Extended continued fractions, recurrence relations and two-dimensional Markov processes

1989 ◽  
Vol 21 (2) ◽  
pp. 357-375 ◽  
Author(s):  
C. E. M. Pearce
Keyword(s):  
Markov Processes ◽  
Continued Fractions ◽  
Recurrence Relations ◽  
Equilibrium Distribution ◽  
Linear Recurrence ◽  
Natural State ◽  
Two Dimensional ◽  
State Spaces ◽  
General Order ◽  
Dimension 2

Connections between Markov processes and continued fractions have long been known (see, for example, Good [8]). However the usefulness of extended continued fractions in such a context appears not to have been explored. In this paper a convergence theorem is established for a class of extended continued fractions and used to provide well-behaved solutions for some general order linear recurrence relations such as arise in connection with the equilibrium distribution of state for some Markov processes whose natural state spaces are of dimension 2. Specific application is made to a multiserver version of a queueing problem studied by Neuts and Ramalhoto [13] and to a model proposed by Cohen [5] for repeated call attempts in teletraffic.

Extended continued fractions, recurrence relations and two-dimensional Markov processes

1989 ◽  
Vol 21 (02) ◽  
pp. 357-375 ◽  
Author(s):  
C. E. M. Pearce
Keyword(s):  
Markov Processes ◽  
Continued Fractions ◽  
Recurrence Relations ◽  
Equilibrium Distribution ◽  
Linear Recurrence ◽  
Natural State ◽  
Two Dimensional ◽  
State Spaces ◽  
General Order ◽  
Dimension 2

Connections between Markov processes and continued fractions have long been known (see, for example, Good [8]). However the usefulness of extended continued fractions in such a context appears not to have been explored. In this paper a convergence theorem is established for a class of extended continued fractions and used to provide well-behaved solutions for some general order linear recurrence relations such as arise in connection with the equilibrium distribution of state for some Markov processes whose natural state spaces are of dimension 2. Specific application is made to a multiserver version of a queueing problem studied by Neuts and Ramalhoto [13] and to a model proposed by Cohen [5] for repeated call attempts in teletraffic.

scholarly journals A compensation approach for two-dimensional Markov processes

1993 ◽  
Vol 25 (4) ◽  
pp. 783-817 ◽  
Author(s):  
I. J. B. F. Adan ◽  
J. Wessels ◽  
W. H. M. Zijm
Keyword(s):  
Random Walks ◽  
Markov Processes ◽  
Infinite Series ◽  
Equilibrium Distribution ◽  
Two Dimensional ◽  
Compensation Approach ◽  
Queueing Processes ◽  
Random Behaviour ◽  
Elegant Solution

Several queueing processes may be modeled as random walks on a multidimensional grid. In this paper the equilibrium distribution for the case of a two-dimensional grid is considered. In previous research it has been shown that for some two-dimensional random walks the equilibrium distribution has the form of an infinite series of products of powers which can be constructed with a compensation procedure. The object of the present paper is to investigate under which conditions such an elegant solution exists and may be found with a compensation approach. The conditions can be easily formulated in terms of the random behaviour in the inner area and the drift on the boundaries.

A NEW SYMMETRIC TWO-DIMENSIONAL ALGORITHM

2006 ◽  
Vol 02 (04) ◽  
pp. 489-498
Author(s):  
PEDRO FORTUNY AYUSO ◽  
FRITZ SCHWEIGER
Keyword(s):  
Continued Fractions ◽  
Continued Fraction ◽  
Dual Graph ◽  
Plane Curve ◽  
Singularity Theory ◽  
Main Topic ◽  
Two Dimensional ◽  
Dimension 2 ◽  
Multidimensional Continued Fraction ◽  
Fraction Algorithm

Continued fractions are deeply related to Singularity Theory, as the computation of the Puiseux exponents of a plane curve from its dual graph clearly shows. Another closely related topic is Euclid's Algorithm for computing the gcd of two integers (see [2] for a detailed overview). In the first section, we describe a subtractive algorithm for computing the gcd of n integers, related to singularities of curves in affine n-space. This gives rise to a multidimensional continued fraction algorithm whose version in dimension 2 is the main topic of the paper.

scholarly journals A compensation approach for two-dimensional Markov processes

1993 ◽  
Vol 25 (04) ◽  
pp. 783-817 ◽  
Author(s):  
I. J. B. F. Adan ◽  
J. Wessels ◽  
W. H. M. Zijm
Keyword(s):  
Random Walks ◽  
Markov Processes ◽  
Infinite Series ◽  
Equilibrium Distribution ◽  
Two Dimensional ◽  
Compensation Approach ◽  
Queueing Processes ◽  
Random Behaviour ◽  
Elegant Solution

Several queueing processes may be modeled as random walks on a multidimensional grid. In this paper the equilibrium distribution for the case of a two-dimensional grid is considered. In previous research it has been shown that for some two-dimensional random walks the equilibrium distribution has the form of an infinite series of products of powers which can be constructed with a compensation procedure. The object of the present paper is to investigate under which conditions such an elegant solution exists and may be found with a compensation approach. The conditions can be easily formulated in terms of the random behaviour in the inner area and the drift on the boundaries.

scholarly journals A Markov model for Selmer ranks in families of twists

2014 ◽  
Vol 150 (7) ◽  
pp. 1077-1106 ◽  
Author(s):  
Zev Klagsbrun ◽  
Barry Mazur ◽  
Karl Rubin
Keyword(s):  
Markov Process ◽  
Markov Model ◽  
Elliptic Curve ◽  
Arbitrary Number ◽  
Equilibrium Distribution ◽  
Two Dimensional ◽  
Absolute Galois Group ◽  
Quadratic Twists ◽  
The Family ◽  
Positive Integers

AbstractWe study the distribution of 2-Selmer ranks in the family of quadratic twists of an elliptic curve $\def \xmlpi #1{}\def \mathsfbi #1{\boldsymbol {\mathsf {#1}}}\let \le =\leqslant \let \leq =\leqslant \let \ge =\geqslant \let \geq =\geqslant \def \Pr {\mathit {Pr}}\def \Fr {\mathit {Fr}}\def \Rey {\mathit {Re}}E$ over an arbitrary number field $K$. Under the assumption that ${\rm Gal}(K(E[2])/K) \ {\cong }\ S_3$, we show that the density (counted in a nonstandard way) of twists with Selmer rank $r$ exists for all positive integers $r$, and is given via an equilibrium distribution, depending only on a single parameter (the ‘disparity’), of a certain Markov process that is itself independent of $E$ and $K$. More generally, our results also apply to $p$-Selmer ranks of twists of two-dimensional self-dual ${\bf F}_p$-representations of the absolute Galois group of $K$ by characters of order $p$.

MARKOV Processes in General State Spaces

1978 ◽  
Vol 86 (1) ◽  
pp. 67-83 ◽  
Author(s):  
H. J. Engelbert
Keyword(s):  
Markov Processes ◽  
General State ◽  
State Spaces

Coherent random walks arising in some genetical models

1976 ◽  
Vol 351 (1664) ◽  
pp. 19-31 ◽  
Keyword(s):  
Population Genetics ◽  
Random Walks ◽  
Markov Processes ◽  
Stochastic Models ◽  
Equilibrium Distribution ◽  
Large Sample ◽  
Random Variation

Certain stochastic models used in population genetics have the form of Markov processes in which a group of N points moves randomly on a line, and in which an equilibrium distribution exists for the relative configura­tion of the group. The properties of this equilibrium are studied, with particular reference to a certain limiting situation as N becomes large. In this limit the group of points is distributed like a large sample from a distribution which is itself subject to random variation.

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