暂留对称扩散过程全占据时的大偏差

本文讨论暂留对称扩散过程的全占据时的大偏差．我们证明在一致椭圆条件下,暂留对称扩散过程的全占据时满足大偏差原理．     

On some functionals of the first passage times in jump models of stochastic volatility

Abstract

We compute some functionals related to the generalized joint Laplace transforms of the first times at which two-dimensional jump processes exit half strips. It is assumed that the state space components are driven by Cox processes with both independent and common (positive) exponential jump components. The method of proof is based on the solutions of the equivalent partial integro-differential boundary-value problems for the associated value functions. The results are illustrated on several two-dimensional jump models of stochastic volatility which are based on non-affine analogs of certain mean-reverting or diverting diffusion processes representing closed-form solutions of the appropriate stochastic differential equations.     

Nutation electron spin echo ofE-centers in quartz

Attenuation of the signals of the nutation echo of E’-centers in crystalline and glass quartz was experimentally investigated at room temperature. The nutation echo in EPR was excited in the single-photon regime and formed by two Zeeman-field pulses with duration t₁ and t₂ (t₁<t₂) and time interval between them τ. The echo signal was recorded during the second pulse at t≈2t₁+τ. It was established that this signal attenuation, measured as t₁ increased, follows an, exponential law, its rate Γ is much less than 1/T₂ (T₂ is the transverse relaxation time), and it linearly increases with an increase in the amplitude of the exciting SHF field B₁. The parameters of the dependence of Γ on B₁ correlate with the parameters of the analogous dependence revealed previously for attenuation of nutation of E’-centers in quartz in the two-photon regime at T=4.2 K. At the same time, the value of Γ measured with different values of τ is independent of B₁ and is equal to 1/T₁, where T₁ is the longitudinal relaxation time. A. N. Sevchenko Scientific Research Institute of Applied Physical Problems, 7, Kurchatov St., Minsk, 220064, Belarus. Translated from Zhurnal Prikladnoi Spektroskopii, Vol. 65, No. 3, pp. 405–411, May–June, 1998.     

A note on the spectrum of an upper triangular operator matrix

Let be a upper triangular operator matrix acting on the Banach space . We investigate the set of the operators for which , where denotes the spectrum.

     

A characterization for mixtures of semi-Markov processes

Mixtures of recurrent semi-Markov processes are characterized through a partial exchangeability condition of the array of successor states and holding times. A stronger invariance condition on the joint law of successor states and holding times leads to mixtures of Markov laws.     

Trigonometrical sums connected with the chiral Potts model,Verlinde dimension formula,two-dimensional resistor network,and number theory

We have recently developed methods for obtaining exact two-point resistance of the complete graph minus N$N$ edges. We use these methods to obtain closed formulas of certain trigonometrical sums that arise in connection with one-dimensional lattice, in proving Scott’s conjecture on permanent of Cauchy matrix, and in the perturbative chiral Potts model. The generalized trigonometrical sums of the chiral Potts model are shown to satisfy recursion formulas that are transparent and direct, and differ from those of Gervois and Mehta. By making a change of variables in these recursion formulas, the dimension of the space of conformal blocks of SU(2)$SU\left(2\right)$ and SO(3)$SO\left(3\right)$ WZW models may be computed recursively. Our methods are then extended to compute the corner-to-corner resistance, and the Kirchhoff index of the first non-trivial two-dimensional resistor network, 2×N$2\times N$. Finally, we obtain new closed formulas for variant of trigonometrical sums, some of which appear in connection with number theory.     

Optimal production control of a dynamic two-product manufacturing system with setup costs and setup times

This paper deals with the optimal control of a one-machine two-product manufacturing system with setup changes, operating in a continuous time dynamic environment. The system is deterministic. When production is switched from one product to the other, a known constant setup time and a setup cost are incurred. Each product has specified constant processing time and constant demand rate, as well as an infinite supply of raw material. The problem is formulated as a feedback control problem. The objective is to minimize the total backlog, inventory and setup costs incurred over a finite horizon. The optimal solution provides the optimal production rate and setup switching epochs as a function of the state of the system (backlog and inventory levels). For the steady state, the optimal cyclic schedule is determined. To solve the transient case, the system's state space is partitioned into mutually exclusive regions such that with each region, the optimal control policy is determined analytically.     

Dynamics of Random One-Dimensional ±J Systems

Finite chains of a two-state random Potts spin model with periodic boundary conditions are studied within Glauber dynamics. The spin exchange is assumed random with frustration between ferro and antiferromagnetic values (±J). Time-dependent fluctuations are induced by periodic temperature oscillations. Master type differential equations for spin correlation functions are solved within linear response theory. The spectrum of relaxation times are calculated at different temperatures. The ±J Potts glass chains undergo a zero temperature phase transition. The barriers against inversion of the spin chain take only two values; 0 and 2|J|. The temperature behaviour of specific heat is characterized by rounded peaks. The frequency dependence displays two plateaus for the real part of specific heat and two corresponding peaks for the imaginary part. The dynamic specific heat is not affected by the longest relaxing mode like susceptibility. The time separation of the modes is demonstrated by the Cole-Cole plots.     

A production system with two job classes,changeover times and revisitation

This paper, motivated by the need to predict performance of production systems with random arrivals, setup times and revisitation, presents an imbedded Markov chain analysis of the underlyingM/G/1 queue with two customer classes, changeover times and instantaneous Bernoulli feedback. It is assumed that jobs are scheduled according to the exhaustive alternative priority queue discipline. Expressions for the mean waiting time and the nonsaturation condition are derived under two different priority assignments to the repeat customers. Sojourn times under these priority assignments are shown to possess a convex ordering. Results of the study are also applicable to data communication networks that operate under cyclic switching mechanisms. Research supported in part by Natural Sciences and Engineering Research Council of Canada.     

A branch-and-bound algorithm of the single machine schedule with sequence-dependent setup times for minimizing maximum tardiness

This paper addresses the NP-hard problem of scheduling N jobs on a single machine with due dates, sequence-dependent setup times and no preemption where the objective is to minimize the maximum tardiness. An algorithm based on branch-and-bound permutation schemes is developed including the implementation of lower and upper bounding procedures, and three dominance rules. Computational experiments demonstrate the effectiveness of the algorithm. In the experiments, the impacts of control parameters to generate test instances on algorithm performance (CPU times) are studied by statistics methods.