关于一般马氏过程遍历性的一个注记

本文讨论了一般保守右过程的遍达性和不可约性,作为我们证明了一类Ｄｉｒｉｃｈｌｅｔ过程的不可约性及遍历性。     

Motoo理论的推广

在本文中，我们证明了右过程的正则集与可料停时不交，从而把本尾理论从Hunt过程推广到更一般的右过程。     

Markov 骨架过程的随机时变换

讨论了Markov骨架过程的随机时变换,给出了一类变换Markov骨架过程为Markov骨架过程的随机时变换.     

修理设备可更换且修理工多重延误休假的单部件可修系统

假定部件的寿命、修理时间和修理工的休假时间均服从一般连续型分布.修理工的延误休假时间服从指数分布,并且修理设备的寿命服从爱尔朗分布,其更换时间服从一般连续型分布的情况下,研究了修理设备可更换且修理工可多重延误休假的单部件可修系统.通过使用补充变量法、广义马尔可夫过程方法和拉普拉斯变换工具,讨论了系统的瞬时可用度、稳态可用度以及(0,t]时间内系统的平均故障次数和稳态故障频度,得到了系统和修理设备主要可靠性指标的拉普拉斯变换表达式.     

超Ornstein-Uhlenbeck过程击中概率估计

本文首先通过布朗运动的时间和空间变换给出一类Ornstein-Uhlenbeck过程局部最大值分布的概率估计,然后研究相应的超Ornstein-Uhlenbeck过程的击中概率问题,并给出了它的一个上界估计.     

平面上的强Markov性

本文对具有转移函数的两指标＊Ｍａｒｋｏｖ过程提出了＊－强Ｍａｒｋｏｖ性的一般定义，讨论了各种强Ｍａｒｋｏｖ性之间的关系，证明了有右连续轨道的两指标Ｆｅｌｌｅｒ过程是＊－强右选Ｍａｒｋｏｖ过程。这些结果类似于（１，２）中对两指标宽过去Ｍａｒｋｏｖ过程的相应结果。     

随机利率下跳-扩散过程的产量保险定价模型

本文研究了农产品价格为一般的跳-扩散模型,随机跳部分为复合Poisson过程,并假设远期利率服从HJM模型,利用测度变换技巧,给出了合同的在此模型下的解析解.     

一类变保费且带干扰的COX风险过程的罚金折现期望函数

本文考虑了一个风险模型的罚金折现期望函数,在此模型中,保费的收取率随索赔强度而变化,索赔到达服从COX过程,并且通过添加扩散过程来描述随机因素的影响。利用后向差分法,得到了罚金折现期望值所满足的微和分方程。当索赔强度过程为n状态的Markov过程时,通过Laplace变换,求解了该方程。     

泊松过程与时间变换

本文通过讨论时间齐次泊松过程和时间非齐次泊松过程之间的联系,指出在时间变换意义下,二者事实上是等价的.借此希望帮助本科学生加深对泊松过程的理解,启发学生对深一层次问题的思考.     

超Ornstein-Uhlenbeck过程击中概率估计

本文首先通过布朗运动的时间和空间变换给出一类Ornstein－Uhlenbeck过程局部最大值分布的概率估计,然后研究相应的超Ornstein－Uhlenbeck过程的击中概率问题,并给出了它的一个上界估计.     

用矩阵的方法来研究工件加工时间

通过构造特殊矩阵给出既定加工次序下加工零件所需时间表达式.     

Exact and approximate numerical solutions of steady-state distributions arising in the queueGI/G/1

In this paper we first obtain, in a unified way, closed-form analytic expressions in terms of roots of the so-called characteristic equation (c.e.), and then discuss the exact numerical solutions of steady-state distributions of (i) actual queueing time, (ii) virtual queueing time, (iii) actual idle time, and (iv) interdeparture time for the queueGI/R/1, whereR denotes the class of distributions whose Laplace-Stieltjes transforms (LSTs) are rational functions (ratios of a polynomial of degree at mostn to a polynomial of degreen). For the purpose of numerical discussions of idle- and interdeparture-time distributions, the interarrival-time distribution is also taken to belong to the classR. It is also shown that numerical computations of the idle-time distribution ofR/G/1 queues can be done even ifG is not taken asR. Throughout the discussions it is assumed that the queue discipline is first-come-first-served (FCFS). For the tail of the actual queueing-time distribution ofGI/R/1, approximations in terms of one or more roots of the c.e. are also discussed. If more than one root is used, they are taken in ascending order of magnitude. Numerical aspects have been tested for a variety of complex interarrival- and service-time distributions. The analysis is not restricted to generalized distributions with phases such as Coxian-n (C _n ), but also covers nonphase type distributions such as uniform (U) and deterministic (D). Some numerical results are also presented in the form of tables and figures. It is expected that the results obtained from the present study should prove to be useful not only to practitioners, but also to queueing theorists who would like to test the accuracies of inequalities, bounds or approximations.     

Minimum time problem for distributed hyperbolic systems with time lags

In this paper the time-optimal control problem for distributedhyperbolic systems in which constant lags appear both in thestate equations and in the boundary conditions is considered.The particular properties of the optimal control are discussed.     

Processor-sharing queues: Some progress in analysis

This paper reviews some recent results based on new techniques used in the analysis of main processor-sharing queueing systems. These results include the solutions of the problems of determining the sojourn time distributions and the distributions of the number of jobs in the M/G/1/t8 queue under egalitarian and feedback (foreground-background) processor-sharing disciplines. A brief discussion of some related results is also given.     

概率最优停止问题

本文在时齐马氏序列中引入了概率最优停时和(ε,B)概率最优停时的概念,得到了其显式表达式,从而在某种程度上弥补了期望最优时的不足.同时,本文研究了两种停止问题的关系,指出期望最优停时也是概率最优停时的特例,并证明了集合首达时也是一种概率最优时,进一步给出了首达时为有限的等价条件.     

Expected hitting and cover times of random walks on some special graphs

We give general bounds (and in some cases exact values) for the expected hitting and cover times of the simple random walk on some special undirected connected graphs using symmetry and properties of electrical networks. In particular we give easy proofs for an N–1H_N-1 lower bound and an N² upper bound for the cover time of symmetric graphs and for the fact that the cover time of the unit cube is Φ(NlogN). We giver a counterexample to a conjecture of Freidland about a general bound for hitting times. Using the electric approach, we provide some genral upper and lower bounds for the expected cover times in terms of the diameter of the graph. These bounds are tight in many instances, particularly when the graph is a tree. © 1994 John Wiley & Sons, Inc.     

CONDITIONED SUPERPROCESSES

ＣＯＮＤＩＴＩＯＮＥＤＳＵＰＥＲＰＲＯＣＥＳＳＥＳＬＩＣＵＮＨＡＮＧＷＵＲＯＮＧＡｂｓｔｒａｃｔＡｃｌａｓｓｏｆｓｕｐｅｒｐｒｏｃｅｓｅｓｗｈｉｃｈｄｉｅｓｏｕｔｉｓｉｎｖｅｓｔｉｇａｔｅｄ．Ｕｎｄｅｒｔｈｅｃｏｎｄｉｔｉｏｎｏｆｎｏｒｅｘｔｉ...     

A note on random times

A generalisation of the notion of stopping time is stated, and related to similar generalisations introduced by Bahadur, Kemperman, Siegmund and others with a view to permitting auxilliary experimentation to enter into the definition of stopping rule. The main aim of this note is to draw attention to the conditional independence implicit in the definitions of these writers, and briefly indicate some consequences of this.     

A queueing model of a production system with two machines,one operator and priorities

This paper studies a priority queueing model of a production system in which one operator serves two types of units with overlapping service times. The two types of units arrive in independent Poisson processes. There are two machines in the system. Units of type 1 receive two consecutive types of services at machine #1: the handwork performed by the operator and the automatic machining without the operator. Units of type 2 receive only the handwork performed by the operator at machine #2. The operator attends the two machines according to a strict-priority discipline which always gives units of type 2 higher priority than units of type 1. At each machine the handwork times have a general distribution, and at machine #1 the machining times have an exponential distribution. The Laplace-Stieltjes transform of the queue-size distributions and the waiting time distributions for a stationary process are obtained.