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作者：McDonald, DR; Reynier, J
作者单位：University of Ottawa; Universite PSL; Ecole Normale Superieure (ENS)
摘要：RED (Random Early Detection) has been suggested when multiple TCP sessions are multiplexed through a bottleneck buffer, The idea is to detect congestion before the buffer overflows by dropping or marking packets with a probability that increases with the queue length. The objectives are reduced packet loss, higher throughput, reduced delay and reduced delay variation achieved through an equitable distribution of packet loss and reduced synchronization. Baccelli, McDonald and Reynier [Performan...
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作者：Belhadji, L; Lanchier, N
作者单位：Universite de Rouen Normandie; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); University of Minnesota System; University of Minnesota Twin Cities
摘要：Stochastic modeling of disease dynamics has had a long tradition. Among the first epidemic models including a spatial structure in the form of local interactions is the contact process. In this article we investigate two extensions of the contact process describing the course of a single disease within a spatially structured human population distributed in social clusters. That is, each site of the d-dimensional integer lattice is occupied by a cluster of individuals; each individual can be he...
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作者：Siegmund-Schultze, R; Wagner, W
作者单位：Technical University of Berlin; Leibniz Association; Weierstrass Institute for Applied Analysis & Stochastics
摘要：A two-site spatial coagulation model is considered, Particles of masses m and n at the same site form a new particle of mass m + n at rate inn. Independently, particles jump to the other site at a constant rate, The limit (for increasing particle numbers) of this model is expected to be nondeterministic after the gelation time, namely, one or two giant particles randomly jump between the two sites. Moreover, a new effect of induced gelation is observed-the gelation happening at the site with t...
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作者：Doney, RA; Kyprianou, AE
作者单位：University of Manchester; Heriot Watt University
摘要：We obtain a new fluctuation identity for a general Levy process giving a quintuple law describing the time of first passage, the time of the last maximum before first passage, the overshoot, the undershoot and the undershoot of the last maximum. With the help of this identity, we revisit the results of Kluppelberg, Kyprianou and Maller [Ann. Appl. Probab. 14 (2004) 1766-1801] concerning asymptotic overshoot distribution of a particular class of Levy processes with semi-heavy tails and refine s...
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作者：Bolthausen, E; Kistler, N
作者单位：University of Zurich
摘要：We introduce a natural nonhierarchical version of Derrida's generalized random energy model. We prove that, in the thermodynamical limit, the free energy is the same as that of a suitably constructed GREM.
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作者：Gamarnik, D; Zeevi, A
作者单位：Massachusetts Institute of Technology (MIT); Columbia University
摘要：We consider a single class open queueing network, also known as a generalized Jackson network (GJN). A classical result in heavy-traffic theory asserts that the sequence of normalized queue length processes of the GJN converge weakly to a reflected Brownian motion (RBM) in the orthant. as, the traffic intensity approaches unity. However, barring simple instances, it is still not known whether the stationary distribution of RBM provides a valid approximation for the steady-state of the original...
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作者：Lejay, A; Martinez, M
作者单位：Universite de Lorraine; Universite Cote d'Azur
摘要：The aim of this article is to provide a scheme for simulating diffusion processes evolving in one-dimensional discontinuous media. This scheme does not rely on smoothing the coefficients that appear in the infinitesimal generator of the diffusion processes, but uses instead an exact description of the behavior of their trajectories when they reach the points of discontinuity. This description is supplied with the local comparison of the trajectories of the diffusion processes with those of a s...
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作者：Delarue, F; Menozzi, S
作者单位：Sorbonne Universite
摘要：We propose a time-space discretization scheme for quasi-linear parabolic PDEs. The algorithm relies on the theory of fully Coupled forward-backward SDEs, which provides an efficient probabilistic representation of this type of equation. The derivated algorithm holds for strong solutions defined oil any interval of arbitrary length. As a bypass product, We obtain a discretization procedure for the underlying FBSDE. In particular, our work provides an alternative to the method described in [Doug...
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作者：Meyn, SP
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; University of Illinois System; University of Illinois Urbana-Champaign
摘要：Consider the normalized partial sums of a real-valued function F of a Markov chain. [GRAPHICS] The chain {phi(k):k >= 0} takes values in a general state space X, with transition kernel P, and it is assumed that the Lyapunov drift condition holds: PV <= V - W + bII(C) where V : X -> (0, infinity). W : X -> [1. infinity]. the set C is small and W dominates F. Under these assumptions, the following conclusions are obtained: 1. It is known that this drift condition is equivalent to the existence o...
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作者：Dyer, M; Goldberg, LA; Jerrum, M
作者单位：University of Leeds; University of Warwick; University of Edinburgh
摘要：We address the problem of sampling colorings of a graph G by Markov chain simulation. For most of the article we restrict attention to proper q-colorings of a path on n vertices (in statistical physics terms, the one-dimensional q-state Potts model at zero temperature), though in later sections we widen our scope to general H-colorings of arbitrary graphs G. Existing theoretical analyses of the mixing time of such simulations relate mainly to a dynamics in which a random vertex is selected for...
