Stochastic inequalities for single-server loss queueing systems

The present paper provides some new stochastic inequalities for the characteristics of the $M/GI/1/n$ and $GI/M/1/n$ loss queueing systems. These stochastic inequalities are based on substantially deepen up- and down-crossings analysis, and they are stronger than the known stochastic inequalities obtained earlier. Specifically, for a class of $GI/M/1/n$ queueing system, two-side stochastic inequalities are obtained.Comment: 17 pages, 11pt To appear in Stochastic Analysis and Application

On a property of random-oriented percolation in a quadrant

Grimmett's random-orientation percolation is formulated as follows. The square lattice is used to generate an oriented graph such that each edge is oriented rightwards (resp. upwards) with probability $p$ and leftwards (resp. downwards) otherwise. We consider a variation of Grimmett's model proposed by Hegarty, in which edges are oriented away from the origin with probability $p$, and towards it with probability $1-p$, which implies rotational instead of translational symmetry. We show that both models could be considered as special cases of random-oriented percolation in the NE-quadrant, provided that the critical value for the latter is 1/2. As a corollary, we unconditionally obtain a non-trivial lower bound for the critical value of Hegarty's random-orientation model. The second part of the paper is devoted to higher dimensions and we show that the Grimmett model percolates in any slab of height at least 3 in $\mathbb{Z}^3$.Comment: The abstract has been updated, discussion has been added to the end of the articl

Weak Convergence of the Scaled Median of Independent Brownian Motions

We consider the median of n independent Brownian motions, and show that this process, when properly scaled, converges weakly to a centered Gaussian process. The chief difficulty is establishing tightness, which is proved through direct estimates on the increments of the median process. An explicit formula is given for the covariance function of the limit process. The limit process is also shown to be Holder continuous with exponent gamma for all gamma < 1/4.Comment: to appear in Probability Theory and Related Field

A special family of Galton-Watson processes with explosions

The linear-fractional Galton-Watson processes is a well known case when many characteristics of a branching process can be computed explicitly. In this paper we extend the two-parameter linear-fractional family to a much richer four-parameter family of reproduction laws. The corresponding Galton-Watson processes also allow for explicit calculations, now with possibility for infinite mean, or even infinite number of offspring. We study the properties of this special family of branching processes, and show, in particular, that in some explosive cases the time to explosion can be approximated by the Gumbel distribution

Anoxic nitrification in marine sediments

Nitrate peaks are found in pore-water profiles in marine sediments at depths considerably below the conventional zone of oxic nitrification. These have been interpreted to represent nonsteady- state effects produced by the activity of nitrifying bacteria, and suggest that nitrification occurs throughout the anoxic sediment region. In this study, ΣNO3 peaks and molecular analysis of DNA and RNA extracted from anoxic sediments of Loch Duich, an organic-rich marine fjord, are consistent with nitrification occurring in the anoxic zone. Analysis of ammonia oxidiser 16S rRNA gene fragments amplified from sediment DNA indicated the abundance of autotrophic ammonia-oxidising bacteria throughout the sediment depth sampled (40 cm), while RT-PCR analysis indicated their potential activity throughout this region. A large non-steady-state pore-water ΣNO3 peak at ~21 cm correlated with discontinuities in this ammonia-oxidiser community. In addition, a subsurface nitrate peak at ~8 cm below the oxygen penetration depth, correlated with the depth of a peak in nitrification rate, assessed by transformation of 15N-labelled ammonia. The source of the oxidant required to support nitrification within the anoxic region is uncertain. It is suggested that rapid recycling of N is occurring, based on a coupled reaction involving Mn oxides (or possibly highly labile Fe oxides) buried during small-scale slumping events. However, to fully investigate this coupling, advances in the capability of high-resolution pore-water techniques are required

Weighted distances in scale-free preferential attachment models

We study three preferential attachment models where the parameters are such that the asymptotic degree distribution has infinite variance. Every edge is equipped with a non-negative i.i.d. weight. We study the weighted distance between two vertices chosen uniformly at random, the typical weighted distance, and the number of edges on this path, the typical hopcount. We prove that there are precisely two universality classes of weight distributions, called the explosive and conservative class. In the explosive class, we show that the typical weighted distance converges in distribution to the sum of two i.i.d. finite random variables. In the conservative class, we prove that the typical weighted distance tends to infinity, and we give an explicit expression for the main growth term, as well as for the hopcount. Under a mild assumption on the weight distribution the fluctuations around the main term are tight.Comment: Revised version, results are unchanged. 30 pages, 1 figure. To appear in Random Structures and Algorithm

Semi-infinite TASEP with a Complex Boundary Mechanism

We consider a totally asymmetric exclusion process on the positive half-line. When particles enter in the system according to a Poisson source, Liggett has computed all the limit distributions when the initial distribution has an asymptotic density. In this paper we consider systems for which particles enter at the boundary according to a complex mechanism depending on the current configuration in a finite neighborhood of the origin. For this kind of models, we prove a strong law of large numbers for the number of particles entered in the system at a given time. Our main tool is a new representation of the model as a multi-type particle system with infinitely many particle types

Breadth first search coding of multitype forests with application to Lamperti representation

We obtain a bijection between some set of multidimensional sequences and this of $d$-type plane forests which is based on the breadth first search algorithm. This coding sequence is related to the sequence of population sizes indexed by the generations, through a Lamperti type transformation. The same transformation in then obtained in continuous time for multitype branching processes with discrete values. We show that any such process can be obtained from a $d^2$ dimensional compound Poisson process time changed by some integral functional. Our proof bears on the discretisation of branching forests with edge lengths

Chains of infinite order, chains with memory of variable length, and maps of the interval

We show how to construct a topological Markov map of the interval whose invariant probability measure is the stationary law of a given stochastic chain of infinite order. In particular we caracterize the maps corresponding to stochastic chains with memory of variable length. The problem treated here is the converse of the classical construction of the Gibbs formalism for Markov expanding maps of the interval