An observation on the effect of fluctuations far from equilibrium: The Lotka-Volterra model

Spontaneous fluctuations in the Lotka-Volterra model of chemical reactions are known to grow in an unbounded way when species held in excess are neglected. This result is obtained in a simple way using generalized fluctuation-dissipation principles but appears to be an artifact of ignoring fluctuations in the variables that are held fixed. When fluctuations in the other concentrations are included in the model, the spontaneous fluctuations become bounded.This work was supported by the National Science Foundation through Research Grant No. MPS 74-00483 AO1.     

Hydrodynamic equations for attractive particle systems on ℤ

Hydrodynamic properties for a class of nondiffusive particle systems are investigated. The method allows one to study local equilibria for a class of asymmetric zero-range processes, and applies as well to other models, such as asymmetric simple exclusion and misanthropes. Attractiveness is an essential ingredient. The hydrodynamic equations present shock wave phenomena. Preservation of local equilibrium is proven to hold away from the shocks. The problem of breakdown of local ergodicity at the shocks, which was investigated by D. Wick in a particular model, remains open in this more general setup.     

Variations on a theme by Mark Kac

Mark Kac's theorem on the mean recurrence time in a stationary stochastic process in discrete time with discrete states is taken as the starting point for a series of variations, most of which are formulated in terms of 0–1 processes. Whereas the original theorem deals with the mean recurrence time of a given state under the condition that the state is realized at time 0, this condition is dropped in part of the variations; two others refer to the variance of the recurrence time and two to the Poincaré cycle of a dynamical system. Most variations consist in inequalities and formal identities for the mean first-arrival time and subsequent recurrence times for the given state.     

Technically optimal inspection policy with arithmetical adaption

A process is considered whose quality deteriorates accordingto a constant failure intensity . As in practice it can be difficultto estimate the true value of the purpose of this paper isto present a strategy which can be applied without knowing .In order to maximize the number of conforming items per timeunit perfect inspections and renewals are performed. The lengthof the inspection interval is described by an arithmetical sequenceand changes by the time depending on perceived assignable causes.Optimal adaptive control plans provide nearly the same performanceas in the case when is known.     

On Uniform Laws of Large Numbers for Ergodic Diffusions and Consistency of Estimators

Consider a regular diffusion process X with finite speed measure m. Denote the normalized speed measure by μ. We prove that the uniform law of large numbers holds if the class has an envelope function that is μ-integrable, or if is bounded in L _p(μ) for some p>1. In contrast with uniform laws of large numbers for i.i.d. random variables, we do not need conditions on the ‘size’ of the class in terms of bracketing or covering numbers. The result is a consequence of a number of asymptotic properties of diffusion local time that we derive. We apply our abstract results to improve consistency results for the local time estimator (LTE) and to prove consistency for a class of simple M-estimators. This revised version was published online in June 2006 with corrections to the Cover Date.     

A Diffusion Approximation for a Markovian Queue with Reneging

Consider a single-server queue with a Poisson arrival process and exponential processing times in which each customer independently reneges after an exponentially distributed amount of time. We establish that this system can be approximated by either a reflected Ornstein–Uhlenbeck process or a reflected affine diffusion when the arrival rate exceeds or is close to the processing rate and the reneging rate is close to 0. We further compare the quality of the steady-state distribution approximations suggested by each diffusion.     

外企与国企培训战略对比

人才培训战略是企业人力资源战略的基础。本通过外资企业与国内企业的培训战略对比，并对国内企业中人才培训存在的不足与缺点进行了分析与探讨。     

Asymptotic distribution of maximal autoregressive process with weight tending to 1

The maximal operator plays the similar role as the summation operator in the sense of stability of operation. So, we could discussARMA processes in the maximal operation by the same way as in the summation operation. However, many papers already treated with moving order statistics. In this paper, we discuss asymptotic behaviors of maximal autoregressive (MAR) processes with the weight tending to 1.     

Joint availability of systems modelled by finite semi–markov processes

Consider a repairable system at the time instants t and t + x, where t, x ≥0. The joint availability of the system at these time instants is defined as the probability of the system being functional in both t and t + x. A set of integral equations is derived for the joint availability of a system modelled by a finite semi–Markov process. The result is applied to the semi–Markov model of a two–unit system with sequential preventive maintenance. The method used for the numerical solution of the resulting system of integral equations is a two–point trapezoidal rule. The system of implementation is the matrix computation package MATLAB on the Apple Macintosh SE/30. The numerical results obtained by this method are shown to be in good agreement with those from simulation.     

Front propagation in certain one-dimensional exclusion models

Recent results on two interacting particle systems on are summarized, the asymmetric simple exclusion process and the branching exclusion process.