We obtain the Shannon capacity of a fading channel with channel side information at the transmitter and receiver, and at the receiver alone. The optimal power adaptation in the former case is "water-pouring" in time, analogous to water-pouring in frequency for time-invariant frequency-selective fading channels. Inverting the channel results in a large capacity penalty in severe fading.

We present a game-theoretic treatment of distributed power control in CDMA wireless systems.

this paper appeared in the Proceedings of the 2002 IEEE Information Theory Workshop [see Grnwald and Dawid (2002)]

Motivated by the desire to understand the performance of service-oriented call centers, which often provide low-to-moderate quality of service, this paper investigates the efficiency-driven (ED) limiting regime for many-server queues with abandonments. The starting point is the realization that, in the presence of substantial customer abandonment, call-center service-level agreements (SLA’s) can be met in the ED regime, where the arrival rate exceeds the maximum possible service rate. Mathematically, the ED regime is defined by letting the arrival rate and the number of servers increase together so that the probability of abandonment approaches a positive limit. To obtain the ED regime, it suffices to let the arrival rate and the number of servers increase with the traffic intensity ρ held fixed with ρ> 1 (so that the arrival rate exceeds the maximum possible service rate). Even though the probability of delay necessarily approaches 1 in the ED regime, the ED regime can be realistic because, due to the abandonments, the delays need not be excessively large. This paper establishes ED many-server heavy-traffic limits and develops associated ap-proximations for performance measures in the M/M/s/r + M model, having a Poisson arrival process, exponential service times, s servers, r extra waiting spaces and exponential abandon times (the final +M). In the ED regime, essentially the same limiting behavior occurs when the abandonment rate α approaches 0 as when the number of servers s approaches ∞; in-deed, it suffices to assume that s/α → ∞. The ED approximations are shown to be useful by comparing them to exact numerical results for the M/M/s/r + M model obtained using an algorithm developed in Whitt (2003), which exploits numerical transform inversion.

Continued fractions lie at the heart of a number of classical algorithms like Euclid's greatest common divisor algorithm or the lattice reduction algorithm of Gauss that constitutes a 2-dimensional generalization. This paper surveys the main properties of functional operators, -- transfer operators -- due to Ruelle and Mayer (also following Lévy, Kuzmin, Wirsing, Hensley, and others) that describe precisely the dynamics of the continued fraction transformation. Spectral characteristics of transfer operators are shown to have many consequences, like the normal law for logarithms of continuants associated to the basic continued fraction algorithm and a purely analytic estimation of the average number of steps of the Euclidean algorithm. Transfer operators also lead to a complete analysis of the "Hakmem" algorithm for comparing two rational numbers via partial continued fraction expansions and of the "digital tree" algorithm for completely sorting n real numbers by means of ...

Abstract. Mellin transforms and Dirichlet series are useful in quantifying periodicity phenomena present in recursive divide-and-conquer algorithms. This note illustrates the techniques by providing a precise analysis of the standard topdown recursive mergesort algorithm, in the average case, as well as in the worst and best cases. It also derives the variance and shows that the cost of mergesort has a Gaussian limiting distribution. The approach is applicable to a number of divide-and-conquer recurrences. Many algorithms are based on a recursive divide-and-conquer strategy of splitting a problem into two subproblems of equal or almost equal size, separately solving the subproblems, and then knitting their solutions together to find the solution to the original problem. Accordingly, their complexity is expressed by recurrences of the usual divide-and-conquer form where the initial condition,f, , and the ‘‘knitting costs”, e,, depend on the problem being studied. Typical examples are mergesort, heapsort, Karatsuba’s multiprecision multiplication, discrete Fourier transforms, binomial queues, sorting networks, etc. It is relatively easy to determine general orders of growth for solutions to these recurrences as explained in standard texts, see the “master theorem ” of [6, p. 621. However, a precise asymptotic analysis is often appreciably more delicate. At a more detailed level, divide-and-conquer recurrences tend to have solutions that involve periodicities, many of which are of a fractal nature. It is our purpose here to discuss the analysis of such periodicity phenomena while focussing on the analysis of the standard top-down recursive mergesort algorithm. For example, as we shall soon see, the average cost of running mergesort on n keys satisfies u (n) = n lg n + nB (lg n) + 0 (n),

This paper develops an asymptotic theory of inference for an unrestricted two-regime threshold autoregressive Ž TAR. model with an autoregressive unit root. We find that the asymptotic null distribution of Wald tests for a threshold are nonstandard and different from the stationary case, and suggest basing inference on a bootstrap approximation. We also study the asymptotic null distributions of tests for an autoregressive unit root, and find that they are nonstandard and dependent on the presence of a threshold effect. We propose both asymptotic and bootstrap-based tests. These tests and distribution theory allow for the joint consideration of nonlinearity Ž thresholds. and nonstationary Žunit roots.. Our limit theory is based on a new set of tools that combine unit root asymptotics with empirical process methods. We work with a particular two-parameter empirical process that converges weakly to a two-parameter Brownian motion. Our limit distributions involve stochastic integrals with respect to this two-parameter process. This theory is entirely new and may find applications in other contexts. We illustrate the methods with an application to the U.S. monthly unemployment rate. We find strong evidence of a threshold effect. The point estimates suggest that the threshold effect is in the short-run dynamics, rather than in the dominate root. While the conventional ADF test for a unit root is insignificant, our TAR unit root tests are arguably significant. The evidence is quite strong that the unemployment rate is not a unit root process, and there is considerable evidence that the series is a stationary TAR process.

We consider the problem of scheduling a queueing system in which many statistically identical servers cater to several classes of impatient customers. Service times and impatience clocks are exponential while arrival processes are renewal. Our cost is an expected cumulative discounted function, linear or nonlinear, of appropriately normalized performance measures. As a special case, the cost per unit time can be a function of the number of customers waiting to be served in each class, the number actually being served, the abandonment rate, the delay experienced by customers, the number of idling servers, as well as certain combinations thereof. We study the system in an asymptotic heavy-traffic regime where the number of servers n and the offered load r are simultaneously scaled up and carefully balanced: n ≈ r + β √ r for some scalar β. This yields an operation that enjoys the benefits of both heavy traffic (high server utilization) and light traffic (high service levels.)

We consider a single class open queueing network, also known as a generalized Jackson network (GJN). A classical result in heavytraffic theory asserts that the sequence of normalized queue length processes of the GJN converge weakly to a reflected Brownian motion (RBM) in the orthant, as the traffic intensity approaches unity. However, barring simple instances, it is still not known whether the stationary distribution of RBM provides a valid approximation for the steady-state of the original network. In this paper we resolve this open problem by proving that the re-scaled stationary distribution of the GJN converges to the stationary distribution of the RBM, thus validating a so-called “interchange-of-limits” for this class of networks. Our method of proof involves a combination of Lyapunov function techniques, strong approximations and tail probability bounds that yield tightness of the sequence of stationary distributions of the GJN.

This article describes a purely analytic approach to urn models of the generalized or extended Pólya-Eggenberger type, in the case of two types of balls and constant "balance", i.e., constant row sum. (Under such models, an urn may contain balls of either of two colours and a fixed 2 × 2-matrix determines the replacement policy when a ball is drawn and its colour is observed.) The treatment starts from a quasilinear first-order partial differential equation associated with a combinatorial renormalization of the model and bases itself on elementary conformal mapping arguments coupled with singularity analysis techniques. Probabilistic consequences are new representations for the probability distribution of the urn's composition at any time n, structural information on the shape of moments of all orders, estimates of the speed of convergence to the Gaussian limits, and an explicit determination of the associated large deviation function. In the general case, analytic solutions involve Abelian integrals over the Fermat curve x = 1. Several urn models, including a classical one associated with balanced trees (2-3 trees and fringe-balanced search trees) and related to a previous study of Panholzer and Prodinger as well as all urns of balance 1 or 2, are shown to admit of explicit representations in terms of Weierstraß elliptic functions. Other consequences include a unification of earlier studies of these models and the detection of stable laws in certain classes of urns with an off-diagonal entry equal to zero.