简介:<正>SupposeXisasuperdiffusioninRdwithgeneralbranchingmechanism¢.andYDdenotesthetotalweightedoccupationtimeofXinaboundedsmoothdomainD.WediscusstheconditionsonψtoguaranteethatYDhasabsoluteycontinuousstates.Andforparticularψ(z)=z(l+,0DisabsolutelycontinuouswithrespecttotheLebesguemeasureinD.whereasinthecased>2+2/B.itissingular.AsweknowtheabsolutecontinuityandsingularityofY(Dhavenotbeendiscussedbefore.
简介:CRITICALSTOPPINGTIMESANDSEMIMARTINGALESOFSTOCHASTICPROCESSESHuBijin(胡必锦)(DepartmentofMathematicsHUSTWuhan,HubeiP.R.C.3.1992)A...
简介:SupposethatCisafinitecollectionofpatterns.ObserveaMarkovchainuntiloneofthepatternsinCoccursasarun.Thistimeisdenotedbyτ.Inthispaper,weaimtogiveaneasywaytocalculatethemeanwaitingtimeE(τ)andthestoppingprobabilitiesP(τ=τA)withA∈C,whereτAisthewaitingtimeuntilthepatternAappearsasarun.
简介:Inthisarticle,wemainlydiscusstheasymptoticbehaviorformulti-dimensionalcontinuous-timerandomwalkinrandomenvironmentwithholdingtimes.Byconstructingarenewalstructureandusingthepoint'environmentviewedfromtheparticle',underGeneralKalikow'sCondition,weshowthelawoflargenumbers(LLN)andcentrallimittheorem(CLT)fortheescapespeedofrandomwalk.
简介:1.IntroductionMotiffedbysomelargedeviationresultsforbranchingparticlesystem,thelargedeviationresultsforsuperprocesseshavebeeninvestigatedrecently.CoxandGffeathll]startedtheinvestigationofthelargedevistionforcriticalbranchingBrochanmotion.IscoeIZIcarr...
简介:Recurrenteventsdataandgaptimesbetweenrecurrenteventsarefrequentlyencounteredinmanyclinicalandobservationalstudies,andoftenmorethanonetypeofrecurrenteventsisofinterest.Inthispaper,weconsideraproportionalhazardsmodelformultipletyperecurrentgaptimesdatatoassesstheeffectofcovaxiatesonthecensoredeventprocessesofinterest.Anestimatingequationapproachisusedtoobtaintheestimatorsofregressioncoefficientsandbaselinecumulativehazardfunctions.Weexamineasymptoticpropertiesoftheproposedestimators.Finitesamplepropertiesoftheseestimatorsaredemonstratedbysimulations.
简介:Thispaperstudiesonlineschedulingofjobswithkindreleasetimesonasinglemachine.Here“kindreleasetime”meansthatinonlinesetting,nojobscanbereleasedwhenthemachineisbusy.EachjobJhasakindreleasetimer(J)≥0,aprocessingtimep(J)>0andadeadlined(J)>0.Thegoalistodetermineaschedulewhichmaximizestotalprocessingtime(∑p(J)E(J))ortotalnumber(∑E(J))oftheacceptedjobs.Forthefirstobjectivefunction∑p(J)E(J),wefirstpresentalowerbound√2,andthenprovideanonlinealgorithmLEJwithacompetitiveratioof3.Thisisthefirstdeterministicalgorithmfortheproblemwithaconstantcompetitiveratio.Whenp(J)∈{1,k},k>1isarealnumber,wefirstpresentalowerboundminf(1+k)/k,2k/(1+k)g,andthenweshowthatLEJhasacompetitiveratioof1+┌k┐=k.Inparticular,whenalltheklengthjobshavetightdeadlines,wefirstpresentalowerboundmax{4=(2+k),1}(for∑p(J)E(J))and4/3(for∑E(J)).ThenweprovethatLEJis┌k┐/k-competitivefor∑p(J)E(J)andweprovideanonlinealgorithmHwithacompetitiveratioof2┌k┐/(┌k┐+1)forthesecondobjectivefunction∑E(J).
简介:Fora〈r〈b,theapproachofLiandZhou(2014)isadoptedtofindjointLaplacetransformsofoccupationtimesoverintervals(a,r)and(r,b)foratimehomogeneousdiffusionprocessbeforeitfirstexitsfromeitheraorb.Theresultsareexpressedintermsofsolutionstothedifferentialequationsassociatedwiththediffusionsgenerator.Applyingtheseresults,weobtainmoreexplicitex-pressionsonthejointLaplacetransformsofoccupationtimesforBrownianmotionwithdrift,BrownianmotionwithalternatingdriftandskewBrownianmotion,respectively.
简介:Inthispaperexhaustive-servicepriority-M/G/1queueingsystemswithmultiplevacations,singlevacationandsetuptimesarestudiedunderthenonpreemptiveandpreemptiveresumeprioritydisciplines.Foreachofthesixmodelsanalysed,theLapLace-StieltjestransformofthevirtualwaitingtimeWκ(t)attimetofclasskisderivedbythemethodofcollectivemarks.AsufficientconditionforWκ(t)/√ακdd↑→|U|,whereUhasthestandardnormaldistribution,isalsogiven.
简介:ByusingLamperti’sbijectionbetweenself-similarMarkovprocessesandLevyprocesses,weprovefinitenessofmomentsandasymptoticbehaviorofpassagetimesforincreasingself-similarMarkovprocessesvaluedin(0,∞).Wealsoinvestigatethebehavioroftheprocesswhenitcrossesalevel.Alimittheoremconcerningthedistributionoftheprocessimmediatelybeforeitcrossessomelevelisproved.Someusefulexamplesaregiven.
简介:Inthispaper,wepresentm-timesecant-likemulti-projectionalgorithmforsparseunconstrainedminimizationproblem.Weprovethismethodareallq-superlinearlyconvergenttothesolutionaboutm≥l.Atlast,wediscussfromsomenumericalresults,howtochoosethenumbermtodeterminetheapproximatingmatrixproperlyinpracticaluse.