可交换随机变量序列部分和的完全收敛性

本文通过讨论可交换随机变量序列{Xn：n≥1}的部分和Sn关于正值单调函数H(x)，φ(x)的尾概率级数的收敛性和某种形式矩的存在性之间的关系，获得了部分和完全收敛性的一系列充分性和等价性结论．D     

π-凝聚环上多项式环的同调维数

本对π凝聚环上多项式环的FGT维数做了讨论，给出了定理，R，R[x]是π-凝聚环，则当脚FGT-WD(R)≥1时FGT-WD(R[x])=FGT—WD(R) 1，当FGT—WD(R)=0时，FGT-WD(R)．FGT—WD(R[x])中一为零另一个也为零．     

平均每个人查血次数的最小值

文[1]从概率的角度给出“要查出”个人患某种病（假定每人患某种病的概率都是0．1）所需叠血总次数最少的一种查血方案”，本文再给出“k个人一组查血时，平均每人查血次数的最小值．”     

N-策略M/G/1/∞排队系统的队长分布表达式

本文考虑N-策略M／G／1／∞排队系统，研究了队长的瞬态和稳态性质。通过引进“服务员忙期”和使用全概率分解技术，我们导出了在任意时刻t瞬态队长分布的L变换的递推表达式和稳态队长分布的递推表达式，以及平稳队长的随机分解。特别地，通过本文可直接获得一些特殊排队系统相应的结果。     

一次源于教材例题的探究

[例题]如图1，在一段线路中并联着3个自动控制的常开开关，只要其中有1个开关能够闭合，线路就能正常工作．假定在某段时间内每个开关能够闭合的概率都是0．7，计算在这段时间内线路正常工作的概率．     

具有延误休假时间的排队系统队长分布

考虑具延误休假时间的N-策略M／G／1／∞排队系统,研究队长的瞬态和稳态性质．通过引进“服务员忙期”和使用全概率分解技术,导出在任意时刻t瞬态队长分布的L变换的递推表达式和稳态队长分布的递推表达式,以及平稳队长的随机分解．     

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．     

马氏环境下的一类离散风险模型

文章主要讨论了马氏环境下的一类离散风险模型，其中在任意单位时间区间内的索赔情况由一三个状态的平稳马尔科夫链{Ik≥0）决定：Ik=0时，则第k个单位时间区间内没有索赔；Ik=1时，则发生一次X类索赔；Ik=2时，则发生一次Y类索赔．对此模型给出了条件破产概率的递推公式及某一特殊条件下的最终破产概率的上界．     

OU—型Markov过程的单点击中概率与Range

本文着重研究OU-型Markov过程的两个问题:第一,关于单点击中概率的问题,并在此基础上进一步确定OU型Markov过程局部时的存在性条件,这个问题的研究是受Kesten,H的影响,但本文中所用方法与[1]有本质的区别。第二,关于Range方面的问题,本文阐述了几类过程以概率1具有包含区间的Range。 关于OU型Markov过程,Tokuzo,Shiga研究了其常返性的判断准则,Sato,K研究了其平稳分布,Hadjiev,D,I,研究了其初遇问题,本文涉及的单点击中概率,局部时及Range尚没人研究过。     

概率准度量族空间（英文）

引入了概率准度量族空间、概率准范数族空间、随机准度量族空间和随机准范数族空间的概念，包括了现有的各种相关空间类[1～11]（特别是[8，9]）作为特殊情况，建立了统一的空间体系．同时，我们研究了所引入的一般空间类的一些性质和拓扑结构．     

An efficient computation algorithm for a multiserver feedback retrial queue with a large queueing capacity

Kumar et al. consider the M/M/c/N+c feedback queue with constant retrial rate [1]. They provide a solution for the steady state probabilities based on the matrix-geometric method. We show that there exists a more efficient computation method to calculate the steady state probabilities when N+c$N+c$ is large. We prove that the number of zero-eigenvalues of the characteristic matrix polynomial associated with the balance equation is ⌊(N+c+2)/2⌋$\lfloor (N+c+2)/2\rfloor$. As consequence, the remaining eigenvalues inside the unit circle can be computed in a quick manner based on the Sturm sequences. Therefore, the steady state probabilities can be determined in an efficient way.     

The Centroaffine Volume of Generalized Geodesic Balls Under Inversion at the Sphere

On an analytic Riemannian manifold (M,g), several authors have studied the Taylor expansion for the volume of geodesic balls under the exponential mapping. In the foregoing paper [1] we studied a more general structure (M,D,g), where D is a torsion-free and Ricci-symmetric connection. We calculated the Taylor expansion up to order (n+4) for the volume of what we called a generalized geodesic ball under the exponential mapping in case that all metric notions are Riemannian, while the exponential mapping is induced from the connection D. For the structure $(M,D,{\cal G})$ the coefficients of the Taylor expansion are much more complicated than in the Riemannian case. It is one of the main objectives of the present paper to study centroaffine hypersurfaces in Euclidean space, their geometric invariants which appear in the very complicated coefficient of order (n+4), and their behaviour under polarization (inversion at the unit sphere). Our results complement applications in the foregoing paper [1], where mainly the coefficients up to order (n+2) and geometric consequences have been studied.     

Tail asymptotics of the waiting time and the busy period for the {{\varvec{M/G/1/K}}} queues with subexponential service times

We study the asymptotic behavior of the tail probabilities of the waiting time and the busy period for the $M/G/1/K$ queues with subexponential service times under three different service disciplines: FCFS, LCFS, and ROS. Under the FCFS discipline, the result on the waiting time is proved for the more general $GI/G/1/K$ queue with subexponential service times and lighter interarrival times. Using the well-known Laplace–Stieltjes transform (LST) expressions for the probability distribution of the busy period of the $M/G/1/K$ queue, we decompose the busy period into a sum of a random number of independent random variables. The result is used to obtain the tail asymptotics for the waiting time distributions under the LCFS and ROS disciplines.     

Delay Distribution of (Im)Patient Customers in a Discrete Time D-MAP/PH/1 Queue with Age-Dependent Service Times

This paper presents an algorithmic procedure to calculate the delay distribution of (im)patient customers in a discrete time D-MAP/PH/1 queue, where the service time distribution of a customer depends on his waiting time. We consider three different situations: impatient customers in the waiting room, impatient customers in the system, that is, if a customer has been in the waiting room, respectively, in the system for a time units it leaves the waiting room, respectively, the system. In the third situation, all customers are patient – that is, they only leave the system after completing service. In all three situations the service time of a customer depends upon the time he has spent in the waiting room. As opposed to the general approach in many queueing systems, we calculate the delay distribution, using matrix analytic methods, without obtaining the steady state probabilities of the queue length. The trick used in this paper, which was also applied by Van Houdt and Blondia [J. Appl. Probab., Vol. 39, No. 1 (2002) pp. 213–222], is to keep track of the age of the customer in service, while remembering the D-MAP state immediately after the customer in service arrived. Possible extentions of this method to more general queues and numerical examples that demonstrate the strength of the algorithm are also included.     

Analysis of Open Discrete Time Queueing Networks: A Refined Decomposition Approach

This paper deals with approximate analysis methods for open queueing networks. External and internal flows from and to the nodes are characterized by renewal processes with discrete time distributions of their interarrival times. Stationary distributions of the waiting time, the queue size and the interdeparture times are obtained using efficient discrete time algorithms for single server (GI/G/1) and multi-server (GI/D/c) nodes with deterministic service. The network analysis is extended to semi-Markovian representations of each flow among the nodes, which include parameters of the autocorrelation function.     

On queueing with customer impatience until the beginning of service

We study queueing systems where customers have strict deadlines until the beginning of their service. An analytic method is given for the analysis of a class of such queues, namely, models. These are queues with state-dependent Poisson arrival process, exponential service times, multiple servers, FCFS service discipline, and general customer impatience. The state of the system is viewed to be the number of customers in the system. The principal measure of performance is the probability measure induced by the offered waiting time. Other measures of interest are the probability of missing deadline and the probability of blocking. Closed-form solutions are derived for the steady-state probabilities of the state process and some important modeling variables and parameters. The efficacy of our method is illustrated through a numerical example. This revised version was published online in June 2006 with corrections to the Cover Date.     

Variational Problem,Generalized Convexity,and Application to a Competitive Equilibrium Problem

The main purpose of this article is to present a new formulation of a competitive equilibrium in terms of a suitable quasivariational inequality involving multivalued maps. More precisely, a pure exchange economy is considered where the consumer's preferences are represented by utility functions that we assume to be generalized concave and non-differentiable. In the concave context, we have characterized the equilibrium by means of a variational problem involving the subdifferential. Now, by relaxing concavity and differentiability assumptions on utility functions, the subdifferential operator of the utility function is replaced by a suitable multimap involving a new concept, recently introduced in [1 D. Aussel and N. Hadjisavvas ( 2005 ). Adjusted sublevel sets, normal operator and quasiconvex programming . SIAM J. Optim. 16 : 358 – 367 .[Crossref], [Web of Science ®] , [Google Scholar]]: the normal operator to the adjusted sublevel sets. Thanks to this variational formulation we are able to achieve the existence of equilibrium points by using arguments of the set-valued analysis. Finally, we provide some example of utility functions which verify our assumptions.     

Linear independence of root equations forM/G/1 type Markov chains

There is a classical technique for determining the equilibrium probabilities ofM/G/1 type Markov chains. After transforming the equilibrium balance equations of the chain, one obtains an equivalent system of equations in analytic functions to be solved. This method requires finding all singularities of a given matrix function in the unit disk and then using them to obtain a set of linear equations in the finite number of unknown boundary probabilities. The remaining probabilities and other measures of interest are then computed from the boundary probabilities. Under certain technical assumptions, the linear independence of the resulting equations is established by a direct argument involving only elementary results from matrix theory and complex analysis. Simple conditions for the ergodicity and nonergodicity of the chain are also given.     

Services within a Busy Period of an M/M/1 Queue and Dyck Paths

We analyze the service times of customers in a stable M/M/1 queue in equilibrium depending on their position in a busy period. We give the law of the service of a customer at the beginning, at the end, or in the middle of the busy period. It enables as a by-product to prove that the process of instants of beginning of services is not Poisson. We then proceed to a more precise analysis. We consider a family of polynomial generating series associated with Dyck paths of length 2n and we show that they provide the correlation function of the successive services in a busy period with n+1 customers.     

Non-product form equilibrium probabilities in a class of two-station closed reentrant queueing networks

While many single station queues possess explicit forms for their equilibrium probabilities, queueing networks are more problematic. Outside of the class of product form networks (e.g., Jackson, Kelly, and BCMP networks), one must resort to bounds, simulation, asymptotic studies or approximations. By focusing on a class of two-station closed reentrant queueing networks under the last buffer first served (LBFS) policy, we show that non-product form equilibrium probabilities can be obtained. When the number of customer classes in the network is five or fewer, explicit solutions can be obtained. Otherwise, we require the roots of a characteristic polynomial and a matrix inversion that depend only on the network topology. The approach relies on two key points. First, under LBFS, the state space can be reduced to four dimensions independent of the number of buffers in the system. Second, there is a sense of spatial causality in the global balance equations that can then be exploited. To our knowledge, these two-station closed reentrant queueing networks under LBFS represent the first class of queueing networks for which explicit non-product form equilibrium probabilities can be constructed (for five customer classes or less), the generic form of the equilibrium probabilities can be deduced and matrix analytic approaches can be applied. As discussed via example, there may be other networks for which related observations can be exploited.