相关论文: New Representations for G/G/1 Waiting Times

The integral representation of the Hadamard product of two functions is used to prove several Euler-type series transformation formulas. As applications we obtain three binomial identities involving harmonic numbers and an identity for the…

A class of Laplace transforms is examined to show that particular cases of this class are associated with production-destruction and reaction-diffusion problems in physics, study of differences of independently distributed random variables…

The objective of this paper is to investigate the connection between penalty functions from stochastic optimal control, convex semigroups from analysis and convex expectations from probability theory. Our main result provides a one-to-one…

Herein, the Laplace transform representations for functions of weighted holomorphic Bergman spaces on the tube domains are developed. Then a weighted version of the edge-of-the-wedge theorem is derived as a byproduct of the main results.

Unitary representations of centrally extended mapping class groups $\tilde M_{g,1}, g\geq 1$ are given in terms of a rational Hopf algebra $H$, and a related generalization of the Verlinde formula is presented. Formulae expressing the…

Intermittent demand fluctuations pose significant challenges in disaster logistics and medical supply systems. In this study, we formulate cumulative demand as a generalized L\'evy process composed of a drift term, Poisson jumps, and…

The time-of-arrival problem asks for the probability distribution for when a quantum particle reaches a specified location. It has been the subject of decades of debate, exemplifying the lack of a self-adjoint time observable in quantum…

In many applications, significant correlations between arrivals of load-generating events make the numerical evaluation of the load of a system a challenging problem. Here, we construct very accurate approximations of the workload…

In this paper we obtain a Wiener-Hopf type factorization for a real-valued arithmetic Brownian motion with time-dependent drift and volatility. To the best of our knowledge, this paper is the very first step towards realizing the objective…

Veestraeten [1] recently derived inverse Laplace transforms for Laplace transforms that contain products of two parabolic cylinder functions by exploiting the link between the parabolic cylinder function and the transition density and…

For a multiclass G/G/1 queue with finite buffers, admission and scheduling control, and holding and rejection costs, we construct a policy that is asymptotically optimal in the heavy traffic limit. The policy is specified in terms of a…

We study the Hadamard product of two varieties $V$ and $W$, with particular attention to the situation when one or both of $V$ and $W$ is a binomial variety. The main result of this paper shows that when $V$ and $W$ are both binomial…

We consider the transfer functions describing the input-output relation for a class of linear open quantum systems involving feedback with nonzero time delays. We show how such transfer functions can be factorized into a product of terms…

This work contributes to the theory of Wiener-Hopf type factorization for finite Markov chains. This theory originated in the seminal paper Barlow et al. (1980), which treated the case of finite time-homogeneous Markov chains. Since then,…

For any time bound f, let H(f) denote the hierarchy conjecture which means that the restriction of the numbers of work tapes of deterministic Turing machines to some b generates an infinite hierarchy of proper subclasses DTIME_b(f) \subset…

We consider a finite family of invertible $2 \times 2$ real matrices and a transitive Markov shift on the index set. Let $\lambda$ be the top Lyapunov exponent for random matrix products driven by the Markov shift. We prove that, if the…

In this paper, we establish some new Hadamard type inequalities for s-logarithmically convex functions in the second sense via fractional integrals by using Lemma 1 which has been proved by Sarikaya et al. in the paper [3].

We show how the Laplace transform can be used to give a solution of the time-dependent Schr\"odinger equation for an arbitrary initial wave packet if the solution of the stationary equation is known. The solution is obtained without summing…

We use the well-known observation that the solutions of Jacobi's differential equation can be represented via non-oscillatory phase and amplitude functions to develop a fast algorithm for computing multi-dimensional Jacobi polynomial…

This paper aims at obtaining, by means of integral transforms, analytical approximations in short times of solutions to boundary value problems for the one-dimensional reaction-diffusion equation with constant coefficients. The general form…