Large Deviations and Branching Processes

These lecture notes are devoted to present several uses of Large Deviation asymptotics in Branching Processes.

Some Inequalities of the Uniform Ergodicity and Strong Stability of Homogeneous Markov Chains

2000 Mathematics Subject Classification: 60J45, 60K25

The Complex Unified Evolutionary Approach to the Creation of the Multilevel Distributed Control System of a Gas-transport Company

The objects of a large-scale gas-transport company (GTC) suggest a complex unified evolutionary approach, which covers basic building concepts, up-to-date technologies, models, methods and means that are used in the phases of design, adoption, maintenance and development of the multilevel automated distributed control systems (ADCS).. As a single methodological basis of the suggested approach three basic Concepts, which contain the basic methodological principles and conceptual provisions on the creation of distributed control systems, were worked out: systems of the lower level (ACS of the technological processes based on up-to-date SCADA), of the middle level (ACS of the operative-dispatch production control based on MES-systems) and of the high level (business process control on the basis of complex automated systems ERP).

Quasi-Monte Carlo Methods for some Linear Algebra Problems. Convergence and Complexity

We present quasi-Monte Carlo analogs of Monte Carlo methods for some linear algebra problems: solving systems of linear equations, computing extreme eigenvalues, and matrix inversion. Reformulating the problems as solving integral equations with a special kernels and domains permits us to analyze the quasi-Monte Carlo methods with bounds from numerical integration. Standard Monte Carlo methods for integration provide a convergence rate of O(N^(−1/2)) using N samples. Quasi-Monte Carlo methods use quasirandom sequences with the resulting convergence rate for numerical integration as good as O((logN)^k)N^(−1)). We have shown theoretically and through numerical tests that the use of quasirandom sequences improves both the magnitude of the error and the convergence rate of the considered Monte Carlo methods. We also analyze the complexity of considered quasi-Monte Carlo algorithms and compare them to the complexity of the analogous Monte Carlo and deterministic algorithms.

Large and Moderate Deviations Principles for Recursive Kernel Estimator of a Multivariate Density and its Partial Derivatives

2000 Mathematics Subject Classification: 62G07, 60F10.

One Class of Stochastic Local Search Algorithms

Accelerated probabilistic modeling algorithms, presenting stochastic local search (SLS) technique, are considered. General algorithm scheme and specific combinatorial optimization method, using “golden section” rule (GS-method), are given. Convergence rates using Markov chains are received. An overview of current combinatorial optimization techniques is presented.

Maximal Number of Successors in a Nginar(1) Process

2000 Mathematics Subject Classification: 60J80, 60J20, 60J10, 60G10, 60G70, 60F99.

A Note on the Extinction Problem for Controlled Multitype Branching Processes

2000 Mathematics Subject Classification: 60J80, 60J10.

Theorems on the Convergence of Series in Generalized Lommel-Wright Functions

Mathematics Subject Classification: 30B10, 30B30; 33C10, 33C20