Random sets with long-range dependence can be generated using a Boolean model with power-law grain sizes. We study thinnings of such Boolean models which have the hard-core property that no grains overlap in the resulting germ‒grain model. A fundamental question is whether long-range dependence is preserved under such thinnings. To answer this question, we study four natural thinnings of a Poisson germ‒grain model where the grains are spheres with a regularly varying size distribution. We show that a thinning which favors large grains preserves the slow correlation decay of the original model, whereas a thinning which favors small grains does not. Our most interesting finding concerns the case where only disjoint grains are retained, which corresponds to the well-known Matérn type-I thinning. In the resulting germ‒grain model, typical grains have exponentially small sizes, but rather surprisingly, the long-range dependence property is still present. As a byproduct, we obtain new mechanisms for generating homogeneous and isotropic random point configurations having a power-law correlation decay.

Dimension reduction of multivariate data was developed by Y. Guan for point processes with Gaussian random fields as covariates. The generalization to fibre and surface processes is straightforward. In inverse regression methods, we suggest slicing based on geometrical marks. An investigation of the properties of this method is presented in simulation studies of random marked sets. In a refined model for dimension reduction, the second-order central subspace is analyzed in detail. A real data pattern is tested for independence of a covariate.

We study a multiclass Markovian queueing network with switchover across a set of many-server stations. New arrivals to each station follow a nonstationary Poisson process. Each job waiting in queue may, after some exponentially distributed patience time, switch over to another station or leave the network following a probabilistic and state-dependent mechanism. We analyze the performance of such networks under the many-server heavy-traffic limiting regimes, including the critically loaded quality-and-efficiency-driven (QED) regime, and the overloaded efficiency-driven (ED) regime. We also study the limits corresponding to mixing the underloaded quality-driven (QD) regime with the QED and ED regimes. We establish fluid and diffusion limits of the queue-length processes in all regimes. The fluid limits are characterized by ordinary differential equations. The diffusion limits are characterized by stochastic differential equations, with a piecewise-linear drift term and a constant (QED) or time-varying (ED) covariance matrix. We investigate the load balancing effect of switchover in the mixed regimes, demonstrating the migration of workload from overloaded stations to underloaded stations and quantifying the load balancing impact of switchover probabilities.

We consider partial customer flexibility in service systems under two different designs. In the first design, flexible customers have their own queue and each server has its own queue of dedicated customers. Under this model, the problem is a scheduling problem and we show under various settings that the dedicated customers first (DCF) policy is optimal. In the second design, flexible customers are not queued separately and must be routed to one of the server's dedicated queues upon arrival. We extend earlier results about the ‘join the smallest work (JSW)’ policy to systems with dedicated as well as flexible arrivals. We compare these models to a routeing model in which only the queue length is available in terms of both efficiency and fairness and argue that the overall best approach for call centers is JSW routeing. We also discuss how this can be implemented in call centers even when work is unknown.

In this paper we present novel results for discrete-time and Markovian continuous-time multitype branching processes. As a population develops, we are interested in the waiting time until a particular type of interest (such as an escape mutant) appears, and in how the distribution of individuals depends on whether this type has yet appeared. Specifically, both forward and backward equations for the distribution of type-specific population sizes over time, conditioned on the nonappearance of one or more particular types, are derived. In tandem, equations for the probability that one or more particular types have not yet appeared are also derived. Brief examples illustrate numerical methods and potential applications of these results in evolutionary biology and epidemiology.

We consider a host-parasite model for a population of cells that can be of two types, A or B, and exhibits unilateral reproduction: while a B-cell always splits into two cells of the same type, the two daughter cells of an A-cell can be of any type. The random mechanism that describes how parasites within a cell multiply and are then shared into the daughter cells is allowed to depend on the hosting mother cell as well as its daughter cells. Focusing on the subpopulation of A-cells and its parasites, our model differs from the single-type model recently studied by Bansaye (2008) in that the sharing mechanism may be biased towards one of the two types. Our main results are concerned with the nonextinctive case and provide information on the behavior, as n → ∞, of the number of A-parasites in generation n and the relative proportion of A- and B-cells in this generation which host a given number of parasites. As in Bansaye (2008), proofs will make use of a so-called random cell line which, when conditioned to be of type A, behaves like a branching process in a random environment.

We propose and study a number of layer methods for Navier‒Stokes equations (NSEs) with spatial periodic boundary conditions. The methods are constructed using probabilistic representations of solutions to NSEs and exploiting ideas of the weak sense numerical integration of stochastic differential equations. Despite their probabilistic nature, the layer methods are nevertheless deterministic.

Consider a circle with perimeter N > 1 on which k < N segments of length 1 are sampled in an independent and identically distributed manner. In this paper we study the probability π (k,N) that these k segments do not overlap; the density φ(·) of the position of the disks on the circle is arbitrary (that is, it is not necessarily assumed uniform). Two scaling regimes are considered. In the first we set k≡ a√N, and it turns out that the probability of interest converges (N→ ∞) to an explicitly given positive constant that reflects the impact of the density φ(·). In the other regime k scales as aN, and the nonoverlap probability decays essentially exponentially; we give the associated decay rate as the solution to a variational problem. Several additional ramifications are presented.

We present a new algorithm to discretize a decoupled forward‒backward stochastic differential equation driven by a pure jump Lévy process (FBSDEL for short). The method consists of two steps. In the first step we approximate the FBSDEL by a forward‒backward stochastic differential equation driven by a Brownian motion and Poisson process (FBSDEBP for short), in which we replace the small jumps by a Brownian motion. Then, we prove the convergence of the approximation when the size of small jumps ε goes to 0. In the second step we obtain the Lp-Hölder continuity of the solution of the FBSDEBP and we construct two numerical schemes for this FBSDEBP. Based on the Lp-Hölder estimate, we prove the convergence of the scheme when the number of time steps n goes to ∞. Combining these two steps leads to the proof of the convergence of numerical schemes to the solution of FBSDEs driven by pure jump Lévy processes.

We introduce two stochastic chemostat models consisting of a coupled population-nutrient process reflecting the interaction between the nutrient and the bacteria in the chemostat with finite volume. The nutrient concentration evolves continuously but depends on the population size, while the population size is a birth-and-death process with coefficients depending on time through the nutrient concentration. The nutrient is shared by the bacteria and creates a regulation of the bacterial population size. The latter and the fluctuations due to the random births and deaths of individuals make the population go almost surely to extinction. Therefore, we are interested in the long-time behavior of the bacterial population conditioned to nonextinction. We prove the global existence of the process and its almost-sure extinction. The existence of quasistationary distributions is obtained based on a general fixed-point argument. Moreover, we prove the absolute continuity of the nutrient distribution when conditioned to a fixed number of individuals and the smoothness of the corresponding densities.

In this work, we study discrete-time Markov decision processes (MDPs) with constraints when all the objectives have the same form of expected total cost over the infinite time horizon. Our objective is to analyze this problem by using the linear programming approach. Under some technical hypotheses, it is shown that if there exists an optimal solution for the associated linear program then there exists a randomized stationary policy which is optimal for the MDP, and that the optimal value of the linear program coincides with the optimal value of the constrained control problem. A second important result states that the set of randomized stationary policies provides a sufficient set for solving this MDP. It is important to note that, in contrast with the classical results of the literature, we do not assume the MDP to be transient or absorbing. More importantly, we do not impose the cost functions to be nonnegative or to be bounded below. Several examples are presented to illustrate our results.

We extend many of the classical results for standard one-dimensional diffusions to a diffusion process with memory of the form d Xt=σ(Xt,Xt)dWt, where Xt= m ∧ inf0 ≤s≤tXs. In particular, we compute the expected time for X to leave an interval, classify the boundary behavior at 0, and derive a new occupation time formula for X. We also show that (Xt,Xt) admits a joint density, which can be characterized in terms of two independent tied-down Brownian meanders (or, equivalently, two independent Bessel-3 bridges). Finally, we show that the joint density satisfies a generalized forward Kolmogorov equation in a weak sense, and we derive a new forward equation for down-and-out call options.

For a family of linear preferential attachment graphs, we provide rates of convergence for the total variation distance between the degree of a randomly chosen vertex and an appropriate power law distribution as the number of vertices tends to ∞. Our proof uses a new formulation of Stein's method for the negative binomial distribution, which stems from a distributional transformation that has the negative binomial distributions as the only fixed points.