On the Erlang Loss Model with Time Dependent Input

We consider the M(t)/M(t)/m/m queue, where the arrival rate λ(t) and service rate μ(t) are arbitrary (smooth) functions of time. Letting p_n(t) be the probability that n servers are occupied at time t (0≤ n≤ m, t > 0), we study this distribution asymptotically, for m→∞ with a comparably large arrival rate λ(t) = O(m) (with μ(t) = O(1)). We use singular perturbation techniques to solve the forward equation for p_n(t) asymptotically. Particular attention is paid to computing the mean number of occupied servers and the blocking probability p_m(t). The analysis involves several different space-time ranges, as well as different initial conditions (we assume that at t = 0 exactly n₀ servers are occupied, 0≤ n₀≤ m). Numerical studies back up the asymptotic analysis. AMS subject classification: 60K25,34E10 Supported in part by NSF grants DMS-99-71656 and DMS-02-02815     

薄原子蒸汽膜的双光子光谱及Dicke窄化

薄原子蒸汽膜的单光子Dcike窄化吸收光谱可以拓展到双光子情形，以级联三能级系统为例,从理论上得到了亚多普勒结构的双光子吸收光谱，其线型表现出和单光子过程相似的与膜厚和探测光波长的比值(L/λ)相关的周期性.当L/λ=(2n+1)/2(膜厚为半波长的奇数倍)时，吸收谱线窄化现象明显.当L/λ=2n/2(膜厚为半波长的偶数倍)时，单光子情形的谱线窄化现象消失，而双光子情形的谱线仍表现为亚多普勒结构，尤其在异侧入射的情形下，可以获得极窄的双光子谱线结构. 这种结构来自原子与腔壁碰撞的消激发效应和双光子过程的抽运-探测机制的贡献. 关键词： 薄原子蒸汽膜 双光子光谱 Dicke窄化     

Online weighted flow time and deadline scheduling

In this paper we study some aspects of weighted flow time. We first show that the online algorithm Highest Density First is an O(1)-speed O(1)-approximation algorithm for P|r_i,pmtn|∑w_iF_i. We then consider a related Deadline Scheduling Problem that involves minimizing the weight of the jobs unfinished by some unknown deadline D on a uniprocessor. We show that any c-competitive online algorithm for weighted flow time must also be c-competitive for deadline scheduling. We then give an O(1)-competitive algorithm for deadline scheduling.     

Nonlinear Time Series Analysis Since 1990:Some Personal Reflections

Abstract I reflect upon the development of nonlinear time series analysis since 1990 by focusing on five majorareas of development. These areas include the interface between nonlinear time series analysis and chaos,thenonparametric/semiparametric approach,nonlinear state space modelling,financial time series and nonlinearmodelling of panels of time series.     

Characterisations of function spaces of generalised smoothness

We investigate function spaces of generalised smoothness of Besov and Triebel–Lizorkin type. Equivalent quasi-norms in terms of maximal functions and local means are given. An atomic decomposition theorem for this type of spaces is proved. Mathematics Subject Classification (2000) 46E35     

偶氮苯衍生物三阶非线性的四波混频研究

用皮秒Ｎｄ：ＹＡＧ激光器的倍频光（５３２ｎｍ）对具有离域π－共轭电子云结构的偶氮苯类样品材料作简并四波混频补给，测得三阶非线性电极化率ｘ＾（３）和它们的时间响应分别为１０＾－９ｅｓｕ和２０ｐｓ，并对影响ｘ＾（３）的瞬时光栅作用和ｘ＾（３）的响应时间人了讨论。     

相型同步启动时间的M／M／c排队系统

本文研究带有同步启动时间的Ｍ／Ｍ／ｃ系统，其中启动时间是相型变量，给出了稳态和等待时间分布等结果。     

Fluorescence anisotropy decay study of self-association of bacterial luciferase intermediates

The fluorescence dynamics parameters of the fluorescent transient flavin-luciferase species from the typesVibrio fischeri andPhotobacterium leiognathi are presented. The fluorescence anisotropy decay is a single exponential function for both types. The correlation time is 70 ns for theP. leiognathi fluorescent transient intermediate (2°C, aqueous buffer, pH 7.0), consistent with the rotational correlation time of the luciferase macromolecule (77 kD) to which the flavin fluorophore is rigidly attached. In contrast, for theV. fischeri species the observed correlation time for the anisotropy decay function is 133 ns. This suggests that protein self-association occurs in theV. fischeri case and this is confirmed by filtration, where the fluorescent transient fromV. fischeri does not pass through a 100,000 molecular weight cutoff membrane, whereas theP. leiognathi species does. The filtration method also demonstrates self-association in the luciferase peroxyflavin and photoflavin fromV. fischeri. A monomer-dimer equilibrium also explains the previously reported high correlation times for theV. harveyi luciferase-flavin species. It is proposed that the self-association competes with the lumazine protein interaction in the bioluminescence reaction.     

总延误问题顺时安排法的性能比

给定一组工件的加工时间与工期，要求确定这些工件在一台机器上的加．工排列，使相应的总延误达到最小，这就是总延误问题．该问题在近年已被证明是NP困难的．由Wilkermn和Irwin（1971），林勋（1983）等所研究的顺时安排法能得到相邻交换意义下的局部解．在本文中，我们进一步证明该算法能得到前移邻域意义下的局部解，并确定了该算法的性能比．     

金融时间序列分析与建模

介绍了金融时间序列分析与建模的主要理论、方法,着重论述了近20多年发展起来的非平稳时间序列的建模方法及工具,指出进一步的研究方向.最后,对上证综合指数这一金融时间序列进行了实证分析.