二次谐波系统在浑沌态下的光子统计

数值分析了调制泵浦作用下的二次谐波产生系统的浑沌动力学行为.考虑到混沌运动的遍历性,提出一种研究浑沌态光场光子统计的数值方法,即通过数值积分求解系统动力学方程估计光子数的系统平均.运用这一方法于二次谐波系统,计算了其在浑沌态下的光子统计分布,结果表明是一种超Poisson分布.     

Multi-dimensional asymptotically quasi-Toeplitz Markov chains and their application in queueing theory

Multi-dimensional asymptotically quasi-Toeplitz Markov chains with discrete and continuous time are introduced. Ergodicity and non-ergodicity conditions are proven. Numerically stable algorithm to calculate the stationary distribution is presented. An application of such chains in retrial queueing models with Batch Markovian Arrival Process is briefly illustrated. AMS Subject Classifications Primary 60K25 · 60K20     

Pseudo-Anosov foliations on periodic surfaces

We study lifts of the stable foliation of a pseudo-Anosov diffeomorphism to abelian covers. Under certain conditions, we show that it is ergodic but not uniquely ergodic and describe the ergodic measures.     

Stability criteria for controlled queueing systems

We give an almost complete classification of ergodicity and transience conditions for a general multi-queue system with the following features: arrivals form Poisson streams and there are various routing schemes for allocating arrivals to queues; the servers can be configured in a variety of ways; completed jobs can feed back into the system; the exponential service times and feedback probabilities depend upon the configuration of the servers (this model includes some types of multi-class queueing system); switching between service regimes is instantaneous. Several different levels of control of the service regimes are considered. Our results for the N-queue system require randomisation of service configurations but we have studied the two queue system in situations where there is less control. We use the semi-martingale methods described in Fayolle, Malyshev and Menshikov [3] and our results generalise Kurkova [8] and complement Foley and McDonald [4] and [5]. AMS 2000 subject classification: Primary: 90B22; Secondary: 60J10 90B15     

On the estimation of nonlinear time series models

In the present paper, a framework for parametric estimation in nonlinear time series is developed. Strong consistency and asymptotic normality of minimum Hellinger distance estimates for a determined class of nonlinear models are investigated. The main Interest for these estimates is motivated by their robustness under perturbations as it has been emphazized in Beran [2]. The first part of the paper is devoted to the study of some probabilistic properties which ensure the existence and the optimal properties of the estimates     

On the M/G/1 retrial queueing system with linear control policy

Summary This paper is concerned with the study of a newM/G/1 retrial queueing system in which the delays between retrials are exponentially distributed random variables with linear intensityg(n)=α+nμ, when there aren≥1 customers in the retrial group. This new retrial discipline will be calledlinear control policy. We carry out an extensive analysis of the model, including existence of stationary regime, stationary distribution of the embedded Markov chain at epochs of service completions, joint distribution of the orbit size and the server state in steady state and busy period. The results agree with known results for special cases.     

Consistent Lyapunov exponent Estimation for one-dimensional dynamical systems

Summary  The author proves the consistency of a nearest neighbor estimator of the Lyapunov exponent for a general class of one-dimensional ergodic dynamical systems. The author shows that this estimator has good practical properties on a set of simulations.     

Randomly chosen chaotic maps can give rise to nearly ordered behavior

Parrondo’s paradox [J.M.R. Parrondo, G.P. Harmer, D. Abbott, New paradoxical games based on Brownian ratchets, Phys. Rev. Lett. 85 (2000), 5226–5229] (see also [O.E. Percus, J.K. Percus, Can two wrongs make a right? Coin-tossing games and Parrondo’s paradox, Math. Intelligencer 24 (3) (2002) 68–72]) states that two losing gambling games when combined one after the other (either deterministically or randomly) can result in a winning game: that is, a losing game followed by a losing game = a winning game. Inspired by this paradox, a recent study [J. Almeida, D. Peralta-Salas, M. Romera, Can two chaotic systems give rise to order? Physica D 200 (2005) 124–132] asked an analogous question in discrete time dynamical system: can two chaotic systems give rise to order, namely can they be combined into another dynamical system which does not behave chaotically? Numerical evidence is provided in [J. Almeida, D. Peralta-Salas, M. Romera, Can two chaotic systems give rise to order? Physica D 200 (2005) 124–132] that two chaotic quadratic maps, when composed with each other, create a new dynamical system which has a stable period orbit. The question of what happens in the case of random composition of maps is posed in [J. Almeida, D. Peralta-Salas, M. Romera, Can two chaotic systems give rise to order? Physica D 200 (2005) 124–132] but left unanswered. In this note we present an example of a dynamical system where, at each iteration, a map is chosen in a probabilistic manner from a collection of chaotic maps. The resulting random map is proved to have an infinite absolutely continuous invariant measure (acim) with spikes at two points. From this we show that the dynamics behaves in a nearly ordered manner. When the foregoing maps are applied one after the other, deterministically as in [O.E. Percus, J.K. Percus, Can two wrongs make a right? Coin-tossing games and Parrondo’s paradox, Math. Intelligencer 24 (3) (2002) 68–72], the resulting composed map has a periodic orbit which is stable.     

Stability of a priority queueing system with customer transfers

This paper is concerned with the stability of a preemptive priority queueing system with customer transfers. Conditions for the queueing system to be stable/unstable are found. An interesting result is that the stability/instability conditions are independent of the service rates of lower priority customers and the transfer rates.     

Ergodic properties of anomalous diffusion processes

In this paper we study ergodic properties of some classes of anomalous diffusion processes. Using the recently developed measure of dependence called the Correlation Cascade, we derive a generalization of the classical Khinchin theorem. This result allows us to determine ergodic properties of Lévy-driven stochastic processes. Moreover, we analyze the asymptotic behavior of two different fractional Ornstein–Uhlenbeck processes, both originating from subdiffusive dynamics. We show that only one of them is ergodic.