Approximations for Markovian multi-class queues with preemptive priorities

We discuss the approximation of performance measures in multi-class M/M/k queues with preemptive priorities for large problem instances (many classes and servers) using class aggregation and server reduction. We compared our approximations to exact and simulation results and found that our approach yields small-to-moderate approximation errors.     

Bayesian Prediction Analysis for Growth Curve Model Using Noninformative Priors

We apply a Bayesian approach to the problem of prediction in an unbalanced growth curve model using noninformative priors. Due to the complexity of the model, no analytic forms of the predictive densities are available. We propose both approximations and a prediction-oriented Metropolis-Hastings sampling algorithm for two types of prediction, namely the prediction of future observations for a new subject and the prediction of future values for a partially observed subject. They are illustrated and compared through real data and simulation studies. Two of the approximations compare favorably with the approximation in Fearn (1975, Biometrika, 62, 89–100) and are very comparable to the more accurate Rao-Blackwellization from Metropolis-Hastings sampling algorithm.     

Sufficient optimality conditions in nondifferentiable optimization ∗

The concept of local cone approximations, introduced in recent years by Ester and Thierfelder, is a powerful tool for establishing optimality conditions. In this paper we show how to use it for obtaining sufficient optimality conditions in nondifferentiable optimization     

Dynamic fracture model for acoustic emission

We consider the spin-glass phase of the Sherrington-Kirkpatrick model in the presence of a magnetic field. The series expansion of the Parisi function q(x) is computed at high orders in powers of τ = T _c - T and H. We find that none of the Parisi-Toulouse scaling hypotheses on the q(x) behavior strictly holds, although some of them are violated only at high orders. The series is resummed yielding results in the whole spin-glass phase which are compared with those from a numerical evaluation of the q(x). At the high order considered, the transition turns out to be third order on the Almeida-Thouless line, a result which is confirmed rigorously computing the expansion of the solution near the line at finite τ. The transition becomes smoother for infinitesimally small field while it is third order at strictly zero field. Received 3 March 2003 Published online 4 June 2003 RID="a" ID="a"e-mail: andrea.crisanti@phys.uniroma1.it RID="b" ID="b"e-mail: tommaso.rizzo@phys.uniroma1.it RID="c" ID="c"e-mail: temtam@helios.elte.hu     

Planar Line Processes for Void and Density Statistics in Thin Stochastic Fibre Networks

Using results for the distribution of perimeters of random polygons arising from random lines in a plane, we obtain new analytic approximations to the distributions of areas and local line densities for random polygons and compute various limiting properties of random polygons. Using simulation, we show that the lengths of adjacent sides of polygons generated by random line processes in the plane are correlated with ρ=0.616±0.001.     

Asymptotic exponential cones of Metzler matrices and their use in the solution of an algebraic problem

The aim of this paper is that of investigating the asymptotic exponential cone of a single Metzler matrix, introduced in [23], and of defining and analysing the new concept of asymptotic exponential cone of a family of Metzler matrices (along a certain direction). These results will provide necessary and/or sufficient conditions for the solvability of an interesting algebraic problem that arises in the context of continuous-time positive switched systems and, specifically, in the investigation of the reachability property [21,22,25].     

A note on shellability and acyclic orientations

In this short note we discuss the shellability of (nonpure) simplicial complexes in terms of acyclic orientations of the facet-ridge incidence graphs, which shows that we can decide shellability only from the facet-ridge incidences and the total number of faces the simplicial complex contains.     

A constructive proof of Ky Fan’s coincidence theorem

We present a constructive proof for the well-known Ky Fan’s coincidence theorem through a simplicial algorithm. In a finite number of steps the algorithm generates a simplex containing an approximate coincidence point. In the limit, when the mesh size converges to zero, the sequence of approximations converges to a coincidence point. This research was carried out while the second author was visiting the CentER for Economic Research, Tilburg University. He would like to thank both CentER and the Netherlands Organization for Scientific Research (NWO) for their financial support.     

Stability and approximations of eigenvalues and eigenfunctions for the Neumann Laplacian, Part 2

We extend the results obtained earlier in a joint paper with R. Banuelos, on the stability and approximations of the second Neumann eigenvalue and its corresponding eigenfunction, to the case when the second Neumann eigenvalue has multiplicity at least 2. We then show that our stability result can be applied to the Koch snowflake and the usual sequence of polygons approximating it from inside.     

Cores of Simplicial Complexes

We introduce a method to reduce the study of the topology of a simplicial complex to that of a simpler one. Applying this method to complexes arising from graphs, we give topological meaning to classical graph invariants. As a consequence, we answer some questions raised in (Ehrenborg and Hetyei in Eur. J. Comb. 27(6):906–923, 2006) on the independence complex and the dominance complex of a forest and obtain improved algorithms to compute their homotopy types.