Saddlepoint approximations for multivariate <Emphasis Type="Italic">M</Emphasis>-estimates with applications to bootstrap accuracy

We obtain marginal tail area approximations for the one-dimensional test statistic based on the appropriate component of the M-estimate for both standardized and Studentized versions which are needed for tests and confidence intervals. The result is proved under conditions which allow the application to finite sample situations such as the bootstrap and involves a careful discretization with saddlepoints being used for each neighbourhood. These results are used to obtain second-order relative error results on the accuracy of the Studentized and the tilted bootstrap. The tail area approximations are applied to a Poisson regression model and shown to have very good accuracy. An erratum to this article can be found at     

A Note on Edgeworth Expansions for <Emphasis Type="Italic">U</Emphasis>-Statistics under Minimal Conditions

A one-term Edgeworth expansion for U-statistics with kernel h(x, y) was derived by Jing and Wang [3] under optimal moment conditions. In this note, we show that one of the optimal moment conditions E| h(X ₁, X ₂|^5/3 < ∞ can be weakened to lim _t→∞ t ^5/3 P(|h(X ₁, X ₂)| > t) → 0. Printed in Lietuvos Matematikos Rinkinys, Vol. 45, No. 3, pp. 453–440, July–September, 2005.     

Approximations for the <Emphasis Type="Italic">M</Emphasis>/<Emphasis Type="Italic">GI</Emphasis>/<Emphasis Type="Italic">N</Emphasis>+<Emphasis Type="Italic">GI</Emphasis> type call center

In this paper, we propose approximations to compute the steady-state performance measures of the M/GI/N+GI queue receiving Poisson arrivals with N identical servers, and general service and abandonment-time distributions. The approximations are based on scaling a single server M/GI/1+GI queue. For problems involving deterministic and exponential abandon times distributions, we suggest a practical way to compute the waiting time distributions and their moments using the Laplace transform of the workload density function. Our first contribution is numerically computing the workload density function in the M/GI/1+GI queue when the abandon times follow general distributions different from the deterministic and exponential distributions. Then we compute the waiting time distributions and their moments. Next, we scale-up the M/GI/1+GI queue giving rise to our approximations to capture the behavior of the multi-server system. We conduct extensive numerical experiments to test the speed and performance of the approximations, which prove the accuracy of their predictions.      

The <Emphasis Type="Italic">M</Emphasis>/<Emphasis Type="Italic">M</Emphasis>/∞ queue in a random environment

We consider the M/M/∞ queueing system with arrival and service rate depending on the state of an auxiliary semi-Markov process (which can be viewed as an external environment) and find the mean number of customers in the system in steady state. In a particular case when the external environment can be only in two states we find the distribution of the number of customers in the system.      

Analysis of GI<Superscript><Emphasis Type="Italic">X</Emphasis></Superscript>/<Emphasis Type="Italic">M</Emphasis>(<Emphasis Type="Italic">n</Emphasis>)//<Emphasis Type="Italic">N</Emphasis> systems with stochastic customer acceptance policy

We investigate GI ^X /M(n)//N systems with stochastic customer acceptance policy, function of the customer batch size and the number of customers in the system at its arrival. We address the time-dependent and long-run analysis of the number of customers in the system at prearrivals and postarrivals of batches and seen by customers at their arrival to the system, as well as customer blocking probabilities. These results are then used to derive the continuous-time long-run distribution of the number of customers in the system. Our analysis combines Markov chain embedding with uniformization and uses stochastic ordering as a way to bound the errors of the computed performance measures.      

The <Emphasis Type="Italic">M</Emphasis>/<Emphasis Type="Italic">M</Emphasis>/1 retrial queue with retrials due to server failures

Sherman and Kharoufeh (Oper. Res. Lett. 34:697–705, [2006]) considered an M/M/1 type queueing system with unreliable server and retrials. In this model it is assumed that if the server fails during service of a customer, the customer leaves the server, joins a retrial group and in random intervals repeats attempts to get service. We suggest an alternative method for analysis of the Markov process, which describes the functioning of the system, and find the joint distribution of the server state, the number of customers in the queue and the number of customers in the retrial group in steady state.      

Consecutive customer losses in regular and oscillating <Emphasis Type="Italic">M</Emphasis><Superscript><Emphasis Type="Italic">X</Emphasis></Superscript>/<Emphasis Type="Italic">G</Emphasis>/1/<Emphasis Type="Italic">n</Emphasis> systems

We derive fast recursions to compute the probability that k or more consecutive customer losses take place during a busy period of a queue, the so called k-CCL probability, for regular and oscillating M ^X /G/1/n systems.     

Rate of convergence to ergodic distribution for queue length in systems of the type <Emphasis Type="Italic">M</Emphasis><Superscript>θ</Superscript>/<Emphasis Type="Italic">G</Emphasis>/1/<Emphasis Type="Italic">N</Emphasis>

For finite-capacity queuing systems of the type M ^θ/G/1, convenient formulas for the ergodic distribution of the queue length are found, an estimate for the rate of convergence of the distribution of the queue length in the transient mode to the ergodic distribution is obtained, and computational algorithms for finding the rate of convergence are presented. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 59, No. 9, pp. 1169–1178, September, 2007.     

Composite Integers n for Which φ（n）｜n- 1

In this note, we show that the number of composite integers n ≤ x such that φ（n）｜n - 1 is at most O（x^1/2（loglog x）^1/2）, thus improving earlier results by Pomerance and by Shan.     

The form factor program: A review and new results,the nested <Emphasis Type="Italic">SU</Emphasis>(<Emphasis Type="Italic">N</Emphasis>) off-shell Bethe ansatz and the 1/<Emphasis Type="Italic">N</Emphasis> expansion

The purpose of the “bootstrap program” for integrable quantum field theories in 1+1 dimensions is to construct a model explicitly in terms of its Wightman functions. We illustrate this program here mainly in terms of the SU(N) Gross-Neveu model. We construct the nested off-shell Bethe ansatz for an SU(N) factoring S-matrix and consider the problem of how to sum over intermediate states in the short-distance limit of the two-point Wightman function for the sinh-Gordon model. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 155, No. 1, pp. 13–24, April, 2008.     

Asymptotic expansions for the conditional sojourn time distribution in the <Emphasis Type="Italic">M</Emphasis>/<Emphasis Type="Italic">M</Emphasis>/1-PS queue

We consider the M/M/1 queue with processor sharing. We study the conditional sojourn time distribution, conditioned on the customer’s service requirement, in various asymptotic limits. These include large time and/or large service request, and heavy traffic, where the arrival rate is only slightly less than the service rate. The asymptotic formulas relate to, and extend, some results of Morrison (SIAM J. Appl. Math. 45:152–167, [1985]) and Flatto (Ann. Appl. Probab. 7:382–409, [1997]). This work was partly supported by NSF grant DMS 05-03745.     

On the value distribution of <Emphasis Type="Italic">ƒ</Emphasis> + <Emphasis Type="Italic">a</Emphasis>(<Emphasis Type="Italic">ƒ</Emphasis>′)<Superscript><Emphasis Type="Italic">n</Emphasis></Superscript>

Let ƒ be a transcendental meromorphic function, a a nonzero finite complex number, and n ⩾ 2 a positive integer. Then ƒ + a(ƒ′) ⁿ assumes every complex value infinitely often. This answers a question of Ye for n = 2. A related normality criterion is also given. This work was supported by the National Natural Science Foundation of China (Grant No. 10771076), the Natural Science Foundation of Guangdong Province, China (Grant No. 07006700) and by the German-Israeli Foundation for Scientific Research and Development (Grant No. G-809-234.6/2003)     

Diverse <Emphasis Type="Italic">N</Emphasis>=(4,4) Twisted Multiplets in the <Emphasis Type="Italic">N</Emphasis>=(2,2) Superspace

We describe four different types of N=(4, 4) twisted supermultiplets in the two-dimensional N=(2, 2) superspace ℝ^(1,1|2,2). All these multiplets are represented by a pair of chiral and twisted chiral superfields and differ in the transformation properties under an extra hidden N=(2, 2) supersymmetry. The sigma-model N=(2, 2) superfield Lagrangians for each type of the N=(4, 4) twisted supermultiplet are real functions subjected to some differential constraints implied by the hidden supersymmetry. We prove that the general sigma-model action including all types of N=(4, 4) twisted multiplets and invariant under the N=(4, 4) supersymmetry reduces to a sum of sigma-model actions for separate types. An interaction between the multiplets of different sorts is possible only through the appropriate mass terms and only for those multiplets that belong to the same “self-dual” pair. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 145, No. 1, pp. 66–86, October, 2005.     

On <Emphasis Type="Italic">k</Emphasis>-Spaces and <Emphasis Type="Italic">k</Emphasis><Subscript><Emphasis Type="Italic">R</Emphasis></Subscript>-Spaces

In this note we study the relation between k _R -spaces and k-spaces and prove that a k _R -space with a σ-hereditarily closure-preserving k-network consisting of compact subsets is a k-space, and that a k _R -space with a point-countable k-network consisting of compact subsets need not be a k-space. This work was supported by the NSF of China (10271056).     

On <Emphasis Type="Italic">N</Emphasis>-termed approximations in <Emphasis Type="Italic">H</Emphasis><Superscript><Emphasis Type="Italic">s</Emphasis></Superscript>-norms with respect to the Haar system

In [9], we proved numerically that spaces generated by linear combinations of some two-dimensional Haar functions exhibit unexpectedly nice orders of approximation for solutions of the single-layer potential equation in a rectangle. This phenomenon is closely related, on the one hand, to the properties of the approximation method of hyperbolic crosses and on the other to the existence of a strong singularity for solutions of such boundary integral equations. In the present paper, we establish several results on the approximation for the hyperbolic crosses and on the best N-term approximations by linear combinations of Haar functions in the H ^s -norms, −1 < s < 1/2; this provides a theoretical base for our numerical research. To the author's best knowledge, the negative smoothness case s < 0 was not studied earlier. __________ Translated from Sovremennaya Matematika. Fundamental'nye Napravleniya (Contemporary Mathematics. Fundamental Directions), Vol. 25, Theory of Functions, 2007.     

Integrable <Emphasis Type="Italic">sl</Emphasis>(<Emphasis Type="Italic">N</Emphasis>, ℂ) tops as Calogero-Moser systems

We show a relation between systems of integrable tops on the algebras sl(N, ℂ) and Calogero-Moser systems of N particles. We construct classical Lax operators corresponding to these systems. We show that these operators are related to certain new trigonometric and rational solutions of the Yang-Baxter equations for the algebras sl(N, ℂ) and give explicit formulas for N = 2, 3. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 158, No. 3, pp. 355–369, March, 2009.     

On the structure of theta lifts of discrete series for dual pairs (<Emphasis Type="Italic">Sp</Emphasis>(<Emphasis Type="Italic">n</Emphasis>),<Emphasis Type="Italic">O</Emphasis>(<Emphasis Type="Italic">V</Emphasis>))

The purpose of this paper is to prove some fundamental results on the structure of theta lifts of discrete series.     

An <Emphasis Type="Italic">M</Emphasis><Superscript>[<Emphasis Type="Italic">X</Emphasis>]</Superscript>/<Emphasis Type="Italic">G</Emphasis>/1 retrial queue with server breakdowns and constant rate of repeated attempts

We consider an M ^[X]/G/1 retrial queue subject to breakdowns where the retrial time is exponential and independent of the number of customers applying for service. If a coming batch of customers finds the server idle, one of the arriving customers begins his service immediately and the rest joins a retrial group (called orbit) to repeat his request later; otherwise, if the server is busy or down, all customers of the coming batch enter the orbit. It is assumed that the server has a constant failure rate and arbitrary repair time distribution. We study the ergodicity of the embedded Markov chain, its stationary distribution and the joint distribution of the server state and the orbit size in steady-state. The orbit and system size distributions are obtained as well as some performance measures of the system. The stochastic decomposition property and the asymptotic behavior under high rate of retrials are discussed. We also analyse some reliability problems, the k-busy period and the ordinary busy period of our retrial queue. Besides, we give a recursive scheme to compute the distribution of the number of served customers during the k-busy period and the ordinary busy period. The effects of several parameters on the system are analysed numerically. I. Atencia’s and Moreno’s research is supported by the MEC through the project MTM2005-01248.