A review ofL=λW and extensions

A fundamental principle of queueing theory isL=W (Little's law), which states that the time-average or expected time-stationary number of customers in a system is equal to the product of the arrival rate and the customer-average or expected customer-stationary time each customer spends in the system. This principle is now well known and frequently applied. However, in recent years there have been extensions, such as H=G and the continuous, distributional, ordinal and central-limit-theorem versions, which show that theL=W relation, when viewed properly, has much more power than was previously realized. Moreover, connections have been established between H=G and other fundamental relations, such as the rate conservation law and PASTA (Poisson arrivals see time averages), which show that there is a much greater unity in the overall theory than was previously realized. This paper provides a review.This paper is dedicated to the memory of our colleague Professor Peter Franken (1937–1989), who contributed greatly to the subject of this paper and to queueing theory more generally.     

Wiener distributions and white noise analysis

The paper describes the structure of a new space of generalized Wiener functionals, , called the Wiener algebra, or space of Wiener distributions, and demonstrates its use in the white noise analysis. The concepts of derivatives and integrals for multi-time parameter generalized stochastic process:^N are introduced, and a derivative version of Itô's lemma is proved. The algebraic structure of and its lattice of subspaces is elaborated, and within this framework a generalized version of the Malliavin calculus is presented.     

Root determination by use of Padé approximants

In this paper we describe a new technique for generating iteration formulas — of arbitrary order — for determining a zero (assumed simple) of a functionf, assumed analytic in a region containing the zero. The 1/p Padé Approximant (p0) to the functiong(t)f(z) is formed wherez=w+t, using the Taylor series forf at the pointw, an approxination to the zero off. The value oft for which the 1/p Padé Approximant vanishes provides the basis of iteration formulas of orderp+2.Some known iteration formulas, e.g., Newton-Raphson's, Halley's and Kiss's of order of convergence two, three and four, are directly obtained by settingp=0,1 and 2, respectively.     

Kibble–Slepian formula and generating functions for 2D polynomials

We prove a generalization of the Kibble–Slepian formula (for Hermite polynomials) and its unitary analogue involving the 2D Hermite polynomials recently proved in [16]. We derive integral representations for the 2D Hermite polynomials which are of independent interest. Several new generating functions for 2D q-Hermite polynomials will also be given.     

Euler–MacLaurin formulas via differential operators

Recently there has been a renewed interest in asymptotic Euler–MacLaurin formulas, because of their applications to spectral theory of differential operators. Using elementary means, we recover such formulas for compactly supported smooth functions on intervals, polygons, and three-dimensional polytopes, where the coefficients in the asymptotic expansion are sums of differential operators involving only derivatives of the function in directions normal to the faces of the polytope. Our formulas apply to wedges of any dimension.     

Approximating exponential and logarithmic functions using polynomial interpolation

This article takes a closer look at the problem of approximating the exponential and logarithmic functions using polynomials. Either as an alternative to or a precursor to Taylor polynomial approximations at the precalculus level, interpolating polynomials are considered. A measure of error is given and the behaviour of the error function is analysed. The results of interpolating polynomials are compared with those of Taylor polynomials.     

一种分解指数算符的简洁方法

提出一种新的分解指数算符的方法,这种方法不仅简单易懂,而且有助于找到更多的算符恒等式.     

Stability analysis for stochastic jump systems with time-varying delay

This paper deals with the mean-square asymptotic stability of stochastic Markovian jump systems with time-varying delay. Based on a new stochastic inequality and convex analysis property, some novel stability conditions are presented. In the derivation, the information of the time-varying delay is retained and the estimation of it by the worst-case enlargement is not involved. Some special cases of the systems under consideration are also investigated. Illustrative examples are given to show the effectiveness of the proposed approach.     

MATLAB在光学界面发生反射时的分析与应用

基于MATLAB的计算功能及可视化功能计算并分析了光学中的菲涅耳公式,更加直观的揭示了光波在两介质界面发生反射时的变化规律。使学生更加深入、直观地掌握光波在界面发生变化的条件、实质及布儒斯特角与全反射临界角的物理意义,同时也学会了分析研究方法,且提高了学习的主动性和创造性。     

Stable local trace formula

Langlands program is the central concern of modern number theory. In general, we think that the main tool for studying this program is the trace formula. Arthur-Selberg’s trace formula is successful in solving the endoscopic case of Langlands program. Arthur stabilized the geometric side of the local trace formula in the general case, but did not stabilize the general spectral. This paper aims to solve the general case by different method in the Archimedean case, by directly stabilizing the spectral side of the local trace formula, and obtains the stable local trace formula.