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作者：Heath, D; Resnick, S; Samorodnitsky, G
作者单位：Cornell University
摘要：On/off models are common inputs for a variety of communication network models as well as storage and inventory models. A stationary renewal process alternating periods of activity (active transmission, fluid buildup, etc) with periods of inactivity (silence, no transmission, inputs off, etc) induces a stationary indicator process which indicates if the system is active or not. Heavy tails for the on periods induces a covariance function for the indicator process which decreases slowly at a rat...
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作者：Monteiro, RDC; Pang, JS
作者单位：University System of Georgia; Georgia Institute of Technology; Johns Hopkins University
摘要：Extending our previous work (Monteiro and Pang 1996), this paper studies properties of two fundamental mappings associated with the family of interior-point methods for solving monotone nonlinear complementarity problems over the cone of symmetric positive semidefinite matrices. The first of these maps lead to a family of new continuous trajectories which include the central trajectory as a special case. These trajectories completely fill up the set of interior feasible points of the problem i...
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作者：Sznajder, R; Gowda, MS
作者单位：University System of Maryland; Bowie State University; University System of Maryland; University of Maryland Baltimore County
摘要：A zero of a piecewise smooth function Sis said to be nondegenerate if the function is Frechet differentiable at that point. Using this concept, we describe the usual nondegeneracy notions in the settings of nonlinear (vertical, horizontal, mixed) complementarity problems and the variational inequality problem corresponding to a polyhedral convex set. Some properties of nondegenerate zeros of piecewise affine functions are described. We generalize a recent result of Ferris and Pang on the exist...
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作者：Asmussen, S; Perry, D
作者单位：Lund University; University of Haifa
摘要：A distribution G on (0, infinity) is called matrix-exponential if the density has the form alpha e(Tz)s where tu is a row vector, T a square matrix and s a column vector. Equivalently, the Laplace transform is rational. For such distributions, we develop an operator calculus, where the key step is manipulation of analytic functions f(z) extended to matrix arguments. The technique is illustrated via an inventory model moving according to a reflected Brownian motion with negative drift, such tha...
