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.     

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.     

Exact solutions and geometric phase factor of time-dependent three-generator quantum systems

There exist a number of typical and interesting systems and/or models, which possess three-generator Lie-algebraic structure, in atomic physics, quantum optics, nuclear physics and laser physics. The well-known fact that all simple 3-generator algebras are either isomorphic to the algebra sl (2, C) or to one of its real forms enables us to treat these time-dependent quantum systems in a unified way. By making use of both the Lewis-Riesenfeld invariant theory and the invariant-related unitary transformation formulation, the present paper obtains exact solutions of the time-dependent Schr?dinger equations governing various three-generator Lie-algebraic quantum systems. For some quantum systems whose time-dependent Hamiltonians have no quasialgebraic structures, it is shown that the exact solutions can also be obtained by working in a sub-Hilbert-space corresponding to a particular eigenvalue of the conserved generator (i.e., the time-independent invariant that commutes with the time-dependent Hamiltonian). The topological property of geometric phase factors and its adiabatic limit in time-dependent systems is briefly discussed. Received 6 July 2002 / Received in final form 21 October 2002 Published online 11 February 2003     

SCDA for 3D lattice gases with repulsive interaction

The selfconsistent diagram approximation (SCDA) is generalized for three-dimensional lattice gases with nearest neighbor repulsive interactions. The free energy is represented in a closed form through elementary functions. Thermodynamical (phase diagrams, chemical potential and mean square fluctuations), structural (order parameter, distribution functions) as well as diffusional characteristics are investigated. The calculation results are compared with the Monte Carlo simulation data to demonstrate high precision of the SCDA in reproducing the equilibrium lattice gas characteristics. It is shown that similarly to two-dimensional systems the specific statistical memory effects strongly influence the lattice gas diffusion in the ordered states. Received 7 August 2002 / Received in final form 22 January 2003 Published online 24 April 2003     

Entropy production per site in (nonreversible) spin-flip processes

Entropy production per site in a (nonreversible) spin-flip process is studied. We give it a useful expression, from which a property stronger than affinity of the entropy production per site follows. Furthermore, quasi-invariance of nonequilibrium measures in the spin-flip processes is discussed via entropy production.     

Second Order Representations of the Least Absolute Deviation Regression Estimator

We consider exact weak and strong Bahadur-Kiefer representations of the least absolute deviation estimator for the linear regression model. The precise behavior of these representations is obtained under minimal conditions.     

Single-server queues with spatially distributed arrivals

Consider a queueing system where customers arrive at a circle according to a homogeneous Poisson process. After choosing their positions on the circle, according to a uniform distribution, they wait for a single server who travels on the circle. The server's movement is modelled by a Brownian motion with drift. Whenever the server encounters a customer, he stops and serves this customer. The service times are independent, but arbitrarily distributed. The model generalizes the continuous cyclic polling system (the diffusion coefficient of the Brownian motion is zero in this case) and can be interpreted as a continuous version of a Markov polling system. Using Tweedie's lemma for positive recurrence of Markov chains with general state space, we show that the system is stable if and only if the traffic intensity is less than one. Moreover, we derive a stochastic decomposition result which leads to equilibrium equations for the stationary configuration of customers on the circle. Steady-state performance characteristics are determined, in particular the expected number of customers in the system as seen by a travelling server and at an arbitrary point in time.     

SPAR: stochastic programming with adversarial recourse

We consider a general adversarial stochastic optimization model. Our model involves the design of a system that an adversary may subsequently attempt to destroy or degrade. We introduce SPAR, which utilizes mixed-integer programming for the design decision and a Markov decision process (MDP) for the modeling of our adversarial phase.