A Maclaurin-series expansion approach to multiple paired queues

Motivated by kitting processes in assembly systems, we consider a Markovian queueing system with K$K$ paired finite-capacity buffers. Pairing means that departures from the buffers are synchronised and that service is interrupted if any of the buffers is empty. To cope with the inherent state-space explosion problem, we propose an approximate numerical algorithm which calculates the first L$L$ coefficients of the Maclaurin series expansion of the steady-state probability vector in O(KLM)$O\left(KLM\right)$ operations, M$M$ being the size of the state space.     

On finite capacity queues with time dependent arrival rates

We consider the finite capacity M/M/1−K$M/M/1-K$ queue with a time dependent arrival rate λ(t)$\lambda \left(t\right)$. Assuming that the capacity K$K$ is large and that the arrival rate varies slowly with time (as t/K$t/K$), we construct asymptotic approximations to the probability of finding n$n$ customers in the system at time t$t$, as well as the mean number. We consider various time ranges, where the system is nearly empty, nearly full, or is filled to a fraction of its capacity. Extensive numerical studies are used to back up the asymptotic analysis.     

Asymptotic average shadowing property on compact metric spaces

We prove that if for a continuous map f$f$ on a compact metric space X$X$, the chain recurrent set, R(f)$R\left(f\right)$ has more than one chain component, then f$f$ does not satisfy the asymptotic average shadowing property. We also show that if a continuous map f$f$ on a compact metric space X$X$ has the asymptotic average shadowing property and if A$A$ is an attractor for f$f$, then A$A$ is the single attractor for f$f$ and we have A=R(f)$A=R\left(f\right)$. We also study diffeomorphisms with asymptotic average shadowing property and prove that if M$M$ is a compact manifold which is not finite with dimM=2$dimM=2$, then the C¹$C^1$ interior of the set of all C¹$C^1$ diffeomorphisms with the asymptotic average shadowing property is characterized by the set of Ω$\Omega$-stable diffeomorphisms.     

Modules satisfying the weak Nakayama property

Let R$R$ be a commutative ring with identity. We will say that an R$R$-module M$M$ satisfies the weak Nakayama property, if IM=M$IM=M$, where I$I$ is an ideal of R$R$, implies that for any x∈M$x\in M$ there exists a∈I$a\in I$ such that (a−1)x=0$(a-1)x=0$. In this paper, we will study modules satisfying the weak Nakayama property. It is proved that if R$R$ is a local ring, then R$R$ is a Max ring if and only if J(R)$J\left(R\right)$, the Jacobson radical of R$R$, is T$T$-nilpotent if and only if every R$R$-module satisfies the weak Nakayama property.     

Sister Beiter and Kloosterman: A tale of cyclotomic coefficients and modular inverses

For a fixed prime p$p$, the maximum coefficient (in absolute value) M(p)$M\left(p\right)$ of the cyclotomic polynomial _Φpqr(x)${\Phi }_{pqr}\left(x\right)$, where r$r$ and q$q$ are free primes satisfying r>q>p$r>q>p$ exists. Sister Beiter conjectured in 1968 that M(p)≤(p+1)/2$M\left(p\right)\le (p+1)/2$. In 2009 Gallot and Moree showed that M(p)≥2p(1−?)/3$M\left(p\right)\ge 2p(1-?)/3$ for every p$p$ sufficiently large. In this article Kloosterman sums (‘cloister man sums’) and other tools from the distribution of modular inverses are applied to quantify the abundancy of counter-examples to Sister Beiter’s conjecture and sharpen the above lower bound for M(p)$M\left(p\right)$.     

Partial rigidity of degenerate CR embeddings into spheres

In this paper, we study degenerate CR embeddings f$f$ of a strictly pseudoconvex hypersurface M⊂Cⁿ⁺¹$M\subset {\mathbb{C}}^{n+1}$ into a sphere S$\mathbb{S}$ in a higher dimensional complex space C^N+1${\mathbb{C}}^{N+1}$. The degeneracy of the mapping f$f$ will be characterized in terms of the ranks of the CR second fundamental form and its covariant derivatives. In 2004, the author, together with X. Huang and D. Zaitsev, established a rigidity result for CR embeddings f$f$ into spheres in low codimensions. A key step in the proof of this result was to show that degenerate mappings are necessarily contained in a complex plane section of the target sphere (partial rigidity). In the 2004 paper, it was shown that if the total rank d$d$ of the second fundamental form and all of its covariant derivatives is <n$<n$ (here, n$n$ is the CR dimension of M$M$), then f(M)$f\left(M\right)$ is contained in a complex plane of dimension n+d+1$n+d+1$. The converse of this statement is also true, as is easy to see. When the total rank d$d$ exceeds n$n$, it is no longer true, in general, that f(M)$f\left(M\right)$ is contained in a complex plane of dimension n+d+1$n+d+1$, as can be seen by examples. In this paper, we carry out a systematic study of degenerate CR mappings into spheres. We show that when the ranks of the second fundamental form and its covariant derivatives exceed the CR dimension n$n$, then partial rigidity may still persist, but there is a “defect” k$k$ that arises from the ranks exceeding n$n$ such that f(M)$f\left(M\right)$ is only contained in a complex plane of dimension n+d+k+1$n+d+k+1$. Moreover, this defect occurs in general, as is illustrated by examples.     

On functional limits of short- and long-memory linear processes with GARCH(1,1) noises

This paper considers the short- and long-memory linear processes with GARCH (1,1) noises. The functional limit distributions of the partial sum and the sample autocovariances are derived when the tail index α$\alpha$ is in (0,2)$(0,2)$, equal to 2, and in (2,∞)$(2,\infty )$, respectively. The partial sum weakly converges to a functional of α$\alpha$-stable process when α<2$\alpha <2$ and converges to a functional of Brownian motion when α≥2$\alpha \ge 2$. When the process is of short-memory and α<4$\alpha <4$, the autocovariances converge to functionals of α/2$\alpha /2$-stable processes; and if α≥4$\alpha \ge 4$, they converge to functionals of Brownian motions. In contrast, when the process is of long-memory, depending on α$\alpha$ and β$\beta$ (the parameter that characterizes the long-memory), the autocovariances converge to either (i) functionals of α/2$\alpha /2$-stable processes; (ii) Rosenblatt processes (indexed by β$\beta$, 1/2<β<3/4$1/2<\beta <3/4$); or (iii) functionals of Brownian motions. The rates of convergence in these limits depend on both the tail index α$\alpha$ and whether or not the linear process is short- or long-memory. Our weak convergence is established on the space of càdlàg functions on [0,1]$[0,1]$ with either (i) the _J1$J_1$ or the _M1$M_1$ topology (Skorokhod, 1956); or (ii) the weaker form S$S$ topology (Jakubowski, 1997). Some statistical applications are also discussed.     

Optimization of the T policy M/G/1 queue with server breakdowns and general startup times

This paper investigates the T$T$ policy M/G/1 queue with server breakdowns, and startup times. Customers arrive at the system according to a Poisson process. Service times, repair times, and startup times are assumed to be generally distributed. The server is turned on after a fixed length of time T$T$ repeatedly until at least one customer is present in the waiting line. The server needs a startup time before starting the service. We analyze various system performance measures and develop the total expected cost function per unit time in which T$T$ is a decision variable. We determine the optimum threshold T^∗$T^{\ast }$ and derive analytical results for sensitivity investigations. The sensitivity analysis is particularly valuable to the system analyst when evaluating future conditions. We also present extensive numerical computation for illustration purpose.     

An efficient computation algorithm for a multiserver feedback retrial queue with a large queueing capacity

Kumar et al. consider the M/M/c/N+c feedback queue with constant retrial rate [1]. They provide a solution for the steady state probabilities based on the matrix-geometric method. We show that there exists a more efficient computation method to calculate the steady state probabilities when N+c$N+c$ is large. We prove that the number of zero-eigenvalues of the characteristic matrix polynomial associated with the balance equation is ⌊(N+c+2)/2⌋$\lfloor (N+c+2)/2\rfloor$. As consequence, the remaining eigenvalues inside the unit circle can be computed in a quick manner based on the Sturm sequences. Therefore, the steady state probabilities can be determined in an efficient way.     

Monotonicity properties of multi-dimensional reflected diffusions in random environment and applications

We consider an N$N$-dimensional reflected process, modeling an infinite capacity fluid queues network, of which service and input rates depend on the queue levels as well as on the state of an exterior ergodic stationary process. N$N$ is the number of queues in the network. We prove a monotonicity result for such a process, from which we deduce stability results for networks of queues. Particular attention is paid to the case N=2$N=2$. Next, we give some applications of those stability results.     

Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient

We consider a multidimensional diffusion X$X$ with drift coefficient b(α,_Xt)$b(\alpha ,X_t)$ and diffusion coefficient ?σ(β,_Xt)$?\sigma (\beta ,X_t)$. The diffusion sample path is discretely observed at times _tk=kΔ$t_k=k\Delta$ for k=1…n$k=1\dots n$ on a fixed interval [0,T]$[0,T]$. We study minimum contrast estimators derived from the Gaussian process approximating X$X$ for small ?$?$. We obtain consistent and asymptotically normal estimators of α$\alpha$ for fixed Δ$\Delta$ and ?→0$?\to 0$ and of (α,β)$(\alpha ,\beta )$ for Δ→0$\Delta \to 0$ and ?→0$?\to 0$ without any condition linking ?$?$ and Δ$\Delta$. We compare the estimators obtained with various methods and for various magnitudes of Δ$\Delta$ and ?$?$ based on simulation studies. Finally, we investigate the interest of using such methods in an epidemiological framework.     

Reflection principle and Ocone martingales

Let M=_(Mt)t≥0$M={\left(M_t\right)}_{t\ge 0}$ be any continuous real-valued stochastic process. We prove that if there exists a sequence _(an)n≥1${\left(a_n\right)}_{n\ge 1}$ of real numbers which converges to 0 and such that M$M$ satisfies the reflection property at all levels _an$a_n$ and 2_an$2a_n$ with n≥1$n\ge 1$, then M$M$ is an Ocone local martingale with respect to its natural filtration. We state the subsequent open question: is this result still true when the property only holds at levels _an$a_n$? We prove that this question is equivalent to the fact that for Brownian motion, the σ$\sigma$-field of the invariant events by all reflections at levels _an$a_n$, n≥1$n\ge 1$ is trivial. We establish similar results for skip free Z$\mathbb{Z}$-valued processes and use them for the proof in continuous time, via a discretization in space.