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作者：Foley, RD; McDonald, DR
作者单位：University System of Georgia; Georgia Institute of Technology; University of Ottawa
摘要：Consider a modified, stable, two node Jackson network where server 2 helps server 1 when server 2 is idle. The probability of a large deviation of the number of customers at node one can be calculated using the flat boundary theory of Schwartz and Weiss [Large Deviations Performance Analysis (1994), Chapman and Hall, New York]. Surprisingly, however, these calculations show that the proportion of time spent on the boundary, where server 2 is idle, may be zero. This is in sharp contrast to the ...
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作者：Imhof, LA
作者单位：RWTH Aachen University
摘要：Fudenberg and Harris' stochastic version of the classical replicator dynamics is considered. The behavior of this diffusion process in the presence of an evolutionarily stable strategy is investigated. Moreover, extinction of dominated strategies and stochastic stability of strict Nash equilibria are studied. The general results are illustrated in connection with a discrete war of attrition. A persistence result for the maximum effort strategy is obtained and an explicit expression for the evo...
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作者：Penrose, MD; Sudbury, A
作者单位：University of Bath; Monash University
摘要：We consider random sequential adsorption processes where the initially empty sites of a graph are irreversibly occupied, in random order, either by monomers which block neighboring sites, or by dimers. We also consider a process where initially occupied sites annihilate their neighbors at random times. We verify that these processes are well defined on infinite graphs, and derive forward equations governing joint vacancy/occupation probabilities. Using these, we derive exact formulae for occup...
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作者：Zähle, I; Cox, JT; Durrett, R
作者单位：University of Erlangen Nuremberg; Syracuse University; Cornell University
摘要：This paper extends earlier work by Cox and Durrett, who studied the coalescence times for two lineages in the stepping stone model on the two-dimensional torus. We show that the genealogy of a sample of size n is given by a time change of Kingman's coalescent. With DNA sequence data in mind, we investigate mutation patterns under the infinite sites model, which assumes that each mutation occurs at a new site. Our results suggest that the spatial structure of the human population contributes to...
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作者：Hoffman, C
作者单位：University of Washington; University of Washington Seattle
摘要：We study a large family of competing spatial growth models. In these models the vertices in Z(d) can take on three possible states {0, 1, 2}. Vertices in states 1 and 2 remain in their states forever, while vertices in state 0, which are adjacent to a vertex in state 1 (or state 2), can switch to state 1 (or state 2). We think of the vertices in states 1 and 2 as infected with one of two infections, while the vertices in state 0 are considered uninfected. In this way these models are variants ...
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作者：De Saporta, B; Yao, JF
作者单位：Universite de Rennes
摘要：Let Y be an Ornstein-Uhlenbeck diffusion governed by a stationary and ergodic Markov jump process X: dY(t) = a(X-t)Y-t dt + sigma (X-t) dW(t), Y-0 = y(0). Ergodicity conditions for Y have been obtained. Here we investigate the tail propriety of the stationary distribution of this model. A characterization of either heavy or light tail case is established. The method is based on a renewal theorem for systems of equations with distributions on R.
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作者：Berkes, I; Horváth, L; Kokoszka, P
作者单位：Graz University of Technology; Hungarian Academy of Sciences; HUN-REN; HUN-REN Alfred Renyi Institute of Mathematics; Utah System of Higher Education; University of Utah; Utah System of Higher Education; Utah State University
摘要：Motivated by regularities observed in time series of returns on speculative assets, we develop an asymptotic theory of GARCH(1, 1) processes {y(k)} defined by the equations y(k) = sigmakepsilonk, sigma(k)(2) = omega + alphay(k-1)(2) + betasigma(k-1)(2) for which the sum a +,B approaches unity as the number of available observations tends to infinity. We call such sequences near-integrated. We show that the asymptotic behavior of near-integrated GARCH(1, 1) processes critically depends on the s...
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作者：Bolthausen, E; Giacomin, G
作者单位：University of Zurich; Universite Paris Cite
摘要：We analyze a (1 + 1)-dimension directed random walk model of a polymer dipped in a medium constituted by two immiscible solvents separated by a flat interface. The polymer chain is heterogeneous in the sense that a single monomer may energetically favor one or the other solvent. We focus on the case in which the polymer types are periodically distributed along the chain or, in other words, the polymer is constituted of identical stretches of fixed length. The phenomenon that one wants to analy...
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作者：Zitkovic, G
作者单位：Carnegie Mellon University
摘要：We introduce a linear space of finitely additive measures to treat the problem of optimal expected utility from consumption under a stochastic clock and an unbounded random endowment process. In this way we establish existence and uniqueness for a large class of utility-maximization problems including the classical ones of terminal wealth or consumption, as well as the problems that depend on a random time horizon or multiple consumption instances. As an example we explicitly treat the problem...
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作者：Baxendale, PH
作者单位：University of Southern California
摘要：We give computable bounds on the rate of convergence of the transition probabilities to the stationary distribution for a certain class of geometrically ergodic Markov chains. Our results are different from earlier estimates of Meyn and Tweedie, and from estimates using coupling, although we start from essentially the same assumptions of a drift condition toward a small set. The estimates show a noticeable improvement on existing results if the Markov chain is reversible with respect to its st...
