990 resultados para Random Processes
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Magdeburg, Univ., Fak. für Verfahrens- und Systemtechnik, Diss., 2014
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Magdeburg, Univ., Fak. für Mathematik, Diss., 2015
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Magdeburg, Univ., Fak. für Mathematik, Diss., 2015
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Magdeburg, Univ., Fak. für Elektrotechnik und Informationstechnik, Diss., 2015
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Otto-von-Guericke-Universität Magdeburg, Fakultät für Naturwissenschaften, Univ., Dissertation, 2015
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"Vegeu el resum a l'inici del document del fitxer adjunt."
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We address the question of how a third-party payer (e.g. an insurer) decides what providers to contract with. Three different mechanisms are studied and their properties compared. A first mechanism consists in the third-party payer setting up a bargaining procedure with both providers jointly and simultaneously. A second mechanism envisages the outcome of the same simultaneous bargaining but independently with every provider. Finally, the last mechanism is of different nature. It is the so-called "any willing provider" where the third-party payer announces a contract and every provider freely decides to sign it or not. The main finding is that the decision of the third-party payer depends on the surplus to be shared. When it is relatively high the third-party payer prefers the any willing provider system. When, on the contrary, the surplus is relatively low, the third-party payer will select one of the other two systems accor ing to how bargaining power is distributed.
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We analyze a model where firms chose a production technology which, together with some random event, determines the final emission level. We consider the coexistence of two alternative technologies: a "clean" technology, and a "dirty" technology. The environmental regulation is based on taxes over reported emissions, and on penalties over unreported emissions. We show that the optimal inspection policy is a cut-off strategy, for several scenarios concerning the observability of the adoption of the clean technology and the cost of adopting it. We also show that the optimal inspection policy induces the firm to adopt the clean technology if the adoption cost is not too high, but the cost levels for which the firm adopts it depend on the scenario.
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Counting labelled planar graphs, and typical properties of random labelled planar graphs, have received much attention recently. We start the process here of extending these investigations to graphs embeddable on any fixed surface S. In particular we show that the labelled graphs embeddable on S have the same growth constant as for planar graphs, and the same holds for unlabelled graphs. Also, if we pick a graph uniformly at random from the graphs embeddable on S which have vertex set {1, . . . , n}, then with probability tending to 1 as n → ∞, this random graph either is connected or consists of one giant component together with a few nodes in small planar components.
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We introduce and study a class of infinite-horizon nonzero-sum non-cooperative stochastic games with infinitely many interacting agents using ideas of statistical mechanics. First we show, in the general case of asymmetric interactions, the existence of a strategy that allows any player to eliminate losses after a finite random time. In the special case of symmetric interactions, we also prove that, as time goes to infinity, the game converges to a Nash equilibrium. Moreover, assuming that all agents adopt the same strategy, using arguments related to those leading to perfect simulation algorithms, spatial mixing and ergodicity are proved. In turn, ergodicity allows us to prove “fixation”, i.e. that players will adopt a constant strategy after a finite time. The resulting dynamics is related to zerotemperature Glauber dynamics on random graphs of possibly infinite volume.
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The main purpose of this work is to give a survey of main monotonicity properties of queueing processes based on the coupling method. The literature on this topic is quite extensive, and we do not consider all aspects of this topic. Our more concrete goal is to select the most interesting basic monotonicity results and give simple and elegant proofs. Also we give a few new (or revised) proofs of a few important monotonicity properties for the queue-size and workload processes both in single-server and multi- server systems. The paper is organized as follows. In Section 1, the basic notions and results on coupling method are given. Section 2 contains known coupling results for renewal processes with focus on construction of synchronized renewal instants for a superposition of independent renewal processes. In Section 3, we present basic monotonicity results for the queue-size and workload processes. We consider both discrete-and continuous-time queueing systems with single and multi servers. Less known results on monotonicity of queueing processes with dependent service times and interarrival times are also presented. Section 4 is devoted to monotonicity of general Jackson-type queueing networks with Markovian routing. This section is based on the notable paper [17]. Finally, Section 5 contains elements of stability analysis of regenerative queues and networks, where coupling and monotonicity results play a crucial role to establish minimal suficient stability conditions. Besides, we present some new monotonicity results for tandem networks.
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Samples of volcanic rocks from Alboran Island, the Alboran Sea floor and from the Gourougou volcanic centre in northern Morocco have been analyzed for major and trace elements and Sr-Nd isotopes to test current theories on the tectonic geodynamic evolution of the Alboran Sea. The Alboran Island samples are low-K tholeiitic basaltic andesites whose depleted contents of HFS elements (similar to0.5xN-MORB), especially Nb (similar to0.2xN-MORB), show marked geochemical parallels with volcanics from immature intra-oceanic arcs and back-arc basins. Several of the submarine samples have similar compositions, one showing low-Ca boninite affinity. Nd-143/Nd-144 ratios fall in the same range as many island-arc and back-arc basin samples, whereas Sr-87/Sr-86 ratios (on leached samples) are somewhat more radiogenic. Our data point to active subduction taking place beneath the Alboran region in Miocene times, and imply the presence of an associated back-arc spreading centre. Our sea floor suite includes a few more evolved dacite and rhyolite samples with (Sr-87/Sr-86)(0) up to 0.717 that probably represent varying degrees of crustal melting. The shoshonite and high-K basaltic andesite lavas from Gourougou have comparable normalized incompatible-element enrichment diagrams and Ce/Y ratios to shoshonitic volcanics from oceanic island arcs, though they have less pronounced Nb deficits. They are much less LIL- and LREE-enriched than continental arc analogues and post-collisional shoshonites from Tibet. The magmas probably originated by melting in subcontinental lithospheric mantle that had experienced negligible subduction input. Sr-Nd isotope compositions point to significant crustal contamination which appears to account for the small Nb anomalies. The unmistakable supra-subduction zone (SSZ) signature shown by our Alboran basalts and basaltic andesite samples refutes geodynamic models that attribute all Neogene volcanism in the Alboran domain to decompression melting of upwelling asthenosphere arising from convective thinning of over-thickened lithosphere. Our data support recent models in which subsidence is caused by westward rollback of an eastward-dipping subduction zone beneath the westemmost Mediterranean. Moreover, severance of the lithosphere at the edges of the rolling-back slab provides opportunities for locally melting lithospheric mantle, providing a possible explanation for the shoshonitic volcanism seen in northern Morocco and more sporadically in SE Spain. (C) 2004 Elsevier B.V. All rights reserved.
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The Mont Collon mafic complex is one of the best preserved examples of the Early Permian magmatism in the Central Alps, related to the intra-continental collapse of the Variscan belt. It mostly consists (> 95 vol.%) of ol+hy-nonnative plagioclase-wehrlites, olivine- and cpx-gabbros with cumulitic structures, crosscut by acid dikes. Pegmatitic gabbros, troctolites and anorthosites outcrop locally. A well-preserved cumulative, sequence is exposed in the Dents de Bertol area (center of intrusion). PT-calculations indicate that this layered magma chamber emplaced at mid-crustal levels at about 0.5 GPa and 1100 degrees C. The Mont Collon cumulitic rocks record little magmatic differentiation, as illustrated by the restricted range of clinopyroxene mg-number (Mg#(cpx)=83-89). Whole-rock incompatible trace-element contents (e.g. Nb, Zr, Ba) vary largely and without correlation with major-element composition. These features are characteristic of an in-situ crystallization process with variable amounts of interstitial liquid L trapped between the cumulus mineral phases. LA-ICPMS measurements show that trace-element distribution in the latter is homogeneous, pointing to subsolidus re-equilibration between crystals and interstitial melts. A quantitative modeling based on Langmuir's in-situ crystallization equation successfully duplicated the REE concentrations in cumulitic minerals of all rock facies of the intrusion. The calculated amounts of interstitial liquid L vary between 0 and 35% for degrees of differentiation F of 0 to 20%, relative to the least evolved facies of the intrusion. L values are well correlated with the modal proportions of interstitial amphibole and whole-rock incompatible trace-element concentrations (e.g. Zr, Nb) of the tested samples. However, the in-situ crystallization model reaches its limitations with rock containing high modal content of REE-bearing minerals (i.e. zircon), such as pegmatitic gabbros. Dikes of anorthositic composition, locally crosscutting the layered lithologies, evidence that the Mont Collon rocks evolved in open system with mixing of intercumulus liquids of different origins and possibly contrasting compositions. The proposed model is not able to resolve these complex open systems, but migrating liquids could be partly responsible for the observed dispersion of points in some correlation diagrams. Absence of significant differentiation with recurrent lithologies in the cumulitic pile of Dents de Bertol points to an efficiently convective magma chamber, with possible periodic replenishment, (c) 2005 Elsevier B.V. All rights reserved.