The impact of stochastic lead times on the bullwhip effect under correlated demand and moving average forecasts

This is the author accepted manuscript. The final version is available from the publisher via the DOI in this recordWe quantify the bullwhip effect (which measures how the variance of replenishment orders is amplified as the orders move up the supply chain) when both random demands and random lead times are estimated using the industrially popular moving average forecasting method. We assume that the lead times constitute a sequence of independent identically distributed random variables and the correlated demands are described by a first-order autoregressive process. We obtain an expression that reveals the impact of demand and lead time forecasting on the bullwhip effect. We draw a number of conclusions on the bullwhip behaviour with respect to the demand auto-correlation and the number of past lead times and demands used in the forecasts. We find maxima and minima in the bullwhip measure as a function of the demand auto-correlation.National Science Centr

Extremes of Gaussian random fields with regularly varying dependence structure

Let be a centered Gaussian random field with variance function sigma (2)(ai...) that attains its maximum at the unique point , and let . For a compact subset of a"e, the current literature explains the asymptotic tail behaviour of under some regularity conditions including that 1 - sigma(t) has a polynomial decrease to 0 as t -> t (0). In this contribution we consider more general case that 1 - sigma(t) is regularly varying at t (0). We extend our analysis to Gaussian random fields defined on some compact set , deriving the exact tail asymptotics of for the class of Gaussian random fields with variance and correlation functions being regularly varying at t (0). A crucial novel element is the analysis of families of Gaussian random fields that do not possess locally additive dependence structures, which leads to qualitatively new types of asymptotics

Interaction of Bestrophin-1 and Ca2+ Channel β-Subunits: Identification of New Binding Domains on the Bestrophin-1 C-Terminus

Bestrophin-1 modulates currents through voltage-dependent L-type Ca2+ channels by physically interacting with the β-subunits of Ca2+ channels. The main function of β-subunits is to regulate the number of pore-forming CaV-subunits in the cell membrane and modulate Ca2+ channel currents. To understand the influence of full-length bestrophin-1 on β-subunit function, we studied binding and localization of bestrophin-1 and Ca2+ channel subunits, together with modulation of CaV1.3 Ca2+ channels currents. In heterologeous expression, bestrophin-1 showed co-immunoprecipitation with either, β3-, or β4-subunits. We identified a new highly conserved cluster of proline-rich motifs on the bestrophin-1 C-terminus between amino acid position 468 and 486, which enables possible binding to SH3-domains of β-subunits. A bestrophin-1 that lacks these proline-rich motifs (ΔCT-PxxP bestrophin-1) showed reduced efficiency to co-immunoprecipitate with β3 and β4-subunits. In the presence of ΔCT-PxxP bestrophin-1, β4-subunits and CaV1.3 subunits partly lost membrane localization. Currents from CaV1.3 subunits were modified in the presence of β4-subunit and wild-type bestrophin-1: accelerated time-dependent activation and reduced current density. With ΔCTPxxP bestrophin-1, currents showed the same time-dependent activation as with wild-type bestrophin-1, but the current density was further reduced due to decreased number of Ca2+ channels proteins in the cell membrane. In summary, we described new proline-rich motifs on bestrophin-1 C-terminus, which help to maintain the ability of β-subunits to regulate surface expression of pore-forming CaV Ca2+-channel subunits

Parisian ruin over a finite-time horizon

For a risk process $R_u(t)=u+ct-X(t), t\ge 0$, where $u\ge 0$ is the initial capital, $c>0$ is the premium rate and $X(t),t\ge 0$ is an aggregate claim process, we investigate the probability of the Parisian ruin $$\mathcal{P}_S(u,T_u)=\mathbb{P}\{\inf_{t\in[0,S]} \sup_{s\in[t,t+T_u]} R_u(s)<0\},$$ with a given positive constant $S$ and a positive measurable function $T_u$. We derive asymptotic expansion of $\mathcal{P}_S(u,T_u)$, as $u\to\infty$, for the aggregate claim process $X$ modeled by Gaussian processes. As a by-product, we derive the exact tail asymptotics of the infimum of a standard Brownian motion with drift over a finite-time interval.Comment: 2

First results on ProtoDUNE-SP liquid argon time projection chamber performance from a beam test at the CERN Neutrino Platform

The ProtoDUNE-SP detector is a single-phase liquid argon time projection chamber with an active volume of 7.2× 6.1× 7.0 m3. It is installed at the CERN Neutrino Platform in a specially-constructed beam that delivers charged pions, kaons, protons, muons and electrons with momenta in the range 0.3 GeV/c to 7 GeV/c. Beam line instrumentation provides accurate momentum measurements and particle identification. The ProtoDUNE-SP detector is a prototype for the first far detector module of the Deep Underground Neutrino Experiment, and it incorporates full-size components as designed for that module. This paper describes the beam line, the time projection chamber, the photon detectors, the cosmic-ray tagger, the signal processing and particle reconstruction. It presents the first results on ProtoDUNE-SP\u27s performance, including noise and gain measurements, dE/dx calibration for muons, protons, pions and electrons, drift electron lifetime measurements, and photon detector noise, signal sensitivity and time resolution measurements. The measured values meet or exceed the specifications for the DUNE far detector, in several cases by large margins. ProtoDUNE-SP\u27s successful operation starting in 2018 and its production of large samples of high-quality data demonstrate the effectiveness of the single-phase far detector design

Reconstruction of interactions in the ProtoDUNE-SP detector with Pandora

The Pandora Software Development Kit and algorithm libraries provide pattern-recognition logic essential to the reconstruction of particle interactions in liquid argon time projection chamber detectors. Pandora is the primary event reconstruction software used at ProtoDUNE-SP, a prototype for the Deep Underground Neutrino Experiment far detector. ProtoDUNE-SP, located at CERN, is exposed to a charged-particle test beam. This paper gives an overview of the Pandora reconstruction algorithms and how they have been tailored for use at ProtoDUNE-SP. In complex events with numerous cosmic-ray and beam background particles, the simulated reconstruction and identification efficiency for triggered test-beam particles is above 80% for the majority of particle type and beam momentum combinations. Specifically, simulated 1 GeV/$c$ charged pions and protons are correctly reconstructed and identified with efficiencies of 86.1$\pm0.6$% and 84.1$\pm0.6$%, respectively. The efficiencies measured for test-beam data are shown to be within 5% of those predicted by the simulation.Comment: 39 pages, 19 figure

Scintillation light detection in the 6-m drift-length ProtoDUNE Dual Phase liquid argon TPC

DUNE is a dual-site experiment for long-baseline neutrino oscillation studies, neutrino astrophysics and nucleon decay searches. ProtoDUNE Dual Phase (DP) is a 6  ×  6  ×  6 m 3 liquid argon time-projection-chamber (LArTPC) that recorded cosmic-muon data at the CERN Neutrino Platform in 2019-2020 as a prototype of the DUNE Far Detector. Charged particles propagating through the LArTPC produce ionization and scintillation light. The scintillation light signal in these detectors can provide the trigger for non-beam events. In addition, it adds precise timing capabilities and improves the calorimetry measurements. In ProtoDUNE-DP, scintillation and electroluminescence light produced by cosmic muons in the LArTPC is collected by photomultiplier tubes placed up to 7 m away from the ionizing track. In this paper, the ProtoDUNE-DP photon detection system performance is evaluated with a particular focus on the different wavelength shifters, such as PEN and TPB, and the use of Xe-doped LAr, considering its future use in giant LArTPCs. The scintillation light production and propagation processes are analyzed and a comparison of simulation to data is performed, improving understanding of the liquid argon properties

A Gaseous Argon-Based Near Detector to Enhance the Physics Capabilities of DUNE

This document presents the concept and physics case for a magnetized gaseous argon-based detector system (ND-GAr) for the Deep Underground Neutrino Experiment (DUNE) Near Detector. This detector system is required in order for DUNE to reach its full physics potential in the measurement of CP violation and in delivering precision measurements of oscillation parameters. In addition to its critical role in the long-baseline oscillation program, ND-GAr will extend the overall physics program of DUNE. The LBNF high-intensity proton beam will provide a large flux of neutrinos that is sampled by ND-GAr, enabling DUNE to discover new particles and search for new interactions and symmetries beyond those predicted in the Standard Model