共查询到20条相似文献,搜索用时 109 毫秒
1.
Kong Fanchao Zhang Ying 《高校应用数学学报(英文版)》2007,22(1):78-86
In this paper the large deviation results for partial and random sums Sn-ESn=n∑i=1Xi-n∑i=1EXi,n≥1;S(t)-ES(t)=N(t)∑i=1Xi-E(N(t)∑i=1Xi),t≥0are proved, where {N(t); t≥ 0} is a counting process of non-negative integer-valued random variables, and {Xn; n ≥ 1} are a sequence of independent non-negative random variables independent of {N(t); t ≥ 0}. These results extend and improve some known conclusions. 相似文献
2.
MULTIVARIATE SURVIVAL DISTRIBUTIONS OF AGE AND RESIDUAL LIFETIME PROCESSES IN NONHOMOGENEOUS POISSON PROCESS 总被引:1,自引:0,他引:1
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. 相似文献
3.
Adam Bobrowski 《Journal of Evolution Equations》2007,7(3):555-565
Let
be a locally compact Hausdorff space. Let A and B be two generators of Feller semigroups in
with related Feller processes {X
A
(t), t ≥ 0} and {X
B
(t), t ≥ 0} and let α and β be two non-negative continuous functions on
with α + β = 1. Assume that the closure C of C
0 = αA + βB with
generates a Feller semigroup {T
C
(t), t ≥ 0} in
. It is natural to think of a related Feller process {X
C
(t), t ≥ 0} as that evolving according to the following heuristic rules. Conditional on being at a point
, with probability α(p) the process behaves like {X
A
(t), t ≥ 0} and with probability β(p) it behaves like {X
B
(t), t ≥ 0}. We provide an approximation of {T
C
(t), t ≥ 0} via a sequence of semigroups acting in
that supports this interpretation. This work is motivated by the recent model of stochastic gene expression due to Lipniacki
et al. [17]. 相似文献
4.
Tamotu Kinoshita 《Journal d'Analyse Mathématique》1999,77(1):287-314
We shall consider the third order hyperbolic equation in [0,T] ×Rx
where α≥ 2, Β ≥ 1, η ≥ 0, λ ≥ 0, Σ≥ 0, Μ ≥ 0, Ω ≥ 0 and θ≥ 0 are integers. We prove that the Cauchy problem (1) is Gevrey well-posed. 相似文献
5.
Aimé Lachal 《Journal of Theoretical Probability》2006,19(4):757-771
Let (B
t
)
t≥ 0 be standard Brownian motion starting at y and set X
t
= for , with V(y) = y
γ if y≥ 0, V(y) = −K(−y)γ if y≤ 0, where γ and K are some given positive constants. Set . In this paper, we provide some formulas for the probability distribution of the random variable as well as for the probability (or b)}. The formulas corresponding to the particular cases x = a or b are explicitly expressed by means of hypergeometric functions.
相似文献
6.
Davar Khoshnevisan Narn-Rueih Shieh Yimin Xiao 《Probability Theory and Related Fields》2008,140(1-2):129-167
Let X
1, ..., X
N
denote N independent, symmetric Lévy processes on R
d
. The corresponding additive Lévy process is defined as the following N-parameter random field on R
d
:
Khoshnevisan and Xiao (Ann Probab 30(1):62–100, 2002) have found a necessary and sufficient condition for the zero-set of to be non-trivial with positive probability. They also provide bounds for the Hausdorff dimension of which hold with positive probability in the case that can be non-void.
Here we prove that the Hausdorff dimension of is a constant almost surely on the event . Moreover, we derive a formula for the said constant. This portion of our work extends the well known formulas of Horowitz
(Israel J Math 6:176–182, 1968) and Hawkes (J Lond Math Soc 8:517–525, 1974) both of which hold for one-parameter Lévy processes.
More generally, we prove that for every nonrandom Borel set F in (0,∞)
N
, the Hausdorff dimension of is a constant almost surely on the event . This constant is computed explicitly in many cases.
The research of N.-R. S. was supported by a grant from the Taiwan NSC. 相似文献
7.
Let {β(s), s ≥ 0} be the standard Brownian motion in ℝ
d
with d ≥ 4 and let |W
r
(t)| be the volume of the Wiener sausage associated with {β(s), s ≥ 0} observed until time t. From the central limit theorem of Wiener sausage, we know that when d ≥ 4 the limit distribution is normal. In this paper, we study the laws of the iterated logarithm for
| Wr (t) | - \mathbbE| Wr (t) |\left| {W_r (t)} \right| - \mathbb{E}\left| {W_r (t)} \right| in this case. 相似文献
8.
Local and Global Existence of Solutions to Initial Value Problems of Nonlinear Kaup-Kupershmidt Equations 总被引:6,自引:0,他引:6
Shuang Ping TAO Shang Bin CUI 《数学学报(英文版)》2005,21(4):881-892
This paper is devoted to studying the initial value problems of the nonlinear Kaup Kupershmidt equations δu/δt + α1 uδ^2u/δx^2 + βδ^3u/δx^3 + γδ^5u/δx^5 = 0, (x,t)∈ E R^2, and δu/δt + α2 δu/δx δ^2u/δx^2 + βδ^3u/δx^3 + γδ^5u/δx^5 = 0, (x, t) ∈R^2. Several important Strichartz type estimates for the fundamental solution of the corresponding linear problem are established. Then we apply such estimates to prove the local and global existence of solutions for the initial value problems of the nonlinear Kaup- Kupershmidt equations. The results show that a local solution exists if the initial function u0(x) ∈ H^s(R), and s ≥ 5/4 for the first equation and s≥301/108 for the second equation. 相似文献
9.
Jerome A. Goldstein 《Annali dell'Universita di Ferrara》1971,16(1):39-43
Summary We construct nontrivial bounded solutions of an abstract evolution equationu'(t)=Au(t) (—∞<t<∞) whereA generates a (C
0) semigroup of operators {T
t;t≥0} such thatT
t converges strongly to zero ast→∞.
Supported by National Science Foundation grant GP-12722. 相似文献
Riassunto Si costruiscono soluzioni limitate non triviali di una equazioneu'(t)=Au(t) (—∞<t<∞) doveA è il generatore di un semigruppo di operatori {T t;t≥0} tale cheT t converge fortemente verso 0 pert→∞.
Supported by National Science Foundation grant GP-12722. 相似文献
10.
Gratiane Ennadifi 《Extremes》1999,2(2):201-217
Let {Yn:n0} be a sequence of independent and identically distributed random variables with continuous distribution function, and let {N(t):t0} be a point process. In this paper, making use of strong invariance principles, we establish limit laws for the paced record process {X(t):t0} based on {Yn:n0} and {N(t):t0}. We consider as applications of our main results, the case of the classical and paced record models. We conclude by extensions of our theorems to non-homogeneous record processes. 相似文献
11.
Let (Xt)t≥0 be a Lévy process taking values in R^d with absolutely continuous marginal distributions. Given a real measurable function f on R^d in Kato's class, we show that the empirical mean 1/t ∫ f(Xs)ds converges to a constant z in probability with an exponential rate if and only if f has a uniform mean z. This result improves a classical result of Kahane et al. and generalizes a similar result of L. Wu from the Brownian Motion to general Lévy processes. 相似文献
12.
We study the Cauchy problem for second order hyperbolic operators in the Gevrey classes where H(t,x) is given by the limit of a finite sum of functions such as a(t)b(x) with a(t) ≥ 0, b(x) ≥ 0. As a result, for any given positive integer N, we give an example H(t,x) which depends not only on t but also on x such that the Cauchy problem for P is well posed in the Gevrey class of order N. 相似文献
13.
Feynman-Kac semigroup with discontinuous additive functionals 总被引:1,自引:0,他引:1
Renming Song 《Journal of Theoretical Probability》1995,8(4):727-762
LetX be a symmetric stable process of index α, 0<α<2, inRd, let μ be a (signed) Radon measure onRd belonging to the Kato classKd, α and letF be a Borel function onRd×Rd satisfying certain conditions. Suppose thatA
t
μ
is the continuous additive functional with μ as its Revuz measure and
相似文献
14.
Zong-mao Cheng Xiu-yun Wang Zheng-yan Lin 《应用数学学报(英文版)》2006,22(1):81-90
In this paper, we introduce a class of Gaussian processes Y={Y(t):t∈R^N},the so called hifractional Brownian motion with the indcxes H=(H1,…,HN)and α. We consider the (N, d, H, α) Gaussian random field x(t) = (x1 (t),..., xd(t)),where X1 (t),…, Xd(t) are independent copies of Y(t), At first we show the existence and join continuity of the local times of X = {X(t), t ∈ R+^N}, then we consider the HSlder conditions for the local times. 相似文献
15.
It is shown that the unique solution of } can be represented as { } where X=(X
t
, t≥ 0) is a stable process whose generator is (-Δ)
α/2
with X
0
=0 .
Accepted 24 July 2000. Online publication 13 November 2000. 相似文献
16.
Shan-tao Liao 《Frontiers of Mathematics in China》2006,1(1):1-52
Let M
n
be an n-dimensional compact C
∞-differentiable manifold, n ≥ 2, and let S be a C
1-differential system on M
n
. The system induces a one-parameter C
1 transformation group φ
t
(−∞ < t < ∞) over M
n
and, thus, naturally induces a one-parameter transformation group of the tangent bundle of M
n
. The aim of this paper, in essence, is to study certain ergodic properties of this latter transformation group.
Among various results established in the paper, we mention here only the following, which might describe quite well the nature
of our study.
(A) Let M be the set of regular points in M
n
of the differential system S. With respect to a given C
∞ Riemannian metric of M
n
, we consider the bundle
of all (n−2) spheres Q
x
n−2, x∈M, where Q
x
n−2 for each x consists of all unit tangent vectors of M
n
orthogonal to the trajectory through x. Then, the differential system S gives rise naturally to a one-parameter transformation group ψ
t
#
(−∞<t<∞) of
. For an l-frame α = (u
1, u
2,⋯, u
l
) of M
n
at a point x in M, 1 ≥ l ≥ n−1, each u
i
being in
, we shall denote the volume of the parallelotope in the tangent space of M
n
at x with edges u
1, u
2,⋯, u
l
by υ(α), and let
. This is a continuous real function of t. Let
17.
Roger L. Jones 《Journal d'Analyse Mathématique》1993,61(1):29-45
LetU
1,U
2, …,U
n denoten commuting ergodic invertible measure preserving flows on a probability space (X,Σ,m). LetS
r denote the sphere of radiusr inR
n
, and αr the rotationally invariant unit measure onS
r. WriteU
tx to denote
x wheret=(t
1 …,tn). Define the ergodic averaging operator
. This paper shows that these averages converge for eachf ∈L
p(X), p>n/(n−1), n≥3. This is closely related to the work on differentiation by E. M. Stein, S. Wainger, and others. Because of their work,
the necessary maximal inequality transfers quite easily. The difficulty is to show that we have convergence on a dense subspace.
This is done with the aid of a maximal variational inequality.
Partially supported by NSF grant DMS-8910947. 相似文献
18.
Constantin Buşe Mihail Megan Manuela-Suzy Prajea Petre Preda 《Integral Equations and Operator Theory》2007,59(4):491-500
Among others we shall prove that an exponentially bounded evolution family U = {U(t, s)}
t≥s≥0 of bounded linear operators acting on a Banach space X is uniformly exponentially stable if and only if there exists q
[1, ∞) such that
19.
Alexander V. Kolesnikov 《Probability Theory and Related Fields》2008,140(1-2):1-17
Let γ be a Gaussian measure on a Suslin space X, H be the corresponding Cameron–Martin space and {e
i
} ⊂ H be an orthonormal basis of H. Suppose that μ
n
= ρ
n
· γ is a sequence of probability measures which converges weakly to a probability measure μ = ρ · γ Consider a sequence of Dirichlet forms , where and . We prove some sufficient conditions for Mosco convergence where . In particular, if X is a Hilbert space, and can be uniformly approximated by finite dimensional conditional expectations for every fixed e
i
, then under broad assumptions Mosco and the distributions of the associated stochastic processes converge weakly. 相似文献
20.
Let {D(s), s ≥ 0} be a non-decreasing Lévy process. The first-hitting time process {E(t), t ≥ 0} (which is sometimes referred to as an inverse subordinator) defined by $E(t) = \inf \{s: D(s) > t \}$E(t) = \inf \{s: D(s) > t \} is a process which has arisen in many applications. Of particular interest is the mean first-hitting time
U(t)=\mathbbEE(t)U(t)=\mathbb{E}E(t). This function characterizes all finite-dimensional distributions of the process E. The function U can be calculated by inverting the Laplace transform of the function [(U)\tilde](l) = (lf(l))-1\widetilde{U}(\lambda) = (\lambda \phi(\lambda))^{-1}, where ϕ is the Lévy exponent of the subordinator D. In this paper, we give two methods for computing numerically the inverse of this Laplace transform. The first is based on
the Bromwich integral and the second is based on the Post-Widder inversion formula. The software written to support this work
is available from the authors and we illustrate its use at the end of the paper. 相似文献
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