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Fluctuation limit theorems for age-dependent critical binary branching systems

José Alfredo López-Mimbela, Antonio Murillo-Salas (2011)

ESAIM: Proceedings

We consider an age-dependent branching particle system in ℝd, where the particles are subject to α-stable migration (0 < α ≤ 2), critical binary branching, and general (non-arithmetic) lifetimes distribution. The population starts off from a Poisson random field in ℝd with Lebesgue intensity. We prove functional central limit theorems and strong laws of large numbers under two rescalings: high particle density, and a space-time rescaling...

Fluctuations of brownian motion with drift.

Joseph G. Conlon, Peder Olsen (1999)

Publicacions Matemàtiques

Consider 3-dimensional Brownian motion started on the unit sphere {|x| = 1} with initial density ρ. Let ρt be the first hitting density on the sphere {|x| = t + 1}, t &gt; 0. Then the linear operators Tt defined by Tt ρ = ρt form a semigroup with an infinitesimal generator which is approximately the square root of the Laplacian. This paper studies the analogous situation for Brownian motion with a drift b, where b is small in a suitable scale invariant norm.

Fluid limits for the queue length of jobs in multiserver open queueing networks

Saulius Minkevičius (2014)

RAIRO - Operations Research - Recherche Opérationnelle

The object of this research in the queueing theory is a theorem about the Strong-Law-of-Large-Numbers (SLLN) under the conditions of heavy traffic in a multiserver open queueing network. SLLN is known as a fluid limit or fluid approximation. In this work, we prove that the long-term average rate of growth of the queue length process of a multiserver open queueing network under heavy traffic strongly converges to a particular vector of rates. SLLN is proved for the values of an important probabilistic...

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