Book Reviews - Stochastic Processes and Calculus

This textbook gives a comprehensive introduction to stochastic processes and calculus in the fields of finance and economics, more specifically mathematical finance and time series econometrics. Over the past decades stochastic calculus and processes have gained great importance, because they play a decisive role in the modeling of financial markets and as a basis for modern time series econometrics. Mathematical theory is applied to solve stochastic differential equations and to derive limiting results for statistical inference on nonstationary processes.
This introduction is elementary and rigorous at the same time. On the one hand it gives a basic and illustrative presentation of the relevant topics without using many technical derivations. On the other hand many of the procedures are presented at a technically advanced level: for a thorough understanding, they are to be proven. In order to meet both requirements jointly, the present book is equipped with a lot of challenging problems at the end of each chapter as well as with the corresponding detailed solutions. Thus the virtual text - augmented with more than 60 basic examples and 40 illustrative figures - is rather easy to read while a part of the technical arguments is transferred to the exercise problems and their solutions.

1 Introduction . . . . . . . . . . . . . . . . . . . . . 1
1.1 Summary.. . . . . . . . . . . . . . . . . . . . . . 1
1.2 Finance. . . . . . . . . . . . . . . . . . . . . . . . 1
1.3 Econometrics . . . . . . . . . . . . . . . . . . . . . 3
1.4 Mathematics . . . . .  . . . . . . . . . . . . . . . . 6
1.5 Problems and Solutions . . . . . . . . . . . 7
Part I Time Series Modeling
2 Basic Concepts from Probability Theory . . . . 13
2.1 Summary.. . . . . .  . . . . . . . . . . . . . . . . . 13
2.2 Random Variables . . . . . . . . . . . . . . . . . . . . 13
2.3 Joint and Conditional Distributions . . . . . 22
2.4 Stochastic Processes (SP) . . . . . . . . . . 29
2.5 Problems and Solutions . . . . . . . . . . . . . . . . 35
3 AutoregressiveMoving Average Processes (ARMA). . . 45
3.1 Summary. . . . . . . . . . . . . . . . . . . . . . . 45
3.2 Moving Average Processes . . . . . . . . . . 45
3.3 Lag Polynomials and Invertibility . . . . . 51
3.4 Autoregressive and Mixed Processes . 56
3.5 Problems and Solutions . . . . . . . . . . . 68
4 Spectra of Stationary Processes . . . . . . . . . . . . 77
4.1 Summary.. . . .  . . . . . . . . . . . . . . . . . 77
4.2 Definition and Interpretation . . . . . . . . 77
4.3 Filtered Processes . . . . . . . . . . . . . . . . . . . . 84
4.4 Examples of ARMA Spectra . . . . . 89
4.5 Problems and Solutions . . . . . . . . . . 95
5 Long Memory and Fractional Integration 103
5.1 Summary. . . . . . . . . . . . . . . . . . . 103
5.2 Persistence and Long Memory . . . . 103
5.3 Fractionally Integrated Noise . . . . . . . 108
5.4 Generalizations . . . . . . . . . . . . . . . . . . 113
5.5 Problems and Solutions . . . . . . . . . 118
6 Processes with Autoregressive Conditional Heteroskedasticity (ARCH) 127
6.1 Summary.. . . . . . . . . . . . . . . . . . . . 127
6.2 Time-Dependent Heteroskedasticity 127
6.3 ARCH Models . . . . . . . . . . . . . . . 130
6.4 Generalizations . . . . . . . . . . . . . . . . . . 135
6.5 Problems and Solutions . . . . . . . . . . 142
Part II Stochastic Integrals
7 Wiener Processes (WP) . . . . . . . . . . . . . . . 151
7.1 Summary . . . . . . . . . . . . . . . . . . . . . 151
7.2 From RandomWalk to Wiener Process . . . . 151
7.3 Properties . . . . . . . . . . . . . . . . . . . . . . . . . 157
7.4 Functions of Wiener Processes . . . . . . 161
7.5 Problems and Solutions . . . . . . . . . . . . . 170
8 Riemann Integrals . . . . . . . . . . . . . . . . . . . . . . 179
8.1 Summary . . . . . . . . . . . . . . . . . . . . 179
8.2 Definition and Fubini’s Theorem . . . 179
8.3 Riemann Integration ofWiener Processes . . . . 183
8.4 Convergence in Mean Square . . . . . . . 186
8.5 Problems and Solutions . . . . . . . . . . . 190
9 Stieltjes Integrals . . . . . . . . . . . . . . . . . . . . . 199
9.1 Summary . . . . . . . . . . . . . . . . . . . . 199
9.2 Definition and Partial Integration . . . . . 199
9.3 Gaussian Distribution and Autocovariances . . . 202
9.4 Standard Ornstein-Uhlenbeck Process . . 204
9.5 Problems and Solutions . . . . . . . . . . . 207
10 Ito Integrals . . . . . . . . . . . . . . . . . . . . . . 213
10.1 Summary . . . . . . . . . . . . . . . . 213
10.2 A Special Case . . . . . . . . . . . . . . . . . . 213
10.3 General Ito Integrals . . . . . . . . . . . . 218
10.4 (Quadratic) Variation . . . . . . . . . . . . 222
10.5 Problems and Solutions . . . . . . . . . . 229
11 Ito’s Lemma . . . . . . . . . . . . . . . . . . . . . . . . . 239
11.1 Summary . . . . . . . . . . . . . . . . . . . 239
11.2 The Univariate Case . . . . . . . . . . . . . . . 239
11.3 Bivariate Diffusions with One WP . . . . 245
11.4 Generalization for IndependentWP . . 250
11.5 Problems and Solutions . . . . . . . . . . . 254
Part III Applications
12 Stochastic Differential Equations (SDE) . . . . 261
12.1 Summary . . . . . . . . . . . . . . . . . . . 261
12.2 Definition and Existence . . . . . . . . . . . 261
12.3 Linear Stochastic Differential Equations 265
12.4 Numerical Solutions . . . . . . . . . . . . . . . . 272
12.5 Problems and Solutions . . . . . . . . . . 273
13 Interest Rate Models . . . . . . . . . . . . . . . . . . 285
13.1 Summary . . . . . . . . . . . . . . . . . . . . 285
13.2 Ornstein-Uhlenbeck Process (OUP) . . 285
13.3 Positive Linear Interest Rate Models . . . 288
13.4 Nonlinear Models . . . . . . . . . . . . . . . 292
13.5 Problems and Solutions . . . . . . . . . . . 296
14 Asymptotics of Integrated Processes . . . . . . . . . 303
14.1 Summary . . . . . . . . . . . . . . . . . . . . . 303
14.2 Limiting Distributions of Integrated Processes 303
14.3 Weak Convergence of Functions . . . . 310
14.4 Multivariate Limit Theory . . . . . . . . . . . . . 317
14.5 Problems and Solutions . . . . . . . . . . . . . . . 321
15 Trends, Integration Tests and Nonsense Regressions 331
15.1 Summary . . . . . . . . . . . . . . . . . . 331
15.2 Trend Regressions . . . . . . . . . . . . . 331
15.3 Integration Tests . . . . . . . . . . . . . . . . 336
15.4 Nonsense Regression . . . . . . . . . . . . . . . 341
15.5 Problems and Solutions . . . . . . . . . . 344
16 Cointegration Analysis . . . . . . . . . . . . . . . . . 353
16.1 Summary . . . . . . . . . . . . . . . . 353
16.2 Error-Correction and Cointegration . . 353
16.3 Cointegration Regressions . . . . . . . . 358
16.4 Cointegration Testing . . . . . . . . . . . 365
16.5 Problems and Solutions . . . . . . . . . 373

Book Reviews - Stochastic Processes and Calculus

Book Reviews - Moons of the Solar System

This book captures the complex world of planetary moons, which are more diverse than Earth's sole satellite might lead you to believe. New missions continue to find more of these planetary satellites, making an up to date guide more necessary than ever. Why do Mercury and Venus have no moons at all? Earth's  Moon, of course, is covered in the book with highly detailed maps. Then we move outward to the moons of Mars, then on to many of the more notable asteroid moons, and finally to a list of less-notable ones.
All the major moons of the gas giant planets are covered in great detail, while the lesser-known satellites of these worlds are also touched on. Readers will learn of the remarkable trans-Neptunian Objects – Pluto, Eris, Sedna, Quaoar –including many of those that have been given scant attention in the literature. More than just objects to read about, the planets' satellites provide us with important information about the history of the solar system. Projects to help us learn more about the moons are included throughout the book. Most amateur astronomers can name some of the more prominent moons in the solar system, but few are intimately familiar with the full variety that exists in our backyard: 146 and counting. As our understanding of the many bodies in our solar system broadens, this is an invaluable tour of our expanding knowledge of the moons both near and far.

Part I. Moons
1. Mercury and Venus .......................... 3
Why No Real Moons? ........................ 3
Mercury .................................... 3
Venus .................................. 4
2. Earth and Luna .......................... 7
Luna .................................................. 7
Formation and Origin ................. 7
Impact on Earth .................................. 10
Selected Lunar Features .................... 13
Descriptions .................................... 22
Other Near Earth Objects ................. 51
3. Mars ...................................... 59
Phobos ........................................... 62
Deimos ........................................... 63
Trojans ............................................. 65
Mars Crossers/Hungaria Family ..................... 66
4. The Asteroid Belt .................................. 69
The Main Belt ......................................... 69
Comets .............................................. 70
Main-Belt Asteroids/Hungaria Family ................. 71
A Final Note ................................ 80
5. Jupiter ................................. 81
Rings .................................................... 81
Amalthea (or Inner) Group ................. 84
The Galilean Moons .............................. 87
Io .................................................... 88
Europa .......................................... 92
Ganymede ................................... 94
Callisto ................................... 95
Themisto ..................................... 98
Himalia Group ................................. 98
Carpo ............................................ 100
S/2003 J 12 and S/2011 J 1 .............. 100
Ananke Group ...................................... 100
Carme Group .......................... 100
Pasiphae Group ............................ 101
S/2003 J 2 ....................................... 102
Jupiter Trojans ................................... 102
6. Saturn ......................................... 105 Types of Moons ........................... 108
Alkyonides ............................ 108
Co-orbital ................................... 108
Dynamical Families................... 108
Inner Moons ............................ 108
Outer Moons ......................... 109
Shepherd Moons ....................... 109
Trojan Moons ...................... 110
Descriptions .................................. 110
Very Minor Moons Not Classed Elsewhere ........... 110
Minor Moons Not Classed Elsewhere ................ 113
Mimas....................................... 120
Enceladus ..................... 122
Tethys .............................. 125
Dione ........................... 126
Rhea .................................. 130
Titan .............................. 134
Hyperion ......................... 139
Iapetus ............................. 141
Phoebe ............................... 143
Gallic Group ....................... 145
Inuit Group ......................... 146
Norse Group ............................ 146
Chiron ..................... 147
Themis ............................ 147
Others ............................... 148
7. Uranus ................................ 149
Descriptions ........................... 149
Moon Discoveries? ................. 152
Inner Moons ........................ 152
Miranda ................ 158
Ariel ..................................... 159
Umbriel .............................. 161
Titania ......................... 162
Oberon ........................... 164
Irregular Moons .................. 166
Margaret ............................. 168
8. Neptune ..................................... 171
Descriptions .......................... 171
Inner Moons .......................... 171
Triton ................................ 177
Nereid ........................................ 181
Retrograde Irregular Moons ........... 182
Prograde Irregular Moons ........... 183
9. Distant Minor Planets ............. 185
Cis-Neptunian Objects ................. 185
TNOs ................................... 185
Centaurs with Moons ............ 187
Cubewanos with Moons ................ 192
Plutinos with Moons ............... 193
RTNOs with Moons ................ 196
SDOs with Moons ........................ 196
Part II. Projects
10. Logging/Blogging ....................... 199
What to Record ................... 199
Computers .............................. 201
11. c: The Speed of Light ............. 203
Measuring Space with Numbers ......... 203
The Speed of Light: A Brief History ........... 204
So What Is the Speed of Light in a Vacuum? ...... 205
Playing with the Speed of Light ..................... 205
12. Telescopic Moon Targets ........... 211
Observation ............................... 211
Jupiter and Its Moons ................... 212
Age and Vision ....................... 212
Darkness .......................... 213
Distance .................. 213
Glare ..................................... 214
Trying It Out .......................... 214
13. Life on Moon Worlds ................... 217
An Alternative Lifestyle? ........... 217
Habitability Concerns ............... 217
Temporal Concerns .................... 220
Vacation Among the Stars .......... 221
Io ............................ 221
Saturn .......................... 221
Uranus ........................ 223
Triton .............................. 223
14. Citizen Science ................ 225
Distributed Computing ............... 225
Citizen Science .................... 226
Remote Observing ................... 227
Google Moon ........................ 227

Book Reviews - Moons of the Solar System

Book Reviews - Human Rights and Disability Advocacy

The United Nations adoption of the Convention on the Rights of Persons with Disabilities (CRPD) constituted a paradigm shift in attitudes and approaches to disability rights, marking the first time in law-making history that persons with disabilities participated as civil society representatives and contributed to the drafting of an international treaty. On the way, they brought a new kind of diplomacy forward: empowering nongovernmental stakeholders, including persons with disabilities, within human rights discourse. This landmark treaty provides an opportunity to consider what it means to involve members of a global civil society in UN-level negotiations.
Human Rights and Disability Advocacy brings together perspectives from individual representatives of the Disabled People's Organizations (DPOs), nongovernmental organizations (NGOs), indigenous peoples' organizations, states, and national institutions that played leading roles in the Convention's drafting process. The contributors provide vivid and personal accounts of the paths to victory, including stumbling blocks not all of which were overcome and offer a unique look into the politics of civil society organizations both from within and in its interaction with governments. Each essay describes the nonnegotiable key issues for which they advocated; the extent of success in reaching their goals; and insights into the limitations they faced. Through the plurality of voices and insider perspectives, Human Rights and Disability Advocacy presents fresh perspectives on the shift toward a new diplomacy and explores the implication of this model for human rights advocacy more generally.
Contributors: Andrew Byrnes, Heidi Forrest, Phillip French, Lex Grandia, Huhana Hickey, Markku Jokinen, Liisa Kauppinen, Mi Yeon Kim, Gerison Lansdown, Connie Laurin-Bowie, Tirza Leibowitz, Don MacKay, Anna MacQuarrie, Ronald C. McCallum AO, Tara J. Melish, Pamela Molina Toledo, Maya Sabatello, Marianne Schulze, Belinda Shaw.

1. A Short History of the International Disability Rights
Movement 13
Maya Sabatello
2. Our Lives, Our Voices: People with Intellectual Disabilities
and Their Families 25
Anna MacQuarrie and Connie Laurin-Bowie
3. Living in the Community, Access to Justice: Having the
Right Makes All the Difference 45
Tirza Leibowitz
4. Inclusion or Choice? Securing the Right to Inclusive
Education for All 58
Belinda Shaw
5. An Eye Toward Effective Enforcement: A Technical- Comparative
Approach to the Drafting Negotiations 70
Tara J. Melish
6. Children with Disabilities 97
Gerison Lansdown
7. Women with Disabilities: Th e Convention Through the
Prism of Gender 113
Mi Yeon Kim
8. Including Deaf Culture and Linguistic Rights 131
Liisa Kauppinen and Markku Jokinen
9. Imagine: To Be a Part of Th is 146
Lex Grandia
10. Indigenous People with Disabilities: The Missing Link 157
Huhana Hickey
11. At the United Nations . . . “Th e South Also Exists” 170
Pamela Molina Toledo
12. Voices Down Under: An Australian Perspective 188
Heidi Forrest and Phillip French
13. Monitoring the Convention’s Implementation 209
Marianne Schulze
14. Th e Role of National Human Rights Institutions 222
Andrew Byrnes
15. Th e New Diplomacy 239
Maya Sabatello

Book Reviews - Human Rights and Disability Advocacy

Book Reviews - Human Rights and Adolescence

While young children's rights have received considerable attention and have accordingly advanced over the past two decades, the rights of adolescents have been neglected. This manifests itself in pervasive gender-based violence, widespread youth disaffection and unemployment, concerning levels of self-abuse, violence and antisocial engagement, and serious mental and physical health deficits. The cost of inaction on these issues is likely to be dramatic in terms of human suffering, lost social and economic opportunities, and threats to global peace and security. Across the range of disciplines that make up contemporary human rights, from law and social advocacy to global health, history, economics, sociology, politics, and psychology, it is time, the contributors of this volume contend, for adolescent rights to occupy a coherent place of their own.
Human Rights and Adolescence presents a multifaceted inquiry into the global circumstances of adolescents, focusing on the human rights challenges and socioeconomic obstacles young adults face. Contributors use new research to advance feasible solutions and timely recommendations for a wide range of issues spanning all continents, from relevant international legal norms to neuropsychological adolescent brain development, gender discrimination in Indian education to Colombian child soldier recruitment, stigmatization of Roma youth in Europe to economic disempowerment of Middle Eastern and South African adolescents. Taken together, the research emphasizes the importance of dedicated attention to adolescence as a distinctive and critical phase of development between childhood and adulthood and outlines the task of building on the potential of adolescents while providing support for the challenges they experience.
Contributors: Theresa S. Betancourt, Jacqueline Bhabha, Krishna Bose, Neera Burra, Malcolm Bush, Jocelyn DeJong, Elizabeth Gibbons, Katrina Hann, Mary Kawar, Orla Kelly, David Mark, Margareta Matache, Clea McNeely, Glaudine Mtshali, Katie Naeve, Elizabeth A. Newnham, Victor Pineda, Irene Rizzini, Elena Rozzi, Christian Salazar Volkmann, Shantha Sinha, Laurence Steinberg, Kerry Thompson, Jean Zermatten, Moses Zombo.

PART I. UNDERSTANDING ADOLESCENCE:
DISCIPLINARY PERSPECTIVES
1. Protecting and Promoting Adolescent Rights: Th e Contribution
of International Law and Policy
Jean Zermatten 23
2. Transitions to Adulthood in Contemporary Italy: Balancing
Sociocultural Diff erences and Universal Rights
Elena Rozzi 39
3. Th e Science of Adolescent Brain Development and Its
Implications for Adolescent Rights and Responsibilities
Laurence Steinberg 59
4. Building Capability and Functioning: Reframing the Rights
Agenda for Adolescents Th rough the Lens of Disability Rights
Victor Pineda 77
5. Adolescent Social and Emotional Development: A Developmental
Science Perspective on Adolescent Human Rights
Clea McNeely and Krishna Bose 102
PART II. GROWING UP WITH VIOLENCE: ADOLESCENT TRAUMA,
STIGMA, AND RESILIENCE
6. Poverty, Armed Confl ict, and Or ga nized Crime: Th e Impact
of Violence on Young People in Colombia
Christian Salazar Volkmann 127
7. Coming of Age in the Context of War: Reframing the Approach
to Adolescent Rights
Th eresa S. Betancourt, Katrina Hann, and Moses Zombo 134
8. Wings of the Phoenix: Th e Legacy of Violence for Adolescents
in Postconfl ict Reconstruction
Elizabeth Gibbons 149
9. Adolescents in the Colombian Armed Conflict: Recruitment
Realities and Important Lessons for Their Successful Reintegration
Katie Naeve 170
PART III. SOCIAL INTERVENTIONS: STRATEGIC APPROACHES
TO ADOLESCENT RIGHTS
10. Young Arabs and Evolving Realities: Linking Social
and Economic Rights
Jocelyn DeJong and Mary Kawar 187
11. Th e Challenges Facing India in Advancing Secondary
Education Attainment Among Adolescent Girls
Orla Kelly and Elizabeth A. Newnham 217
12. Rights and Realities for Vulnerable Youth in Urban Brazil:
Challenges in the Transition to Adulthood
Irene Rizzini and Malcolm Bush 236
13. Youth Unemployment: Facing and Overcoming Obstacles
in Partnership
Glaudine Mtshali 251
14. Confi ned by Narrow Choices: Th e Stories of Roma Adolescents
Margareta Matache and David Mark 270
15. Beginning in the Middle: Ending the Exploitation of
Adolescents in India
Shantha Sinha 293
16. Indian Adolescence and Its Discontents: Transformational
Solutions Th rough Education, Skill Development,
and Employment
Neera Burra 309
17. Emerging from the Shadows: Adolescents with Disabilities
Claim Th eir Rights Under International Law
Kerry Th ompson 326

Book Reviews - Human Rights and Adolescence

Book Reviews - Arduino Music and Audio Projects

This book is for musical makers and artists who want to gain knowledge and inspiration for your own amazing creations. “Grumpy Mike” Cook, co-author of several books on the Raspberry Pi and frequent answerer of questions of the Arduino forums, brings you a fun and instructive mix and simple and complex projects to help you understand how the Arduino can work with the MIDI system to create musical instruments and manipulate sound.

 

In Part I you’ll find a set of projects to show you the possibilities of MIDI plus Arduino, covering both the hardware and software aspects of creating musical instruments. In Part II, you learn how to directly synthesize a wave form to create your own sounds with Arduino and concludes with another instrument project: the SpoonDuino. Finally, in Part III, you’ll learn about signal processing with the Arduino Uno and the Due ― how to create effects like delay, echo, pitch changes, and realtime backwards audio output.

If you want to learn more about how to create music, instruments, and sound effects with Arduino, then get on board for Grumpy Mike’s grand tour with Arduino Music and Sound Projects.

Part I: MIDI and OSC
Chapter 1:​ Basic Arduino
About this Book
The Arduino
Arduino Architecture
The Processor Block
The Communications Block
The User I/​O Pins
The Power Supply Control Block
The Onboard Peripherals Block
Arduino Ripoffs, Clones, and Compatibles
Ripoffs
Clones
Arduino Certified Boards
Compatibles
Roll Your Own
Arduino for Audio
The Arduino Due
The Arduino Uno
Schematics
What a Schematic Is and Isn’t
Symbols
Layout
Constructional Techniques
Boards
Hand Tools
Soldering
Supply Decoupling
Adding Extra Parts to an Arduino
The I2C Bus
The Nature of a Bus
Signal Lines
The SPI Bus
Roll Your Own
Chapter 2:​ Basic MIDI
What Is MIDI?​
The Electrical Signal
MIDI Messages
Note On
Note Off
Hexadecimal Notation
MIDI Connections
Arduino Implementation
MIDI OUT
MIDI IN
MIDI Shield
Construction
Software MIDI Output
Software MIDI Input
Chapter 3:​ More MIDI
More MIDI Messages
Controller Change (CC) MIDI Messages
Program Change MIDI Messages
Pitch Bend MIDI Messages
Aftertouch MIDI Messages
System MIDI Messages
System Real-Time Messages
System Common Messages
System Exclusive Messages
MIDI Direct to USB
MIDI Through a Serial to USB Converter
MIDI Through a HID USB
Chapter 4:​ MIDI Manipulation
The MIDI Setup
Double Tracking
Basic Double Tracking
Analogue Double Tracking
Triple Tracking
Bonus:​ Doubling a Note with Triple Tracking
The One Finger Wonder
Triad Chord Basics
Creating a Triad Chord with Arduino
The Arpeggiator
Building a Simple Arpeggiator
Building an Enhanced Arpeggiator
Echo and Delays
The Single Echo
The Multi-Echo
MIDI Looper
Chapter 5:​ MIDI Instruments
Sensors and I/​O
Port Expander
Analogue Multiplexer
Sensors
Force Sensors
Piezo Electric Sensors
Flex Sensors
The Soft Pot
The Touch Pad
The Nunchuck
The Distance Sensor
MIDI Instruments
The Spoon-o-Phone
The Theremin
MIDI Air Drums
MIDI Light Show
Chapter 6:​ MIDI Harp Player
The Mechanical Design
Building the Harp Clamp
The Plucking Mechanism
Building the Staircase Drive Mounts
Fitting Limit Switches on the CD Drives
Mounting the Motors
The Electronic Design
Block Diagram of the System
The Trigger
The Limit Switch Select Circuit
The Motor Control Block
The Delay Block
The Flip-Flop
Assigning Gates and Packages
The Arduino Controller
Power Distribution
The Firmware
Test Software
The Working Software
Controlling the Harp Player
Chapter 7:​ The DunoCaster
The Concept
Guitar Chords
Picking
Other Controls
Indicators
The Circuit Parts
The Port Expanders
Switches
Rotary Encoder
The Schematic
The Processor
The Port Expanders
The String Touch Sensors
The Rotary Encoder
Constructing the Circuit
Building the Case
Constructing the Circuit
The Software
The Header Files
The Main Code
The Finished Instrument
Things to Do
Chapter 8:​ OSC and Friends
The Concept
The Message
Adding Data
Sending a Message
SLIP Protocol
UDP Protocol
OSC Bundles
Practical OSC
The Other End of the Link
Using PD
Using MAX
OSC Theremin
OSC Going Wireless
Touch OSC
The Arduino Code
OSC Keyboard
Touch OSC Screen
Touch OSC Screen
The Monome
The Monome API
Monome Variants
Chapter 9:​ Some More Projects
The MIDI Pendulum
The Sensor
The Pendulum Support
The Pendulum Schematic
The Pendulum Software
MIDI Footsteps
Foot Switches
Footsteps Schematic
Footsteps Software
Tripping the Light Fantastic
MIDI Glockenspiel
Solenoids
MIDI Glockenspiel Schematic
MIDI Glockenspiel Software
MIDI Beater
Servos
MIDI Beater Schematic
MIDI Beater Software
MIDI Beater In Action
Part II: Generating waveforms
Chapter 10:​ The Anatomy of a Sound
What Makes Sound?​
Timbre:​ a Sound’s Individuality
Amplitude
One More Thing
Chapter 11:​ Square Waves
Starting Off Simply
Something More Interesting
Making a Tune
A Better Way to Generate a Tone
The Tone Function
Polyphonic Tones
Theory
Optimization
Implementation
Woops and Loops
Chapter 12:​ Other Wave Shapes
Not a High or a Low
PWM
Resistor Tap
The Binary-Weighted D/​A
The R-2R Ladder
The D/​A Interface
Generating a Waveform
Sawtooth Example
Triangle Wave Example
Wave Table Output
Chapter 13:​ The SpoonDuino
What Is a SpoonDuino?​
SpoonDuino Building Blocks
Playing Modes
The Menu
The Schematic
Arduino and Power
I2C Bus
SPI Bus
Mopping Up
Construction
The Software
iPad/​Android App
Wave Calculating Software
The Arduino Code
Techniques
Final Thoughts
Part III: Signal Processing
Chapter 14:​ Sampling
Breaking Up a Sound into Chunks
Sample Rate
Quantization Error
Playing Samples
Getting the Sample
Creating Arduino Code
Arduino Sample Player
More Samples
Even More Samples
Chapter 15:​ Audio Effects
First Build Your Sound Card
Amplifiers
The Digital Circuit
Construction
Using the Sound Card
Exterminate
More Effects
Delay
Echo
Pitch Up
Pitch Down
Speaking Backward
Putting It All Together
Finale
Chapter 16:​ Digital Filters
Types of Filter
Low Pass Filter
Notch Filter
Frequency Response
Fourier Transform
A First Look at the FFT
Chapter 17:​ DSP Projects
Understanding the Processor
Processor Peripherals
Using the Due
Physical Modeling
The Karplus Strong Algorithm
Audio Excitation
What Transfer Function to Use?​
Music Light Show

Book Reviews - Arduino Music and Audio Projects

Book Reviews - On Chinese Culture

This book is divided into three main parts: an introduction to theories of culture, a section on Chinese culture, and one on cultural construction. The first part can be interpreted as an attempt to explore the meta-theoretical system of culture at the philosophical level. Based on the concept of “culture as ways of living,” the book further defines “culture” as “the preparation of people,” including the processes by which people adapt to local cultural and social customs.  It stresses the subjectivity of culture, and the cultural rights and responsibilities of humankind. The second part takes on the subjective perspective of contemporary Chinese culture, interpreting it within the context of the historical situation of the Chinese people and nation, before engaging in a systematic reflection on several fundamental issues of Chinese culture. It closes by evaluating Chinese cultural practices and formulating a type of contemporary cultural self-identity. The book’s third part focuses on the interconnection between the revival of the Chinese nation and the modernization of Chinese society, analyzing the conditions and challenges for the three primary types of contemporary Chinese culture: material culture, political culture and spiritual culture. Lastly, the book puts forward suggestions concerning several of the critical problems facing a society in transition.
1 Introduction: The Homeland of Culture and Man . . . . . . . . . . . . . 1
1.1 The Living Situation of Contemporary Man and His Cultural Reflection . . 1
1.1.1 Dire Environment Crisis . . . . . . . . . . . . . . . . . . . . . . 2
1.1.2 The Danger of Being Materialized . . . . . . . . . . . . . . . 2
1.1.3 An Upcoming Postmodern Lifestyle Led by Symbol Consumption . . . 3
1.2 China and the World, Facing Future . . . . . . . . . . . . . . 4
1.2.1 A Macro-Culture Vision in a Brand-New Age . . . . . . . 8
Part I Introduction to Culture
2 Culture as Humanization . . . . . . . . . . . .  . 15
2.1 Culture and Non-culture (Nature) . . . . . . . . . . . . . . . . . .15
2.2 From Humanization to Civilization . . . . . . . . . . . . 19
2.2.1 The Humanization of Man as a Natural Being . . . . . . . 19
2.2.2 The Completion of Man’s Socialization. . . . . . . . . . . . 21
2.2.3 The Spiritual Homeland Created by Man. . . . . . . . . . . 23
2.3 Life Is a Two-Way Trip . . . . . . . . . . . . .. 25
2.4 Text for Cultural Interpretation. . . . . . . . . . .. . 27
3 Basic Patterns of Culture . . . . . . . . . . . . . . . .  . . . 31
3.1 Material Culture: Wares and Economy . . . . . . . . . . . . .  . 31
3.2 Spiritual Culture: Cognition, Emotion, and Will . . . . . . . . 36
3.3 Institutional Culture: The Structure and Rules of Rights . . . 39
4 Pluralism Versus Monism in Cultural Pattern . . . . . . . . . . . .. 43
4.1 Subject: Proof for Cultural Pluralism. . . . . . . .. . . 43
4.2 National Culture: A Diversity in Unity . . . . . . . . . .. . . 46
4.3 Mainstream Culture and Subculture . . . . . . . . . . . . . . . . 49
4.4 The Pluralistic Landscape of World Culture. . . . . . .. . . . . 53
4.5 Mythologies and Realities of Cultural Convergence . . . . . . 56
5 Cultural Qualities: What Is Good and What Is Bad?. . . . . . . . . . . 61
5.1 Bewilderment Around the War Between High Culture and Low Culture . . . 61
5.2 Repositioning: How Culture Is Produced and Consumed . . . . . . 64
5.3 Intelligentsia and Spiritual Production . . . . . . . . . . 67
5.4 Cultural Oasis and Cultural Desert . . . . . . . . . . . . . 71
6 Rise and Fall of Cultural Destiny . . . . . . . . . . . . . . . . 77
6.1 The Space, Time, and Vitality of Culture . . . . . . . . . . . . 77
6.2 Cultural Evolution and Retrogression . . . . . . . . . . . .  . 82
6.3 Tradition: Life Pattern of National Culture . . . . . . . . . 86
6.4 Benchmarks of Cultural Destiny. . . . . . . . . . . . . . . . 91
6.4.1 The Law of Cultural Accumulation and Progressive Achievement . . .92
6.4.2 Cultural Subjectivity and the Principle of Selection. . . . 93
Part II Chinese Culture
7 Value Orientations of Chinese Traditional Culture . 97
7.1 The Positioning of “Man” . . . . . . . . . . . . 97
7.1.1 Deity, Heaven, and Man: “Respect to Heaven and Reverence to Destiny”?. . 97
7.1.2 Others and Self: “Forget the Individual in the Interest of the Group”?. 100
7.1.3 Personality, Family, and Self: “Self-cultivation, Family Harmony, State Governance, and World Peace”? 104
7.1.4 “Official Standard”: The Negation of Oneself. . . . . . . . 107
7.2 Righteousness and Profits, and Name and Reality. . . . .  109
7.2.1 “The Debate on Righteousness and Profit”: Righteousness Outweighing Profit? 110
7.2.2 “The Debate on Principle and Desire”: Men Are Born Evil? 113
7.2.3 “Debate on Name and Reality”: To Prove the Name with Reality? 116
7.3 Affection, Reasonability, and the Law. . . . . . . . . . . . 118
7.3.1 “Human Relationship Circle” and “Connection Network” . . . 119
7.3.2 From “Rule of Rites” to “Rule of Law” . . . . . . . . . . . 122
8 Multiple Characters of Chinese Traditional Culture . . . . . . . 127
8.1 Way and Implements: Pursuit of the State of Life . . . . .  . 127
8.1.1 Sacrifice for the Truth. . . . . . . . . . . . . . 128
8.2 Body and Function: Exploration into the Cultural Roots . . . . . . 131
8.3 Knowledge and Behavior: Orientation for Thinking Mode. . . . . 136
8.4 Yin-Yang, Masculinity–Femininity: Losses and Gains of Cultural Ethos 142
9 Overall Criticisms on Chinese Traditional Culture. . . . . . . . . . . . . 149
9.1 Features and Tendencies of Chinese Traditional Culture . . . . . . 149
9.1.1 The Sea Admits Hundreds of Rivers for its Capacity to Hold . . 150
9.1.2 Moral Complex of “Subduing Oneself and Returning to Propriety” 153
9.2 Historical Reflection on Traditional Cultural Spirit . . . . 157
9.2.1 Science: All but a “Spirit”. . . . . . . . . . . . . 157
9.2.2 Morality: Who “Devolves One’s Own Thought to Others”? . . 161
9.2.3 Faith and Religion: Why “Make a Hasty Last-Minute Effort”?. . . 165
9.3 Several Attitudes Toward Traditional Culture. . . . . . . . 170
9.3.1 Conservatism and Nihilism: Two Extremes . . . . . . 170
9.3.2 Essence and Dross: Tradition is not a “Rotten Apple” . . . 174
9.3.3 Dualism: An Easily Ignored Misunderstanding . . . . . . . 179
Part III New Culture Construction
10 Cultural Transformation: Challenges and Outlets . . . . . . 185
10.1 Ideological Course of China’s Modernization. . . . . 185
10.1.1 Pioneers’ Dreams and Historical Enlightenment . . . . . . 185
10.1.2 The Cultural Implication of Modernization . . . . . . . . . 188
10.1.3 Modernization and Chinese Characteristics . . . . . . . . . 190
10.2 Predicament from the Impact of Marketization . . . . . . . . . 192
10.2.1 The Lopsided Development of Consumer Culture. . . . . 192
10.2.2 Deficiency of Innovative Cultural Mechanisms. . . . . . . 195
10.3 The Three Cultural Orientations of Cultural Development . . . . . 199
10.3.1 The “Outward-Looking” “Westernization Theory” . . . . 199
10.3.2 The “Backward-Looking” “Tradition Theory” . . . . . . . 202
10.3.3 The “Forward-Looking” “Creation Theory” . . . . . . . . . 205
11 Prosperity: The Modernization of Material Culture . . . . . . . 209
11.1 Value Bases of Market Economy . . . . . . . . . . . . . . 209
11.1.1 Economic Transformation and Cultural Transformation . . 210
11.1.2 The Exploration of Chinese Mode of Development. . . . 212
11.1.3 The “People-Oriented” Development Philosophy . . . . . 213
11.2 The Knowledge-Based Economy and Cultural Industries . . . . . . 216
11.2.1 High-Technology and Future Material Civilization . . . . 216
11.2.2 The Advent of the Era of Knowledge Economy . . . . . . 218
11.2.3 The Rise of Cultural Industries and Its Significance . . 220
11.3 Ecological Civilization: Harmony Between Man and Nature . . . 225
12 Democracy: The Modernization of Institutional Culture. . . . . . . . . 229
12.1 Human Rights: People-Oriented Core Value . . . . . . . . . . . . . . 229
12.2 Democracy: The Essence of Institutional Civilization . . . . . . . . 232
12.3 The Rule of Law: Indispensable for People’s Democracy . . . . . 237
13 Civilization: The Modernization of Spiritual Culture . . . . . . . . . . . 245
13.1 Values Revolution and Reconstruction . . . . . . . . . . . . . . . . . . 245
13.1.1 Values Revolution . . . . . . . . . . . . . . . . . . . . . . . . . . 245
13.1.2 Orientation to Diversification and Adherence to Subjectivity 251
13.2 Science and Education: Serving Human Values . . . . . . . . . . . . 255
13.2.1 Science and Education—The Path to the Revitalization of the Country 255
13.2.2 From Instrumentalization to Humanization. . . . . . . . . . 259
13.2.3 The Contemporary Value of Science. . . . . . . . . . . . . . 264
13.2.4 Regression to the Essence of Education. . . . . . . . . . . . 268
13.3 Morality: From Emotion to the Rationality . . . . . . . . . . . . . . . 271
13.3.1 Declines and Climbs: Trigger to New Thinking . . . . . . 272
13.3.2 Dislocation and Homing: Foundation of Moral Values 274
13.3.3 Ideal and the Reality: Levels of Moral Construction . 280
Part IV Conclusion
14 Conclusion: Chinese Culture Facing the New Century . . . . . . . . . . 287
14.1 The Publicity of the Spiritual Homeland of the Chinese Nation . . . . . 287
14.2 The Common Faith of the Whole Nation Is Fundamental to Our Spiritual Homeland 289
14.3 Future-Oriented Chinese Culture Must Be Built on the Basis of Scientific Rationality 290
14.4 The Construction Subjects of Chinese Culture Are All the Chinese People 292
14.5 The Reconstruction of Chinese Culture Will Promote the Common Progress of Human Civilization 296

Book Reviews - On Chinese Culture

Book Reviews - Opioid Receptors Methods and Protocols

Opioid Receptors: Methods and Protocols serves as a comprehensive guide to both key new techniques and established methods for the investigation of genetics, structural biology, transcription, and post-transcriptional events of opioid receptors. Other methods cover the cellular detection and trafficking of opioid receptors in vitro and in vivo. Procedures aimed to investigate signaling pathways modulated by opioid receptors and model systems to study opioid receptor-mediated functions are also included. Finally, methods to assay behavioral effects mediated by opioid receptors are described. Written in the highly successful Methods in Molecular Biology series format, chapters include introductions to their respective introductions, lists of the necessary materials and reagents, step-by-step, readily reproducible laboratory protocols, and tips on troubleshooting and avoiding known pitfalls.
Wide-ranging and authoritative, Opioid Receptors: Methods and Protocols will help both experienced and new entrants in this field to carry out their experiments successfully and with new inspiration.

(Chapter 1 ). The recent publication of crystal structures of all the three opioid receptors has been instrumental to the development of computational protocols, designed to estimate thermodynamic and kinetic parameters describing the receptor binding of small molecule ligands and the formation of supramolecular complexes.
(Chapter 2 ). Furthermore, techniques for the epigenetic and posttranscriptional analysis of opioid receptor genes are presented.
(Chapters 3 and 4 ). Finally, a protocol is dedicated to the use of DNA microarrays and next-generation sequencing methodologies to obtain a transcriptional profi le of genes influenced by activation of opioid receptors.

Book Reviews - Opioid Receptors Methods and Protocols

Book Reviews - The Harary Index of a Graph

This is the first book to focus on the topological index, the Harary index, of a graph, including its mathematical properties, chemical applications and some related and attractive open problems. This book is dedicated to Professor Frank Harary (1921—2005), the grandmaster of graph theory and its applications. It has be written by experts in the field of graph theory and its applications. For a connected graph G, as an important distance-based topological index, the Harary index H(G) is defined as the sum of the reciprocals of the distance between any two unordered vertices of the graph G. In this book, the authors report on the newest results on the Harary index of a graph. These results mainly concern external graphs with respect to the Harary index; the relations to other topological indices; its properties and applications to pure graph theory and chemical graph theory; and two significant variants, i.e., additively and multiplicatively weighted Harary indices. In the last chapter, we present a number of open problems related to the Harary index. As such, the book will not only be of interest to graph researchers, but to mathematical chemists as well.
1 Introduction. . . . . . . . . . . . . . . . . . . . 1
1.1 Short Introduction to Graph Theory . . . . . . . . .. 1
1.2 Distance in Graphs. . . . . . . . . . . . . . . . . 2
1.3 Harary Index of a Graph. . . . . . . . . . . . . . .  . 2
1.4 Harary Matrix of a Graph . . . . . . . . . . . . . . . 4
1.5 Modified Harary Index . . . . . . . . . . . . . . . . . . . . 8
2 Extremal Graphs with Respect to Harary Index . . . . . 13
2.1 General Graphs . . . . . . . . . . . . . . . . . . . . .. . . . . 13
2.2 Trees . . . . . . . . . . . . . . . . . . . . . . .  . . . . . . . 19
2.3 Generalized Trees . . . . . . . . . . . . . . . .  . . . . . 23
3 Relation Between the Harary Index and Related Topological Indices. . 27
3.1 Relation Between the Harary Index and Reciprocal Wiener Index . 27
3.2 Relation Between the Harary Index and Zagreb Indices . . . . . . . 31
4 Some Properties and Applications of Harary Index . . . . . . 35
4.1 Some Properties of Harary Index . . . . . . . . . .  . 35
4.2 Application of Harary Index in Pure Graph Theory . . . . . . 39
4.3 Application of Harary Index in Mathematical Chemistry . . . . 40
4.4 Application of Harary Index to Structure–Property Modeling. . . . 48
5 The Variants of Harary Index . . . . . . . . . . . . .  . . 55
5.1 Extremal Graphs with Respect to HA and HM . . . . . . . .. 56
5.2 Some Properties of Additively Weighted Harary Index . . . . 63
6 Open Problems . . . . . . . . . . . . . . . . .  69
6.1 Determining the Minimal Harary Index in a Given Set . .  69
6.2 Other Attractive Open Problems . . . . . . 70

Book Reviews - The Harary Index of a Graph

Book Reviews - Isogeometric Methods for Numerical Simulation

The book presents the state of the art in isogeometric modeling and shows how the method has advantaged. First an introduction to geometric modeling with NURBS and T-splines is given followed by the implementation into computer software. The implementation in both the FEM and BEM is discussed.
A Primer on Splines and NURBS for Isogeometric Analysis by B. J¨uttler
Extended Isogeometric Analysis for Strong and Weak Discontinuities by V.P. Nguyen and S. Bordas
Boundary Element Methods by G. Beer and B. Marussig
An Introduction to Isogeometric Collocation Methods by A. Reali and T.J.R. Hughes
Isogeometric Analysis Based on T-splines by D.C. Thomas and M.A. Scott
Using T-splines, however, it is possible to overcome the trimming problem by converting a trimmed T-spline into an untrimmed, watertight, analysissuitable T-spline. The details of this process are described in Sederberg et al. (2008). The conversion process first modifies the topology of the T-spline to accommodate any trimming curves. A fitting procedure is then used to match the T-spline surface to the trimming curve. Figure 11d shows the untrimmed T-spline which matches the original trimmed T-spline upon completion of the conversion process. This untrimmed T-spline is now analysissuitable. Additional modeling generates the final bumper geometry shown in Figures 11e and 11f.
The final model of the bumper consists of 876 cubic T-spline shell elements with 705 control points. No intermediate geometry clean-up or meshing step was employed. The free-free eigenvalues were calculated. The calculations were performed directly on the T-spline model in LS-DYNA.

Book Reviews - Isogeometric Methods for Numerical Simulation

Book Reviews - Dynamic Spectrum Access for Wireless Networks

This SpringerBrief presents adaptive resource allocation schemes for secondary users for dynamic spectrum access (DSA) in cognitive radio networks (CRNs) by considering Quality-of-Service requirements, admission control, power/rate control, interference constraints, and the impact of spectrum sensing or primary user interruptions. It presents the challenges, motivations, and applications of the different schemes. The authors discuss cloud-assisted geolocation-aware adaptive resource allocation in CRNs by outsourcing computationally intensive processing to the cloud. Game theoretic approaches are presented to solve resource allocation problems in CRNs. Numerical results are presented to evaluate the performance of the proposed methods. Adaptive Resource Allocation in Cognitive Radio Networks is designed for professionals and researchers working in the area of wireless networks. Advanced-level students in electrical engineering and computer science, especially those focused on wireless networks, will find this information helpful.
1 An Overview of Cognitive Radio Networks . . . .  . . . . . . 1
1.1 Introduction . . . . . . . . . . . . . . . . . . . 1
1.2 Cognitive Radio Networks. . . . . . . . . . . . . . . . . . . . . . . 2
1.3 System Model for Cognitive Radio Networks . . . . . . . . 3
1.4 Spectrum Sensing in Cognitive Radio Networks . . . . . . . 4
1.4.1 Primary Transmitter Detection . . . . . .  . . . . . 4
1.4.2 Primary Receiver Detection . . . . . . . . .  . . . . 7
1.4.3 Cooperative Detection . . . . . . . . . . . . . . . . . . . . . 7
1.4.4 Interference Temperature Management. . . . . .  . . 8
1.5 Adaptation and Act/Communication Phases. . . . . . . . . . . 8
1.6 Challenges and Motivations . . . . . .. . . . . . . . . . . . . . . . 9
1.7 Organizations and Summary . . . . .  . . . . . . . . . . . . . . 9
2 Resource Allocation in Spectrum Underlay Cognitive Radio Networks 13
2.1 Overview . . . . . . . . . . . . . . . . . . . . .. 13
2.2 Network Model and Problem Formulation . . . . . . . . . . .. 14
2.2.1 Distributed Admission Control for SUs . . . . . . 16
2.2.2 Power Control. . . . . . . . . .. . . . . . . . . . . . . . . 16
2.2.3 Problem Formulation . . . . . . . . . . . . . . . . . 17
2.3 Game Formulation . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.4 The Algorithm. . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.5 Numerical Results. . . . .. . . . . . . . . . . . . . . . . . . . . 20
2.6 Waiting Probability for DSA in TDMA CRNs .  . 21
2.6.1 Numerical Results . . . . . . . . . . . . . . . . . . 23
3 Resource Allocation in Spectrum Overlay Cognitive Radio Networks . 25
3.1 Introduction . . . . . . . . . . . . . . . . . . .. 25
3.2 Network Model and Problem Formulation . . . . . . . . 26
3.3 Two-Stage Stackelberg Game . . . . . . . . . 29
3.3.1 Follower Rate Maximization Sub-Game (FRMG) . . . . . . 29
3.3.2 The Leader Price Selection Sub-Game (LPSG) . . . . . 32
3.3.3 The Best Response for the Stackelberg Game. . . . . . 34
3.3.4 The Existence and Uniqueness of the Equilibrium. . . . 35
3.4 The Algorithm. . . . . . . . . . . . . . . . . . . . . . . . 36
3.5 Numerical Results. . . . . . . . . . . . . . . . . . . . . . . . . 36
4 Cloud-Integrated Geolocation-Aware Dynamic Spectrum Access . . . . . . 43
4.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . 43
4.2 System Model . . . . . . . . . . . . . . . . . . . . . . . . 44
4.3 Computing Platform . . . . . . . . . . . . . . . . . . . . 45
4.3.1 Distributed Computation. . . . . . . . . . 46
4.3.2 Distributed Database. . . . . . . . . . 46
4.4 Infrastructure-Based SU Communications. . 47
4.4.1 Numerical Results . . . . . . . . . . . . . . . . . 48
4.5 Distributed Power Adaptation Game (DPAG)
for Peer-to-Peer SU Communications. . . . . . . 51
4.5.1 Numerical Results . . . . . . . . . . . . . . 54
5 Resource Allocation for Cognitive Radio Enabled Vehicular Network User 57
5.1 Introduction . . .  . . . . . . . . . . . . . . . . . . . . 57
5.2 Networks Model . . . . . . . . . . . . . . . . . . . . . . . 58
5.3 Analysis for Connectivity in VANET . . . .  . . . . 59
5.4 Numerical Results. . . .. . . . . . . . . . . . . . . . . 61

Book Reviews - Dynamic Spectrum Access for Wireless Networks

Book Reviews - Applied Discrete-Time Queues

This book introduces the theoretical fundamentals for modeling queues in discrete-time, and the basic procedures for developing queuing models in discrete-time. There is a focus on applications in modern telecommunication systems.
It presents how most queueing models in discrete-time can be set up as discrete-time Markov chains. Techniques such as matrix-analytic methods (MAM) that can used to analyze the resulting Markov chains are included. This book covers single node systems, tandem system and queueing networks. It shows how queues with time-varying parameters can be analyzed, and illustrates numerical issues associated with computations for the discrete-time queueing systems. Optimal control of queues is also covered.
Applied Discrete-Time Queues targets researchers, advanced-level students and analysts in the field of telecommunication networks. It is suitable as a reference book and can also be used as a secondary text book in computer engineering and computer science.  Examples and exercises are included.
1 Introduction . . . . . . . . . . . . . . . . . . 1
1.1 Introduction . . . . . . . . . . . . . . . . . . . . .  . . 1
1.1.1 Examples of Transparent Queues . . . . . . . . . . . . . 2
1.1.2 Examples of Non-Transparent Queues . . . . . . . . . . . . . . . 5
1.1.3 Examples of Queues Not Involving Humans Directly . . . . 6
1.2 A single node queue. . . . . . . . . . . . . . . . . . . . 7
1.3 A tandem queueing systems . . . . . . . . . . . . . . . . . 9
1.4 A network system of queues . . . . . . . .  . . . . . . . . 10
1.5 Some Well-known Application Areas for Queueing Models . . . . . . 11
1.5.1 Queues in Transportation and Traffic Systems . . . . . . . . . . . . 11
1.5.2 Queues in Manufacturing Systems . . . . . . . . . . .  . . . . 12
1.5.3 Queues in the Health Care Systems. . . . . . . . . . . . . . . . . . 13
1.5.4 Queues in Communication networks . . . . . . . . . . . . . 14
1.6 Why are queueing systems of interest?. . . . . . . . . . . . 16
1.7 Performance Measures . . . . . . . . . . . . . . . . . . . . . . . . . . 17
1.7.1 Performance Measures . . . . . . . . .  . . . . . . 18
1.8 Characterization of Queues . . . . . . . . .. . . . . . . . . . . . . 19
1.9 Discrete time vs Continuous time analyses . . . . . . . . . . . .. . . 20
1.9.1 Time . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . 20
2 Arrival and Service Processes . . . . . . . . . . . . . . . . . . . . . . 23
2.1 Introduction . . . . . . . . . .  . . . . . . . . . . . . . .. . 23
2.2 Review of Probability for Discrete Random
Variables and Matrices . . . . . . . . . . . . . . . . . 23
2.2.1 The z transform . . . . . . . .. . . . . . . . . . 24
2.2.2 Bivariate Cases . . . . . . . . . . . . . . . . . . . . . . 24
2.2.3 Some very Common Discrete Distributions . . . . . . . . . . . .. 25
2.2.4 Brief Summary of Required Material from Matrices . . . . . 28
2.2.5 Examples of Simple Representations of
Discrete Distributions Using Matrices . . . . . . . . . . . . . .  . 29
2.2.6 Matrix Representation . . . . . . . . . . . . . . 31
2.3 Arrival and Service Processes . . . . . . . . . . . . 31
2.4 Renewal Process. . . . . . . . . . . . . . . .. . . . . . . . . 32
2.4.1 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
2.4.2 Number of renewals . . . . .. . . . . . . . . . . . 34
2.5 Special Arrival and Service Processes in Discrete Time . . . . . 34
2.5.1 Bernoulli Process . . . . . . . . . . . . . . . . . . . 34
2.5.2 Geometric Distribution . . . . . . . . . . . . . 35
2.5.3 Phase Type Distribution . . . . . . . . . . .. 37
2.5.4 The infinite phase distribution (IPH) . . . . . . . .. 44
2.5.5 General Inter-event Times. . . . . . . . . . . . . . .  . . 45
2.5.6 Markovian Arrival Process . . . . . . . . . . . . . . . . 46
2.5.7 Marked Markovian Arrival Process. . . . . . . . . . . . . . 51
2.5.8 Semi Markov Processes . . . . . . . . . . . . . . . . . . 51
2.5.9 Data Fitting for PH and MAP. . . . . . . . . . . . . 52
2.6 Service Times: What does this really mean?. . . . . . .  . 53
2.7 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
3 Discrete-Time Markov Chains . . . . . . . . . . . . . . . . . . . . 57
3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
3.2 Stochastic Processes. . . .. . . . . . . . . . . . . . 57
3.3 Markov Processes . . . .  . . . . . . . . . . . . . . . . 59
3.4 Discrete Time Markov Chains . . . . .  . . . . . . . 60
3.4.1 Examples . . . . . . . . . . . . . . . . . . . . . . . . 61
3.4.2 State of DTMC at arbitrary times . . .  . . 64
3.4.3 Classification of States . . . . . . . . . . 68
3.4.4 Classification of Markov Chains . . . .. . 71
3.5 First Passage Time . . . . . . . .  . . . . . . . . . . . . . . . 72
3.5.1 Examples . . . . . . . . . . . . . . . . . . . . . . . . . 75
3.5.2 Some Key Information Provided by First Passage . . . . . . . . 76
3.5.3 Example . . . . . . . . . . . . . . . . . . . . . . . . . 77
3.5.4 Mean first recurrence time .. . . . . . 78
3.6 Absorbing Markov Chains . .. . . . . . . . . . . . . . 78
3.6.1 Characteristics of an absorbing Markov chain . . . .. . 79
3.7 Censored Markov Chains . .. . . . . . . . . . . . . . . . . . 82
3.8 Transient Analysis. . .. . . . . . . . . . . . . . . . . . . . . . 83
3.8.1 Direct Algebraic Operations . . . . . . . . . . . . 83
3.8.2 Transient Analysis Based on the z-Transform . . . . . . . . . . . . 84
3.9 Limiting Behaviour of Markov Chains .  . . . . . . . . . 85
3.9.1 Ergodic Chains. . . . . . .. . . . . . . . . . . . . . . . 85
3.9.2 Non-Ergodic Chains . . . . . . . . . . . . . 86
3.9.3 Mean First Recurrence Time and Steady State Distributions  . . . 87
3.10 Bivariate Discrete Time Markov Chains . . . . . . . 88
4 Numerical Computations with Discrete-Time Markov Chains. . . . . . . . 91
4.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
4.2 Numerical Computations of the Invariant Vectors . .. . 91
4.3 Finite State Markov Chains . . . .. . . . . . . . . . . . . . . . 92
4.3.1 Direct Methods . . . . . . . .. . . . . . . . . . 93
4.3.2 Iterative Methods . . . . . . . . . . . . . . . . . . . . . 95
4.4 Bivariate Discrete Time Markov Chains . . . . . . . . 98
4.4.1 Computing Stationary Distribution for the Finite Bivariate DTMC.  . 99
4.5 Special Finite State DTMC . . . . . .. . . . . . . . . . . . 102
4.6 Infinite State Markov Chains . . . .. . . . . . . . . . . . . 104
4.7 Some Results for Infinite State Markov Chains with Repeating Structure . 105
4.8 Matrix-Analytical Method for Infinite State Markov Chains . . . . . . 107
4.8.1 The GI/M/1 Type . . . .  . . . . . . . . . . . . . . . 107
4.8.2 Key Measures . . . . . .  . . . . . . . . . . . . . . . 110
4.8.3 Some Special Structures of the Matrix R often Encountered. . . . . 113
4.8.4 The M/G/1 Type . . .  . . . . . . . . 114
4.8.5 Computing Matrix G . . . . . . . . . .. . . . . . . 116
4.8.6 Some Special Structures of the Matrix G often Encountered. . . . 119
4.8.7 QBD. . . . . . . . . . . . . . . . . . . . . . . 120
4.8.8 Computing the matrices R and G . . . . . . . . . . 123
4.8.9 Some Special Structures of the Matrix R and the matrix G .. 125
4.9 Other special QBDs of interest . . . . . . . . . . . . 125
4.9.1 Level-dependent QBDs: . . . . . . 125
4.9.2 Tree structured QBDS . . . . . . . . . . . 126
4.9.3 Re-blocking of transition matrices . . . .. . 129
4.9.4 Time-inhomogeneous Discrete Time Markov Chains . . . . 132
4.9.5 Time-inhomogeneous and spatially-homogeneous QBD . . . . 134
4.10 Software Tools for Matrix-Analytic Methods. . . .  . . 135
5 Basic Single Node Queueing Models with Infinite Buffers . .  . . . 139
5.1 Introduction . . . . .  . . . . . . . . . . . . . . . 139
5.2 Birth-and-Death Process . . .. . . . . . . . . . 140
5.3 Discrete time B-D Process  . . . . . . . . . . 141
5.4 Geo/Geo/1 Queues .. . . . . . . . . . . . . . . . . . . . . . . 143
5.4.1 Algebraic Approach .. . . . . . 144
5.4.2 Transform Approach . . . . .. . . . 145
5.4.4 Performance Measures . . . . . . . . . 146
5.4.5 Discrete time equivalent of Little’s Law: . . . . . . . . 154
5.5 Geo/Geo/1 System with Start-up Times. . . . . . . . . . . .. 155
5.6 Geo/G/1 Queues . . . . . . .  . . . . . . . . . . . . . . . 155
5.6.1 Supplementary Variable Technique . . . .  . 156
5.6.2 Imbedded Markov Chain Approach . . . . .  . . . 159
5.6.3 Mean-Value approach  . . . . . . . . . . . . 164
5.7 GI/Geo/1 Queues . . . . . . . . . . . . . . . . . . . . . . . 166
5.7.1 Supplementary Variable Technique . . .  . . 166
5.7.2 Imbedded Markov Chain Approach .  . 168
5.8 Geo/PH/1 Queues .. . . . . . . . . . . . . . . . . . . 171
5.8.1 Waiting Times  . . . . . . . . . . . 173
5.9 PH/Geo/1 Queues  . . . . . . . . . . . . . . 174
5.9.1 Waiting Times . . . . . . . . . . . 175
5.10 PH/PH/1 Queues . . . . . . . . . . . . . . . . 176
5.10.1 Examples . . . . . . . . . . . . . . . . . . . . . . 178
5.10.2 Waiting Time Distribution . . . . . . . . . . . . . . 181
5.10.3 PH/PH/1 Queues at points of events . . . . .  184
5.11 PH/PH/1 System with Start-up Times . . . . . . . . 190
5.12 GI/G/1 Queues. . . . . . .. . . . . . . . . . . . . . . . . . . . 191
5.12.1 The (RT,RT) representation for the GI/G/1 queue . . . . . . . . 191
5.12.2 New algorithm for the GI/G/1 system . . . . .. . 193
5.12.3 The (ET,ET) representation for the GI/G/1 queue . . . . . . . . 196
5.13 MAP/PH/1 Queues . . . . . . . . . . . . . . . . . 198
5.14 Batch Queues . . . . . . . . . . . . . . . . . . . . . . . . 198
5.14.1 GeoX/Geo/1 queue . . .  . . . . . . . . 199
5.14.2 The BMAP/PH/1 System . .  . 202
5.14.3 Geo/GeoY /1 queue . .  . . . . 204
6 Basic Single Node Queueing Models with Finite Buffers . .  . 209
6.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 209
6.2 Geo/Geo/1/K Queues . . . . . . . . . . . . . . . . 209
6.2.1 Busy Period . . . . . . . . . . . . . . . . . . . . . 210
6.2.2 Waiting Time in the Queue. . . . . 211
6.2.3 Departure Process . . . . . . . 212
6.3 Geo/G/1/K-1 Queues . . . . . . . . . . . . . . . 212
6.4 GI/Geo/1/K-1 Queues .  . . . . . . . . . . . . . 213
6.5 GI/G/1/K-1 Queues . . . . . . . . . . . . . . . . 214
6.5.1 GI/G/1/K-1 Queues – Model I . . . .  . 214
6.5.2 GI/G/1/K-1 Queue – Model II . . . . .  . 219
6.6 Queues with Very Large Buffers . . . . 221
6.6.1 When Traffic Intensity is Less Than 1 . . . . . 222
6.6.2 When Traffic Intensity is More Than 1 . . . . .. 223
7 Multiserver Single Node Queueing Models .. 227
7.1 Introduction . . . . . . . . . . . . . . . . . . . . . . 227
7.2 Geo/Geo/k Systems . . . . . . . . . . . . . 227
7.2.1 As GI/M/1 type . . . . . . . . . . 228
7.2.2 As a QBD . . . . . . . . . . . . . . . . . . . 231
7.2.3 An Example . . . . . . . . . . . . 233
7.2.4 Waiting Times . .  . . . . . . . 233
7.3 GI/Geo/k Systems . . . . . . . . . . . . . . . . 236
7.3.1 Using MAM - Same as using supplementary variables . . . 236
7.3.2 Numerical Example . . . . . . . . 239
7.4 PH/PH/k Systems . . . . . .. . . . . . . . . . . . 240
7.5 Geo/D/k Systems . .. . . . . . . . . . . . . . 242
7.5.1 Waiting Times . .  . . . . . . 244
7.6 MAP/D/k Systems . . . . . . . . . . . . . . . . 245
7.7 BMAP/D/k Systems. . .. . . . . . . . . . 249
7.8 Geo/G/∞ Systems . . . . . . . . . . . . . . . . 252
7.8.1 Preliminaries . . . . . . . . . . . . 253
7.8.2 The Number in the System at Arbitrary Times.. 254
7.8.3 Special Case of Geo/D/∞. . . . .  . . . . . 255
7.8.4 The Limiting Distribution of the Number in the System . . . . 256
7.8.5 Extension to the PH/G/∞ Case . . . .  259
8 Single Node Queueing Models with Server Vacations  261
8.1 Vacation Queues. . . . .  . . . . . . . . . . . . . . 261
8.2 Geo/G/1 vacation systems . . . . . . . . . 262
8.2.1 Single vacation system . . . .  . . 262
8.2.2 Multiple vacations system. . . . . . 265
8.3 GI/Geo/1 vacation systems . . . . . . . . . . . . . 268
8.4 MAP/PH/1 vacation systems . . . . . . . . . . . . . 270
8.4.1 Exhaustive single vacation . . . . . 270
8.4.2 Stationary Distribution . . . .  . . . 273
8.4.3 Example of the Geo/Geo/1 vacation . . . . .. 273
8.4.4 Exhaustive multiple vacations . . . . . . . . 274
8.5 MAP/PH/1 vacation queues with number limited service . . . 275
8.6 MAP/PH/1 vacation queues with time limited service . . .277
8.7 Random Time Limited Vacation Queues/Queues with Server Breakdowns and Repairs. 279
9 Single Node Queueing Models with Priorities . . .. . 283
9.1 Introduction . . . . . . . . . . . . . . . . . . . . 283
9.2 Geo/Geo/1 Preemptive . . . . . . . . . . . . . . 283
9.2.1 Stationary Distribution . . . . 287
9.3 Geo/Geo/1 Non-preemptive .  . . . . . . 292
9.3.1 Stationary Distribution .  . . . . 294
9.4 MAP/PH/1 Preemptive . . . . . . . . . . . . . . . . 296
9.4.1 Stationary Distribution . . . . . . . 298
9.5 MAP/PH/1 Non-preemptive . . . . . . . . . . . . . 301
9.5.1 Stationary Distribution . . . . . . .  . 304
10 Special Single Node Queueing Models . . . . . . . .  . . . 307
10.1 Introduction . . . . . . . . . . . . . . . . . . . . 307
10.2 Queues with Multiclass of Packets . . . . . . 307
10.2.1 Multiclass systems – with FCFS - the MMAP [K]/PH[K]/1. . . . . . . . 308
10.2.2 Multiclass systems – with LCFS - the MMAP [K]/PH[K]/1 . . . . . . . . 310
10.3 Waiting Time Distribution for the LCFS Geo/Geo/1 System . . . . . . 315
10.4 Waiting Time Distribution for the Geo/Geo/1 System with SIRO. . 316
10.5 Pair Formation Queues (aka Double-ended Queues) . .. . 318
10.5.1 Pair formation bounded at one end . . . . 319
10.6 Finite Source Queues. . . . . . . . . . . . . 320
11 Queues with Time Varying Parameters . . . . . . 323
11.1 Introduction. . . . . . . . . . . . . . . . . . . . . . . 323
11.2 Discrete Time Time-Varying B-D Process . .  . 323
11.2.1 The Method of Rectangular Matrix . . . . .. 324
11.2.2 The Use of z-Transforms for the Geon/Geon/1 system . . . 325
11.3 The Geon/Geon/k system . .. . . . . . . . . . . 326
11.4 The Geon/GeoYn/1 system . . . . . . . . . . . . 328
11.5 The PHn/PHn/1 System . . . . . . . . . . . 330
11.6 The Geon/G/1 System . . . . . . . . . . . . . . . 332
11.7 The Geo(Xn)n /G/1 system . . . . 333
12 Tandem Queues and Queueing Networks. . . . 339
12.1 Introduction . . . . . . . . . . . . . . . . . . .  . . 339
12.2 Two Queues in Tandem – The Geometric Case . . . 339
12.2.1 Second Queue with Infinite Buffer . . . 340
12.2.2 Second Queue with Finite Buffer . . . . . . 347
12.3 Two Queues in Tandem – The Phase Type Case . . . . . . 350
12.3.1 Second Queue with Infinite Buffer . . . . . . . . 350
12.3.2 Second Queue with Finite Buffer . . . . . . . . . . . . 352
12.3.3 Both First and Second Queues with Finite Buffers . . . . . . . 356
12.4 Approximating (N > 2) Tandem Queues Using Above Results . . . 357
12.4.1 Decomposition to N single queues . . . . .  . . 357
12.4.2 Decomposition to N −1 two tandem queues . . .  . . 360
12.5 Queueing Networks. . . . . . . . . . . . . . . . . . . . . . . 361
12.5.1 The Challenges of Discrete Time Queueing Networks . . . 362
12.5.2 Approximations for Discrete Time Queueing Networks . 364
12.5.3 Simple Tandem . . .  . . . . . . . 364
12.5.4 Merge . . . . . . . . . . . . . . . . . . . 364
12.5.5 Split . . . . . . . . . . . . . . . . . . . . . . 365
12.5.6 Merge-Split . . . . . . . . . . 365
13 Optimization and Control of Discrete-Time Queues . . . . 367
13.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . 367
13.2 Controlling the Arrival Process . . . . . . . . . . . 368
13.2.1 One Queue Length Threshold Problem. . . . . 368
13.2.2 Two Queue Length Thresholds . . . . . . . . . 370
13.2.3 Maximizing Throughput, While Minimizing Loss Probability in Finite Buffer Systems 372
13.2.4 Finding the Maximum Profit, When Costs and Revenues are Associated 373
13.3 Controlling the Service Process . . . . . . . . . . . 375
13.3.1 Selection of Appropriate Number of Servers. .  376

Book Reviews - Applied Discrete-Time Queues

Book Reviews - CMOS Test and Evaluation

CMOS Test and Evaluation: A Physical Perspective is a single source for an integrated view of test and data analysis methodology for CMOS products, covering circuit sensitivities to MOSFET characteristics, impact of silicon technology process variability, applications of embedded test structures and sensors, product yield, and reliability over the lifetime of the product. This book also covers statistical data analysis and visualization techniques, test equipment and CMOS product specifications, and examines product behavior over its full voltage, temperature and frequency range.
1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1 Simplicity in Complexity . . . . . . . . . . . . . . . . . . . .  . . . 2
1.2 CMOS Design and Test Overview . . . . . . . . . . . . . . . . . . . . . . 4
1.3 Tests Types and Timelines . . . . . . . . . . . . . . . . . . . . .  . . 5
1.4 Test Economics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.5 Future Test Challenges . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.6 Silicon Technology and Models . . . . . . . . . . . . . . . . . . . . . . . . 10
1.7 Data Analysis and Characterization . . . . . . . . . . . . . . . . . . . . . 10
1.8 Scope of the Book . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 11
2 CMOS Circuits Basics . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.1 Circuit Components and Building Blocks . . . . . . . . . . . . . . . . . 19
2.1.1 MOSFETs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.1.2 Interconnects . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
2.1.3 Passive R and C Components . . . . . . . . . . . . . . . . . . . 30
2.1.4 Logic Gates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
2.2 SPICE Simulations . . . . . . . . . . . . . . . . . . . . . . . . .  . . 34
2.2.1 PTM (BSIM) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
2.2.2 MOSFET Characteristics . . . . . . . . . . . . . . . . . . . . . . 38
2.2.3 Standard Cell Library Book Characteristics . . . . . . . . . 50
2.2.4 Delay Chains . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
2.2.5 Ring Oscillators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
2.2.6 Comparison of Logic Gate Characterization Methods  . . . . . . . . . . . . . 75
2.2.7 Monte Carlo Analysis . . . . . . . . . . . . . . . . . . . . . . . . 77
3 CMOS Storage Elements and Synchronous Logic . . . . . . . . . . . . . . 85
3.1 CMOS Chip Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
3.1.1 I/O Circuits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
3.1.2 Combinational Logic . . . . . . . . . . . . . . . . . . . . . . . . . 88
3.1.3 Clock Generation and Distribution . . . . . . . . . . . . . . . 91
3.2 Sequential Logic and Clocked Storage Elements . . . . . . . . . . . 93
3.2.1 Level-Sensitive Latches . . . . . . . . . . . . . . . . . . . . . . . 95
3.2.2 Edge-Triggered Flip-Flops . . . . . . . . . . . . . . . . . . . . . 98
3.2.3 Setup and Hold Times . . . . . . . . . . . . . . . . . . . . . . . . 100
3.2.4 Register Files . . . . . . . . . . . . . . . . . . . . . . . . . . 101
3.3 Memory . . . . . . . . . . . . . . . . . . . . . . . . . . .  . . . 102
3.3.1 SRAM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103
3.3.2 DRAM. . . . . . . . . . . . . . . . . . . . . . . . . . .  . . . 108
3.4 Circuit Simulations . . . . . . . . . . . . . . . . . . . . . . . . 109
3.4.1 SRAM SNM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
3.4.2 Logic Data Path . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112
4 IDDQ and Power . . . . . . . . . . . . . . . . . . . . .  . . . 125
4.1 Silicon Technology Scaling and Power . . . . . . . . . . . . . . . . . . 127
4.2 IDDQ . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128
4.2.1 MOSFET Leakage Currents . . . . . . . . . . . . . . . . . . . . 129
4.2.2 IDDQ of Logic Gates and Memory Cells . . . . . . . . . . . 130
4.2.3 IDDQ Estimation in Design and Measurements . . . . . . 135
4.2.4 Defect Generated IDDQ . . . . . . . . . . . . . . . . . . . . . . . 137
4.3 Power . . . . . . . . . . . . . . . . . . . . . . . . . . . .  . 140
4.3.1 Measuring Power . . . . . . . . . . . . . . . . . . . . . .  . 140
4.3.2 AC Power . . . . . . . . . . . . . . . . . . . . . . . . . . . 141
4.3.3 DC Power . . . . . . . . . . . . . . . . . . . . . . . . . . 146
4.4 Total Power . . . . . . . . . . . . . . . . . . . . . . . . . . . 148
4.5 Power Management . . . . . . . . . . . . . . . . . . . . .  . . 151
4.5.1 Power Management in Chip Design . . . . . . . . . . . . . . 152
4.5.2 System Power Management . . . . . . . . . . . . . . . . . . . . 155
5 Embedded PVT Monitors . . . . . . . . . . . . . . . . . . . . . . . . 159
5.1 Placement and Integration . . . . . . . . . . . . . . . . 160
5.2 Silicon Process Monitors . . . . . . . . . . . . . . . . . . . 162
5.2.1 MOSFETs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162
5.2.2 Delay Chains . . . . . . . . . . . . . . . . . . . . . . . . . . 163
5.2.3 Ring Oscillators . . . . . . . . . . . . . . . . . . .  . . . 166
5.3 Power Supply Voltage and Noise Monitors . . . . . . . . . . . . . . . 170
5.4 Critical Path Monitors . . . . . . . . . . . . . . . . .  . . . 173
5.5 Temperature Monitors . . . . . . . . . . . . . . . . . . . . . 174
5.6 Circuit Stages for ROs and Delay Chains . . . . . . . . . . . . . . . . . 177
5.6.1 MOSFET Parameter Extraction . . . . . . . . . . . . . . . . . 182
5.6.2 SRAM Stage Designs . . . . . . . . . . . . . . . . . . . . . . . . . 186
5.6.3 Silicon Process-Sensitive Suite . . . . . . . . . . . . . . . . . . 188
5.6.4 Strengths and Limitations of RO-Based Monitors . . . . 192
5.7 Data Collection and Characterization . . . . . . . . . . . . . 193
6 Variability . . . . . . . . . . . . . . . .. 201
6.1 Sources and Impact of Variations . . . . . . . . . . . . . . . . . . . . . . 202
6.1.1 Silicon Process Variations . . . . . . . . . . . . . . . . . . . . . 205
6.1.2 Random Variations . . . . . . . . . . . . . . . . . . . . . . . . . . 211
6.1.3 Voltage Variations . . . . . . . . . . . . . . . . . . . . . . . . . . . 212
6.1.4 Temperature Variations . . . . . . . . . . . . . . . . . . . . . . . 214
6.2 Variability Characterization . . . . . . . . . . . . .  . 215
6.2.1 Silicon Manufacturing Tests . . . . . . . . . . . . . . . . . . . . 216
6.2.2 On-Chip Embedded PVT Monitors . . . . . . . . . . . . . . . 216
6.2.3 Functional Parameters . . . . . . . . . . . . . . . . . . . . . . . . 218
6.2.4 Optical Imaging . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 218
6.2.5 Thermal Imaging . . . . . . . . . . . . . . . . . . . . . . . . . . . . 220
6.3 Minimizing Variations . . . . . . . . . . . . . . . . . . . . . . . 220
6.3.1 Chip Design and Floorplanning . . . . . . . . . . . . . . . . . 221
6.3.2 Reticle and Wafer Assembly . . . . . . . . . . . . . . . . . . . 222
6.3.3 Silicon Process Improvements . . . . . . . . . . . . . . . . . . 222
6.4 Accommodating Variability in Circuit Design . . . . . . . . . . . . . 223
6.4.1 Simulation Corners . . . . . . . . . . . . . . . . . . . . . . . . . . 225
6.4.2 Impact of Random Variability on Circuits . . . . . . . . . . 227
7 Electrical Tests and Characterization in Manufacturing . . . . . . . . 241
7.1 Digital CMOS Chip Tests . . . . . . . . . . . . . . . . . . . . . . . . . . . . 242
7.1.1 Test Flow . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 243
7.1.2 Test Equipment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 245
7.1.3 DC and AC Parametric Tests . . . . . . . . . . . . . . . . . . . 246
7.1.4 Structural Faults and ATPG . . . . . . . . . . . . . . . . . . . . 246
7.1.5 IDDQ Tests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 251
7.1.6 DFT and Diagnostics . . . . . . . . . . . . . . . . . . . . . . . . . 254
7.1.7 Scan Design . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 255
7.1.8 Built-in Self-Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . 257
7.1.9 Boundary Scan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 258
7.1.10 Measurements of Tcmin, Vmin, and AC Power . . . . . . . . 259
7.2 Yield . . . . . . . . . . . . . . . . . . . . . . . . . . 260
7.2.1 Defect Limited Yield . . . . . . . . . . . . . . . . . . . . . . . . . 261
7.2.2 Cycle Time Limited Yield . . . . . . . . . . . . . . . . . . . . . 263
7.3 Failure Analysis . . . . . . . . . . . . . . . . . . . . . . 265
7.4 Product Chip Characterization . . . . . . . . . . .. . . 267
7.4.1 Silicon Manufacturing Line Tests . . . . . . . . . . . . . . . . 267
7.4.2 Silicon Process-Split Hardware . . . . . . . . . . . . . . . . . . 269
7.4.3 Embedded Process Monitors . . . . . . . . . . . . . . . . . . . . 270
7.4.4 Aggregate Behavior . . . . . . . . . . . . . . . . . . . . . 277
7.4.5 Silicon Manufacturing Process Window . . . . . . . . . . . 278
7.5 Adaptive Testing and Binning . . . . . . . . . . . . . . 278
8 Reliability . . . . . . . . 285
8.1 Reliability and End-of-Life . . . . . . . . . . . . . . . . . . . . .. 286
8.1.1 Accelerated Stress Tests and Failure Rates . . . . . . . . . 288
8.2 CMOS Circuit Performance Degradation Mechanisms . . . . . . . 292
8.2.1 Bias Temperature Instability . . . . . . . . . . . . . . . . . . . . 292
8.2.2 Hot Carrier Injection . . . . . . . . . . . . . . . . . . . . . .  300
8.2.3 Time-Dependent Dielectric Breakdown . . . . . . . . . . . . 301
8.2.4 Electromigration . . . . . . . . . . . . . . . . . . . . . . . . . 302
8.2.5 Soft Errors . . . . . . . . . . . . . . . . . . . . . . .  303
8.3 Managing Reliability . . . . . . . . . . . . . . . . . . . . . . . . 303
8.3.1 Voltage Screening . . . . . . . . . . . . . . . . . . . . . . 304
8.3.2 Burn-In . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 305
8.3.3 Guard-Banding . . . . . . . . . . . . . . . . . . . .. . . . 306
9 Basic Statistics and Data Visualization . . . . . . . . . . . . . 311
9.1 Basic Statistics . . . . . . . . . . . . . . . . . . . . . . . . . .  . 312
9.1.1 Probability . . . . . . . . . . . . . . . . . . . . . . . . . . 314
9.1.2 Statistical Distributions . . . . . . . . . . . . . . . . . . . . . . . 315
9.1.3 Sample Size Effects . . . . . . . . . . . . . . . . . . . . . . . . . . 318
9.1.4 Non-normal Distributions . . . . . . . . . . . . . . . . . . . . . . 321
9.2 Data Filtering, Correlation, and Regression . . . . . . . . . . . . . . . 323
9.3 Statistical Variations . . . . . . . . . . . . . . . . .. . . 326
9.3.1 Range of Systematic and Random Variations . . . . . . . . 327
9.3.2 Sensitivity Analysis of a Function . . . . . . . . . . . . . . . . 330
9.4 Bayesian Statistics . . . . . . . . . . . . . . . . . . . . 333
9.5 Data Visualization . . . . . . . . . . . . . . . . . . . . 334
10 CMOS Metrics and Model Evaluation . . . . . . . . . . . . . . . . 347
10.1 Measurement Standards . . . . . . . . . . . . . . . . . . . . 348
10.2 Scaling Trends in CMOS Products . . . . . . .. . 351
10.3 CMOS Performance Metrics . . . . . . . . . . . . . . . . . . . . . . . . . . 355
10.3.1 MOSFET Performance . . . . . . . . . . . . . . . . . . . . . . . . 355
10.3.2 Interconnect Performance . . . . . . . . . . . . . . . . . . . . . . 363
10.3.3 Logic Gate Performance . . . . . . . . . . . . . . . . . . . . . . . 365
10.4 CMOS Power-Performance-Density Metrics . . . . . . . . . . . . . . 367
10.4.1 Circuit Density . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 368
10.4.2 Energy and Power Density . . . . . . . . . . . . . . . . . . . . . 369
10.4.3 VDD Dependencies of Different Metric Parameters . . . . 373
10.4.4 Summary of Performance Metrics . . . . . . . . . . . . . . . . 374
10.5 Compact Models and EDA Tool Evaluation . . . . . . . . . . . . . . . 374
10.5.1 BSIM Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 376
10.5.2 Layout Parasitic Extraction . . . . . . . . . . . . . . . . . . . . . 383
10.5.3 Timing and Power Tools . . . . . . . . . . . . . . . . . . . . . . 385
10.6 PD-SOI vs. Bulk Silicon Technology . . . . . . . . . . . . . . . . . . . . 386
10.7 Closing Comments on CMOS Technology Evaluation . . . . . . . 394

Book Reviews - CMOS Test and Evaluation