Exact simulation of the stationary distribution of the FIFO M/G/c queue: the general case for <Emphasis Type="Italic">ρ</Emphasis><<Emphasis Type="Italic">c</Emphasis>

We present an exact simulation algorithm for the stationary distribution of customer delay for FIFO M/G/c queues in which ρ=λ/μ<c. In Sigman (J. Appl. Probab. 48A:209–216, 2011) an exact simulation algorithm was presented but only under the strong condition that ρ<1 (super stable case). We only assume that the service-time distribution G(x)=P(S≤x), x≥0, with mean 0<E(S)=1/μ<∞, and its corresponding equilibrium distribution $G_{e}(x)=\mu\int_{0}^{x} P(S>y)\,dy$G_{e}(x)=\mu\int_{0}^{x} P(S>y)\,dy are such that samples of them can be simulated. Unlike the methods used in Sigman (J. Appl. Probab. 48A:209–216, 2011) involving coupling from the past, here we use different methods involving discrete-time processes and basic regenerative simulation, in which, as regeneration points, we use return visits to state 0 of a corresponding random assignment (RA) model which serves as a sample-path upper bound.     

Summation rational operators of the Jackson type

Summation rational positive operatorsD _4n−n(x; f) of the Jackson type are constructed on the real axis. The corresponding approximations of continuous functionsf onℝwith coinciding finite limits lim_x→−∞ f(x) and lim_x→+∞ f(x) are estimated. Translated fromMatematischeskie Zametki, Vol. 61, No. 2, pp. 270–277, February, 1997. Translated by N. K. Kulman     

On a Schrödinger equation with periodic potential and critical growth in \mathbb{R}^{2}

The main purpose of this paper is to establish the existence of a solution of the semilinear Schr?dinger equation

Penultimate limiting forms in extreme value theory

Summary Let {X _n}_n≧1 be a sequence of independent, identically distributed random variables. If the distribution function (d.f.) ofM _n=max (X ₁,…,X _n), suitably normalized with attraction coefficients {α_n}_n≧1(α_n>0) and {b _n}_n≧1, converges to a non-degenerate d.f.G(x), asn→∞, it is of interest to study the rate of convergence to that limit law and if the convergence is slow, to find other d.f.'s which better approximate the d.f. of(M _n−b_n)/a_n thanG(x), for moderaten. We thus consider differences of the formF ⁿ(a_nx+b_n)−G(x), whereG(x) is a type I d.f. of largest values, i.e.,G(x)≡Λ(x)=exp (-exp(−x)), and show that for a broad class of d.f.'sF in the domain of attraction of Λ, there is a penultimate form of approximation which is a type II [Ф _α(x)=exp (−x^−α), x>0] or a type III [Ψ _α(x)= exp (−(−x)^α), x<0] d.f. of largest values, much closer toF ⁿ(a_nx+b_n) than the ultimate itself.     

Problem of the first passage time for <Emphasis Type="Italic">p</Emphasis>-adic diffusion

This work is a continuation of paper [1], where was considered analog of the problem of the first return for ultrametric diffusion. The main result of this paper consists in construction and investigation of stochastic quantity $ \tau _{B_r (a)} $ \tau _{B_r (a)} (ω), which has meaning of the first passage time into domain B _r (a) by trajectories of the Markov stochastic process ζ(t, ω).Markov stochastic process is given by distribution density f(x, t), x ∈ ℚ _p , t ∈ R ₊, which is solution of the Cauchy problem

Empilrical likelihood for non-parametric regression models with missing responses: Multiple design case

Empirical likelihood(EL) ratio statistic on θ = g(x) is constructed based on the inverse probability weighted imputation approach in a nonparametric regression model Y = g(x) + ε(x ∈ [0,1]p) with fixed designs and missing responses,which asymptotically has χ12 distribution.This result is used to obtain a EL based confidence interval on θ.     

On inner dilatations of the mappings with unbounded characteristic

For the mappings f:D ? D￠,  D,  D￠ ì \mathbbRⁿ f:D \to D',\,\,D,\,\,D' \subset {\mathbb{R}^n} , n ≥ 2, satisfying certain geometric conditions in the fixed domain D, we have proved estimates of the form K _I (x, f) ≤ Q(x) almost everywhere, where K _I (x, f) is the inner dilatation of f at a point x, and Q(x) is a fixed real-valued function responsible for the “control” over a distortion of the families of curves in D at a mapping f.     

On codimensions k immersions of m-manifolds for k = 1 and k = m − 2

Let us consider M a closed smooth connected m-manifold, N a smooth (2m − 2)-manifold and a continuous map, with . We prove that if is injective, then f is homotopic to an immersion. Also we give conditions to a map between manifolds of codimension one to be homotopic to an immersion. This work complements some results of Biasi et al. (Manu. Math. 104, 97–110, 2001; Koschorke in The singularity method and immersions of m-manifolds into manifolds of dimensions 2m − 2, 2m − 3 and 2m − 4. Lecture Notes in Mathematics, vol. 1350. Springer, Heidelberg, 1988; Li and Li in Math. Proc. Camb. Phil. Soc. 112, 281–285, 1992).     

Two renewal theorems for general random walks tending to infinity

Summary. Necessary and sufficient conditions for the existence of moments of the first passage time of a random walk S _n into [x, ∞) for fixed x≧ 0, and the last exit time of the walk from (−∞, x], are given under the condition that S _n →∞ a.s. The methods, which are quite different from those applied in the previously studied case of a positive mean for the increments of S _n , are further developed to obtain the “order of magnitude” as x→∞ of the moments of the first passage and last exit times, when these are finite. A number of other conditions of interest in renewal theory are also discussed, and some results for the first time for which the random walk remains above the level x on K consecutive occasions, which has applications in option pricing, are given. Received: 18 September 1995/In revised form: 28 February 1996     

On selection of the order of the spectral density model for a stationary process

Summary Let {X(t)} be a stationary process with mean zero and spectral densityg(x). We shall use akth order parametric spectral modelf _τ(k) (x) for this process. Without Gaussianity we can obtain an estiamte of τ(k), say ĝt(k), by maximizing the quasi-Gaussian likelihood of this model. We can then construct the best linear predictor ofX(t), which is computed on the basis of the estimated spectral densityf _ĝt(k) (x). An asymptotic lower bound of the mean square error of the estimated predictor is obtained. The bound is attained ifk is selected by Akaike's information criterion.     

Unbounded solutions of differential equations of second order

In this paper, the existence of unbounded solutions for the following nonlinear asymmetric oscillator

A limit theorem for the moments of sums of independent random variables

Forn≧1, letS _n=ΣX _n,i (1≦i≦r _n <∞), where the summands ofS _n are independent random variables having medians bounded in absolute value by a finite number which is independent ofn. Letf be a nonnegative function on (− ∞, ∞) which vanishes and is continuous at the origin, and which satisfies, for some for allt≧1 and all values ofx. Theorem.For centering constants c _n,let S _n − c _n converge in distribution to a random variable S. (A)In order that Ef(S_n − c_n) converge to a limit L, it is necessary and sufficient that there exist a common limit (B)If L exists, then L<∞ if and only if R<∞, and when L is finite, L=Ef(S)+R. Applications are given to infinite series of independent random variables, and to normed sums of independent, identically distributed random variables.     

带有缺失数据的广义半参数模型的均值借补估计

本文在响应变量随机缺失时, 给出了广义半参数模型中响应变量的2个均值拟似然借补估计.证明了它们具有渐近正态性, 给出了估计的渐近偏差与渐近方差, 并进行模拟比较.     

Grow-up of critical solutions for a non-local porous medium problem with Ohmic heating source

We investigate the behaviour of solution u = u(x, t; λ) at λ =  λ* for the non-local porous medium equation ${u_t = (u^n)_{xx} + {\lambda}f(u)/({\int_{-1}^1} f(u){\rm d}x)^2}We investigate the behaviour of solution u = u(x, t; λ) at λ =  λ* for the non-local porous medium equation u_t = (uⁿ)_xx + lf(u)/(ò_-1¹ f(u)dx)²{u_t = (u^n)_{xx} + {\lambda}f(u)/({\int_{-1}^1} f(u){\rm d}x)^2} with Dirichlet boundary conditions and positive initial data. The function f satisfies: f(s),−f ′ (s) > 0 for s ≥ 0 and s ^n-1 f(s) is integrable at infinity. Due to the conditions on f, there exists a critical value of parameter λ, say λ*, such that for λ > λ* the solution u = u(x, t; λ) blows up globally in finite time, while for λ ≥ λ* the corresponding steady-state problem does not have any solution. For 0 < λ < λ* there exists a unique steady-state solution w = w(x; λ) while u = u(x, t; λ) is global in time and converges to w as t → ∞. Here we show the global grow-up of critical solution u* =  u(x, t; λ*) (u* (x, t) → ∞, as t → ∞ for all x ? (-1,1){x\in(-1,1)}.     

A fluid model for a relay node in an ad hoc network: the case of heavy-tailed input

Relay nodes in an ad hoc network can be modelled as fluid queues, in which the available service capacity is shared by the input and output. In this paper such a relay node is considered; jobs arrive according to a Poisson process and bring along a random amount of work. The total transmission capacity is fairly shared, meaning that, when n jobs are present, each job transmits traffic into the queue at rate 1/(n + 1) while the queue is drained at the same rate of 1/(n + 1). Where previous studies mainly concentrated on the case of exponentially distributed job sizes, the present paper addresses regularly varying jobs. The focus lies on the tail asymptotics of the sojourn time S. Using sample-path arguments, it is proven that ${\mathbb{P}\left\{ S > x \right\}}${\mathbb{P}\left\{ S > x \right\}} behaves roughly as the residual job size, i.e., if the job sizes are regularly varying of index  − ν, the tail of S is regularly varying of index 1 − ν In addition, we address the tail asymptotics of other performance metrics, such as the workload in the queue, the flow transfer time and the queueing delay.     

粗糙平方函数及极大算子的弱型估计

§ 1　 PreliminariesWe considerψ( x)∈ L1 ( Rn) satisfying the mean valuezero,i.e.∫Rnψdx=0 ,and definethe square function g( f) on Rnbyg( f) ( x) =( k|ψk* f|2 ) 1 2 ( x)for f∈ S( Rn) ,the Schwartz space,whereψk( x) =ψ2 k( x) .　　 Whenψ has some smooth property,one can obtain the weak type estimate by viewingthe square function g( f) as the vector-valued singularintegrals,which the readercan referto [1 ,2 ] .As for the results aboutthe Lp-estimates,see [3,4 ] .In this paper,we sha…     

缺失数据下广义变系数模型的均值借补估计

本文在响应变量随机缺失时,给出广义变系数模型中响应变量的2个均值拟似然借补估计。证明了它们具有渐近正态性,并进行了模拟研究。