具有位相型修理的离散时间可修排队系统

本文研究了具有一般独立输入，位相型修理的离散时间可修排队系统，假定服务台对顾客的服务时间和服务台寿命服从几何分布，运用矩阵解析方法我们给出系统嵌入在到达时刻的稳态队长分布和等待时间分布，并证明这些分布均为离散位相型分布．我们也得到在广义服务时间内服务台发生故障次数的分布，证明它服从一个修正的几何分布．我们对离散时间可修排队与连续时间可修排队进行了比较，说明这两种排队系统在一些性能指标方面的区别之处．最后我们通过一些数值例子说明在这类系统中顾客的到达过程、服务时间和服务台的故障率之间的关系．     

同输入M/M/∞排队群的联合队长过程

本提出一个偏微分方程方法，用这一方法研究同输入M/M／∞排队群中的联合队长分布。在任意初始条件下，给出了瞬时联合队长分布的多元母函数，也讨论了稳态队长的联合分布及各排队系统之间的相关性。     

Design and fabrication of fluid controlled dynamic optical lens system

A novel small fluid controlled optical lens system that is capable of displaying dynamic variation of its focal length and field-of-view (FOV) is designed and fabricated. In this active lens system, appropriate volume of the optical fluid can be pumped into or out of the lens chamber to provide double-convex (DCX) or double-concave (DCV) lens effect. Simple optical imaging experiments were performed using different sets of glass lenses with fixed focal lengths to determine the optimum lens configuration required for designing a dynamic optical lens system. The experimental results obtained from the glass lenses demonstrate that a combination of a single DCX lens with three DCV lenses provides a wider FOV. The flexible membranes for fluid controlled lenses were fabricated using polydimethylsiloxane polymer material, which has good optical transparency and elasticity. A simple fluid injection system is used to vary the radius of curvature of the lenses, and thereby to change the focal length. A dynamic optical lens system with a combination of one DCX and multiple variable focal length DCV lenses as designed here can image an object with a wide range of focal length and FOV. With this fluid controlled optical system, the FOV and focal length could be continuously varied and a maximum FOV of 118.3° could be achieved. The smallest f-number (f_/#) for this fluid controlled single lens system was found to be 1.3, which corresponds to the numerical aperture value of 0.35.     

A bound on the total size of a cut cover

A cycle cover (cut cover) of a graph G is a collection of cycles (cuts) of G that covers every edge of G at least once. The total size of a cycle cover (cut cover) is the sum of the number of edges of the cycles (cuts) in the cover.We discuss several results for cycle covers and the corresponding results for cut covers. Our main result is that every connected graph on n vertices and e edges has a cut cover of total size at most 2e-n+1 with equality precisely when every block of the graph is an odd cycle or a complete graph (other than K₄ or K₈). This corresponds to the result of Fan [J. Combin. Theory Ser. B 74 (1998) 353-367] that every graph without cut-edges has a cycle cover of total size at most e+n-1.     

Stability of Markovian structure observed in high frequency foreign exchange data

Contrary to the common sense in economics and financial engineering, price fluctuations at very fine level of motion exhibit various evidences against the efficient market hypothesis. We attempt to investigate this issue by studying extensive amount of foreign currency exchange data for over five years at the finest level of resolution. We specifically focus on the proposed stability in binomial conditional probabilities originally found in much smaller examples of financial time series. In order to handle very large data, we have written an efficient program in C that automatically generates those conditional probabilities. It is found that the stability is maintained for extremely large time duration that covers almost the entire period. Based on the length of conditions for which the conditional probabilities are distinguishable each other, we identify the length of memory being less than 3 movements.     

图中相互独立的4圈和含4个点的路

设k是一个正整数，G是一个顶点数为|G|=4k的图. 假设σ\-2(G)≥4k-1, 则G有一个支撑子图含k-1个4圈和一条顶点数为4的路，使得所有这些圈和路都是相互独立的. 设G=(V\-1,V \-2;E)是一个二分图使得|V\-1|=|V\-2|=2k. 如果对G中每一对满足x∈V\-1和y∈V\-2的不 相邻的顶点x和y 都有d(x)+d(y)≥2k+1, 则G包含k-1个相互独立的4圈和一条顶点数为4的路，使得所有这些圈和路都是相互独立的，并且此度条件是最好的.     

Permutation graphs, fast forward permutations, and sampling the cycle structure of a permutation

PS_N is a fast forward permutation if for each m the computational complexity of evaluating P^m(x) is small independently of m and x. Naor and Reingold constructed fast forward pseudorandom cycluses and involutions. By studying the evolution of permutation graphs, we prove that the number of queries needed to distinguish a random cyclus from a random permutation in S_N is Θ(N) if one does not use queries of the form P^m(x), but is only Θ(1) if one is allowed to make such queries. We construct fast forward permutations which are indistinguishable from random permutations even when queries of the form P^m(x) are allowed. This is done by introducing an efficient method to sample the cycle structure of a random permutation, which in turn solves an open problem of Naor and Reingold.     

Single-server queues with spatially distributed arrivals

Consider a queueing system where customers arrive at a circle according to a homogeneous Poisson process. After choosing their positions on the circle, according to a uniform distribution, they wait for a single server who travels on the circle. The server's movement is modelled by a Brownian motion with drift. Whenever the server encounters a customer, he stops and serves this customer. The service times are independent, but arbitrarily distributed. The model generalizes the continuous cyclic polling system (the diffusion coefficient of the Brownian motion is zero in this case) and can be interpreted as a continuous version of a Markov polling system. Using Tweedie's lemma for positive recurrence of Markov chains with general state space, we show that the system is stable if and only if the traffic intensity is less than one. Moreover, we derive a stochastic decomposition result which leads to equilibrium equations for the stationary configuration of customers on the circle. Steady-state performance characteristics are determined, in particular the expected number of customers in the system as seen by a travelling server and at an arbitrary point in time.     

A decomposition result for a class of polling models

Boxma and Groenendijk have shown that the workload in polling models decomposes into two independent variables. This paper demonstrates a different type of decomposition that has an explicit multi-dimensional form. This decomposition does not apply to all polling models, but does, for example, apply to models with constant switch-over times and either exhaustive or gated service disciplines. For such models, we show that the population of customers present in the system (represented by a vector indicating the number of customers at each queue) at key time points breaks into two independent subpopulations: (1) the population of customers present in the related model with zero switch-over times; (2) another population, which is particularly easy to analyze. This result has a number of theoretical and applied implications.     

监测Lévy稳定过程均值变点的平均运行时间估计

平均运行长度(时间)(ARL)是判断一控制图监测变点效果好坏的一个重要工具.本文主要研究Lévy稳定过程的均值变点监测问题.我们给出了三个控制图,即EWMA,GEWMA和GLR的ARL估计,并通过数值模拟比较了4个控制图监测均值变点的效果和差异.