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作者：Serinko, Regis J.
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：A new approach to the least squares procedure for correlation dimension estimation is suggested. Consistency of the new estimator is established for a class of dynamical systems that includes the Cantor map and the logistic map with parameter value 4. Unlike the proofs of consistency for other estimation procedures, no assumptions are made about the Grassberger-Procaccia spatial correlation integral beyond the existence of the correlation dimension.
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作者：Bramson, Maury
作者单位：University of Wisconsin System; University of Wisconsin Madison
摘要：A class of open first-in, first-out queueing networks is examined. Customers arrive according to a rate-1 Poisson process and wait at queues along their prescribed routes for exponential holding times, after which they exit from the system. Such a network can be chosen so that the sum of the mean service times at each queue is as small as desired. It is shown here that these networks are nevertheless unstable. Each such network will possess two customer types, which proceed along nearly parall...
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作者：Meester, Ronald; Roy, Rahul
作者单位：Utrecht University; Indian Statistical Institute; Indian Statistical Institute Delhi
摘要：We consider Boolean models in d-dimensional Euclidean space. Each point of a stationary, ergodic point process is the center of a ball with random radius. In this way, the space is partitioned into an occupied and a vacant region. We are interested in the number of unbounded occupied or vacant components that can coexist. We show that under very general conditions on the distribution of the radius random variable, there can be at most one unbounded component of each type. In case the point pro...
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作者：Bramson, Maury
作者单位：University of Wisconsin System; University of Wisconsin Madison
摘要：Consider a queueing network with customers arriving according to a rate-1 Poisson process. Each customer proceeds along the same prescribed route, waiting at the different queues until exiting from the system. The service times are assumed to be independent and exponentially distributed. Individual queues may be visited more than once by a customer, with the mean service time perhaps depending on the stage along the route. The network is assumed to be first-in, first-out. An obvious necessary ...
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作者：Ingrassia, Salvatore
作者单位：University of Catania
摘要：In this paper we obtain bounds on the spectral gap of the transition probability matrix of Markov chains associated with the Metropolis algorithm and with the Gibbs sampler. In both cases we prove that, for small values of T, the spectral gap is equal to 1 A2, where A2 is the second largest eigenvalue of P. In the case of the Metropolis algorithm we give also two examples in which the spectral gap is equal to 1 Amm, where Amu., is the smallest eigenvalue of P. Furthermore we prove that random ...
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作者：Alon, Noga; Bollobas, Bela; Brightwell, Grajham; Janson, Svante
作者单位：Tel Aviv University; University of Cambridge; University of London; London School Economics & Political Science; Uppsala University
摘要：We study asymptotics of the number of linear extensions of the random G(n, p) partial order, where p is fixed and n -> infinity. In particular, it is shown that the distribution is asymptotically log-normal.
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作者：Bertsimas, Dimitris; Paschalidis, Ioannis Ch.; Tsitsiklis, John N.
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
摘要：We consider open and closed multiclass queueing networks, with Poisson arrivals (for open networks), exponentially distributed class dependent service times and class dependent deterministic or probabilistic routing. The performance objective is to minimize, over all sequencing and routing policies, a weighted sum of the expected response times of different classes. Using a powerful technique involving quadratic or higher order potential functions, we propose methods for deriving polyhedral an...
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作者：Grey, D. R.
作者单位：University of Sheffield
摘要：Let Q and M be random variables with given joint distribution. Under some conditions Qn this joint distribution, there will be exactly one distribution for another random variable R, independent of (Q, M), with the property that Q + MR has the same distribution as R. When M is nonnegative and satisfies some moment conditions, we give an improved proof that if the upper tail of the distribution of Q is regularly varying, then the upper tail of the distribution of R behaves similarly; this proof...
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作者：Fouque, Jean-Pierre; Merzbach, Ely
作者单位：Institut Polytechnique de Paris; Ecole Polytechnique; Centre National de la Recherche Scientifique (CNRS); Bar Ilan University
摘要：The asymptotic behavior of the solutions of linear equations with random coefficients, random external forces and with affine boundary conditions is studied, motivated by a transmission-reflection problem for a one-dimensional wave equation in a random slab. The fluctuations of the coefficients are on a small scale in such a way that our problem is a diffusion-approximation problem except that we impose boundary conditions which force the solution to be anticipating. In the limit we obtain lin...
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作者：Davis, M. H. A.; Zervos, M.
作者单位：Imperial College London
摘要：In this paper a simple problem of combined singular stochastic control and optimal stopping is formulated and solved. We find that the optimal strategies can take qualitatively different forms, depending on parameter values. We also study a variant on the problem in which the value function is inherently nonconvex. The proofs employ the generalised Ito formula applicable for differences of convex functions.
