An M/M/1 Driven Fluid Queue – Continued Fraction Approach

This paper presents complete solutions of the stationary distributions of buffer occupancy and buffer content of a fluid queue driven by an M/M/1 queue. We assume a general boundary condition when compared to the model discussed in Virtamo and Norros [Queueing Systems 16 (1994) 373–386] and Adan and Resing [Queueing Systems 22 (1996) 171–174]. We achieve the required solutions by transforming the underlying system of differential equations using Laplace transforms to a system of difference equations leading to a continued fraction. This continued fraction helps us to find complete solutions. We also obtain the buffer content distribution for this fluid model using the method of Sericola and Tuffin [Queueing Systems 31 (1999) 253–264].     

Explicit continued fractions with expected partial quotient growth

For let be the continued fraction expansion of . Write

We construct some numbers 's with

     

On the Approximation of Irrationals by Rationals

Let ξ be a real irrational number, and a ≧ 0, b ≧ 0, s > 1 be integers. A theorem of S. UCHIYAMA states that there are infinitely many pairs of integers u and v ≠ 0 such that OVBARξ?u/vOVBAR ≤ s²/4v² and u ? a, v ? b mod s, provided that it is not a ? 6 ? 0 mod s. It is shown that this result is best-possible for all integers s > 1.     

Potential theory of infinite dimensional Lévy processes

We study the potential theory of a large class of infinite dimensional Lévy processes, including Brownian motion on abstract Wiener spaces. The key result is the construction of compact Lyapunov functions, i.e., excessive functions with compact level sets. Then many techniques from classical potential theory carry over to this infinite dimensional setting. Thus a number of potential theoretic properties and principles can be proved, answering long standing open problems even for the Brownian motion on abstract Wiener space, as, e.g., formulated by R. Carmona in 1980. In particular, we prove the analog of the known result, that the Cameron-Martin space is polar, in the Lévy case and apply the technique of controlled convergence to solve the Dirichlet problem with general (not necessarily continuous) boundary data.     

A characterization of duality through section/projection correspondence in the finite dimensional setting

In this paper, we show that the well-known duality operation in the context of convex bodies in Rn is completely characterized by its property of interchanging sections with projections. Our results are compared to results by Böröczky-Schneider and Artstein-Milman, who showed that in many cases, the property of order reversing is sufficient to determine a duality operation, up to obvious linear modifications. In fact, we provide another result that recovers a known characterization of duality by the property of order reversing, and up to a mild condition, also a characterization of duality by interchanging sections by projections.     

FURTHER APPLICATIONS OF POLAR COORDINATES IN Cn

Simplify the proof on the domain of convergence of multiple power series and consider the case where some of z1, · · · , zn are contained only in a finite number of terms of the series. Obtain some results on holomorphic functions in Cn.     

Computation of limit periodic continued fractions. A survey

Over the last 20 years a large number of algorithms has been published to improve the speed and domain of convergence of continued fractions. In this survey we show that these algorithms are strongly related. Actually, they essentially boil down to two main principles.We also prove some results on asymptotic expansions of tail values of limit periodic continued fractions.Dedicated to Luigi Gatteschi on his seventieth birthdayThis research was partially supported by The Norwegian Research Council and by the HMC project ROLLS, under contract CHRX-CT93-0416.     

The Phase Transition in Statistical Models Defined on Farey Fractions

We consider several statistical models defined on the Farey fractions. Two of these models may be regarded as spin chains, with long-range interactions, while another arises in the study of multifractals associated with chaotic maps exhibiting intermittency. We prove that these models all have the same free energy. Their thermodynamic behavior is determined by the spectrum of the transfer operator (Ruelle–Perron–Frobenius operator), which is defined using the maps (presentation functions) generating the Farey tree. The spectrum of this operator was completely determined by Prellberg. It follows that these models have a second-order phase transition with a specific heat divergence of the form C [ ln² ]^–1. The spin chain models are also rigorously known to have a discontinuity in the magnetization at the phase transition.     

Characterizations of generalized Hermite and sieved ultraspherical polynomials

A new characterization of the generalized Hermite polyno-
mials and of the orthogonal polynomials with respect to the measure
is derived which is based on a ``reversing property" of the coefficients in the corresponding recurrence formulas and does not use the representation in terms of Laguerre and Jacobi polynomials. A similar characterization can be obtained for a generalization of the sieved ultraspherical polynomials of the first and second kind. These results are applied in order to determine the asymptotic limit distribution for the zeros when the degree and the parameters tend to infinity with the same order.