平面Wiener Sausage的一个中偏差估计

本文设β(s)表示R~2空间中的布朗运动,|W_r(t)|是由β(s)产生的到时刻t的Wiener sausage.利用Wiener sausage的分解技巧以及一些指数矩估计,得到一个关于|W_r(t)|-E|W_r(t)|的中偏差.     

Schrodinger 方程的广义 Dirichlet 问题

在本文中,{B(t),t≥0}是 d(d≥1)维标准 Brown 运动,\mathcal{F}_t=σ{B(s),s≤t},P_x 是自 x 出发的 Brown 运动所产生的 Wiener 测度,E_x 表示关于 P_x 的积分.D 是R~d 中的一个区域,对 D 上的有界函数 c,令...     

指数索赔情形下一类相依两险种风险模型的破产概率

考虑一类稀疏过程下索赔相依的两险种风险模型:U(t)=u+ct-∑i=1N2(t)X_i-∑i=1N2(t)Y_(i),其中{N_1(t),t≥0}、{N_2(t),t≥0}分别表示两个险种的索赔次数,它们按下述方式相关:N_1(t)N_(11)(t)+N_(12)(t),N_2(t)=N_(22)(t)+N'_(12)(t),{N'_(12)(t),t≥0}是{N_(12)(t),t≥0}的一个p-稀疏.考虑下列两种情形:(Ⅰ){N_(11)(t),t≥0}、{N_(12)(t),t≥0}、{N_(22)(t),t≥0}均为Poisson过程;(Ⅱ){N_(11)(t),t≥0}、{N_(22)(t),t≥0}为Poisson过程,{N_(12)(t),t≥0}为Erlang(2)过程.在上述两种情形下,当两险种的单次索赔额均服从指数分布时,通过建立并求解生存概率所满足的微分方程,给出其破产概率的表达式.     

A BOUNDARY VALUE PROBLEM FOR A NONLINEAR ORDINARY DIFFERENTIAL EQUATION INVOLVING A SMALL PARAMETER—The Riemann problem for a Generalized Diffusion Equatiois

This paper studies the boundary value problem involving a small parameter $$((k(V(t))+s)|V'(s)|^{N-1}V'(s))'+(sg(V(s))+f(V(s)))V'(s)=0 for s\in R$$, $$V(-\infty)=A,V(+\infty)=B;A0$$, $$U(x,0)=A for x<0,U(x,0)=B for x>0$$ under the hypotheses H1—H4 . The author's aim is not only to determine explicitly the discontinuous solution ,to the reduced problem；and the form and the number of its curves of discontinuity, but also to present, in an extremely natural way, the jump conditions which it must satisfy on each of its curves of diseontinuity. It is proved that the problem has a unique solution $U_{\varepsilon}(x,t)=V_{\varepsilon}(s),s=x/p(t),s\geq0,V_{\varepsilon}$pointwise converges to $V_{0}(s)$ as $s\downarrow0,V_{0}(s)$ has at least one jump point if and only if k(y) possesses at least one interval of degeneracy in [A-B], and there exists a one-to-one correspondence between the collection of all intervals of degeneracy of k(y) in [A-B] and the set of all jump points of $V_{0}(s)$     

Kazhdan-Lusztig cells in some weighted Coxeter groups

Let(W,S) be a Coxeter group with S = I■J such that J consists of all universal elements of S and that I generates a finite parabolic subgroup W_I of W with w_0 the longest element of W_I. We describe all the left cells and two-sided cells of the weighted Coxeter group(W,S,L) that have non-empty intersection with W_J,where the weight function L of(W, S) is in one of the following cases:(i) max{L(s) | s ∈J} min{L(t)|t∈I};(ii) min{L(s)|s ∈J} ≥L(w_0);(iii) there exists some t ∈ I satisfying L(t) L(s) for any s ∈I-{t} and L takes a constant value L_J on J with L_J in some subintervals of [1, L(w_0)-1]. The results in the case(iii) are obtained under a certain assumption on(W, W_I).     

Schrdinger方程的广义Dirichlet问题

在本文中,{B(t),t≥0}是 d(d≥1)维标准 Brown 运动,(?)_t=σ{B(s),s≤t},P_x 是自 x 出发的 Brown 运动所产生的 Wiener 测度,E_x 表示关于 P_x 的积分.D 是R~d 中的一个区域,对 D 上的有界函数 c,令     

具粘性拟线性波方程的能量衰减估计

给出下列具粘性拟线性波方程初边值问题解的能量衰减估计u_(tt)(t,x)-div{σ(|▽u(t,x)|~2)▽u(t,x)}-△u(t,x)-△ut(t,x)+δ|u_t(t,x)|~(p-1)u_t(t,x)=μ|u(t,x)|~(q-1)u(t,x),x∈Ω,t∈(0,T),u(t,x)|■Ω=0,t∈(0,T),u(0,x)=u_0(x),u_t(0,x)=u_1(x),x∈Ω,其中Ω是R~N(N≥1)中具有光滑边界■Ω的区域,p≥1,q1,δ0,μ0,△表示Laplace算子,▽表示梯度算子和σ(s)是一给定的非线性函数.证明的思想是应用一已知的积分不等式,证明以上初边值问题解的能量衰减估计.     

稀疏过程下带有退保和分红策略的相依风险模型

本文在保费收入为复合Poisson过程,索赔次数{N_(1)(t),t≥0},退保次数{N_(2)(t),t≥0}和支付红利的保单数{N_(3)(t),t≥0}分别是保单到达数{M(t),t≥0}的p_(1),p_(2),p_(3)-稀疏过程的假定下,建立带有干扰的风险模型,运用鞅方法讨论该模型盈余过程的性质,给出其最终破产概率的表达式和Lundberg上界,并给出具体实例.     

MULTIVARIATE SURVIVAL DISTRIBUTIONS OF AGE AND RESIDUAL LIFETIME PROCESSES IN NONHOMOGENEOUS POISSON PROCESS

Let{N(t),t≥0} be the nonhomogeneous Poisson process with cumulative intensity parameter Λ(t),{δt,t≥0} the age process,and {yi,t≥0) the residual lifetime process.In the present paper the expressions of n-dimensional survival distribution functions of the processes{δi} and {yi}, and their Lebesgue decompositions are derived.     

关于Gauss过程增量的若干结果

设{X(t), t≥0}是具有平稳增量的Gauss过程,满足X(0)=0(a. s.),EX(t)=0,σ~2(h)=E(X(t+h)-X(t))~2=EX(h)~2=C_0h~(2a),其中C_0>0,0<α<1。本文研究了这类过程的增量问题,将Wiener过程增量所具有的性质(见[4,5,6])推广到{X(t), t≥0}的增量上来。     

关于反平均数的2个上界

对于整数k,θ≥3,β≥1,称k个元素集合S为（k;β,θ）⁰自由集,如果S的最小元素为0且它没有互不相同的元素a_ij∈S(1≤j≤θ使得∑_j=1^θ-1a_ij=βa_iθ成立,S的最大元素记为max（S）.反平均数定义为λ（k;β,θ）=min{max（S）:S是（k;β,θ）⁰自由集}.给出反平均数λ（k;β,θ）的2个界.     

The maximum and minimum degrees of random bipartite multigraphs

In this paper the authors generalize the classic random bipartite graph model, and define a model of the random bipartite multigraphs as follows:let m = m（n） be a positive integer-valued function on n and ζ（n,m;{pk}） the probability space consisting of all the labeled bipartite multigraphs with two vertex sets A ={a₁,a₂,...,a_n} and B = {b₁,b₂,...,b_m}, in which the numbers t_ai,b_j of the edges between any two vertices a_i∈A and b_j∈ B are identically distributed independent random variables with distribution P{t_ai,b_j=k}=pk,k=0,1,2,...,where pk ≥0 and ∞Σk=0 pk=1. They obtain that X_c,d,A, the number of vertices in A with degree between c and d of G_n,m∈ζ（n, m;{pk}） has asymptotically Poisson distribution, and answer the following two questions about the space ζ（n,m;{pk}） with {pk} having geometric distribution, binomial distribution and Poisson distribution, respectively. Under which condition for {pk} can there be a function D（n） such that almost every random multigraph G_n,m∈ζ（n,m;{pk}） has maximum degree D（n）in A? under which condition for {pk} has almost every multigraph G（n,m）∈ζ（n,m;{pk}） a unique vertex of maximum degree in A?     

一类积分方程组正解的对称性和单调性

本文讨论积分方程组（？）解的性质,其中G_α是α阶贝塞尔位势核,0≤β〈α（n-α＋β）/n,1/（q＋1）＋1/（r＋1）〉（n-α＋β）/n,1/（r＋1）＋1/（p＋1）〉（n-α＋β）/n.我们用积分形式的移动平面法证明上述积分方程组的正解是径向对称且单调的.     

非线性分数次边值问题改进的ADM解法(英文)

We use the modified Adomian decomposition method（ADM） for solving the nonlinear fractional boundary value problem {D（^α₀） + u（x） = f（x, u（x））, 0 < x < 1, 3 < α≤ 4 u（0） = α₀ , u’’ （0） = α₂ u（1） = β₀ , u’’（1） = β₂} （1） where D（₀^α）+u is Caputo fractional derivative and α₀,α₂,β₀,β₂ is not zero at all,and f:[0,1]×R→ R is continuous.The calculated numerical results show reliability and efficiency of the algorithm given.The numerical procedure is tested on linear and nonlinear problems.     

有向笛卡尔积图的有向度量维数(英文)

设D是一个有向图,w={w_1,w_2,…,w_k}是D的一个有序点子集,v是D中任意一点。我们把有序k元素组r(v|w)=(d(v,w_1),d(v,w_2),…,d(v,w_k))称为点v对于W的(有向距离)表示。如果在D中,任意两个不同的点u和v对W的(有向距离)表示都不相同,则称W是有向图D的一个分解集。我们把D的最小分解集的基数称为有向图D的有向度量维数,并用dim(D)来表示。本文研究了有向笛卡尔积图D_1×D_2的有向度量维数。设P_m和C_m分别是长为m的有向路和有向圈。在文中我们分别给出了dim(D_1×D_2)的一个下界与dim(D×P_m)和dim(D×C_m)的上界,并通过确定dim(P_m×P_n),dim(C_m×P_n)和dim(C_m×C_n)的精确值说明了我们给出的上界是紧的。     

Gowers norms and pseudorandom measures of subsets

Let $A \subset {{\Bbb Z}_N}$, and ${f_A}(s) = \left\{ {\begin{array}{*{20}{l}}{1 - \frac{{|A|}}{N},}&{{\rm{for}}\;s \in A,}\\{ - \frac{{|A|}}{N},}&{{\rm{for}}\;s \notin A.}\end{array}} \right.$ We define the pseudorandom measure of order k of the subset A as follows, P_k(A, N) = $\begin{array}{*{20}{c}}{\max }\\D\end{array}$|$\mathop \Sigma \limits_{n \in {\mathbb{Z}_N}}$f_A(n + c₁)f_A(n + c₂) … f_A(n + c_k)|, where the maximum is taken over all D = (c₁, c₂, . . . , c_k) ∈ ${\mathbb{Z}^k}$ with 0 ≤ c₁ < c₂ < … < c_k ≤ N - 1. The subset A ⊂ ${{\mathbb{Z}_N}}$ is considered as a pseudorandom subset of degree k if P_k(A, N) is “small” in terms of N. We establish a link between the Gowers norm and our pseudorandom measure, and show that “good” pseudorandom subsets must have “small” Gowers norm. We give an example to suggest that subsets with “small” Gowers norm may have large pseudorandom measure. Finally, we prove that the pseudorandom subset of degree L(k) contains an arithmetic progression of length k, where L(k) = 2·lcm(2, 4, . . . , 2|$\frac{k}{2}$|), for k ≥ 4, and lcm(a₁, a₂, . . . , a_l) denotes the least common multiple of a₁, a₂, . . . , a_l.     

高阶齐次线性微分方程解的零点

研究了一类高阶齐次线性微分方程解的零点收敛指数,并得到当方程的系数A_0为整函数,其泰勒展式为缺项级数,并且A_0起控制作用时,方程f~((k))+A_(k-2)f~((k-2))+…+A_1f′+A_0f=0的任意两个线性无关解f_1,f_2满足max{λ(f_1),λ(f_2)}=∞,其中λ(f)表示亚纯函数.f的零点收敛指数.     

一种场站设置问题中的几个结论

本文研究如下一种场站设置问题:设S是欧空间E~m中由有限个点A_1,A_2,…,A_n组成的集合.d(A_i,A_j)表示点A_i和A_j之间的距离.令σ(S)=Σ_(1≤i相似文献   

控制数固定的树的谱半径(英文)

阶数为n,控制数为γ的树的集合记为T_n,γ（其中n≥max{12,2γ+1},γ≥3）。本文给出了T_n,γ中前三大的邻接谱半径以及它们对应的图。     

一类积分不等式及其应用

研究了一类新的非线性延迟积分不等式φ(u(t))≤(n_1(t)+∫_o~(a(t)) f_1(s)w_1(u(s))ds)(n_2(t)+∫_o~t f_2(s)w_2)(u9(s))ds),t∈R_+得到了新的结论,推广了已有的若干结果.并举例说明其应用.