We establish large deviation principle (LDP) for the family of vector-valued random processes (X, Y ), ε → 0 defined as

If we draw a random variable n times from Q, the probability distribution of the sum of the random variables is given by Q. This is the convolution of Q with itself n times. As n → ∞, Q tends to a normal distribution by the central limit theorem. This is shown in Figure 1. The top line is a computed normal distribution with the same mean as Q. However, as shown in Figure 3, when plotted on a lo...

Let H be a separable Banach space. We considered the sequence of stochastic integrals {Xn− · Yn} where {Yn} is a sequence of infinite dimesnional H semimartingales and Xn are H valued cadlag processes. Assuming that {(Xn, Yn)} satisfies large deviation principle, a uniform exponential tightness condition is described under which large deviation principle holds for {(Xn, Yn, Xn− · Yn)}. When H i...

The stochastics two-layer quasi-geostrophic flowmodel is an intermediate system between the single-layer two dimensional barotropic flow model and the continuously stratified three dimensional baroclinic flow model. This model is widely used to investigate basic mechanisms in geophysical flows, such as baroclinic effects, the Gulf Stream and subtropical gyres. A large deviation principle for th...

We consider a single server system with N input flows. We assume that each flow has stationary increments and satisfies a sample path large deviation principle, and that the system is stable. We introduce the largest weighted delay first (LWDF) queueing discipline associated with any given weight vector α = α1 αN . We show that under the LWDF discipline the sequence of scaled stationary distrib...

In this paper we prove that the stationary distribution of populations in genetic algorithms focuses on the uniform population with the highest fitness value as the selective pressure goes to ∞ and the mutation probability goes to 0. The obtained sufficient condition is based on thework ofAlbuquerque andMazza (2000), who, followingCerf (1998), applied the large deviation principle approach (Fre...

In this paper, we present a buffer management scheme called Dynamic Resource Allocation (DRA) that provides TCP traffic control guarantees to VCs carrying multiple dynamic discard thresholds (Multiple Dynamic Thresholds—MDT) over a wireless CDMA ATM network. It is assumed that we have TCP wireless ATM networks integrating the Code Division Multiple Access (CDMA). A major task activity related t...