When simulating a physical system with discrete sates, one often would like to generate a sample from the stationary distribution of a Markov chain. This report focuses on three sampling methodologies which do not rely on explicitly computing the stationary distribution. Two of these lead to algorithms which can generate an exact sample in nite time. The third yields a sample whose distribution...

April, 2005 Abstract. A model with wealth accumulation subject to i.i.d. random shocks is examined. The transfer function shows what kt+1 wealth at t+ 1 would be, given kt, with no shock. It has a positive slope, but indeterminate concavity/convexity. The stationary distribution satis…es a Fredholm integral equation and can be examined by direct analysis of the stochastic process or via the Fre...

For the M=G=1 uid model the stationary distribution of the buuer content is investigated for the case that the message length distribution B(t) has a Pareto-type tail, i.e. behaves as 1 ? O(t ?) for t ! 1 with 1 < < 2. This buuer content distribution is closely related to the stationary waiting time distribution W (t) of a stable M=G=1 model with service time distribution B(t), in particular wh...

We trace the evolution of Indian physics community from 1919-2013 by analyzing the co-authorship network constructed from papers published by authors in India in American Physical Society (APS) journals. We make inferences on India’s contribution to different branches of Physics and identify the most influential Indian physicists at different time periods. The relative contribution of India to ...

We consider a fluid system composed of multiple buffers in series. The first buffer receives fluid from a finite superposition of independent identical on-off sources. The active and silent periods of sources are exponentially distributed. The ith buffer releases fluid in the (i + 1)th buffer. Assuming that the input rate of one source is greater than the service rate of the first buffer, the o...

Let F be a probability distribution with support on the non-negative integers. A model is proposed for generating stationary simple graphs on Z with degree distribution F and it is shown for this model that the expected total length of all edges at a given vertex is finite if F has finite second moment. It is not hard to see that any stationary model for generating simple graphs on Z will give ...

The evolutionary algorithm stochastic process is well-known to be Markovian. These have been under investigation in much of the theoretical evolutionary computing research. When mutation rate is positive, the Markov chain modeling an evolutionary algorithm is irreducible and, therefore, has a unique stationary distribution. Rather little is known about the stationary distribution. In fact, the ...

The interaction between a moving electric charge and a stationary electric charge distribution is considered. It is shown that the interaction involves not only an electric attraction or repulsion but also a heretofore unreported electric torque exerted by the moving charge on the stationary charge distribution. The torque is associated with the asymmetry of the electric field of the moving cha...

It is known that introducing a stochastic resetting in a random-walk process can lead to the emergence of a stationary state. Here we study this point from a general perspective through the derivation and analysis of mesoscopic (continuous-time random walk) equations for both jump and velocity models with stochastic resetting. In the case of jump models it is shown that stationary states emerge...

the problem of discrimination between two stationary ar(p) plus noise processes is consideredwhen the noise process are different in two models. the discrimination rule leads to a quadratic form withcumbersome matrices. an approximate and analytic form is given to distribution of the discriminant. thesimulation study has been used to show the performance of discrimination rule. the cumulants of...