Performance Analysis for Mobile Ad Hoc Network in Random Graph Models with Spatial Reuse

In this paper,we present a random graph model with spatial reuse for a mobile ad hoc network(MANET) based on the dynamic source routing protocol.Many important performance parameters of theMANET are obtained,such as the average flooding distance (AFD),the probability generating function of theflooding distance,and the probability of a flooding route to be symmetric.Compared with the random graphmodel without spatial reuse,this model is much more effective because it has a smaller value of AFD and alarger probability for finding a symmetric valid route.     

Long‐range dependence and performance in telecom networks

Telecommunications systems have recently undergone significant innovations. These call for suitable statistical models that can properly describe the behaviour of the input traffic in a network. Here we use fractional Brownian motion (FBM) to model cumulative traffic network, thus taking into account the possible presence of long‐range dependence in the data. A Bayesian approach is devised in such a way that we are able to: (a) estimate the Hurst parameter H of the FBM; (b) estimate the overflow probability which is a parameter measuring the quality of service of a network: (c) develop a test for comparing the null hypothesis of long‐range dependence in the data versus the alternative of short‐range dependence. In order to achieve these inferential results, we elaborate an MCMC sampling scheme whose output enables us to obtain an approximation of the quantities of interest. An application to three real datasets, corresponding to three different levels of traffic, is finally considered. Copyright © 2004 John Wiley & Sons, Ltd.     

流量管理中信息重发问题的研究

信息重发在通信网络中广泛存在。通过对信息重发问题的研究，建立了概率模型，分析了信息到达流的各种性质，得到了到达间隔时间的分布及平均到达速率等重要性能指标，利用数值实验对理论结论进行了验证。所得结果对网络流量管理和拥塞控制有一定的参考价值。     

Directed Motion of a Molecular Motor Based on the Four-State Model with Unequal Substeps

A periodic one-dimensional four-state hopping model is proposed. In the model, the substeps betweenarbitrary adjacent states are unequal, and an explicit solution of the master equation is first obtained for the probabilitydistribution as a function of the time and position for any initial distribution with all the transients included. Next, thetransient behaviors in the initial period of time and the characteristic time to reach the steady state for the molecularmotor are discussed. Finally, we compare the steady state results to experiments and illustrate qualitatively the kineticbehaviors of a molecular motor under external load F.     

Discrete limit theorems for general Dirichlet series. III

Here we prove a limit theorem in the sense of the weak convergence of probability measures in the space of meromorphic functions for a general Dirichlet series. The explicit form of the limit measure in this theorem is given. Partially supported by Lithuanian Foundation of Studies and Science     

Large deviation for the empirical eigenvalue density of truncated Haar unitary matrices

Let U_m be an m×m Haar unitary matrix and U_[m,n] be its n×n truncation. In this paper the large deviation is proven for the empirical eigenvalue density of U_[m,n] as m/n→λ and n→∞. The rate function and the limit distribution are given explicitly. U_[m,n] is the random matrix model of quq, where u is a Haar unitary in a finite von Neumann algebra, q is a certain projection and they are free. The limit distribution coincides with the Brown measure of the operator quq.     

Capacity Constrained Transit Assignment with Common Lines

This paper proposes the use of absorbing Markov chains to solve the capacity constrained transit network loading problem taking common lines into account. The approach handles congested transit networks, where some passengers will not be able to board because of the absence of sufficient space. The model also handles the common lines problem, where choice of route depends on frequency of arrivals. The mathematical formulation of the problem is presented together with a numerical example. This revised version was published online in July 2006 with corrections to the Cover Date.     

Generalized binomial and negative binomial distributions of order<Emphasis Type="Italic">k</Emphasis> by the<Emphasis Type="Italic">l</Emphasis>-overlapping enumeration scheme

In this paper, we investigate the exact distribution of the waiting time for ther-th ℓ-overlapping occurrence of success-runs of a specified length in a sequence of two state Markov dependent trials. The probability generating functions are derived explicitly, and as asymptotic results, relationships of a negative binomial distribution of orderk and an extended Poisson distribution of orderk are discussed. We provide further insights into the run-related problems from the viewpoint of the ℓ-overlapping enumeration scheme. We also study the exact distribution of the number of ℓ-overlapping occurrences of success-runs in a fixed number of trials and derive the probability generating functions. The present work extends several properties of distributions of orderk and leads us a new type of geneses of the discrete distributions.     

马科维兹资产组合选择模型的旋转算法

提出线性不等式组的一种旋转算法，并用其求解马科维兹资产组合选择模型，此算法每次迭代约需n^2次乘法和加法，其中n是模型中变量的数目，在微机上运行Delphi程序的实验结果表明，从上海和深圳股市1072支股票70期周末收盘价计算出20个最优投资组合仅需314次迭代和45s。     

PURE STATE APPROACH TO $C(X)×_\alpha Z_n$

ＰＵＲＥ ＳＴＡＴＥ ＡＰＰＲＯＡＣＨ ＴＯ Ｃ（ｘ）_αＺ_nＬＩＢＩＮＧＲＥＮ；ＬＩＮＱＩＮＧ（ＩｎｓｔｉｔｕｔｅｏｆＭａｔｈｅｍａｔｉｃｓ，ＡｃａｄｅｍｉａＳｉｎｉｃａ，Ｂｅｉｊｉｎｇ１０００８０，Ｃｈｉｎａ．Ｐｒｏｊｅｃｔｓｕｐｐｏｒｔｅｄｂｙｔｈ?..