes of minimizing environmental impact and reducing cost of ownership (COO).The first study is conducted to obtain the retaining ring wear rate in a typical ILD CMP process and is specifically intended to investigate the effect of retaining ring materials and slot designs during the CMP process. The results show that retaining ring materials have effect on the COF, pad temperature and retaining ring wear rate, while retaining ring slot designs affect the pad surface abruptness. The second study is performed to compare the effect of different retaining ring slot designs on the slurry film thickness within the pad-wafer interface. A novel non-intrusive optical technique, dual emission UV-enhanced fluorescence (DEUVEF), was applied to accurately measure the film thickness of the slurry underneath the wafer during polishing. It is indicated that the optimized retaining ring slot design can significantly reduce the COO of CMP processes by increasing slurry utilization.A COF method is applied to measure the slurry mean residence time (MRT) during CMP. This technique uses transient COF data induced by a shift in slurry concentration to determine MRT. Variations in consumables as well as sliding velocity, pressure and slurry flow rate can affect the slurry MRT. One study in this dissertation focus on the effect of retaining ring slot designs on the slurry MRT. Another study compares the slurry MRT under same polishing conditions using pads with different groove width. Both studies are conducted on multiple sliding velocity, pressure and slurry flow rate variations to understand the characteristics of consumable designs. The method of measuring MRT during polishing presented in this dissertation can be easily applied in general CMP processes.The subsequent studies focus in the diamond conditioner discs characterization techniques. A newly developed method for determining active diamonds and aggressive diamonds on a diamond conditioner disc under a certain vertical load is elaborated in this dissertation. Later, this technique together with scanning electron microscopy (SEM) imaging is implemented to analyze diamond pullout and fracture in CMP. Five different types of diamond conditioner discs are subjected to a novel accelerated wear test respectively to compare the extent of diamond pullout and fracture under the same conditioning condition