This paper presents a method of determining handover traffic and mean channel occu-pancy time of a traffic model for the LEO(Low Earth Orbit)satellite networks.The mainideas are that the handover traffic is mainly due...This paper presents a method of determining handover traffic and mean channel occu-pancy time of a traffic model for the LEO(Low Earth Orbit)satellite networks.The mainideas are that the handover traffic is mainly due to the movement of the satellite and that thevelocity of the mobile terminals and earth rotation are ignored.The performance level can becalculated according to different handover queuing models.展开更多
The approach of Li and Zhou(2014)is adopted to find the Laplace transform of occupation time over interval(0,a)and joint occupation times over semi-infinite intervals(-∞,a)and(b,∞)for a time-homogeneous diffusion pr...The approach of Li and Zhou(2014)is adopted to find the Laplace transform of occupation time over interval(0,a)and joint occupation times over semi-infinite intervals(-∞,a)and(b,∞)for a time-homogeneous diffusion process up to an independent exponential time e_(q)for 0<a<b.The results are expressed in terms of solutions to the differential equations associated with the diffusion generator.Applying these results,we obtain explicit expressions on the Laplace transform of occupation time and joint occupation time for Brownian motion with drift.展开更多
Suppose X is a super-α-stable process in R^d, (0 〈 α〈 2), whose branching rate function is dr, and branching mechanism is of the form ψ(z) = z^1+β (0 〈0 〈β ≤1). Let Xγ and Yγ denote the exit measur...Suppose X is a super-α-stable process in R^d, (0 〈 α〈 2), whose branching rate function is dr, and branching mechanism is of the form ψ(z) = z^1+β (0 〈0 〈β ≤1). Let Xγ and Yγ denote the exit measure and the total weighted occupation time measure of X in a bounded smooth domain D, respectively. The absolute continuities of Xγ and Yγ are discussed.展开更多
In India, traffic flow on roads is highly mixed in nature with wide variations in the static and dynamic characteristics of vehicles. At unsignalized intersections, vehicles generally do not follow lane discipline and...In India, traffic flow on roads is highly mixed in nature with wide variations in the static and dynamic characteristics of vehicles. At unsignalized intersections, vehicles generally do not follow lane discipline and ignore the rules of priority. Drivers generally become more aggressive and tend to cross the uncontrolled intersections without considering the conflicting traffic. All these conditions cause a very complex traffic situation at unsignal- ized intersections which have a great impact on the capacity and performance of traffic intersections. A new method called additive conflict flow (ACF) method is suitable to determine the capacity of unsignalized inter- sections in non-lane-based mixed traffic conditions as prevailing in India. Occupation time is the key parameter for ACF method, which is defined as the time spent by a vehicle in the conflict area at the intersection. Data for this study were collected at two three-legged unsignalized intersections (one is uncontrolled and other one is semi- controlled) in Mangalore city, India using video-graphic technique during peak periods on three consecutive week days. The occupation time of vehicles at these intersections were studied and compared. The data on conflicting traffic volume and occupation time by each subject vehicle at the conflict area were extracted from the videos using image processing software. The subject vehicles were divided into three categories: two wheelers,cars, and auto-rickshaws. Mathematical relationships were developed to relate the occupation time of different cate- gories of vehicles with the conflicting flow of vehicles for various movements at both the intersections. It was found that occupation time increases with the increasing con- flicting traffic and observed to be higher at the uncontrolled intersection compared to the semicontrolled intersec- tion. The segregated turning movements and the presence of mini roundabout at the semicontrolled intersection reduces the conflicts of vehicular movements, which ulti- mately reduces the occupation time. The proposed methodology will be useful to determine the occupation time for various movements at unsignalized intersections. The models developed in the study can be used by practitioners and traffic engineers to estimate the capacity of unsignalized intersections in non-lane-based discipline and mixed traffic conditions.展开更多
Some properties of Super-Brownian motion have been approached by Dawson & Hochberg [1], Iscoe [2] & L3], Konno & Shiga [4] and so on. In this paper, we limit our attention to the occupation time processes ...Some properties of Super-Brownian motion have been approached by Dawson & Hochberg [1], Iscoe [2] & L3], Konno & Shiga [4] and so on. In this paper, we limit our attention to the occupation time processes of the Super-Brownian motion,and try to give an intuitive proof for their absolute continuity with respect to the Lebesgue measure on Rd (d≤3) when the initial measure of the Super-Brownian motion has the absolute continuity.展开更多
In this article, a threshold dividend strategy is used for classical risk model. Under this dividend strategy, certain probability of ruin, which occurs in case of constant barrier strategy, is avoided. Using the stro...In this article, a threshold dividend strategy is used for classical risk model. Under this dividend strategy, certain probability of ruin, which occurs in case of constant barrier strategy, is avoided. Using the strong Markov property of the surplus process and the distribution of the deficit in classical risk model, the survival probability for this model is derived, which is more direct than that in Asmussen(2000, P195, Proposition 1.10). The occupation time of non-dividend of this model is also discussed by means of Martingale method.展开更多
The author proves a central limit theorem for the critical super Brownian motion, which leads to a Gaussian random field. In the transient case the limiting field is the same aa that obtained by Dawson (1977). In the ...The author proves a central limit theorem for the critical super Brownian motion, which leads to a Gaussian random field. In the transient case the limiting field is the same aa that obtained by Dawson (1977). In the recurrent case it is a spatially uniform field. The author also give a central limit theorem for the weighted occupation time of the super Brownian motion with underlying dimension number d less than or equal to 3, completing the results of Iscoe (1986).展开更多
Some properties of a conditioned superdiffusion are investigated. By a basic property we obtain for it, a class of linear additive functionals, so-called weighted occupation time, is studied. At last, we get an intere...Some properties of a conditioned superdiffusion are investigated. By a basic property we obtain for it, a class of linear additive functionals, so-called weighted occupation time, is studied. At last, we get an interesting result about its extinctive property.展开更多
Using the approach of D. Landriault et al. and B. Li and X. Zhou, for a one-dimensional time-homogeneous diffusion process X and constants c 〈 a 〈 b 〈 d, we find expressions of double Laplace transforms of the form...Using the approach of D. Landriault et al. and B. Li and X. Zhou, for a one-dimensional time-homogeneous diffusion process X and constants c 〈 a 〈 b 〈 d, we find expressions of double Laplace transforms of the form Ex[e--θTd--λ∫o Td1a 〈Xs〈b ds; Td 〈 Tc], where Tx denotes the first passage time of level x. As applications, we find explicit Laplace transforms of the corresponding occupation time and occupation density for the Brownian motion with two-valued drift and that of occupation time for the skew Ornstein- Uhlenbeck process, respectively. Some known results are also recovered.展开更多
For a < r < b, the approach of Li and Zhou(2014) is adopted to find joint Laplace transforms of occupation times over intervals(a, r) and(r, b) for a time homogeneous diffusion process before it first exits from...For a < r < b, the approach of Li and Zhou(2014) is adopted to find joint Laplace transforms of occupation times over intervals(a, r) and(r, b) for a time homogeneous diffusion process before it first exits from either a or b. The results are expressed in terms of solutions to the differential equations associated with the diffusions generator. Applying these results, we obtain more explicit expressions on the joint Laplace transforms of occupation times for Brownian motion with drift, Brownian motion with alternating drift and skew Brownian motion, respectively.展开更多
In this paper, for homogeneous diffusion processes, the approach of Y. Li and X. Zhou [Statist. Probab. Lett., 2014, 94: 48-55] is adopted to find expressions of potential measures that are discounted by their joint ...In this paper, for homogeneous diffusion processes, the approach of Y. Li and X. Zhou [Statist. Probab. Lett., 2014, 94: 48-55] is adopted to find expressions of potential measures that are discounted by their joint occupation times over semi-infinite intervals (-∞, a) and (a, ∞). The results are expressed in terms of solutions to the differential equations associated with the diffusions generator. Applying these results, we obtain more explicit expressions for Brownian motion with drift, skew Brownian motion, and Brownian motion with two-valued drift, respectively.展开更多
Let X = {Xt,t >=0} be a d-dimensional (d>= 2) standard Brownian motion with drift c started at a fixed x, and BR = {x E Rd: |x| < R}, the ball centered at 0 with radius R. Consider the distributions of TR(t) ...Let X = {Xt,t >=0} be a d-dimensional (d>= 2) standard Brownian motion with drift c started at a fixed x, and BR = {x E Rd: |x| < R}, the ball centered at 0 with radius R. Consider the distributions of TR(t) and TR(∞), where TR(t) denotes the time spent by X in BR up to time t and TR(∞) the total time of X spent in BR. Explicit formulas for the Laplace transform of TR(∞) and the double Laplace transform of TR(t) are obtained.展开更多
Suppose X is a superdiffusion in R^d with general branching mechanism ¢. and Y_(D) denotes the total weighted occupation time of X in a bounded smooth domain D. We discuss the conditions on ψ to guarantee that Y_(D)...Suppose X is a superdiffusion in R^d with general branching mechanism ¢. and Y_(D) denotes the total weighted occupation time of X in a bounded smooth domain D. We discuss the conditions on ψ to guarantee that Y_(D) has absolutey continuous states. And for particular ψ(z) = z^(l+, 0<B ≤1. we prove that. in the case d<2 + 2/B. Y_^(D) is absolutely continuous with respect to the Lebesgue measure in D. whereas in the case d>2 + 2/B. it is singular. As we know the absolute continuity and singularity of Y_(D have not been discussed before.展开更多
In this paper we establish a large deviation principle for the occupation times of critical branching α-stable processes for large dimensions d > 2α, by investigating two related nonlinear differential equations....In this paper we establish a large deviation principle for the occupation times of critical branching α-stable processes for large dimensions d > 2α, by investigating two related nonlinear differential equations. Our result is an extension of Cox and Griffeath’s (in 1985) for branching Brownian motion for d > 4.展开更多
Suppose that Xt is the Fleming-Viot process associated with fractional power Laplacian operator -(-△)α/2 0 < α≥ 2, and Yt= f_0 ̄t Xs.ds is the so-called occupation time process.In this paper) the asymptotic be...Suppose that Xt is the Fleming-Viot process associated with fractional power Laplacian operator -(-△)α/2 0 < α≥ 2, and Yt= f_0 ̄t Xs.ds is the so-called occupation time process.In this paper) the asymptotic behavior at a large time and the absolute continuity of Yt are investigated.展开更多
IN traditional Chinese society, having an occupation, as a means of making a living, was the "privilege" of women at lower levels of society. Married and unmarried women who had servants were sneered at if t...IN traditional Chinese society, having an occupation, as a means of making a living, was the "privilege" of women at lower levels of society. Married and unmarried women who had servants were sneered at if they had an occupation. The work that lower class women did was generally related to production and labor, market exchange, communications展开更多
A functional central limit theorem is proved for the centered occupation time process of the super α-stable processes in the finite dimensional distribution sense. For the intermediate dimensions α < d < 2α (...A functional central limit theorem is proved for the centered occupation time process of the super α-stable processes in the finite dimensional distribution sense. For the intermediate dimensions α < d < 2α (0 < α ≤ 2), the limiting process is a Gaussian process, whose covariance is specified; for the critical dimension d= 2α and higher dimensions d < 2α, the limiting process is Brownian motion.展开更多
We consider the spectrally negative L@vy processes and determine the joint laws for the quantities such as the first and last passage times over a fixed level, the overshoots and undershoots at first passage, the mini...We consider the spectrally negative L@vy processes and determine the joint laws for the quantities such as the first and last passage times over a fixed level, the overshoots and undershoots at first passage, the minimum, the maximum, and the duration of negative values. We apply our results to insurance risk theory to find an explicit expression for the generalized expected discounted penalty function in terms of scale functions. Furthermore, a new expression for the generalized Dickson's formula is provided.展开更多
We consider the Omega model with underlying Ornstein-Uhlenbeck type surplus process for an insurance company and obtain some useful results. Explicit expressions for the expected discounted penalty function at bankrup...We consider the Omega model with underlying Ornstein-Uhlenbeck type surplus process for an insurance company and obtain some useful results. Explicit expressions for the expected discounted penalty function at bankruptcy with a constant bankruptcy rate and linear bankruptcy rate are derived. Based on random observations of the surplus process, we examine the differentiability for the expected discounted penalty function at bankruptcy especially at zero. Finally, we give the Laplace transforms for occupation times as an important example of Li and Zhou [Adv. Appl. Probab., 2013, 45(4): 1049-1067].展开更多
文摘This paper presents a method of determining handover traffic and mean channel occu-pancy time of a traffic model for the LEO(Low Earth Orbit)satellite networks.The mainideas are that the handover traffic is mainly due to the movement of the satellite and that thevelocity of the mobile terminals and earth rotation are ignored.The performance level can becalculated according to different handover queuing models.
基金Supported by the National Natural Science Foundation of China(12271062,11731012)by the Hunan Provincial National Natural Science Foundation of China(2019JJ50405)。
文摘The approach of Li and Zhou(2014)is adopted to find the Laplace transform of occupation time over interval(0,a)and joint occupation times over semi-infinite intervals(-∞,a)and(b,∞)for a time-homogeneous diffusion process up to an independent exponential time e_(q)for 0<a<b.The results are expressed in terms of solutions to the differential equations associated with the diffusion generator.Applying these results,we obtain explicit expressions on the Laplace transform of occupation time and joint occupation time for Brownian motion with drift.
基金Supported by NNSF of China (10001020 and 10471003), Foundation for Authors Awarded Excellent Ph.D.Dissertation
文摘Suppose X is a super-α-stable process in R^d, (0 〈 α〈 2), whose branching rate function is dr, and branching mechanism is of the form ψ(z) = z^1+β (0 〈0 〈β ≤1). Let Xγ and Yγ denote the exit measure and the total weighted occupation time measure of X in a bounded smooth domain D, respectively. The absolute continuities of Xγ and Yγ are discussed.
文摘In India, traffic flow on roads is highly mixed in nature with wide variations in the static and dynamic characteristics of vehicles. At unsignalized intersections, vehicles generally do not follow lane discipline and ignore the rules of priority. Drivers generally become more aggressive and tend to cross the uncontrolled intersections without considering the conflicting traffic. All these conditions cause a very complex traffic situation at unsignal- ized intersections which have a great impact on the capacity and performance of traffic intersections. A new method called additive conflict flow (ACF) method is suitable to determine the capacity of unsignalized inter- sections in non-lane-based mixed traffic conditions as prevailing in India. Occupation time is the key parameter for ACF method, which is defined as the time spent by a vehicle in the conflict area at the intersection. Data for this study were collected at two three-legged unsignalized intersections (one is uncontrolled and other one is semi- controlled) in Mangalore city, India using video-graphic technique during peak periods on three consecutive week days. The occupation time of vehicles at these intersections were studied and compared. The data on conflicting traffic volume and occupation time by each subject vehicle at the conflict area were extracted from the videos using image processing software. The subject vehicles were divided into three categories: two wheelers,cars, and auto-rickshaws. Mathematical relationships were developed to relate the occupation time of different cate- gories of vehicles with the conflicting flow of vehicles for various movements at both the intersections. It was found that occupation time increases with the increasing con- flicting traffic and observed to be higher at the uncontrolled intersection compared to the semicontrolled intersec- tion. The segregated turning movements and the presence of mini roundabout at the semicontrolled intersection reduces the conflicts of vehicular movements, which ulti- mately reduces the occupation time. The proposed methodology will be useful to determine the occupation time for various movements at unsignalized intersections. The models developed in the study can be used by practitioners and traffic engineers to estimate the capacity of unsignalized intersections in non-lane-based discipline and mixed traffic conditions.
文摘Some properties of Super-Brownian motion have been approached by Dawson & Hochberg [1], Iscoe [2] & L3], Konno & Shiga [4] and so on. In this paper, we limit our attention to the occupation time processes of the Super-Brownian motion,and try to give an intuitive proof for their absolute continuity with respect to the Lebesgue measure on Rd (d≤3) when the initial measure of the Super-Brownian motion has the absolute continuity.
基金the National Natural Science Foundation of China(10571092)the major program of Key Research Institute of HumanitiesSocial Sciences at Universities(04JJD790006).
文摘In this article, a threshold dividend strategy is used for classical risk model. Under this dividend strategy, certain probability of ruin, which occurs in case of constant barrier strategy, is avoided. Using the strong Markov property of the surplus process and the distribution of the deficit in classical risk model, the survival probability for this model is derived, which is more direct than that in Asmussen(2000, P195, Proposition 1.10). The occupation time of non-dividend of this model is also discussed by means of Martingale method.
基金the National Natural Science Foundation of China!(No.19361060)and the Mathematical Center of the State Education Commission of
文摘The author proves a central limit theorem for the critical super Brownian motion, which leads to a Gaussian random field. In the transient case the limiting field is the same aa that obtained by Dawson (1977). In the recurrent case it is a spatially uniform field. The author also give a central limit theorem for the weighted occupation time of the super Brownian motion with underlying dimension number d less than or equal to 3, completing the results of Iscoe (1986).
文摘Some properties of a conditioned superdiffusion are investigated. By a basic property we obtain for it, a class of linear additive functionals, so-called weighted occupation time, is studied. At last, we get an interesting result about its extinctive property.
基金Acknowledgements The authors thank the anonymous referees for helpful comments. Yingqiu Li's work was supported by the National Natural Science Foundation of China (Grant No. 11171044) und the Natural Science Foundation of Hunan Province (Grant No. llJ32001) Suxin Wang's work was supported by the Natural Sciences and Engineering Research Council of Canada.
文摘Using the approach of D. Landriault et al. and B. Li and X. Zhou, for a one-dimensional time-homogeneous diffusion process X and constants c 〈 a 〈 b 〈 d, we find expressions of double Laplace transforms of the form Ex[e--θTd--λ∫o Td1a 〈Xs〈b ds; Td 〈 Tc], where Tx denotes the first passage time of level x. As applications, we find explicit Laplace transforms of the corresponding occupation time and occupation density for the Brownian motion with two-valued drift and that of occupation time for the skew Ornstein- Uhlenbeck process, respectively. Some known results are also recovered.
基金Supported by NSFC(Grant Nos.11171101,11171044,11571052 and 11671132)Key Laboratory of High Performance Computing and Stochastic Information Processing(HPCSIP)+2 种基金Education Ministry of China,Hu’nan Normal UniversityNatural Science Foundation of Hu’nan Province(Grant No.2016JJ4061)Scientific Research Pro ject of Hu’nan University of Arts and Science(Grant No.15ZD05)
文摘For a < r < b, the approach of Li and Zhou(2014) is adopted to find joint Laplace transforms of occupation times over intervals(a, r) and(r, b) for a time homogeneous diffusion process before it first exits from either a or b. The results are expressed in terms of solutions to the differential equations associated with the diffusions generator. Applying these results, we obtain more explicit expressions on the joint Laplace transforms of occupation times for Brownian motion with drift, Brownian motion with alternating drift and skew Brownian motion, respectively.
文摘In this paper, for homogeneous diffusion processes, the approach of Y. Li and X. Zhou [Statist. Probab. Lett., 2014, 94: 48-55] is adopted to find expressions of potential measures that are discounted by their joint occupation times over semi-infinite intervals (-∞, a) and (a, ∞). The results are expressed in terms of solutions to the differential equations associated with the diffusions generator. Applying these results, we obtain more explicit expressions for Brownian motion with drift, skew Brownian motion, and Brownian motion with two-valued drift, respectively.
基金Project supported by the National Natural Science Foundation of China (No.19801020) and the grant from the Research Grants Coun
文摘Let X = {Xt,t >=0} be a d-dimensional (d>= 2) standard Brownian motion with drift c started at a fixed x, and BR = {x E Rd: |x| < R}, the ball centered at 0 with radius R. Consider the distributions of TR(t) and TR(∞), where TR(t) denotes the time spent by X in BR up to time t and TR(∞) the total time of X spent in BR. Explicit formulas for the Laplace transform of TR(∞) and the double Laplace transform of TR(t) are obtained.
基金This work is supported by NNSF of China(Grant No. 19801019)China Postdoctoral Foundation
文摘Suppose X is a superdiffusion in R^d with general branching mechanism ¢. and Y_(D) denotes the total weighted occupation time of X in a bounded smooth domain D. We discuss the conditions on ψ to guarantee that Y_(D) has absolutey continuous states. And for particular ψ(z) = z^(l+, 0<B ≤1. we prove that. in the case d<2 + 2/B. Y_^(D) is absolutely continuous with respect to the Lebesgue measure in D. whereas in the case d>2 + 2/B. it is singular. As we know the absolute continuity and singularity of Y_(D have not been discussed before.
基金supported by National Natural Science Foundation of China (Grant Nos. 10971003 and 10926110)Chinese Universities Scientific Fund (Grant No. 2009-2-05)+1 种基金supported by National Natural Science Foundation of China (Grant Nos. 10871103 and 10971003)Specialized Research Fund for the Doctoral Program of Higher Education
文摘In this paper we establish a large deviation principle for the occupation times of critical branching α-stable processes for large dimensions d > 2α, by investigating two related nonlinear differential equations. Our result is an extension of Cox and Griffeath’s (in 1985) for branching Brownian motion for d > 4.
文摘Suppose that Xt is the Fleming-Viot process associated with fractional power Laplacian operator -(-△)α/2 0 < α≥ 2, and Yt= f_0 ̄t Xs.ds is the so-called occupation time process.In this paper) the asymptotic behavior at a large time and the absolute continuity of Yt are investigated.
文摘IN traditional Chinese society, having an occupation, as a means of making a living, was the "privilege" of women at lower levels of society. Married and unmarried women who had servants were sneered at if they had an occupation. The work that lower class women did was generally related to production and labor, market exchange, communications
基金This work was supported by the National Natural Science Foundation of China(Grant Nos.10101005 and 10121101)the Scientific Research Foundation for the Returned Overseas Chinese Scholars,State Education Ministry.
文摘A functional central limit theorem is proved for the centered occupation time process of the super α-stable processes in the finite dimensional distribution sense. For the intermediate dimensions α < d < 2α (0 < α ≤ 2), the limiting process is a Gaussian process, whose covariance is specified; for the critical dimension d= 2α and higher dimensions d < 2α, the limiting process is Brownian motion.
基金Acknowledgements The authors thank two anonymous referees for their constructive suggestions which have led to much improvement on the paper. The first author is grateful to Professor Xiaowen Zhou for useful discussion. The research of Yuen was supported by a university research grant of the University of Hong Kong. The research of Yin was supported by the National Natural Science Foundation of China (No. 11171179), the Research Fund for the Doctoral Program of Higher Education of China (No. 20133705110002), and the Program for Scientific Research Innovation Team in Colleges and Universities of Shandong Province.
文摘We consider the spectrally negative L@vy processes and determine the joint laws for the quantities such as the first and last passage times over a fixed level, the overshoots and undershoots at first passage, the minimum, the maximum, and the duration of negative values. We apply our results to insurance risk theory to find an explicit expression for the generalized expected discounted penalty function in terms of scale functions. Furthermore, a new expression for the generalized Dickson's formula is provided.
基金Acknowledgements The authors would like to thank the anonymous referees for valuable comments and suggestions to improve the earlier version of this paper. This work was supported by the National Natural Science Foundation of China (Grant Nos. 11401436, 11226204, 11171164, 11271385), the Doctoral Fund Program of Tianjin Normal University (Grant No. 52XB1204), and the MOE Youth Project in Humanities and Social Sciences (NO. 14YJCZH048).
文摘We consider the Omega model with underlying Ornstein-Uhlenbeck type surplus process for an insurance company and obtain some useful results. Explicit expressions for the expected discounted penalty function at bankruptcy with a constant bankruptcy rate and linear bankruptcy rate are derived. Based on random observations of the surplus process, we examine the differentiability for the expected discounted penalty function at bankruptcy especially at zero. Finally, we give the Laplace transforms for occupation times as an important example of Li and Zhou [Adv. Appl. Probab., 2013, 45(4): 1049-1067].