Loss networks under diverse routing: the symmetric star network

1995 ◽  
Vol 27 (1) ◽  
pp. 255-272 ◽  
Author(s):  
P. J. Hunt

A highly symmetric loss network is considered, the symmetric star network previously considered by Whitt and Ziedins and Kelly. As the number of links, K, becomes large, the state space for this process also grows, so we consider a functional of the network, one which contains all information relevant to blocking probabilities within the network but which is easier to analyse. We show that this reduced process obeys a functional law of large numbers and a functional central limit theorem, the limit in this latter case being an Ornstein-Uhlenbeck diffusion process. Finally, by considering the network in equilibrium, we are able to prove that the well-known Erlang fixed point approximation for blocking probabilities is correct to within o(K-1/2) as K → ∞.

1995 ◽  
Vol 27 (01) ◽  
pp. 255-272 ◽  
Author(s):  
P. J. Hunt

A highly symmetric loss network is considered, the symmetric star network previously considered by Whitt and Ziedins and Kelly. As the number of links, K, becomes large, the state space for this process also grows, so we consider a functional of the network, one which contains all information relevant to blocking probabilities within the network but which is easier to analyse. We show that this reduced process obeys a functional law of large numbers and a functional central limit theorem, the limit in this latter case being an Ornstein-Uhlenbeck diffusion process. Finally, by considering the network in equilibrium, we are able to prove that the well-known Erlang fixed point approximation for blocking probabilities is correct to within o(K -1/2) as K → ∞.


1994 ◽  
Vol 31 (03) ◽  
pp. 765-776 ◽  
Author(s):  
Takis Konstantopoulos ◽  
Spyros N. Papadakis ◽  
Jean Walrand

We prove a functional law of large numbers and a functional central limit theorem for a controlled renewal process, that is, a point process which differs from an ordinary renewal process in that the ith interarrival time is scaled by a function of the number of previous i arrivals. The functional law of large numbers expresses the convergence of a sequence of suitably scaled controlled renewal processes to the solution of an ordinary differential equation. Likewise, the functional central limit theorem establishes that the error in the law of large numbers converges weakly to the solution of a stochastic differential equation. Our proofs are based on martingale and time-change arguments.


1994 ◽  
Vol 31 (3) ◽  
pp. 765-776 ◽  
Author(s):  
Takis Konstantopoulos ◽  
Spyros N. Papadakis ◽  
Jean Walrand

We prove a functional law of large numbers and a functional central limit theorem for a controlled renewal process, that is, a point process which differs from an ordinary renewal process in that the ith interarrival time is scaled by a function of the number of previous i arrivals. The functional law of large numbers expresses the convergence of a sequence of suitably scaled controlled renewal processes to the solution of an ordinary differential equation. Likewise, the functional central limit theorem establishes that the error in the law of large numbers converges weakly to the solution of a stochastic differential equation. Our proofs are based on martingale and time-change arguments.


Author(s):  
James Davidson

This book aims to introduce modern asymptotic theory to students and practitioners of econometrics. It falls broadly into two parts. The first provides a handbook and reference for the underlying mathematics (Part I, Chapters 1–6), statistical theory (Part II, Chapters 7–11), and stochastic process theory (Part III, Chapters 12–18). The second half provides a treatment of the main convergence theorems used in analysing the large sample behaviour of econometric estimators and tests. These are the law of large numbers (Part IV, Chapters 19–22), the central limit theorem (Part V, Chapters 23–26), and the functional central limit theorem (Part VI, Chapters 27–32). The focus in this treatment is on the nonparametric approach to time series properties, covering topics such as nonstationarity, mixing, martingales, and near‐epoch dependence. While the approach is not elementary, care is taken to keep the treatment self‐contained. Proofs are provided for almost all the results.


2017 ◽  
Vol 54 (2) ◽  
pp. 569-587 ◽  
Author(s):  
Ollivier Hyrien ◽  
Kosto V. Mitov ◽  
Nikolay M. Yanev

Abstract We consider a class of Sevastyanov branching processes with nonhomogeneous Poisson immigration. These processes relax the assumption required by the Bellman–Harris process which imposes the lifespan and offspring of each individual to be independent. They find applications in studies of the dynamics of cell populations. In this paper we focus on the subcritical case and examine asymptotic properties of the process. We establish limit theorems, which generalize classical results due to Sevastyanov and others. Our key findings include a novel law of large numbers and a central limit theorem which emerge from the nonhomogeneity of the immigration process.


2018 ◽  
Vol 50 (A) ◽  
pp. 177-190
Author(s):  
Götz Kersting ◽  
Anton Wakolbinger

Abstract We present a law of large numbers and a central limit theorem for the time to absorption of Λ-coalescents with dust started from n blocks, as n→∞. The proofs rely on an approximation of the logarithm of the block-counting process by means of a drifted subordinator.


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