一般介质下的超过程的研究

本文考虑一般介质作用下的分枝粒子系统，进而建立了一类比较广泛分枝机制下的超布朗运动．同时本文研究了这类超过程的轨道性质．亦即证明了其轨道连续性和局部绝对连续性     

随机环境中的受控分枝过程

本文建立了随机环境中受控分枝过程模型．它是更一般意义下的随机环境中的分枝过程，在平稳遍历环境下，研究了其灭绝概率问题，通过对控制函数作适当的假设，利用平稳遗历过程的性质及概率母函数的迭代关系式，得到了判断过程灭绝的一个判定准则．     

分形Sierpinski Gasket上单点介质作用下的超过程

本文考虑分形ＳｉｅｒｐｉｎｓｋｉＧａｓｋｅｔ上的分枝粒子系统，当其受单点介质作用而导出了一类超过程．在理论上对过程的存在性给出了证明，同时研究了这类超过程作为随机测度值过程的轨道特征即证明了其轨道的连续性和联合连续的密度场的存在性．     

带交互作用测度值分枝过程的绝对连续性

本文研究Meleard-Roelly（1992，1993）和Metivier（1987）构造的带交互作用的测度值分枝过程的状态性质．我们证明在自然假设下该过程关于Lebesgue测度是绝对连续的，其密度有连续修正且满足一个随机偏微分方程．     

随机环境中迁入分枝过程的极限性质

在方差和均值有限的条件下,得到了随机环境中迁入分枝过程对应的规范化过程的几乎处处收敛性和L^2收敛性．这对于刻画过程本身的发散速度,具有重要的意义．     

一类临界可交换随机环境中分枝过程的灭绝概率

本文将经典分枝过程临界情形的遍历基本引理推广到了随机环境情形,并在此基础上研究了一类临界可交换随机环境中分枝过程的灭绝概率的性质．     

变化环境中的分枝过程

设｛犣狀｝为变化环境中的上临界的分枝过程，犠为非负鞅｛犣狀／犈犣狀｝的极限，在一致上临界以及控制后代分布尾行为的假设条件下，给出了犠非退化的必要条件，且证明了｛犣狀／犈犣狀｝的犔１ 收敛性质成立．     

带有迁移的超过程的一些性质

本文从带有迁移的分枝粒子系统出发，建立了底过程的Ｊ—泛函与超过程的可加泛函的对应关系，并且得到了占位时过程的拉氏泛函表达式．     

凹整数规划的分枝定界解法

凹整数规划是一类重要的非线性整数规划问题，也是在经济和管理中有着广泛应用的最优化问题．本文主要研究用分枝定界方法求解凹整数规划问题，这一方法的基本思想是对目标函数进行线性下逼近，然后用乘子搜索法求解连续松弛问题．数值结果表明，用这种分枝定界方法求解凹整数规划是有效的．     

一类S＇（R^1）值OU过程的自交局部时

Gauss型S’(R^d)值OU过程可由超过程在一定条件下取波动极限得到．本文讨论了一类新的S’(R^1)值OU过程的自交局部时的存在性，连续性证明了这些性质与粒子的分枝强度和交互作用参变量的依赖关系．还讨论了当自交局部时不存在时，经过重整化的近似自交局部时满足一定的收敛性质．     

一类单死过程的遍历性

本文通过与生灭过程击中时矩的比较和随机可比的方法分别得出有限生单死过程各种遍历性的充分条件和必要条件. 文末, 讨论了一个例子的各种遍历性.     

Traffic processes in a class of finite Markovian queues

This paper exposes the stochastic structure of traffic processes in a class of finite state queueing systems which are modeled in continuous time as Markov processes. The theory is presented for theM/E _k /φ/L class under a wide range of queue disciplines. Particular traffic processes of interest include the arrival, input, output, departure and overflow processes. Several examples are given which demonstrate that the theory unifies many earlier works, as well as providing some new results. Several extensions to the model are discussed.     

Monotone stopping rules forstochastic processes in a semimartingale representation with applications

A monotone stopping problem is considered for stochastic processes in a semimartingale representation. Such a representation allows a direct infinitesimal characterization of the optimal stopping time. Transformations of such processes are investigated, which leave the semimartingale property unchanged. One of these transformations is a change of tiltration which leads to the stopping problem with partial information. Findly an application is discussed.     

一类N参数Gauss过程的异常震动点集合的Hausdorff维数

引进了一类N参数Gauss过程,它具有比N参数Wiener过程更为一般的性质．给出了此类N参数Gauss过程的异常震动点集的定义,并且定义了此异常震动点集的Hausdorff维数．研究了此类过程的异常震动点集Hausdorff维数,给出了它的一个确切的表达式,从而获得了与Zacharie (2001)的有关两参数Wiener过程的类似的结果．考虑的参数点集是一般的超长方体．而不是Zacharie (2001)考虑的超正方体．在此更为一般的情况下,首先建立了文中引进的过程的Fernique不等式．利用此不等式和Slepian引理,证明了过程的Lévy连续模定理．Zacharie(2001)关于Hausdorff维数公式的证明依赖于两参数Wiener过程的独立增量性,而这里引进的过程不具有这种性质,因此,必须采用新的证明途径．     

Imbedded construction of stationary sequences and point processes with a random memory

We show convergence in variation to a unique stationary state for a class of point processes (respectively, stochastic sequences) with stochastic intensity kernels (respectively, transition probabilities) including the (A,m)-processes of Lindvall [12]. This is done under two basic conditions: first, the random memory of the processes considered is consistent or non-reusable (that is, past information not used at a given time cannot be recalled at a later time) and secondly, the kernels have a deterministic fixed component for which the memory is almost surely finite.     

Modelling complex assemblies as a queueing network for lead time control

In this paper we develop an open queueing network for optimal design of multi-stage assemblies, in which each service station represents a manufacturing or assembly operation. The arrival processes of the individual parts of the product are independent Poisson processes with equal rates. In each service station, there is a server with exponential distribution of processing time, in which the service rate is controllable. The transport times between the service stations are independent random variables with exponential distributions. By applying the longest path analysis in queueing networks, we obtain the distribution function of time spend by a product in the system or the manufacturing lead time. Then, we develop a multi-objective optimal control problem, in which the average lead time, the variance of the lead time and the total operating costs of the system per period are minimized. Finally, we use the goal attainment method to obtain the optimal service rates or the control vector of the problem.     

The analysis of a multiserver queue fed by a discrete autoregressive process of order 1

Based on matrix analytic methods and the theory of Markov regenerative processes, we obtain the stationary distributions of the system size and the waiting time in a multiserver queue into which packets arrive according to a discrete autoregressive process of order 1.     

Strassen-type Laws of Iterated Logarithm for a Fractional Brownian Sheet

Abstract

We study Strassen-type laws of iterated logarithm for a fractional Brownian sheet including that for small time, which imply most of the former laws of the iterated logarithm and Strassen's laws for one-parameter and two-parameter Wiener processes.     

Behavior of an almost semicontinuous Poisson process on a Markov chain upon attainment of a level

We consider almost semicontinuous processes defined on a Markov chain and obtain representations for the generatrices of the absolute maximum upon attainment of a positive level and the recovery time. Modified processes with two-step intensities of negative jumps are investigated.     

Evolution of branching processes in a random environment

This review paper presents the known results on the asymptotics of the survival probability and limit theorems conditioned on survival of critical and subcritical branching processes in independent and identically distributed random environments. This is a natural generalization of the time-inhomogeneous branching processes. The key assumptions of the family of population models in question are nonoverlapping generations and discrete time. The reader should be aware of the fact that there are many very interesting papers covering other issues in the theory of branching processes in random environments which are not mentioned here.