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Research problems of Jerzy Zabczyk

Szymon Peszat, Łukasz Stettner (2015)

Banach Center Publications

In the paper we present a selected variety of problems studied by Professor Jerzy Zabczyk. Important part of Prof. Zabczyk's scientific activity was devoted to his PhD students. He has promoted 9 PhD students: Tomasz Bielecki, Jarosław Sobczyk, Łukasz Stettner and Gianmario Tessitore work mostly in control and its applications to mathematical finance, whereas the research of Anna Chojnowska-Michalik, Wojciech Jachimiak, Anna Milian, Szymon Peszat and Anna Rusinek is concentrated mostly on stochastic...

Restricted admissibility of batches into an M / G /1 type bulk queue with modified Bernoulli schedule server vacations

Kailash C. Madan, Walid Abu-Dayyeh (2002)

ESAIM: Probability and Statistics

We investigate the steady state behavior of an M / G /1 queue with modified Bernoulli schedule server vacations. Batches of variable size arrive at the system according to a compound Poisson process. However, all arriving batches are not allowed into the system. The restriction policy differs when the server is available in the system and when he is on vacation. We obtain in closed form, the steady state probability generating functions for the number of customers in the queue for various states of...

Restricted Admissibility of Batches into an M/G/1 Type Bulk Queue with Modified Bernoulli Schedule Server Vacations

Kailash C. Madan, Walid Abu–Dayyeh (2010)

ESAIM: Probability and Statistics

We investigate the steady state behavior of an M/G/1 queue with modified Bernoulli schedule server vacations. Batches of variable size arrive at the system according to a compound Poisson process. However, all arriving batches are not allowed into the system. The restriction policy differs when the server is available in the system and when he is on vacation. We obtain in closed form, the steady state probability generating functions for the number of customers in the queue for various states...

Restricted exchangeable partitions and embedding of associated hierarchies in continuum random trees

Bo Chen, Matthias Winkel (2013)

Annales de l'I.H.P. Probabilités et statistiques

We introduce the notion of a restricted exchangeable partition of . We obtain integral representations, consider associated fragmentations, embeddings into continuum random trees and convergence to such limit trees. In particular, we deduce from the general theory developed here a limit result conjectured previously for Ford’s alpha model and its extension, the alpha-gamma model, where restricted exchangeability arises naturally.

Restrictions of CP-semigroups to maximal commutative subalgebras

Franco Fagnola, Michael Skeide (2007)

Banach Center Publications

We give a necessary and sufficient criterion for a normal CP-map on a von Neumann algebra to admit a restriction to a maximal commutative subalgebra. We apply this result to give a far reaching generalization of Rebolledo's sufficient criterion for the Lindblad generator of a Markov semigroup on ℬ(G).

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