Non-stationary departure process in a batch-arrival queue with finite buffer capacity and threshold-type control mechanism

Wojciech M. Kempa; Dariusz Kurzyk

Displaying similar documents to “Non-stationary departure process in a batch-arrival queue with finite buffer capacity and threshold-type control mechanism”

Explicit formulas for transition intensities in the queueing system $E_{2} / E_{2} / n$

Maria Jankiewicz (1972)

Applicationes Mathematicae

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Heterogeneous queueing systems $M / M_{i} / 2$ with balking

Joanna Huk (1976)

Applicationes Mathematicae

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Order relations in the set of probability distribution functions and their applications in queueing theory

Tomasz Rolski

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CONTENTSIntroduction......................................................................................................................................... 51. n-Monotonic functions on (— ∞, ∞)........................................................................................... 62. Order relations in the set of probability distribution functions....................................................... 12 2.1. Preliminary concepts...............................................................................................................

The weak convergence of regenerative processes using some excursion path decompositions

Amaury Lambert, Florian Simatos (2014)

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

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We consider regenerative processes with values in some general Polish space. We define their $ε$ -big excursions as excursions $e$ such that $ϕ (e) g t; ε$ , where $ϕ$ is some given functional on the space of excursions which can be thought of as, e.g., the length or the height of $e$ . We establish a general condition that guarantees the convergence of a sequence of regenerative processes involving the convergence of $ε$ -big excursions and of their endpoints, for all $ε$ in a set whose closure contains $0$ . Finally,...

Covariance structure of wide-sense Markov processes of order k ≥ 1

Arkadiusz Kasprzyk, Władysław Szczotka (2006)

Applicationes Mathematicae

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A notion of a wide-sense Markov process $X_{t}$ of order k ≥ 1, $X_{t} \sim W M (k)$ , is introduced as a direct generalization of Doob’s notion of wide-sense Markov process (of order k=1 in our terminology). A base for investigation of the covariance structure of $X_{t}$ is the k-dimensional process $x_{t} = (X_{t - k + 1}, . . ., X_{t})$ . The covariance structure of $X_{t} \sim W M (k)$ is considered in the general case and in the periodic case. In the general case it is shown that $X_{t} \sim W M (k)$ iff $x_{t}$ is a k-dimensional WM(1) process and iff the covariance function of $x_{t}$ has the triangular...

Universal rates for estimating the residual waiting time in an intermittent way

Gusztáv Morvai, Benjamin Weiss (2020)

Kybernetika

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A simple renewal process is a stochastic process ${X_{n}}$ taking values in ${0, 1}$ where the lengths of the runs of $1$ ’s between successive zeros are independent and identically distributed. After observing $X_{0}, X_{1}, ... X_{n}$ one would like to estimate the time remaining until the next occurrence of a zero, and the problem of universal estimators is to do so without prior knowledge of the distribution of the process. We give some universal estimates with rates for the expected time to renewal as well as for the conditional...

From a kinetic equation to a diffusion under an anomalous scaling

Giada Basile (2014)

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

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A linear Boltzmann equation is interpreted as the forward equation for the probability density of a Markov process $(K (t), i (t), Y (t))$ on $(𝕋^{2} \times {1, 2} \times ℝ^{2})$ , where $𝕋^{2}$ is the two-dimensional torus. Here $(K (t), i (t))$ is an autonomous reversible jump process, with waiting times between two jumps with finite expectation value but infinite variance. $Y (t)$ is an additive functional of $K$ , defined as $\int_{0}^{t} v (K (s)) d s$ , where $| v | \sim 1$ for small $k$ . We prove that the rescaled process ${(N ln N)}^{- 1 / 2} Y (N t)$ converges in distribution to a two-dimensional Brownian motion. As a consequence,...

Lévy processes conditioned on having a large height process

Mathieu Richard (2013)

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

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In the present work, we consider spectrally positive Lévy processes $(X_{t}, t \geq 0)$ not drifting to $+ \infty$ and we are interested in conditioning these processes to reach arbitrarily large heights (in the sense of the height process associated with $X$ ) before hitting $0$ . This way we obtain a new conditioning of Lévy processes to stay positive. The (honest) law $ℙ_{x}^{☆}$ of this conditioned process (starting at $x g t; 0$ ) is defined as a Doob $h$ -transform via a martingale. For Lévy processes with infinite variation paths,...

Time-varying Markov decision processes with state-action-dependent discount factors and unbounded costs

Beatris A. Escobedo-Trujillo, Carmen G. Higuera-Chan (2019)

Kybernetika

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In this paper we are concerned with a class of time-varying discounted Markov decision models $ℳ_{n}$ with unbounded costs $c_{n}$ and state-action dependent discount factors. Specifically we study controlled systems whose state process evolves according to the equation $x_{n + 1} = G_{n} (x_{n}, a_{n}, ξ_{n}), n = 0, 1, ...$ , with state-action dependent discount factors of the form $α_{n} (x_{n}, a_{n})$ , where $a_{n}$ and $ξ_{n}$ are the control and the random disturbance at time $n$ , respectively. Assuming that the sequences of functions ${α_{n}}$ , ${c_{n}}$ and ${G_{n}}$ converge, in certain sense, to $α_{\infty}$ ,...

Optimization problem under two-sided (max, +)/(min, +) inequality constraints

Karel Zimmermann (2020)

Applications of Mathematics

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$(max, +)$ -linear functions are functions which can be expressed as the maximum of a finite number of linear functions of one variable having the form $f (x_{1}, \dots, x_{h}) = {max}_{j} (a_{j} + x_{j})$ , where $a_{j}$ , $j = 1, \dots, h$ , are real numbers. Similarly $(min, +)$ -linear functions are defined. We will consider optimization problems in which the set of feasible solutions is the solution set of a finite inequality system, where the inequalities have $(max, +)$ -linear functions of variables $x$ on one side and $(min, +)$ -linear functions of variables $y$ on the other side....

Spectral condition, hitting times and Nash inequality

Eva Löcherbach, Oleg Loukianov, Dasha Loukianova (2014)

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

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Let $X$ be a $μ$ -symmetric Hunt process on a LCCB space $𝙴$ . For an open set $𝙶 \subseteq 𝙴$ , let $τ_{𝙶}$ be the exit time of $X$ from $𝙶$ and $A^{𝙶}$ be the generator of the process killed when it leaves $𝙶$ . Let $r : [0, \infty [\to [0, \infty [$ and $R (t) = \int_{0}^{t} r (s) d s$ . We give necessary and sufficient conditions for $𝔼_{μ} R (τ_{𝙶}) l t; \infty$ in terms of the behavior near the origin of the spectral measure of $- A^{𝙶}$ . When $r (t) = t^{l}$ , $l \geq 0$ , by means of this condition we derive the Nash inequality for the killed process. In the diffusion case this permits to show that the existence of moments of order $l + 1$ for $τ_{𝙶}$ ...

Soft local times and decoupling of random interlacements

Serguei Popov, Augusto Teixeira (2015)

Journal of the European Mathematical Society

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In this paper we establish a decoupling feature of the random interlacement process $ℐ^{u} \subset ℤ^{d}$ at level $u$ , $d \geq 3$ . Roughly speaking, we show that observations of $ℐ^{u}$ restricted to two disjoint subsets $A_{1}$ and $A_{2}$ of $ℤ^{d}$ are approximately independent, once we add a sprinkling to the process $ℐ^{u}$ by slightly increasing the parameter $u$ . Our results differ from previous ones in that we allow the mutual distance between the sets $A_{1}$ and $A_{2}$ to be much smaller than their diameters. We then provide an important application...

Small and large time stability of the time taken for a Lévy process to cross curved boundaries

Philip S. Griffin, Ross A. Maller (2013)

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

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This paper is concerned with the small time behaviour of a Lévy process $X$ . In particular, we investigate theof the times, ${\bar{T}}_{b} (r)$ and $T_{b}^{*} (r)$ , at which $X$ , started with $X_{0} = 0$ , first leaves the space-time regions ${(t, y) \in ℝ^{2} : y \leq r t^{b}, t \geq 0}$ (one-sided exit), or ${(t, y) \in ℝ^{2} : | y | \leq r t^{b}, t \geq 0}$ (two-sided exit), $0 \leq b l t; 1$ , as $r ↓ 0$ . Thus essentially we determine whether or not these passage times behave like deterministic functions in the sense of different modes of convergence; specifically convergence in probability, almost surely and in $L^{p}$ . In many instances these are...

Seeking a network characterization of Corson compacta

Ziqin Feng (2021)

Commentationes Mathematicae Universitatis Carolinae

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We say that a collection $𝒜$ of subsets of $X$ has property $(C C)$ if there is a set $D$ and point-countable collections $𝒞$ of closed subsets of $X$ such that for any $A \in 𝒜$ there is a finite subcollection $ℱ$ of $𝒞$ such that $A = D ∖ ⋃ ℱ$ . Then we prove that any compact space is Corson if and only if it has a point- $σ$ - $(C C)$ base. A characterization of Corson compacta in terms of (strong) point network is also given. This provides an answer to an open question in “A Biased View of Topology as a Tool in Functional Analysis”...

On the $n$ -fold symmetric product of a space with a $σ$ - $(P)$ -property $c n$ -network ( $c k$ -network)

Luong Q. Tuyen, Ong V. Tuyen (2020)

Commentationes Mathematicae Universitatis Carolinae

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We study the relation between a space $X$ satisfying certain generalized metric properties and its $n$ -fold symmetric product $ℱ_{n} (X)$ satisfying the same properties. We prove that $X$ has a $σ$ - $(P)$ -property $c n$ -network if and only if so does $ℱ_{n} (X)$ . Moreover, if $X$ is regular then $X$ has a $σ$ - $(P)$ -property $c k$ -network if and only if so does $ℱ_{n} (X)$ . By these results, we obtain that $X$ is strict $σ$ -space (strict $ℵ$ -space) if and only if so is $ℱ_{n} (X)$ .

Optimal estimators in learning theory

V. N. Temlyakov (2006)

Banach Center Publications

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This paper is a survey of recent results on some problems of supervised learning in the setting formulated by Cucker and Smale. Supervised learning, or learning-from-examples, refers to a process that builds on the base of available data of inputs $x_{i}$ and outputs $y_{i}$ , i = 1,...,m, a function that best represents the relation between the inputs x ∈ X and the corresponding outputs y ∈ Y. The goal is to find an estimator $f_{z}$ on the base of given data $z : = ((x ₁, y ₁), . . ., (x_{m}, y_{m}))$ that approximates well the regression function...

On the derived length of units in group algebra

Dishari Chaudhuri, Anupam Saikia (2017)

Czechoslovak Mathematical Journal

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Let $G$ be a finite group $G$ , $K$ a field of characteristic $p \geq 17$ and let $U$ be the group of units in $K G$ . We show that if the derived length of $U$ does not exceed $4$ , then $G$ must be abelian.

L₁-uniqueness of degenerate elliptic operators

Derek W. Robinson, Adam Sikora (2011)

Studia Mathematica

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Let Ω be an open subset of $ℝ^{d}$ with 0 ∈ Ω. Furthermore, let $H_{Ω} = - \sum_{i, j = 1}^{d} \partial_{i} c_{i j} \partial_{j}$ be a second-order partial differential operator with domain $C_{c}^{\infty} (Ω)$ where the coefficients $c_{i j} \in W_{l o c}^{1, \infty} (Ω ̅)$ are real, $c_{i j} = c_{j i}$ and the coefficient matrix $C = (c_{i j})$ satisfies bounds 0 < C(x) ≤ c(|x|)I for all x ∈ Ω. If $\int_{0}^{\infty} d s s^{d / 2} e^{- λ μ (s) ²} < \infty$ for some λ > 0 where $μ (s) = \int_{0}^{s} d t c {(t)}^{- 1 / 2}$ then we establish that $H_{Ω}$ is L₁-unique, i.e. it has a unique L₁-extension which generates a continuous semigroup, if and only if it is Markov unique, i.e. it has a unique L₂-extension which generates a submarkovian semigroup....