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作者：Jacob, Pierre E.; Ryder, Robin J.
作者单位：National University of Singapore; Universite PSL; Universite Paris-Dauphine; Institut Polytechnique de Paris; ENSAE Paris; Universite PSL; Universite Paris-Dauphine
摘要：The Wang-Landau algorithm aims at sampling from a probability distribution, while penalizing some regions of the state space and favoring others. It is widely used, but its convergence properties are still unknown. We show that for some variations of the algorithm, the Wang-Landau algorithm reaches the so-called flat histogram criterion in finite time, and that this criterion can be never reached for other variations. The arguments are shown in a simple context-compact spaces, density function...
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作者：Lijoi, Antonio; Prunster, Igor; Walker, Stephen G.
作者单位：University of Pavia; University of Turin; University of Texas System; University of Texas Austin; Collegio Carlo Alberto
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作者：Benaim, Michel; Le Borgne, Stephane; Malrieu, Florent; Zitt, Pierre-Andre
作者单位：University of Neuchatel; Universite de Rennes; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Universite Paris-Est-Creteil-Val-de-Marne (UPEC); Universite Gustave-Eiffel
摘要：Consider the random process (X-t)(t >= 0) solution of (X) over dot(t) = A(It) X-t, where (I-t)(t >= 0) is a Markov process on {0, 1}, and A(0) and A(1) are real Hurwitz matrices on R-2. Assuming that there exists lambda is an element of (0, 1) such that (1 - lambda)A(0) + lambda A(1) has a positive eigenvalue, we establish that parallel to X-t parallel to may converge to 0 or +infinity depending on the jump rate of the process I. An application to product of random matrices is studied. This pa...
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作者：Liu, Yunan; Whitt, Ward
作者单位：North Carolina State University; Columbia University
摘要：A many-server heavy-traffic FCLT is proved for the Gt/M/st + GI queueing model, having time-varying arrival rate and staffing, a general arrival process satisfying a FCLT, exponential service times and customer abandonment according to a general probability distribution. The FCLT provides theoretical support for the approximating deterministic fluid model the authors analyzed in a previous paper and a refined Gaussian process approximation, using variance formulas given here. The model is assu...
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作者：Shah, D.; Tsitsiklis, J. N.; Zhong, Y.
作者单位：Massachusetts Institute of Technology (MIT); University of California System; University of California Berkeley
摘要：We consider a flow-level model of a network operating under an a-fair bandwidth sharing policy (with alpha > 0) proposed by Roberts and Massoulie [Telecomunication Systems 15 (2000) 185-201]. This is a probabilistic model that captures the long-term aspects of bandwidth sharing between users or flows in a communication network. We study the transient properties as well as the steady-state distribution of the model. In particular, for alpha >= 1, we obtain bounds on the maximum number of flows ...
