A review ofL=λW and extensions

A fundamental principle of queueing theory isL=W (Little's law), which states that the time-average or expected time-stationary number of customers in a system is equal to the product of the arrival rate and the customer-average or expected customer-stationary time each customer spends in the system. This principle is now well known and frequently applied. However, in recent years there have been extensions, such as H=G and the continuous, distributional, ordinal and central-limit-theorem versions, which show that theL=W relation, when viewed properly, has much more power than was previously realized. Moreover, connections have been established between H=G and other fundamental relations, such as the rate conservation law and PASTA (Poisson arrivals see time averages), which show that there is a much greater unity in the overall theory than was previously realized. This paper provides a review.This paper is dedicated to the memory of our colleague Professor Peter Franken (1937–1989), who contributed greatly to the subject of this paper and to queueing theory more generally.     

金融数学课程设置与专业建设的一些体会

结合同济大学应用数学专业的特点,探讨了在我国开展金融数学教学的课程设置指导思想、实施方案、与科研的良性互动以及教学效果.为提高我国的金融数学专业的教学水平提出了一些自己的看法和建议.     

广西经济增长、金融发展与城乡收入差距的实证研究

探讨了经济增长及金融发展与城乡收入差距之间互动影响,刻画了三者间的逻辑关系,并基于广西1990-2017年的统计数据,运用状态空间模型及卡尔曼滤波算法对三者间动态关系进行了实证分析.结果显示:经济增长对城乡收入差距呈现倒U型曲线形态,而金融发展则显示出具有不断缩小城乡收入差距的趋势.     

和式∑k=0^nμ^kf（k）的发生函数算法

利用普通幂级数发生函数方法，通过对发生函数进行xD算子，得到和式∑k=0^nμ^kf（k）的计算公式，并计算该类和式＋     

Discrete Sturm–Liouville problems, Jacobi matrices and Lagrange interpolation series

The close relationship between discrete Sturm–Liouville problems belonging to the so-called limit-circle case, the indeterminate Hamburger moment problem and the search of self-adjoint extensions of the associated semi-infinite Jacobi matrix is well known. In this paper, all these important topics are also related with associated sampling expansions involving analytic Lagrange-type interpolation series.     

Optimal monotone hysteretic Markov policies in anM/M/1 queueing model with switching costs and finite time horizon

In anM/M/1 queueing model, a decision maker can choosem pairs of arrival- and service rates. He can change his action at any time epoch, a switch of action costs an amount depending on the size of the switch. Besides that there are continuously incurring costs. Over a finite time horizon, there exists an optimal monotone hysteretic Markov policy. This is shown essentially by the technique of time discretization.The work producing this article was done during a half year stay at the University of Leiden, The Netherlands, with Prof. Arie Hordijk. A technical report (a more detailled version of this article) was written there [6]. The opportunity for this stay was given by the University of Bonn, Germany, where the author, at that time, worked as scientific assistant of Prof. M. Schäl.     

On Cesàro Means of Double Trigonometric Fourier Series

Zhizhiashvili studied questions associated with the approximation properties of Cesàro means of trigonometric Fourier series for functions of two variables in the spaces H. It is proved here that the corresponding estimate cannot be improved for p = 1 or p = .