2期

最新文章

• Treelike queueing networks: Asymptotic stationarity and heavy traffic AI翻译
  作者：Chang, KH; Serfozo, RF; Szczotka, W
  作者单位：Chung Yuan Christian University; University System of Georgia; Georgia Institute of Technology; University of Wroclaw
  摘要：This study establishes limiting distributions for customer waiting times and queue lengths in treelike networks with single-server nodes. The main result characterizes the limiting distributions when the network data (interarrival times, service times and routes) is asymptotically stationary. This is a weak condition covering a variety of networks including standard ones where the network data is stationary, regenerative, Markovian, satisfies coupling, and so on. The dependencies in the networ...
• The load transfer model AI翻译
  作者：Beguin, M; Gray, L; Ycart, B
  作者单位：Communaute Universite Grenoble Alpes; Universite Grenoble Alpes (UGA); University of Minnesota System; University of Minnesota Twin Cities
  摘要：An interacting particle model for load transferring in parallel architectures is defined. In the case of an infinite lattice the model is proved to be ergodic and to converge exponentially fast to its equilibrium. When the architecture is that of a complete graph, the total number of loads behaves as a birth and death process, and explicit upper bounds on the benefits that can be expected from a transferring policy are derived. Experimental results for different types of architectures are pres...
• Two convergence properties of hybrid samplers AI翻译
  作者：Roberts, GO; Rosenthal, JS
  作者单位：University of Cambridge; University of Toronto
  摘要：Theoretical work on Markov chain Monte Carlo (MCMC) algorithms has so far mainly concentrated on the properties of simple algorithms, such as the Gibbs sampler, or the full-dimensional Hastings-Metropolis algorithm. In practice, these simple algorithms are used as building blocks for more sophisticated methods, which we shall refer to as hybrid samplers. It is often hoped that good convergence properties (e.g., geometric ergodicity, etc.) of the building blocks will imply similar properties of...
• The number of winners in a discrete geometrically distributed sample (vol 6, pg 687, 1996) AI翻译
  作者：Kirschenhofer, P; Prodinger, H
  作者单位：University of Leoben; Technische Universitat Wien
• Perturbation analysis and Malliavin calculus AI翻译
  作者：Decreusefond, L
  作者单位：IMT - Institut Mines-Telecom; Institut Polytechnique de Paris; Telecom Paris
  摘要：Using the Malliavin calculus, we give a unified treatment of the so-called perturbation analysis of dynamic systems. Several applications are also given.
• Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems AI翻译
  作者：Del Moral, P
  作者单位：Universite de Toulouse; Universite Toulouse III - Paul Sabatier; Centre National de la Recherche Scientifique (CNRS)
  摘要：In the paper we study interacting particle approximations of discrete time and measure-valued dynamical systems. These systems have arisen in such diverse scientific disciplines as physics and signal processing. We give conditions for the so-called particle density profiles to converge to the desired distribution when the number of particles is growing. The strength of our approach is that is applicable to a large class of measure-valued dynamical systems arising in engineering and particularl...
• The superposition of alternating on-off flows and a fluid model AI翻译
  作者：Palmowski, Z; Rolski, T
  作者单位：University of Wroclaw
  摘要：An on-off process is a 0-1 process xi(t) in which consecutive 0-periods (T-0,T-n) alternate with 1-periods (T-1,T-n) (n = 1, 2,...). The on and off time sequences are independent, each consisting of i.i.d. r.v.s. By the superposed flow, we mean the process Z(t) = Sigma(l=1)(N) r(e)xi(t)(l), where r(l) > 0 and (xi(t)(1)),...,(xi(t)(N)) are independent on-off flows. The process xi(t)(l) is not Markovian; however, with the age component eta(t)(l), the process w(t)(l) = (xi(t)(l), eta(t)(l)) is a ...
• Dependent random graphs and spatial epidemics AI翻译
  作者：van den Berg, J; Grimmett, GR; Schinazi, RB
  作者单位：University of Cambridge; University of Colorado System; University of Colorado at Colorado Springs
  摘要：We extend certain exponential decay results of subcritical percolation to a class of locally dependent random graphs, introduced by Kuulasmaa as models for spatial epidemics on Z(d). In these models, infected individuals eventually die tare removed) and are not replaced. We combine these results with certain continuity and rescaling arguments in order to improve our knowledge of the phase diagram of a modified epidemic model in which new susceptibles are born at some positive rate. In particul...
• State-dependent stochastic networks. Part I: Approximations and applications with continuous diffusion limits AI翻译
  作者：Mandelbaum, A; Pats, G
  作者单位：Technion Israel Institute of Technology; Tel Aviv University
  摘要：In a state-dependent queueing network, arrival and service rates, as well as routing probabilities, depend on the vector of queue lengths. For properly normalized such networks, we derive functional laws of large numbers (FLLNs) and functional central limit theorems (FCLTS). The former support fluid approximations and the latter support diffusion refinements. The fluid limit in FLLN is the unique solution to a multidimensional autonomous ordinary differential equation with state-dependent refl...
• The extremal index of a higher-order stationary Markov chain AI翻译
  作者：Yun, S
  作者单位：Suwon University
  摘要：The paper presents a method of computing the extremal index of a real-valued, higher-order (kth-order, k greater than or equal to 1) stationary Markov chain (X-n). The method is based on the assumption that the joint distribution of k + 1 consecutive variables is in the domain of attraction of some multivariate extreme value distribution. We introduce limiting distributions of some rescaled stationary transition kernels, which are used to define a new (k - 1)th-order Markov chain (Y-n), say. T...