On the poisson output of queueing systems with dependent service times

In this paper a method is stated to conclude that the output of given queueing system is POISSON from the steady-state probabilities and from the behavior of the queueing system at jump epochs, i.e. at epochs when the system state can be changed. The corresponding statement for queueing systems described by Markov processes with denumber-able state space will be generalized to systems which can have arbitrary service time distributions if the steady-state probabilities are insensitive with respect to these distributions.     

An approximation for computing the throughput of closed assembly-type queueing networks

In this paper, we examine throughput (mean number of completed assemblies per unit time) of closed assembly type queueing networks where machine processing times are drawn from general distributions. The system dynamics are characterized via a set of stochastic difference equations; it is shown that the system state can be modeled by a discrete index Markov chain on a continuous state space. Standard Markovian analysis is employed to derive an approximate expression for system throughput, following discretisation of state space. Four examples of CONWIP (CONstant Work IN Process) systems are given that illustrate the results.     

A viability theorem for set-valued states in a Hilbert space

Applications in robust control problems and shape evolution motivate the mathematical interest in control problems whose states are compact (possibly non-convex) sets rather than vectors. This leads to evolutions in a basic set which can be supplied with a metric (like the well-established Pompeiu–Hausdorff distance), but it does not have an obvious linear structure. This article extends differential inclusions with state constraints to compact-valued states in a separable Hilbert space H. The focus is on sufficient conditions such that a given constraint set (of compact subsets) is viable a.k.a. weakly invariant. Our main result extends the tangential criterion in the well-known viability theorem (usually for differential inclusions in a vector space) to the metric space of non-empty compact subsets of H.     

Finsler generalization of the Tamm metric

We study manifolds of the Finsler type whose tangent (pseudo-)Riemannian spaces are invariant under the (pseudo)orthogonal group. We construct the Cartan connection and study geodesics, extremals, and also motions. We establish that if the metric tensor of the space is a homogeneous tensor of the zeroth order with respect to the coordinates of the tangent vector, then the metric of the tangent space is realized on a cone of revolution. We describe the structure of geodesics on the cone as trajectories of motion of a free particle in a central field.     

Analytically measurable selection of epsilon optimal transition kernals

The problem of existence of ah ε-optimal transition kernel for a canonical continuous time stochastic process with a general cost variable is considered. An analytically measurable, ε-optimal kernel exists if the state space is a compact Banach space, the cost variable is lower-semi-analytic, and the graph of the admissibility function is an analytic set. The result is applied to a problem in which the controller is to optimally select transition probabilities for a non-Markovian step process based on statistical estimates of holding time distributions.     

On the best parametrization

The numerical solution to a system of nonlinear algebraic or transcendental equations with several parameters is examined in the framework of the parametric continuation method. Necessary and sufficient conditions are proved for choosing the best parameters, which provide the best condition number for the system of linear continuation equations. Such parameters have to be sought in the subspace tangent to the solution space of the system of nonlinear equations. This subspace is obtained if the original system of nonlinear equations is solved at the various parameter values from a given set. The parametric approximation of curves and surfaces is considered.     

A geometrical treatment of singular trajectories

The nonlinear field equations often arising in geometrodynamical theories of matter generally exhibit nonremovable singularities. Assuming that the field equations are either (1) analytic, or (2) structurally stable, we show that the Christoffel symbols of the second kind have certain properties (4), (9). The singularities are such that wedge-shaped sets can be found containing n-parameter families of trajectories emanating from a given point on a singularity. In particular cases where the singularity is an isolated point, entire neighborhoods have been found, composed of trajectories. The latter situation is especially convenient in that a generalized tangent space can be defined, in which various manipulations of other field equations can be done (separation of variables, potential theory) and for which an exponential map can be set up. We show that under (4) the geodesies (trajectories) vary continuously with respect to limit tangent vectors at the singularity. Under a slightly stronger condition (23), trajectories vary differentiably with respect to limit tangent vectors. The limit tangent vectors are the elements of the generalized tangent space.     

Flows associated to Cameron-Martin type vector fields on path spaces over a Riemannian manifold

The flow on the Wiener space associated to a tangent process constructed by Cipriano and Cruzeiro, as well as by Gong and Zhang does not allow to recover Driver’s Cameron-Martin theorem on Riemannian path space. The purpose of this work is to refine the method of the modified Picard iteration used in the previous work by Gong and Zhang and to try to recapture and extend the result of Driver. In this paper, we establish the existence and uniqueness of a flow associated to a Cameron-Martin type vector field on the path space over a Riemannian manifold.     

Invariants and Bonnet-type theorem for surfaces in ℝ4

In the tangent plane at any point of a surface in the four-dimensional Euclidean space we consider an invariant linear map ofWeingarten-type and find a geometrically determined moving frame field. Writing derivative formulas of Frenet-type for this frame field, we obtain eight invariant functions. We prove a fundamental theorem of Bonnet-type, stating that these eight invariants under some natural conditions determine the surface up to a motion. We show that the basic geometric classes of surfaces in the four-dimensional Euclidean space, determined by conditions on their invariants, can be interpreted in terms of the properties of two geometric figures: the tangent indicatrix, which is a conic in the tangent plane, and the normal curvature ellipse. We construct a family of surfaces with flat normal connection.     

Stabilization of Unstable Mechanical Systems

The set of states (controllability domain) from which an unstable object can be steered to a desired operational regime is bounded in the phase space, if the control resources are restricted. Under admissible (with given resources) feedback control, the basin of attraction of the desired regime belongs to this controllability domain. The problem of control design to maximize the basin of attraction is discussed in this paper. Several systems with underactuation degree one are studied. A system of gyroscopic stabilization of the unstable upright position of a two-wheel bicycle is described also. An active field of research exists, due to the applications of underactuated systems.     

集值向量优化的二阶最优性必要条件

在赋范空间中给出了集值映射的二阶切集的概念,利用二阶切集,定义了集值映射的二阶切导数。然后,获得了集值向量优化问题弱极小元的两个二阶最优性必要条件。     

Problem of Stabilizing a Switching System Using a Piecewise-Linear Control System

The problem of stabilizing a mathematical hybrid system with switchings between the operating modes is solved. Each of these modes is associated with nonlinear differential equations that have control parameters. The switching instances (conditions) are control components. A stabilizer must be designed in positional form that allows the trajectory of the entire nonlinear system to reach the target set in the phase space for a (prescribed) finite time. To solve the problem, k]an apparatus of continuous piecewise-linear Lyapunov functions is used along with the corresponding piecewise-linear control functions. A theorem concerning the sufficient conditions for the stabilizability of a hybrid system in the considered class of controls is proved. An algorithm for constructing the Lyapunov functions and the stabilizer is given.

     

集值优化导数型最优性条件

借助于相依上导数的概念,建立了锥次类凸集值映射的导数型择一性定理,并利用择一性定理获得了集值优化导数型的最优性必要条件和充分条件.     

Metrics and tangent cones of uniformly regular Carnot—Carathéodory spaces

Given a uniformly regular Carnot—Carathéodory space, we prove equivalence of the quasimetrics generated by various bases of vector fields which agree with filtration of the space. We prove a theorem on a nilpotent tangent cone for a uniformly regular Carnot—Carathéodory space furnished with quasimetrics. As a consequence, we obtain a theorem on isomorphism of nilpotent tangent cones defined at a common distinguished point.     

An Elementary Approach to the Daniell-Kolmogorov Theorem and Some Related Results

We give a short elementary proof of the Daniell-Kolmogorov existence theorem for probability measures on product spaces, assuming nothing but the existence of Lebesgue measure on the unit interval. Related approaches are used to prove the existence of regular conditional distributions directly on Polish spaces, and to establish the existence of random measures and sets with given finite-dimensional distributions or hitting probabilities, respectively.     

非凸集值映射的包含切性及应用

本文在一般的Ｂａｎａｃｈ空间Ｘ中研究从非空闭集ＫＸ到Ｘ的非凸集值映射Ｆ的包含切性问题．得到的结果定理３．１把有关的结论推广到非光滑空间，定理３．３则将有限维空间的正则性定理推广到任意的Ｂａｎａｃｈ空间．作为结果的应用，我们证明了无穷维非凸微分包含和非凸控制系统生存解的存在性，且给出了一个方便的等价切性条件．     

The frozen-in condition for a direction field,small denominators and chaotization of steady flows of a viscous fluid

A classical theorem of Helmholtz states that vortex lines are frozen into a flow of barotropic ideal fluid in a potential force field. This result leads to the following general problem: it is required to find conditions under which a given dynamical system admits of a direction field frozen into its phase flow. By the rectification theorem for trajectories, a whole family of frozen direction fields always exists locally. It turns out that the problem of the existence of non-trivial frozen direction fields defined in the whole phase space is closely related to the well-known problem of small denominators. Results of a general nature are applied to Hamiltonian systems, and also to steady flows of a viscous fluid.     

Weakly Convex Sets and Their Properties

In this paper, the notion of a weakly convex set is introduced. Sharp estimates for the weak convexity constants of the sum and difference of such sets are given. It is proved that, in Hilbert space, the smoothness of a set is equivalent to the weak convexity of the set and its complement. Here, by definition, the smoothness of a set means that the field of unit outward normal vectors is defined on the boundary of the set; this vector field satisfies the Lipschitz condition. We obtain the minimax theorem for a class of problems with smooth Lebesgue sets of the goal function and strongly convex constraints. As an application of the results obtained, we prove the alternative theorem for program strategies in a linear differential quality game.     

Probabilities of incidence between lines and a plane curve over finite fields

We study the probability for a random line to intersect a given plane curve, over a finite field, in a given number of points over the same field. In particular, we focus on the limits of these probabilities under successive finite field extensions. Supposing absolute irreducibility for the curve, we show how a variant of the Chebotarev density theorem for function fields can be used to prove the existence of these limits, and to compute them under a mildly stronger condition, known as simple tangency. Partial results have already appeared in the literature, and we propose this work as an introduction to the use of the Chebotarev theorem in the context of incidence geometry. Finally, Veronese maps allow us to compute similar probabilities of intersection between a given curve and random curves of given degree.     

Continuous state branching semigroups

Summary This paper is concerned with Markov processes with continuous creation where the phase space is a general separable compact metric space. The transition probabilities for such a process determine a semigroup of operators acting on a function space over the collection of bounded Borel measures on the phase space. Such a semigroup is characterized by a particular convolution condition and is called a continuous state branching semigroup. A connection is established between continuous state branching semigroups and certain semigroups of nonlinear operators and then this connection is exploited to establish an existence theorem for the former.Research associated with a project in probability at Princeton University supported by the Office of Army Research.