Verres de Spin et optimisation combinatoire
Waiting time analysis for priority queues with/without vacations under random order of service discipline.
Weak quenched limiting distributions for transient one-dimensional random walk in a random environment
We consider a one-dimensional, transient random walk in a random i.i.d. environment. The asymptotic behaviour of such random walk depends to a large extent on a crucial parameter that determines the fluctuations of the process. When , the averaged distributions of the hitting times of the random walk converge to a -stable distribution. However, it was shown recently that in this case there does not exist a quenched limiting distribution of the hitting times. That is, it is not true that for...
Weakly stationary processes with non–positive autocorrelations
We deal with real weakly stationary processes with non-positive autocorrelations , i. e. it is assumed that for all . We show that such processes have some special interesting properties. In particular, it is shown that each such a process can be represented as a linear process. Sufficient conditions under which the resulting process satisfies for all are provided as well.
Weighted power variations of iterated Brownian motion.
Weighting, likelihood ratio order and life distributions
We use weighted distributions with a weight function being a ratio of two densities to obtain some results of interest concerning life and residual life distributions. Our theorems are corollaries from results of Jain et al. (1989) and Bartoszewicz and Skolimowska (2006).
Heisenberg chain and random walks.
Zero-temperature 2D stochastic Ising model and anisotropic curve-shortening flow
Zero-time vectors in the domain of the Hamiltonian in Quantum Field Theory as application of a programme for nearly Gaussian processes.
α-stable limits for multiple channel queues in heavy traffic
We consider a sequence of renewal processes constructed from a sequence of random variables belonging to the domain of attraction of a stable law (1 < α < 2). We show that this sequence is not tight in the Skorokhod J₁ topology but the convergence of some functionals of it is derived. Using the structure of the sample paths of the renewal process we derive the convergence in the Skorokhod M₁ topology to an α-stable Lévy motion. This example leads to a weaker notion of weak convergence. As...
α-time fractional brownian motion: PDE connections and local times
For 0 < α ≤ 2 and 0 < H < 1, an α-time fractional Brownian motion is an iterated process Z = {Z(t) = W(Y(t)), t ≥ 0} obtained by taking a fractional Brownian motion {W(t), t ∈ ℝ} with Hurst index 0 < H < 1 and replacing the time parameter with a strictly α-stable Lévy process {Y(t), t ≥ 0} in ℝ independent of {W(t), t ∈ R}. It is shown that such processes have natural connections to partial differential equations and, when Y is a stable subordinator, can arise...
α-time fractional Brownian motion: PDE connections and local times∗
For 0 < α ≤ 2 and 0 < H < 1, an α-time fractional Brownian motion is an iterated process Z = {Z(t) = W(Y(t)), t ≥ 0} obtained by taking a fractional Brownian motion {W(t), t ∈ ℝ} with Hurst index 0 < H < 1 and replacing the time parameter with a strictly α-stable Lévy process {Y(t), t ≥ 0} in ℝ independent of {W(t), t ∈ R}. It is shown that such processes have natural connections to partial differential...
Аддитивные функционалы и замена времени, сохраняющая полумарковское свойство процесса
Аналитичность корреляционных функций в одномерных классических системах со степенным убыванием потенциала
Антиферромагнетизм, ферромагнетизм и сверхпроводимость в модели Хаббарда с отталкиванием
Антиферромагнитные и сверхпроводящие состояния в трехзонной двумерной модели Хаббарда с отталкиванием
Асимптотика плотности функции восстановления
Асимптотика решения смешанной задачи для системы дифференциальных уравнений, связанной с положительным интегральным оператором
Большая загрузка в системе с дисциплиной преимущественного обслуживания требования наименьшей поступившей длины с прерыванием обслуживания
Время безотказной работы систем с параллельно-последовательно-параллельной структурой