28 research outputs found

    Conferences on stochastic processes and their applications: A brief history

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    Lifetime distributions in the methods of non-equilibrium statistical operator and superstatistics

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    A family of non-equilibrium statistical operators is introduced which differ by the system age distribution over which the quasi-equilibrium (relevant) distribution is averaged. To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime of a system. Superstatistics, introduced in works of Beck and Cohen [Physica A \textbf{322}, (2003), 267] as fluctuating quantities of intensive thermodynamical parameters, are obtained from the statistical distribution of lifetime (random time to the system degeneracy) considered as a thermodynamical parameter. It is suggested to set the mixing distribution of the fluctuating parameter in the superstatistics theory in the form of the piecewise continuous functions. The distribution of lifetime in such systems has different form on the different stages of evolution of the system. The account of the past stages of the evolution of a system can have a substantial impact on the non-equilibrium behaviour of the system in a present time moment.Comment: 18 page

    Queues with Lévy input and hysteretic control

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    We consider a (doubly) reflected Lévy process where the Lévy exponent is controlled by a hysteretic policy consisting of two stages. In each stage there is typically a different service speed, drift parameter, or arrival rate. We determine the steady-state performance, both for systems with finite and infinite capacity. Thereby, we unify and extend many existing results in the literature, focusing on the special cases of M/G/1 queues and Brownian motion. © The Author(s) 2009

    Applied probability: its nature and scope

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    On Prabhu's factorization of L�vy generators

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