On dams with continuous semi-Markovian inputs

An infinite capacity dam subject to semi-Markovian inputs and a content dependent release rule will be discussed. The content process will be constructed, the distributions of the content at time t and time to first emptiness will be computed, and the limiting distribution of the content process will be obtained in a special case. Our methods rely heavily on Markov renewal theory with continuous state spaces.     

Some problems in finite dams with an application to insurance risk

Summary This paper considers a finite dam in continuous time fed by inputs, with a negative exponential distribution, whose arrival times form a Poisson process; there is a continuous release at unit rate, and overflow is allowed. Various results have been obtained by appropriate limiting methods from an analogous discrete time process, for which it is possible to find some solutions directly by determinantal methods.First the stationary dam content distribution is found. The distribution of the probability of first emptiness is obtained both when overflow is, and is not allowed. This is followed by the probability the overflow before emptiness, which is then applied to determine the exact solution for an insurance risk problem with claims having a negative exponential distribution. The time-dependent content distribution is found, and the analogy with queueing theory is discussed.     

Elementary methods for an occupancy problem of storage

Summary This paper considers the probabilities of first emptiness in two storage systems. The first, an infinite dam in discrete time, is fed by inputs whose distribution is geometric in unit time-intervals; at the end of each of these, there occurs a unit release. The second is an infinite dam in continuous time with Poisson inputs, for which the release occurs at constant unit rate except when the dam is empty.First emptiness in both dams may be formulated as a special type of classical occupancy problem. The probabilities of emptiness are derived by direct elementary methods, and their generating functions found. These are shown to define proper distributions only if the mean input per unit time does not exceed the corresponding release.     

Stochastic Models for the Amount of Overflow in a Finite Dam with Random Inputs,Random Outputs,and Exponential Release Policy

In this article, we discuss finite dam models to study the expected amount of overflow in a given time. The inputs into the dam are taken as random and there are two types of outputs—one is random and the other is deterministic which is proportional to the content of the dam. The master equation for the expected amount of overflow is an one dimensional equation with separable kernel. For this class of master equation, the integral equation for the expected amount of overflow has been transformed exactly into ordinary differential equation with variable coefficients. The imbedding method is used to study the expected amount of overflow in a given time without emptiness in this period. We also consider the model for the expected amount of overflow in a given time with any number of emptiness of the dam in this period. The results are derived in the form of a third order differential Equation for the Laplace transformation function for the expected overflow. The closed form analytical solutions are obtained in terms of beta functions and degenerate hyper-geometric functions of two variables.     

Duality of dams via mountain processes

We consider a G/M/1-type dam having finite capacity and a general release rule, and construct a ‘dual’ M/G/1-type dam with state-dependent jump sizes and without dry periods whose content process has the same stationary density (up to some transformation). For the dual dam the stationary distribution can be computed in closed form.     

Stochastic Dynamics for Passage Times and Diffusion Approximations for Finite Capacity Storage Models with Different Kinds of Barriers

In this article, we discuss a number of storage models of finite capacity with random inputs, random outputs, and linear release policy. They form a class of one-dimensional master equations with separable kernels. For this class of problems, the integral equations for first overflow or first emptiness can be transformed exactly into ordinary differential equations. Analysis is done with separable kernel. For all the stochastic models, two barriers are considered: one at X = 0 and the other at X = k, and the barriers are treated as absorbing or reflecting. The imbedding method is used to derive a third order differential equation. We consider first passage times for overflow without or with emptiness of the dam. We also study the passage times for first emptiness with and without overflows. The expected amount of overflows in a given time is also calculated. Finally, by suitable statistical features, all these models are converted into diffusion process with drift. Closed form solutions are obtained for all the problems in terms of Laplace transform functions. For the diffusion process with drift first passage time density is arrived at by treating X = 0 and X = k as absorbing barriers. One of the barriers as reflecting is also studied.     

On 3-connected minors of 3-connected matroids and graphs

Whittle proved, for k=1,2, that if N is a 3-connected minor of a 3-connected matroid M, satisfying r(M)−r(N)≥k, then there is a k-independent set I of M such that, for every x∈I, si(M/x) is a 3-connected matroid with an N-minor. In this paper, we establish this result for k=3. It is already known that it cannot be extended to greater values of k. But, here we also show that, in the graphic case, with the extra assumption that r(M)−r(N)≥6, we can guarantee the existence of a 4-independent set of M with such a property. Moreover, in the binary case, we show that if r(M)−r(N)≥5, then M has such a 4-independent set or M has a triangle T meeting 3 triads and such that M/T is a 3-connected matroid with an N-minor.     

Maximal ideals of disjointness preserving operators

Let L and M be vector lattices with M Dedekind complete, and let Lr(L,M) be the vector lattice of all regular operators from L into M. We introduce the notion of maximal order ideals of disjointness preserving operators in Lr(L,M) (briefly, maximal δ-ideals of Lr(L,M)) as a generalization of the classical concept of orthomorphisms and we investigate some aspects of this ‘new’ structure. In this regard, various standard facts on orthomorphisms are extended to maximal δ-ideals. For instance, surprisingly enough, we prove that any maximal δ-ideal of Lr(L,M) is a vector lattice copy of M, when L, in addition, has an order unit. Moreover, we pay a special attention to maximal δ-ideals on continuous function spaces. As an application, we furnish a characterization of lattice bimorphisms on such spaces in terms of weigthed composition operators.     

Freeness of orthogonal modules

A finitely generated module M over a commutative ring with unit R is said to be orthogonal stably free of type (n, m) if M is isomorphic to the solution space of a mxn matrix α such that αα^t=I_m. Geramita and Pullman have defined “generic” orthogonal stably free modules for each possible type and have obtained results on the freeness of these modules and on the supremum of the ranks of their free direct summands. We obtain further results of this type, concerning the generic modules of Geramita and Pullman as well as their sums with free modules and, in a few cases, their iterated sums. The last results are related to a theorem of T.Y. Lam stating that the iterated sum r · M of a stably free module M is free if r is greater than some lower bound. This lower bound is shown to be best possible in some cases.     

A tight colored Tverberg theorem for maps to manifolds

We prove that any continuous map of an N-dimensional simplex ΔN with colored vertices to a d-dimensional manifold M must map r points from disjoint rainbow faces of ΔN to the same point in M: For this we have to assume that N?(r−1)(d+1), no r vertices of ΔN get the same color, and our proof needs that r is a prime. A face of ΔN is a rainbow face if all vertices have different colors.This result is an extension of our recent “new colored Tverberg theorem”, the special case of M=Rd. It is also a generalization of Volovikov?s 1996 topological Tverberg theorem for maps to manifolds, which arises when all color classes have size 1 (i.e., without color constraints); for this special case Volovikov?s proof, as well as ours, works when r is a prime power.     

The alternating algorithm in a uniformly convex and uniformly smooth Banach space

Let X   be a uniformly convex and uniformly smooth Banach space. Assume that the _Mi$M_i$, i=1,…,r$i=1,\dots ,r$, are closed linear subspaces of X  , _PMi$P_{M_i}$ is the best approximation operator to the linear subspace _Mi$M_i$, and M:=_M1+?+_Mr$M:=M_1+?+M_r$. We prove that if M is closed, then the alternating algorithm given by repeated iterations of

(I−_PMr)(I−_PMr−1)?(I−_PM1)$(I-P_{M_r})(I-P_{M_{r-1}})?(I-P_{M_1})$

applied to any x∈X$x\in X$ converges to x−_PMx$x-P_{M}x$, where _PM$P_M$ is the best approximation operator to the linear subspace M  . This result, in the case r=2$r=2$, was proven in Deutsch [4].     

Heavy-Traffic Limits for Loss Proportions in Single-Server Queues

We establish heavy-traffic stochastic-process limits for the queue-length and overflow stochastic processes in the standard single-server queue with finite waiting room (G/G/1/K). We show that, under regularity conditions, the content and overflow processes in related single-server models with finite waiting room, such as the finite dam, satisfy the same heavy-traffic stochastic-process limits. As a consequence, we obtain heavy-traffic limits for the proportion of customers or input lost over an initial interval. Except for an interchange of the order of two limits, we thus obtain heavy-traffic limits for the steady-state loss proportions. We justify the interchange of limits in M/GI/1/K and GI/M/1/K special cases of the standard GI/GI/1/K model by directly establishing local heavy-traffic limits for the steady-state blocking probabilities.     

Nonholonomic (n + 1)-webs

We consider a nonholonomic (n + 1)-web NW on an n-dimensional manifold M, i.e., n + 1 codimension 1 distributions on M. We prove that a web NW on M is equivalent to a G-structure with structure group λE, the group of scalar matrices. We find the structure equations of a web NW and the integrability conditions of the distributions of a web NW. It is shown that on a manifold with nonholonomic (n + 1)-web an affine connection Γ arises naturally for which the distributions of the web are totally geodesic. We consider the case when the connection Γ has zero curvature and, in particular, when a web NW is defined by invariant distributions on a Lie group. In the case when all distributions of a web NW on a Lie group are integrable, we find the equations of this group in terms of local coordinates.     

Harmonic manifolds with some specific volume densities

We show that a noncompact, complete, simply connected harmonic manifold (M ^d, g) with volume densityθ _m(r)=sinh^d-1 r is isometric to the real hyperbolic space and a noncompact, complete, simply connected Kähler harmonic manifold (M ^2d, g) with volume densityθ _m(r)=sinh^2d-1 r coshr is isometric to the complex hyperbolic space. A similar result is also proved for quaternionic Kähler manifolds. Using our methods we get an alternative proof, without appealing to the powerful Cheeger-Gromoll splitting theorem, of the fact that every Ricci flat harmonic manifold is flat. Finally a rigidity result for real hyperbolic space is presented.     

Invariants of matrix pairs over discrete valuation rings and Littlewood-Richardson fillings

Let M and N be two r×r matrices of full rank over a discrete valuation ring R with residue field of characteristic zero. Let P,Q and T be invertible r×r matrices over R. It is shown that the orbit of the pair (M,N) under the action (M,N)?(PMQ^-1,QNT^-1) possesses a discrete invariant in the form of Littlewood-Richardson fillings of the skew shape λ/μ with content ν, where μ is the partition of orders of invariant factors of M, ν is the partition associated to N, and λ the partition of the product MN. That is, we may interpret Littlewood-Richardson fillings as a natural invariant of matrix pairs. This result generalizes invariant factors of a single matrix under equivalence, and is a converse of the construction in Appleby (1999) [1], where Littlewood-Richardson fillings were used to construct matrices with prescribed invariants. We also construct an example, however, of two matrix pairs that are not equivalent but still have the same Littlewood-Richardson filling. The filling associated to an orbit is determined by special quotients of determinants of a matrix in the orbit of the pair.     

Lens spaces and toroidal Dehn fillings

We show that if M is a hyperbolic 3-manifold with ?M a torus such that M(r ₁) is a lens space and M(r ₂) is toroidal, then ??(r ₁, r ₂) ?? 4.     

Least and most colored bases

Consider a matroid M=(E,B), where B denotes the family of bases of M, and assign a color c(e) to every element e∈E (the same color can go to more than one element). The palette of a subset F of E, denoted by c(F), is the image of F under c. Assume also that colors have prices (in the form of a function π(?), where ? is the label of a color), and define the chromatic price as: π(F)=∑_?∈c(F)π(?). We consider the following problem: find a base B∈B such that π(B) is minimum. We show that the greedy algorithm delivers a lnr(M)-approximation of the unknown optimal value, where r(M) is the rank of matroid M. By means of a reduction from SETCOVER, we prove that the lnr(M) ratio cannot be further improved, even in the special case of partition matroids, unless . The results apply to the special case where M is a graphic matroid and where the prices π(?) are restricted to be all equal. This special case was previously known as the minimum label spanning tree (MLST) problem. For the MLST, our results improve over the ln(n-1)+1 ratio achieved by Wan, Chen and Xu in 2002. Inspired by the generality of our results, we study the approximability of coloring problems with different objective function π(F), where F is a common independent set on matroids M₁,…,M_k and, more generally, to independent systems characterized by the k-for-1 property.     

Characteristic vector fields of generic distributions of corank 2

We study generic distributions D⊂TM$D\subset TM$ of corank 2 on manifolds M   of dimension n?5$n?5$. We describe singular curves of such distributions, also called abnormal curves. For n   even the singular directions (tangent to singular curves) are discrete lines in D(x)$D(x)$, while for n   odd they form a Veronese curve in a projectivized subspace of D(x)$D(x)$, at generic x∈M$x\in M$. We show that singular curves of a generic distribution determine the distribution on the subset of M where they generate at least two different directions. In particular, this happens on the whole of M if n is odd. The distribution is determined by characteristic vector fields and their Lie brackets of appropriate order. We characterize pairs of vector fields which can appear as characteristic vector fields of a generic corank 2 distribution, when n is even.     

On the existence of nested orthogonal arrays

A nested orthogonal array is an OA(N,k,s,g) which contains an OA(M,k,r,g) as a subarray. Here r<s and M<N. Necessary conditions for the existence of such arrays are obtained in the form of upper bounds on k, given N, M, s, r and g. Examples are given to show that these bounds are quite powerful in proving nonexistence. The link with incomplete orthogonal arrays is also indicated.