相关论文: Diffusive limits of two-parameter ordered Chinese …

We characterize heavy-traffic process and steady-state limits for systems staffed according to the square-root safety rule, when the service requirements of the customers are perfectly correlated with their individual patience for waiting…

The Markov chain approximation of a one-dimensional symmetric diffusion is investigated in this paper. Given an irreducible reflecting diffusion on a closed interval with scale function $s$ and speed measure $m$, the approximating Markov…

When is it possible to interpret a given Markov process as a L\'evy-like process? Since the class of L\'evy processes can be defined by the relation between transition probabilities and convolutions, the answer to this question lies in the…

We consider special upwinding Petrov-Galerkin discretizations for convection-diffusion problems. For the one dimensional case with a standard continuous linear element as the trial space and a special exponential bubble test space, we prove…

We consider predictive inference using a class of temporally dependent Dirichlet processes driven by Fleming--Viot diffusions, which have a natural bearing in Bayesian nonparametrics and lend the resulting family of random probability…

For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to be equivalent: (i) The process satisfies (a slightly weaker…

We investigate the ordered morphologies occurring in thin-films diblock copolymer. For temperatures above the order-disorder transition and for an arbitrary two-dimensional surface pattern, we use a Ginzburg-Landau expansion of the free…

The quantum-statistical cluster expansion method of Lee and Yang is extended to investigate off-diagonal long-range order (ODLRO) in one- and multi-component mixtures of bosons or fermions. Our formulation is applicable to both a uniform…

Nonequilibrium behaviors of positional order are discussed based on diffusion processes in particle systems. With the cumulant expansion method up to the second order, we obtain a relation between the positional order parameter $\Psi$ and…

This ia a companion paper to Almost, Lehoczky, Shreve & Yu \cite{ALSY}, where the rationale for studying the diffusion limit of Poisson limit-order book models is explained and the results of a particular "representative" model are…

Two-dimensional networks of ordered quantum dots beyond the percolation threshold are studied, as typical example of conducting nanostructures with quenched random disorder. Theory predicts anomalous diffusion with stretched-exponential…

In this paper, we construct a Feller-Dynkin boundary process by applying the method of intertwiners to the coherent family, introduced in our previous work, of Laguerre processes with a fixed parameter. The corresponding boundary process is…

We consider a processor sharing queue where the number of jobs served at any time is limited to $K$, with the excess jobs waiting in a buffer. We use random counting measures on the positive axis to model this system. The limit of this…

We considered diffusion-driven processes on small-world networks with distance-dependent random links. The study of diffusion on such networks is motivated by transport on randomly folded polymer chains, synchronization problems in…

The close similarity between the hierarchies of multiple-point correlation functions for the diffusion-limited coalescence and annihilation processes has caused some recent confusion, raising doubts as to whether such hierarchies uniquely…

For a Markov process associated with a diffusion type Dirichlet form an upper bound is shown for the law of the finite dimensional distributions of the process. Under some more assumptions on the underlaying space this is also shown for the…

For $0<\alpha<1,$ and $\theta>-\alpha,$ let $(S^{-\alpha}_{\alpha,\theta+r})_{\{r\ge 0\}}$ denote an increasing(decreasing) sequence of variables forming a time inhomogeneous Markov chain whose marginal distributions are equivalent to…

Currently, there is no general theory for deriving diffusion approximations of queueing systems with high- or infinite-dimensional state descriptors. In this paper, we explore one path for deriving diffusion limit equations of queueing…

Collective organisation of patterns into ring-like configurations has been well-studied when patterns are subject to either weak or semi-strong interactions. However, little is known numerically or analytically about their formation when…

We develop the distance dependent Chinese restaurant process (CRP), a flexible class of distributions over partitions that allows for non-exchangeability. This class can be used to model many kinds of dependencies between data in infinite…