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作者：Pan, Guang-Ming; Guo, Mei-Hui; Zhou, Wang
作者单位：National Sun Yat Sen University; National University of Singapore
摘要：Let s(k) = 1/root N (nu(1k),...,nu(Nk))(T), k = 1,...,K, where {nu(ik), i, k = 1,...} are independent and identically distributed random variables with E nu(11) = 0 and E nu(2)(11) = 1. Let S-k = (s(1),...,s(k-1), s(k+l),...,s(K)), P-k = diag(p(1),...,p(k-1), p(k+1),...,p(K)) and beta(k) = p(k)s(k)(T) (SkPkSkT + sigma I-2)(-1)s(k) where pk >= 0 and the beta(k) is referred to as the signal-to-interference ratio (SIR) of user k with linear minimum mean-square error (LMMSE) detection in wireless ...
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作者：Massoulie, Laurent
摘要：In this article we provide a novel characterization of the proportionally fair bandwidth allocation of network capacities, in terms of the Fenchel-Legendre transform of the network capacity region. We use this characterization to prove stability (i.e., ergodicity) of network dynamics under proportionally fair sharing, by exhibiting a suitable Lyapunov function. Our stability result extends previously known results to a more general model including Markovian users routing. In particular, it imp...
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作者：Atar, Rami; Budhiraja, Amarjit; Williams, Ruth J.
作者单位：Technion Israel Institute of Technology; University of California System; University of California San Diego; University of North Carolina; University of North Carolina Chapel Hill
摘要：Given a closed, bounded convex set W subset of R-d with nonempty interior, we consider a control problem in which the state process W and the control process U satisfy [Graphics] where Z is a standard, multi-dimensional Brownian motion, nu, sigma epsilon C-0,C-1 (W), G is a fixed matrix, and w(o) epsilon w. The process U is locally of bounded variation and has increments in a given closed convex cone U C RP. Given g epsilon C(W), K epsilon R-P, and alpha > 0, consider the objective that is to ...
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作者：Durrett, Richard; Schmidt, Deena
作者单位：Cornell University; Cornell University
摘要：One possible explanation for the substantial organismal differences between humans and chimpanzees is that there have been changes in gene regulation. Given what is known about transcription factor binding sites, this motivates the following probability question: given a 1000 nucleotide region in our genome, how long does it take for a specified six to nine letter word to appear in that region in some individual? Stone and Wray [Mol. Biol. Evol. 18 (2001) 1764-1770] computed 5,950 years as the...
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作者：Jacka, Saul; Berkaoui, Abdelkarem
作者单位：University of Warwick
摘要：We consider trading in a financial market with proportional transaction costs. In the frictionless case, claims are maximal if and only if they are priced by a consistent price process-the equivalent of an equivalent martingale measure. This result fails in the presence of transaction costs. A properly maximal claim is one which does have this property. We show that the properly maximal claims are dense in the set of maximal claims (with the topology of convergence in probability).
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作者：Walker, Stephen G.; Hatjispyros, Spyridon J.; Nicoleris, Theodoros
作者单位：University of Kent; University of Aegean
摘要：This paper provides a construction of a Fleming-Viot measure valued diffusion process, for which the transition function is known, by extending recent ideas of the Gibbs sampler based Markov processes. In particular, we concentrate on the Chapman-Kolmogorov consistency conditions which allows a simple derivation of such a Fleming-Viot process, once a key and apparently new combinatorial result for Polya-urn sequences has been established.
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作者：Jaskiewicz, Anna
作者单位：Wroclaw University of Science & Technology
摘要：This paper deals with discrete-time Markov control processes on a general state space. A long-run risk-sensitive average cost criterion is used as a performance measure. The one-step cost function is nonnegative and possibly unbounded. Using the vanishing discount factor approach, the optimality inequality and an optimal stationary strategy for the decision maker are established.
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作者：Guan, Yongtao; Krone, Stephen M.
作者单位：University of Chicago; University of Idaho
摘要：We compare convergence rates of Metropolis-Hastings chains to multimodal target distributions when the proposal distributions can be of local and small world type. In particular, we show that by adding occasional long-range jumps to a given local proposal distribution, one can turn a chain that is slowly mixing (in the complexity of the problem) into a chain that is rapidly mixing. To do this, we obtain spectral gap estimates via a new state decomposition theorem and apply an isoperimetric ine...
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作者：Buraczewski, Dariusz
作者单位：University of Wroclaw
摘要：We consider an autoregressive model on R defined by the recurrence equation X-n = A(n)X(n-1) + B-n, where {(B-n, A(n))} are i.i.d. random variables valued in R x R+ and E[log A(1)] = 0 (critical case). It was proved by Babil-lot, Bougerol and Elie that there exists a unique invariant Radon measure of the process {X-n}. The aim of the paper is to investigate its behavior at infinity. We describe also stationary measures of two other stochastic recursions, including one arising in queuing theory.
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作者：Tracy, Craig A.; Widom, Harold
作者单位：University of California System; University of California Davis; University of California System; University of California Santa Cruz
摘要：We consider the process of n Brownian excursions conditioned to be nonintersecting. We show the distribution functions for the top curve and the bottom curve are equal to Fredholm determinants whose kernel we give explicitly. In the simplest case, these determinants are expressible in terms of Painleve V functions. We prove that as n -> infinity, the distributional limit of the bottom curve is the Bessel process with parameter 1/2. (This is the Bessel process associated with Dyson's Brownian m...
