Cross sections for geodesic flows and \alpha-continued fractions

We adjust Arnoux's coding, in terms of regular continued fractions, of the geodesic flow on the modular surface to give a cross section on which the return map is a double cover of the natural extension for the \alpha-continued fractions, for each $\alpha$ in (0,1]. The argument is sufficiently robust to apply to the Rosen continued fractions and their recently introduced \alpha-variants.Comment: 20 pages, 2 figure

On a graded q-differential algebra

Given a unital associatve graded algebra we construct the graded q-differential algebra by means of a graded q-commutator, where q is a primitive N-th root of unity. The N-th power (N>1) of the differential of this graded q-differential algebra is equal to zero. We use our approach to construct the graded q-differential algebra in the case of a reduced quantum plane which can be endowed with a structure of a graded algebra. We consider the differential d satisfying d to power N equals zero as an analog of an exterior differential and study the first order differential calculus induced by this differential.Comment: 6 pages, submitted to the Proceedings of the "International Conference on High Energy and Mathematical Physics", Morocco, Marrakech, April 200

Natural extensions and entropy of α\alpha-continued fractions

We construct a natural extension for each of Nakada's $\alpha$-continued fractions and show the continuity as a function of $\alpha$ of both the entropy and the measure of the natural extension domain with respect to the density function $(1+xy)^{-2}$. In particular, we show that, for all $0 < \alpha \le 1$, the product of the entropy with the measure of the domain equals $\pi^2/6$. As a key step, we give the explicit relationship between the $\alpha$-expansion of $\alpha-1$ and of $\alpha$

Large closed queueing networks in semi-Markov environment and its application

The paper studies closed queueing networks containing a server station and $k$ client stations. The server station is an infinite server queueing system, and client stations are single-server queueing systems with autonomous service, i.e. every client station serves customers (units) only at random instants generated by a strictly stationary and ergodic sequence of random variables. The total number of units in the network is $N$. The expected times between departures in client stations are $(N\mu_j)^{-1}$. After a service completion in the server station, a unit is transmitted to the $j$th client station with probability $p_{j}$ $(j=1,2,...,k)$, and being processed in the $j$th client station, the unit returns to the server station. The network is assumed to be in a semi-Markov environment. A semi-Markov environment is defined by a finite or countable infinite Markov chain and by sequences of independent and identically distributed random variables. Then the routing probabilities $p_{j}$ $(j=1,2,...,k)$ and transmission rates (which are expressed via parameters of the network) depend on a Markov state of the environment. The paper studies the queue-length processes in client stations of this network and is aimed to the analysis of performance measures associated with this network. The questions risen in this paper have immediate relation to quality control of complex telecommunication networks, and the obtained results are expected to lead to the solutions to many practical problems of this area of research.Comment: 35 pages, 1 figure, 12pt, accepted: Acta Appl. Mat

A Probabilistic Analysis of The Trading The Line Strategy

We provide analytic models for which the appropriate statistics of the trading the line strategy, N h , can be derived in closed form. In particular, we provide closed-form expressions concerning the average duration of the open position, E(N h ), the variance of the open duration, Var(N h ), the average of the stopped log price, E(S N h ), the variance of the stopped log price, Var(S N h ), the correlation, Corr(N h , S N h ), and the Laplace transform, E(e−s N h ). These results are obtained, in discrete time settings, for binomial and other price scenarios. Furthermore, when analytic results are not possible, such as the case of a normal distribution for log returns, we show by simulation that our general conclusions still hold. Using these statistics we point out some of the subtle features of the trailing stops strategy

A Probabilistic Analysis of The Trading The Line Strategy

We provide analytic models for which the appropriate statistics of the trading the line strategy, N h , can be derived in closed form. In particular, we provide closed-form expressions concerning the average duration of the open position, E(N h ), the variance of the open duration, Var(N h ), the average of the stopped log price, E(S N h ), the variance of the stopped log price, Var(S N h ), the correlation, Corr(N h , S N h ), and the Laplace transform, E(e−s N h ). These results are obtained, in discrete time settings, for binomial and other price scenarios. Furthermore, when analytic results are not possible, such as the case of a normal distribution for log returns, we show by simulation that our general conclusions still hold. Using these statistics we point out some of the subtle features of the trailing stops strategy