A large-deviations analysis of the GI/GI/1 SRPT queue

We consider a GI/GI/1 queue with the shortest remaining processing time discipline (SRPT) and light-tailed service times. Our interest is focused on the tail behavior of the sojourn-time distribution. We obtain a general expression for its large-deviations decay rate. The value of this decay rate critically depends on whether there is mass in the endpoint of the service-time distribution or not. An auxiliary priority queue, for which we obtain some new results, plays an important role in our analysis. We apply our SRPT-results to compare SRPT with FIFO from a large-deviations point of view.Comment: 22 page

Sojourn times in the M/G/1 FB queue with light-tailed service times

The asymptotic decay rate of the sojourn time of a customer in the stationary M/G/1 queue under the Foreground-Background (FB) service discipline is studied. The FB discipline gives service to those customers that have received the least service so far. We prove that for light-tailed service times the decay rate of the sojourn time is equal to the decay rate of the busy period. It is shown that FB minimises the decay rate in the class of work-conserving disciplines

Conditional sampling for barrier option pricing under the LT method

We develop a conditional sampling scheme for pricing knock-out barrier options under the Linear Transformations (LT) algorithm from Imai and Tan (2006). We compare our new method to an existing conditional Monte Carlo scheme from Glasserman and Staum (2001), and show that a substantial variance reduction is achieved. We extend the method to allow pricing knock-in barrier options and introduce a root-finding method to obtain a further variance reduction. The effectiveness of the new method is supported by numerical results

Shoot at first sight! First person shooter players display reduced reaction time and compromised inhibitory control in comparison to other video game players

Studies have shown that regular video game use might improve cognitive and social skills. In contrast, other studies have documented the negative outcomes of excessive gaming vis-à-vis health and socioprofessional spheres. Both positive and negative outcomes of video game use were linked to their structural characteristics (i.e., features that make the game appealing or are inducements for all gamers to keep playing regularly). The current study tested whether active video gamers from main genres (massively multiplayer online role-playing games, online first person shooter, multiplayer online battle arena) differed in a laboratory task that measured inhibitory control. Eighty-one gamers performed the Hybrid-Stop Task, assessing restraint (go/no-go trials) and cancellation (stop-signal trials) processes of a prepotent response. They completed additional self-reported questionnaires measuring demographics, problematic video game use, impulsivity traits, and depressive symptoms. Results showed that when confounding variables were controlled for, participants who favored online first person shooter were characterized by accelerated motor responses yet reduced abilities to cancel a prepotent response. No differences between groups were identified regarding the restraint process. The findings of this pilot study might have clear implications for video gaming research by supporting the critical importance of distinguishing between video game genres when considering their specific potential benefits and detrimental effects

Equilibrium in size-based scheduling systems

Size-based scheduling is advocated to improve response times of small flows. While researchers continue to explore different ways of giving preferential treatment to small flows without causing starvation to other flows, little focus has been paid to the study of stability of systems that deploy size-based scheduling mechanisms. The question on stability arises from the fact that, users of such a system can exploit the scheduling mechanism to their advantage and split large flows into multiple small flows. Consequently, a large flow in the disguise of small flows, may get the advantage aimed for small flows. As the number of misbehaving users can grow to a large number, an operator would like to learn about the system stability before deploying size-based scheduling mechanism, to ensure that it won't lead to an unstable system. In this paper, we analyse the criteria for the existence of equilibria and reveal the constraints that must be satisfied for the stability of equilibrium points. Our study exposes that, in a two-player game, where the operator strives for a stable system, and users of large flows behave to improve delay, size-based scheduling doesn't achieve the goal of improving response time of small flows

Catch them ... if you can

An important part of forensic science is dedicated to the evaluation of physical traces left at the crime scene like fingerprints, bullets, toolmarks etc. These traces are compared with traces from a suspect. The evaluation of physical traces can be interpreted as the comparison of two noisy signals. We introduce an evaluation of the matching of two noisy signals at diverse scales and localisations in space. In a multi-resolution way a "probability" of matching is computed. Furthermore, a description is given to evaluate the complexity of a shoemark. A likelihood ratio approach is used for comparing two shoemark traces

How does religiosity influence gambling? A cross-cultural study between Portuguese and English youth

Research has shown that religion can play a protective role in diverse risky behaviors among young people. However, very little is known about the effect of religion in gambling, especially among young problem gamblers. A strong moral belief regarding gambling may prevent adolescents and young adults engaging in gambling and developing problems. Nevertheless, some evidence suggests that religion might have an influence on gambling cognitive distortions (i.e., some religious beliefs might influence the conceptions of chance and luck, which may contribute to an increase in gambling participation). The present study examined the different effects that religion can have on gambling behavior, in two different cultural contexts (i.e., Portugal and England), characterized by different religious affiliations. A sample (n = 725) comprising Portuguese (n = 312) and English (n = 413) adolescents and young adults completed an online survey. The findings indicated that Portuguese youth were more religious than their English counterparts. Moreover, religiosity was associated with lower gambling engagement among participants in both samples. Mediation analyses also showed that the cognitive distortion of illusion of control mediated the relationship between religiosity and problem gambling among the Portuguese participants, and the interpretative bias was a significant mediator in the English sample. The study’s findings suggest that religion can have a protective role on gambling behaviors. However, further research is needed to explore the interactive role of religion and cognitive distortions

Hot new directions for quasi-Monte Carlo research in step with applications

This article provides an overview of some interfaces between the theory of quasi-Monte Carlo (QMC) methods and applications. We summarize three QMC theoretical settings: first order QMC methods in the unit cube $[0,1]^s$ and in $\mathbb{R}^s$, and higher order QMC methods in the unit cube. One important feature is that their error bounds can be independent of the dimension $s$ under appropriate conditions on the function spaces. Another important feature is that good parameters for these QMC methods can be obtained by fast efficient algorithms even when $s$ is large. We outline three different applications and explain how they can tap into the different QMC theory. We also discuss three cost saving strategies that can be combined with QMC in these applications. Many of these recent QMC theory and methods are developed not in isolation, but in close connection with applications