Large deviation analysis of the single server queue

We establish the large deviation principle (LDP) for the virtual waiting time and queue length processes in the GI/GI/1 queue. The rate functions are found explicitly. As an application, we obtain the logarithmic asymptotics of the probabilities that the virtual waiting time and queue length exceed high levels at large times. Additional new results deal with the LDP for renewal processes and with the derivation of unconditional LDPs for conditional ones. Our approach applies in large deviations ideas and methods of weak convergence theory.This work was supported in part by AT&T Bell Labs.     

Covering with blocks in the non-symmetric case

Considering an infinite string of i.i.d. random letters drawn from a finite alphabet we define the cover timeW _n as the number of random letters needed until each pattern of lenghtn appears at least once as a substring. Sharp weak and a.s. limit results onW _n are known in the symmetric case, i.e., when the random letters are uniformly distributed over the alphabet. In this paper we determine the limit distribution ofW _n in the nonsymmetric case asn. Generalizations in terms of point processes are also proved.Dedicated to Endre Csáki on his 60th birthday.     

CHAOS FOR MIXING TRANSFORMATIONS

ＣＨＡＯＳＦＯＲＭＩＸＩＮＧＴＲＡＮＳＦＯＲＭＡＴＩＯＮＳ￥ＬＩＡＯＧＯＮＧＦＵ（ＤｅｐａｒｔｍｅｎｔｏｆＭａｔｈｅｍａｔｉｃｓ,ＪｉｌｉｎＵｎｉｖｅｒｓｉｔｙ,Ｃｈａｎｇｃｈｕｎ１３００２３,Ｃｈｉｎａ．）Ａｂｓｔｒａｃｔ：Ｆｏｒａｃｌａｓｓｏｆｍ...     

Probabilistic approach to homoclinic chaos

Three-dimensional systems possessing a homoclinic orbit associated to a saddle focus with eigenvalues ±i, – and giving rise to homoclinic chaos when the Shil'nikov condition < is satisfied are studied. The 2D Poincaré map and its 1D contractions capturing the essential features of the flow are given. At homoclinicity, these 1D maps are found to be piecewise linear. This property allows one to reduce the Frobenius—Perron equation to a master equation whose solution is analytically known. The probabilistic properties such as the time autocorrelation function of the state variablex are explicitly derived.     

钾原子中多种受激辐射参与的混频过程

当双原子共振激发钾原子于６Ｓ能级时,由光泵受激辐射和电离复合受激辐射参与的六波或四波混频,产生了位于紫外和紫区的诸多相干辐射、文中对多种混频机制进行了分析和讨论,并对所测得的相干辐射线进行了标识．     

The occupation time of Brownian motion in a ball

LetW be a Wiener process of dimensiond3, starting from 0, and letX(t) be the total time spent byW in the ball centered at 0 with radiust. We give an affirmative answer to a conjecture of Taylor and Tricot⁽¹⁶⁾ on the tail distribution ofX(t). Lévy's lower functions ofX(t) are characterized by an integral test.     

Improved oxygen delivery in a continuous-roller-bottle reactor

Variations to the original aeration system in a continuous roller bottle reactor of novel design have been tested and compared for optimal oxygen (O) delivery. Reactor operating parameters that affect O transfer are rotation rate, liquid-volume level, fresh-feed rate, and supplementary-aeration rate. Design modifications to enhance gas-liquid O transfer include the addition of wall baffles and center baffles. The number and location of each of these baffles are compared for their effect on k_La values in the reaction chamber. The liquid feed into the system has been modified to improve the axial liquid mixing and O transfer.     

The matched queueing network PH/M/c→oPH/PH/1

We consider a matched queueing network PH/M/coPH/PH/1, where the output of the first subsystem PH/M/c is regarded as one of the inputs of the second subsystem and matched with another input of PH-renewal process, and they are served by a single server with PH-service-distribution. The stationary state probabilities, the distribution of the virtual waiting times in the two subsystems, and the distribution of the total virtual waiting time are derived.The work was supported by the Max-Planck-Gesellschaft, Germany, and the Chinese Academy ofSciences.     

Langevin dynamic simulation of hysteresis in a field-swept Landau potential

Numerical simulations are done of Langevin dynamics for a uniform-orderparameter, field-swept Landau model,= –|a/2|m ²+|b/4|m ⁴–mh(t) , to study hysteresis effects. The field is swept at a constant rateh(t)=h(0)+ht. The stochastic jump values of the field {h_J from an initially prepared metastable minimumm(0) are recorded, on passage to a global minimum m(). The results are: (a) The mean jump¯h _J(h) increases (hysteresis loop widens) with h, confirming a previous theoretical criterion based on rate competition between field-sweep and inverse mean first-passage time (FPT); (b) The broad jump distribution(h _J,h) is related to intrinsically large FPT fluctuations ( ²–²)/ ² O(1), and can be quantitatively understood. Possible experimental tests of the ideas are indicated.     

EFFECTS OF SOURCE PROPERTIES ON CUTOFF FREQUENCY f_(max)

The cutoff frequency f_(max) of radiation from earthquakes is one of the important parameters for studying the source process. By theoretical analysis and numerical experiments on acceleration Fourier spectrum it is suggested that f_(max) mainly depends on the lower values of slip rise time. This result can be used to explain the observational fact that the greater the earthquake magnitude, the smaller the value of f_(max).