6 resultados para Erratic functions
em Greenwich Academic Literature Archive - UK
Resumo:
In this paper we discuss the relationship and characterization of stochastic comparability, duality, and Feller–Reuter–Riley transition functions which are closely linked with each other for continuous time Markov chains. A necessary and sufficient condition for two Feller minimal transition functions to be stochastically comparable is given in terms of their density q-matrices only. Moreover, a necessary and sufficient condition under which a transition function is a dual for some stochastically monotone q-function is given in terms of, again, its density q-matrix. Finally, for a class of q-matrices, the necessary and sufficient condition for a transition function to be a Feller–Reuter–Riley transition function is also given.
Resumo:
Given M(r; f) =maxjzj=r (jf(z)j) , curves belonging to the set of points M = fz : jf(z)j = M(jzj; f)g were de�ned by Hardy to be maximum curves. Clunie asked the question as to whether the set M could also contain isolated points. This paper shows that maximum curves consist of analytic arcs and determines a necessary condition for such curves to intersect. Given two entire functions f1(z) and f2(z), if the maximum curve of f1(z) is the real axis, conditions are found so that the real axis is also a maximum curve for the product function f1(z)f2(z). By means of these results an entire function of in�nite order is constructed for which the set M has an in�nite number of isolated points. A polynomial is also constructed with an isolated point.
Resumo:
A Feller–Reuter–Riley function is a Markov transition function whose corresponding semigroup maps the set of the real-valued continuous functions vanishing at infinity into itself. The aim of this paper is to investigate applications of such functions in the dual problem, Markov branching processes, and the Williams-matrix. The remarkable property of a Feller–Reuter–Riley function is that it is a Feller minimal transition function with a stable q-matrix. By using this property we are able to prove that, in the theory of branching processes, the branching property is equivalent to the requirement that the corresponding transition function satisfies the Kolmogorov forward equations associated with a stable q-matrix. It follows that the probabilistic definition and the analytic definition for Markov branching processes are actually equivalent. Also, by using this property, together with the Resolvent Decomposition Theorem, a simple analytical proof of the Williams' existence theorem with respect to the Williams-matrix is obtained. The close link between the dual problem and the Feller–Reuter–Riley transition functions is revealed. It enables us to prove that a dual transition function must satisfy the Kolmogorov forward equations. A necessary and sufficient condition for a dual transition function satisfying the Kolmogorov backward equations is also provided.
Resumo:
By revealing close links among strong ergodicity, monotone, and the Feller–Reuter–Riley (FRR) transition functions, we prove that a monotone ergodic transition function is strongly ergodic if and only if it is not FRR. An easy to check criterion for a Feller minimal monotone chain to be strongly ergodic is then obtained. We further prove that a non-minimal ergodic monotone chain is always strongly ergodic. The applications of our results are illustrated using birth-and-death processes and branching processes.
Resumo:
This paper surveys the recent progresses made in the field of unstable denumerable Markov processes. Emphases are laid upon methodology and applications. The important tools of Feller transition functions and Resolvent Decomposition Theorems are highlighted. Their applications particularly in unstable denumerable Markov processes with a single instantaneous state and Markov branching processes are illustrated.
Resumo:
Computational Fluid Dynamics (CFD) is gradually becoming a powerful and almost essential tool for the design, development and optimization of engineering applications. However the mathematical modelling of the erratic turbulent motion remains the key issue when tackling such flow phenomena. The reliability of CFD analysis depends heavily on the turbulence model employed together with the wall functions implemented. In order to resolve the abrupt changes in the turbulent energy and other parameters situated at near wall regions a particularly fine mesh is necessary which inevitably increases the computer storage and run-time requirements. Turbulence modelling can be considered to be one of the three key elements in CFD. Precise mathematical theories have evolved for the other two key elements, grid generation and algorithm development. The principal objective of turbulence modelling is to enhance computational procedures of efficient accuracy to reproduce the main structures of three dimensional fluid flows. The flow within an electronic system can be characterized as being in a transitional state due to the low velocities and relatively small dimensions encountered. This paper presents simulated CFD results for an investigation into the predictive capability of turbulence models when considering both fluid flow and heat transfer phenomena. Also a new two-layer hybrid kε / kl turbulence model for electronic application areas will be presented which holds the advantages of being cheap in terms of the computational mesh required and is also economical with regards to run-time.