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作者：Ramanan, K; Dupuis, P
作者单位：Brown University
摘要：Using large deviation techniques, we analyze the tail behavior of the stationary distribution of the buffer content process for a two-station communication network. We also show how the associated rate function can be expressed as the solution to a finite-dimensional variational problem. Along the way, we develop a number of results and techniques that are of independent interest, including continuity results for the input-output mapping for certain multiclass fluid models and a new technique ...
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作者：Decreusefond, L
作者单位：IMT - Institut Mines-Telecom; Institut Polytechnique de Paris; Telecom Paris
摘要：Using the Malliavin calculus, we give a unified treatment of the so-called perturbation analysis of dynamic systems. Several applications are also given.
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作者：Del Moral, P
作者单位：Universite de Toulouse; Universite Toulouse III - Paul Sabatier; Centre National de la Recherche Scientifique (CNRS)
摘要：In the paper we study interacting particle approximations of discrete time and measure-valued dynamical systems. These systems have arisen in such diverse scientific disciplines as physics and signal processing. We give conditions for the so-called particle density profiles to converge to the desired distribution when the number of particles is growing. The strength of our approach is that is applicable to a large class of measure-valued dynamical systems arising in engineering and particularl...
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作者：Palmowski, Z; Rolski, T
作者单位：University of Wroclaw
摘要：An on-off process is a 0-1 process xi(t) in which consecutive 0-periods (T-0,T-n) alternate with 1-periods (T-1,T-n) (n = 1, 2,...). The on and off time sequences are independent, each consisting of i.i.d. r.v.s. By the superposed flow, we mean the process Z(t) = Sigma(l=1)(N) r(e)xi(t)(l), where r(l) > 0 and (xi(t)(1)),...,(xi(t)(N)) are independent on-off flows. The process xi(t)(l) is not Markovian; however, with the age component eta(t)(l), the process w(t)(l) = (xi(t)(l), eta(t)(l)) is a ...
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作者：Paulauskas, V; Rachev, ST
作者单位：Vilnius University; University of California System; University of California Santa Barbara
摘要：It is widely accepted that the Gaussian assumption is too restrictive to model either financial or some important macroeconomic variables, because their distributions exhibit asymmetry and heavy tails. In this paper we develop the asymptotic theory for econometric cointegration processes under the assumption of infinite variance innovations with different distributional tail behavior. We extend some of the results of Park and Phillips which were derived under the assumption of finite variance ...
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作者：van den Berg, J; Grimmett, GR; Schinazi, RB
作者单位：University of Cambridge; University of Colorado System; University of Colorado at Colorado Springs
摘要：We extend certain exponential decay results of subcritical percolation to a class of locally dependent random graphs, introduced by Kuulasmaa as models for spatial epidemics on Z(d). In these models, infected individuals eventually die tare removed) and are not replaced. We combine these results with certain continuity and rescaling arguments in order to improve our knowledge of the phase diagram of a modified epidemic model in which new susceptibles are born at some positive rate. In particul...
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作者：Sadeghi, AA
作者单位：University of Kaiserslautern
摘要：Here the almost sure convergence of one-dimensional Kohonen's algorithm in its general form, namely, the SK-neighbor setting with a nonuniform stimuli distribution, is proved. We show that the asymptotic behavior of the algorithm is governed by a cooperative system of differential equations which is irreducible. The system of differential equations possesses an asymptotically stable equilibrium, a compact subset of whose domain of attraction will be visited by the state variable X-n infinitely...
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作者：Duffield, NG; Whitt, W
作者单位：AT&T
摘要：We show, under regularity conditions, that a nonnegative nondecreasing real-valued stochastic process satisfies a large deviation principle (LDP) with nonlinear scaling if and only if its inverse process does. We also determine how the associated scaling and rate functions must be related. A key condition for the LDP equivalence is for the composition of two of the scaling functions to be regularly varying with nonnegative index. We apply the LDP equivalence to develop equivalent characterizat...
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作者：Löwe, M
作者单位：University of Bielefeld
摘要：We analyze the storage capacity of the Hopfield model with correlated patterns (xi(i)(nu)). We treat both the case of semantically and spatially correlated patterns (i.e., the patterns are either correlated in nu but independent in i or vice versa). We show that the standard Hopfield model of neural networks with N neurons can store N/(gamma logN) or alpha N correlated patterns (depending on which notion of storage is used), provided that the correlation comes from a homogeneous Markov chain. ...
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作者：Mandelbaum, A; Pats, G
作者单位：Technion Israel Institute of Technology; Tel Aviv University
摘要：In a state-dependent queueing network, arrival and service rates, as well as routing probabilities, depend on the vector of queue lengths. For properly normalized such networks, we derive functional laws of large numbers (FLLNs) and functional central limit theorems (FCLTS). The former support fluid approximations and the latter support diffusion refinements. The fluid limit in FLLN is the unique solution to a multidimensional autonomous ordinary differential equation with state-dependent refl...
