A new class of long-tailed pausing time densities for the CTRW

We present some asymptotic results for the family of pausing time densities having the asymptotic (t) property(t) [t ln¹⁺(t/T)]^–1. In particular, we show that for this class of pausing time densities the mean-squared displacement r ²(t) is asymptotically proportional to ln(t/T), and the asymptotic distribution of the displacement has a negative exponential form.     

An investigation of finite-size scaling for systems with long-range interaction: The spherical model

A method is suggested for the derivation of finite-size corrections in the thermodynamic functions of systems with pair interaction potential decaying at large distancesr asr ^{–d –} , whered is the space dimensionality and>0. It allows for a unified treatment of short-range (=2) and long-range (<2) interaction. The asymptotic analysis is illustrated by the mean spherical model of general geometryL ^d–d× ^d subject to periodic boundary conditions. The Fisher-Privman equation of state is generalized to arbitrary real values ofd, 0d. It is shown that the-expansion may be used to study the breakdown of standard finite-size scaling at the borderline dimensionalities.     

The Binet-Pexider functional equation for rectangular matrices

IfK is a field of characteristic 0 then the following is shown. Iff, g, h: M _n (K) K are non-constant solutions of the Binet—Pexider functional equation

On the error of compound quadrature formulas forr-convex functions

LetC _m be a compound quadrature formula, i.e.C _m is obtained by dividing the interval of integration [a, b] intom subintervals of equal length, and applying the same quadrature formulaQ _n to every subinterval. LetR _m be the corresponding error functional. Iff ^(r) > 0 impliesR _m [f] > 0 (orR _m [f] < 0),=" then=" we=" say=">C _m is positive definite (or negative definite, respectively) of orderr. This is the case for most of the well-known quadrature formulas. The assumption thatf ^(r) > 0 may be weakened to the requirement that all divided differences of orderr off are non-negative. Thenf is calledr-convex. Now letC _m be positive definite or negative definite of orderr, and letf be continuous andr-convex. We prove the following direct and inverse theorems for the errorR _m [f], where , denotes the modulus of continuity of orderr:

A Monte Carlo method for an objective Bayesian procedure

This paper describes a method for an objective selection of the optimal prior distribution, or for adjusting its hyper-parameter, among the competing priors for a variety of Bayesian models. In order to implement this method, the integration of very high dimensional functions is required to get the normalizing constants of the posterior and even of the prior distribution. The logarithm of the high dimensional integral is reduced to the one-dimensional integration of a cerain function with respect to the scalar parameter over the range of the unit interval. Having decided the prior, the Bayes estimate or the posterior mean is used mainly here in addition to the posterior mode. All of these are based on the simulation of Gibbs distributions such as Metropolis' Monte Carlo algorithm. The improvement of the integration's accuracy is substantial in comparison with the conventional crude Monte Carlo integration. In the present method, we have essentially no practical restrictions in modeling the prior and the likelihood. Illustrative artificial data of the lattice system are given to show the practicability of the present procedure.     

On a problem proposed by H. Braß concerning the remainder term in quadrature for convex functions

Summary We prove that the error inn-point Gaussian quadrature, with respect to the standard weight functionw1, is of best possible orderO(n ^–2) for every bounded convex function. This result solves an open problem proposed by H. Braß and published in the problem section of the proceedings of the 2. Conference on Numerical Integration held in 1981 at the Mathematisches Forschungsinstitut Oberwolfach (Hämmerlin 1982; Problem 2). Furthermore, we investigate this problem for positive quadrature rules and for general product quadrature. In particular, for the special class of Jacobian weight functionsw _, (x)=(1–x)(1+x), we show that the above result for Gaussian quadrature is not valid precisely ifw _, is unbounded.Dedicated to Prof. H. Braß on the occasion of his 55th birthday     

Finding numerical solution of linear partial differential equations of first order with real coefficients

Applying Bittner's operational calculus we present a method to give approximate solutions of linear partial differential equations of first order

On random walks arising in queueing systems: ergodicity and transience via quadratic forms as lyapounov functions — Part I

A simple and quite general approach is proposed to derive criteria for transience and ergodicity of a certain class of irreducibleN-dimensional Markov chains in ₊ ^N assuming a boundedness condition on the second moment of the jumps. The method consists in constructing convenient smooth supermartingales outside some compact set. The Lyapounov functions introduced belong to the set of quadratic forms in ₊ ^N and do not always have a definite sign. Existence and construction of these forms is shown to be basically equivalent to finding vectors satisfying a system of linear inequalities.Part I is restricted toN=2, in which case a complete characterization is obtained for the type of random walks analyzed by Malyshev and Mensikov, thus relaxing their condition of boundedness of the jumps. The motivation for this work is partly from a large class of queueing systems that give rise to random walks in ₊ ^N      

On the cover time of random walks on graphs

This article deals with random walks on arbitrary graphs. We consider the cover time of finite graphs. That is, we study the expected time needed for a random walk on a finite graph to visit every vertex at least once. We establish an upper bound ofO(n ²) for the expectation of the cover time for regular (or nearly regular) graphs. We prove a lower bound of (n logn) for the expected cover time for trees. We present examples showing all our bounds to be tight.Mike Saks was supported by NSF-DMS87-03541 and by AFOSR-0271. Jeff Kahn was supported by MCS-83-01867 and by AFOSR-0271.     

Markovian network processes: Congestion-dependent routing and processing

A Markovian network process describes the movement of discrete units among a set of nodes that process the units. There is considerable knowledge of such networks, often called queueing networks, in which the nodes operate independently and the routes of the units are independent. The focus of this study, in contrast, is on networks with dependent nodes and routings. Examples of dependencies are parallel processing across several nodes, blocking of transitions because of capacity constraints on nodes, alternate routing of units to avoid congestion, and accelerating or decelerating the processing rate at a node depending on downstream congestion. We introduce a general network process representing the numbers of units at the nodes and derive its equilibrium distribution. This distribution takes the form of a product of functions of vectors in which the arguments of the functions satisfy an interchangeability property. This new type of distribution may apply to other multi-variate processes as well. A basic idea in our approach is a linking of certain micro-level balance properties of the network routing to the processing rates at the nodes. The link is via routing-balance partitions of nodes that are inherent in any network. A byproduct of this approach is a general characterization of blocking of transitions without the restriction that the process is reversible, which had been a standard assumption. We also give necessary and sufficient conditions under which a unit moving in the network sees a time average for the unmoved units (called the MUSTA property). Finally, we discuss when certain flows between nodes in an open network are Poisson processes.This research was sponsored in part by Air Force Office of Scientific Research contract 84-0367.