Stationary distributions for dams with additive input and content-dependent release rate

1977 ◽  
Vol 9 (03) ◽  
pp. 645-663 ◽  
Author(s):  
P. J. Brockwell
Keyword(s):  
Continuous Function ◽  
Probability Measure ◽  
Stationary Distribution ◽  
Release Rate ◽  
Zero Set ◽  
Stationary Distributions ◽  
Special Cases ◽  
Necessary And Sufficient ◽  
Limiting Case ◽  
Finite Dam

Conditions are derived under which a probability measure on the Borel subsets of [0, ∞) is a stationary distribution for the content {Xt } of an infinite dam whose cumulative input {At } is a pure-jump Lévy process and whose release rate is a non-decreasing continuous function r(·) of the content. The conditions are used to find stationary distributions in a number of special cases, in particular when and when r(x) = x α and {A t } is stable with index β ∊ (0, 1). In general if EAt , < ∞ and r(0 +) > 0 it is shown that the condition sup r(x)>EA 1 is necessary and sufficient for a stationary distribution to exist, a stationary distribution being found explicitly when the conditions are satisfied. If sup r(x)>EA 1 it is shown that there is at most one stationary distribution and that if there is one then it is the limiting distribution of {Xt } as t → ∞. For {At } stable with index β and r(x) = x α , α + β = 1, we show also that complementing results of Brockwell and Chung for the zero-set of {Xt } in the cases α + β < 1 and α + β > 1. We conclude with a brief treatment of the finite dam, regarded as a limiting case of infinite dams with suitably chosen release functions.

Stationary distributions for dams with additive input and content-dependent release rate

1977 ◽  
Vol 9 (3) ◽  
pp. 645-663 ◽  
Author(s):  
P. J. Brockwell
Keyword(s):  
Continuous Function ◽  
Probability Measure ◽  
Stationary Distribution ◽  
Release Rate ◽  
Zero Set ◽  
Stationary Distributions ◽  
Special Cases ◽  
Necessary And Sufficient ◽  
Limiting Case ◽  
Finite Dam

Conditions are derived under which a probability measure on the Borel subsets of [0, ∞) is a stationary distribution for the content {Xt} of an infinite dam whose cumulative input {At} is a pure-jump Lévy process and whose release rate is a non-decreasing continuous function r(·) of the content. The conditions are used to find stationary distributions in a number of special cases, in particular when and when r(x) = xα and {At} is stable with index β ∊ (0, 1). In general if EAt, < ∞ and r(0 +) > 0 it is shown that the condition sup r(x)>EA1 is necessary and sufficient for a stationary distribution to exist, a stationary distribution being found explicitly when the conditions are satisfied. If sup r(x)>EA1 it is shown that there is at most one stationary distribution and that if there is one then it is the limiting distribution of {Xt} as t → ∞. For {At} stable with index β and r(x) = xα, α + β = 1, we show also that complementing results of Brockwell and Chung for the zero-set of {Xt} in the cases α + β < 1 and α + β > 1. We conclude with a brief treatment of the finite dam, regarded as a limiting case of infinite dams with suitably chosen release functions.

Quasi-stationary distributions and one-dimensional circuit-switched networks

1987 ◽  
Vol 24 (04) ◽  
pp. 965-977 ◽  
Author(s):  
Ilze Ziedins
Keyword(s):  
Communication Networks ◽  
Stationary Distribution ◽  
Death Process ◽  
Birth And Death Process ◽  
Stationary Distributions ◽  
Switched Networks ◽  
One Dimensional ◽  
Special Cases ◽  
Quasi Stationary Distribution

We discuss the quasi-stationary distribution obtained when a simple birth and death process is conditioned on never exceeding K. An application of this model to one-dimensional circuit-switched communication networks is described, and some special cases examined.

Quasi-stationary distributions and one-dimensional circuit-switched networks

1987 ◽  
Vol 24 (4) ◽  
pp. 965-977 ◽  
Author(s):  
Ilze Ziedins
Keyword(s):  
Communication Networks ◽  
Stationary Distribution ◽  
Death Process ◽  
Birth And Death Process ◽  
Stationary Distributions ◽  
Switched Networks ◽  
One Dimensional ◽  
Special Cases ◽  
Quasi Stationary Distribution

We discuss the quasi-stationary distribution obtained when a simple birth and death process is conditioned on never exceeding K. An application of this model to one-dimensional circuit-switched communication networks is described, and some special cases examined.

On the relationship between µ-invariant measures and quasi-stationary distributions for continuous-time Markov chains

1993 ◽  
Vol 25 (01) ◽  
pp. 82-102
Author(s):  
M. G. Nair ◽  
P. K. Pollett
Keyword(s):  
Invariant Measure ◽  
Stationary Distribution ◽  
Continuous Time ◽  
Sufficient Condition ◽  
Transition Rates ◽  
Necessary And Sufficient Condition ◽  
Absorbing State ◽  
Necessary And Sufficient ◽  
Forward Equations ◽  
Quasi Stationary Distribution

In a recent paper, van Doorn (1991) explained how quasi-stationary distributions for an absorbing birth-death process could be determined from the transition rates of the process, thus generalizing earlier work of Cavender (1978). In this paper we shall show that many of van Doorn's results can be extended to deal with an arbitrary continuous-time Markov chain over a countable state space, consisting of an irreducible class, C, and an absorbing state, 0, which is accessible from C. Some of our results are extensions of theorems proved for honest chains in Pollett and Vere-Jones (1992). In Section 3 we prove that a probability distribution on C is a quasi-stationary distribution if and only if it is a µ-invariant measure for the transition function, P. We shall also show that if m is a quasi-stationary distribution for P, then a necessary and sufficient condition for m to be µ-invariant for Q is that P satisfies the Kolmogorov forward equations over C. When the remaining forward equations hold, the quasi-stationary distribution must satisfy a set of ‘residual equations' involving the transition rates into the absorbing state. The residual equations allow us to determine the value of µ for which the quasi-stationary distribution is µ-invariant for P. We also prove some more general results giving bounds on the values of µ for which a convergent measure can be a µ-subinvariant and then µ-invariant measure for P. The remainder of the paper is devoted to the question of when a convergent µ-subinvariant measure, m, for Q is a quasi-stationary distribution. Section 4 establishes a necessary and sufficient condition for m to be a quasi-stationary distribution for the minimal chain. In Section 5 we consider ‘single-exit' chains. We derive a necessary and sufficient condition for there to exist a process for which m is a quasi-stationary distribution. Under this condition all such processes can be specified explicitly through their resolvents. The results proved here allow us to conclude that the bounds for µ obtained in Section 3 are, in fact, tight. Finally, in Section 6, we illustrate our results by way of two examples: regular birth-death processes and a pure-birth process with absorption.

On a tandem queueing model with identical service times at both counters, I

1979 ◽  
Vol 11 (3) ◽  
pp. 616-643 ◽  
Author(s):  
O. J. Boxma
Keyword(s):  
Waiting Times ◽  
Sufficient Conditions ◽  
Complete Analysis ◽  
Single Server ◽  
Stationary Distributions ◽  
In Series ◽  
Queues In Series ◽  
Service Times ◽  
Necessary And Sufficient ◽  
Insight Into

This paper considers a queueing system consisting of two single-server queues in series, in which the service times of an arbitrary customer at both queues are identical. Customers arrive at the first queue according to a Poisson process.Of this model, which is of importance in modern network design, a rather complete analysis will be given. The results include necessary and sufficient conditions for stationarity of the tandem system, expressions for the joint stationary distributions of the actual waiting times at both queues and of the virtual waiting times at both queues, and explicit expressions (i.e., not in transform form) for the stationary distributions of the sojourn times and of the actual and virtual waiting times at the second queue.In Part II (pp. 644–659) these results will be used to obtain asymptotic and numerical results, which will provide more insight into the general phenomenon of tandem queueing with correlated service times at the consecutive queues.

scholarly journals On Minimum-B Stabilization of Electrostatic Drift Instabilities

1966 ◽  
Vol 21 (11) ◽  
pp. 1953-1959 ◽  
Author(s):  
R. Saison ◽  
H. K. Wimmel
Keyword(s):  
Dispersion Relation ◽  
Particle Distribution ◽  
Inhomogeneous Plasma ◽  
Distribution Functions ◽  
Loss Cone ◽  
First Order ◽  
Stabilization Theorem ◽  
The Stability ◽  
Necessary And Sufficient ◽  
Limiting Case

A check is made of a stabilization theorem of ROSENBLUTH and KRALL (Phys. Fluids 8, 1004 [1965]) according to which an inhomogeneous plasma in a minimum-B field (β ≪ 1) should be stable with respect to electrostatic drift instabilities when the particle distribution functions satisfy a condition given by TAYLOR, i. e. when f0 = f(W, μ) and ∂f/∂W &lt; 0 Although the dispersion relation of ROSENBLUTH and KRALL is confirmed to first order in the gyroradii and in ε ≡ d ln B/dx z the stabilization theorem is refuted, as also is the validity of the stability criterion used by ROSEN-BLUTH and KRALL, ⟨j·E⟩ ≧ 0 for all real ω. In the case ωpi ≫ | Ωi | equilibria are given which satisfy the condition of TAYLOR and are nevertheless unstable. For instability it is necessary to have a non-monotonic ν ⊥ distribution; the instabilities involved are thus loss-cone unstable drift waves. In the spatially homogeneous limiting case the instability persists as a pure loss cone instability with Re[ω] =0. A necessary and sufficient condition for stability is D (ω =∞, k,…) ≦ k2 for all k, the dispersion relation being written in the form D (ω, k, K,...) = k2+K2. In the case ωpi ≪ | Ωi | adherence to the condition given by TAYLOR guarantees stability.

Bending of Thin Ring-Sector Plates

1951 ◽  
Vol 18 (4) ◽  
pp. 359-363
Author(s):  
L. I. Deverall ◽  
C. J. Thorne
Keyword(s):  
Continuous Function ◽  
Bending Moment ◽  
Circular Ring ◽  
Circular Plates ◽  
Thin Ring ◽  
Special Cases ◽  
Edge Conditions

Abstract General expressions for the deflection of plates whose planform is a sector of a circular ring are given for cases in which the straight edges have arbitrary but given deflection and bending moment. The solutions are given for all combinations of physically important edge conditions on the two circular edges. Sectors of circular plates are included as special cases. Solutions are given for a general load which is a continuous function of r, and a sectionally continuous function of θ, where r and θ are the usual polar co-ordinates with the pole at the center of the ring. Several specific examples are given.

scholarly journals Distributions stationnaires d'un système bonus–malus et probabilité de ruine

1988 ◽  
Vol 18 (1) ◽  
pp. 31-46 ◽  
Author(s):  
Par François Dufresne
Keyword(s):  
Theoretical Model ◽  
Stationary Distribution ◽  
Recursive Algorithm ◽  
Third Party ◽  
Ruin Probabilities ◽  
Stationary Distributions ◽  
Probability Of Ruin

AbstractIt is shown how the stationary distributions of a bonus–malus system can be computed recursively. It is further shown that there is an intrinsic relationship between such a stationary distribution and the probability of ruin in the risk-theoretical model. The recursive algorithm is applied to the Swiss bonus–malus system for automobile third-party liability and can be used to evaluate ruin probabilities.

scholarly journals A Critical Review of Works Pertinent to the Einstein-Bohr Debate and Bell’s Theorem

Symmetry ◽  
2022 ◽  
Vol 14 (1) ◽  
pp. 163
Author(s):  
Karl Hess
Keyword(s):  
Quantum Theory ◽  
Physical Reality ◽  
Point Of View ◽  
Statistical Sampling ◽  
Necessary And Sufficient Condition ◽  
Special Cases ◽  
General Physical ◽  
Necessary And Sufficient ◽  
Physical Features ◽  
Chsh Inequalities

This review is related to the Einstein-Bohr debate and to Einstein–Podolsky–Rosen’s (EPR) and Bohm’s (EPRB) Gedanken-experiments as well as their realization in actual experiments. I examine a significant number of papers, from my minority point of view and conclude that the well-known theorems of Bell and Clauser, Horne, Shimony and Holt (CHSH) deal with mathematical abstractions that have only a tenuous relation to quantum theory and the actual EPRB experiments. It is also shown that, therefore, Bell-CHSH cannot be used to assess the nature of quantum entanglement, nor can physical features of entanglement be used to prove Bell-CHSH. Their proofs are, among other factors, based on a statistical sampling argument that is invalid for general physical entities and processes and only applicable for finite “populations”; not for elements of physical reality that are linked, for example, to a time-like continuum. Bell-CHSH have, furthermore, neglected the subtleties of the theorem of Vorob’ev that includes their theorems as special cases. Vorob’ev found that certain combinatorial-topological cyclicities of classical random variables form a necessary and sufficient condition for the constraints that are now known as Bell-CHSH inequalities. These constraints, however, must not be linked to the observables of quantum theory nor to the actual EPRB experiments for a variety of reasons, including the existence of continuum-related variables and appropriate considerations of symmetry.

scholarly journals Semi-smooth Points in Some Classical Function Spaces

2021 ◽  
Vol 77 (1) ◽  
Author(s):  
Beata Derȩgowska ◽  
Beata Gryszka ◽  
Karol Gryszka ◽  
Paweł Wójcik
Keyword(s):  
Continuous Function ◽  
Metric Space ◽  
Continuous Functions ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Compact Metric Space ◽  
Spaces Of Continuous Functions ◽  
Classical Function ◽  
Necessary And Sufficient ◽  
Vector Valued

AbstractThe investigations of the smooth points in the spaces of continuous function were started by Banach in 1932 considering function space $$\mathcal {C}(\Omega )$$ C ( Ω ) . Singer and Sundaresan extended the result of Banach to the space of vector valued continuous functions $$\mathcal {C}(\mathcal {T},E)$$ C ( T , E ) , where $$\mathcal {T}$$ T is a compact metric space. The aim of this paper is to present a description of semi-smooth points in spaces of continuous functions $$\mathcal {C}_0(\mathcal {T},E)$$ C 0 ( T , E ) (instead of smooth points). Moreover, we also find necessary and sufficient condition for semi-smoothness in the general case.

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