152 research outputs found
The effective bandwidth problem revisited
The paper studies a single-server queueing system with autonomous service and
priority classes. Arrival and departure processes are governed by marked
point processes. There are buffers corresponding to priority classes,
and upon arrival a unit of the th priority class occupies a place in the
th buffer. Let , denote the quota for the total
th buffer content. The values are assumed to be large, and
queueing systems both with finite and infinite buffers are studied. In the case
of a system with finite buffers, the values characterize buffer
capacities.
The paper discusses a circle of problems related to optimization of
performance measures associated with overflowing the quota of buffer contents
in particular buffers models. Our approach to this problem is new, and the
presentation of our results is simple and clear for real applications.Comment: 29 pages, 11pt, Final version, that will be published as is in
Stochastic Model
Billiards in a general domain with random reflections
We study stochastic billiards on general tables: a particle moves according
to its constant velocity inside some domain until it hits the boundary and bounces randomly inside according to some
reflection law. We assume that the boundary of the domain is locally Lipschitz
and almost everywhere continuously differentiable. The angle of the outgoing
velocity with the inner normal vector has a specified, absolutely continuous
density. We construct the discrete time and the continuous time processes
recording the sequence of hitting points on the boundary and the pair
location/velocity. We mainly focus on the case of bounded domains. Then, we
prove exponential ergodicity of these two Markov processes, we study their
invariant distribution and their normal (Gaussian) fluctuations. Of particular
interest is the case of the cosine reflection law: the stationary distributions
for the two processes are uniform in this case, the discrete time chain is
reversible though the continuous time process is quasi-reversible. Also in this
case, we give a natural construction of a chord "picked at random" in
, and we study the angle of intersection of the process with a
-dimensional manifold contained in .Comment: 50 pages, 10 figures; To appear in: Archive for Rational Mechanics
and Analysis; corrected Theorem 2.8 (induced chords in nonconvex subdomains
Large deviations for polling systems
Related INRIA Research report available at : http://hal.inria.fr/docs/00/07/27/62/PDF/RR-3892.pdfInternational audienceWe aim at presenting in short the technical report, which states a sample path large deviation principle for a resealed process n-1 Qnt, where Qt represents the joint number of clients at time t in a single server 1-limited polling system with Markovian routing. The main goal is to identify the rate function. A so-called empirical generator is introduced, which consists of Q t and of two empirical measures associated with S t the position of the server at time t. The analysis relies on a suitable change of measure and on a representation of fluid limits for polling systems. Finally, the rate function is solution of a meaningful convex program
Nonlinear spectral calculus and super-expanders
Nonlinear spectral gaps with respect to uniformly convex normed spaces are
shown to satisfy a spectral calculus inequality that establishes their decay
along Cesaro averages. Nonlinear spectral gaps of graphs are also shown to
behave sub-multiplicatively under zigzag products. These results yield a
combinatorial construction of super-expanders, i.e., a sequence of 3-regular
graphs that does not admit a coarse embedding into any uniformly convex normed
space.Comment: Typos fixed based on referee comments. Some of the results of this
paper were announced in arXiv:0910.2041. The corresponding parts of
arXiv:0910.2041 are subsumed by the current pape
Information geometry and sufficient statistics
Information geometry provides a geometric approach to families of statistical
models. The key geometric structures are the Fisher quadratic form and the
Amari-Chentsov tensor. In statistics, the notion of sufficient statistic
expresses the criterion for passing from one model to another without loss of
information. This leads to the question how the geometric structures behave
under such sufficient statistics. While this is well studied in the finite
sample size case, in the infinite case, we encounter technical problems
concerning the appropriate topologies. Here, we introduce notions of
parametrized measure models and tensor fields on them that exhibit the right
behavior under statistical transformations. Within this framework, we can then
handle the topological issues and show that the Fisher metric and the
Amari-Chentsov tensor on statistical models in the class of symmetric 2-tensor
fields and 3-tensor fields can be uniquely (up to a constant) characterized by
their invariance under sufficient statistics, thereby achieving a full
generalization of the original result of Chentsov to infinite sample sizes.
More generally, we decompose Markov morphisms between statistical models in
terms of statistics. In particular, a monotonicity result for the Fisher
information naturally follows.Comment: 37 p, final version, minor corrections, improved presentatio
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