Convolution semigroups and central limit theorem associated with a dual convolution structure

We consider hypergroups associated with Jacobi functions ⁽⁾ (x), (–1/2). We prove the existence of a dual convolution structure on [0,+[i(]0,s ₀]{{) =++1,s ₀=min(,–+1). Next we establish a Lévy-Khintchine type formula which permits to characterize the semigroup and the infinitely divisible probabilities associated with this dual convolution, finally we prove a central limit theorem.     

Second-order properties of the loss probability inM/M/s/s +c systems

The Erlang loss function, which gives the steady state loss probability in anM/M/s/s system, has been extensively studied in the literature. In this paper, we look at the similar loss probability inM/M/s/s + c systems and an extension of it to nonintegral number of servers and queue capacity. We study its monotonicity properties. We show that the loss probability is convex in the queue capacity, and that it is convex in the traffic intensity if is below some ^* and concave if is greater that ^*, for a broad range of number of servers and queue capacities. We prove that the one-server loss system is the onlyM/M/s/s +c system for which the loss probability is concave in the traffic intensity in all its range.Research supported by Grant BD/645/90-RM from Junta Nacional de Investigação Científica e Tecnológica.On leave from: Departamento de Matemática, Instituto Superior Técnico, Av. Rovisco Pais, 1096 Lisboa Codex, Portugal.     

Gaussian,non-Gaussian critical fluctuations in the Curie-Weiss model

It is known that at the critical temperature the Curie-Weiss mean-field model has non-Gaussian fluctuations and that internal fluctuations can be Gaussian. Here we compute the distribution of theq-mode magnetization fluctuations as a function of the temperature, the wave vectorq, and a fading out external field. We obtain new classes of probability distributions generated by this external field as well as new critical behavior in terms of its rate of fading out. We discuss also the susceptibility as the limitq tending to zero.     

Survival probability in one dimension for theA+B→B reaction with hard-core repulsion

We study the effect of hard-core repulsion (known as the bus effect) betweenB particles on the reaction-diffusion systemA+BB in the continuous-time random walk model in one dimension with theA particles stationary. We show rigorously that the survival probability of theA particles is asymptotically bounded asC ₁lim _t{[–logS(t)]/t ^0.5}C ₂, whereC ₁ andC ₂ are constants. We also do simulations to confirm our results.     

Some analytical semigroups occurring in probability theory

One-parameter semigroups occurring in operator-limit distributions are investigated. The topological-algebraic background of the relevant monoids is discussed and Lie semigroup theory is applied to the Urbanik Decomposability Semigroup.     

The matched queueing network PH/M/c→oPH/PH/1

We consider a matched queueing network PH/M/coPH/PH/1, where the output of the first subsystem PH/M/c is regarded as one of the inputs of the second subsystem and matched with another input of PH-renewal process, and they are served by a single server with PH-service-distribution. The stationary state probabilities, the distribution of the virtual waiting times in the two subsystems, and the distribution of the total virtual waiting time are derived.The work was supported by the Max-Planck-Gesellschaft, Germany, and the Chinese Academy ofSciences.     

Sensitivity of sample values to parameter changes

The effect of small changes in parameter values on the sample values is investigated further. The concept of linearity with respect to parameters is introduced, and the linear and the nonlinear cases are treated separately. The relation with the sample-path analysis is discussed.     

共线散射体系A+BC的平-振能量传递──无限维李代数处理方法

利用无限维李代数方法处理了在BC分子能谱中含有二级与三级非简谐项的散射体系A＋BC的平-振能量传递问题，获得了散射过程的含有主要动力学参量的跃迁矩阵元和跃迁几率的解析表达式     

水煤气变换反应的微观动力学分析──Cu基催化剂上H_2S中毒失活原因的 Monte Carlo 模拟研究

用ＢＯＣＭＰ方法及ＭｏｎｔｅＣａｒｌｏ模拟技术，对Ｈ２Ｓ导致Ｃｕ基催化剂失活的原因进行了计算分析。研究结果表明，当原料气中存在Ｈ２Ｓ时，ＷＧＳ反应的活化能明显高于无Ｈ２Ｓ时的活化能，随着表面Ｈ２Ｓ浓度的增大（θ＝０，０．１０，０．２５），反应的活化能也逐渐变大（其大小比为１∶１．３４∶３．３），究其原因可归结为Ｈ２Ｓ的存在使得反应物分子的吸附热减小，从而使Ｈ２Ｏ的解离吸附（ＷＧＳ反应的速控步骤）活化能增大。     

Computation of suboptimal randomized strategies for steering the random motion of a point under partial observation

Consider the random motion in the plane of a pointM, whose velocityv=(v ₁,v ₂) is perturbed by an ²-valued Gaussian white noise. Only noisy nonlinear observations taken on the point location (state) are available toM. The velocityv is of the formv(y)= _u (u ₁,u ₂) _y (du), wherey denotes the value of the observed signal,U is the range of the velocity, and, for eachy, _y is a probability measure on (U). Using the available observations, the pointM wishes to steer itself into a given target set by choosing a randomized strategy ={ _y :y ²}. Sufficient conditions on weak optimal randomized strategies are derived. An algorithm for computing weak suboptimal randomized strategies is suggested, and the strategies are computed for a variety of cases.This work was partially supported by a grant from Control Data.