Dielectric resonances in disordered media

Binary disordered systems are usually obtained by mixing two ingredients in variable proportions: conductor and insulator, or conductor and super-conductor. They present very specific properties, in particular the second-order percolation phase transition, with its fractal geometry and the multi-fractal properties of the current moments. These systems are naturally modeled by regular bi-dimensional or tri-dimensional lattices, on which sites or bonds are chosen randomly with given probabilities. The two significant parameters are the ratio h = σ ₁/σ of the complex conductances, σ and σ ₁, of the two components, and their relative abundances p (or, respectively, 1 - p). In this article, we calculate the impedance of the composite by two independent methods: the so-called spectral method, which diagonalises Kirchhoff's Laws via a Green function formalism, and the Exact Numerical Renormalization method (ENR). These methods are applied to mixtures of resistors and capacitors (R-C systems), simulating e.g. ionic conductor-insulator systems, and to composites constituted of resistive inductances and capacitors (LR-C systems), representing metal inclusions in a dielectric bulk. The frequency dependent impedances of the latter composites present very intricate structures in the vicinity of the percolation threshold. In this paper, we analyse the LR-C behavior of compounds formed by the inclusion of small conducting clusters (“n-legged animals”) in a dielectric medium. We investigate in particular their absorption spectra who present a pattern of sharp lines at very specific frequencies of the incident electromagnetic field, the goal being to identify the signature of each animal. This enables us to make suggestions of how to build compounds with specific absorption or transmission properties in a given frequency domain. Received 16 August 2002 Published online 14 February 2003 RID="a" ID="a"e-mail: laurent.raymond@l2mp.fr RID="b" ID="b"e-mail: steffen.schaefer@l2mp.fr RID="c" ID="c"UMR CNRS 6137     

Analysis of Queueing Systems with Synchronous Single Vacation for Some Servers

We study a multi-server M/M/c type queue with a single vacation policy for some idle servers. In this queueing system, if at a service completion instant, any d (d c) servers become idle, these d servers will take one and only one vacation together. During the vacation of d servers, the other c–d servers do not take vacation even if they are idle. Using a quasi-birth-and-death process and the matrix analytic method, we obtain the stationary distribution of the system. Conditional stochastic decomposition properties have been established for the waiting time and the queue length given that all servers are busy.     

FRACTIONAL DIFFUSION EQUATIONS WITH INTERNAL DEGREES OF FREEDOM

We present a generalization of the linear one-dimensional diffusion equation by com-bining the fractional derivatives and the internal degrees of freedom. The solutions areconstructed from those of the scalar fractional diffusion equation. We analyze the in-terpolation between the standard diffusion and wave equations defined by the fractionalderivatives. Our main result is that we can define a diffusion process depending on theinternal degrees of freedom associated to the system.     

On Pathwise Uniqueness of Stochastic Differential Equations Without Drift

We consider the stochastic differential equation: dX _t =(|X _t |)dB _t , where B is a Brownian motion and is a non-Hölder Borel function. A sufficient condition of pathwise uniqueness is given.     

On Certain Extensions of a Rotation Invariant Markov Process

Let (X _t ,P ^x ) be a rotation invariant (RI) Feller process on R ^d {0}, d2. We study certain type of strong Markov extensions of (X _t ,P ^x ) to R ^d . It turns out that that the unique (RI) extension always exists and is of that type. We give a kind of quasi-ergodicy condition (E) under which the (RI) extension is the only extension of that type. A class of processes fulfilling (E) is also characterized.     

On a kind of integrals of empirical processes concerning insurance risk

This paper proves the strong consistence and the central limit theorems for empirical right tail deviations.     

Some Limit Theorems in Geometric Processes

Geometric process (GP) was introduced by Lam[4,5], it is defined as a stochastic process {Xn, n = 1, 2,…} for which there exists a real number a > 0, such that {an-1 Xn, n = 1,2, …} forms a renewal process (RP). In this paper, we study some limit theorems in GP. We first derive the Wald equation for GP and then obtain the limit theorems of the age, residual life and the total life at t for a GP. A general limit theorem for Sn with a > 1 is also studied. Furthermore, we make a comparison between GP and RP, including the comparison of their limit distributions of the age, residual life and the total life at t.     

Some Notes on Reaction Diffusion Systems with Nonlinear Boundary Conditions

This paper deals with the existence and nonexistence of global positive solution to a semilinear reaction-diffusion system with nonlinear boundary conditions.For the heat diffusion case,the necessary and sufficient conditions on the global existence of all positive solutions are obtained.For the general fast diffusion case,we get some conditions on the global existence and nonexistence of positive solutions.The results of this paper fill the some gaps which were left in this field.     

Continuous-Time Controlled Markov Chains with Discounted Rewards

This paper studies denumerable state continuous-time controlled Markov chains with the discounted reward criterion and a Borel action space. The reward and transition rates are unbounded, and the reward rates are allowed to take positive or negative values. First, we present new conditions for a nonhomogeneous Q(t)-process to be regular. Then, using these conditions, we give a new set of mild hypotheses that ensure the existence of -optimal (0) stationary policies. We also present a martingale characterization of an optimal stationary policy. Our results are illustrated with controlled birth and death processes.     

A version of Burkholder's theorem for operator-weighted spaces

Let be an operator weight, i.e. a weight function taking values in the bounded linear operators on a Hilbert space . We prove that if the dyadic martingale transforms are uniformly bounded on for each dyadic grid in , then the Hilbert transform is bounded on as well, thus providing an analogue of Burkholder's theorem for operator-weighted -spaces. We also give a short new proof of Burkholder's theorem itself. Our proof is based on the decomposition of the Hilbert transform into ``dyadic shifts'.