Heavy-traffic analysis for the GI/G/1 queue with heavy-tailed distributions

We consider a GI/G/1 queue in which the service time distribution and/or the interarrival time distribution has a heavy tail, i.e., a tail behaviour like t ^−ν with 1 < ν ⩽ 2 , so that the mean is finite but the variance is infinite. We prove a heavy-traffic limit theorem for the distribution of the stationary actual waiting time W. If the tail of the service time distribution is heavier than that of the interarrival time distribution, and the traffic load a → 1, then W, multiplied by an appropriate ‘coefficient of contraction’ that is a function of a, converges in distribution to the Kovalenko distribution. If the tail of the interarrival time distribution is heavier than that of the service time distribution, and the traffic load a → 1, then W, multiplied by another appropriate ‘coefficient of contraction’ that is a function of a, converges in distribution to the negative exponential distribution. This revised version was published online in June 2006 with corrections to the Cover Date.     

广义KdV-Burgers方程长时间性态的谱方法

1．引言随着无限维动力系统研究的发展和深入,人们对非线性发展方程长时间性态的研究越来越重视[1－6］,而这种研究在很大程度上依赖于数值计算的结果,因此,计算结果是否可靠,计算格式先得是否合适都是值得探讨和深入研究的问题17－10．广义KdV－Burg6rs方程是一类重要的非线性发展方程,在实际问题中也有着广泛的应用,因此,对它的研究即有理论价值也有实际意义．本文讨论如下的广义KdV－Burgers方程的周期初值问题其中a,q是已知实常数,且a＞0八。）,g（。）,h00是已知实函数．文［10］对上述问题构造了半离散的Fourier谱逼近…     

Two-Stage Likelihood Ratio and Union–Intersection Tests for One-Sided Alternatives Multivariate Mean with Nuisance Dispersion Matrix

For a multinormal distribution with an unknown dispersion matrix, union-intersection (UI) tests for the mean against one-sided alternatives are considered. The null distribution of the UI test statistic is derived and its power monotonicity properties are studied. A Stain-type two-stage procedure is proposed to eliminate some of the inherent drawbacks of such tests. Some comparisons are also made with some recently proposed alternative conditional likelihood ratio tests.     

最短时限运输问题及图上求解法

提出了最短时限运输问题,借助于赋权二分图研究了其解的最优性充要条件,并给出了在赋权二分图上求解的具体步骤,最后给出了一个实例。事实证明,该法是一个有效的算法     

Activity periods of an infinite server queue and performance of certain heavy tailed fluid queues

A fluid queue with ON periods arriving according to a Poisson process and having a long-tailed distribution has long range dependence. As a result, its performance deteriorates. The extent of this performance deterioration depends on a quantity determined by the average values of the system parameters. In the case when the the performance deterioration is the most extreme, we quantify it by studying the time until the amount of work in the system causes an overflow of a large buffer. This turns out to be strongly related to the tail behavior of the increase in the buffer content during a busy period of the M/G/∞ queue feeding the buffer. A large deviation approach provides a powerful method of studying such tail behavior. This revised version was published online in June 2006 with corrections to the Cover Date.     

Limit Theorems for the Maximum Terms of a Sequence of Random Variables with Marginal Geometric Distributions

Let X _n1 ^* , ... X _nn ^* be a sequence of n independent random variables which have a geometric distribution with the parameter p _n = 1/n, and M _n ^* = \max\{X _n1 ^* , ... X _nn ^* }. Let Z ₁, Z₂, Z₃, ... be a sequence of independent random variables with the uniform distribution over the set N _n = {1, 2, ... n}. For each j N _n let us denote X _nj = min{k : Z_k = j}, M _n = max{X_n1, ... X_nn}, and let S _n be the 2nd largest among X _n1, X_n2, ... X_nn. Using the methodology of verifying D(u_n) and D'(u_n) mixing conditions we prove herein that the maximum M _n has the same type I limiting distribution as the maximum M _n ^* and estimate the rate of convergence. The limiting bivariate distribution of (S_n, M_n) is also obtained. Let _n, _n N_n, , and T _n = min{M(A_n), M(B_n)}. We determine herein the limiting distribution of random variable T _n in the case _n , _n/_n > 0, as n .     

一类奇异抛物方程的超过程解法

对于如下一类奇异非线性抛物型方程：ｔｕ（ｔ,ｘ）＝Δｕ（ｔ,ｘ）－ｕβ（ｔ,ｘ）,ｘ∈Ｂ（０,ａ）,ｕ（０,ｘ）＝０,ｕ（ｔ,ｘ）｜ｘ｜→ａ－→∞,ｔ＞０,这里,１≤β≤２,Ｂ（ｏ,ａ）表示以ｏ为中心,以ａ为半径的Ｒｄ中的闭球,利用超过程的理论,给出了它的概率解法,从而推广了文［１］相应的结论     

HITTING TIME AND PLACE TO A SPHERE OR SPHERICAL SHELL FOR BROWNIAN MOTION

61.IntroductionLetX~{X,(w),t20}beastandardd-dimensionalBrownianmotioninR'(d22).ThefirsthittingtimeofXforaBorelsetBinRdisdefinedtobeThefirsthittingplaceisX(TB).InthispapergwemainlyconsiderthesphereZ'--,(0,r)~{x:xERd,lxl~r}andthesphericalshellZ'--,(0,a)UZ'--,(0,b)~{x.xER',lxl=aorlxl~b},wherer>0,a>0,b>0anda相似文献   

Choiceless polynomial time

Turing machines define polynomial time (PTime) on strings but cannot deal with structures like graphs directly, and there is no known, easily computable string encoding of isomorphism classes of structures. Is there a computation model whose machines do not distinguish between isomorphic structures and compute exactly PTime properties? This question can be recast as follows: Does there exist a logic that captures polynomial time (without presuming the presence of a linear order)? Earlier, one of us conjectured a negative answer. The problem motivated a quest for stronger and stronger PTime logics. All these logics avoid arbitrary choice. Here we attempt to capture the choiceless fragment of PTime. Our computation model is a version of abstract state machines (formerly called evolving algebras). The idea is to replace arbitrary choice with parallel execution. The resulting logic expresses all properties expressible in any other PTime logic in the literature. A more difficult theorem shows that the logic does not capture all of PTime.     

Completely J —positive linear systems of finite order

Completely J — positive linear systems of finite order are introduced as a generalization of completely symmetric linear systems. To any completely J — positive linear system of finite order there is associated a defining measure with respect to which the transfer function has a certain integral representation. It is proved that these systems are asymptotically stable. The observability and reachability operators obey a certain duality rule and the number of negative squares of the Hankel operator is estimated. The Hankel operator is bounded if and only if a certain measure associated with the defining measure is of Carleson type. We prove that a real symmetric operator valued function which is analytic outside the unit disk has a realization with a completely J — symmetric linear space which is reachable, observable and parbalanced. Uniqueness and spectral minimality of the completely J — symmetric realizations are discussed.