Die gemischte Warteordnung in Bedienungssystemen mit beschränktem Warteraum
Die kostenminimale Belastung offener Wartesysteme mit Poisson-Input der Forderungen
Die Polynome von Yang-Lee und ihre Nullstellen.
Differential operators and spectral distributions of invariant ensembles from the classical orthogonal polynomials: the discrete case.
Diffusion and scattering of shocks in the partially asymmetric simple exclusion process.
Diffusion approximation for a controlled service system
Diffusion approximation for first overflow time in system with finite capacity.
Diffusion approximations of the geometric Markov renewal processes and option price formulas.
Diffusion de sphères dures dans la droite réelle : comportement macroscopique et équilibre local
Diffusion Monte Carlo method: Numerical Analysis in a Simple Case
The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a fixed number of random walkers evolving according to a stochastic differential equation discretized in time. We allow stochastic reconfigurations of the walkers to reduce the discrepancy between the weights that they carry. On a simple one-dimensional example, we prove...
Diffusions avec branchement et interaction
Diffusions in random environment and ballistic behavior
Diffusive long-time behavior of Kawasaki dynamics.
Direct solutions of M/G/1 priority queueing models
Directed polymer in random environment and last passage percolation*
The sequence of random probability measures νn that gives a path of length n, times the sum of the random weights collected along the paths, is shown to satisfy a large deviations principle with good rate function the Legendre transform of the free energy of the associated directed polymer in a random environment. Consequences on the asymptotics of the typical number of paths whose collected weight is above a fixed proportion are then drawn.
Discrete Löwner evolution
Discrete time markovian agents interacting through a potential
A discrete time stochastic model for a multiagent system given in terms of a large collection of interacting Markov chains is studied. The evolution of the interacting particles is described through a time inhomogeneous transition probability kernel that depends on the ‘gradient’ of the potential field. The particles, in turn, dynamically modify the potential field through their cumulative input. Interacting Markov processes of the above form have been suggested as models for active biological transport...
Disorder relevance at marginality and critical point shift
Recently the renormalization group predictions on the effect of disorder on pinning models have been put on mathematical grounds. The picture is particularly complete if the disorder is relevant or irrelevant in the Harris criterion sense: the question addressed is whether quenched disorder leads to a critical behavior which is different from the one observed in the pure, i.e. annealed, system. The Harris criterion prediction is based on the sign of the specific heat exponent of the pure system,...
Disorder relevance for the random walk pinning model in dimension 3
We study the continuous time version of the random walk pinning model, where conditioned on a continuous time random walk (Ys)s≥0 on ℤd with jump rate ρ > 0, which plays the role of disorder, the law up to time t of a second independent random walk (Xs)0≤s≤t with jump rate 1 is Gibbs transformed with weight eβLt(X,Y), where Lt(X, Y) is the collision local time between X and Y up to time t. As the inverse temperature β varies, the model undergoes a localization–delocalization transition at...
Dispersive functions and stochastic orders
Generalizations of the hazard functions are proposed and general hazard rate orders are introduced. Some stochastic orders are defined as general ones. A unified derivation of relations between the dispersive order and some other orders of distributions is presented