Indistinguishability of particles or independence of the random variables?

After establishing the formula of information, we turn to two cases: to the independent case and to the dependent case. If the characteristics of the particles (e.g., the energy) as random variables are independent, we come in the discrete case to the Boltzmann distribution, while in the continuous case we come to the Gibbs formula-irrespectively of whether the particles are distinguishable or not. Our effort is nimed at clarity of the ideas, not at their mathematical completeness. Supported by the Hungarian National Foundation for Scientific Research (grant No. T 016384 and No. 4007-016237) Proceedings of the XVII Seminar on Stability Problems for Stochastic Models, Kazan, Russian, 1995, Part III.     

On the convergence in the law of sums and maxima of independent random variables with random parameters

The paper deals with maxima and sums of independent random variables. These random variables are the values of independent identically distributed stochastic processes at a random point in time. We obtain conditions for their weak convergence, at almost all points in time to the same infinitely divisible distribution and describe the limit distribution for these sums. Some applications of these results to statistics are considered. This work was supported by the Russian Foundation for Fundamental Research (grant No. 93-011-16099). Research Institute of Mathematics and Mechanics, Kazan State University, 17 Universitetskaya St., Kazan, 420008, Russia. Translated from Lietuvos Matematikos Rinkinys, Vol. 5, No. 1, pp. 52–64, January–March, 1995. Translated by A. N. Chuprunov     

Some limit theorems for independent random processes at random points in time and random elements defined by them

The paper deals with random variables which are the values of independent identically distributed stochastic processes at random points in time. We obtain conditions for the weak convergence of their sums, at almost all points in time, to the same infinitely divisible distribution and describe the limit distribution for these sums. Also we obtain an analog of the Donsker theorem and limit theorems for empirical processes for such random variables. Supported by the Russian Foundation for Fundamental Research (grant No. 93-011-16099). Proceedings of the XVI Seminar on Stability Problems for Stochastic Models, Part II, Eger, Hungary, 1994.     

Limit theorems for random symmetric functions

In this paper, based on theorems for limit distributions of empirical power processes for the i.i.d. case and for the case with independent triangular arrays of random variables, we prove limit theorems for U- and V-statistics determined by generalized polynomial kernel functions. We also show that under some natural conditions the limit distributions can be represented as functionals on the limit process of the normed empirical power process. We consider the one-sample case, as well as multi-sample cases. Dedicated to Professor V. M. Zolotarev on his sixty-fifth birthday. Supported by the Hungarian National Foundation for Scientific Research (grant No. T1666). Proceedings of the Seminar on Stability Problems for Stochastic Models, Moscow, Russia, 1996, Part I.     

Complete convergence for randomly indexed sums of random variables

The complete convergence of normed sums of independent identically distributed random variables with random indices is studied. Some applications for subsequences and sequences with multidimensional indices are given. Supported by the Hungarian Foundation for Scientific Research (grant OTKA-1650/1991). Proceedings of the XVI Seminar on Stability Problems for Stochastic Models, Part I, Eger, Hungary, 1994.     

On the rate of convergence in a limit theorem for random symmetric polynomials

In terms of the mean metric, a convergence rate estimate is obtained in a limit theorem for random symmetric polynomials. Supported by the Russian Foundation for Fundamental Research (grant No. 96-01-01920) and by the Hungarian National Foundation for Scientific Research (grant No. T 16665). Proceedings of the Seminar on Stability Problems for Stochastic Models, Moscow, Russia, 1996, Part 11.     

On the convergence in law of almost all sums of independent random variables

The paper deals with sums of independent and identically distributed random variables defined on some probability space which are multiplied by random coefficients. These coefficients are the values of independent random variables defined on another probability space. We obtain conditions for the weak convergence of weighted sums, for almost all coefficients, to some infinitely divisible distribution. The limit distribution for these sums is found. Supported by the Russian Foundation for Fundamental Research (grant No. 93-011-16099). Proceedings of the Seminar on Stability Problems for Stochastic Models, Moscow, 1993.     

Limit behavior of centered random sums of independent identically distributed random variables

Under different assumptions, necessary and sufficient conditions are given for the weak convergence of sums of a random number of independent identically distributed random variables. Supported by the Russian Foundation for Fundamental Researches (grant No. 93-011-1446). Proceedings of the Seminar on Stability Problems for Stochastic Models, Moscow, 1993.     

A criterion of convergence of nonrandomly centered random sums of independent identically distributed random variables

Necessary and sufficient conditions are presented for the weak convergence of random sums of independent identically distributed random variables in the double array scheme. As corollaries, two criteria of the normal convergence of random sums are given. Supported by the Russian Foundation for Fundamental Research (grant No. 96-011-01919). Proceedings of the Seminar on Stability Problems for Stochastic Models, Moscow, Russia, 1996, Part I.     

Reliability analysis of complex communication systems

This paper deals with a first-come, first-served (FCFS) queueing model to analyze the asymptotic behavior of a heterogeneous finite-source communication system with a single processor. Each source and the processor are assumed to operate in independent random environments, allowing the arrival and service processes to be Markov-modulated ones. Each message is characterized by its own exponentially distributed source and processing time with parameter, depending on the state of the corresponding environment, that is, the arrival and service rates are subject to random fluctuations. Assuming that the arrival rates of the messages are many times greater than their service rates (“fast” arrival), it is shown that the time to the first system failure converges in distribution, under appropriate norming, to an exponentially distributed random variable. Some simple examples are considered to illustrate the effectiveness of the method proposed by comparing the approximate results to the exact ones. Supported by the Hungarian National Foundation for Scientific Research (grant No. OTKA T14974/95). Proceedings of the Seminar on Stability Problems for Stochastic Models, Vologda, Russia, 1998, Part II.     

Strong law of large numbers for weighted sums

The law of large numbers for weighted sums of independent identically distributed random variables due to Chow and Lai is generalized to nonidentically distributed or pairwise independent summands. Supported by the Russian Foundation for Fundamental Research (grant No. 96-01-01920). Proceedings of the Seminar on Stability Problems for Stochastic, Models, Moscow, Russia, 1996, Part. II.     

The central limit theorem without the condition of independence

Necessary and sufficient conditions are presented for sums of asymptotically independent random variables to converge to a normal random variable in the sense of total variation distance, uniform metric for characteristic functions. and mean metric of order q. Supported by the Russian Foundation for Fundamental Research (grant No. 96-01-01920). Proceedings of the Seminar on Stability Problems for Stochastic Models. Moscow. Russia. 1996. Part II.     

Asymptotic properties of estimators in nonlinear functional errors-in-variables with dependent error terms

Nonlinear functional errors-in-variables models with error terms satisfying mixing conditions are studied. It is pointed out that under certain conditions the least-squares estimator of regression parameters is not consistent. An alternative estimator for regression parameters is proposed. The consistency of the alternative estimator is established. Supported by the Hungarian Foundation for Scientific Research (grant No. OTKA-T19501-1996) and by the Hungarian Ministry of Culture and Education (grant No. 179-1995). Proceedings of the Seminar on Stability Problems for Stochastic Models, Hajdúszoboszló, Hungary, 1997, Part I.     

The effects of service disciplines on the performance of a nonreliable terminal system

In this paper, we consider a stochastic queueing model for the performance evaluaton of a real-life computer system consisting of n terminals connected with a CPU. A user at terminal i has thinking and processing time depending on the index i. Let us suppose that the operational system is subject to random breakdowns, which may be software or hardware ones, stopping the service both at the terminals and at the CPU. The failure-free operation times of the system and the restoration times are random variables. Busy terminals are also subject to random breakdowns not affecting the system operation. The failure-free operation times and the repair times of a busy terminal i are random variables with distribution function depending on index i. The breakdowns are serviced by a single repairman providing preemptive priority to the system's failure, while the restoration at the terminals are carried out according to the FIFO rule. We assume that each user generates only one job at a time, and he waits at the CPU before he starts thinking again, that is, the terminal is inactive while waiting at the CPU, and it cannot break down. All random variables involved in the model construction are assumed to be exponentially distributed and independent of each other. The aim of this paper is to investigate the effect of different service disciplines, such as FIFO, processor sharing, priority processor sharing, and polling, on the main performance measures, such as utilizations, response times, throughput, and mean queue length. Supported by the Hungarian National Foundation for Scientific Research (grant No. ORKA T014974/95). Proceedings of the Seminar on Stability Problems for Stochastic Models, Hajdúszoboszló. Hungary, 1997, Part II.     

One variable is not enough for defining relation algebras,but two are

We prove that relation algebras cannot be denned with one variable over the class of semi-associative relation algebras, while it can be defined with equations using two variables, over the class of all Boolean algebras.Presented by Jan Mycieiski.Research supported by Hungarian National Foundation for Scientific Research grant No. 1810.     

Convergence of multidimensional random sequences with independent random indices

The paper present necessary and sufficient conditions for the weak convergence of R^m-valued random sequences with independent random indices under some additional assumptions. Operator normalization is considered. Supported by the Russian Foundation for Fundamental Research (grant No. 93-01-01446). Proceedings of the XVI Seminar on Stability Problems for Stochastic Models, Part I, Eger, Hungary, 1994.     

Gaussian Stationary Processes: Adaptive Wavelet Decompositions,Discrete Approximations,and Their Convergence

We establish particular wavelet-based decompositions of Gaussian stationary processes in continuous time. These decompositions have a multiscale structure, independent Gaussian random variables in high-frequency terms, and the random coefficients of low-frequency terms approximating the Gaussian stationary process itself. They can also be viewed as extensions of the earlier wavelet-based decompositions of Zhang and Walter (IEEE Trans. Signal Process. 42(7):1737–1745, [1994]) for stationary processes, and Meyer et al. (J. Fourier Anal. Appl. 5(5):465–494, [1999]) for fractional Brownian motion. Several examples of Gaussian random processes are considered such as the processes with rational spectral densities. An application to simulation is presented where an associated Fast Wavelet Transform-like algorithm plays a key role. The second author was supported in part by the NSF grant DMS-0505628.     

Mesh independent superlinear convergence estimates of the conjugate gradient method for some equivalent self-adjoint operators

A mesh independent bound is given for the superlinear convergence of the CGM for preconditioned self-adjoint linear elliptic problems using suitable equivalent operators. The results rely on K-condition numbers and related estimates for compact Hilbert-Schmidt operators in Hilbert space.This research was supported by the Hungarian National Research Fund OTKA under grant No. T043765.     

A queueing model for a nonreliable multiterminal system with polling scheduling

This paper deals with a nonhomogeneous finite-source queueing model to describe the performance of a multiterminal system subject to random breakdowns under the polling service discipline. The model studied here is a closed queueing network which has three service stations. a CPU (single server), terminals (infinite server), a repairman (single server), and a finite number of customers (jobs) that have distinct service rates at the service stations. The CPU's repair has preemptive priority over the terminal repairs, and failure of the CPU stops the service of the other stations, thus the nodes are not independent. It can be viewed as a continuation of papers by the authors (see references), which discussed a FIFO (first-in, first-out) and a PPS (priority processor sharing) serviced queueing model subject to random breakdowns. All random variables are assumed to be independent and exponentially distributed. The system behavior can be described by a Markov chain, but the number of states is very large. The purpose of this paper is to give a recursive computational approach to solve steady-state equations and to illustrate the problem in question using some numerical results. Supported by the Hungarian National Foundation for Scientific Research (grant Nos. OTKA T014974/95 and T016933/95) Proceedings of the Seminar on Stability Problems for Stochastic Models. Hajdúszoboszló, Hungary, 1997, Part, II.     

On the hydrodynamic limit of a Ginzburg-Landau lattice model

Summary A lattice system of interacting diffusion processes is investigated. The evolution is attractive and time reversible, the spin satisfies a conservation law. It is shown that the rescaled spin field converges in probability to the corresponding solution to a nonlinear diffusion equation.Supported in part by the Hungarian National Foundation for Scientific Research, grant No. 819/1, and by the Mathematical Department of Rutgers University, N.S.F. grant DMR 8612369