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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：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：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...
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作者：Isham, Valerie
作者单位：University of London; University College London
摘要：The interactions between macroparasites and their hosts, in terms of parasite-induced acquired immunity and additional mortality of the host, are of considerable interest and importance. In this paper, a simple nonlinear stochastic model for the parasite load within a single host over the lifetime of the host is investigated. By concentrating on a model incorporating only parasite-induced excess host mortality, exact algebraic results are possible, which provide insight into the effects of thi...
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作者：Csoergo, Sandor; Simons, Gordon
作者单位：University of Michigan System; University of Michigan; University of North Carolina; University of North Carolina Chapel Hill
摘要：Recursive methods are described for computing the frequency and distribution functions of trimmed sums of independent and identically distributed nonnegative integer-valued random variables. Surprisingly, for fixed arguments, these can be evaluated with just a finite number of arithmetic operations (and whatever else it takes to evaluate the common frequency function of the original summands). These methods give rise to very accurate computational algorithms that permit a delicate numerical in...
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作者：Chen, Hong
作者单位：University of British Columbia
摘要：This paper studies the fluid approximation (also known as the functional strong law of large numbers) and the stability (positive Harris recurrence) for a multiclass queueing network. Both of these are related to the stabilities of a linear fluid model, constructed from the first-order parameters (i.e., long-run average arrivals, services and routings) of the queueing network. It is proved that the fluid approximation for the queueing network exists if the corresponding linear fluid model is w...
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作者：Liggett, Thomas M.
作者单位：University of California System; University of California Los Angeles
摘要：We prove survival for a class of discrete time Markov processes whose states are finite sets of integers. As applications, we obtain upper bounds for the critical values of various two-dimensional oriented percolation models. The technique of proof is based generally on that used by Holley and Liggett to prove survival of the one-dimensional basic contact process. However, the fact that our processes evolve in discrete time requires that we make substantial changes in the way this technique is...
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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...
