Moments of an exponential functional of random walks and permutations with given descent sets

The exponential functional of simple, symmetric random walks with negative drift is an infinite polynomial Y = 1 + ξ₁ + ξ₁ξ₂ + ξ₁ξ₂ξ₃ + ⋯ of independent and identically distributed non-negative random variables. It has moments that are rational functions of the variables μ _k = E(ξ ^k ) < 1 with universal coefficients. It turns out that such a coefficient is equal to the number of permutations with descent set defined by the multiindex of the coefficient. A recursion enumerates all numbers of permutations with given descent sets in the form of a Pascal-type triangle. This revised version was published online in August 2006 with corrections to the Cover Date.     

THE CLASSIFICATION AND PERIOD OF STATES FOR MARKOV CHAIN IN RANDOM ENVIRONMENT

This paper is a continuation of [8]. In Section 1, three kinds of communication are introdnced for two states and the relations among them are investigated. In Section 2, two kinds of period of a state are introdnced and it is obtained that the period is a “class property” ,i.e. two states x and y belong to same class implies the period of x is equal to the period of y.     

CONVERGENCE OF SOLUTIONS FOR A CLASS OF DIFFERENCE EQUATIONS WITH VARIABLE DELAY

Ｃｏｎｓｉｄｅｒｔｈｅｄｉｆｅｒｅｎｃｅｅｑｕａｔｉｏｎｗｉｔｈａｖａｒｉａｂｌｅｄｅｌａｙｘｎ－ｘｎ－１＝Ｆ（ｘｎ，ｘｒ（ｎ），ｎ＝ｎ０，ｎ０＋１，…（１）ｗｈｅｒｅ（Ｈ１）：Ｆ∈Ｃ（Ｒ×Ｒ，Ｒ），Ｆ（ｕ，ｖ）ｉｓｄｅｃｒｅａｓｉｎｇｗｉｔｈｒｅｓ...     

内参量热力学中的应变参量分析

以连续体的各力学守恒定律和熵函数为基础,给出了完备的变形体内参量热力学的表述框架。讨论了将热力学状态参量分划为外参量和内参量的必要性和依据,论证了热力学内参量和非弹性变形的关系以及将各种类型的非弹性应变列为内参量的数学条件。给出了考虑非弹性变形的内参量热力学基本方程,讨论了熵平衡和熵产生的关系方程和行为特性。引入两种定义的变形体自由能函数的表述方程,给出了各相应的状态方程组。     

Control Policy for a Manufacturing System with Random Yield and Rework

We develop a production policy that controls work-in-process (WIP) levels and satisfies demand in a multistage manufacturing system with significant uncertainty in yield, rework, and demand. The problem addressed in this paper is more general than those in the literature in three aspects: (i) multiple products are processed at multiple workstations, and the capacity of each workstation is limited and shared by multiple operations; (ii) the behavior of a production policy is investigated over an infinite-time horizon, and thus the system stability can be evaluated; (iii) the representation of yield and rework uncertainty is generalized. Generalizing both the system structure and the nature of uncertainty requires a new mathematical development in the theory of infinite-horizon stochastic dynamic programming. The theoretical contributions of this paper are the existence proofs of the optimal stationary control for a stochastic dynamic programming problem and the finite covariances of WIP and production levels under the general expression of uncertainty. We develop a simple and explicit sufficient condition that guarantees the existence of both the optimal stationary control and the system stability. We describe how a production policy can be constructed for the manufacturing system based on the propositions derived.     

一种漂移室定位子性能反常现象的研究

研究了一种漂移室定位子性能的反常现象,它关系到定位子的使用寿命．着重测量了暗电流和随机噪声与时间、高压及温度的关系.     

随机环境中双移民生灭过程的极限性质

引入了随机环境中双移民生灭过程的概念，定义了过程的模态指示函数，在此基础上研究了其转移矩阵的平稳分布，给出了平稳分布众数的位置与模态指示函数之间的关系．研究了平稳分布的众数与边界关系．     

Random Classical Fidelity

We introduce a random perturbed version of the classical fidelity and we show that it converges with the same rate of decay of correlations, but not uniformly in the noise. This makes the classical fidelity unstable in the zero-noise limit.     

Moderate Deviations for Longest Increasing Subsequences: The Lower Tail

We derive a moderate deviation principle for the lower tail probabilities of the length of a longest increasing subsequence in a random permutation. It refers to the regime between the lower tail large deviation regime and the central limit regime. The present article together with the upper tail moderate deviation principle in Ref. 12 yields a complete picture for the whole moderate deviation regime. Other than in Ref. 12, we can directly apply estimates by Baik, Deift, and Johansson, who obtained a (non-standard) Central Limit Theorem for the same quantity.