On the Lévy constants for quadratic irrationals

We prove that the set of Lévy constants for quadratic irrationals is dense in .

     

Packing dimension of the range of a Lévy process

Let denote a Lévy process in with exponent . Taylor (1986) proved that the packing dimension of the range is given by the index

We provide an alternative formulation of in terms of the Lévy exponent . Our formulation, as well as methods, are Fourier-analytic, and rely on the properties of the Cauchy transform. We show, through examples, some applications of our formula.

     

Notes on a -group generated by the Lévy Laplacian

In this paper we shall give some results on a -group generated by the Lévy Laplacian and operators approximating that group in the space of continuous linear operators defined on a certain locally convex space in

     

Weak unimodality of finite measures, and an application to potential theory of additive Lévy processes

A probability measure on is called weakly unimodal if there exists a constant such that for all 0$">,

(0.1)

Here, denotes the -ball centered at with radius 0$">.

In this note, we derive a sufficient condition for weak unimodality of a measure on the Borel subsets of . In particular, we use this to prove that every symmetric infinitely divisible distribution is weakly unimodal. This result is then applied to improve some recent results of the authors on capacities and level sets of additive Lévy processes.

     

A Wiener-Hopf factorization related potential measure for spectrally negative Lévy process

For spectrally negative Lévy process (SNLP), we find an expression, in terms of scale functions, for a potential measure involving the maximum and the last time of reaching the maximum up to a draw-down time. As applications, we obtain a potential measure for the reflected SNLP and recover a joint Laplace transform for the Wiener-Hopf factorization for SNLP.     

经典风险模型的推广

本文将经典风险模型的盈余过程推广为一谱正L\'evy过程与一从属L\'evy过程的差,利用L\'evy过程的性质和鞅方法, 得到破产概率的一些结果.对一类谱负的L\'evy过程研究了它的首达时的性质并得出了生存概率的Pollaczek-Khinchin公式.     

L（j,k）-number of Direct Product of Path and Cycle

For positive numbers j and k, an L(j,k)-labeling f of G is an assignment of numbers to vertices of G such that |f(u)-f(v)|≥j if uv∈E(G), and |f(u)-f(v)|≥k if d(u,v)=2. Then the span of f is the difference between the maximum and the minimum numbers assigned by f. The L(j,k)-number of G, denoted by λj,k(G), is the minimum span over all L(j,k)-labelings of G. In this paper, we give some results about the L(j,k)-number of the direct product of a path and a cycle for j≤k.     

一种快速计算Zpk上码字深度的算法

开始定义了环Zpk上码字的深度,给出了一种快速计算环Zpk上码字的深度的算法.     

A Fejér type theorem to determine jumps in terms of the Abel-Poisson mean of double Fourier series

We extend from single to double Fourier series a theorem of Zygmund to determine the generalized jumps of a periodic integrable function at a simple discontinuity point. As a by-product of the proof, we obtain an estimate of the fourth mixed partial derivative of the Abel-Poisson mean of any integrable function at such a point where is smooth. We also consider the extension of the Zygmund classes and to the two-dimensional torus .

     

A method for calculating invariant subspaces of symmetric hyperbolic equations

An algorithm is constructed for calculating invariant subspaces of symmetric hyperbolic systems arising in electromagnetic, acoustic, and elasticity problems. Discrete approximations are calculated for subspaces that correspond to minimal eigenvalues and smooth eigenfunctions. Difficulties related to the presence of an infinite-dimensional kernel in the differential operator are successfully handled. The efficiency of the algorithm is demonstrated using acoustics equations.     

A combinatorial algorithm for the TDMA message scheduling problem

In this paper, we introduce a combinatorial algorithm for the message scheduling problem on Time Division Multiple Access (TDMA) networks. In TDMA networks, time is divided in to slots in which messages are scheduled. The frame length is defined as the total number of slots required for all stations to broadcast without message collisions. The objective is to provide a broadcast schedule of minimum frame length which also provides the maximum throughput. This problem is known to be -hard, thus efficient heuristics are needed to provide solutions to real-world instances. We present a two-phase algorithm which exploits the combinatorial structure of the problem in order to provide high quality solutions. The first phase finds a feasible frame length in which the throughput is maximized in phase two. Computational results are provided and compared with other heuristics in the literature as well as to the optimal solutions found using a commercial integer programming solver. Experiments on 63 benchmark instances show that the proposed method is able to provide optimal frame lengths for all cases with near optimal throughput.     

Least‐squares method for the Oseen equation

This article studies the least‐squares finite element method for the linearized, stationary Navier–Stokes equation based on the stress‐velocity‐pressure formulation in d dimensions (d = 2 or 3). The least‐squares functional is simply defined as the sum of the squares of the L² norm of the residuals. It is shown that the homogeneous least‐squares functional is elliptic and continuous in the norm. This immediately implies that the a priori error estimate of the conforming least‐squares finite element approximation is optimal in the energy norm. The L² norm error estimate for the velocity is also established through a refined duality argument. Moreover, when the right‐hand side f belongs only to , we derive an a priori error bound in a weaker norm, that is, the norm. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 1289–1303, 2016     

Small-time expansions for the transition distributions of Lévy processes

Let X=(X_t)_t≥0 be a Lévy process with absolutely continuous Lévy measure ν. Small-time expansions of arbitrary polynomial order in t are obtained for the tails , y>0, of the process, assuming smoothness conditions on the Lévy density away from the origin. By imposing additional regularity conditions on the transition density p_t of X_t, an explicit expression for the remainder of the approximation is also given. As a byproduct, polynomial expansions of order n in t are derived for the transition densities of the process. The conditions imposed on p_t require that, away from the origin, its derivatives remain uniformly bounded as t→0. Such conditions are then shown to be satisfied for symmetric stable Lévy processes as well as some tempered stable Lévy processes such as the CGMY one. The expansions seem to correct the asymptotics previously reported in the literature.     

A parametric symmetric linear four-step method for the efficient integration of the Schrödinger equation and related oscillatory problems

In this article, we develop an explicit symmetric linear phase-fitted four-step method with a free coefficient as parameter. The parameter is used for the optimization of the method in order to solve efficiently the Schrödinger equation and related oscillatory problems. We evaluate the local truncation error and the interval of periodicity as functions of the parameter. We reveal a direct relationship between the periodicity interval and the local truncation error. We also measure the efficiency of the new method for a wide range of possible values of the parameter and compare it to other well known methods from the literature. The analysis and the numerical results help us to determine the optimal values of the parameter, which render the new method highly efficient.     

Convergence of the multipoint flux approximation L‐method for homogeneous media on uniform grids

In this article, we show the convergence of the multipoint flux approximation (MPFA) L‐method. To do so, we introduce a boundary modification of the original MPFA L‐method. On basis of this local modification, we obtain the equivalence between the MPFA L‐method and a conforming finite element approach with modified right hand side. The influence of the modified right hand side can be easily analyzed within the abstract framework of variational crimes. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

A Complete Solution to the Existence of ‐Cycle Frames of Type

The existence problem of a ‐cycle frame of type is now solved for any quadruple .     

Yet another way of calculating moments of the Kesten's distribution and its consequences for Catalan numbers and Catalan triangles

We calculate moments of the so-called Kesten distribution by means of the expansion of the denominator of the density of this distribution and then integrate all summands with respect to the semicircle distribution. By comparing this expression with the formulae for the moments of Kesten's distribution obtained by other means, we find identities involving polynomials whose power coefficients are closely related to Catalan numbers, Catalan triangles, binomial coefficients. Finally, as applications of these identities we obtain various interesting relations between the aforementioned numbers, also concerning Lucas, Fibonacci and Fine numbers.     

Critical points of the area functional of a complex closed curve on the manifold of Kähler metrics

We consider a compact complex manifold of dimension that admits Kähler metrics and we assume that is a closed complex curve. We denote by the space of classes of Kähler forms that define Kähler metrics of volume 1 on and define by . We show how the Riemann-Hodge bilinear relations imply that any critical point of is the strict global minimum and we give conditions under which there is such a critical point : A positive multiple of is the Poincaré dual of the homology class of . Applying this to the Abel-Jacobi map of a curve into its Jacobian, , we obtain that the Theta metric minimizes the area of within all Kähler metrics of volume 1 on .

     

二参数L{\'e}vy区域在Holder 范数下的局部Strassen重对数律

利用大偏差,得到了二参数L\'evy区域在H\"older 范数下的局部Strassen重对数律.