Performance Analysis with Truncated Heavy-Tailed Distributions

This paper deals with queues and insurance risk processes where a generic service time, resp. generic claim, has the form U ∧ K for some r.v. U with distribution B which is heavy-tailed, say Pareto or Weibull, and a typically large K, say much larger than . We study the compound Poisson ruin probability ψ(u) or, equivalently, the tail of the M/G/1 steady-state waiting time W. In the first part of the paper, we present numerical values of ψ(u) for different values of K by using the classical Siegmund algorithm as well as a more recent algorithm designed for heavy-tailed claims/service times, and compare the results to different approximations of ψ(u) in order to figure out the threshold between the light-tailed regime and the heavy-tailed regime. In the second part, we investigate the asymptotics as K → ∞ of the asymptotic exponential decay rate γ = γ ^(K) in a more general truncated Lévy process setting, and give a discussion of some of the implications for the approximations. AMS 2000 Subject Classification Primary 68M20, Secondary 60K25 †Partially supported by MaPhySto—A Network in Mathematical Physics and Stochastics, founded by the Danish National Research Foundation. An erratum to this article is available at .     

一类局部定向完备集及其范畴的性质

本文给出了局部定向完备集的概念及其在此结构下的一种新的双小于关系，从而进一步给出了一种新的连续性概念，接着讨论了局部定向完备集，连续的局部定向完备集等对象的一些性质，最后考察了三种范畴的笛卡儿闭性，并证明了范畴LDCPO是范畴ALG的反射满子范畴．     

Petersen图的点传递正则覆盖图

运用基图自同构能被提升的线性准则 ,对满足 :1覆叠变换群 K =Znp,2覆盖图的保簇变换群是点传递的 Petersen图的连通正则覆盖图进行了完全分类 .这种图共有 1 2种类型 .     

Asymptotic Results for the Sum of Dependent Non-identically Distributed Random Variables

In this paper we extend some results about the probability that the sum of n dependent subexponential random variables exceeds a given threshold u. In particular, the case of non-identically distributed and not necessarily positive random variables is investigated. Furthermore we establish criteria how far the tail of the marginal distribution of an individual summand may deviate from the others so that it still influences the asymptotic behavior of the sum. Finally we explicitly construct a dependence structure for which, even for regularly varying marginal distributions, no asymptotic limit of the tail of the sum exists. Some explicit calculations for diagonal copulas and t-copulas are given. Dominik Kortschak was supported by the Austrian Science Fund Project P18392.     

On Small Contractible Subgraphs in 3-connected Graphs of Small Average Degree

We study the distribution of small contractible subgraphs in 3-connected graphs under local regularity conditions.     

Repleteness and regular lattice measures

Let X be an abstract set and L a lattice of subsets of X. To each lattice regular measure µ, we associate two induced measures and on suitable lattices of the Wallman space IR(L) and another measure µ on the spaceIR(L). We will investigate the reflection of smoothness properties of p onto , and µ; and try to set some new criterion for repleteness and measure repleteness.     

Simple bounds for closed queueing networks

Consider a closed Jackson type network in which each queue has a single exponential server. Assume that N customers are moving among k queues. We establish simple closed form bounds on the network throughput (both lower and upper), which are sharper than those that are currently available. Numerical evaluation indicates that the improvements are significant.     

Invariant Core Theorems for Double Sequences

The definition for the convergence of a double sequence was presented by A. Pringsheim [9]. Recently, the definitions of limit inferior, limit superior, and the core of a double sequence are presented. By using these definitions and the notion of regularity for four-dimensional matrices, an invariant core theorem for double sequences is presented.AMS Subject Classification (2000) primary 40B05 secondary 40C05     

On critical values of numerical parameters characterizing intersections of embedded sets

To study intersections of embedded bounded closed sets in Banach space, a numerical parameter was introduced earlier; in a certain sense, this parameter describes the deviation of the shape of a set from that of a sphere. Critical values of this parameter for some classes of Banach spaces are determined, a new numerical parameter serving the same purpose is introduced, and the relation between the two parameters is examined. Translated fromMatematicheskie Zametki, Vol. 68, No. 2, pp. 303–310, August, 2000.     

On locally convex hypersurfaces in Hadamard manifolds

Locally convex compact hypersurfaces immersed in a hollow simply connected Riemannian space of nonpositive sectional curvature are considered. They are proved to be convex hypersurfaces homeomorphic to the sphere. A similar result for immersed hypersurfaces with nonpositive definite second quadratic form of rank no smaller than one is obtained. Translated fromMatematicheskie Zametki, Vol. 67, No. 4, pp. 498–507, April, 2000.