We give a new method for simulating the time average steady-state distribution of a continuous-time queueing system, by extending a ‘read-once’ or ‘forward’ version of the coupling from the past (CFTP) algorithm developed for discrete-time Markov chains. We then use this to give a new proof of the ‘Poisson arrivals see time averages’ (PASTA) property, and a new proof for why renewal arrivals see either stochastically smaller or larger congestion than the time average if interarrival times are respectively new better than used in expectation (NBUE) or new worse than used in expectation (NWUE).

Nanosystems are devices that are in the size range of a billionth of a meter (1 x 10-9) and therefore are built necessarily from individual atoms. The one-dimensional nanosystems or linear nanosystems cover all the nanosized systems which possess one dimension that exceeds the other two dimensions, i.e. extension over one dimension is predominant over the other two dimensions. Here only two of the dimensions have to be on the nanoscale (less than 100 nanometers). In this paper we consider the structural relationship between a linear nanosystem and its atoms acting as components of the nanosystem. Using such information, we then assess the nanosystem's limiting reliability which is, of course, probabilistic in nature. We consider the linear nanosystem at a fixed moment of time, say the present moment, and we assume that the present state of the linear nanosystem depends only on the present states of its atoms.

Classical results for exchangeable systems of random variables are extended to multiclass systems satisfying a natural partial exchangeability assumption. It is proved that the conditional law of a finite multiclass system, given the value of the vector of the empirical measures of its classes, corresponds to independent uniform orderings of the samples within {each} class, and that a family of such systems converges in law {if and only if} the corresponding empirical measure vectors converge in law. As a corollary, convergence within {each} class to an infinite independent and identically distributed system implies asymptotic independence between {different} classes. A result implying the Hewitt-Savage 0-1 law is also extended.

Start with a necklace consisting of one white bead and one black bead, and add new beads one at a time by inserting each new bead between a randomly chosen adjacent pair of old beads, with the proviso that the new bead will be white if and only if both beads of the adjacent pair are black. Let Wn denote the number of white beads when the total number of beads is n. We show that EWn = n/3 and, with c2 = 2/45, that (Wn − n/3) / c√n is asymptotically standard normal. We find that, for all r ≥ 1 and n > 2r, the rth cumulant of the distribution of Wn is of the form nhr. We find the expected numbers of gaps of given length between white beads, and examine the asymptotics of the longest gaps.

We investigate the average similarity of random strings as captured by the average number of ‘cousins’ in the underlying tree structures. Analytical techniques including poissonization and the Mellin transform are used for accurate calculation of the mean. The string alphabets we consider are m-ary, and the corresponding trees are m-ary trees. Certain analytic issues arise in the m-ary case that do not have an analog in the binary case.

A comparison theorem is stated for Markov processes in Polish state spaces. We consider a general class of stochastic orderings induced by a cone of real functions. The main result states that stochastic monotonicity of one process and comparability of the infinitesimal generators imply ordering of the processes. Several applications to convex type and to dependence orderings are given. In particular, Liggett's theorem on the association of Markov processes is a consequence of this comparison result.

For an order statistic (X1:n,…,Xn:n) of a collection of independent but not necessarily identically distributed random variables, and any i ∈ {1,…,n}, the conditional distribution of (Xi+1:n,…,Xn:n) given Xi:n > s is shown to be stochastically increasing in s. This answers a question by Hu and Xie (2006).

In a decision problem with uncertainty a decision maker receives partial information about the actual state via an information structure. After receiving a signal, he is allowed to withdraw and gets zero profit. We say that one structure is better than another when a withdrawal option exists if it may never happen that one structure guarantees a positive profit while the other structure guarantees only zero profit. This order between information structures is characterized in terms that are different from those used by Blackwell's comparison of experiments. We also treat the case of a malevolent nature that chooses a state in an adverse manner. It turns out that Blackwell's classical characterization also holds in this case.

We consider an independent long-range bond percolation on Z2. Horizontal and vertical bonds of length n are independently open with probability p_n ∈ [0, 1]. Given ∑n=1∞∏i=1n(1 − pi) < ∞, we prove that there exists an infinite cluster of open bonds of length less than or equal to N for some large but finite N. The result gives a partial answer to the truncation problem.

In a sequence of independent Bernoulli trials the probability of success in the kth trial is pk = a / (a + b + k − 1). An explicit formula for the binomial moments of the number of two consecutive successes in the first n trials is obtained and some consequences of it are derived.