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作者：Neuhauser, C; Pacala, SW
作者单位：University of Minnesota System; University of Minnesota Twin Cities; Princeton University
摘要：We consider a spatial stochastic version of the classical Lotka-Volterra model with interspecific competition. The classical model is described by a set of ordinary differential equations, one for each species. Mortality is density dependent, including both intraspecific and interspecific competition. Fecundity may depend on the type of species but is density independent. Depending on the relative strengths of interspecific and intraspecific competition and on the fecundities, the parameter sp...
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作者：Jelenkovic, PR
作者单位：Columbia University
摘要：Consider a finite list of items n = 1, 2,..., N, that are requested according to an i.i.d. process. Each time an item is requested it is moved to the front of the list. The associated search cost C-N for accessing an item is equal to its position before being moved. If the request distribution converges to a proper distribution as N --> infinity, then the stationary search cost C-N converges in distribution to a limiting search cost C. We show that, when the (limiting) request distribution has...
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作者：McDonald, DR
作者单位：University of Ottawa
摘要：We wish to describe how a chosen node in a network of queues overloads. The overloaded node may also drive other nodes into overload, but the remaining super stable nodes are only driven into a new steady state with stochastically larger queues. We model this network of queues as a Markov additive chain with a boundary. The customers at the super stable nodes are described by a Markov chain, while the other nodes are described by an additive chain. We use the existence of a harmonic function h...
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作者：Bramson, M
作者单位：University of Minnesota System; University of Minnesota Twin Cities
摘要：Fluid models have become a standard tool for demonstrating stability for queueing networks. It is presently not known, however, when the stability of a fluid model follows from that of the corresponding queueing network. We present an example of a queueing network where such stability does not, in fact, follow This example also shows that the behavior of the fluid limits and the fluid model solutions for the same queueing network can differ considerably from one another.
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作者：Heath, D; Resnick, S; Samorodnitsky, G
作者单位：Cornell University
摘要：We consider a fluid queue with sessions arriving according to a Poisson process. A long-tailed distribution of session lengths induces long range dependence in the system and causes its performance to deteriorate. The deterioration is due to occurrence of load regimes far from average ones. Nonetheless, the extent of this performance deterioration is shown to depend crucially on the average values of the system parameters.
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作者：Yukich, JE
作者单位：Lehigh University
摘要：Given F subset of [0, 1](2) and finite, let a(F) denote the length of the minimal Steiner triangulation of points in F. By showing that minimal Steiner triangulations fit into the theory of subadditive and superadditive Euclidean functionals, we prove under a mild regularity condition that lim(n --> infinity) sigma(X-1..., X-n)/n(1/2) = beta integral([0, 1]2)f(x)(1/2) DX c.c., where X-1,...,X-n are i.i.d. random variables with values in [0, 1](2), beta is a positive constant, f is the density ...
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作者：Fannjiang, A; Komorowski, T
作者单位：University of California System; University of California Davis; Swiss Federal Institutes of Technology Domain; ETH Zurich
摘要：We prove turbulent diffusion theorems for Markovian velocity fields which either are mixing in time or have stationary vector potentials.
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作者：Dembo, A; Kontoyiannis, I
作者单位：Stanford University; Purdue University System; Purdue University
摘要：Given two independent realizations of the stationary processes X = {X-n;n greater than or equal to 1} and Y = {Y-n; n greater than or equal to 1}, our main quantity of interest is the waiting time W-n(D) until a D-close version of the initial string (X-1, X-2,...,X-n) first appears as a contiguous substring in (Y-1, Y-2, Y-3,...), where closeness is measured with respect to some average distortion criterion. We study the asymptotics of W-n(D) for large n under various mixing conditions on X an...
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作者：Benaïm, M; Hirsch, MW
作者单位：Universite de Toulouse; Universite Toulouse III - Paul Sabatier; University of California System; University of California Berkeley
摘要：We consider stochastic approximation algorithms with constant step size whose average ordinary differential equation (ODE) is cooperative and irreducible. We show that, under mild conditions on the noise process, invariant measures and empirical occupations measures of the process weakly converge (as the time goes to infinity and the step size goes to zero) toward measures which are supported by stable equilibria of the ODE. These results are applied to analyzing the long-term behavior of a cl...
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作者：Chan, T
作者单位：Heriot Watt University
摘要：We consider the problem of pricing contingent claims on a stock whose price process is modelled by a geometric Levy process, in exact analogy with the ubiquitous geometric Brownian motion model. Because the noise process has jumps of random sizes, such a market is incomplete and there is not a unique equivalent martingale measure. We study several approaches to pricing options which all make use of an equivalent martingale measure that is in different respects closest to the underlying canonic...
