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Recurso libre

Editorial Board for Volume 10 (2005)
,

Formato:	Peer-reviewed Article,
Enlaces:	Descripción completa.
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

Convergence in Fractional Models and Applications
Berzin, Corinne; LabSad, Université Pierre Mendès-France - León, José Rafael; Universidad Central de Venezuelz

Formato:	Peer-reviewed Article,
Enlaces:	We consider a fractional Brownian motion with Hurst parameter strictly between 0 and 1. We are interested in the asymptotic behaviour of functionals of the increments of this and related processes and we propose several probabilistic and statistical applications.
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

$L_p$-Estimates for SPDE with Discontinuous Coefficients in Domains
Kim, Kyeong-Hun; University of Utah

Formato:	Peer-reviewed Article,
Enlaces:	Stochastic partial differential equations of divergence form with discontinuous and unbounded coefficients are considered in $C^1$ domains. Existence and uniqueness results are given in weighted $L_p$ spaces, and Holder type estimates are presented.
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

A Connection between Gaussian Processes and Markov Processes
Eisenbaum, Nathalie; Universités Paris 6 et 7, France

Formato:	Peer-reviewed Article,
Enlaces:	The Green function of a transient symmetric Markov process can be interpreted as the covariance of a centered Gaussian process. This relation leads to several fruitful identities in law. Symmetric Markov processes and their associated Gaussian process both benefit from…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

Diffusive Long-time Behavior of Kawasaki Dynamics
Cancrini, Nicoletta; Università dell'Aquila, Italy - Cesi, Filippo; Università di Roma ``La Sapienza", Italy - Roberto, Cyril; Università di Roma 3, Italy

Formato:	Peer-reviewed Article,
Enlaces:	If $P_t$ is the semigroup associated with the Kawasaki dynamics on $Z^d$ and $f$ is a local function on the configuration space, then the variance with respect to the invariant measure $\mu$ of $P_t f$ goes to zero as $t\to…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

Return Probabilities of a Simple Random Walk on Percolation Clusters
Heicklen, Deborah; Lockhead-Martin, USA - Hoffman, Christopher; University of Washington, USA

Formato:	Peer-reviewed Article,
Enlaces:	We bound the probability that a continuous time simple random walk on the infinite percolation cluster on $Z^d$ returns to the origin at time $t$. We use this result to show that in dimensions 5 and higher the uniform spanning…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

The Time for a Critical Nearest Particle System to reach Equilibrium starting with a large Gap
Mountford, Thomas; Departement de Mathematiques, Ecole Polytechnique Federale, Switzerland - Wu, Li-Chau; Institute of Mathematics, Academia Sinica, Taipei, Taiwan

Formato:	Peer-reviewed Article,
Enlaces:	We consider the time for a critical nearest particle system, starting in equilibrium subject to possessing a large gap, to achieve equilibrium.
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

A Matrix Representation of the Bercovici-Pata Bijection
Cabanal-Duvillard, Thierry; Université Paris 5

Formato:	Peer-reviewed Article,
Enlaces:	Let $\mu$ be an infinitely divisible law on the real line, $\Lambda(\mu)$ its freely infinitely divisible image by the Bercovici-Pata bijection. The purpose of this article is to produce a new kind of random matrices with distribution $\mu$ at dimension…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

Martingales and Profile of Binary Search Trees
Chauvin, B.; Université de Versailles, France - Klein, T.; Université de Versailles, France - Marckert, J.-F.; Université de Versailles, France - Rouault, A; Université de Versailles, France

Formato:	Peer-reviewed Article,
Enlaces:	We are interested in the asymptotic analysis of the binary search tree (BST) under the random permutation model. Via an embedding in a continuous time model, we get new results, in particular the asymptotic behavior of the profile.
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

10.

A Central Limit Theorem for Weighted Averages of Spins in the High Temperature Region of the Sherrington-Kirkpatrick Model
Panchenko, Dmitry; Massachusetts Institute of Technology, USA

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we prove that in the high temperature region of the Sherrington-Kirkpatrick model for a typical realization of the disorder the weighted average of spins $\sum_{i \leq N} t_i \sigma_i$ will be approximately Gaussian provided that $\max_{i \leq…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

11.

Logarithmic Sobolev Inequality for Zero--Range Dynamics: Independence of the Number of Particles
Dai Pra, Paolo; Università di Padova, Italy - Posta, Gustavo; Politecnico di Milano, Italy

Formato:	Peer-reviewed Article,
Enlaces:	We prove that the logarithmic-Sobolev constant for Zero-Range Processes in a box of diameter $L$ may depend on $L$ but not on the number of particles. This is a first, but relevant and quite technical step, in the proof that…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

12.

Statistics of a Vortex Filament Model
Flandoli, Franco; Università di Pisa, Italy - Gubinelli, Massimiliano; Università di Pisa, Italy

Formato:	Peer-reviewed Article,
Enlaces:	A random incompressible velocity field in three dimensions composed by Poisson distributed Brownian vortex filaments is constructed. The filaments have a random thickness, length and intensity, governed by a measure $\gamma$. Under appropriate assumptions on $\gamma$ we compute the scaling…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

13.

On the Increments of the Principal Value of Brownian Local Time
Csaki, Endre; Hungarian Academy of Sciences, Hungary - Hu, Yueyun; Universite Paris VI

Formato:	Peer-reviewed Article,
Enlaces:	Let $W$ be a one-dimensional Brownian motion starting from 0. Define $Y(t)= \int_0^t{ds \over W(s)}:= \lim_{\epsilon\to 0} \int_0^t 1_{(\|W(s)\|> \epsilon)} {ds\over W(s)}$ as Cauchy's principal value related to local time. We prove limsup and liminf results for the increments of…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

14.

Convergence in Dirichlet Law of Certain Stochastic Integrals
Chorro, Christophe; Cermsem, Université Paris 1, France

Formato:	Peer-reviewed Article,
Enlaces:	Recently, Nicolas Bouleau has proposed an extension of the Donsker's invariance principle in the framework of Dirichlet forms. He proves that an erroneous random walk of i.i.d random variables converges in Dirichlet law toward the Ornstein-Uhlenbeck error structure on the…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

15.

A Martingale Proof of Dobrushin's Theorem for Non-Homogeneous Markov Chains
Sethuraman, Sunder; Iowa State University, USA - Varadhan, Srinivasa S.R.; New York University - Courant Institute, USA

Formato:	Peer-reviewed Article,
Enlaces:	In 1956, Dobrushin proved an important central limit theorem for non-homogeneous Markov chains. In this note, a shorter and different proof elucidating more the assumptions is given through martingale approximation.
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

16.

Small-time Asymptotic Estimates in Local Dirichlet Spaces
Ariyoshi, Teppei; Tokio Marine & Nichido Fire Insurance Co., Ltd. - Hino, Masanori; Kyoto University

Formato:	Peer-reviewed Article,
Enlaces:	Small-time asymptotic estimates of semigroups on a logarithmic scale are proved for all symmetric local Dirichlet forms on $\sigma$-finite measure spaces, which is an extension of the work by Hino and Ramírez [4].
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

17.

On Cauchy-Dirichlet Problem in Half-Space for Linear Integro-Differential Equations in Weighted Hoelder Spaces
Mikulevicius, Remigijus; University of Southern California - Pragarauskas, Henrikas; Institute of Mathematics and Informatics

Formato:	Peer-reviewed Article,
Enlaces:	We study the Cauchy-Dirichlet problem in half-space for linear parabolic integro-differential equations. Sufficient conditions are derived under which the problem has a unique solution in weighted Hoelder classes. The result can be used in the regularity analysis of certain functionals…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

18.

Estimates of Random Walk Exit Probabilities and Application to Loop-Erased Random Walk
Kozdron, Michael J.; University of Regina, Canada - Lawler, Gregory F.; Cornell University, USA

Formato:	Peer-reviewed Article,
Enlaces:	We prove an estimate for the probability that a simple random walk in a simply connected subset $A$ of $Z^2$ starting on the boundary exits $A$ at another specified boundary point. The estimates are uniform over all domains of a…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

19.

Existence, Uniqueness and Regularity of Parabolic SPDEs Driven by Poisson Random Measure
Hausenblas, Erika; University Salzburg, Austria

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we investigate SPDEs in certain Banach spaces driven by a Poisson random measure. We show existence and uniqueness of the solution, investigate certain integrability properties and verify the cadlag property.
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

20.

Semi-martingales and rough paths theory
Coutin, Laure; Laboratoire de Statistique et Probabilités, Université Paul Sabatier - Lejay, Antoine; Projet OMEGA (INRIA Lorraine/IECN)

Formato:	Peer-reviewed Article,
Enlaces:	We prove that the theory of rough paths, which is used to define path-wise integrals and path-wise differential equations, can be used with continuous semi-martingales. We provide then an almost sure theorem of type Wong-Zakai. Moreover, we show that the…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

21.

Large Deviations on Moment Spaces
Lozada-Chang, Li-Vang; Université Paul Sabatier, France

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we study asymptotic behavior of some moment spaces. We consider two different settings. In the first one, we work with ordinary multi-dimensional moments on the standard $m$-simplex. In the second one, we deal with the trigonometric moments…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

22.

Competing super-Brownian motions as limits of interacting particle systems
Durrett, Richard; Cornell University - Mytnik, Leonid; Technion - Perkins, Edwin; The University of British Columbia

Formato:	Peer-reviewed Article,
Enlaces:	We study two-type branching random walks in which the birth or death rate of each type can depend on the number of neighbors of the opposite type. This competing species model contains variants of Durrett's predator-prey model and Durrett and…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

23.

An Almost Sure Invariance Principle for Renormalized Intersection Local Times
Bass, Richard F.; University of Connecticut, USA - Rosen, Jay; City University of New York, USA

Formato:	Peer-reviewed Article,
Enlaces:	Let $\beta_k(n)$ be the number of self-intersections of order $k$, appropriately renormalized, for a mean zero planar random walk with $2+\delta$ moments. On a suitable probability space we can construct the random walk and a planar Brownian motion $W_t$ such…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

24.

Distance Estimates for Poisson Process Approximations of Dependent Thinnings
Schuhmacher, Dominic; Université Zürich, Switzerland

Formato:	Peer-reviewed Article,
Enlaces:	It is well known, that under certain conditions, gradual thinning of a point process on $R^d_+$, accompanied by a contraction of space to compensate for the thinning, leads in the weak limit to a Cox process. In this article, we…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

25.

Alpha-Stable Branching and Beta-Coalescents
Birkner, Matthias; Weierstrass Institute for Applied Analysis and Stochastics, Germany - Blath, Jochen; University of Oxford, UK - Capaldo, Marcella; University of Oxford, UK - Etheridge, Alison M.; University of Oxford, UK - Möhle, Martin; University of Tübingen, Germany - Schweinsberg, Jason; University of California at San Diego, USA - Wakolbinger, Anton; J. W. Goethe Universität

Formato:	Peer-reviewed Article,
Enlaces:	We determine that the continuous-state branching processes for which the genealogy, suitably time-changed, can be described by an autonomous Markov process are precisely those arising from $\alpha$-stable branching mechanisms. The random ancestral partition is then a time-changed $\Lambda$-coalescent, where $\Lambda$…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

26.

Quadratic Variations along Irregular Subdivisions for Gaussian Processes
Begyn, Arnaud; Laboratoire de statistiques et probabilites, Universit&eacute Paul Sabatier, Fra

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we deal with second order quadratic variations along general subdivisions for processes with Gaussian increments. These have almost surely a deterministic limit under conditions on the mesh of the subdivisions. This limit depends on the singularity function…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

27.

Fixed Points of the Smoothing Transform: the Boundary Case
Biggins, John D; University of Sheffield - Kyprianou, Andreas E; Heriot-Watt University

Formato:	Peer-reviewed Article,
Enlaces:	Let $A=(A_1,A_2,A_3,\ldots)$ be a random sequence of non-negative numbers that are ultimately zero with $E[\sum A_i]=1$ and $E \left[\sum A_{i} \log A_i \right] \leq 0$. The uniqueness of the non-negative fixed points of the associated smoothing transform is considered. These…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

28.

Large Deviations for Local Times of Stable Processes and Stable Random Walks in 1 Dimension
Chen, Xia; University of Tennessee, USA - Li, Wenbo; University of Delaware, USA - Rosen, Jay; College of Staten Island, CUNY, USA

Formato:	Peer-reviewed Article,
Enlaces:	In Chen and Li (2004), large deviations were obtained for the spatial $L^p$ norms of products of independent Brownian local times and local times of random walks with finite second moment. The methods of that paper depended heavily on the…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

29.

On Lévy processes conditioned to stay positive.
Chaumont, Loïc; LPMA - Université Paris 6 - Doney, Ronald Arthur; Department of Mathematics- University of Manchester

Formato:	Peer-reviewed Article,
Enlaces:	We construct the law of Lévy processes conditioned to stay positive under general hypotheses. We obtain a Williams type path decomposition at the minimum of these processes. This result is then applied to prove the weak convergence of the law…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

30.

One-dimensional Random Field Kac's Model: Localization of the Phases
Cassandro, Marzio; Dipartimento di Fisica, universita di Roma La Sapienza, Italy - Orlandi, Enza; Dipartimento di Matematica, Universita di Roma Tre, Italy - Picco, Pierre; CPT-CNRS, UMR 6207,Luminy Marseille, France - Vares, Maria Eulalia; CBPF, Rio de Janeiro, Brasil

Formato:	Peer-reviewed Article,
Enlaces:	We study the typical profiles of a one dimensional random field Kac model, for values of the temperature and magnitude of the field in the region of two absolute minima for the free energy of the corresponding random field Curie…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

31.

Random Recursive Trees and the Bolthausen-Sznitman Coalesent
Goldschmidt, Christina; Statistical Laboratory and Pembroke College, University of Cambridge, UK - Martin, James B.; CNRS and Université Paris 7, France

Formato:	Peer-reviewed Article,
Enlaces:	We describe a representation of the Bolthausen-Sznitman coalescent in terms of the cutting of random recursive trees. Using this representation, we prove results concerning the final collision of the coalescent restricted to $[n]$: we show that the distribution of the…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

32.

On the Hedging of American Options in Discrete Time with Proportional Transaction Costs
Bouchard, Bruno; Université Paris 6 and CREST, France - Teman, Emmanuel; Université Paris 6, France

Formato:	Peer-reviewed Article,
Enlaces:	In this note, we consider a general discrete time financial market with proportional transaction costs as in Kabanov and Stricker (2001), Kabanov et al. (2002), Kabanov et al. (2003) and Schachermayer (2004). We provide a dual formulation for the set…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

33.

Stein's Method and Descents after Riffle Shuffles
Fulman, Jason; University of Pittsburgh, USA

Formato:	Peer-reviewed Article,
Enlaces:	Abstract. Berestycki and Durrett used techniques from random graph theory to prove that the distance to the identity after iterating the random transposition shuffle undergoes a transition from Poisson to normal behavior. This paper establishes an analogous result for distance…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

34.

Equilibrium Fluctuations for a One-Dimensional Interface in the Solid on Solid Approximation
Posta, Gustavo; Politecnico di Milano, Italy

Formato:	Peer-reviewed Article,
Enlaces:	An unbounded one-dimensional solid-on-solid model with integer heights is studied. Unbounded here means that there is no a priori restrictions on the discrete gradient of the interface. The interaction Hamiltonian of the interface is given by a finite range part,…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

35.

A General Stochastic Maximum Principle for Singular Control Problems
Bahlali, Seid; University Med Khider, Algeria - Mezerdi, Brahim; University Med Khider, Algeria

Formato:	Peer-reviewed Article,
Enlaces:	We consider the stochastic control problem in which the control domain need not be convex, the control variable has two components, the first being absolutely continuous and the second singular. The coefficients of the state equation are non linear and…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

36.

Sample Path Large Deviations Principles for Poisson Shot Noise Processes and Applications
Ganesh, Ayalvadi; Microsoft Research - Macci, Claudio; Universita degli Studi di Roma - Torrisi, Giovanni Luca; Istituto per le Applicazioni del Calcolo

Formato:	Peer-reviewed Article,
Enlaces:	This paper concerns sample path large deviations for Poisson shot noise processes, and applications in queueing theory. We first show that, under an exponential tail condition, Poisson shot noise processes satisfy a sample path large deviations principle with respect to…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

37.

Distributions of Invariant Ensembles from the Classical Orthogonal Polynimials: the Discrete Case
Ledoux, Michel; Université Toulouse

Formato:	Peer-reviewed Article,
Enlaces:	We examine the Charlier, Meixner, Krawtchouk and Hahn discrete orthogonal polynomial ensembles, deeply investigated by K. Johansson, using integration by parts for the underlying Markov operators, differential equations on Laplace transforms and moment equations. As for the matrix ensembles, equilibrium…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

38.

A Rate-Optimal Trigonometric Series Expansion of the Fractional Brownian Motion
Iglói, Endre; University of Debrecen

Formato:	Peer-reviewed Article,
Enlaces:	Let $B^{(H)}(t),t\in\lbrack -1,1]$, be the fractional Brownian motion with Hurst parameter $H\in (1/2,1)$. In this paper we present the series representation $B^{(H)}(t)=a_{0}t\xi_{0}+\sum_{j =1}^{\infty }a_{j}( (1-\cos (j\pi t))\xi_{j}+\sin (j\pi t)\widetilde{\xi }_{j}), t\in \lbrack -1,1]$, where $a_{j},j\in \mathbb{N}\cup {0}$, are constants given…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

39.

Limit Theorems for Self-Normalized Large Deviation
Wang, Qiying; University of Sydney

Formato:	Peer-reviewed Article,
Enlaces:	Let $X, X_1, X_2, \cdots $ be i.i.d. random variables with zero mean and finite variance $\sigma^2$. It is well known that a finite exponential moment assumption is necessary to study limit theorems for large deviation for the standardized partial…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

40.

The Exact Asymptotic of the Time to Collision
Puchala, Zbigniew; Wroclaw University - Rolski, Tomasz; Wroclaw University

Formato:	Peer-reviewed Article,
Enlaces:	In this note we consider the time of the collision $\tau$ for $n$ independent copies of Markov processes $X^1_t,. . .,X^n_t$, each starting from $x_i$,where $x_1 <. . .< x_n$. We show that for the continuous time random walk $P_{x}(\tau…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

41.

Random Walks on Groups and Monoids with a Markovian Harmonic Measure
Jean, Mairesse; CNRS - Universite Paris 7

Formato:	Peer-reviewed Article,
Enlaces:	We consider a transient nearest neighbor random walk on a group $G$ with finite set of generators $S$. The pair $(G,S)$ is assumed to admit a natural notion of normal form words where only the last letter is modified by…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

42.

The Steepest Descent Method for Forward-Backward SDEs
Cvitanic, Jaksa; California Institute of Technology, USA - Zhang, Jianfeng; University of Southern California, USA

Formato:	Peer-reviewed Article,
Enlaces:	This paper aims to open a door to Monte-Carlo methods for numerically solving Forward-Backward SDEs, without computing over all Cartesian grids as usually done in the literature. We transform the FBSDE to a control problem and propose the steepest descent…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

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43.

Large Deviations Asymptotics and the Spectral Theory of Multiplicatively Regular Markov Processes
Kontoyiannis, Ioannis; Brown University - Meyn, Sean P; University of Illinois, Urbana-Champaign

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we continue the investigation of the spectral theory and exponential asymptotics of primarily discrete-time Markov processes, following Kontoyiannis and Meyn (2003). We introduce a new family of nonlinear Lyapunov drift criteria, which characterize distinct subclasses of geometrically…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

44.

Convergence of Coalescing Nonsimple Random Walks to The Brownian Web
Newman, Charles M; Courant Institute of Mathematical Sciences, New York University, New York, NY 10 - Ravishankar, Krishnamurthi; SUNY-New Paltz, New Paltz, NY 12561, USA - Sun, Rongfeng; EURANDOM, P.O. Box 513, 5600 MB Eindhoven, The Netherlanda

Formato:	Peer-reviewed Article,
Enlaces:	The Brownian Web (BW) is a family of coalescing Brownian motions starting from every point in space and time $R\times R$. It was first introduced by Arratia, and later analyzed in detail by Toth and Werner. More recently, Fontes, Isopi,…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

45.

Perpetual Integral Functionals as Hitting and Occupation Times
Salminen, Paavo; Abo Akademi, Finland - Yor, Marc; Université Pierre et Marie Curie

Formato:	Peer-reviewed Article,
Enlaces:	Let $X$ be a linear diffusion and $f$ a non-negative, Borel measurable function. We are interested in finding conditions on $X$ and $f$ which imply that the perpetual integral functional $$ I^X_\infty(f):=\int_0^\infty f(X_t) dt $$ is identical in law with…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

46.

Dynamic Scheduling of a Parallel Server System in Heavy Traffic with Complete Resource Pooling: Asymptotic Optimality of a Threshold Policy
Bell, Steven L.; University of California, San Diego - Williams, Ruth J.; University of California, San Diego

Formato:	Peer-reviewed Article,
Enlaces:	We consider a parallel server queueing system consisting of a bank of buffers for holding incoming jobs and a bank of flexible servers for processing these jobs. Incoming jobs are classified into one of several different classes (or buffers). Jobs…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability

Recurso libre

47.

Representation Theorems for Interacting Moran Models, Interacting Fisher-Wrighter Diffusions and Applications
Greven, Andreas; University of Erlangen-Nuernberg - Limic, Vlada; University of British Columbia - Winter, Anita; University of Erlangen-Nuernberg

Formato:	Peer-reviewed Article,
Enlaces:	We consider spatially interacting Moran models and their diffusion limit which are interacting Fisher-Wright diffusions. The Moran model is a spatial population model with individuals of different type located on sites given by elements of an Abelian group. The dynamics…
Fecha:	2005-01-01
Recurso:	Electronic journal of probability