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41.
The performance evaluation of many complex manufacturing, communication and computer systems has been made possible by modeling
them as queueing systems. Many approximations used in queueing theory have been drawn from the behavior of queues in light
and heavy traffic conditions. In this paper, we propose a new approximation technique, which combines the light and heavy
traffic characteristics. This interpolation approximation is based on the theory of multipoint Padé approximation which is
applied at two points: light and heavy traffic. We show how this can be applied for estimating the waiting time moments of
the GI/G/1 queue. The light traffic derivatives of any order can be evaluated using the MacLaurin series analysis procedure. The heavy
traffic limits of the GI/G/1 queue are well known in the literature. Our technique generalizes the previously developed interpolation approximations
and can be used to approximate any order of the waiting time moments. Through numerical examples, we show that the moments
of the steady state waiting time can be estimated with extremely high accuracy under all ranges of traffic intensities using
low orders of the approximant. We also present a framework for the development of simple analytical approximation formulas.
This revised version was published online in June 2006 with corrections to the Cover Date. 相似文献
42.
Uncertainty about the nature and significance of nonlinearities and the manner in which dynamics affect future realizations makes model specification the most difficult aspect of modeling dynamic systems. By interpreting several popular fishery models as subcases of a nesting dynamic Taylor series approximation, we isolate the specification differences between these models in a way that accounts for commonalities. On the argument that the differences due to alternative nonlinear forms are likely to be small compared to more mundane considerations such as delay difference and general dynamic lag specification, we propose an alternative model that uses the terms from the first order approximation common to all models combined with a data-based determination of the appropriate lags using the methods of state space time series analysis. Finally, the success of the alternative models is judged in an application to Pacific halibut data. 相似文献
43.
本文在文[4]的基础上讨论了双重时序AR(1)-MA(q)模型的相关结构,在不假定白噪声序列为正态的情况下,证明了安鸿志[2]关于模型的相关结构的猜想是正确的,具体地构造了AR(1)-MA(3)模型的相关结构,并与ARMA模型进行了初步的比较,给出了一些抛砖引玉的讨论. 相似文献
44.
Henrik Flyvbjerg 《Physica A》2004,340(4):552-558
The nature of self-organized criticality (SOC) is pin-pointed with a simple mechanical model: a pinball machine. Its phase space is fully parameterized by two integer variables, one describing the state of an on-going game, the other describing the state of the machine. This is the simplest possible SOC system, having only two degrees of freedom and no spatial correlations, yet is not solvable by analytical means. 相似文献
45.
吴桂荣 《数学物理学报(A辑)》1998,18(1):116-120
该文对一般的随机变量序列及相当弱的系数条件研究了随机级数定义的整函数的奈望里纳特征函数,并证明了它是几乎必然无有限例外值的. 相似文献
46.
Keith Warren Julien C. Sprott Raymond C. Hawkins 《Nonlinear dynamics, psychology, and life sciences》2002,6(1):55-70
In recent years there has been considerable interest in the construction of nonlinear models of the dynamics of human behavior. In this exploratory article we argue that attempts at controlling problematic thoughts, emotions, or behaviors can lead to nonlinearity in mental/behavioral dynamics. We illustrate our model by fitting threshold autoregression models to self-recorded time series of the daily highs in intensity of anxiety and obsessive ruminations, kept by an individual in therapy for this problem. In our discussion, we raise the possibility that bifurcations that occur in this nonlinear model may offer insight into mental control paradoxes. 相似文献
47.
杨钟玄 《新疆大学学报(理工版)》2002,19(3):266-271
先对正项级数敛生判别法的粗细与强弱问题进行了辨析,然后建立了三个有关正项级数剑散判别的命题,分别比较了三组判别法之间的强弱关系。 相似文献
48.
49.
Serguei Foss Takis Konstantopoulos Stan Zachary 《Journal of Theoretical Probability》2007,20(3):581-612
We consider a modulated process S which, conditional on a background process X, has independent increments. Assuming that S drifts to −∞ and that its increments (jumps) are heavy-tailed (in a sense made precise in the paper), we exhibit natural
conditions under which the asymptotics of the tail distribution of the overall maximum of S can be computed. We present results in discrete and in continuous time. In particular, in the absence of modulation, the
process S in continuous time reduces to a Lévy process with heavy-tailed Lévy measure. A central point of the paper is that we make
full use of the so-called “principle of a single big jump” in order to obtain both upper and lower bounds. Thus, the proofs
are entirely probabilistic. The paper is motivated by queueing and Lévy stochastic networks. 相似文献
50.
Feng Dejun 《分析论及其应用》2003,19(4)
1 IntroductionForany 0 <λ <1 ,letνλ denotethedistributionof ∞n=0 εnλn wherethecoefficientsεnareeither0or1 ,chosenindependentlywithprobability12 foreach .Itistheinfiniteconvo lutionproductofthedistributions 12 (δ0 +δλn) ,givingrisetotheterm“infiniteBernoulliconvolution”orsimply“Bernoulliconvolution” .TheBernoulliconvolutioncanbeexpressedasaself similarmeasureνλsatisfyingtheequationνλ =12 νλ φ- 10 + 12 νλ φ- 11,( 1 .1 )whereφ0 (x) =λxand φ1(x) =λx + 1 .Thisme… 相似文献