Lévy-driven GPS queues with heavy-tailed input

In this paper, we derive exact large buffer asymptotics for a two-class generalized processor sharing (GPS) model, under the assumption that the input traffic streams generated by both classes correspond to heavy-tailed Lévy processes. Four scenarios need to be distinguished, which differ in terms of (i) the level of heavy-tailedness of the driving Lévy processes as well as (ii) the values of the corresponding mean rates relative to the GPS weights. The derived results are illustrated by two important special cases, in which the queues’ inputs are modeled by heavy-tailed compound Poisson processes and by \(\alpha \)-stable Lévy motions.     

Ordinary and strong density continuity of complex analytic functions

In the paper we prove that the complex analytic functions are (ordinarily) density continuous. This stays in contrast with the fact that even such a simple function asG:²²,G(x,y)=(x,y ³ ), is not density continuous [1]. We will also characterize those analytic functions which are strongly density continuous at the given pointa . From this we conclude that a complex analytic functionf is strongly density continuous if and only iff(z)=a+bz, wherea, b andb is either real or imaginary.     

Exact asymptotics of supremum of a stationary Gaussian process over a random interval

Let {X(t):t∈[0,∞)} be a centered stationary Gaussian process. We study the exact asymptotics of P(sup_s∈[0,T]X(s)>u), as u→∞, where T is an independent of {X(t)} nonnegative random variable. It appears that the heaviness of T impacts the form of the asymptotics, leading to three scenarios: the case of integrable T, the case of T having regularly varying tail distribution with parameter λ∈(0,1) and the case of T having slowly varying tail distribution.     

New algorithms for maximum disjoint paths based on tree-likeness

Mathematical Programming - The aim of this paper is to show that every representative function of a maximally monotone operator is the Fitzpatrick transform of a bifunction corresponding to the...     

Dynamic thermoviscoelastic thermistor problem with contact and nonmonotone friction

Abstract

The paper studies the evolution of the thermomechanical and electric state of a thermoviscoelastic thermistor that is in frictional contact with a reactive foundation. The mechanical process is dynamic, while the electric process is quasistatic. Friction is modeled with a nonmonotone relation between the tangential traction and tangential velocity. Frictional heat generation is taken into account and so is the strong dependence of the electric conductivity on the temperature. The mathematical model for the process is in the form of a system that consists of dynamic hyperbolic subdifferential inclusion for the mechanical state coupled with a nonlinear parabolic equation for the temperature and an elliptic equation for the electric potential. The paper establishes the existence of a weak solution to the problem by using time delays, a priori estimates and a convergence method.     

Some remarks on the theorem of Möbius

H.S.M. Coxeter in his book Introduction to Geometry quotes a theorem of Möbius. In the paper two counterexamples are given. A corrected version of the theorem is stated and proved.     

Chern and Pontryagin Numbers in Perfect Symmetries of Spheres

The paper presents a procedure for constructing smooth actions of finite perfect groups on spheres with fixed point sets having certain prescribed properties (Theorem A); in particular, having any prescribed configuration of Chern and Pontryagin numbers (Corollary C). The main ingredients used are equivariant thickening and equivariant surgery.     

Lévy processes and Fourier multipliers

We study Fourier multipliers which result from modulating jumps of Lévy processes. Using the theory of martingale transforms we prove that these operators are bounded in Lp(Rd) for 1<p<∞ and we obtain the same explicit bound for their norm as the one known for the second order Riesz transforms.     

A random flight process associated to a Lorentz gas with variable density in a gravitational field

We investigate a random flight process approximation to a random scatterer Lorentz gas with variable scatterer density in a gravitational field. For power function densities we show how the parameters of the model determine recurrence or transience of the vertical component of the trajectory. Finally, our methods show that, with appropriate scaling of space, time and the density of obstacles, the trajectory of the particle converges to a diffusion with explicitly given parameters.     

Modeling and numerical analysis of the thread rolling process

The paper presents the physical and mathematical models of deformations (displacements and strains) and the stress in the cold process of the thread rolling. The process is considered as a geometrical and physical nonlinear, initial as well as a boundary value problem. The phenomena of a typical incremental step were described using a step-by-step incremental procedure, in the updated Lagrangian formulation. The state of strains was described by Green-Lagrange's tensor, while the state of stress was described by the second symmetrical Pioli-Kirchhoff's tensor. The object was treated as an elastic (in the reversible zone) and visco-plastic body (in the non-reversible zone) with mixed hardening. The variational equation of the motion in three dimensions for this case was proposed. Then, the finite elements methods (FEM) and dynamic explicit method (DEM) were used to obtain the solution. In a numerical analysis, boundary condition for a displacement increment, was determined in the model investigation. The results of a numerical analysis were compared and verified in an experimental investigation. Examples of calculations of the influence of a friction coefficient on the state of the deformation and stress, and an example application for this method of thread rolling were presented. (© 2006 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)