Chapter
Licensed
Unlicensed
Requires Authentication
Ergodicity and asymptotic behaviour of multi-type branching processes arising in random-access communication systems
You are currently not able to access this content.
You are currently not able to access this content.
Chapters in this book
- Frontmatter I
- Contents V
- Preface XV
- Greeting XVII
-
Opening Talk
- Algorithms And Randomness 3
-
Self Similar Processes In Probability Theory And Statistics (Session 9 - Chairman: Ya.G. Sinay)
-
INVITED PAPERS
- Limit theorems in statistical physics; on Dyson's hierarchical model 57
- Statistical aspects of self-similar processes 67
- Toeplitz matrices and estimation of time series with long-range dependence 75
-
Contributed Papers
- Universal behavior and stochasticity for one dimensional systems 85
- A birth and death process in random environment 91
- Spectral properties of some finite-difference and differential operators with random coefficients 95
-
Point Processes In Probability Theory And Statistics (Session 10 - Chairman: D. Stoyan)
-
Invited Papers
- Parametric and non-parametric estimation for pairwise-interaction point processes 101
- On the theory of conditioning in point processes 113
-
Contributed Papers
- On The Exponentiality Of Total Hazards Before Failure 123
- Sufficient regularity conditions for jump processes 127
- Statistics with diffusion crossing times 131
- Ruin probabilities in the "non-renewal" case 135
- A note on the asymptotic behaviour of the empirical score in Cox's regression model for counting processes 139
- Comparison of Cox's and maximum likelihood estimates for matched experiments in survival data with censoring 143
- On the conditions providing for the moments of number of zeros of a vector Gaussian field to be finite 147
- The inverses of thinned point processes 151
-
Foundations Of Probability Theory (Session 17 - Chairman: D. Lane)
-
Invited Papers
- An epistemic justification of the law of total probability 155
-
Contributed Papers
- Individual Random Continuous Functions 169
- Some Estimates For Nonstochastic Sequences 173
-
Nonstandard Analysis In Probability Theory (Session 19 - Chairman: E. Perkins)
-
Invited Papers
- Nonstandard Constructions Of Diffusions And Related Processes 179
- Nonstandard analysis in probability theory 191
-
Contributed Papers
- Adapted distribution 201
- Hyperfinite methods for multidimensional stochastic processes 205
-
Combinatorial Methods In Probability Theory (Session 20 - Chairman: B.S. Stechkin)
-
Invited Papers
- Random mappings and branching processes 211
- On probability methods in combinatorial analysis 219
-
Contributed Papers
- Neighbourhood Spaces And Maps 227
- Percolation theory. Coincidence of the critical values PH = PT 231
- Evolution on random mappings 235
- On the distribution of the number of vertices in strata of a random forest 239
-
Queing Theory (Network, Computer-User Models, Stability ...) (Session 22 - Chairman: R. Schassberger)
-
Invited Papers
- Stationary queueing systems. Existence and stability 245
- Ergodicity and asymptotic behaviour of multi-type branching processes arising in random-access communication systems 261
- Insensitive service schemes and partial balance 271
-
Contributed Papers
- Queueing networks and operator-selfdecomposability 279
- Insensitivity in queueing networks with generalized processor-sharing discipline 283
-
Markov Processes (Session 24 - Chairman: Y. Le Jan)
-
Invited Papers
- Intrinsic properties of Markov processes 289
- Reversible diffusion processes on manifolds 297
- The entropy production and reversibility of Markov processes 307
-
Contributed Papers
- The theory of shuffling - an application of non-homogeneous Markov chains 317
- Asymptotic periodicity of the iterates of Markov operators 321
- Homogeneous transition functions and dual semigroups 327
- On the arcsine law in the adaptive control of Markov chains 331
-
Random Fields And Percolation Theory (Session 25 - Chairman: Y. Higuchi)
-
Invited Papers
- Random sets and Markov fields 339
- Central limit results for random fields 345
- Recent progress in percolation 353
-
Contributed Papers
- Uniqueness of Gibbs measures and absorption probabilities 359
- A decomposition theorem for binary Markov random fields 361
- Percolation problem for the two-dimensional Ising model 363
- Probabilistic models of the growth of epithelial tumors 367
- On the homogenization error for boundary problems with highly oscillating random coefficients 371
-
Time Evolution Of Particle Systems (Session 26 - Chairman: T. Liggett)
-
Invited Papers
- Switching networks, Markov interaction processes, Gibbsian fields - interconnection 377
- Collective behaviour of interacting particle systems 395
-
Contributed Papers
- The supremum of a random walk in a Markovian environment 415
- Dynamics of infinite particle systems and Gibbs point random fields 419
- The Euler equations for the one-dimensional zero range process 423
-
Probability And Theoretical Physics (Session 27 - Chairman: K.R. Parthasarathy)
-
Invited Papers
- Recent developments in quantum probability 427
- Markov operators on quantum probability spaces 445
- Some recent interactions between mathematics and physics in connection with generalized random fields 455
-
Contributed Papers
- Non-commutative point processes and quantum kinetic equations 473
- Quantum diffusions and cohomology of algebras 479
- Quantum stochastic calculus with integral kernels I 485
- Quantum stochastic calculus with integral kernels II: the Wigner-Weisskopf atom 491
- Stop Times in Fock Space Stochastic Calculus 495
-
Diffusion On Manifolds (Session 28 - Chairman: K.D. Elworthy)
-
Invited Papers
- Some Geometric Aspects Of Diffusions On Manifolds 501
- Stochastic Differential Geometry 515
-
Contributed Papers
- Stochastic equations on Banach manifolds and bundles 525
- Brownian motion in a small ball 529
-
Stochastic Calculus (Including Malliavin Calculus) (Session 29 - Chairman: J. Bismut)
-
Invited Papers
- Stochastic quantization: A new domain for stochastic analysis 535
- Some intersection properties of Brownian paths and random walks 547
- Malliavin calculus and its application to some limit theorems 557
-
Contributed Papers
- Probabilistic method of approach to certain problems of Fourier analysis 567
- On sufficient conditions for the convergence of solutions of stochastic equations 571
- Martingales with mixed norm: general theory and applications 575
- Convergence in probability for solutions of stochastic differential equations 579
- Some remarks on approximation of predictable characteristics of processes with filtrations 583
-
Stochastic Geometry (Session 30 - Chairman: J. Mecke)
-
Invited Papers
- Stochastic approximations of convex bodies by polyhedrons 589
- Symmetric statistics and random shape 595
- Point processes of compact sets 601
-
Contributed Papers
- A brief account of the structure and explicit determination of convex-polygonally generated shape-densities 611
- On homogeneous processes of lines in the plane 615
- Intersections of random curves and surfaces 619
- Random curvature currents and generalized Regge calculus 623
-
Large Deviations (Session 31 - Chairman: A.A. Borovkov)
-
Invited Papers
- Theorems of large deviations for multinomial forms and multiple stochastic integrals 629
- Global exact asymptotics of large deviations probabilities for diffusion and jump processes 641
-
Contributed Papers
- Large deviations and long-time behavior of stochastic particle systems 651
- Random perturbations of infinite dimensional dynamical systems 655
- Large deviations estimates for systems with small (wideband) noise effects and applications to stochastic systems and conmunication theory 659
- On the Donsker-Varadhan theory and its applications 663
-
Rates Of Convergence (Session 32 - Chairman: F. Götze)
-
Invited Papers
- Approximations in functional limit theorems 669
- Asymptotic expansions refining the central limit theorem in Hilbert space 679
-
Contributed Papers
- Estimates of the rate of convergence in the local limit theorem for countable Markov chains 689
- On asymptotic expansion for the distribution of the sum of independent identically distributed random variables taking values in Hilbert space 693
- On the uniform approximation of distribution functions of sums of independent non-identically distributed random variables 697
-
Functional Limit Theorems: An Invariance Principle (Session 33 - Chairman: Yu.V. Prohorov)
-
Invited Papers
- On accuracy of approximation in invariance principle 703
-
Contributed Papers
- On strong convergence of distributions of random process functionals 713
- Almost sure invariance principles for generalization of martingales 717
- On the rate of convergence in ordinary and functional central limit theorems for martingales 721
-
Probabilities On Algebraic Structures (Session 34 - Chairman: V.M. Maksimov)
-
Invited Papers
- Generalized convolutions and probability theory based on the q-Heisenberg algebra 729
- Asymptotic behaviour of products of random matrices 743
- Lie algebraic methods in filtering and identification 749
-
Contributed Papers
- Limit theorem for products of dependence 767
- Random series and seminorms 771
-
Miscellaneous (Session 35)
-
Contributed Papers
- On the maximum principle for stochastic control problems 777
- Stochastic scheduling via stochastic control 783
- A de Finetti theorem for a class of pairwise independent stationary processes 789
- Computer application in the teaching process at the institute of economics 793
- Probabilistic derivation of inversion formulas 797
Chapters in this book
- Frontmatter I
- Contents V
- Preface XV
- Greeting XVII
-
Opening Talk
- Algorithms And Randomness 3
-
Self Similar Processes In Probability Theory And Statistics (Session 9 - Chairman: Ya.G. Sinay)
-
INVITED PAPERS
- Limit theorems in statistical physics; on Dyson's hierarchical model 57
- Statistical aspects of self-similar processes 67
- Toeplitz matrices and estimation of time series with long-range dependence 75
-
Contributed Papers
- Universal behavior and stochasticity for one dimensional systems 85
- A birth and death process in random environment 91
- Spectral properties of some finite-difference and differential operators with random coefficients 95
-
Point Processes In Probability Theory And Statistics (Session 10 - Chairman: D. Stoyan)
-
Invited Papers
- Parametric and non-parametric estimation for pairwise-interaction point processes 101
- On the theory of conditioning in point processes 113
-
Contributed Papers
- On The Exponentiality Of Total Hazards Before Failure 123
- Sufficient regularity conditions for jump processes 127
- Statistics with diffusion crossing times 131
- Ruin probabilities in the "non-renewal" case 135
- A note on the asymptotic behaviour of the empirical score in Cox's regression model for counting processes 139
- Comparison of Cox's and maximum likelihood estimates for matched experiments in survival data with censoring 143
- On the conditions providing for the moments of number of zeros of a vector Gaussian field to be finite 147
- The inverses of thinned point processes 151
-
Foundations Of Probability Theory (Session 17 - Chairman: D. Lane)
-
Invited Papers
- An epistemic justification of the law of total probability 155
-
Contributed Papers
- Individual Random Continuous Functions 169
- Some Estimates For Nonstochastic Sequences 173
-
Nonstandard Analysis In Probability Theory (Session 19 - Chairman: E. Perkins)
-
Invited Papers
- Nonstandard Constructions Of Diffusions And Related Processes 179
- Nonstandard analysis in probability theory 191
-
Contributed Papers
- Adapted distribution 201
- Hyperfinite methods for multidimensional stochastic processes 205
-
Combinatorial Methods In Probability Theory (Session 20 - Chairman: B.S. Stechkin)
-
Invited Papers
- Random mappings and branching processes 211
- On probability methods in combinatorial analysis 219
-
Contributed Papers
- Neighbourhood Spaces And Maps 227
- Percolation theory. Coincidence of the critical values PH = PT 231
- Evolution on random mappings 235
- On the distribution of the number of vertices in strata of a random forest 239
-
Queing Theory (Network, Computer-User Models, Stability ...) (Session 22 - Chairman: R. Schassberger)
-
Invited Papers
- Stationary queueing systems. Existence and stability 245
- Ergodicity and asymptotic behaviour of multi-type branching processes arising in random-access communication systems 261
- Insensitive service schemes and partial balance 271
-
Contributed Papers
- Queueing networks and operator-selfdecomposability 279
- Insensitivity in queueing networks with generalized processor-sharing discipline 283
-
Markov Processes (Session 24 - Chairman: Y. Le Jan)
-
Invited Papers
- Intrinsic properties of Markov processes 289
- Reversible diffusion processes on manifolds 297
- The entropy production and reversibility of Markov processes 307
-
Contributed Papers
- The theory of shuffling - an application of non-homogeneous Markov chains 317
- Asymptotic periodicity of the iterates of Markov operators 321
- Homogeneous transition functions and dual semigroups 327
- On the arcsine law in the adaptive control of Markov chains 331
-
Random Fields And Percolation Theory (Session 25 - Chairman: Y. Higuchi)
-
Invited Papers
- Random sets and Markov fields 339
- Central limit results for random fields 345
- Recent progress in percolation 353
-
Contributed Papers
- Uniqueness of Gibbs measures and absorption probabilities 359
- A decomposition theorem for binary Markov random fields 361
- Percolation problem for the two-dimensional Ising model 363
- Probabilistic models of the growth of epithelial tumors 367
- On the homogenization error for boundary problems with highly oscillating random coefficients 371
-
Time Evolution Of Particle Systems (Session 26 - Chairman: T. Liggett)
-
Invited Papers
- Switching networks, Markov interaction processes, Gibbsian fields - interconnection 377
- Collective behaviour of interacting particle systems 395
-
Contributed Papers
- The supremum of a random walk in a Markovian environment 415
- Dynamics of infinite particle systems and Gibbs point random fields 419
- The Euler equations for the one-dimensional zero range process 423
-
Probability And Theoretical Physics (Session 27 - Chairman: K.R. Parthasarathy)
-
Invited Papers
- Recent developments in quantum probability 427
- Markov operators on quantum probability spaces 445
- Some recent interactions between mathematics and physics in connection with generalized random fields 455
-
Contributed Papers
- Non-commutative point processes and quantum kinetic equations 473
- Quantum diffusions and cohomology of algebras 479
- Quantum stochastic calculus with integral kernels I 485
- Quantum stochastic calculus with integral kernels II: the Wigner-Weisskopf atom 491
- Stop Times in Fock Space Stochastic Calculus 495
-
Diffusion On Manifolds (Session 28 - Chairman: K.D. Elworthy)
-
Invited Papers
- Some Geometric Aspects Of Diffusions On Manifolds 501
- Stochastic Differential Geometry 515
-
Contributed Papers
- Stochastic equations on Banach manifolds and bundles 525
- Brownian motion in a small ball 529
-
Stochastic Calculus (Including Malliavin Calculus) (Session 29 - Chairman: J. Bismut)
-
Invited Papers
- Stochastic quantization: A new domain for stochastic analysis 535
- Some intersection properties of Brownian paths and random walks 547
- Malliavin calculus and its application to some limit theorems 557
-
Contributed Papers
- Probabilistic method of approach to certain problems of Fourier analysis 567
- On sufficient conditions for the convergence of solutions of stochastic equations 571
- Martingales with mixed norm: general theory and applications 575
- Convergence in probability for solutions of stochastic differential equations 579
- Some remarks on approximation of predictable characteristics of processes with filtrations 583
-
Stochastic Geometry (Session 30 - Chairman: J. Mecke)
-
Invited Papers
- Stochastic approximations of convex bodies by polyhedrons 589
- Symmetric statistics and random shape 595
- Point processes of compact sets 601
-
Contributed Papers
- A brief account of the structure and explicit determination of convex-polygonally generated shape-densities 611
- On homogeneous processes of lines in the plane 615
- Intersections of random curves and surfaces 619
- Random curvature currents and generalized Regge calculus 623
-
Large Deviations (Session 31 - Chairman: A.A. Borovkov)
-
Invited Papers
- Theorems of large deviations for multinomial forms and multiple stochastic integrals 629
- Global exact asymptotics of large deviations probabilities for diffusion and jump processes 641
-
Contributed Papers
- Large deviations and long-time behavior of stochastic particle systems 651
- Random perturbations of infinite dimensional dynamical systems 655
- Large deviations estimates for systems with small (wideband) noise effects and applications to stochastic systems and conmunication theory 659
- On the Donsker-Varadhan theory and its applications 663
-
Rates Of Convergence (Session 32 - Chairman: F. Götze)
-
Invited Papers
- Approximations in functional limit theorems 669
- Asymptotic expansions refining the central limit theorem in Hilbert space 679
-
Contributed Papers
- Estimates of the rate of convergence in the local limit theorem for countable Markov chains 689
- On asymptotic expansion for the distribution of the sum of independent identically distributed random variables taking values in Hilbert space 693
- On the uniform approximation of distribution functions of sums of independent non-identically distributed random variables 697
-
Functional Limit Theorems: An Invariance Principle (Session 33 - Chairman: Yu.V. Prohorov)
-
Invited Papers
- On accuracy of approximation in invariance principle 703
-
Contributed Papers
- On strong convergence of distributions of random process functionals 713
- Almost sure invariance principles for generalization of martingales 717
- On the rate of convergence in ordinary and functional central limit theorems for martingales 721
-
Probabilities On Algebraic Structures (Session 34 - Chairman: V.M. Maksimov)
-
Invited Papers
- Generalized convolutions and probability theory based on the q-Heisenberg algebra 729
- Asymptotic behaviour of products of random matrices 743
- Lie algebraic methods in filtering and identification 749
-
Contributed Papers
- Limit theorem for products of dependence 767
- Random series and seminorms 771
-
Miscellaneous (Session 35)
-
Contributed Papers
- On the maximum principle for stochastic control problems 777
- Stochastic scheduling via stochastic control 783
- A de Finetti theorem for a class of pairwise independent stationary processes 789
- Computer application in the teaching process at the institute of economics 793
- Probabilistic derivation of inversion formulas 797