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作者：Takacs, Lajos
作者单位：University System of Ohio; Case Western Reserve University
摘要：In this paper explicit formulas are given for the distribution function, the density function and the moments of the local time of the reflecting Brownian motion process.
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作者：van Mieghem, Jan A.
作者单位：Stanford University
摘要：We consider a general single-server multiclass queueing system that incurs a delay cost C-k(tau(k)) for each class k job that resides tau(k) units of time in the system. This paper derives a scheduling policy that minimizes the total cumulative delay cost when the system operates during a finite time horizon. Denote the marginal delay cost function and the (possibly nonstationary) average processing time of class k by c(k) = C'(k) and 1/mu(k), respectively, and let a(k)(t) be the age or time t...
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作者：Dobrow, Robert P.; Fill, James Allen
作者单位：Johns Hopkins University; National Institute of Standards & Technology (NIST) - USA
摘要：The move-to-root heuristic is a self-organizing rule that attempts to keep a binary search tree in near-optimal form. It is a tree analogue of the move-to-front scheme (also known as the weighted random-to-top card shuffle or Tsetlin library) for self-organizing lists. We study convergence of the move-to-root Markov chain to its stationary distribution and show that move-to-root converges two to four times faster than move-to-front for many examples. We also discuss asymptotics for expected se...
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作者：Abate, Joseph; Choudhury, Gagan L.; Lucantoni, David M.; Whitt, Ward
作者单位：Nokia Corporation; Nokia Bell Labs; AT&T
摘要：Choudhury and Lucantoni recently developed an algorithm for calculating moments of a probability distribution by numerically inverting its moment generating function. They also showed that high-order moments can be used to calculate asymptotic parameters of the complementary cumulative distribution function when, an asymptotic form is assumed, such as F-c(x) similar to alpha x(beta) e (-eta x) as x -> infinity. Moment-based algorithms for computing asymptotic parameters are especially useful w...
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作者：Kaspi, Haya; Mandelbaum, Avi
作者单位：Technion Israel Institute of Technology
摘要：Levy bandits are multi-armed bandits driven by Levy processes. As anticipated from existing research, Levy bandits are optimally controlled by an index strategy: One can associate with each arm an index function of its state, and optimal strategies are those that allocate time to arms whose states have the largest index. Furthermore, the index function of an arm is calculated independently of the other arms, and the optimal reward can be expressed in terms of the indices. Somewhat less anticip...
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作者：Ritter, Klaus; Wasilkowski, Grzegorz W.; Wozniakowski, Henryk
作者单位：University of Erlangen Nuremberg; University of Kentucky; Columbia University
摘要：We present sharp bounds on the minimal errors of linear estimators for multivariate integration and L-2-approximation. This is done for a random field whose covariance kernel is a tensor product of one-dimensional kernels that satisfy the Sacks-Ylvisaker regularity conditions.
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作者：Kang, Hyun-Chung; Krone, Stephen M.; Neuhauser, Claudia
作者单位：University of Wisconsin System; University of Wisconsin Madison; University of Wisconsin System; University of Wisconsin Madison
摘要：The stepping-stone model is widely used in population genetics to describe the evolution of a population with mating and geographical structure. It is typically formulated on a countable set, where each element of the set corresponds to a colony. Each colony consists of a population of a fixed number of haploid individuals. Individuals undergo random mating within each colony and migrate to neighboring colonies. In the model considered here, we are interested in the changes that may occur at a...
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作者：Mase, Shigeru
作者单位：Hiroshima University
摘要：The purpose of this paper is to show the strong consistency of the maximum pseudo-likelihood estimator for continuous state space stationary Gibbsian processes under fairly general conditions. Besides the maximum pseudo-likelihood estimator of Besag, we consider its extension, the maximum pseudo-likelihood of second order. The framework of our study is Ruelle's theory of superstable potential functions.
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作者：Delbaen, Freddy; Schachermayer, Walter
作者单位：Vrije Universiteit Brussel; University of Vienna
摘要：We investigate the existence of an absolutely continuous martingale measure. For continuous processes we show that the absence of arbitrage for general admissible integrands implies the existence of an absolutely continuous (not necessarily equivalent) local martingale measure. We also rephrase Radon-Nikodym theorems for predictable processes.
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作者：Frieze, Alan; Pittel, Boris G.
作者单位：Carnegie Mellon University; University System of Ohio; Ohio State University
摘要：A model of commodity trading consists of n traders, each bringing to the market his own individual good and each having his own preference for the goods on the market. The trade results in a so-called core allocation, that is, an exchange of goods which cannot be destabilized by a coalition of traders. Shapley and Scarf, who proposed the model, proved the existence of such an exchange by means of an algorithm invented by Gale. The algorithm determines sequentially a cyclic decomposition of the...
