A review ofL=λW and extensions

A fundamental principle of queueing theory isL=W (Little's law), which states that the time-average or expected time-stationary number of customers in a system is equal to the product of the arrival rate and the customer-average or expected customer-stationary time each customer spends in the system. This principle is now well known and frequently applied. However, in recent years there have been extensions, such as H=G and the continuous, distributional, ordinal and central-limit-theorem versions, which show that theL=W relation, when viewed properly, has much more power than was previously realized. Moreover, connections have been established between H=G and other fundamental relations, such as the rate conservation law and PASTA (Poisson arrivals see time averages), which show that there is a much greater unity in the overall theory than was previously realized. This paper provides a review.This paper is dedicated to the memory of our colleague Professor Peter Franken (1937–1989), who contributed greatly to the subject of this paper and to queueing theory more generally.     

Estimates of the tail of the stationary density function of certain nonlinear autoregressive processes

We consider the Markov chainX _n+1=T(X _n )+ _n , where { _n ;n1} is a ^d -valued random sequence of independent identically distributed random variables, and the functionT: ^{d d} is measurable and satisfies a suitable growth condition. Under certain conditions involvingT and the probability distribution of _n , we show that this Markov chain is ergodic. Moreover, we obtain sharp upper bounds for the tail of the corresponding stationary probability density function. In our proofs, we make use of the Leray-Schauder fixed-point theorem.     

Finite-size scaling for Potts models

Recently, Borgs and Kotecký developed a rigorous theory of finite-size effects near first-order phase transitions. Here we apply this theory to the ferromagneticq-state Potts model, which (forq large andd2) undergoes a first-order phase transition as the inverse temperature is varied. We prove a formula for the internal energy in a periodic cube of side lengthL which describes the rounding of the infinite-volume jumpE in terms of a hyperbolic tangent, and show that the position of the maximum of the specific heat is shifted by _m (L)=(Inq/E)L ^–d +O(L ^–2d ) with respect to the infinite-volume transition point _t . We also propose an alternative definition of the finite-volume transition temperature _t (L) which might be useful for numerical calculations because it differs only by exponentially small corrections from _t .     

Interface motion in a two-dimensional Ising model with a field

We determine by Monte Carlo simulations the width of an interface between the stable phase and the metastable phase in a two-dimensional Ising model with a magnetic field, in the case of nonconversed order parameter (Glauber dynamics). At zero temperature, the width increases ast with–1/3, as predicted by earlier theories. As temperature increases, the value of the effective exponent that we measure decreases toward the value 1/4, which is the value in the absence of magnetic field.     

Fluctuation-dominated kinetics in the a+b→0 reaction between immobile particles

We consider the accumulation of immobile particles landing on a one-dimensional lattice and annihilating via the A + B 0 bimolecular reaction. Here we focus on short-range interactions with cutoff. We investigate through computer simulations both the kinetics of the particles' accumulation and also their spatial distribution. The relation between the exponents describing the growth of the particles' concentration and the correlation length of their distribution shows that the kinetics of accumulation is fluctuation-dominated.This work is dedicated to Prof. George H. Weiss.     

Search for νμ and ντ supernova neutrinos with massive liquid-scintillation detectors

Summary In this paper we have estimated the sensitivity of a large-mass liquid-scintillation detector to search for supernova neutrinos of different flavours. Events produced by ν_μ and ν_τ interactions can be identified by looking at the distorsion in the neutrino energy spectrum. We have shown here that, overlapped to the main energy distribution produced by interactions with protons a peak at 15.11 MeV (due to the de-excitation of¹²C^* nuclei excited by neutral-current neutrino interactions) gives a possible signature of these neutrino flavours. Due to the relevance of its scientific content, this paper has been given priority by the Journal Direction.     

Modelling of the pressure-velocity correlation in turbulence diffusion

Most current computations of trubulent flows with second-moment closure adopt the diffusion models which neglect the effect of pressure-velocity correlation. In the present paper the importance of this correlation effect is elucidated the neglect of this effect accounts for some major defects in the wide application of the second-moment closures. Through the relation between and , established by Lumley, we propose here a new turbulence diffusion model which takes into consideration the pressure effect. Applications of this new model in the computation of shearless turbulence mixing layer and plane and round-jet flows show that the spreading rate of these flows can be satisfactorily captured.     

Multicolor particle systems with large threshold and range

In this paper we consider the Greenberg-Hastings and cyclic color models. These models exhibit (at least) three different types of behavior. Depending on the number of colors and the size of two parameters called the threshold and range, the Greenberg-Hastings model either dies out, or has equilibria that consist of debris or fire fronts. The phase diagram for the cyclic color models is more complicated. The main result of this paper, Theorem 1, proves that the debris phase exists for both systems.     

Random infinite-volume Gibbs states for the Curie-Weiss random field Ising model

An approach to the definition of infinite-volume Gibbs states for the (quenched) random-field Ising model is considered in the case of a Curie-Weiss ferromagnet. It turns out that these states are random quasi-free measures. They are random convex linear combinations of the free product-measures shifted by the corresponding effective mean fields. The conditional self-averaging property of the magnetization related to this randomness is also discussed.This paper is dedicated to Robert A. Minlos on the occasion of his 60th birthday.     

Monte carlo calculations of the conformal charge

The conformal charge is an important quantity which characterizes the nature of the two-dimensional phase transition. We report a first attempt to use a new numerical method to calculate the conformal charge. In this paper, we apply our method to the 2-dimensional, ⁴, continuous-spin Ising model. By varying the parameters in the Hamiltonian, one can change continuously from the known Gaussian limit to the Ising limit. It is well known that the critical points for these two systems are not in the same universality class. We study this behavior for the Gaussian model, the single-well ⁴ model, the border model, and the double-well ⁴ model for a large lattice. Our results, while giving a good general picture, are not so far sufficient to differentiate whether the non-Gaussian cases studied belong to the Ising model universality class or not. Further studies of other lattice sizes should serve to improve greatly our conclusions.