Search Results (24)

Usually, when the computation of limiting distributions of (in)homogeneous (in)finite continuous-time Markov chains (CTMC) has to be performed numerically, the algorithm has to be told when to stop the computation. Such an instruction can be constructed based on available ergodicity bounds. One of the analytical methods to obtain ergodicity bounds for CTMCs is the logarithmic norm method. It can be applied to any CTMC; however, since the method requires a guessing step (search for proper Lyapunov functions), which may not be successful, the obtained bounds are not always meaningful. Moreover, the guessing step in the method cannot be eliminated or automated and has to be performed in each new use-case, i.e., for each new structure of the infinitesimal matrix. However, the simplicity of the method makes attempts to expand its scope tempting. In this paper, such an attempt is made. We present a new technique that allows one to apply, in one unified way, the logarithmic norm method to QBDs with countable state spaces. The technique involves the preprocessing of the infinitesimal matrix of the QBD, finding bounding for its blocks, and then merging them into the single explicit upper bound. The applicability of the technique is demonstrated through a series of examples. Full article

Let $\phi :\mathbb{N}\to (0,1]$ be a positive function. We consider the size of the set ${\mathbb{E}}_f\left(\phi \right):=\{\beta >1:|T_{\beta }^n\left(x\right)-f\left(\beta \right)|<\phi \left(n\right)i.o.n\}$, where “$i.o.n$” stands for “infinitely often”, and $f:(1,\infty )\to [0,1]$ is a Lipschitz function. For any $x\in (0,1]$, it is proved that the Hausdorff measure of ${\mathbb{E}}_f\left(\phi \right)$ fulfill a dichotomy law according to $\underset{n\to \infty }{lim\; sup}{\displaystyle \frac{log\phi \left(n\right)}{n}}=-\infty$ or not, where $T_{\beta }$ is the $\beta$-transformation. In ergodic theory, the phenomenon of shrinking targets is crucial for understanding the long-term behavior of systems. By studying the shrinking target problem of the $\beta$ dynamical system, we can reveal the relationship between randomness and determinism, which is significant for constructing more complex mathematical models. Moreover, there is a close connection between the $\beta$ transformation and number theory. Investigating the contraction target problem helps uncover new properties and patterns in number theory, advancing the development of this field. In this work, we establish a significant relationship between the decay rate of the positive function $\phi \left(n\right)$ and the structural properties of the set $E_f\left(\phi \right)$. Specifically, we show that: The Hausdorff dimension of $E_f\left(\phi \right)$ either vanishes or is positive based on the behavior of $\phi \left(n\right)$ as n approaches infinity. The establishment of this dichotomy can help us more effectively understand the geometric characteristics and dynamical behavior of the system, thereby aiding our acceptance and comprehension of complex theories. Researching this shrinking target problem can help us uncover new properties in number theory, leading to a better understanding of the structure of numbers and promoting the development of related fields in number theory. Full article

In this paper, we create a framework for the uniform algorithmic analysis of queueing systems with the Markov arrival process and the simultaneous service of a restricted number of customers, described by a multidimensional Markov chain. This chain behaves as the finite-state quasi-death process between successive service-beginning epochs, with jumps occurring at these epochs. Such a description of the service process generalizes many known mechanisms of restricted resource sharing and is well suited for describing various future mechanisms. Scenarios involving customers who cannot enter service upon arrival, access via waiting in an infinite buffer, and access via retrials are considered. We compare the generators of the multidimensional Markov chains describing the operation of queueing systems with a buffer and with retrials and show that the sufficient conditions for the ergodicity of these systems coincide. The computation of the stationary distributions of these chains is briefly discussed. The results can be used for performance evaluation and capacity planning of various queueing models with the Markov arrival process and a variety of different service mechanisms that provide simultaneous service to many customers. Full article

We discuss two queueing-inventory systems with catastrophes in the warehouse. Catastrophes occur according to the Poisson process and instantly destroy all items in the inventory. The arrivals of the consumer customers follow a Markovian arrival process and they can be queued in an infinite buffer. The service time of a consumer customer follows a phase-type distribution. The system receives negative customers which have Poisson flows and as soon as a negative customer comes into the system, he causes a consumer customer to leave the system, if any. One of two inventory policies is used in the systems: either $(s,S)$ or $(s,Q)$. If the inventory level is zero when a consumer customer arrives, then this customer is either lost (lost sale) or joins the queue (backorder sale). The system is formulated by a four-dimensional continuous-time Markov chain. Ergodicity condition for both systems is established and steady-state distribution is obtained using the matrix-geometric method. By numerical studies, the influence of the distributions of the arrival process and the service time and the system parameters on performance measures are deeply analyzed. Finally, an optimization study is presented in which the criterion is the minimization of expected total costs and the controlled parameter is warehouse capacity. Full article

In this paper, we studied single-server models of queuing-inventory systems (QIS) with catastrophes in the warehouse part and negative customers (n-customers) in service facility. Consumer customers (c-customers) that arrived to buy inventory can be queued in an infinite buffer. Under catastrophes, all inventory of the system is destroyed but customers in the system (on server or in buffer) are still waiting for replenishment of stocks. Upon arrival of n-customer one c-customer is pushed out, if any. One of two replenishment policies (RP) can be used in the system: either $\left(s,S\right)$ or randomized. In the investigated QISs, a hybrid service scheme was used: if upon arrival of the c-customer, the inventory level is zero, then according to the Bernoulli scheme, this customer is either lost (lost sale scheme) or joining the queue (backorder scheme). Mathematical models of the investigated QISs were constructed as two-dimensional Markov chains (2D MC). Ergodicity conditions of the investigated QISs were obtained, and the matrix-analytic method (MAM) was used to calculate the steady-state probabilities of the constructed 2D MCs. Formulas for performance measures were found and the results of numerical experiments are presented. Full article

We propose and discuss two variants of kinetic particle models—cellular automata in 1 + 1 dimensions—that have some appeal due to their simplicity and intriguing properties, which could warrant further research and applications. The first model is a deterministic and reversible automaton describing two species of quasiparticles: stable massless matter particles moving with velocity $\pm 1$ and unstable standing (zero velocity) field particles. We discuss two distinct continuity equations for three conserved charges of the model. While the first two charges and the corresponding currents have support of three lattice sites and represent a lattice analogue of the conserved energy–momentum tensor, we find an additional conserved charge and current with support of nine sites, implying non-ergodic behaviour and potentially signalling integrability of the model with a highly nested R-matrix structure. The second model represents a quantum (or stochastic) deformation of a recently introduced and studied charged hardpoint lattice gas, where particles of different binary charge (±1) and binary velocity (±1) can nontrivially mix upon elastic collisional scattering. We show that while the unitary evolution rule of this model does not satisfy the full Yang–Baxter equation, it still satisfies an intriguing related identity which gives birth to an infinite set of local conserved operators, the so-called glider operators. Full article

We consider a non-standard class of Markovian time: varying infinite capacity queues with possibly heterogeneous servers and impatience. We assume that during service time, a customer may switch to the faster server (with no delay), when such a server becomes available and no other customers are waiting. As a result, customers in the queue may become impatient and leave it. Under this setting and with certain restrictions on the intensity functions, the quantity of interest, the total number of customers in the system, is the level-dependent birth-and-death process (BPD). In this paper, for the first time in the literature, explicit upper bounds for the distance between two probability distributions of this BDP are obtained. Using the obtained ergodicity bounds in combination with the sensitivity bounds, we assess the stability of BDP under perturbations. Truncation bounds are also given, which allow for numerical solutions with guaranteed truncation errors. Finally, we provide numerical results to support the findings. Full article

A relevant problem in dynamics is to characterize how deterministic systems may exhibit features typically associated with stochastic processes. A widely studied example is the study of (normal or anomalous) transport properties for deterministic systems on non-compact phase space. We consider here two examples of area-preserving maps: the Chirikov–Taylor standard map and the Casati–Prosen triangle map, and we investigate transport properties, records statistics, and occupation time statistics. Our results confirm and expand known results for the standard map: when a chaotic sea is present, transport is diffusive, and records statistics and the fraction of occupation time in the positive half-axis reproduce the laws for simple symmetric random walks. In the case of the triangle map, we retrieve the previously observed anomalous transport, and we show that records statistics exhibit similar anomalies. When we investigate occupation time statistics and persistence probabilities, our numerical experiments are compatible with a generalized arcsine law and transient behavior of the dynamics. Full article

The resource network is a non-linear threshold model where vertices exchange resource in infinite discrete time. The model is represented by a directed weighted graph. At each time step, all vertices send their resources along all output edges following one of two rules. For each vertex, the threshold value for changing the operation rule is equal to the total weight of its outgoing edges. If all vertices have resources less than their thresholds, the network is completely described by a homogeneous Markov chain. If at least one of the vertices has a resource above the threshold, the network is described by a non-homogeneous Markov chain. The purpose of this article is to describe and investigate non-homogeneous Markov chains generated by the resource network model. It is proven that they are strongly ergodic. In addition, stochastic matrices of a special form were studied. A number of new properties were revealed for them. The results obtained were generalized to arbitrary stochastic matrices. Full article

An overview is presented of several diverse branches of work in the area of effectively 2D fluid equilibria which have in common that they are constrained by an infinite number of conservation laws. Broad concepts, and the enormous variety of physical phenomena that can be explored, are highlighted. These span, roughly in order of increasing complexity, Euler flow, nonlinear Rossby waves, 3D axisymmetric flow, shallow water dynamics, and 2D magnetohydrodynamics. The classical field theories describing these systems bear some resemblance to perhaps more familiar fluctuating membrane and continuous spin models, but the fluid physics drives these models into unconventional regimes exhibiting large scale jet and eddy structures. From a dynamical point of view these structures are the end result of various conserved variable forward and inverse cascades. The resulting balance between large scale structure and small scale fluctuations is controlled by the competition between energy and entropy in the system free energy, in turn highly tunable through setting the values of the conserved integrals. Although the statistical mechanical description of such systems is fully self-consistent, with remarkable mathematical structure and diversity of solutions, great care must be taken because the underlying assumptions, especially ergodicity, can be violated or at minimum lead to exceedingly long equilibration times. Generalization of the theory to include weak driving and dissipation (e.g., non-equilibrium statistical mechanics and associated linear response formalism) could provide additional insights, but has yet to be properly explored. Full article

Recently, there has been a growing interest in integer-valued time series models, especially in multivariate models. Motivated by the diversity of the infinite-patch metapopulation models, we propose an extension to the popular bivariate INAR(1) model, whose innovation vector is assumed to be time-dependent in the sense that the mean of the innovation vector is linearly increased by the previous population size. We discuss the stationarity and ergodicity of the observed process and its subprocesses. We consider the conditional maximum likelihood estimate of the parameters of interest, and establish their large-sample properties. The finite sample performance of the estimator is assessed via simulations. Applications on crime data illustrate the model. Full article

This review is devoted to the universal algebraic and geometric properties of the non-relativistic quantum current algebra symmetry and to their representations subject to applications in describing geometrical and analytical properties of quantum and classical integrable Hamiltonian systems of theoretical and mathematical physics. The Fock space, the non-relativistic quantum current algebra symmetry and its cyclic representations on separable Hilbert spaces are reviewed and described in detail. The unitary current algebra family of operators and generating functional equations are described. A generating functional method to constructing irreducible current algebra representations is reviewed, and the ergodicity of the corresponding representation Hilbert space measure is mentioned. The algebraic properties of the so called coherent states are also reviewed, generated by cyclic representations of the Heisenberg algebra on Hilbert spaces. Unbelievable and impressive applications of coherent states to the theory of nonlinear dynamical systems on Hilbert spaces are described, along with their linearization and integrability. Moreover, we present a further development of these results within the modern Lie-algebraic approach to nonlinear dynamical systems on Poissonian functional manifolds, which proved to be both unexpected and important for the classification of integrable Hamiltonian flows on Hilbert spaces. The quantum current Lie algebra symmetry properties and their functional representations, interpreted as a universal algebraic structure of symmetries of completely integrable nonlinear dynamical systems of theoretical and mathematical physics on functional manifolds, are analyzed in detail. Based on the current algebra symmetry structure and their functional representations, an effective integrability criterion is formulated for a wide class of completely integrable Hamiltonian systems on functional manifolds. The related algebraic structure of the Poissonian operators and an effective algorithm of their analytical construction are described. The current algebra representations in separable Hilbert spaces and the factorized structure of quantum integrable many-particle Hamiltonian systems are reviewed. The related current algebra-based Hamiltonian reconstruction of the many-particle oscillatory and Calogero–Moser–Sutherland quantum models are reviewed and discussed in detail. The related quasi-classical quantum current algebra density representations and the collective variable approach in equilibrium statistical physics are reviewed. In addition, the classical Wigner type current algebra representation and its application to non-equilibrium classical statistical mechanics are described, and the construction of the Lie–Poisson structure on the phase space of the infinite hierarchy of distribution functions is presented. The related Boltzmann–Bogolubov type kinetic equation for the generating functional of many-particle distribution functions is constructed, and the invariant reduction scheme, compatible with imposed correlation functions constraints, is suggested and analyzed in detail. We also review current algebra functional representations and their geometric structure subject to the analytical description of quasi-stationary hydrodynamic flows and their magneto-hydrodynamic generalizations. A unified geometric description of the ideal idiabatic liquid dynamics is presented, and its Hamiltonian structure is analyzed. A special chapter of the review is devoted to recent results on the description of modified current Lie algebra symmetries on torus and their Lie-algebraic structures, related to integrable so-called heavenly type spatially many-dimensional dynamical systems on functional manifolds. Full article

This paper studies a Markov model of a queuing-inventory system with primary, retrial, and feedback customers. Primary customers form a Poisson flow, and if an inventory level is positive upon their arrival, they instantly receive the items. If the inventory level is equal to zero upon arrival of a primary customer, then this customer, according to the Bernoulli scheme, either leaves the system or goes into an infinite buffer to repeat their request in the future. The rate of retrial customers is constant, and if the inventory level is zero upon arrival of a retrial customer, then this customer, according to the Bernoulli scheme, either leaves orbit or remains in orbit to repeat its request in the future. According to the Bernoulli scheme, each served primary or retrial customer either leaves the system or feedbacks into orbit to repeat their request. Destructive customers that form a Poisson flow cause damage to items. Unlike primary, retrial, and feedback customers, destructive customers do not require items, since, upon arrival of such customers, the inventory level instantly decreases by one. The system adopted one of two replenishment policies: (s, Q) or (s, S). In both policies, the lead time is a random variable that has an exponential distribution. It is shown that the mathematical model of the system under study was a two-dimensional Markov chain with an infinite state space. Algorithms for calculating the elements of the generating matrices of the constructed chains were developed, and the ergodicity conditions for both policies were found. To calculate the steady-state probabilities, a matrix-geometric method was used. Formulas were found for calculating the main performance measures of the system. The results of the numerical experiments, including the minimization of the total cost, are demonstrated. Full article

The Ising model describes a many-body interacting spin (or particle) system, which can be utilized to imitate the fundamental forces of nature. Although it is the simplest many-body interacting system of spins (or particles) with Z₂ symmetry, the phenomena revealed in Ising systems may afford us lessons for other types of interactions in nature. In this work, we first focus on the mathematical structure of the three-dimensional (3D) Ising model. In the Clifford algebraic representation, many internal factors exist in the transfer matrices of the 3D Ising model, which are ascribed to the topology of the 3D space and the many-body interactions of spins. They result in the nonlocality, the nontrivial topological structure, as well as the long-range entanglement between spins in the 3D Ising model. We review briefly the exact solution of the ferromagnetic 3D Ising model at the zero magnetic field, which was derived in our previous work. Then, the framework of topological quantum statistical mechanics is established, with respect to the mathematical aspects (topology, algebra, and geometry) and physical features (the contribution of topology to physics, Jordan–von Neumann–Wigner framework, time average, ensemble average, and quantum mechanical average). This is accomplished by generalizations of our findings and observations in the 3D Ising models. Finally, the results are generalized to topological quantum field theories, in consideration of relationships between quantum statistical mechanics and quantum field theories. It is found that these theories must be set up within the Jordan–von Neumann–Wigner framework, and the ergodic hypothesis is violated at the finite temperature. It is necessary to account the time average of the ensemble average and the quantum mechanical average in the topological quantum statistical mechanics and to introduce the parameter space of complex time (and complex temperature) in the topological quantum field theories. We find that a topological phase transition occurs near the infinite temperature (or the zero temperature) in models in the topological quantum statistical mechanics and the topological quantum field theories, which visualizes a symmetrical breaking of time inverse symmetry. Full article

A proposal for a fundamental theory is described in which classical and quantum physics as a representation of the universe as a gigantic dendrogram are unified. The latter is the explicate order structure corresponding to the purely number-theoretical implicate order structure given by p-adic numbers. This number field was zero-dimensional, totally disconnected, and disordered. Physical systems (such as electrons, photons) are sub-dendrograms of the universal dendrogram. Measurement process is described as interactions among dendrograms; in particular, quantum measurement problems can be resolved using this process. The theory is realistic, but realism is expressed via the the Leibniz principle of the Identity of Indiscernibles. The classical-quantum interplay is based on the degree of indistinguishability between dendrograms (in which the ergodicity assumption is removed). Depending on this degree, some physical quantities behave more or less in a quantum manner (versus classic manner). Conceptually, our theory is very close to Smolin’s dynamics of difference and Rovelli’s relational quantum mechanics. The presence of classical behavior in nature implies a finiteness of the Universe-dendrogram. (Infinite Universe is considered to be purely quantum.) Reconstruction of events in a four-dimensional space type is based on the holographic principle. Our model reproduces Bell-type correlations in the dendrogramic framework. By adjusting dendrogram complexity, violation of the Bell inequality can be made larger or smaller. Full article