This is the Bruhat decomposition associated with a BN-pair. The Bruhat decomposition is the disjoint unionassociated with a BN-pair.
An M/M/1 queue has a Poisson process of arrivals of rate , one server, independent exponential service times of rate , and unlimited waiting room. Arrivals are independent of service times. The two M symbols denote the memoryless arrival and service assumptions; the final one denotes the number of servers. Under a work-conserving service discipline, the queue population , including the customer in service, is a birth-death process with ratesThe server has no departure clock when the queue is empty. The traffic intensity is the server utilization in equilibrium when . Detailed balance then gives the Stationary distribution , whose mean is . For example, three arrivals per minute and four services per minute give and mean queue population three. Raising arrivals to per minute raises that mean to nineteen: operation near capacity amplifies congestion. These formulas count the customer being served as well as those waiting.[ref]
https://ocw.mit.edu/courses/2-854-introduction-to-manufacturing-systems-fall-2016/927056a1af54772a587fd84ad4951e71_MIT2_854F16_Mm1Queue.pdf. MIT 2.854 M/M/1 Queue notes, pages 1-2, system population and waiting population
Consider a birth-death process on with constant birth rate , constant death rate at every positive state, and no deaths from zero. The reflecting boundary is essential: the result changes if zero is an absorbing state. Detailed balance would giveWhen , these weights normalize to a Geometric distribution, so the irreducible chain is positive recurrent. When , the embedded jump chain is the symmetric reflected random walk: it returns to zero almost surely, but its constant equilibrium weights have infinite sum, so the chain is null recurrent. When , its upward-biased embedded random walk has probability of hitting zero from state one, making the chain transient. The holding rates are bounded, so nonexplosion creates no additional qualification here.
A birth-death process with unit upward and downward jumps and rates and has infinitesimal generatorIf varies slowly over one jump, Taylor expansion through second order gives . Thus its diffusion approximation has drift coefficient and, in the conventiondiffusion coefficient . Equivalently it solves , where is Brownian motion. The sum measures the variance of the short-time increment: births and deaths both add noise even when their mean drifts cancel.
For a population density with jump size and birth/death rates , the drift is and the diffusion coefficient is . Fluctuations therefore shrink as . A useful approximation requires many reaction events while the rates change little; it can fail near an absorbing state or when only a few individuals remain. A continuous diffusion can even visit negative values unless its boundary treatment is specified. The approximation replaces the discrete jump model rather than asserting equality of their laws.[ref]
Stochastic Simulation of Chemical Kinetics by Daniel T. Gillespie. Section 4, printed pp. 44–46, equations (18)–(20), leap conditions and system-size scaling
Poisson moment closure approximates a nonnegative integer-valued population law at each time by a Poisson distribution with its current mean . Its factorial moments then become ; in particular and .
For example, consider birth rates and death rates , with and . Assuming the relevant moments are finite, the exact first-moment equation isPoisson closure gives the Riccati equation . The exact identity shows what is discarded: the variance correction . Nonlinear rates do not generally preserve a Poisson distribution.
For the Batch-birth linear-death process, a Poisson initial law does remain Poisson. independent survival thins the initial Poisson population, and surviving immigrants form an independent Poisson population; their sum is Poisson. That gives an exact linear example, rather than making the nonlinear closure exact.[ref]
Lectures on the Poisson Process by Günter Last and others. Chapter 5: marking, thinning and superposition
For birth rates and death rates , a reversible measure satisfiesThus , and it is an invariant distribution when the resulting measure is summable and the chain is nonexplosive.
Extinction probability of a linear birth-death process by
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For individual birth and death rates and one initial individual, the finite-time extinction probability satisfiesWhen ,
The Yule process is the pure birth process with rate in population state . Starting from one individual, it is nonexplosive because the independent holding times have divergent total almost surely.
L1 convergence in the Birkhoff ergodic theorem on a finite measure space by
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On a finite measure space, the convergence in the Birkhoff ergodic theorem also holds in . Prove it first for bounded truncations by the dominated convergence theorem, then use the contraction and Fatou lemma to remove the truncation.
Hydrodynamic torque on a fixed disk in planar shear by
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Reflected biased random walk on the nonnegative integers by
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Let a discrete-time chain move up with probability and down with probability away from zero, while at zero it moves up with probability and stays with probability . It is transient for , null recurrent for , and positive recurrent for . In the positive-recurrent case its invariant distribution isand aperiodicity from the self-loop at zero implies convergence to this distribution.
Fitted-mean balance for logistic regression with an intercept by
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At an interior maximum-likelihood fit of a logistic-regression model containing an intercept, the intercept score function isConsequently the sum of the fitted probabilities equals the number of observed successes exactly.
With finite initial second moment, for and , the Markov jump-process generator applied to and givesFor , the limiting moments are
The barycentric subdivision of a tetrahedron has f-vectorIts two-skeleton therefore has Euler characteristic and homology , , and .
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