A generating function technique is used to determine the probability that the deviation between two empirical distributions drawn from the same population lies within a given band a specified number of times. We also treat the asymptotic problem of very large sample size, and obtain explicit expressions when the relative number of failures is very small or very large.

We will consider a branching process with m > 1 distinguishable particle types as follows. At time 0, one newly born cell of type i is born (i = 1, 2, ···, m). Cell type i lives a random lifetime with continuous distribution function Gi(t), Gi(0+) = 0. At the end of its life, cell i is replaced by j1 new cells of type 1, j2 new cells of type 2, ···, jm new cells of type m with probability , and we define the generating functions for i = 1,···,m, where and . Each new daughter cell proceeds independently of the state of the system, with each cell type j governed by Gj(t) and hj(s).

The problem of age specific bacteriophage growth is dealt with, using the product density approach. Expressions for the product densities, taking into account the intermediate stages of transformations from the vegetative phage to mature phage, are also given.

Consider a deterministic diploid population and a character determined by two loci with alleles A, a at the first and B, b at the second. When the effects of the alleles at each of the two loci on the relative fitnesses of the genotypes are additive, the selection matrix may be written

To explain the growth of interacting populations, non-linear models need to be proposed and it is this non-linearity which proves to be most awkward in attempts at solving the resulting differential equations. A model with a particular non-linear component, initially proposed by Weiss (1965) for the spread of a carrier-borne epidemic, was solved completely by different methods by Dietz (1966) and Downton (1967). Immigration parameters were added to the model of Weiss and the resulting model was made the subject of a paper by Dietz and Downton (1968). It is the aim here to further generalize the model by introducing birth and death parameters so that the result is a linear birth and death process with immigration for each population plus the non-linear interaction component.

Khintchine (1938) showed that a real random variable Z has a unimodal distribution with mode at 0 iff Z ~ U X (that is, Z is distributed like U X), where U is uniform on [0, 1] and U and X are independent. Isii ((1958), page 173) defines a modified Stieltjes transform of a distribution function F for w complex thus: Apparently unaware of Khintchine's work, he proved (pages 179-180) that F is unimodal with mode at 0 iff there is a distribution function Φ for which . The equivalence of Khintchine's and Isii's results is made vivid by a proof (due to L. A. Shepp) in the next section.

L'enveloppe convexe des nuages de points dans Rn a donné lieu à un certain nombre de travaux. Dans deux articles ([5] et [6]), Rényi et Sulanke ont proposé et résolu un certain nombre de problèmes. Une loi de probabilité étant donnée dans R2, on procède aux tirages indépendants de N points suivant cette loi.

A general age-dependent branching process is studied in which the population is distributed in N colonies. Migration from one colony to another is possible and no particular geometrical configuration is assumed for the colonies. Asymptotic expressions for the first two moments are given in several different cases.

Starting from a characterization of radiative transfer in terms of a collision rate λ and a single-collision transition probability Ψ, we study the distribution of the generalized state ζ(t) of a radiation particle at time t conditional on a specified initial state at time t= 0. The generalized state is a vector consisting of the state ω(t) at time t and the states ω1, ω2, …, ωn of the particle immediately after the collisions it experiences in the time interval (0, t]. The variable ζ(t) takes values in a population space and can be studied conveniently with the aid of a certain generating functional G. The first-collision integral equation and the backward integro-differential equation for G are derived. Simultaneous consideration of the first-collision and last-collision equations lead to a generalized reciprocity principle for G. First-passage problems are also considered. Finally a number of illustrative examples are given.

This paper considers a finite dam fed by inputs forming a Markov chain. Relations for the probability of first emptiness before overflow and with overflow are obtained and their probability generating functions are derived; expressions are obtained in the case of a three state transition probability matrix. An equation for the probability that the dam ever dries up before overflow is derived and it is shown that the ratio of these probabilities is independent of the size of the dam. A time dependent formula for the probability distribution of the dam content is also obtained.

The purpose of this paper is to show some statistical properties of a one-dimensional inhomogeneous flow of particles with their own constant velocities. The most interesting example of such flows is a low-density inhomogeneous road traffic flow; each vehicle drives at his own constant velocity (desired velocity), since passing is freely allowed. Therefore, to give a definite picture to the one-dimensional inhomogeneous flow of particles, the authors deal with a low-density inhomogeneous traffic flow.

In a great variety of fields, e.g., biology, epidemic theory, physics, and chemistry, ordinary differential equations are used to give continuous deterministic models for dynamic processes which are actually discrete and random in their development. Perhaps the simplest example is the differential equation used to describe a number of processes including radioactive decay and population growth.

A weir of capacity K is considered in which the water inflow is a process with stationary independent increments. Unless the weir is empty, there is a continuous release of water at unit rate; if K is finite the weir may become full in which case the excess water overflows instantaneously. A weir for which K is infinite will be referred to as infinite dam. For the latter the transient behaviour is well known if the input possesses a second moment (cf. e.g., Prabhu [7]) and serves as the starting point for the present paper. This result is first extended to yield the Laplace transform (L.T.) of the trivariate Laplace-Stieltjes transform (L.S.T.) of the content v(t) at time t, the input X(t) in (0, t) and the total time d(t) in the interval (0, t) during which the dam is dry. (Incidentally, the last two quantities, for relevant time intervals, will be carried throughout.) Then we use a relation between the latter and the L.S.T. of the expected number of downward level y crossings of the v(t) process established in Roes [9]. Since the dam processes considered are Markov processes, we have therewith the L.S.T. of the renewal function of the renewal process imbedded at level y. From this, one finds the L.S.T.'s of first entrance and taboo first entrance times (for their definition see introduction). Next we calculate the first skip times for the infinite dam from the first entrance times and the L.T. of the L.S.T. of v(t). It is then a routine matter to determine the taboo first skip times. From the (taboo) first entrance and skip times we derive the first entrance times for the finite dam, which in turn lead to the renewal functions of the renewal processes imbedded in the finite dam content process v*(t) and hence to the transient behaviour of the finite dam.

The advantage of the present approach over the one given in Roes [8] is that it is entirely probabilistic and avoids involved analytic arguments. As a result, the question of uniqueness of the solution does not arise, while more insight is obtained in the structure. The L.S.T. of several first entrance times and first skip times have been derived by Cohen [2] for compound Poisson input.

To current workers in the mathematical theory of road traffic, one of the most challenging and important problems is to describe and analyze the congestion suffered by motorists on freeways. While there is, as yet, no satisfactory unified theory, several different models have been suggested, each of which is reasonable for a limited class of situations. These approaches fall largely into two categories. The first may be described as looking at traffic “in the large” and its principal exponents were Lighthill and Whitham (1955) and Prigogine (1961). The theory of Lighthill and Whitham involves treating the system of vehicles as a fluid subject to a rule of conservation of mass (that is, vehicles) and an assumed relation between the flow and concentration at each point. This theory is completely deterministic. Prigogine's approach is to regard the system of vehicles as behaving like the particles in a gas and subject to the laws of statistical mechanics.

Various formulas of Wald relating to randomly stopped sums have well known continuous-time analogs, holding in particular for Wiener processes. However, sufficiently general forms of most of these do not appear explicitly in the literature. Recent papers by Robbins and Samuel (1966) and by Brown (1969) provide general results on Wald's equations in discrete time and these are here extended (Theorems 2 and 3) to Wiener processes and other homogeneous additive processes, that is, continuous-time processes with stationary independent increments. We also give an inequality (Theorem 1) related to Wald's identity in continuous time, and we derive, as corollaries of Wald's equations, bounds on the variance of an arbitrary stopping time. The Wiener process versions of these results find application in a variety of stopping problems. Specifically, all are used in Hall ((1968), (1969)); see also Bechhofer, Kiefer, and Sobel (1968), Root (1969), and Shepp (1967).

In a recent paper [7] the authors studied the optimal control policy of the following queueing system. Customers arrive at a service station according to a time homogeneous Poisson process with a known arrival intensity, λ. The service time at the station is a random variable having a negative exponential distribution with intensity μ, which is under control and can be varied over a certain range, according to the management policy.

The purpose of this note is two-fold. First, to introduce the mathematical reader to a group of problems in the study of language change which has received little attention from mathematicians and probabilists. Secondly, to introduce a birth and death process, arising naturally out of this group of problems, which has received little attention in the literature. This process can be solved using the standard methods and the solution is exhibited here.

Denote by X(t) the total quantity of water flowing into a weir of capacity K in the interval (0, t). Unless the weir is empty, there is a continuous release of water at unit rate; if it becomes full, the excess water overflows instantaneously.

In many situations, it is reasonable to assume that a priority rule does not affect the total time spent in service of any job. Rules with this property are said to be work-conserving. This concept unifies and simplifies the analysis of a variety of priority queues. Some results are obtained for rules applied to the GI/G/1 queue. Some special properties of Poisson arrivals are discussed, and a new proof of the equivalence of averaging over all time with averaging over arrival epochs is presented. In this case, explicit results for particular rules are obtained in examples. In another example, the optimal rule (from a very restrictive class) is determined without specializing the arrival stream.

A population which develops as a linear birth process from one individual gives rise to a family tree of size N which shows the relationships of the N members to each other. If this tree is given, but with no a priori information of which point is the root (the original member) we seek to utilize our knowledge of the stochastic manner in which the tree grew to estimate this root. A maximum likelihood estimate is obtained, and the probabilities that this estimate is the true kth point, or a member of the true rth generation are obtained as functions of N. As N → ∞ these probabilities converge to non-zero values for any fixed k, r, which are surprisingly large—for example, when k is 1, the limiting value is 1 — loge2 ≈ .30685.