An M/M/1 Driven Fluid Queue – Continued Fraction Approach

This paper presents complete solutions of the stationary distributions of buffer occupancy and buffer content of a fluid queue driven by an M/M/1 queue. We assume a general boundary condition when compared to the model discussed in Virtamo and Norros [Queueing Systems 16 (1994) 373–386] and Adan and Resing [Queueing Systems 22 (1996) 171–174]. We achieve the required solutions by transforming the underlying system of differential equations using Laplace transforms to a system of difference equations leading to a continued fraction. This continued fraction helps us to find complete solutions. We also obtain the buffer content distribution for this fluid model using the method of Sericola and Tuffin [Queueing Systems 31 (1999) 253–264].     

Solution of the Semi-Infinite Toda Lattice for Unbounded Sequences

The semi-infinite Toda lattice is the system of differential equations d _n (t)/dt = _n (t)(b _n+1(t) – b _n (t)), db _n (t)/dt = 2( _n ²(t) – _n–1 ²(t)), n = 1, 2, ..., t > 0. The solution of this system (if it exists) is a pair of real sequences _n (t), b _n (t) which satisfy the conditions _n (0) = _n ,, b _n (0) = b _n , where _n > 0 and b _n are given sequences of real numbers. It is well known that the system has a unique solution provided that both sequences _n and b _n are bounded. When at least one of the known sequences _n and b _n is unbounded, many difficulties arise and, to the best of our knowledge, there are few results concerning the solution of the system. In this letter we find a class of unbounded sequences _n and b _n such that the system has a unique solution. The results are illustrated with a typical example where the sequences _i (t), b _i (t), i = 1, 2, ... can be exactly determined. The connection of the Toda lattice with the semi-infinite differential-difference equation d²/dt ² log h _n = h _n+1 + h _n–1 – 2h _n , n = 1, 2, ... is also discussed and the above results are translated to analogous results for the last equation.     

Partial fractions expansion: a review of computational methodology and efficiency

Nine methods for expressing a proper rational function in terms of partial fractions are presented for the case where the denominator polynomial has been reduced to linear factors. Only those methods which are amenable to computation algorithms are considered. To the extent possible, Newton's divided difference formula is used to provide a uniform derivational tool. Each method is illustrated numerically. The efficiency of the methods are compared on the basis of the number of multiplications and divisions required in the computation.     

On Tori Triangulations Associated with Two-Dimensional Continued Fractions of Cubic Irrationalities

The notion of equivalence of multidimensional continued fractions is introduced. We consider some properties and state some conjectures related to the structure of the family of equivalence classes of two-dimensional periodic continued fractions. Our approach to the study of the family of equivalence classes of two-dimensional periodic continued fractions leads to revealing special subfamilies of continued fractions for which the triangulations of the torus (i.e., the combinatorics of their fundamental domains) are subjected to clear rules. Some of these subfamilies are studied in detail; the way to construct other similar subfamilies is indicated.     

Units in some families of algebraic number fields

Multi-dimensional continued fractions associated with are introduced and applied to find systems of fundamental units in some families of totally real fields and fields with signature (2,1).

     

Convergence Acceleration of Some Continued Fractions

The tails of a continued fraction satisfy a bilinear recurrent equation. Transforming iteratively these tails (in a special manner) as well as these equations one may obtain finally, for a given fraction, a new, so-called diagonal continued fraction (DF) having the same value. For many important classes of continued fractions the DF has a calculable analytical form and converges qualitatively faster. Using the same method one may transform some hypergeometrical series directly into fast convergent DFs.     

Continued fractions in local fields, II

The present paper is a continuation of an earlier work by the author. We propose some new definitions of -adic continued fractions. At the end of the paper we give numerical examples illustrating these definitions. It turns out that for every if then has a periodic continued fraction expansion. The same is not true in for some larger values of

     

The Bootstrap Methodology in Statistics of Extremes—Choice of the Optimal Sample Fraction

The main objective of statistics of extremes is the prediction of rare events, and its primary problem has been the estimation of the tail index , usually performed on the basis of the largest k order statistics in the sample or on the excesses over a high level u. The question that has been often addressed in practical applications of extreme value theory is the choice of either k or u, and an adaptive estimation of . We shall be here mainly interested in the use of the bootstrap methodology to estimate adaptively, and although the methods provided may be applied, with adequate modifications, to the general domain of attraction of G, , we shall here illustrate the methods for heavy right tails, i.e. for > 0. Special relevance will be given to the use of an auxiliary statistic that is merely the difference of two estimators with the same functional form as the estimator under study, computed at two different levels. We shall also compare, through Monte Carlo simulation, these bootstrap methodologies with other data-driven choices of the optimal sample fraction available in the literature.     

Matrix Continued Fraction for the Resolvent Function of the Band Operator

The aim of this paper is the expansion of a matrix function in terms of a matrix-continued fraction as defined by Sorokin and Van Iseghem. The function under study is the Weyl function or resolvent function of an operator, given in the standard basis by a bi-infinite band matrix, with p subdiagonals and q superdiagonals, where the p + q – 1 intermediate diagonals are zero. The main goal of this paper is to find, for the moments, an explicit form in terms of the coefficients of the continued fraction, called genetic sums, which lead to a generalization of the notion of a Stieltjes continued fraction. These results are extension of some results already found for the vector case (p = 1) and are a step in the direction towards the solution of the direct and inverse spectral problem. The actual computation of the approximants of the given function as the convergents of the continued fraction is shown to be effective. Some possible extensions are considered.