Minimax checking of replaceable units
Mixing time for the Ising model : a uniform lower bound for all graphs
Consider Glauber dynamics for the Ising model on a graph of n vertices. Hayes and Sinclair showed that the mixing time for this dynamics is at least nlog n/f(Δ), where Δ is the maximum degree and f(Δ) = Θ(Δlog2Δ). Their result applies to more general spin systems, and in that generality, they showed that some dependence on Δ is necessary. In this paper, we focus on the ferromagnetic Ising model and prove that the mixing time of Glauber dynamics on any n-vertex graph is at least (1/4 + o(1))nlog n....
M/M/1 queuing model with ordinary maintenance and breakdowns
M/M/1 retrial queue with collisions and working vacation interruption under N-policy
Consider an M/M/1 retrial queue with collisions and working vacation interruption under N-policy. We use a quasi birth and death process to describe the considered system and derive a condition for the stability of the model. Using the matrix-analytic method, we obtain the stationary probability distribution and some performance measures. Furthermore, we prove the conditional stochastic decomposition for the queue length in the orbit. Finally, some numerical examples are presented.
Mobility and Einstein relation for a tagged particle in asymmetric mean zero random walk with simple exclusion
Modeling flocks and prices: Jumping particles with an attractive interaction
We introduce and investigate a new model of a finite number of particles jumping forward on the real line. The jump lengths are independent of everything, but the jump rate of each particle depends on the relative position of the particle compared to the center of mass of the system. The rates are higher for those left behind, and lower for those ahead of the center of mass, providing an attractive interaction keeping the particles together. We prove that in the fluid limit, as the number of particles...
Modélisation avec pivot pour une loi générale
Modélisation d'une architecture parallèle pour le traitement d'images
Modelos multiestado de reemplazamiento con reparación imperfecta.
Gran parte de los autores que han escrito sobre políticas estocásticas de reemplazamiento, han estado frecuentemente manteniendo dos supuestos en los modelos por ellos presentados:a) el sistema sólo tiene dos estados posibles, unos de funcionamiento y otro de avería.b) tras la avería, el sistema es reparado o reemplazado, quedando "tan bien como nuevo".En este artículo se obtienen unas funciones de coste, para sistemas en los cuales no pueden mantenerse estos supuestos. A través de estas funciones...
Models of Alternating Renewal Process at Discrete Time
We study a class of models used with success in the modelling of climatological sequences. These models are based on the notion of renewal. At first, we examine the probabilistic aspects of these models to afterwards study the estimation of their parameters and their asymptotical properties, in particular the consistence and the normality. We will discuss for applications, two particular classes of alternating renewal processes at discrete time. The first class is defined by laws of sojourn time...
Moderate deviations for a Curie–Weiss model with dynamical external field
In the present paper we prove moderate deviations for a Curie–Weiss model with external magnetic field generated by a dynamical system, as introduced by Dombry and Guillotin-Plantard in [C. Dombry and N. Guillotin-Plantard, Markov Process. Related Fields 15 (2009) 1–30]. The results extend those already obtained for the Curie–Weiss model without external field by Eichelsbacher and Löwe in [P. Eichelsbacher and M. Löwe, Markov Process. Related Fields 10 (2004) 345–366]. The Curie–Weiss model with...
Moderate deviations for diffusions in a random gaussian shear flow drift
Moment estimation of customer loss rates from transactional data.
Moment measures of heavy-tailed renewal point processes: asymptotics and applications
We study higher-order moment measures of heavy-tailed renewal models, including a renewal point process with heavy-tailed inter-renewal distribution and its continuous analog, the occupation measure of a heavy-tailed Lévy subordinator. Our results reveal that the asymptotic structure of such moment measures are given by explicit power-law density functions. The same power-law densities appear naturally as cumulant measures of certain Poisson and Gaussian stochastic integrals. This correspondence...
Moments of characteristic polynomials enumerate two-rowed lexicographic arrays.
Moments of passage times for Lévy processes
Monotonicity and comparison results for nonnegative dynamic systems. Part II: Continuous-time case
This second Part II, which follows a first Part I for the discrete-time case (see [DijkSl1]), deals with monotonicity and comparison results, as generalization of the pure stochastic case, for stochastic dynamic systems with arbitrary nonnegative generators in the continuous-time case. In contrast with the discrete-time case the generalization is no longer straightforward. A discrete-time transformation will therefore be developed first. Next, results from Part I can be adopted. The conditions,...
Monotonieeigenschaften einliniger Bedienungssysteme mit exponentiellen Bedienungszeiten
Mori's memory function formalism in nonlinear statistical hydrodynamics
Moyennes et mesures en mécanique quantique et en mécanique classique