退化系统的α-幂过程维修模型的最优更换策略的单调性

研究了退化系统的α-幂过程维修模型的最优更换策略的单调性.根据最优更换策略关于其每一参数的单调性, 当参数改变时,我们可以相应改变更换策略.     

Speeding up the FMMR perfect sampling algorithm: A case study revisited

In a previous paper by the second author, two Markov chain Monte Carlo perfect sampling algorithms—one called coupling from the past (CFTP) and the other (FMMR) based on rejection sampling—are compared using as a case study the move‐to‐front (MTF) self‐organizing list chain. Here we revisit that case study and, in particular, exploit the dependence of FMMR on the user‐chosen initial state. We give a stochastic monotonicity result for the running time of FMMR applied to MTF and thus identify the initial state that gives the stochastically smallest running time; by contrast, the initial state used in the previous study gives the stochastically largest running time. By changing from worst choice to best choice of initial state we achieve remarkable speedup of FMMR for MTF; for example, we reduce the running time (as measured in Markov chain steps) from exponential in the length n of the list nearly down to n when the items in the list are requested according to a geometric distribution. For this same example, the running time for CFTP grows exponentially in n. © 2003 Wiley Periodicals, Inc. Random Struct. Alg., 2003     

Polling systems in heavy traffic: Exhaustiveness of service policies

We study the expected delay in cyclic polling models with general ‘branching-type’ service disciplines. For this class of models, which contains models with exhaustive and gated service as special cases, we obtain closed-form expressions for the expected delay under standard heavy-traffic scalings. We identify a single parameter associated with the service discipline at each queue, which we call the ‘exhaustiveness’. We show that the scaled expected delay figures depend on the service policies at the queues only through the exhaustiveness of each of the service disciplines. This implies that the influence of different service disciplines, but with the same exhaustiveness, on the expected delays at the queues becomes the same when the system reaches saturation. This observation leads to a new classification of the service disciplines. In addition, we show monotonicity of the scaled expected delays with respect to the exhaustiveness of the service disciplines. This induces a complete ordering in terms of efficiency of the service disciplines. The results also lead to new rules for optimization of the system performance with respect to the service disciplines at the queues. Further, the exact asymptotic results suggest simple expected waiting-time approximations for polling models in heavy traffic. Numerical experiments show that the accuracy of the approximations is excellent for practical heavy-traffic scenarios. This revised version was published online in June 2006 with corrections to the Cover Date.     

两个凸函数单调平均不等式的改进

改进了有关凹函数和凸函数的算术平均值单调性的某些已知结论.作为应用,加强了M inc-Sathre不等式和A lzer不等式.     

一类非线性整数规划问题的最优解

该文给出了一类非线性整数规划总是的最优解。     

一类递减信息族的性质及其证明

构造了一类基于Brown运动的单参数递减信息族{Ht}t≥0，并证明了其某些性质。     

Monotonicity criteria for difference schemes designed for hyperbolic equations

Previously formulated monotonicity criteria for explicit two-level difference schemes designed for hyperbolic equations (S.K. Godunov’s, A. Harten’s (TVD schemes), characteristic criteria) are extended to multileveled, including implicit, stencils. The characteristic monotonicity criterion is used to develop a universal algorithm for constructing high-order accurate nonlinear monotone schemes (for an arbitrary form of the desired solution) based on their analysis in the space of grid functions. Several new fourth-to-third-order accurate monotone difference schemes on a compact three-level stencil and nonexpanding (three-point) stencils are proposed for an extended system, which ensures their monotonicity for both the desired function and its derivatives. The difference schemes are tested using the characteristic monotonicity criterion and are extended to systems of hyperbolic equations.     

A New Extragradient Method for Strongly Pseudomonotone Variational Inequalities

This article proposes a new extragradient solution method for strongly pseudomonotone variational inequalities. A detailed analysis of the iterative sequences’ convergence and of the range of applicability of the method is provided. Moreover, an interesting class of strongly pseudomonotone infinite dimensional variational inequality problems is considered.     

单峰偏好下马斯金单调性与联盟防策略的等价性

本文证明了在单峰偏好域上Maskin单调性与防策略条件是等价的,并进一步证明了Maskin单调性与联盟防策略是等价的.从而推广了Muller-Satterthwaite(1977)在无限制强序域上得到的结论.在此基础上,利用Mollin(1980)在单峰偏好域上提出的防策略社会选择函数特征化定理,证明了在单峰偏好域上能够突破Muller-Satterthwaite不可能性定理所预示的消极结论.     

Prevalent Behavior of Strongly Order Preserving Semiflows

Classical results in the theory of monotone semiflows give sufficient conditions for the generic solution to converge toward an equilibrium or toward the set of equilibria (quasiconvergence). In this paper, we provide new formulations of these results in terms of the measure-theoretic notion of prevalence, developed in Christensen (Israel J. Math., 13, 255–260, 1972) and Hunt et al. (Bull. Am. Math. Soc., 27, 217–238, 1992). For monotone reaction–diffusion systems with Neumann boundary conditions on convex domains, we show the prevalence of the set of continuous initial conditions corresponding to solutions that converge to a spatially homogeneous equilibrium. We also extend a previous generic convergence result to allow its use on Sobolev spaces. Careful attention is given to the measurability of the various sets involved.