No limit cycle in two species second order kinetics

We give a new and direct proof of the nonexistence of limit cycle in a bimolecular system and the characterization of the unique bimolecular oscillator. The proof is an application of classification theorems on vector fields with homogeneous second degree polynomial perturbations.     

Combined Elapsed Time and Matrix-Analytic Method for the Discrete Time GI/G/1 and GI X /G/1 Systems

In this paper, we show that the discrete GI/G/1 system can be easily analysed as a QBD process with infinite blocks by using the elapsed time approach in conjunction with the Matrix-geometric approach. The positive recurrence of the resulting Markov chain is more easily established when compared with the remaining time approach. The G-measure associated with this Markov chain has a special structure which is usefully exploited. Most importantly, we show that this approach can be extended to the analysis of the GI ^X /G/1 system. We also obtain the distributions of the queue length, busy period and waiting times under the FIFO rule. Exact results, based on computational approach, are obtained for the cases of input parameters with finite support – these situations are more commonly encountered in practical problems.     

Estimates on Green functions and Schrödinger-type equations for non-symmetric diffusions with measure-valued drifts

In this paper, we establish sharp two-sided estimates for the Green functions of non-symmetric diffusions with measure-valued drifts in bounded Lipschitz domains. As consequences of these estimates, we get a 3G type theorem and a conditional gauge theorem for these diffusions in bounded Lipschitz domains.Informally the Schrödinger-type operators we consider are of the form L+μ⋅∇+ν where L is a uniformly elliptic second order differential operator, μ is a vector-valued signed measure belonging to Kd,1 and ν is a signed measure belonging to Kd,2. In this paper, we establish two-sided estimates for the heat kernels of Schrödinger-type operators in bounded C1,1-domains and a scale invariant boundary Harnack principle for the positive harmonic functions with respect to Schrödinger-type operators in bounded Lipschitz domains.     

On the representations of quantum oscillator algebra

It is shown that for q<1, the quantum oscillator algebra has a supplementary family of representations inequivalent to the usual q-Fock representation, with no counterpart at the limit q=1. They are used to build representations of SU _q (1,1) and E(2) in Schwinger's way.     

Uniqueness and absolute continuity of weak solutions for parabolic SPDE's

The paper presents necessary and sufficient conditions for the absolute continuity of measures generated by infinite-dimensional martingale problems. This result is applied to the study of the existence and uniqueness of weak solutions to nonlinear parabolic SPDE's. The paper also addresses the problem of stochastic integration with respect to a martingale in a quasi-complete locally convex topological vector space.This work was partially supported by NSF Grant # DMS-9002997 and ONR Grant # N00014-91-J-1526.     

Regenerative simulation of TES processes

Regenerative simulation has become a familiar and established tool for simulation-based estimation. However, many applications (e.g., traffic in high-speed communications networks) call for autocorrelated stochastic models to which traditional regenerative theory is not directly applicable. Consequently, extensions of regenerative simulation to dependent time series is increasingly gaining in theoretical and practical interest, with Markov chains constituting an important case. Fortunately, a regenerative structure can be identified in Harris-recurrent Markov chains with minor modification, and this structure can be exploited for standard regenerative estimation. In this paper we focus on a versatile class of Harris-recurrent Markov chains, called TES (Transform-Expand-Sample). TES processes can generate a variety of sample paths with arbitrary marginal distributions, and autocorrelation functions with a variety of functional forms (monotone, oscillating and alternating). A practical advantage of TES processes is that they can simultaneously capture the first and second order statistics of empirical sample paths (raw field measurements). Specifically, the TES modeling methodology can simultaneously match the empirical marginal distribution (histogram), as well as approximate the empirical autocorrelation function. We explicitly identify regenerative structures in TES processes and proceed to address efficiency and accuracy issues of prospective simulations. To show the efficacy of our approach, we report on a TES/M/1 case study. In this study, we used the likelihood ratio method to calculate the mean waiting time performance as a function of the regenerative structure and the intrinsic TES parameter controlling burstiness (degree of autocorrelation) in the arrival process. The score function method was used to estimate the corresponding sensitivity (gradient) with respect to the service rate. Finally, we demonstrated the importance of the particular regenerative structure selected in regard to the estimation efficiency and accuracy induced by the regeneration cycle length.     

Representations of lie groups and multidimensional special functions

This work is devoted to the construction and investigation of two new classes of special functions, related to representations of groups of motions in the spaces of constant curvature as well as the unitary group of large ranks. These are special functions with matrix indices and some types of orthogonal polynomials in several continuous and discrete variables. The functions introduced generalize a number of classical scalar special functions in one variable.     

Explicit continued fractions and quantum gravity

This paper deals with the subject of completely integrable systems, particularly Painlevé equations, monodromy and Stokes parameters, complex analysis, approximation theory, computational mathematics, and number theory. The starting point is the rather narrow question: What is the closed-form expression for the continued fraction expansions of functions having closed (explicit) form definition?     

<Emphasis Type="Italic">L</Emphasis><Superscript>2</Superscript>-Betti numbers of one-relator groups

We determine the L ²-Betti numbers of all one-relator groups and all surface-plus-one-relation groups. We also obtain some information about the L ²-cohomology of left-orderable groups, and deduce the non-L ² result that, in any left-orderable group of homological dimension one, all two-generator subgroups are free. Warren Dicks was Funded by the DGI (Spain) through Project BFM2003-06613.     

Parallel axiom in convexity lattices

The convexity lattices, introduced by Bennett and Birkhoff, generalize the lattices of convex sets. We present three forms of Parallel Axiom in such lattices and define Euclidean and two classes of non-Euclidean lattices via the number of parallel lines through a point. The paper deals with these three classes of lattices.