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作者：Ramanan, Kavita; Reiman, Martin I.
作者单位：Carnegie Mellon University; Alcatel-Lucent
摘要：This work considers a server that processes J classes using the generalized processor sharing discipline with base weight vector alpha = (alpha(1), . . . , alpha(J)) and redistribution weight vector beta = (beta(1), . . . , beta(j)). The invariant manifold M of the so-called fluid limit associated with this model is shown to have the form M = [x is an element of R-+(J) : x(j) = 0 for J is an element of s), where s is the set of strictly sub-critical classes, which is identified explicitly in t...
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作者：Gouere, Jean-Baptiste; Marchand, Regine
作者单位：Universite de Orleans; Universite de Lorraine
摘要：We study a random growth model on R(d) introduced by Deijfen. This is a continuous first-passage percolation model. The growth occurs by means of spherical outbursts with random radii in the infected region. We aim to find conditions on the distribution of the random radii to determine whether the growth of the process is linear or not. To do so, we compare this model with a continuous analogue of the greedy lattice paths model and transpose results for greedy paths from the lattice setting to...
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作者：Bansaye, Vincent
作者单位：Sorbonne Universite; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Sorbonne Universite; Universite Paris Cite
摘要：We consider a branching model introduced by Kimmel for cell division with parasite infection. Cells contain proliferating parasites which are shared randomly between the two daughter cells when they divide. We determine the probability that the organism recovers, meaning that the asymptotic proportion of contaminated cells vanishes. We study the tree of contaminated cells, give the asymptotic number of contaminated cells and the asymptotic proportions of contaminated cells with a given number ...
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作者：Sturm, Anja; Swart, Jan
作者单位：University of Delaware
摘要：This paper studies variations of the usual voter model that favor types that are locally less common. Such models are dual to certain systems of branching annihilating random walks that are parity preserving. For both the voter models and their dual branching annihilating systems we determine all homogeneous invariant laws, and we study convergence to these laws started from other initial laws.
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作者：Sudbury, Aidan
作者单位：Monash University
摘要：When gas molecules bind to a surface they may do so in such a way that the adsorption of one molecule inhibits the arrival of others. We consider random sequential adsorption in which the empty sites of a graph are irreversibly occupied in random order by a variety of types of particles. In a finite region the process terminates when no more particles can arrive. A universal asymptotic formula for the mean duration is given.
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作者：Draief, Moez; Ganesh, Ayalvadi; Massoulie, Laurent
作者单位：Imperial College London; Microsoft; Microsoft United Kingdom
摘要：We study how the spread of computer viruses, worms and other self-replicating malware is affected by the logical topology of the network over which they propagate. We consider a model in which each host can be in one of 3 possible states-susceptible, infected or removed (cured and no longer susceptible to infection). We characterize how the size of the population that eventually becomes infected depends on the network topology. Specifically, we show that if the ratio of cure to infection rates...
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作者：Liu, Wei-Dong; Lin, Zhengyan; Shao, Qi-Man
作者单位：Zhejiang University; Hong Kong University of Science & Technology
摘要：Let X-1 , . . . , X-n be a random sample from a p-dimensional population distribution. Assume that c(1)n(alpha) <= p <= c(2)n(alpha) for some positive constants c(1), c(2) and alpha. In this paper we introduce a new statistic for testing independence of the p-variates of the population and prove that the limiting distribution is the extreme distribution of type I with a rate of convergence O ((log n)(5/2)/root n). This is much faster than O (1/log n), a typical convergence rate for this type o...
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作者：Rogers, L. C. G.; Zhou, Fanyin
作者单位：University of Cambridge; Imperial College London
摘要：In earlier studies, the estimation of the volatility of a stock using information on the daily opening, closing, high and low prices has been developed; the additional information in the high and low prices can be incorporated to produce unbiased (or near-unbiased) estimators with substantially lower variance than the simple open-close estimator. This paper tackles the more difficult task of estimating the correlation of two stocks based on the daily opening, closing, high and low prices of ea...
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作者：Cherny, Alexander
作者单位：Lomonosov Moscow State University
摘要：We prove that any Brownian moving average X-t = integral(t)(-infinity) (f(s - t) - f(s))dB(s), t >= 0, satisfies the conditional full support condition introduced by Guasoni, Rasonyi and Schachermayer [Ann. Appl. Probab. 18 (2008) 491-520].
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作者：Feng, Shui; Ga, Fuqing
作者单位：McMaster University; Wuhan University
摘要：The Poisson-Dirichlet distribution arises in many different areas. The parameter theta in the distribution is the scaled mutation rate of a population in the context of population genetics. The limiting case of theta approaching infinity is practically motivated and has led to new, interesting mathematical structures. Laws of large numbers, fluctuation theorems and large-deviation results have been established. In this paper, moderate-deviation principles are established for the Poisson-Dirich...
