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作者：Marquez, David
作者单位：University of Central Venezuela; Universite Gustave-Eiffel
摘要：We consider the annealing diffusion process and investigate convergence rates. Namely, for the diffusion dX(t) = -del V(X-f)dt + sigma(t)dB(f), where (B-f)(l) <= 0 is the sigma(t) dimensional Brownian motion and cr(t) decreases to zero, we prove a large deviation principle for (V(X-t)) and weak convergence of(sigma(-2)(t)(V(X-f) - inf V)).
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作者：Seppalainen, Timo
作者单位：Iowa State University
摘要：In 1977 Vershik and Kerov deduced the asymptotic normalized length of the longest increasing sequence among independent points uniformly distributed on the unit square. We solve the analogous problem for points on the planar square lattice that are present independently of each other.
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作者：Jagers, Peter
作者单位：Chalmers University of Technology; University of Gothenburg
摘要：Consider supercritical general branching processes, where, however, individual reproduction may be influenced by the history of the population, in particular by the total population size. Assume that reproductions approach those of a classical, possibly multitype, supercritical process either from above or from below as the population grows. Conditions are established for the population-history dependent populations to display balanced exponential growth with the same Malthusian parameter as t...
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作者：Puhalskii, Anatolii A.; Whitt, Ward
作者单位：Nokia Corporation; Nokia Bell Labs; AT&T
摘要：We apply an extended contraction principle and superexponential convergence in probability to show that a functional large deviation principle for a sequence of stochastic processes implies a corresponding functional large deviation principle for an associated sequence of first-passage-time or inverse processes. Large deviation principles are established for both inverse processes and centered inverse processes, based on corresponding results for the original process. We apply these results to...
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作者：Stadje, Wolfgang
作者单位：University Osnabruck
摘要：This paper is concerned with Markov chain models for flows of a finite population among a set of groups, where the individuals base their decisions on which group to go next partially on the current frequency distribution (profile). For a certain class of these models, the transition matrix of the profile process is analyzed algebraically, leading to surprisingly simple asymptotic results. Furthermore, in a model with after effects, the absorption probabilities are derived.
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作者：Chiu, S. N.; Quine, M. P.
作者单位：Hong Kong Baptist University; University of Sydney
摘要：A Poisson point process Psi in d-dimensional Euclidean space and in time is used to generate a birth-growth model: seeds are born randomly at locations x(i) in R-d at times t(i) is an element of [0, infinity). Once a seed is born, it begins to create a cell by growing radially in all directions with speed nu > 0. Points of Psi contained in such cells are discarded, that is, thinned. We study the asymptotic distribution of the number of seeds in a region, as the volume of the region tends to in...
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作者：Bean, N. G.; Gibbens, R. J.; Zachary, S.
作者单位：University of Adelaide; University of Cambridge; Heriot Watt University
摘要：We study the behavior of large loss networks in which the offered traffic is subject to acceptance controls. Hunt and Kurtz proved a functional law of large numbers for the dynamics of such networks, as capacity and offered traffic are allowed to increase in proportion. However, limiting dynamics were not in general uniquely identified. We establish further results identifying these dynamics under given conditions. We also investigate the existence of fixed points for these dynamics and relate...
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作者：Berger, Erich
作者单位：University of Gottingen
摘要：In this paper we consider a class of stochastic approximation procedures that arises in linear filtering and regression theory. Our main result asserts that the stochastic approximation process satisfies an almost sure invariance principle (with a certain rate of convergence) if the partial sums of the errors do.
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作者：Roberts, G. O.; Gelman, A.; Gilks, W. R.
作者单位：University of Cambridge; Columbia University; University of Cambridge; MRC Biostatistics Unit
摘要：This paper considers the problem of scaling the proposal distribution of a multidimensional random walk Metropolis algorithm in order to maximize the efficiency of the algorithm. The main result is a weak convergence result as the dimension of a sequence of target densities, n, converges to infinity. When the proposal variance is appropriately scaled according to n, the sequence of stochastic processes formed by the first component of each Markov chain converges to the appropriate limiting Lan...
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作者：Hunt, P. J.; Laws, C. N.
作者单位：University of Oxford
摘要：Trunk reservation is a simple, robust and extremely effective mechanism for controlling loss systems which allows priority to be given to chosen traffic streams. We consider the control of a single resource under a limiting regime in which capacity and arrival rates increase together. We obtain trunk reservation control policies which are asymptotically optimal when calls have differing capacity requirements, holding times, arrival rates and reward rates. The priority levels associated with th...
