相关论文: Convergence of tandem Brownian queues

Consider a sequence of n bi-infinite and stationary Brownian queues in tandem. Assume that the arrival process entering in the first queue is a zero mean ergodic process. We prove that the departure process from the n-th queue converges in…

Burke's theorem can be seen as a fixed-point result for an exponential single-server queue; when the arrival process is Poisson, the departure process has the same distribution as the arrival process. We consider extensions of this result…

The classical output theorem for the M/M/1 queue, due to Burke (1956), states that the departure process from a stationary M/M/1 queue, in equilibrium, has the same law as the arrivals process, that is, it is a Poisson process. In this…

Brownian motions in the infinite-dimensional group of all unitary operators are studied under strong continuity assumption rather than norm continuity. Every such motion can be described in terms of a countable collection of independent…

Donsker Theorem is perhaps the most famous invariance principle result for Markov processes. It states that when properly normalized, a random walk behaves asymptotically like a Brownian motion. This approach can be extended to general…

Consider the single server queue with an infinite buffer and a FIFO discipline, either of type M/M/1 or Geom/Geom/1. Denote by A the arrival process and by s the services. Assume the stability condition to be satisfied. Denote by D the…

A result of R. Durrett, D. Iglehart and D. Miller states that Brownian meander is Brownian motion conditioned to stay positive for a unit of time, in the sense that it is the weak limit, as $x$ goes to 0, of Brownian motion started at $x>0$…

For the standard Quantum Brownian Motion (QBM) model, we point out the occurrence of simultaneous (parallel), mutually irreducible and autonomous decoherence processes. Besides the standard, one Brownian particle, we show there is at least…

We consider the simple random walk on random graphs generated by discrete point processes. This random graph has a random subset of a cubic lattice as the vertices and lines between any consecutive vertices on lines parallel to each…

Basic properties of Brownian motion are used to derive two results concerning birth-death chains. First, the probability of extinction is calculated. Second, sufficient conditions on the transition probabilities of a birth-death chain are…

We consider an infinite system of Brownian motions which interact through a given Brownian motion being reflected from its left neighbor. Earlier we studied this system for deterministic periodic initial configurations. In this contribution…

We study a single-server Markovian queueing model with $N$ customer classes in which priority is given to the shortest queue. Under a critical load condition, we establish the diffusion limit of the workload and queue length processes in…

Let B_1,B_2, ... be independent one-dimensional Brownian motions defined over the whole real line such that B_i(0)=0. We consider the nth iterated Brownian motion W_n(t)= B_n(B_{n-1}(...(B_2(B_1(t)))...)). Although the sequences of…

When the limiting compensator of a sequence of martingales is continuous, we obtain a weak convergence theorem for the martingales; the limiting process can be written as a Brownian motion evaluated at the compensator and we find sufficient…

The paper identifies families of quasi-stationary initial conditions for infinite Brownian particle systems within a large class and provides a construction of the particle systems themselves started from such initial conditions. Examples…

In this thesis, branching Brownian motion (BBM) is a random particle system where the particles diffuse on the real line according to Brownian motions and branch at constant rate into a random number of particles with expectation greater…

We prove the convergence of the extremal processes for variable speed branching Brownian motions where the "speed functions", that describe the time-inhomogeneous variance, lie strictly below their concave hull and satisfy a certain weak…

Let $D_N$ be the set of points around which a planar Brownian motion winds at least $N$ times. We prove that the random measure on the plane with density $2 \pi N 1_{D_N}$ with respect to the Lebesgue measure converges almost surely weakly,…

Consider a system of infinitely many Brownian particles on the real line. At any moment, these particles can be ranked from the bottom upward. Each particle moves as a Brownian motion with drift and diffusion coefficients depending on its…

In a previous paper we have constructed a family of processes, starting from a set of independent standard Poisson processes, that has realizations that converge almost surely to the Brownian sheet, uniformly in the unit square. Now, a rate…