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作者：Coffman, E. G., Jr.; Puhalskii, A. A.; Reiman, M. I.
作者单位：AT&T; Nokia Corporation; Nokia Bell Labs; Russian Academy of Sciences
摘要：In polling systems, M >= 2 queues are visited by a single server in cyclic order. These systems model such diverse applications as token-ring communication networks and cyclic production systems. We study polling systems with exhaustive service and zero switchover (walk) times. Under standard heavy-traffic assumptions and scalings, the total unfinished work converges to a one-dimensional reflected Brownian motion, whereas the workloads of individual queues change at a rate that becomes infinit...
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作者：Embrechts, P.; Rogers, L. C. G.; Yor, M.
作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich; University of Bath; Sorbonne Universite
摘要：An explanation of a remarkable identity in law, due to A. Dassios, concerning the alpha-quantile of Brownian motion with drift is given with the help of Bertoin's rearrangement of positive and negative excursions for Brownian motion with drift.
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作者：Graham, Carl; Meleard, Sylvie
作者单位：Institut Polytechnique de Paris; Ecole Polytechnique; ENSTA Paris; Sorbonne Universite
摘要：We consider a network in which a call holds a given number of uniformly chosen links and releases them simultaneously. We show pathwise propagation of chaos and convergence of the process of empirical fluctuations to a Gaussian Ornstein-Uhlenbeck process. The limiting martingale problem is obtained by closing a hierarchy. The drift term is given by a simple factorization technique related to mean-field interaction, but the Doob Meyer bracket contains special terms coming from the strong intera...
