THE VALUE DISTRIBUTION OF RANDOM DIRICHLET SERIES ON THE RIGHT HALF PLANE(Ⅱ)

Kahane has studiedthe value distribution ofthe Gauss-Taylor series∑anXnzn,∞where{Xn}is a complex Gauss sequence and∑|an|2=∞.Inthis paper,by trans forming the right half plane into the unit disc and setting up some important inequalities,the value distribution of the Dirichlet series∑Xne- nS is studied where{Xn}is a sequence of some non-degenerate independent random variable satisfying conditions:EXn=0;∞E|Xn|2=+∞;An∈N,Xn or ReXn or ImXn of bounded density.There exists α＞0 such that An:α2E|Xn|2≤E2|Xn|＜+∞(the classic Gauss and Steinhaus random variables are special cases of such random variables).The important results are obtainedthat every point on the line Res=0 is a Picard point of the series withoutfinite exceptional value a.s..     

An L 2-theory for a class of SPDEs driven by Lévy processes

In this paper we present an L 2-theory for a class of stochastic partial differential equations driven by Lévy processes.The coefficients of the equations are random functions depending on time and space variables,and no smoothness assumption of the coefficients is assumed.     

ON THE INCREMENTS DISTRIBUTION OF STOCK PRICES

Abstract. In this paper, the models of increment distributions of stock price are constructed with two approaches. The first approach is based on limit theorems of random summation. The second approach is based on the statistical analysis of the increment distribution of the logarithms of stock prices.     

Global random attractors for the stochastic dissipative Zakharov equations

The stochastic dissipative Zakharov equations with white noise are mainly investigated. The global random attractors endowed with usual topology for the stochastic dissipative Zakharov equations are obtained in the sense of usual norm. The method is to transform the stochastic equations into the corresponding partial differential equations with random coefficients by Ornstein-Uhlenbeck process. The crucial compactness of the global random attractors wiil be obtained by decomposition of solutions.     

On tail behavior of nonlinear autoregressive functional conditional heteroscedastic model with heavy-tailed innovations

We study the tail probability of the stationary distribution of nonparametric non- linear autoregressive functional conditional heteroscedastic (NARFCH) model with heavy- tailed innovations.Our result shows that the tail of the stationary marginal distribution of an NARFCH series is heavily dependent on its conditional variance.When the innovations are heavy-tailed,the tail of the stationary marginal distribution of the series will become heavier or thinner than that of its innovations.We give some specific formulas to show how the increment or decrement of tail heaviness depends on the assumption on the con- ditional variance function.Some examples are given.     

EXISTENCE AND UNIQUENESS OF SOLUTIONS TO STOCHASTIC DIFFERENTIAL EQUATION WITH RANDOM COEFFICIENTS

This paper mainly deals with a stochastic differential equation (SDE) with random coefficients. Sufficient conditions which guarantee the existence and uniqueness of solutions to the equation are given.     

Strong Law of Large Numbers for Array of Rowwise AANA Random Variables

In this article, the strong laws of large numbers for array of rowwise asymptotically almost negatively associated（AANA） random variables are studied. Some sufficient conditions for strong laws of large numbers for array of rowwise AANA random variables are presented without assumption of identical distribution. Our results extend the corresponding ones for independent random variables to case of AANA random wriables.     

A locking-free anisotropic nonconforming rectangular finite element approximation for the planar elasticity problem

This paper deals with a new nonconforming anisotropic rectangular finite element approximation for the planar elasticity problem with pure displacement boundary condition. By use of the special properties of this element, and by introducing the complementary space and a series of novel techniques, the optimal error estimates of the energy norm and the L^2-norm are obtained. The restrictions of regularity assumption and quasi-uniform assumption or the inverse assumption on the meshes required in the conventional finite element methods analysis are to be got rid of and the applicable scope of the nonconforming finite elements is extended.     

Genus Distributions of M(o|¨)bius Ladders

The genus distribution of a graph is a polynomial whose coefficients are the partition of the number of embeddings with respect to the genera. In this paper, the genus distribution of Mobius ladders is provided which is an infinite class of 3-connected simple graphs.     

TRACTABILITY OF MULTIVARIATE INTEGRATION PROBLEM FOR PERIODIC CONTINUOUS FUNCTIONS

The authors study the tractability and strong tractability of a multivariate integration problem in the worst case setting for weighted l-periodic continuous functions spaces of d coordinates with absolutely convergent Fourier series.The authors reduce the initial error by a factor ε for functions from the unit ball of the weighted periodic contin- uous functions spaces.Tractability is the minimal number of function samples required to solve the problem in polynomial in ε~(-1)and d.and the strong tractability is the pres- ence of only a polynomial dependence in ε.This problem has been recently studied for quasi-Monte Carlo quadrature rules.quadrature rules with non-negative coefficients. and rules for which all quadrature weights are arbitrary for weighted Korobov spaces of smooth periodic functions of d variables.The authors show that the tractability and strong tractability of a multivariate integration problem in worst case setting hold for the weighted periodic continuous functions spaces with absolutely convergent Fourier series under the same assumptions as in Ref.[14]on the weights of the Korobov space for quasi-Monte Carlo rules and rules for which all quadrature weights are non-negative.The arguments are not constructive.     

COMPUTATIONAL AND ALGORITHMIC ASPECTS OF CARDINAL SPLINE-WAVELETS

Pascal triangles are formulated for computing the coefficients of the B-spline series representation of thecompactly supported spline-wavelets with minimum support and their derivatives.It is shown that with the al-ternating signs removed,all these sequences are totally positive.On the other hand,truncations of the recipro-cal Euler-Frobenius polynomials lead to finite sequences for orthogonal wavelet decompositions.For this pur-pose,sharp estimates are given in terms of the exact reconstruction of these approximate decomposed compo-nents.     

DIRECT EXPANSIONS FOR THE DISTRIBUTION FUNCTIONS AND DENSITY FUNCTIONS OF χ2-TYPE AND t-TYPE DISTRIBUTED RANDOM VARIABLES

Suppose that Z1,Z2…,Zn are independent normal random variables with common mean μ and variance σ^2. Then S^2=∑n n=1 (zi-z)^2/σ^2 and T =（n-1的平方根）-Z/（S^2/n的平方根） have x2n-1 distribution and tn-1 distribution respectively. If the normal assumption fails, there will be the remainders of the distribution functions and density functions. This paper gives the direct expansions of distribution functions and density functions of S^2 and T up to o(n^-1). They are more intuitive and convenient than usual Edgeworth expansions.     

Estimates on the eigenvalues of complex nonlocal Sturm-Liouville problems

The present paper deals with the eigenvalues of complex nonlocal Sturm-Liouville boundary value problems. The bounds of the real and imaginary parts of eigenvalues for the nonlocal Sturm-Liouville differential equation involving complex nonlocal potential terms associated with nonlocal boundary conditions are obtained in terms of the integrable conditions of coefficients and the real part of the eigenvalues.     

多生命状态增额寿险的双随机模型

In this paper the dual random model of increasing life insurance for multiple-life status is discussed. The rnth moment of the present value of benefits are calculated and the respective expressions of the moments under joint life status or last- survivor status are presented.Fur-thermore,the limiting distribution of average cost of a portfolio of increasing life insurance for multiple-life status is studied.     

Checking for normality in linear mixed models

Linear mixed models are popularly used to fit continuous longitudinal data,and the random effects are commonly assumed to have normal distribution.However,this assumption needs to be tested so that further analysis can be proceeded well.In this paper,we consider the Baringhaus-Henze-Epps-Pulley (BHEP) tests,which are based on an empirical characteristic function.Differing from their case,we consider the normality checking for the random effects which are unobservable and the test should be based on their predictors.The test is consistent against global alternatives,and is sensitive to the local alternatives converging to the null at a certain rate arbitrarily close to 1/√ n where n is sample size.Furthermore,to overcome the problem that the limiting null distribution of the test is not tractable,we suggest a new method: use a conditional Monte Carlo test (CMCT) to approximate the null distribution,and then to simulate p-values.The test is compared with existing methods,the power is examined,and several examples are applied to illustrate the usefulness of our test in the analysis of longitudinal data.     

On the Pathwise Uniqueness of Solutions of One-dimensional Reflected Stochastic Differential Equations with Jumps

In this paper, we are concerned with the problem of the pathwise uniqueness of one-dimensional reflected stochastic differential equations with jumps under the assumption of non-Lipschitz continuous coefficients whose proof are based on the technique of local time.     

ON THE METHOD OF SOLVING TWO KINDS OF CONVOLUTION SINGULAR INTEGRAL EQUATIONS WITH REFLECTION

In this paper, two kinds of convolution integral equations with both Cauchy kernel and reflection are discussed. Using Fourier transformation theory they can be transformed into Riemann boundary value problems with both discontinuous coefficients and reflection. And we give a new method, by which the general solution and the condition of solvability are obtained respectively.     

THE PITS PROPERTY OF ENTIRE FUNCTIONS DEFINED BY DIRICHLET SERIES

The value distribution of entire functions defined by Dirichlet series are studied in this present article.It is proved that entire functions defined by Dirichlet series have the pits property,which improve the relative results on lacunary Taylor series obtained by Littlewood J.E.and Offord A.C.     

LARGE SAMPLE PROPERTIES OF THE SIR IN CDMA WITH MATCHED FILTER RECEIVERS

The output signal-to-interference (SIR) of conventional matched filter receiver in random environment is considered. When the number of users and the spreading factors tend to infinity with their ratio fixed, the convergence of SIR is showed to be with probability one under finite fourth moment of the spreading sequences. The asymptotic distribution of the SIR is also obtained.     

基于残差加权经验过程方法的自回归模型分布变点监测

Change monitoring of distribution in time series models is an important issue.This paper proposes a procedure for monitoring changes in the error distribution of autoregressive time series,which is based on a weighed empirical process of residuals with weights equal to the regressors.The asymptotic properties of our monitoring statistic are derived under the null hypothesis of no change in distribution.The finite sample properties are investigated by a simulation.As it turns out,the procedure is not only able to detect distributional changes but also changes in the regression coefficient and mean.Finally,we apply the statistic to a groups of financial data.