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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Probability theory and related fields 101 (1995), S. 65-88 
    ISSN: 1432-2064
    Keywords: 60H10 ; 93E03
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary We prove that if ϕ is a random dynamical system (cocycle) for whicht→ϕ(t, ω)x is a semimartingale, then it is generated by a stochastic differential equation driven by a vector field valued semimartingale with stationary increment (helix), and conversely. This relation is succinctly expressed as “semimartingale cocycle=exp(semimartingale helix)”. To implement it we lift stochastic calculus from the traditional one-sided time ℝ to two-sided timeT=ℝ and make this consistent with ergodic theory. We also prove a general theorem on the perfection of a crude cocycle, thus solving a problem which was open for more than ten years.
    Type of Medium: Electronic Resource
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  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Probability theory and related fields 72 (1986), S. 425-462 
    ISSN: 1432-2064
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary We prove a “propagation of chaos” result for the mean-field limit of a model for a trimolecular chemical reaction called “Brusselator”. Then we show that the pair of nonlinear (i.e. law-dependent) stochastic differential equations describing the evolution of the concentration of the molecules at a given site in the mean field limit has a solution with a periodic law (in t). Finally we identify the limit and establish a central limit theorem for the periodic law in the case where the noise tends to zero.
    Type of Medium: Electronic Resource
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  • 3
    Electronic Resource
    Electronic Resource
    Springer
    Queueing systems 35 (2000), S. 117-128 
    ISSN: 1572-9443
    Keywords: queueing network ; traffic intensity ; stationary process ; routing
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract We consider a network of N nodes with given distances in which customers arrive at one of the nodes and request transportation to one of the other nodes. There is a finite number of servers (or transporters) with possibly different capacities and speed available. We show that there exists a critical arrival rate κc, such that if the arrival rate is larger than κc then the number of customers in the system increases to ∞ with linear speed no matter which routing strategy for the transporters is chosen (even if we allow the strategy to depend on the future arrival process). If, on the other hand, κ 〈 c then there exists even a fixed periodic routing strategy which keeps the system stable (in a sense to be made precise). We prefer to start with a deterministic set-up which allows very general arrival processes and look at the stochastic case only in the final section where we get more refined results by assuming that the arrival process has integrable stationary ergodic increments (which still allows batch arrivals and long-range dependence). Potential applications include the control of elevators in highrise buildings.
    Type of Medium: Electronic Resource
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  • 4
    Publication Date: 2020-08-05
    Language: English
    Type: incollection , doc-type:Other
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