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作者：Mountford, T
作者单位：University of California System; University of California Los Angeles
摘要：We prove, using results for hydrodynamic limits, that an exclusion process starting from an ergodic initial distribution converges to product measure in one dimension. Our only assumption is the existence of a nonzero mean for the underlying random walk.
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作者：Evans, SN
作者单位：University of California System; University of California Berkeley
摘要：We consider stochastic analogs of classical billiard systems. A particle moves at unit speed with constant direction in the interior of a bounded, d-dimensional region with continuously differentiable boundary. The boundary need not be connected; that is, the table may have interior obstacles. When the particle strikes the boundary, a new direction is chosen uniformly at random from the directions that point back into the interior of the region and the motion continues. Such chains are closely...
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作者：Doytchinov, B; Lehoczky, J; Shreve, S
作者单位：Worcester Polytechnic Institute; Carnegie Mellon University; Carnegie Mellon University
摘要：This paper introduces a new aspect of queueing theory, the study of systems that service customers with specific timing requirements (e.g., due dates or deadlines). Unlike standard queueing theory in which common performance measures are customer delay, queue length and server utilization, real-time queueing theory focuses on the ability of a queue discipline to meet customer timing requirements, for example, the fraction of customers who meet their requirements and the distribution of custome...
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作者：Corcoran, JN; Tweedie, RL
作者单位：University of Colorado System; University of Colorado Boulder; University of Minnesota System; University of Minnesota Twin Cities
摘要：We develop an algorithm for simulating perfect random samples from the invariant measure of a Harris recurrent Markov chain. The method uses backward coupling of embedded regeneration times and works most effectively for stochastically monotone chains, where paths may be sandwiched between upper and lower processes. We give an approach to finding analytic bounds on the backward coupling times in the stochastically monotone case. An application to storage models is given.
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作者：Wischik, DJ
作者单位：University of Cambridge
摘要：This paper presents a large deviations principle for the average of real-valued processes indexed by the positive integers, one which is particularly suited to queueing systems with many traffic flows. Examples are given of how it may be applied to standard queues with finite and infinite buffers, to priority queues and to finding most likely paths to overflow.
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作者：Weber, M
作者单位：Technische Universitat Dresden
摘要：Occupation time functionals for a diffusion process or a birth-and-death process on the edges of a graph Gamma depending only on the values of the process on a part Gamma ' subset of Gamma of Gamma are closely related to so-called eigenvalue depending boundary conditions for the resolvent of the process. Under the assumption that the connected components of Gamma \ Gamma ' are trees, we use the special structure of these boundary conditions to give a procedure that replaces each of the trees b...
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作者：Neininger, R; Rüschendorf, L
作者单位：University of Freiburg
摘要：It is proved that in an idealized uniform probabilistic model the cost of a partial match query in a multidimensional quadtree after normalization converges in distribution. The limiting distribution is given as a fixed point of a random affine operator. Also a first-order asymptotic expansion for the variance of the cost is derived and results on exponential moments are given. The analysis is based on the contraction method.
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作者：Skoulakis, G; Adler, RJ
作者单位：University of North Carolina; University of North Carolina Chapel Hill; Technion Israel Institute of Technology
摘要：We study a specific particle system in which particles undergo random branching and spatial motion. Such systems are best described, mathematically, via measure valued stochastic processes. As is now quite standard, we study the so-called superprocess limit of such a system as both the number of particles in the system and the branching rate tend to infinity. What differentiates our system from the classical superprocess case, in which the particles move independently of each other, is that th...
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作者：Wiktorsson, M
作者单位：Lund University
摘要：We consider all two-times iterated Ito integrals obtained by pairing nr independent standard Brownian motions, First we calculate the conditional joint characteristic function of these integrals, given the Brownian increments over the integration interval, and show that it has a form entirely similar to what is obtained in the univariate case. Then we propose an algorithm for the simultaneous simulation of the m(2) integrals conditioned on the Brownian increments that achieves a mean square er...
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作者：Limic, V
作者单位：Cornell University
摘要：This paper describes the heavy-traffic behavior of an M/G/1 last-in-first-out preemptive resume queue. An appropriate framework for the analysis is provided by measure-valued processes. In particular, the paper exploits the setting of recent works by Le Gall and Le Jan. Their finite-measure-valued exploration process corresponds to our RES-measure (residual services measure) process, that captures all the relevant information about the evolution of the queue, while their height process corresp...
