A simple formula for mean multiplexing delay for independent regenerative sources

Simple expressions are given for the mean delay, mean waiting time, and mean busy period length in a multiplexer. Data streams with active periods having a general distribution are permitted, and the data rate during the active periods can be random. Data can also arrive in batches. The key restrictions of the model are that the sources are independent, idle periods are exponentially distributed, and a source generates at least enough data during an active period to keep the server busy throughout the period. The exact formulas allow evaluation of the error in approximations such as a heavy traffic diffusion approximation.Both continuous and discrete time models are considered. The discrete-time model includes that studied by Viterbi and subsequently generalized by Neuts. The Pollaczek-Khinchine formula for the mean amount of work in anM/GI/1 queue is retrieved as a limiting case.Preliminary version presented at IEEE INFOCOM, San Francisco, April 1993.     

On distributionally regenerative processes

The paper is concerned with characterization results for distributional regeneration. It is shown that distributional regeneration is equivalent to renewal representation of the associated (shift) Markov operator. A sufficient condition for the distributional regeneration of the transfer operator in terms of variation is also formulated. Finally, a minorization condition is formulated and proved to be sufficient for recurrent co-Feller operators.     

Effective-field theory and the nuclear many-body problem

We review many-body calculations of the equation of state of dilute neutron matter in the context of effective-field theories of the nucleon-nucleon interaction.     

Empirical minimization

We investigate the behavior of the empirical minimization algorithm using various methods. We first analyze it by comparing the empirical, random, structure and the original one on the class, either in an additive sense, via the uniform law of large numbers, or in a multiplicative sense, using isomorphic coordinate projections. We then show that a direct analysis of the empirical minimization algorithm yields a significantly better bound, and that the estimates we obtain are essentially sharp. The method of proof we use is based on Talagrand's concentration inequality for empirical processes. Research partially supported by NSF under award DMS-0434393. Research partially supported by the Australian Research Council Discovery Porject DP0343616.     

Effect of the subdivision strategy on convergence and efficiency of some global optimization algorithms

We investigate subdivision strategies that can improve the convergence and efficiency of some branch and bound algorithms of global optimization. In particular, a general class of so called weakly exhaustive simplicial subdivision processes is introduced that subsumes all previously known radial exhaustive processes. This result provides the basis for constructing flexible subdivision strategies that can be adapted to take advantage of various problem conditions.     

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??We study the linear quadratic optimal stochastic control problem which is jointly driven by Brownian motion and L\'{e}vy processes. We prove that the new affine stochastic differential adjoint equation exists an inverse process by applying the profound section theorem. Applying for the Bellman's principle of quasilinearization and a monotone iterative convergence method, we prove the existence and uniqueness of the solution of the backward Riccati differential equation. Finally, we prove that the optimal feedback control exists, and the value function is composed of the initial value of the solution of the related backward Riccati differential equation and the related adjoint equation.     

Particle systems on flows

We start with a stochastic flow of diffeomorphisms of the space. Particles enter the space at random times and places. Each particle is carried by the flow for some random amount of time. We examine the point process formed by the particles at a fixed time, on the evolution of that point process as time varies, and on the equilibrium law of the point process.     

β分式α稳定过程的1/H变差

本文主要讨论了β分式α稳定过程的1/H变差,这对关于β分式α稳定过程的随机分析是非常重要的.     

Biomagnetic measurements utilising a superparamagnetic marker: a feasibility study

Summary A preliminary study is here reported on a new potential marker for biomagnetic measurements. The marker consists of superparamagnetic polymer microspheres which were detected in the presence of external steady magnetic fields by means of an r.f.-SQUID magnetometer. The particles were prepared in samples differing in the concentration value and immersed in a homogeneous magnetic field of variable intensity. A simple model was taken into account for the distribution of the microspheres in the samples, so that the theoretical values were compared to the marker field values measured by the biomagnetic sensor. The overall sensitivity of the experimental apparatus and the minimum concentration value of the marker were then estimated.     

On the Log-Laplace Equation for Nonlocal Operators Generating Sub-Markovian Semigroups

We consider the semilinear Cauchy problem for a class of pseudo-differential operators generating sub-Markovian semigroups. Solutions of such problems with negative definite nonlinearity play an important role in constructing branching measure-valued processes. We establish local existence and uniqueness of solutions in the context of the Dirichlet space associated to the problem. Comparison and global properties of solutions are also studied. Accepted 29 August 2001. Online publication 17 December 2001.