Existence, recurrence and equilibrium properties of Markov branching processes with instantaneous immigration

Attention has recently focussed on stochastic population processes that can undergo total annihilation followed by immigration into state j at rate αj. The investigation of such models, called Markov branching processes with instantaneous immigration (MBPII), involves the study of existence and recurrence properties. However, results developed to date are generally opaque, and so the primary motivation of this paper is to construct conditions that are far easier to apply in practice. These turn out to be identical to the conditions for positive recurrence, which are very easy to check. We obtain, as a consequence, the surprising result that any MBPII that exists is ergodic, and so must possess an equilibrium distribution. These results are then extended to more general MBPII, and we show how to construct the associated equilibrium distributions.

Birth-death processes with an instantaneous reflection barrier

A new structure with the special property that an instantaneous reflection barrier is imposed on the ordinary birth-death processes is considered. An easy-checking criterion for the existence of such Markov processes is first obtained. The uniqueness criterion is then established. In the nonunique case, all the honest processes are explicitly constructed. Ergodicity properties for these processes are investigated. It is proved that honest processes are always ergodic without necessarily imposing any extra conditions. Equilibrium distributions for all these ergodic processes are established. Several examples are provided to illustrate our results.

Birth-death processes with disaster and instantaneous resurrection

A new structure with the special property that instantaneous resurrection and mass disaster are imposed on an ordinary birth-death process is considered. Under the condition that the underlying birth-death process is exit or bilateral, we are able to give easily checked existence criteria for such Markov processes. A very simple uniqueness criterion is also established. All honest processes are explicitly constructed. Ergodicity properties for these processes are investigated. Surprisingly, it can be proved that all the honest processes are not only recurrent but also ergodic without imposing any extra conditions. Equilibrium distributions are then established. Symmetry and reversibility of such processes are also investigated. Several examples are provided to illustrate our results.

Hydrocarbon field size distributions: a case study in mixed integer nonlinear programming

Of key importance to oil and gas companies is the size distribution of fields in the areas that they are drilling. Recent arguments suggest that there are many more fields yet to be discovered in mature provinces than had previously been thought because the underlying distribution is monotonic not peaked. According to this view the peaked nature of the distribution for discovered fields reflects not the underlying distribution but the effect of economic truncation. This paper contributes to the discussion by analysing up-to-date exploration and discovery data for two mature provinces using the discovery-process model, based on sampling without replacement and implicitly including economic truncation effects. The maximum likelihood estimation involved generates a high-dimensional mixed-integer nonlinear optimization problem. A highly efficient solution strategy is tested, exploiting the separable structure and handling the integer constraints by treating the problem as a masked allocation problem in dynamic programming.

Measuring distributions of jump rates in disordered metal–hydrogen systems by nuclear magnetic relaxation

Monte Carlo calculations of the nuclear magnetic relaxation rate in a disordered metal–hydrogen system having a distribution of jump rates are reported. The calculations deal specifically with the spin-locked rotating-frame relaxation time T1ρ. The results demonstrate that the temperature variation of the rate is only weakly dependent on the distribution and it is therefore unlikely that the jump rate distribution can be extracted from relaxation measurements in which temperature is the main variable. It is shown that the alternative of measuring the relaxation rate over a wide range of spin-locking field strengths at a constant temperature can lead to an evaluation of the distribution.

Markovian bulk-arriving queues with state-dependent control at idle time

This paper considers a Markovian bulk-arriving queue modified to allow both mass arrivals when the queue is idle and mass departures which allow for the possibility of removing the entire workload. Properties of queues which terminate when the server becomes idle are developed first, since these play a key role in later developments. Results for the case of mass arrivals, but no mass annihilation, are then constructed with specific attention being paid to recurrence properties, equilibrium queue-size structure, and waiting-time distribution. A closed-form expression for the expected queue size and its Laplace transform are also established. All of these results are then generalised to allow for the removal of the entire workload, with closed-form expressions being developed for the equilibrium size and waiting-time distributions.

The Richit-Richards family of distributions and its use in forestry

Johnson's SB and the logit-logistic are four-parameter distribution models that may be obtained from the standard normal and logistic distributions by a four-parameter transformation. For relatively small data sets, such as diameter at breast height measurements obtained from typical sample plots, distribution models with four or less parameters have been found to be empirically adequate. However, in situations in which the distributions are complex, for example in mixed stands or when the stand has been thinned or when working with aggregated data, then distribution models with more shape parameters may prove to be necessary. By replacing the symmetric standard logistic distribution of the logit-logistic with a one-parameter “standard Richards” distribution and transforming by a five-parameter Richards function, we obtain a new six-parameter distribution model, the “Richit-Richards”. The Richit-Richards includes the “logit-Richards”, the “Richit-logistic”, and the logit-logistic as submodels. Maximum likelihood estimation is used to fit the model, and some problems in the maximum likelihood estimation of bounding parameters are discussed. An empirical case study of the Richit-Richards and its submodels is conducted on pooled diameter at breast height data from 107 sample plots of Chinese fir (Cunninghamia lanceolata (Lamb.) Hook.). It is found that the new models provide significantly better fits than the four-parameter logit-logistic for large data sets.