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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...

Fragmentation-Coagulation Models of Phytoplankton

Ryszard Rudnicki, Radosław Wieczorek (2006)

Bulletin of the Polish Academy of Sciences. Mathematics

We present two new models of the dynamics of phytoplankton aggregates. The first one is an individual-based model. Passing to infinity with the number of individuals, we obtain an Eulerian model. This model describes the evolution of the density of the spatial-mass distribution of aggregates. We show the existence and uniqueness of solutions of the evolution equation.

From a kinetic equation to a diffusion under an anomalous scaling

Giada Basile (2014)

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

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 × { 1 , 2 } × 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 0 t v ( K ( s ) ) d s , where | v | 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, the appropriately...

Functional inequalities and uniqueness of the Gibbs measure — from log-Sobolev to Poincaré

Pierre-André Zitt (2008)

ESAIM: Probability and Statistics

In a statistical mechanics model with unbounded spins, we prove uniqueness of the Gibbs measure under various assumptions on finite volume functional inequalities. We follow Royer's approach (Royer, 1999) and obtain uniqueness by showing convergence properties of a Glauber-Langevin dynamics. The result was known when the measures on the box [-n,n]d (with free boundary conditions) satisfied the same logarithmic Sobolev inequality. We generalize this in two directions: either the constants may be...

Functional inequalities for discrete gradients and application to the geometric distribution

Aldéric Joulin, Nicolas Privault (2010)

ESAIM: Probability and Statistics

We present several functional inequalities for finite difference gradients, such as a Cheeger inequality, Poincaré and (modified) logarithmic Sobolev inequalities, associated deviation estimates, and an exponential integrability property. In the particular case of the geometric distribution on we use an integration by parts formula to compute the optimal isoperimetric and Poincaré constants, and to obtain an improvement of our general logarithmic Sobolev inequality. By a...

Functional inequalities for discrete gradients and application to the geometric distribution

Aldéric Joulin, Nicolas Privault (2004)

ESAIM: Probability and Statistics

We present several functional inequalities for finite difference gradients, such as a Cheeger inequality, Poincaré and (modified) logarithmic Sobolev inequalities, associated deviation estimates, and an exponential integrability property. In the particular case of the geometric distribution on we use an integration by parts formula to compute the optimal isoperimetric and Poincaré constants, and to obtain an improvement of our general logarithmic Sobolev inequality. By a limiting procedure we...

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