排序方式: 共有16条查询结果,搜索用时 15 毫秒
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Serguei Foss Takis Konstantopoulos Stan Zachary 《Journal of Theoretical Probability》2007,20(3):581-612
We consider a modulated process S which, conditional on a background process X, has independent increments. Assuming that S drifts to −∞ and that its increments (jumps) are heavy-tailed (in a sense made precise in the paper), we exhibit natural
conditions under which the asymptotics of the tail distribution of the overall maximum of S can be computed. We present results in discrete and in continuous time. In particular, in the absence of modulation, the
process S in continuous time reduces to a Lévy process with heavy-tailed Lévy measure. A central point of the paper is that we make
full use of the so-called “principle of a single big jump” in order to obtain both upper and lower bounds. Thus, the proofs
are entirely probabilistic. The paper is motivated by queueing and Lévy stochastic networks. 相似文献
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Costas Courcoubetis Panagiotis Konstantopoulos Jean Walrand Richard R. Weber 《Queueing Systems》1989,5(1-3):37-54
Consider a production system that consists ofm machines each of which can produce parts ofn types. When machinek is used, it produces a part of typei with probabilityp
ki
. Requests arrive for parts, one at a time. With probability
i
an arriving request is for a part of typei. The requests must be served without waiting. Thus, if a requested part is not available, it must be produced. We find necessary and sufficient conditions for the existence of a strategy (a choice of the machines to be used) which makes the inventory of parts stable and we provide such a strategy.Two variations of this model are also considered: the case of batch arrivals of requests, and that of a system where the requests can be queued. 相似文献
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Queueing Systems - The idea behind the recently introduced “age-of-information” performance measure of a network message processing system is that it indicates our knowledge regarding... 相似文献
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We prove the Cauchy–Binet determinantal formula using multilinear algebra by first generalizing it to an identity not involving determinants. By extending the formula to abstract Hilbert spaces we obtain, as a corollary, a generalization of the classical Parseval identity. 相似文献
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Takis Konstantopoulos Linglong Yuan Michael A. Zazanis 《Expositiones Mathematicae》2018,36(2):143-165
This paper presents a stochastic approach to theorems concerning the behavior of iterations of the Bernstein operator taking a continuous function to a degree- polynomial when the number of iterations tends to infinity and is kept fixed or when tends to infinity as well. In the first instance, the underlying stochastic process is the so-called Wright–Fisher model, whereas, in the second instance, the underlying stochastic process is the Wright–Fisher diffusion. Both processes are probably the most basic ones in mathematical genetics. By using Markov chain theory and stochastic compositions, we explain probabilistically a theorem due to Kelisky and Rivlin, and by using stochastic calculus we compute a formula for the application of a number of times to a polynomial when tends to a constant. 相似文献
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Damianos Gavalas Charalampos Konstantopoulos Konstantinos Mastakas Grammati Pantziou 《Journal of Heuristics》2014,20(3):291-328
The tourist trip design problem (TTDP) refers to a route-planning problem for tourists interested in visiting multiple points of interest (POIs). TTDP solvers derive daily tourist tours, i.e., ordered visits to POIs, which respect tourist constraints and POIs attributes. The main objective of the problem discussed is to select POIs that match tourist preferences, thereby maximizing tourist satisfaction, while taking into account a multitude of parameters and constraints (e.g., distances among POIs, visiting time required for each POI, POIs visiting days/hours, entrance fees, weather conditions) and respecting the time available for sightseeing on a daily basis. The aim of this work is to survey models, algorithmic approaches and methodologies concerning tourist trip design problems. Recent approaches are examined, focusing on problem models that best capture a multitude of realistic POIs attributes and user constraints; further, several interesting TTDP variants are investigated. Open issues and promising prospects in tourist trip planning research are also discussed. 相似文献
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This paper provides an overview of results, concerning longest or heaviest paths, in the area of random directed graphs on the integers along with some extensions. We study first-order asymptotics of heaviest paths allowing weights both on edges and vertices and assuming that weights on edges are signed. We aim at an exposition that summarizes, simplifies, and extends proof ideas. We also study sparse graph asymptotics, showing convergence of the weighted random graphs to a certain weighted graph that can be constructed in terms of Poisson processes. We are motivated by numerous applications, ranging from ecology to parallel computing models. It is the latter set of applications that necessitates the introduction of vertex weights. Finally, we discuss some open problems and research directions. 相似文献
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Sergey Foss Takis Konstantopoulos Thomas Mountford 《Journal of Theoretical Probability》2018,31(2):684-704
The Poisson hail model is a space-time stochastic system introduced by Baccelli and Foss (J Appl Prob 48A:343–366, 2011) whose stability condition is nonobvious owing to the fact that it is spatially infinite. Hailstones arrive at random points of time and are placed in random positions of space. Upon arrival, if not prevented by previously accumulated stones, a stone starts melting at unit rate. When the stone sizes have exponential tails, then stability conditions exist. In this paper, we look at heavy tailed stone sizes and prove that the system can be stabilized when the rate of arrivals is sufficiently small. We also show that the stability condition is, in a weak sense, optimal. We use techniques and ideas from greedy lattice animals. 相似文献
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We consider a Lévy stochastic network as a regulated multidimensional Lévy process. The reflection direction is constant on each boundary of the positive orthant and the corresponding reflection matrix corresponds to a single-class network. We use the representation of the Lévy process and Itô's formula to arrive at some equations for the steady-state process; the latter is shown to exist, under natural stability conditions. We specialize first to the class of Lévy processes with non-negative jumps and then add the assumption of self-similarity. We show that the stationary distribution of the network corresponding the the latter process does not has product form (except in trivial cases). Finally, we derive asymptotic bounds for two-dimensional Lévy stochastic network. 相似文献