Indagationes Mathematicae-New Series最新文献_第7页

Heavy-traffic single-server queues and the transform method 重流量单服务器队列及其转换方法

IF 0.6 4区数学

Indagationes Mathematicae-New Series Pub Date : 2023-09-01 DOI: 10.1016/j.indag.2023.02.004

M.A.A. Boon , A.J.E.M. Janssen , J.S.H. van Leeuwaarden

引用次数: 0

Optimal cash management using impulse control 基于脉冲控制的最优现金管理

IF 0.6 4区数学

Indagationes Mathematicae-New Series Pub Date : 2023-09-01 DOI: 10.1016/j.indag.2023.06.008

Peter Lakner, Josh Reed

引用次数: 2

Asymptotic analysis of Emden–Fowler type equation with an application to power flow models Emden–Fowler型方程的渐近分析及其在潮流模型中的应用

IF 0.6 4区数学

Indagationes Mathematicae-New Series Pub Date : 2023-09-01 DOI: 10.1016/j.indag.2022.12.001

M.H.M. Christianen , A.J.E.M. Janssen , M. Vlasiou , B. Zwart

引用次数: 1

On the cycle maximum of birth–death processes and networks of queues 关于生灭过程和队列网络的周期最大值

IF 0.6 4区数学

Indagationes Mathematicae-New Series Pub Date : 2023-09-01 DOI: 10.1016/j.indag.2023.06.001

Richard J. Boucherie

引用次数: 0

Stationary Brownian motion in a 3/4-plane: Reduction to a Riemann–Hilbert problem via Fourier transforms 3/4平面中的平稳布朗运动：通过傅立叶变换简化为Riemann-Hilbert问题

IF 0.6 4区数学

Indagationes Mathematicae-New Series Pub Date : 2023-09-01 DOI: 10.1016/j.indag.2022.10.008

Guy Fayolle , Sandro Franceschi , Kilian Raschel

引用次数: 0

Harmonic functions for singular quadrant walks 奇异象限行走的调和函数

IF 0.6 4区数学

Indagationes Mathematicae-New Series Pub Date : 2023-09-01 DOI: 10.1016/j.indag.2023.06.002

Viet Hung Hoang , Kilian Raschel , Pierre Tarrago

{"title":"Harmonic functions for singular quadrant walks","authors":"Viet Hung Hoang , Kilian Raschel , Pierre Tarrago","doi":"10.1016/j.indag.2023.06.002","DOIUrl":"10.1016/j.indag.2023.06.002","url":null,"abstract":"<div>We consider discrete (time and space) random walks confined to the quarter plane, with jumps only in directions <math><mrow><mo>(</mo><mi>i</mi><mo>,</mo><mi>j</mi><mo>)</mo></mrow></math> with <math><mrow><mi>i</mi><mo>+</mo><mi>j</mi><mo>≥</mo><mn>0</mn></mrow></math> and small negative jumps, i.e., <math><mrow><mi>i</mi><mo>,</mo><mi>j</mi><mo>≥</mo><mo>−</mo><mn>1</mn></mrow></math>. These walks are called singular, and were recently intensively studied from a combinatorial point of view. In this paper, we show how the compensation approach introduced in the 90ies by Adan, Wessels and Zijm may be applied to compute positive harmonic functions with Dirichlet boundary conditions. In particular, in case the random walks have a drift with positive coordinates, we derive an explicit formula for the escape probability, which is the probability to tend to infinity without reaching the boundary axes. These formulas typically involve famous recurrent sequences, such as the Fibonacci numbers. As a second step, we propose a probabilistic interpretation of the previously constructed harmonic functions and prove that they allow us to compute all positive harmonic functions of these singular walks. To that purpose, we derive the asymptotics of the Green functions in all directions of the quarter plane and use Martin boundary theory.</div>","PeriodicalId":56126,"journal":{"name":"Indagationes Mathematicae-New Series","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2023-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44249978","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

A Foreground–Background queueing model with speed or capacity modulation 具有速度或容量调制的前台-后台排队模型

IF 0.6 4区数学

Indagationes Mathematicae-New Series Pub Date : 2023-09-01 DOI: 10.1016/j.indag.2023.05.005

Andrea Marin , Isi Mitrani

引用次数: 0

Markovian queues with Poisson control 具有Poisson控制的马尔可夫队列

IF 0.6 4区数学

Indagationes Mathematicae-New Series Pub Date : 2023-09-01 DOI: 10.1016/j.indag.2023.03.002

R. Núñez-Queija , B.J. Prabhu , J.A.C. Resing

引用次数: 0

A decomposition property for an MX/G/1 queue with vacations 带休假的MX/G/1队列的一个分解性质

IF 0.6 4区数学

Indagationes Mathematicae-New Series Pub Date : 2023-09-01 DOI: 10.1016/j.indag.2023.05.002

Igor Kleiner , Esther Frostig , David Perry

{"title":"A decomposition property for an MX/G/1 queue with vacations","authors":"Igor Kleiner , Esther Frostig , David Perry","doi":"10.1016/j.indag.2023.05.002","DOIUrl":"https://doi.org/10.1016/j.indag.2023.05.002","url":null,"abstract":"<div>We introduce a queueing system that alternates between two modes, so-called working mode and vacation mode. During the working mode the system runs as an <math><mrow><msup><mrow><mi>M</mi></mrow><mrow><mi>X</mi></mrow></msup><mo>/</mo><mi>G</mi><mo>/</mo><mn>1</mn></mrow></math> queue. Once the number of customers in the working mode drops to zero the vacation mode begins. During the vacation mode the system runs as a general queueing system (a service might be included) which is different from the one in the working mode. The vacation period ends in accordance with a given stopping rule, and then a random number of customers are transferred to the working mode. For this model we show that the number of customers given that the system is in the working mode is distributed as the sum of two independent random variables, one of them is the number of customers in an <math><mrow><msup><mrow><mi>M</mi></mrow><mrow><mi>X</mi></mrow></msup><mo>/</mo><mi>G</mi><mo>/</mo><mn>1</mn></mrow></math> queue given that the server is busy. This decomposition result puts under the same umbrella some models that have already been introduced in the past as well as some new models.</div>","PeriodicalId":56126,"journal":{"name":"Indagationes Mathematicae-New Series","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2023-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49852998","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

A finite compensation procedure for a class of two-dimensional random walks 一类二维随机游动的有限补偿过程

IF 0.6 4区数学

Indagationes Mathematicae-New Series Pub Date : 2023-09-01 DOI: 10.1016/j.indag.2023.05.007

Ivo J.B.F. Adan , Ioannis Dimitriou

引用次数: 0