A note on the hypercube model

We consider a variation of the hypercube model in which there are N distinguishable servers and R types of customers. Customers that find all servers busy (blocked customers) are lost. When service times are exponentially distributed and customers arrive according to independent Poisson streams, we show that the policy which always assigns customers to the fastest available server minimizes the long-run average number of lost customers. Furthermore, we derive an upper bound for the blocking probability and the long-run average number of customers lost.     

恢复记忆—平均首次离出时间的刻画

首次从一个吸引域的离子时间来研究神经网络中的记忆恢复问题。在时齐情形，我们分别给出了首次离出一个吸引域的时间和趋于平衡态的时间的估计。文中也考虑了非时齐情形，刻画了如何调整“温度”参数才能使过程永远停留在一个吸引子或最终离出一个吸引子。文中最后描述记忆之间的序关系。     

When the “Bull” Meets the “Bear”—A First Passage Time Problem for a Hidden Markov Process

Let _t be a continuous Markov chain on N states. Consider adjoining a Brownian motion with this Markov chain so that the drift and the variance take different values when _t is in different states. This new process Z_t is a hidden Markov process. We study the probability distribution of the first passage time for Z_t.Our result, when applied to the stock market, provides an explicit mathematical interpretation of the fact that in finite time, there is positive probability for the bull (bear) market to become bear (bull).     

噪声和生存环境对捕食生态系统的影响

建立了可以描述自然生物生存环境复杂度的捕食生态系统的随机模型,并基于实验得到的系统参数研究了生存环境复杂程度和随机激励强度对两个物种的稳态概率分布,以及系统由非临界状态到临界状态的平均首次穿越时间的影响．在弱扰动假设下应用Stratonovich-Khasminskii随机平均原理分别得到了两个物种的稳态概率密度函数并采用Monte-Carlo对原系统模拟来验证理论求解的正确性．利用Pontryagin方程得到了系统由非临界状态到临界状态的平均首次穿越时间表达式.研究表明:1)生存环境越简单的生态系统越容易受到随机因素的影响;2)随机干扰强度越大生态系统越不稳定;3)系统的平均首次穿越时间随生存环境复杂度提高而变长;4)作用在食物自然生长率的随机激励对系统的平均首次穿越时间影响较大．     

风险概率准则下的非平稳马氏决策过程

本文研究一类非平稳离散马氏决策过程的风险概率最小化问题, 其中转移概率和奖励函数随时间变化.与现有文献中的期望报酬/成本准则不同, 本文考虑最小化系统在首次到达某个目标集之前获得的总报酬未能达到给定利润目标的概率.在合理的假设条件下, 我们建立了相应的最优方程序列,验证了最优风险函数序列是最优方程序列的唯一解,并证明了最优马氏策略的存在性.     

Sojourn time problems in feedback queues

A brief survey of the literature on sojourn time problems in single node feedback queueing systems is presented. The derivation of the distribution and moments of the sojourn time of a typical customer in a Markov renewal queue with state dependent feedback is considered in depth. The techniques used relate to the derivation of a first passage time distribution in a particular Markov renewal process. These results are applied to birth-death queues with state dependent feedback. For such models an alternative approach using the theory of Markov chains in continuous time is also examined.     

Numerical computation of mean passage times and absorption probabilities in Markov and Semi-Markov models

This paper discusses an efficient method to compute mean passage times and absorption probabilities in Markov and Semi-Markov models. It uses the state reduction approach introduced by Winfried Grassmann for the computation of the stationary distribution of a Markov model. The method is numerically stable and has a simple probabilistic interpretation. It is especially stressed, that the natural frame for the state reduction method is rather Semi-Markov theory than Markov theory.

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Zusammenfassung Es wird ein wirkungsvolles Rechenverfahren zur Bestimmung von mittleren Zeiten bis zur Absorption und von Absorptions-Wahrscheinlichkeiten in Markoff- und Semi-Markoff-Modellen dargestellt. Die Methode beruht auf dem Zustands-Reduktions-Ansatz, der von Grassmann für die Berechnung stationärer Verteilungen von Markoff-Ketten eingeführt wurde. Das Verfahren ist numerisch stabil und hat eine einfache wahrscheinlichkeitstheoretische Interpretation. Es wird hervorgehoben, da\ der natürliche Rahmen der Methode eher die Semi-Markoff-Theorie als die Markoff-Theorie ist.

     

Q-矩阵第一特征值估计的Monte Carlo方法

本文对给定的可逆马氏链所对应的 Q-矩阵给出了它的第一非零特征值的 Monte Carlo估计方法 .具体做法是通过增加一个状态构造一个新的可逆马氏链 ,然后利用增加状态的击中时分布去估计第一非零特征值 .     

Vertex maps on graphs – Perron–Frobenius theory

The goal of this paper is to describe the connections between Perron–Frobenius theory and vertex maps on graphs. In particular, it is shown how Perron–Frobenius theory gives results about the sets of integers that can arise as periods of periodic orbits, about the concepts of transitivity and topological mixing and about horseshoes and topological entropy.     

关于k次加法补函数的因子函数的均值公式

对于任意正整数n,如果m n是完全k次方数,称最小非负整数m是n的k次加法补.为了研究m的性质及变化规律,这里运用初等数论和分析数论的方法,得到了d(n ak(n))的一个有趣的均值公式,从而得到了更一般的加法补函数的计算公式,完善了加法补函数在数论中的研究和应用.     

Information theory and the failure time of a system

In this paper we introduce a measure for the rate of generation of information about the failure time of a system using mutual information measure. In the case of a system with multi-components what is really measured is the interaction between one component of the system and the rest. Our definition of measure is only a slight variation of existing classical definitions in the information theory literature. We study properties of our proposed measure and calculate information for several hypothetical systems.This research was partially supported by the U.S. Air Force Office of Scientific Research Grant AFSOR-89-0402.     

A BMAP/SM/1 queue with service times depending on the arrival process

We study a BMAP/>SM/1 queue with batch Markov arrival process input and semi‐Markov service. Service times may depend on arrival phase states, that is, there are many types of arrivals which have different service time distributions. The service process is a heterogeneous Markov renewal process, and so our model necessarily includes known models. At first, we consider the first passage time from level {κ+1} (the set of the states that the number of customers in the system is κ+1) to level {κ} when a batch arrival occurs at time 0 and then a customer service included in that batch simultaneously starts. The service descipline is considered as a LIFO (Last‐In First‐Out) with preemption. This discipline has the fundamental role for the analysis of the first passage time. Using this first passage time distribution, the busy period length distribution can be obtained. The busy period remains unaltered in any service disciplines if they are work‐conserving. Next, we analyze the stationary workload distribution (the stationary virtual waiting time distribution). The workload as well as the busy period remain unaltered in any service disciplines if they are work‐conserving. Based on this fact, we derive the Laplace–Stieltjes transform for the stationary distribution of the actual waiting time under a FIFO discipline. In addition, we refer to the Laplace–Stieltjes transforms for the distributions of the actual waiting times of the individual types of customers. Using the relationship between the stationary waiting time distribution and the stationary distribution of the number of customers in the system at departure epochs, we derive the generating function for the stationary joint distribution of the numbers of different types of customers at departures. This revised version was published online in June 2006 with corrections to the Cover Date.     

有优先权且工作故障与贮备故障后的修理时间不相同的温贮备系统的可靠性分析

为了解决开关寿命为连续随机变量且部件工作故障的修理时间与贮备故障后的修理时间各不相同的问题,利用Markov过程理论和Laplace变换方法,研究了有优先权的两不同型部件和两不同修理工组成的温贮备可修系统.假定部件的工作寿命、贮备寿命、工作故障的修理时间和贮备故障的修理时间均服从不同的指数分布,得到了该系统的可靠度Laplace变换和系统的首次故障前平均时间的解析表达式.     

SHARP BOUNDS FOR NEUMAN-SANDOR MEAN IN TERMS OF THE CONVEX COMBINATION OF QUADRATIC AND FIRST SEIFFERT MEANS

In this article, we prove that the double inequality
αP（a,b）＋（1-α）Q（a,b）〈M（a,b）〈βP（a,b）＋（1-β）Q（a,b）
holds for any a,b 〉 0 with a ≠ b if and only if α≥1/2 and β≤[π（√2 lov （1＋√2）-1]/[√2π-2） log （1＋√2）]=0.3595…,where M（a, b）, Q（a, b）, and P（a, b） ave the Neuman-Sandor, quadratic, and first Seiffert means of a and b, respectively.     

Bulk input queues with hysteretic control

This paper deals with a bulk input-batch service queueing system and (r,N)-hysteretic control, i.e., under N-policy and r-quorum discipline. The model also includes state dependent service. The goal of such global control is to reduce the waste of server capacity (r-quorum), an unwanted number of switchovers between idle and busy modes (N-policy), and the queue length (by means of variable service rates). The analysis of the system is based on first excess level technique developed by the second author. This approach enables the authors to obtain major characteristics for the queueing process in a closed analytical form. This revised version was published online in June 2006 with corrections to the Cover Date.