Journal of Probability

and Statistical Science 6(1), I-XX, Feb. 2008

Sheldon Ross’s Scholarly Trip to Taiwan in 2007

Kuang-Chao Chang / Fu Jen Catholic University

Show-Long Patrick Koh Hsing Luh / National Chengchi University

Yat-Wah Wan / National Dong Hwa University Chie-Bein Chen / Takming University of Science and Technology

Lie-Jane Kao / Kainan University

ABSTRACT The world-famous probabilist, Professor Sheldon M. Ross, visited Taiwan on a scholarly trip in October, 2007. It was his first visit to Taiwan, and he had a very enjoyable time in our country. Professor Ross gave several interesting talks at National Dong Hwa University, Takming University of Science and Technology, Academia Sinica, Fu Jen Catholic University, and National Chengchi University, respectively. His talks attracted large audiences, including many of his fans. Besides giving academic speeches, there were also sightseeing activities, such as visiting the Taroko National Park and Sun Moon Lake. In this article, we first introduce Professor Ross's academic background and his contributions to probability. Then we give a detailed report on his visit to Taiwan. We are grateful to Professor Ross for his visit to our country, and we hope that he will come again sometime in the future. Keywords Grand Hotel; Taroko National Park; National Palace Museum; Sun Moon Lake; Coupon collecting.

_______________________ □Received November 2007, revised December 2007, in final form January 2008. □Kuang-Chao Chang is an Associate Professor in the Department of Statistics and Information Science

at Fu Jen Catholic University, Hsinchuang City, Taipei County, Taiwan; Republic of China (ROC); email: stat1016@mail.fju.edu.tw. Dr. Chang is the founding and managing editor of the Journal of Probability and Statistical Science and the founding president of the International Chinese Association of Quantitative Management. Show-Long Patrick Koh (Ph.D, Columbia University, 1982) was a former Ph.D student of Cyrus Derman; email: slkoh.patrick@msa.hinet.net. Hsing Luh is a Professor in the Department of Mathematical Sciences at National Chengchi University, Taipei City, Taiwan, ROC; email: slu@nccu.edu.tw. Yat-Wah Wan is Associate Professor and Head of Graduate Institute of Global Operations Strategy and Logistics Management at National Dong Hwa University, Hualien, Taiwan, ROC; email: yawn@mail.ndhu.edu.tw. Chie-Bein Chen is Professor and Dean of College of Menagement at Takming University of Science and Technology, Taipei City, Taiwan, ROC; email: cbchen@takming.edu.tw. Lie-Jane Kao is an Associate Professor in the Department of Banking & Finance and Head of Department of Marketing at Kainan University, Luzhu, Taoyuan County. Taiwan, ROC; email: ljkao@mail.knu.edu.tw.

© 2008 Susan Rivers’ Cultural Institute, Hsinchu, Taiwan, Republic of China. ISSN 1726-3328

II JPSS Vol. 6 No.1 February 2008 pp. I-XX

1 . Introduction

The world-famous probabilist, Professor Sheldon M. Ross, visited Taiwan on a scholarly trip in October, 2007. It was his first visit to Taiwan, and he had a very enjoyable time in our country. Professor Ross gave five interesting and high-quality talks at National Dong Hwa University, Takming University of Science and Technology, Academia Sinica, Fu Jen Catholic University, and National Chengchi University. His talks attracted large audiences including many of his fans. Besides giving academic speeches, Professor Ross visited several scenic areas such as Taroko National Park and Sun Moon Lake. In this article, we first introduce Professor Ross’s academic background and his contributions to probability in Section 2. Then we give a detailed report on his visit to Taiwan in Section 3. Many interesting pictures are displayed in Section 4. We are grateful to Professor Ross for his visit to our country, and we hope that he will come again sometime in the future.

2. Professor Ross’s Academic Background and His Contributions to Proba-

bility Professor Ross received his Ph. D degree in 1968 from Stanford University. He taught at

the University of California, Berkeley, for 36 years (1968-2004), then he moved to Los Angeles in 2004 and has been the Chair Professor in the Daniel J. Epstein Department of Industrial and Systems Engineering at the University of Southern California. Professor Ross is the founding and continuing editor of the journal Probability in the Engineering and Informational Sciences (published by Cambridge University Press since 1986), a fellow of the Institute of Mathematical Statistics (since 1994), a recipient of the Humboldt U.S. Senior Scientist Award (1984), and a winner of the INFORMS Expository Writing Award (2006). He has published more than 100 research papers which have appeared in various international journals such as Annals of Mathematical Statistics, Annals of Statistics, Annals of Probability, Advances in Applied Probability, Management Science, Operations Research, Annals of Operations Research, Journal of the American Statistical Association, Journal of Applied Probability, IEEE Transactions on Reliability, IEEE Transactions Software Engineering. Professor Ross is the author (coauthor) of more than 12 books. His Introduction to Probability Models (2007, 9th ed.) and A First Course in Probability (2006, 7th ed.) have been two of the most popular probability books in the world.

3 . Professor Ross’s Scholarly Trip to Taiwan in October 2007

Professor Ross accepted our invitation to visit Taiwan and gave two keynote speeches for The Operations Research Society Taiwan Conference 2007 (Date: October 26, 2007; Venue: National Dong Hwa Univ.) and The Takming 2007 Workshop on Logistical Research (Date: October 29, 2007; Venue: Takming Univ. of Sci. and Tech.). Professor Ross also visited

Sheldon Ross’s Scholarly Trip to Taipei in 2007 K. C. Chang et al. III

Academia Sinica, Fu Jen Catholic Univ., and National Chengchi Univ. and gave talks. ltogether, Professor Ross gave five talks for the following three different topics: A

Topic 1 Relating PASTA and Perfect Sampling of a Stationary Distribution (presented at National Dong Hwa University on October 26, 2007) Abstract of Topic 1 We give a new approach for simulating the stationary distribution of a ontinuous time queuing system and then use it to prove PASTA and related properties. c

Topic 2 Some Marked Stopping Problems (presented at Takming University of Science and Technology on October 2, 2007 and at Academia Sinica on October 31, 2007) Abstract of Topic 2 In a marked stopping problem independent random variables Y(1), Y(2), ... are observed in sequence; after each observation the decision maker must decide whether to mark that variable or not. At some point the decision maker stops observing and collects a return that depends on the sequence of values that have been observed and the indices of those that have been marked. We argue that if the return function is a convex and nondecreasing function of each observation then the maximal expected return increases as the variability of the distributions of the Y(i) increase. A particular marked stopping problem we are interested in is one where we have k items to sell, with offers arriving sequentially. In one variation each new offer is either marked or not, and the problem ends when k offers have been marked. However, the return function is k times the minimal marked offer minus c times the number of offers observed. In a second variation there is no marking, but at some time we stop and sell all k items at the kth highest price observed. In the preceding the offer istribution is assumed known. A Bayesian model where it is unknown will also be discussed. d

Topic 3 Coupon Collecting (presented at Fu Jen Catholic University on October 31, 2007 and at National Chengchi University on November 1, 2007) Abstract of Topic 3 In the classical coupon collecting problem each new coupon is independently of type i with probability Pi, and we are interested in the distribution of N, the number that need be collected until we have obtained at least one of each of a specified number of types. We derive some formulas concerning the distribution of N, and give efficient ways of estimating it by simulation. We also consider a generalization that stops when all the coupons of one of a class of subsets have been collected (see [1]).

All five talks attracted large audiences of researchers, teachers, students, and others. In addition to giving talks, Professor Ross visited (as sightseeing tours) several well-known and beautiful sites, such as Taroko National Park in Hualien County, the Taipei 101 high-rise building and National Palace Museum in Taipei City, and Sun-Moon Lake in Nanto County. While Professor Ross was in Taipei, he stayed in the well-known Grand Hotel, which is built in the style of an ancient Chinese palace. On the evening of October 30, 2007, Professor Ross had a joyful dinner (hosted by Mr. Rick Liu, a friend of the first author of this article) in a Peking duck restaurant in Taipei. In the evening of November 1, 2007, Professor Ross had another joyful dinner (hosted by Dr. Ming-Long Liu, a colleague of the 3rd author of this article) in a teriyaki restaurant in Taipei. On the afternoon of October 27, 2007, Professor Ross and we went to an aboriginal theatre in Hualien to see a folk dancing show. In summary, Professor Ross had a good time in Taiwan and struck up a friendship with his Taiwanese hosts.

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4. Selected Pictures

Photo 1 Professor Ross and Dr. Patrick Koh (second author of this article) at the Grand Hotel in Taipei City / Date: October 25, 2007

Photo 2 Professor Ross and Dr. K. C. Chang (1st author of this article) at the Taipei Railroad Station (ready to go to Hualien by train) / Date: October 26, 2007

Sheldon Ross’s Scholarly Trip to Taipei in 2007 K. C. Chang et al. V

Photo #3 Professor Ross arriving at National Dong Hwa University in Hualien and greeting to Dr. Yat-Wah Wan (4th author of this article) / Date: October 26, 2007

Photo #4 Professor Ross and Dr. Yat-Wah Wan at National Dong Hwa University

/ Date: October 26, 2007

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Photo #5 Professor Ross chatting with another Keynote Speeker, Professor Chung-Yi Lee /Date: October 26, 2007 /Place: National Dong Hwa University

Photo #6 Professor Ross giving his Keynote Speech/Date: October 26, 2007 /Place: National Dong Hwa University

Sheldon Ross’s Scholarly Trip to Taipei in 2007 K. C. Chang et al. VII

Photo #7 Prof. Ross and three Berkeley IEOR alumni, from left to right: Dr. Chiuh-Cheng Chyu, Dr. Chia-Li Wang, Prof. Ross, and Dr. Yat-Wah Wan / Date: October 26, 2007 / Place: National Dong Hwa University

Photo #8 Professor Ross with Dr. Lie-Jane Kao (6th author of this article) and Dr. K. C. Chang / Date: October 27, 2007 / Place: Taroko National Park

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Photo #9 Professor Ross with Dr. Hsing Luh (3rd author of this article), Dr. Lie-Jane Kao, and Dr. K. C. Chang / Date: October 27, 2007 / Place: Taroko National Park

Photo #10 Professor Ross with Dr. Chie-Bein Chen (5th author of this article), Dr. Hsing Luh, Dr. Wuyi Yue and a Japanese scholar / Date: October 27, 2007 / Place: Taroko National Park

Sheldon Ross’s Scholarly Trip to Taipei in 2007 K. C. Chang et al. IX

Photo #11 Professor Ross with Patrick Koh and Lie-Jane Kao in a Cantonese restaurant in Taipei City / Date: October 28, 2007

Photo #12 Professor Ross with Patrick Koh and Lie-Jane Kao at National Palace Museum in Taipei City / Date: October 28, 2007

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Photo #13 Professor Ross shaking hands with Chancellor of Takming University of Science and Technology / Date: October 29, 2007

Photo #14 Professor Ross giving his keynote speech at Takming University of Science and Technology / Date: October 29, 2007

Sheldon Ross’s Scholarly Trip to Taipei in 2007 K. C. Chang et al. XI

Photo #15 Professor Ross visiting National Chiao-Tung University in Hsinchu City and meeting Professor W. L. Pearn (Editor of QTQM and JPSS) / Date: October 29, 2007

Photo #16 Professor Ross with faculty members of Department of Industrial Engineering and Management at National Chiao-Tung University / Date: October 29, 2007

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Photo #17 Professor Ross with Rick Liu and K. C. Chang at Sun Moon Lake / Date: October 30, 2007

Photo #18 Professor Ross at Sun Moon Lake / Date: October 30, 2007

Sheldon Ross’s Scholarly Trip to Taipei in 2007 K. C. Chang et al. XIII

Photo #19 Professor Ross and K. C. Chang at Sun Moon Lake / Date: October 30, 2007

Photo #20 Professor Ross with Rick Liu and K. C. Chang at Chung Tai Temple, Puli, Nanto County / Date: October 30, 2007

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Photo #21 Professor Ross giving his invited talk at Institute of Statistical Science, Academia Sinica, Taipei City / Date: October 31, 2007

Photo #22 Professor Ross chatting with Dr. Ching-Kang Ing (research fellow, Institute of Statistical Science, Academia Sinica, Taipei City) / Date: October 31, 2007

Sheldon Ross’s Scholarly Trip to Taipei in 2007 K. C. Chang et al. XV

Photo #23 Professor Ross giving his invited talk at Institute of Applied Statistics, Fu Jen Catholic University, Hsinchuang City, Taipei County / Date: October 31, 2007

Photo #24 Professor Ross listening to a question raised by Dr. Tai-Ming Lee (a colleague of the first author of this article) / Date: October 31, 2007

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Photo #25 Professor Ross answering question to a graduate student / Date: October 31, 2007 / Place: Institute of Applied Statistics, Fu Jen Catholic University

Photo #26 Professor Ross with graduate students of Institute of Applied Statistics, Fu Jen Catholic University / Date: October 31, 2007

Sheldon Ross’s Scholarly Trip to Taipei in 2007 K. C. Chang et al. XVII

Photo #27 Patrick Koh and his wife invited Professor Ross to their house in Taipei City / Date: October 31, 2007

Photo #28 Professor Ross giving his invited talk at Department of Mathematical Sciences, National Chengchi University, Taipei City / Date: November 1, 2007

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Photo #29 Professor Ross chatting with Dr. Thomas J. Jiang (Chairman of Department of Mathematical Sciences, National Chengchi University, Taipei) and Dr. Hsing Luh / Date: November 1, 2007

Photo #30 Student fans of Professor Ross asking for his signature / Date: November 1, 2007 /Place: Department of Mathematical Sciences, National Chengchi University

Sheldon Ross’s Scholarly Trip to Taipei in 2007 K. C. Chang et al. XIX

Photo #31 Professor Ross with faculty members (and graduate students) of Department of Mathematical Sciences at National Chengchi University / Date: November 1, 2007

Photo #32 Professor Ross and Dr. Ming-Long Liu in a teriyaki restaurant in Taipei City / Date: November 1, 2007

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Acknowledgement We thank Ms. Fen Chang (English teacher at SMIC Private School in Shanghai) for

proofreading and editing this article.

Reference [1] Chang, K. C. and Ross S. M. (2007). The Multiple Subset Coupon Collecting Problem,

Probability in Engineering and Informational Sciences, 21, 435-440.