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Limit Theory for Performance Modeling of Future Event Set Algorithms
Limit Theory Performance Modeling Future Event Set Algorithms
2015/7/8
In a discrete-event simulation, the information related to the events scheduled to occur in the future is kept in a data structure called the future event set (FES). In this paper, we study the intera...
Necessary Conditions in Limit Theorems for Cumulative Processes
Markov chains Regenerative processes Cumulative processes Random sums Law oflarge numbers
2015/7/8
We show that su,cient conditions in terms ofmoments for cumulative processes (additive functionals of regenerative processes) to satisfy the central limit theorem and the weak law of large numbers est...
Optimal Power Control for CDMA Systems in the Wideband Limit
Optimal Power Control CDMA Systems Wideband Limit
2015/7/8
Traditional methods for solving multiuser control problems in CDMA systems do not scale well as the number of users in the system increases. To address this problem we develop a wideband limit approxi...
Limit Theory for Taboo-Regenerative Processes
regenerative process quasi-stationarity renewal theory
2015/7/6
The paper considers the two-sided taboo limit process that arises when a regenerative process X is conditioned on staying out of a specified set of states (taboo set) over a long period of time. The t...
Laws of Large Numbers and Functional Central Limit Theorems for Generalized Semi-Markov Processes
Central limit theorem Discrete-event stochastic systems Generalized semi-Markov processes
2015/7/6
Because of the fundamental role played by generalized semi-Markov processes (GSMPs) in the modeling and analysis of complex discrete-event stochastic systems, it is important to understand the conditi...
Conditional Limit Theorems for Regulated Fractional Brownian Motion
Queues fractional Brownian motion conditional limit laws large buffer asymptotic
2015/7/6
We consider a stationary fluid queue with fractional Brownian motion input. Conditional on the workload at time zero being greater than a large value b, we provide the limiting distribution for the am...
On Exponential Limit Laws for Hitting Times of Rare Sets for Harris Chains and Processes
Hitting times regenerative process Harris recurrent Markov chains Harris recurrent Markov processes
2015/7/6
This paper provides a simple proof for the fact that the hitting time to an infrequently visited subset for a one-dependent regenerative process converges weakly to an exponential distribution. Specia...
Limit Theorems for Simulation-based Optimization via
Simulation Theory Model Development: Methodologies Types of Simulation
2015/7/6
This paper develops fundamental theory related to the use of simulation-based non-adaptive random search as a means of optimizing a function that can be expressed as an expectation. Our results establ...
Central Limit Theorems and Large Deviations for Additive Functionals of Reflecting Diffusion Processes
Central Limit Theorems Large Deviations Additive Functionals Reflecting Diffusion Processes
2015/7/6
This paper develops central limit theorems (CLT's) and large deviations results for additive functionals associated with reflecting disions in which the functional may include a term associated with t...
Altruism Gene May Limit Individual Reproduction, Increase Overall Group Fitness
altruistic behavior Human cultural
2006/12/15
8 December 2006，Human cultural practices requiring language and sophisticated cognitive skills may propagate altruistic behavior, according to two articles in the 8 December issue of Science.