随机环境中马氏链的强遍历性

本文研究了随机环境中单链■的强遍历性,得到了单链强遍历的充分条件以及与强遍历性等价的一些形式.利用鞅收敛定理,给出了单链强遍历下尾的结构,最后证明了在环境平稳的条件下,强遍历、平凡尾、弱遍历三者之间的关系,推广了经典马氏链理论中相应的结果.     

M/T-SPH/1排队平稳指标分布的尾部衰减特征

讨论M/T-SPH/1排队平稳队长分布和平稳逗留时间分布的尾部衰减特征,其中T-SPH表示可数状态吸收生灭过程吸收时间的分布。在分布PGF和LST的基础上,给出了两个平稳分布衰减规律的完整分析.结果表明,当参数取不同值时,平稳队长与平稳逗留时间的尾部具有三种不同类型的衰减特征.     

关于GI/G/1/∞排队系统的平稳等待时间分布的局部尾等价式

关于GI/G/1/∞排队系统的平稳等待时间分布W,已有许多经典的结果描述了其尾分布[AKW-](x)=1-W(x)的等价极限情况.该文结合一些保险与金融领域重要的风险变量,研究了关于分布W的各种局部尾等价式问题.     

拟生灭过程几种遍历性的判别准则(Ⅱ)

本文是文[7]的继续,研究了连续时间拟生灭过程,给出了一类连续时间拟生灭过程l-遍历和几何遍历行之有效的判别准则,并证明其不可能是多项式一致遍历和强遍历的.     

拟生灭过程几种遍历性的判别准则(Ⅱ)

本文是文[7]的继续,研究了连续时间拟生灭过程,给出了一类连续时间拟生灭过程l-遍历和几何遍历行之有效的判别准则,并证明其不可能是多项式一致遍历和强遍历的.     

离散时间遍历的Markov链的代数式收敛

研究离散时间Markov链的l遍历性, 证明了l阶偏差矩阵存在并有限当且仅当此链是l+2遍历的, 并且得到n步转移矩阵以代数式速度收敛到平稳分布. 然后以方程的解存在的形式给出l遍历性的判别准则. 最后用几个例子说明主要结果.     

广生灭马氏链(Ⅱ)

本文在文献[1]的基础上继续讨论了广生灭马氏链,求出了向下的首达时间分布及各级矩,给出了广生灭马氏链遍历的充分必要条件以及平均反回时间的计算公式,并且在遍历的条件下,求出了其平稳分布     

广生马灭马氏链（Ⅱ）

本文在文献[1]的基础上继续讨论了广生灭马氏链,求出了向下的首达时间分布及各级矩,给出了广生灭马氏链遍历的充分必要条件以及平均反回时间的计算公式,并且在遍历的条件下,求出了其平稳分布。     

休假时间服从T-SPH分布的M/M/1多重休假排队

本文研究休假时间服从T-SPH分布的M/M/1多重休假排队,利用拟生灭过程和算子几何解的方法给出了平稳队长分布的概率母函数,并得到了平稳队长和平稳等待时间的随机分解结果以及附加队长和附加延迟的母函数和LST的具体形式.     

对M/T-SPH/1排队平稳指标的进一步研究—数值计算与渐近分析

讨论M/T-SPH/1排队平稳队长分布的数值计算,以及平稳队长和逗留时间分布各阶矩的数值计算及渐近分析.其中T-SPH表示可数状态吸收生灭链吸收时间的分布.在分布PGF和LST的基础上,首先给出了计算平稳队长分布,平稳队长以及逗留时间分布各阶矩的数值结果的递推公式.其次还讨论了平稳队长及平稳逗留时间分布各阶矩的尾部渐近...     

IPP+M/M／C排队的遍历性(英文)

The IP P＋M/M/c queueing system has been extensively used in the modern communication system.The existence and uniqueness of stationary distribution of the queue length L（t）for IP P＋M/M/1 queue has been proved in[10].In this paper,we shall give the su？cient and necessary conditions of l-ergodicity,geometric ergodicity,and prove that they are neither uniformly polynomial ergodicity nor strong ergodicity.     

Ergodicity of Quasi-birth and Death Processes （Ⅰ）

Quasi-birth and death processes with block tridiagonal matrices find many applications in various areas. Neuts gave the necessary and sufficient conditions for the ordinary ergodicity and found an expression of the stationary distribution for a class of quasi-birth and death processes. In this paper we obtain the explicit necessary and sufficient conditions for/-ergodicity and geometric ergodicity for the class of quasi-birth and death processes, and prove that they are not strongly ergodic. Keywords ergodicity, quasi-birth and death process.     

Recurrence and decay properties of a star-typed queueing model with refusal

We consider a multiclass service system with refusal and bulk-arrival. The properties regarding recurrence, ergodicity, and decay properties of such model are discussed. The explicit criteria regarding recurrence and ergodicity are obtained. The stationary distribution is given in the ergodic case. Then, the exact value of the decay parameter, denoted by λ_E, is obtained in the transient case. The criteria for the λ_E-recurrence are also obtained. Finally, the corresponding λ_E-invariant vector/measure is considered.     

对M/T-SPH/1排队平稳队长的分析

研究了M/T-SPH/l排队模型,利用拟生灭过程和算子几何解的方法给出了平稳队长分布的概率母函数.在此基础上,指出该分布不是一个离散PH分布,但在一定条件下却是一个几何尾部分布.     

Shift ergodicity for stationary Markov processes

In this paper shift ergodicity and related topics are studied for certain stationary processes. We first present a simple proof of the conclusion that every stationary Markov process is a generalized convex combination of stationary ergodic Markov processes. A direct consequence is that a stationary distribution of a Markov process is extremal if and only if the corresponding stationary Markov process is time ergodic and every stationary distribution is a generalized convex combination of such extremal ones. We then consider space ergodicity for spin flip particle systems. We prove space shift ergodicity and mixing for certain extremal invariant measures for a class of spin systems, in which most of the typical models, such as the Voter Models and the Contact Models, are included. As a consequence of these results we see that for such systems, under each of those extremal invariant measures, the space and time means of an observable coincide, an important phenomenon in statistical physics. Our results provide partial answers to certain interesting problems in spin systems.     

Geometric ergodicity of affine processes on cones

For affine processes on finite-dimensional cones, we give criteria for geometric ergodicity — that is exponentially fast convergence to a unique stationary distribution. Ergodic results include both the existence of exponential moments of the limiting distribution, where we exploit the crucial affine property, and finite moments, where we invoke the polynomial property of affine semigroups. Furthermore, we elaborate sufficient conditions for aperiodicity and irreducibility. Our results are applicable to Wishart processes with jumps on the positive semidefinite matrices, continuous-time branching processes with immigration in high dimensions, and classical term-structure models for credit and interest rate risk.     

复平稳随机序列均值遍历性的两个充要条件

遍历性是平稳随机过程的一个核心问题,在实践中有重要的应用.这里首先给出复平稳序列均值遍历性的一个等价定义,在此基础上证明了复平稳序列情形下均值遍历性的两个充要条件,并给出一个形式简单的推论,这些结果有助于深入的理解复平稳过程的均值遍历性,同时也为估计复平稳过程的均值提供了一种简单高效的方法.     

Tail asymptotics of the queue size distribution in the M/M/m retrial queue

We consider an M/M/m retrial queue and investigate the tail asymptotics for the joint distribution of the queue size and the number of busy servers in the steady state. The stationary queue size distribution with the number of busy servers being fixed is asymptotically given by a geometric function multiplied by a power function. The decay rate of the geometric function is the offered load and independent of the number of busy servers, whereas the exponent of the power function depends on the number of busy servers. Numerical examples are presented to illustrate the result.     

宽平稳序列均方遍历性的两个充要条件(英文)

本文研究了宽平稳序列具有均方遍历性的充要条件问题.利用施瓦兹不等式,获得了复宽平稳序列均方遍历性的两个充要条件和一个易于验证的充分条件.