Optimal exploitation of two competing size-structured populations

For a model describing the dynamics of two competing size-structured populations under chosen intensities of their exploitation, the existence and uniqueness of a stationary solution is proved. It is shown that there exist exploitation intensities that maximize a given profit functional on the stationary solution corresponding to them.     

人口问题中的妇女临界生育率

本文通过对连续人口模型半离散化,研究了人口发展过程的稳定性和渐近性质,给出了妇女临界生育率,它与[2]中离散情况下临界生育率公式相一致。证明了当比生育率不超过临界生育率时人口状态渐近稳定,而当超过临界生育率时人口指数发散。     

Time to most recent common ancestor for stationary continuous state branching processes with immigration

Motivated by sample path decomposition of the stationary continuous state branching process with immigration, a general population model is considered using the idea of immortal individual. We compute the joint distribution of the random variables： the time to the most recent common ancestor （MRCA）, the size of the current population, and the size of the population just before MRCA. We obtain the bottleneck effect as well. The distribution of the number of the oldest families is also established. These generalize the results obtained by Y. T. Chen and J. F. Delmas.     

The mathematical solution of a cellular automaton model which simulates traffic flow with a slow-to-start effect

In this paper we investigate a cellular automaton model associated with traffic flow and of which the mathematical solution is unknown before. We classify all kinds of stationary states and show that every state finally evolves to a stationary state. The obtained flow-density relation shows multiple branches corresponding to the stationary states in congested phases, which are essentially due to the slow-to-start effect introduced into this model. The stability of these states is formulated by a series of lemmas, and an algorithm is given to calculate the stationary state that the current state finally evolves to. This algorithm has a computational requirement in proportion to the number of cars.     

Dam processes with state dependent batch sizes and intermittent production processes with state dependent rates

We consider a dam process with a general (state dependent) release rule and a pure jump input process, where the jump sizes are state dependent. We give sufficient conditions under which the process has a stationary version in the case where the jump times and sizes are governed by a marked point process which is point (Palm) stationary and ergodic. We give special attention to the Markov and Markov regenerative cases for which the main stability condition is weakened. We then study an intermittent production process with state dependent rates. We provide sufficient conditions for stability for this process and show that if these conditions are satisfied, then an interesting new relationship exists between the stationary distribution of this process and a dam process of the type we explore here.Supported in part by The Israel Science Foundation, grant no. 372/93-1.     

Existence of stationary distributions for Kolmogorov systems of competitive type under telegraph noise

This work focuses on population dynamics of two species described by Kolmogorov systems of competitive type under telegraph noise that is formulated as a continuous-time Markov chain with two states. Our main effort is on establishing the existence of an invariant (or a stationary) probability measure. In addition, the convergence in total variation of the instantaneous measure to the stationary measure is demonstrated under suitable conditions. Moreover, the Ω-limit set of a model in which each species is dominant in a state of the telegraph noise is examined in detail.     

Skorohod–Loynes Characterizations of Queueing,Fluid, and Inventory Processes

We consider queueing, fluid and inventory processes whose dynamics are determined by general point processes or random measures that represent inputs and outputs. The state of such a process (the queue length or inventory level) is regulated to stay in a finite or infinite interval – inputs or outputs are disregarded when they would lead to a state outside the interval. The sample paths of the process satisfy an integral equation; the paths have finite local variation and may have discontinuities. We establish the existence and uniqueness of the process based on a Skorohod equation. This leads to an explicit expression for the process on the doubly-infinite time axis. The expression is especially tractable when the process is stationary with stationary input–output measures. This representation is an extension of the classical Loynes representation of stationary waiting times in single-server queues with stationary inputs and services. We also describe several properties of stationary processes: Palm probabilities of the processes at jump times, Little laws for waiting times in the system, finiteness of moments and extensions to tandem and treelike networks.     

A note on the rate of convergence for certain nonlinear evolution equations

We estimate the rate of convergence to the stationary state for evolution equations which admit many H-theorems with respect to this stationary state.     

Solution of the control problem for a linear descriptor system with rectangular coefficient matrix

We pose a control problem for linear stationary algebro-differential system whose coefficients are rectangular matrices. We obtain a controllability criterion for the partially given output function and the boundary values of the state function. We construct a control function and a state function under minimal smoothness requirements on the output function.     

The Stationary Distribution of a Continuous-Time Random Graph Process

ＴｈｅＳｔａｔｉｏｎａｒｙＤｉｓｔｒｉｂｕｔｉｏｎｏｆａＣｏｎｔｉｎｕｏｕｓ－ＴｉｍｅＲａｎｄｏｍＧｒａｐｈＰｒｏｃｅｓｓ韩东ＴｈｅＳｔａｔｉｏｎａｒｙＤｉｓｔｒｉｂｕｔｉｏｎｏｆａＣｏｎｔｉｎｕｏｕｓ－ＴｉｍｅＲａｎｄｏｍＧｒａｐｈＰｒｏｃｅｓｓ￥...     

Asymptotic behavior of central order statistics from stationary processes

In this paper, we show that central order statistics from strictly stationary and ergodic sequences are strongly consistent estimators of population quantiles provided that the quantiles are unique. We generalize this result to strictly stationary but not necessarily ergodic sequences. We also describe three types of possible asymptotic behavior of central order statistics in the case when the corresponding population quantile is not unique. We give applications of the presented results to linear processes with both absolutely continuous and discrete innovations.     

State-dependent Coupling of Quasireversible Nodes

The seminal paper of Jackson began a chain of research on queueing networks with product-form stationary distributions which continues strongly to this day. Hard on the heels of the early results on queueing networks followed a series of papers which discussed the relationship between product-form stationary distributions and the quasireversibility of network nodes. More recently, the definition of quasireversibility and the coupling mechanism between nodes have been extended so that they apply to some of the later product-form queueing networks incorporating negative customers, signals, and batch movements.In parallel with this research, it has been shown that some special queueing networks can have arrival and service parameters which depend upon the network state, rather than just the node state, and still retain a generalised product-form stationary distribution.In this paper we begin by offering an alternative proof of a product-form result of Chao and Miyazawa and then build on this proof by postulating a state-dependent coupling mechanism for a quasireversible network. Our main theorem is that the resultant network has a generalised product form stationary distribution. We conclude the paper with some examples.     

Equivalence of Lyapunov stability criteria in a class of Markov decision processes

We are concerned with Markov decision processes with countable state space and discrete-time parameter. The main structural restriction on the model is the following: under the action of any stationary policy the state space is acommunicating class. In this context, we prove the equivalence of ten stability/ergodicity conditions on the transition law of the model, which imply the existence of average optimal stationary policies for an arbitrary continuous and bounded reward function; these conditions include the Lyapunov function condition (LFC) introduced by A. Hordijk. As a consequence of our results, the LFC is proved to be equivalent to the following: under the action of any stationary policy the corresponding Markov chain has a unique invariant distribution which depends continuously on the stationary policy being used. A weak form of the latter condition was used by one of the authors to establish the existence of optimal stationary policies using an approach based on renewal theory.This research was supported in part by the Third World Academy of Sciences (TWAS) under Grant TWAS RG MP 898-152.     

Traffic Flows and Product Form Solutions in Stochastic Transfer Networks

This paper focuses on product form and related tractable stationary distributions in a general class of stochastic networks with finite numbers of nodes such that their network states are changed through signal transfers as well as internal transitions. Signals may be customers in traditional queueing applications, but we do not make any restriction on their effects at departing as well as arriving nodes. They may also instantaneously move around among different nodes. Furthermore, signal routing may depend on the whole network state. For analytical simplicity, we assume that the state space is countable. For such a network, we propose an abstract model, called a stochastic transfer network, and consider the stationary distribution of the network state. We introduce conditional traffic rates for arrivals and departures. Using them, we consider when the network has product form or some other tractable stationary distributions.     

Steady state analysis of an M/G/1 queue with two phase service and Bernoulli vacation schedule under multiple vacation policy

This paper examines the steady state behaviour of a batch arrival queue with two phases of heterogeneous service along and Bernoulli schedule vacation under multiple vacation policy, where after two successive phases service or first vacation the server may go for further vacations until it finds a new batch of customer in the system. We carry out an extensive stationary analysis of the system, including existence of stationary regime, queue size distribution of idle period process, embedded Markov chain steady state distribution of stationary queue size, busy period distribution along with some system characteristics.     

HUMAN FERTILITY DECISIONS AND COMMON PROPERTY RESOURCES: A DYNAMIC ANALYSIS

ABSTRACT. In rural areas of developing countries, parental decisions on number of offspring may be made on the basis of the role of children in harvesting local common property renewable resources. It has been argued that this may lead to a cycle of human over‐population and resource over‐exploitation. To investigate the plausibility of this argument, we present a discrete dynamic model with two state variables representing human population level N and resource stock level S. The model is similar to one given by Nerlove and Meyer but differs in several important respects. It is assumed that, in each over‐lapping generation of parents and children, parents decide how many children to have based on their resulting share of the local resource harvest and the costs associated with child‐rearing. Using simulation and analytical methods, the long term steady state population and resource stock levels for this dynamic noncooperative game are contrasted with the steady state when parental fertility decisions are made in a cooperative manner.     

Stationary distribution and extinction of a stochastic predator–prey model with distributed delay

In this paper, we focus on a stochastic predator–prey model with distributed delay. We first obtain the existence of a stationary distribution to the positive solutions by stochastic Lyapunov function method. Then we establish sufficient conditions for extinction of the predator population, that is, the prey population is survival and the predator population is extinct.     

Stability and instability of equilibria of an equation of size structured population dynamics

In this paper we consider a quasilinear equation with a nonlinear boundary condition modelling the dynamics of a biological population structured by size. We suppose vital rates depending on the total population. This hypothesis introduces some nonlinearities on the equation and on the boundary condition. We study the existence and uniqueness of solution of the initial value problem and the existence of stationary solutions. After we calculate the spectrum of the linearization at an equilibrium and we study its (local) stability.     

Global boundary controllability of the Saint-Venant system for sloped canals with friction

We consider a sloped canal with friction that is governed by the Saint-Venant system with source term. We show that starting sufficiently close to a stationary constant subcritical initial state, we can control the system in finite time to a state in a C¹$C^1$ neighbourhood of any other stationary constant subcritical state by boundary control at the ends of the canal in such a way that during the process the system state remains continuously differentiable.