scholarly journals The Limit of Stationary Distributions of Many-Server Queues in the Halfin–Whitt Regime

2020 ◽  
Vol 45 (3) ◽  
pp. 1016-1055
Author(s):  
Reza Aghajani ◽  
Kavita Ramanan
Keyword(s):  
Stochastic Partial Differential Equation ◽  
Stationary Distributions ◽  
Infinite Dimensional ◽  
Limit Process ◽  
Parallel Servers ◽  
Finite Dimensional ◽  
Two Component ◽  
Many Server Queues ◽  
Markovian Representation ◽  
Open Question

We consider the so-called GI/GI/N queue, in which a stream of jobs with independent and identically distributed service times arrive as a renewal process to a common queue that is served by [Formula: see text] identical parallel servers in a first-come, first-served manner. We introduce a new representation for the state of the system and, under suitable conditions on the service and interarrival distributions, establish convergence of the corresponding sequence of centered and scaled stationary distributions in the so-called Halfin–Whitt asymptotic regime. In particular, this resolves an open question posed by Halfin and Whitt in 1981. We also characterize the limit as the stationary distribution of an infinite-dimensional, two-component Markov process that is the unique solution to a certain stochastic partial differential equation. Previous results were essentially restricted to exponential service distributions or service distributions with finite support, for which the corresponding limit process admits a reduced finite-dimensional Markovian representation. We develop a different approach to deal with the general case when the Markovian representation of the limit is truly infinite dimensional. This approach is more broadly applicable to a larger class of networks.

Nonholonomic deformation of coupled and supersymmetric KdV equations and Euler–Poincaré–Suslov method

2015 ◽  
Vol 27 (04) ◽  
pp. 1550011 ◽  
Author(s):  
Partha Guha
Keyword(s):  
Kdv Equation ◽  
Infinite Dimensional ◽  
Kdv Equations ◽  
Finite Dimensional ◽  
Euler Top ◽  
Two Component ◽  
Finite Dimensional Case ◽  
Coupled Kdv Equations ◽  
The Right ◽  
Supersymmetric Kdv Equation

Recently, Kupershmidt [38] presented a Lie algebraic derivation of a new sixth-order wave equation, which was proposed by Karasu-Kalkani et al. [31]. In this paper, we demonstrate that Kupershmidt's method can be interpreted as an infinite-dimensional analogue of the Euler–Poincaré–Suslov (EPS) formulation. In a finite-dimensional case, we modify Kupershmidt's deformation of the Euler top equation to obtain the standard EPS construction on SO(3). We extend Kupershmidt's infinite-dimensional construction to construct a nonholonomic deformation of a wide class of coupled KdV equations, where all these equations follow from the Euler–Poincaré–Suslov flows of the right invariant L2 metric on the semidirect product group [Formula: see text], where Diff (S1) is the group of orientation preserving diffeomorphisms on a circle. We generalize our construction to the two-component Camassa–Holm equation. We also give a derivation of a nonholonomic deformation of the N = 1 supersymmetric KdV equation, dubbed as sKdV6 equation and this method can be interpreted as an infinite-dimensional supersymmetric analogue of the Euler–Poincaré–Suslov (EPS) method.

Absolute and Unconditional Convergence in Normed Linear Spaces

1962 ◽  
Vol 58 (4) ◽  
pp. 575-579 ◽  
Author(s):  
D. Rutovitz
Keyword(s):  
Banach Space ◽  
Banach Spaces ◽  
Normed Linear Space ◽  
Unconditional Convergence ◽  
Geometrical Approach ◽  
Linear Spaces ◽  
Infinite Dimensional ◽  
Finite Dimensional ◽  
Open Question ◽  
General Banach Space

In 1933 Orlicz proved various results concerning unconditional convergence in Banach spaces (4), which were noted by Banach ((l), p. 240) who remarked that absolute and unconditional convergence are equivalent in finite dimensional Banach spaces, but that whether or not the two are non-equivalent in all infinite dimensional spaces was still an open question. MacPhail (3) gave a criterion for the equivalence of the two notions of convergence in a general Banach space and used it to prove non-equivalence in the spaces l1 and L1. In 1950 Dvoretzky and Rogers demonstrated the non-equivalence of the two types of convergence in any infinite dimensional normed linear space, using an elegant and instructive geometrical approach (2). The result has also been proved by a different method by Grothendieck (5).

scholarly journals On Polish groups admitting non-essentially countable actions

2020 ◽  
pp. 1-15
Author(s):  
ALEXANDER S. KECHRIS ◽  
MACIEJ MALICKI ◽  
ARISTOTELIS PANAGIOTOPOULOS ◽  
JOSEPH ZIELINSKI
Keyword(s):  
Equivalence Relation ◽  
Isometry Group ◽  
Alternative Proof ◽  
Orbit Equivalence ◽  
Locally Compact ◽  
Continuous Action ◽  
Polish Groups ◽  
Infinite Dimensional ◽  
Open Question ◽  
New Criterion

Abstract It is a long-standing open question whether every Polish group that is not locally compact admits a Borel action on a standard Borel space whose associated orbit equivalence relation is not essentially countable. We answer this question positively for the class of all Polish groups that embed in the isometry group of a locally compact metric space. This class contains all non-archimedean Polish groups, for which we provide an alternative proof based on a new criterion for non-essential countability. Finally, we provide the following variant of a theorem of Solecki: every infinite-dimensional Banach space has a continuous action whose orbit equivalence relation is Borel but not essentially countable.

scholarly journals An FDA-Based Approach for Clustering Elicited Expert Knowledge

Stats ◽  
2021 ◽  
Vol 4 (1) ◽  
pp. 184-204
Author(s):  
Carlos Barrera-Causil ◽  
Juan Carlos Correa ◽  
Andrew Zamecnik ◽  
Francisco Torres-Avilés ◽  
Fernando Marmolejo-Ramos
Keyword(s):  
Functional Data ◽  
Expert Knowledge ◽  
Probability Distributions ◽  
Knowledge Elicitation ◽  
Parallel Analysis ◽  
Data Sets ◽  
Dimensional Problem ◽  
Prior Distributions ◽  
Infinite Dimensional ◽  
Finite Dimensional

Expert knowledge elicitation (EKE) aims at obtaining individual representations of experts’ beliefs and render them in the form of probability distributions or functions. In many cases the elicited distributions differ and the challenge in Bayesian inference is then to find ways to reconcile discrepant elicited prior distributions. This paper proposes the parallel analysis of clusters of prior distributions through a hierarchical method for clustering distributions and that can be readily extended to functional data. The proposed method consists of (i) transforming the infinite-dimensional problem into a finite-dimensional one, (ii) using the Hellinger distance to compute the distances between curves and thus (iii) obtaining a hierarchical clustering structure. In a simulation study the proposed method was compared to k-means and agglomerative nesting algorithms and the results showed that the proposed method outperformed those algorithms. Finally, the proposed method is illustrated through an EKE experiment and other functional data sets.

scholarly journals The Farkas lemma of Shimizu, Aiyoshi and Katayama

1985 ◽  
Vol 31 (3) ◽  
pp. 445-450 ◽  
Author(s):  
Charles Swartz
Keyword(s):  
Convex Programming ◽  
Infinite Dimensional ◽  
Farkas Lemma ◽  
Finite Dimensional

Shimizu, Aiyoshi and Katayama have recently given a finite dimensional generalization of the classical Farkas Lemma. In this note we show that a result of Pshenichnyi on convex programming can be used to give a generalization of the result of Shimizu, Aiyoshi and Katayama to infinite dimensional spaces. A generalized Farkas Lemma of Glover is also obtained.

DUAL FORMULATION OF OPTIMAL PROBLEM FOR CONTINUOUS-TIME SYSTEMS

2005 ◽  
Vol 02 (03) ◽  
pp. 251-258
Author(s):  
HANLIN HE ◽  
QIAN WANG ◽  
XIAOXIN LIAO
Keyword(s):  
Objective Function ◽  
Continuous Time ◽  
Dimensional Space ◽  
Finite Dimensional Space ◽  
Error Response ◽  
Infinite Dimensional ◽  
Dual Formulation ◽  
Finite Dimensional ◽  
Continuous Time Systems ◽  
Time Systems

The dual formulation of the maximal-minimal problem for an objective function of the error response to a fixed input in the continuous-time systems is given by a result of Fenchel dual. This formulation probably changes the original problem in the infinite dimensional space into the maximal problem with some restrained conditions in the finite dimensional space, which can be researched by finite dimensional space theory. When the objective function is given by the norm of the error response, the maximum of the error response or minimum of the error response, the dual formulation for the problems of L1-optimal control, the minimum of maximal error response, and the minimal overshoot etc. can be obtained, which gives a method for studying these problems.

scholarly journals Free non-associative principal train algebras

1984 ◽  
Vol 27 (3) ◽  
pp. 313-319 ◽  
Author(s):  
P. Holgate
Keyword(s):  
Finite Number ◽  
Ground Field ◽  
Linear Forms ◽  
Infinite Dimensional ◽  
Finite Dimensional ◽  
The Senses ◽  
Special Train ◽  
Complex Coefficients ◽  
Infinite Linear

The definitions of finite dimensional baric, train, and special train algebras, and of genetic algebras in the senses of Schafer and Gonshor (which coincide when the ground field is algebraically closed, and which I call special triangular) are given in Worz-Busekros's monograph [8]. In [6] I introduced applications requiring infinite dimensional generalisations. The elements of these algebras were infinite linear forms in basis elements a0, a1,… and complex coefficients such that In this paper I consider only algebras whose elements are forms which only a finite number of the xi are non zero.

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