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51.
Robert S. Maier 《Random Structures and Algorithms》1991,2(4):379-420
We analyze the performance of a prototypical scheme for shared storage allocation: two initially empty stacks evolving in a contiguous block of memory of size m. We treat the case in which the stacks are more likely to shrink than grow, but with the probabilities of insertion and deletion allowed to depend arbitrarily on stack height as a fraction of m. New results are obtained on the m → ∞ asymptotics of the stack collision time, and of the final stack heights. The results of Wentzell and Freidlin on the large deviations of Markov chains are used, and the relation of their formalism to the Hamiltonian formulation of classical mechanics is emphasized. Certain results on higher-order asymptotics follow from WKB expansions. 相似文献
52.
Nash Equilibria,Variational Inequalities,and Dynamical Systems 总被引:2,自引:0,他引:2
Cavazzuti E. Pappalardo M. Passacantando M. 《Journal of Optimization Theory and Applications》2002,114(3):491-506
In this paper, we introduce some relationships between Nash equilibria, variational equilibria, and dynamical equilibria for noncooperative games. 相似文献
53.
Ronald H. Nickel Igor Mikolic-Torreira Jon W. Tolle 《Computational Optimization and Applications》2006,35(1):109-126
Deployed US Navy aircraft carriers must stock a large number of spare parts to support the various types of aircraft embarked
on the ship. The sparing policy determines the spares that will be stocked on the ship to keep the embarked aircraft ready
to fly. Given a fleet of ten or more aircraft carriers and a cost of approximately 50 million dollars per carrier plus the
cost of spares maintained in warehouses in the United States, the sparing problem constitutes a significant portion of the
Navy’s resources. The objective of this work is to find a minimum-cost sparing policy that meets the readiness requirements
of the embarked aircraft. This is a very large, nonlinear, integer optimization problem. The cost function is piecewise linear
and convex while the constraint mapping is highly nonlinear. The distinguishing characteristics of this problem from an optimization
viewpoint are that a large number of decision variables are required to be integer and that the nonlinear constraint functions
are essentially “black box” functions; that is, they are very difficult (and expensive) to evaluate and their derivatives
are not available. Moreover, they are not convex. Integer programming problems with a large number of variables are difficult
to solve in general and most successful approaches to solving nonlinear integer problems have involved linear approximation
and relaxation techniques that, because of the complexity of the constraint functions, are inappropriate for attacking this
problem. We instead employ a pattern search method to each iteration of an interior point-type algorithm to solve the relaxed
version of the problem. From the solution found by the pattern search on each interior point iteration, we begin another pattern
search on the integer lattice to find a good integer solution. The best integer solution found across all interations is returned
as the optimal solution. The pattern searches are distributed across a local area network of non-dedicated, heterogeneous
computers in an office environment, thus, drastically reducing the time required to find the solution. 相似文献
54.
Imre Csiszár 《Bulletin of the Brazilian Mathematical Society》2006,37(4):453-459
A simple self-contained proof of Sanov's theorem in τ-topology is given, well suited for a first course on large deviations.
*This work was supported by the Hungarian National Foundation for Scientific Research under Grant T046376 相似文献
55.
证明了强平稳正相协列乘积和的重对数律与不同分布正相协列乘积和的强大数律,指出了部分和服从强大数律但乘积和未必服从强大数律这一事实,并讨论了定理2中一个条件的必要性. 相似文献
56.
57.
桑蚕种良卵率是蚕种质量检验的重要指标,控制样本间良卵数偏差是保证良卵率准确性的关键.运用概率理论,针对目前生产上绝大多数批次的良卵率p 99%情况,在置信概率为95%下,样本卵粒数在1601~1700、1701~1800、1801~1900、1901~2000区间内时,给出了样本良卵数的容许偏差分别为16、17、17、18粒;当良卵率p在99%~90%其他区间时,也分别给出了不同克卵粒数情况下样本良卵数的容许偏差.同时在置信概率为90%下,给出了不同克卵粒数情况下样本良卵数的容许偏差.结合实际调查结果,对理论方法进行了比较,确认了理论方法的准确性,为蚕业生产提供了一套控制良卵数偏差的可行性方案. 相似文献
58.
Xia Chen 《Journal of Theoretical Probability》2006,19(3):721-739
We establish moderate and small deviations for the ranges of integer valued random walks. Our theorems apply to the limsup
and the liminf laws of the iterated logarithm.
We establish moderate and small deviations for the ranges of integer valued random walks. Our theorems apply to the limsup
and the liminf laws of the iterated logarithm. 相似文献
59.
François Bolley Arnaud Guillin Cédric Villani 《Probability Theory and Related Fields》2007,137(3-4):541-593
We establish quantitative concentration estimates for the empirical measure of many independent variables, in transportation
distances. As an application, we provide some error bounds for particle simulations in a model mean field problem. The tools
include coupling arguments, as well as regularity and moment estimates for solutions of certain diffusive partial differential
equations. 相似文献
60.
In this paper we introduce and study a weakened form of logarithmic Sobolev inequalities in connection with various others
functional inequalities (weak Poincaré inequalities, general Beckner inequalities, etc.). We also discuss the quantitative
behaviour of relative entropy along a symmetric diffusion semi-group. In particular, we exhibit an example where Poincaré
inequality can not be used for deriving entropic convergence whence weak logarithmic Sobolev inequality ensures the result.
相似文献