-
作者：Nuzman, CJ; Poor, HV
作者单位：Alcatel-Lucent; Lucent Technologies; AT&T; Princeton University
摘要：It has recently been observed that wide-sense self-similar processes have a rich linear structure analogous to that of wide-sense stationary processes. In this paper, a reproducing kernel Hilbert space (RKHS) approach is used to characterize this structure. The RKHS associated with a self-similar process on a variety of simple index sets has a straightforward description, provided that the scale-spectrum of the process can be factored. This RKHS description makes use of the Mellin transform an...
-
作者：Mossel, E
作者单位：Hebrew University of Jerusalem
摘要：We consider a process in which information is transmitted from a given root node on a noisy d-ary tree network T. We start with a uniform symbol taken from an alphabet A. Each edge of the tree is an independent copy of some channel (Markov chain) M, where M is irreducible and aperiodic on A. The goal is to reconstruct the symbol at the root from the symbols at the nth level of the tree. This model has been studied in information theory, genetics and statistical physics. The basic question is: ...
-
作者：Gouet, R; López, FJ
作者单位：Universidad de Chile; Universidad de Chile; University of Zaragoza
摘要：We consider Z as an infinite lattice street where cars of integer length in greater than or equal to 1 can park. The parking process is described by a 0-1 interacting particle system such that a site Z E if is in state 1 whenever a car has its rear end at z and 0 otherwise. Cars attempt to park after exponential times with parameter lambda, leave after exponential times with parameter 1and are not allowed to touch nor overlap. We define and study a jamming occupation density for this parking p...
-
作者：Baryshnikov, Y; Gnedin, A
作者单位：Universite Paris Saclay; University of Gottingen
摘要：We consider a sequential interval packing process similar to Renyi's ''car parking problem'' but with a generator of random intervals which allows for arbitrarily small lengths. Embedding the process in continuous time, we view it as a self-similar interval splitting process. We determine the asymptotical behavior of the quantities such as the number of intervals packed to some instant and obtain convergence results in the context of the more general splitting model.
-
作者：Bertsimas, D; Gamarnik, D; Tsitsiklis, JN
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); International Business Machines (IBM); IBM USA; Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
摘要：We study the distribution of steady-state queue lengths in multiclass queueing networks under a stable policy. We propose a general methodology based on Lyapunov functions for the performance analysis of infinite state Markov chains and apply it specifically to Markovian multiclass queueing networks. We establish a deeper connection between stability and performance of such networks by showing that if there exist linear or piece-wise linear Lapunov functions that show stability, then these Lya...
-
作者：Chen, X
作者单位：University of Tennessee System; University of Tennessee Knoxville
摘要：The exact convergence rates of the particle distributions in supercritical branching random walks and supercritical branching Wiener processes are obtained and a conjecture of Revesz is confirmed.
-
作者：Klebaner, FC; Liptser, R
作者单位：University of Melbourne; Tel Aviv University
摘要：A stochastic Lotka-Volterra model is formulated by using the semi-martingale approach. The large deviation principle is established, and is used to obtain a bound for the asymptoties of the time to extinction of prey population. The bound is given in terms of past-dependent ODEs closely related to the dynamics of the deterministic Lotka-Volterra model.
-
作者：Corcoran, JN; Tweedie, RL
作者单位：University of Colorado System; University of Colorado Boulder; University of Minnesota System; University of Minnesota Twin Cities
摘要：We develop an algorithm for simulating perfect random samples from the invariant measure of a Harris recurrent Markov chain. The method uses backward coupling of embedded regeneration times and works most effectively for stochastically monotone chains, where paths may be sandwiched between upper and lower processes. We give an approach to finding analytic bounds on the backward coupling times in the stochastically monotone case. An application to storage models is given.
-
作者：Stolyar, AL; Ramanan, K
作者单位：AT&T; Alcatel-Lucent; Lucent Technologies
摘要：We consider a single server system with N input flows. We assume that each flow has stationary increments and satisfies a sample path large deviation principle, and that the system is stable. We introduce the largest weighted delay first (LWDF) queueing discipline associated with any given weight vector alpha = (alpha (1),...,alpha (N)). We show that under the LWDF discipline the sequence of scaled stationary distributions of the delay (w) over cap (i) of each flow satisfies a large deviation ...
-
作者：Wischik, DJ
作者单位：University of Cambridge
摘要：This paper presents a large deviations principle for the average of real-valued processes indexed by the positive integers, one which is particularly suited to queueing systems with many traffic flows. Examples are given of how it may be applied to standard queues with finite and infinite buffers, to priority queues and to finding most likely paths to overflow.
