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作者：Henderson, W.; Pearce, C. E. M.; Taylor, P. G.; van Dijk, N. M.
作者单位：University of Adelaide; Vrije Universiteit Amsterdam
摘要：In this paper we treat a discrete-time generalized semi-Markov process in which simultaneous deaths of more than one lifetime and simultaneous arrivals are permitted and service scheduling is probabilistic. Necessary and sufficient conditions for insensitivity are derived and a simple algorithmic procedure provided whereby the equilibrium probabilities can be furnished when insensitivity holds. Some particular cases of special interest are examined in detail.
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作者：Povel, Tobias
作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich
摘要：We consider a one-dimensional Brownian motion with a constant drift, moving among Poissonian obstacles. In the case where the drift is below some critical value we characterize the limiting distribution of the process under the conditional probability measure that the particle has survived up to time t. Unlike the situation where the drift equals zero, we show in particular that in the presence of a constant drift, the process in natural scale feels the boundary.
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作者：Rosenblatt, Murray
作者单位：University of California System; University of California San Diego
摘要：The object of this paper is to show that under certain auxiliary assumptions a stationary autoregressive sequence has a best predictor in mean square that is linear if and only if the sequence is minimum phase or is Gaussian when all moments are finite.
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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：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 (MTR) 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 (MTF) scheme for self-organizing lists. Both heuristics can be modeled as Markov chains. We show that the MTR chain can be derived by lumping the MTF chain and give exact formulas for the transition probabilities and stationary distribution for MTR. We also derive the eigenvalues and their multiplicities for MTR.
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作者：Kogan, Y.; Liptser, R.; Shenfild, M.
作者单位：Technion Israel Institute of Technology; Tel Aviv University
摘要：We consider a state-dependent generalization of the exponential Benes model of single-source buffer system in which the source process consists of alternating transmission and idle periods. Martingale methods are applied for analyzing limit nonstationary behavior of the buffer content process, when the buffer is loaded and depleted, with rates proportional to a large parameter N. Depending on traffic conditions, defined by parameters of the model, different types of approximations are establis...
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作者：Kusuoka, Shigeo
作者单位：University of Tokyo
摘要：Option replication in a discrete-time framework with transaction costs and its limit is discussed. First the notion of an efficient strategy is introduced, and then it is shown that an efficient strategy is the best strategy if it exists. It is also shown that the limit of the cost for option replication is given by a certain formula when the unit of time Delta t tends to zero and the transaction costs tends to zero on the order of root Delta t.
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作者：Bose, A.; Kaj, I.
作者单位：Carleton University; Uppsala University
摘要：We prove a diffusion limit theorem in the sense of weak convergence of measure-valued processes for a population age model first studied by Kendall. We show that in the diffusion limit scaling, the population structured in age groups behaves in the same way as the total population size, but with an exponential weight. A particular feature of the limiting process is that in general it is discontinuous at time zero.
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作者：Rhee, WanSoo T.
作者单位：University System of Ohio; Ohio State University
摘要：We give a unified simple proof of recent results of Alexander concerning the rate of convergence of the mean length of the longest common subsequence of two random sequences and the rate of convergence of the expected value of certain passage times in percolation theory.
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作者：Pitt, Loren D.; Robeva, Raina; Wang, Da Yi
作者单位：University of Virginia; National University of Singapore
摘要：For a wide sense stationary random field Phi = {phi(x): x is an element of R-2}, we investigate the asymptotic errors made in the numerical integration of line intergrals of the form integral(Gamma) f(x)phi(x)d sigma(x). It is shown, for example, that if f and Gamma are smooth, and if the spectral density rho(lambda) satisfies rho(lambda) approximate to k vertical bar lambda vertical bar(-4) as lambda -> infinity, then there is a constant c' with (NE)-E-3 vertical bar integral(Gamma) f(x)phi(x...
