Let {Xn} be a Markov chain with transition probability pij =： aj-（i-1）＋,i,j ≥ 0, where aj=0 providedj 〈 0, a0 〉 0, a0＋a1〈 1 and ∑∞n=0 an= 1. Let μ∑∞n=1nan. It is known that {Xn} is positive recurrent wh...Let {Xn} be a Markov chain with transition probability pij =： aj-（i-1）＋,i,j ≥ 0, where aj=0 providedj 〈 0, a0 〉 0, a0＋a1〈 1 and ∑∞n=0 an= 1. Let μ∑∞n=1nan. It is known that {Xn} is positive recurrent when μ 〈 1; is null recurrent when μ= 1; and is transient when μ 〉 1. In this paper, the integrability of the first returning time and the last exit time are discussed. Keywords Geom/G/1 queuing model, first returning time, last exit time, Markov chain展开更多
This paper presents a complete proof of a conjecture given by Ashwin, Deane and Fu that the map describing the dynamical behavior of the Sigma-Delta modulator has a global attractor. By viewing the map as a piecewise ...This paper presents a complete proof of a conjecture given by Ashwin, Deane and Fu that the map describing the dynamical behavior of the Sigma-Delta modulator has a global attractor. By viewing the map as a piecewise rotation, and by geometric analysis, the authors give a simpler and more sufficient proof of the conjecture, than the one presented by Deane and published in Dynamical Systems, 2002,17： 377 - 388.展开更多
基金Supported by National Natural Science Foundation of China(Grant Nos.11001070,11101113)Zhejiang Provincial Natural Science Foundation(Grant No.R6090034)
文摘Let {Xn} be a Markov chain with transition probability pij =： aj-（i-1）＋,i,j ≥ 0, where aj=0 providedj 〈 0, a0 〉 0, a0＋a1〈 1 and ∑∞n=0 an= 1. Let μ∑∞n=1nan. It is known that {Xn} is positive recurrent when μ 〈 1; is null recurrent when μ= 1; and is transient when μ 〉 1. In this paper, the integrability of the first returning time and the last exit time are discussed. Keywords Geom/G/1 queuing model, first returning time, last exit time, Markov chain
基金Project supported by Science Foundation of Shanghai Municipal Commission of Education （Grant No. 03AK33 ）, and National Natural Science Foundation of China （Grant No. 10471087）
文摘This paper presents a complete proof of a conjecture given by Ashwin, Deane and Fu that the map describing the dynamical behavior of the Sigma-Delta modulator has a global attractor. By viewing the map as a piecewise rotation, and by geometric analysis, the authors give a simpler and more sufficient proof of the conjecture, than the one presented by Deane and published in Dynamical Systems, 2002,17： 377 - 388.
