Clearing Models for M/G/1 Queues

We consider M/G/1-type queueing systems with disasters, occurring at certain random times and causing an instantaneous removal of the entire residual workload from the system. After such a clearing, the system is assumed to be ready to start working again immediately. We consider clearings at deterministic equidistant times, at random times and at crossings of some prespecified level, and derive the stationary distribution of the workload process for these clearing times and some of their combinations.     

Riesz completions,functional representations,and anti-lattices

We show that the Riesz completion of an Archimedean partially ordered vector space $X$ with unit can be represented as a norm dense Riesz subspace of the smallest functional representation of $X.$ This yields a convenient way to find the Riesz completion. To illustrate the method, the Riesz completions of spaces ordered by Lorentz cones, cones of symmetric positive semi-definite matrices, and polyhedral cones are determined. We use the representation to analyse the existence of non-trivial disjoint elements and link the absence of such elements to the notion of anti-lattice. One of the results is a geometric condition on the dual cone of a finite dimensional partially ordered vector space $X$ that ensures that $X$ is an anti-lattice.     

Operators in pre-Riesz spaces: moduli and homomorphisms

We focus on two topics that are related to moduli of elements in partially ordered vector spaces. First, we relate operators that preserve moduli to generalized notions of lattice homomorphisms, such as Riesz homomorphisms, Riesz* homomorphisms, and positive disjointness preserving operators. We also consider complete Riesz homomorphisms, which generalize order continuous lattice homomorphisms. Second, we characterize elements with a modulus by means of disjoint elements and apply this result to obtain moduli of functionals and operators in various settings. On spaces of continuous functions, we identify those differences of Riesz* homomorphisms that have a modulus. Many of our results for pre-Riesz spaces of continuous functions lead to results on order unit spaces, where the functional representation is used.

     

A Series Approach to Stochastic Differential Equations with Infinite Dimensional Noise

This paper considers semilinear stochastic differential equations in Hilbert spaces with Lipschitz nonlinearities and with the noise terms driven by sequences of independent scalar Wiener processes (Brownian motions). The interpretation of such equations requires a stochastic integral. By means of a series of Itô integrals, an elementary and direct construction of a Hilbert space valued stochastic integral with respect to a sequence of independent scalar Wiener processes is given. As an application, existence and strong and weak uniqueness for the stochastic differential equation are shown by exploiting the series construction of the integral.     

Two-Queue Polling Models with a Patient Server

We consider two-queue polling models with the special feature that a timer mechanism is employed at Q ₁: whenever the server polls Q ₁ and finds it empty, it activates a timer and remains dormant, waiting for the first arrival. If such an arrival occurs before the timer expires, a busy period starts in accordance with Q ₁'s service discipline. However, if the timer is shorter than the interarrival time to Q ₁, the server does not wait any more and switches back to Q ₂. We consider three configurations: (i) Q ₁ is controlled by the 1-limited protocol while Q ₂ is served exhaustively, (ii) Q ₁ employs the exhaustive regime while Q ₂ follows the 1-limited procedure, and (iii) both queues are served exhaustively. In all cases, we assume Poisson arrivals and allow general service and switchover time distributions. Our main results include the queue length distributions at polling instants, the waiting time distributions and the distribution of the total workload in the system.     

Multiresolutions and primitives

In wavelet theory smootheness is one of the main interests. By the Mallat-Meyer construction (see [He] or [Me]) the problem of finding smooth wavelets is reduces to finding smooth scaling functions of multiresolutions. From a given scaling function g a smoother one can be made by taking convolution with e. g. the characteristic function of [0,1]. In this article a characterisation of the multiresolution generated by that convolution-will be given by means of primitives of functions in the multiresolution generated by g. From this, the spline multiresolutions follow as a special case.     

Efficient visit frequencies for polling tables: minimization of waiting cost

Polling systems have been used as a central model for the modeling and analysis of many communication systems. Examples include the Token Ring network and a communications switch. The common property of these systems is the need to efficiently share a single resource (server) amongN entities (stations). In spite of the massive research effort in this area, very little work has been devoted to the issue of how toefficiently operate these systems.In the present paper we deal with this problem, namely with how to efficiently allocate the server's attention among theN stations. We consider a framework in which a predetermined fixed visit order (polling table) is used to establish the order by which the server visits the stations, and we address the problem of how to construct an efficient (optimal) polling table. In selecting a polling table the objective is to minimize the mean waiting cost of the system, a weighted sum of the mean delays with arbitrary cost parameters. Since the optimization problem involved is very hard, we use an approximate approach. Using two independent analyses, based on a lower bound and on mean delay approximations, we derive very simple rules for the determination of efficient polling tables. The two rules are very similar and even coincide in most cases. Extensive numerical examination shows that the rules perform well and that in most cases the system operates very close to its optimal operation point.