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作者：Niemiro, Wojciech; Pokarowski, Piotr
作者单位：University of Warsaw; Polish Academy of Sciences; Institute of Mathematics of the Polish Academy of Sciences
摘要：We consider finite state nonhomogeneous Markov chains with one-step transition probabilities roughly proportional to powers of a small parameter, converging to zero. We examine asymptotic properties of trajectories. The analysis is based on the so-called orders of recurrence. Transient states, recurrent classes and periodic subclasses can be identified in terms of the matrix of powers. This leads to a complete description of the tail sigma field. Our theorems generalize the classical results f...
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作者：Stein, Michael L.
作者单位：University of Chicago
摘要：Consider predicting an integral of a stochastic process based on n observations of the stochastic process. Among all linear predictors, an optimal quadrature rule picks the n observation locations and the weights assigned to them to minimize the mean squared error of the prediction. While optimal quadrature rules are usually unattainable, it is possible to find rules that have good asymptotic properties as n -> infinity. Previous work has considered processes whose local behavior is like m-fol...
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作者：Brightwell, Graham; Ott, Teunis J.; Winkler, Peter
作者单位：University of London; London School Economics & Political Science; Telcordia Technologies; Nokia Corporation; Nokia Bell Labs; AT&T
摘要：We consider the following distributed optimization problem: Given a set X-1, ..., X-n of pairwise independent random variables and a target value T, a subset of the X-i's must be selected whose sum is close to T. However, no cooperation is permitted in determining the set; each variable must be programmed in advance, joining or not joining according to its own value. Such conditions may arise, for example, when supply of some commodity is controlled at several random sources. Under these gener...
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作者：Kuensch, Hans; Geman, Stuart; Kehagias, Athanasios
作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich; Brown University; Aristotle University of Thessaloniki
摘要：A noninvertible function of a first-order Markov process or of a nearest-neighbor Markov random field is called a hidden Markov model. Hidden Markov models are generally not Markovian. In fact, they may have complex and long range interactions, which is largely the reason for their utility. Applications include signal and image processing, speech recognition and biological modeling. We show that hidden Markov models are dense among essentially all finite-state discrete-time stationary processe...
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作者：Gnedin, Alexander V.; Krengel, Ulrich
作者单位：University of Gottingen
摘要：We study the following two-person zero-sum game. n random numbers are drawn independently from a continuous distribution known to both players. Player 2 observes all the numbers and selects an order to present them to the opponent. Player 1 learns the numbers sequentially as they are presented and may stop learning whenever he/she pleases. If the stop occurred at the number that is the kth largest among all n numbers, Player 1 pays the amount q(k) to Player 2, where q(1) <= ... <= q(n) is a gi...
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作者：Barsky, David J.; Gandolfi, Alberto
作者单位：California State University System; California State University San Marcos; University of Rome Tor Vergata
摘要：In this paper we present an asymptotic estimator, obtained by observing a noisy image, for the parameters of both a stationary Markov random field and an independent Bernoulli noise. We first estimate the parameter of the noise by solving a polynomial equation of moderate degree (about 6-7 in the one-dimensional Ising model and about 10-15 in the two-dimensional Ising model, for instance) and then apply the maximum pseudo-likelihood method after removing the noise. Our method requires no extra...
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作者：Biggins, J. D.
作者单位：University of Sheffield
摘要：A general (Crump-Mode-Jagers) spatial branching process is considered. The asymptotic behavior of the numbers present at time t in sets of the form [ta, infinity) is obtained. As a consequence it is shown that if B-t is the position of the rightmost person at time t, B-t/t converges to a constant, which can be obtained from the individual reproduction law, almost surely on the survival set of the process. This generalizes the known discrete-time results.
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作者：Kallianpur, G.; Xiong, J.
作者单位：University of North Carolina; University of North Carolina Chapel Hill; University of Tennessee System; University of Tennessee Knoxville
摘要：Under suitable conditions, it is proved that limits of sequences of nuclear space-valued solutions of stochastic differential equations driven by Poisson random measures are characterized by diffusion equations. The results are applied to models of environmental pollution and to reversal potential models of neuronal behavior.
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作者：van den Berg, J.; Gandolfi, A.
作者单位：University of Rome Tor Vergata
摘要：For binary random variables sigma(1), sigma(2), . . . , sigma(n) that satisfy the well-known FKG condition, we show that the variances and covariances satisfy Var(sigma(j))Cov(sigma(i), sigma(k)) >= Cov(sigma(i), sigma(j))Cov(sigma(i), sigma(k)), 1 <= i, j, k <= n. This generalizes and improves a result by Graham for ferromagnetic Ising models with nonnegative external fields.
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作者：Dai, J. G.
作者单位：University System of Georgia; Georgia Institute of Technology; University System of Georgia; Georgia Institute of Technology
摘要：It is now known that the usual traffic condition (the nominal load being less than 1 at each station) is not sufficient for stability for a multiclass open queueing network. Although there has been some progress in establishing the stability conditions for a multiclass network, there is no unified approach to this problem. In this paper, we prove that a queueing network is positive Harris recurrent if the corresponding fluid limit model eventually reaches zero and stays there regardless of the...
