scholarly journals Exponential Moments for Planar Tessellations

2020 ◽  
Vol 179 (1) ◽  
pp. 90-109 ◽  
Author(s):  
Benedikt Jahnel ◽  
András Tóbiás
Keyword(s):  
Exponential Moments

scholarly journals Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions

2012 ◽  
Vol 122 (8) ◽  
pp. 2961-2993 ◽  
Author(s):  
Rudra P. Jena ◽  
Kyoung-Kuk Kim ◽  
Hao Xing
Keyword(s):  
Blow Up ◽  
Exponential Moments

scholarly journals Poisson hail on a hot ground

2011 ◽  
Vol 48 (A) ◽  
pp. 343-366
Author(s):  
Francois Baccelli ◽  
Sergey Foss
Keyword(s):  
Euclidean Space ◽  
Service Time ◽  
Evolution Equations ◽  
Stationary Regime ◽  
Service Discipline ◽  
Closed Sets ◽  
Random Closed Sets ◽  
Exponential Moments ◽  
First In First Out ◽  
Arrival Intensity

We consider a queue where the server is the Euclidean space, and the customers are random closed sets (RACSs) of the Euclidean space. These RACSs arrive according to a Poisson rain and each of them has a random service time (in the case of hail falling on the Euclidean plane, this is the height of the hailstone, whereas the RACS is its footprint). The Euclidean space serves customers at speed 1. The service discipline is a hard exclusion rule: no two intersecting RACSs can be served simultaneously and service is in the first-in–first-out order, i.e. only the hailstones in contact with the ground melt at speed 1, whereas the others are queued. A tagged RACS waits until all RACSs that arrived before it and intersecting it have fully melted before starting its own melting. We give the evolution equations for this queue. We prove that it is stable for a sufficiently small arrival intensity, provided that the typical diameter of the RACS and the typical service time have finite exponential moments. We also discuss the percolation properties of the stationary regime of the RACS in the queue.

scholarly journals Scan statistics of Lévy noises and marked empirical processes

2009 ◽  
Vol 41 (01) ◽  
pp. 13-37 ◽  
Author(s):  
Zakhar Kabluchko ◽  
Evgeny Spodarev
Keyword(s):  
Random Variables ◽  
Gumbel Distribution ◽  
Empirical Processes ◽  
Unit Cube ◽  
Scan Statistics ◽  
Lévy Noise ◽  
Scan Statistic ◽  
Exponential Moments ◽  
Nonzero Probability ◽  
Independent And Identically Distributed

Let n points be chosen independently and uniformly in the unit cube [0,1] d , and suppose that each point is supplied with a mark, the marks being independent and identically distributed random variables independent of the location of the points. To each cube R contained in [0,1] d we associate its score defined as the sum of marks of all points contained in R. The scan statistic is defined as the maximum of taken over all cubes R contained in [0,1] d . We show that if the marks are nonlattice random variables with finite exponential moments, having negative mean and assuming positive values with nonzero probability, then the appropriately normalized distribution of the scan statistic converges as n → ∞ to the Gumbel distribution. We also prove a corresponding result for the scan statistic of a Lévy noise with negative mean. The more elementary cases of zero and positive mean are also considered.

On finite exponential moments for branching processes and busy periods for queues

2004 ◽  
Vol 41 (A) ◽  
pp. 273-280 ◽  
Author(s):  
Marvin K. Nakayama ◽  
Perwez Shahabuddin ◽  
Karl Sigman
Keyword(s):  
Random Walk ◽  
Busy Period ◽  
Branching Process ◽  
Branching Processes ◽  
Exponential Moment ◽  
Exponential Moments ◽  
Simulation Based ◽  
Age Dependent ◽  
Semi Markov Processes ◽  
Number Of Customers

Using a known fact that a Galton–Watson branching process can be represented as an embedded random walk, together with a result of Heyde (1964), we first derive finite exponential moment results for the total number of descendants of an individual. We use this basic and simple result to prove analogous results for the population size at time t and the total number of descendants by time t in an age-dependent branching process. This has applications in justifying the interchange of expectation and derivative operators in simulation-based derivative estimation for generalized semi-Markov processes. Next, using the result of Heyde (1964), we show that, in a stable GI/GI/1 queue, the length of a busy period and the number of customers served in a busy period have finite exponential moments if and only if the service time does.

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