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1.
Some Processes Associated with Fractional Bessel Processes   总被引:1,自引:0,他引:1  
Let be a d-dimensional fractional Brownian motion with Hurst parameter H and let be the fractional Bessel process. Itôs formula for the fractional Brownian motion leads to the equation . In the Brownian motion case is a Brownian motion. In this paper it is shown that Xt is not an -fractional Brownian motion if H 1/2. We will study some other properties of this stochastic process as well.  相似文献   

2.
Let X1, X2,... be, i.i.d. random variables, and put . We find necessary and sufficient moment conditions for , where δ≥ 0 and q>0, and with an>0 and bn is either or The series f(x) we deal with are classical series studied by Hsu and Robbins, Erdős, Spitzer, Baum and Katz, Davis, Lai, Gut, etc  相似文献   

3.
For pairing based cryptography we need elliptic curves defined over finite fields whose group order is divisible by some prime with where k is relatively small. In Barreto et al. and Dupont et al. [Proceedings of the Third Workshop on Security in Communication Networks (SCN 2002), LNCS, 2576, 2003; Building curves with arbitrary small Mov degree over finite fields, Preprint, 2002], algorithms for the construction of ordinary elliptic curves over prime fields with arbitrary embedding degree k are given. Unfortunately, p is of size .We give a method to generate ordinary elliptic curves over prime fields with p significantly less than which also works for arbitrary k. For a fixed embedding degree k, the new algorithm yields curves with where or depending on k. For special values of k even better results are obtained.We present several examples. In particular, we found some curves where is a prime of small Hamming weight resp. with a small addition chain.AMS classification: 14H52, 14G50  相似文献   

4.
We prove that for any continuous piecewise monotone or smooth interval map f and any subset of the set of periods of periodic trajectories of f, there is another map such that the set of periods of periodic trajectories common for f and , which is denoted by , coincides with . At the same time, for each integer , there exists a continuous map f such that for any map if is an infinite set. Dedicated to Vladimir Igorevich Arnold  相似文献   

5.
Let be a compact Riemannian manifold without boundary. In this paper, we consider the first nonzero eigenvalue of the p-Laplacian and we prove that the limit of when is 2/d(M), where d(M) is the diameter of M. Moreover, if is an oriented compact hypersurface of the Euclidean space or , we prove an upper bound of in terms of the largest principal curvature κ over M. As applications of these results, we obtain optimal lower bounds of d(M) in terms of the curvature. In particular, we prove that if M is a hypersurface of then: . Mathematics Subject Classifications (2000): 53A07, 53C21.  相似文献   

6.
Let R be a unital associative ring and two classes of left R-modules. In this paper we introduce the notion of a In analogy to classical cotorsion pairs as defined by Salce [10], a pair of subclasses and is called a if it is maximal with respect to the classes and the condition for all and Basic properties of are stated and several examples in the category of abelian groups are studied. Received: 17 March 2005  相似文献   

7.
Let be a continuous semimartingale and let be a continuous function of bounded variation. Setting and suppose that a continuous function is given such that F is C1,2 on and F is on . Then the following change-of-variable formula holds: where is the local time of X at the curve b given by and refers to the integration with respect to . A version of the same formula derived for an Itô diffusion X under weaker conditions on F has found applications in free-boundary problems of optimal stopping.  相似文献   

8.
Let M be a right R-module, the class of all M-small modules, and P a projective cover of M in [M]. We consider the torsion theories = ( ), = ( ), and = ( ) in [M], where is the torsion theory generated by is the torsion theory cogenerated by , and is the dual Lambek torsion theory. We study some conditions for to be cohereditary, stable, or split, and prove that Rej(M, ) = M = (= = ) = GenM(P) .2000 Mathematics Subject Classification: 16S90  相似文献   

9.
If E is a separable symmetric sequence space with trivial Boyd indices and is the corresponding ideal of compact operators, then there exists a C1-function fE, a self-adjoint element and a densely defined closed symmetric derivation δ on such that , but   相似文献   

10.
We determine conditions under which a subordinated random walk of the form tends to infinity almost surely (a.s), or tends to infinity a.s., where {N(n)} is a (not necessarily integer valued) renewal process, denotes the integer part of N(n), and Sn is a random walk independent of {N(n)}. Thus we obtain versions of the Alternatives, for drift to infinity, or for divergence to infinity in the strong law, for . A complication is that is not, in general, itself, a random walk. We can apply the results, for example, to the case when N(n)= n, > 0, giving conditions for lim , a.s., and lim sup , a.s., etc. For some but not all of our results, N(1) is assumed to have finite expectation. Examples show that this is necessary for the kind of behaviour we consider. The results are also shown to hold in the same degree of generality for subordinated Lévy processes.  相似文献   

11.
The discrete snake is an arborescent structure built with the help of a conditioned Galton-Watson tree and random i.i.d. increments Y. In this paper, we show that if and , then the discrete snake converges weakly to the Brownian snake (this result was known under the hypothesis ). Moreover, if this condition fails, and the tails of Y are sufficiently regular, we show that the discrete snake converges weakly to an object that we name jumping snake. In both case, the limit of the occupation measure is shown to be the integrated super-Brownian excursion. The proofs rely on the convergence of the codings of discrete snake with the help of two processes, called tours.  相似文献   

12.
Let be the Poisson point process with intensity 1 in Rd and let be . We obtain a strong invariance principle for the total length of the nearest-neighbor graph on .  相似文献   

13.
Let B (resp. K, BC,KC) denote the set of all nonempty bounded (resp. compact, bounded convex, compact convex) closed subsets of the Banach space X, endowed with the Hausdorff metric, and let G be a nonempty relatively weakly compact closed subset of X. Let B° stand for the set of all F ∈B such that the problem (F, G) is well-posed. We proved that, if X is strictly convex and Kadec, the set KC ∩ B° is a dense Gδ-subset of KC / G. Furthermore, if X is a uniformly convex Banach space, we will prove more, namely that the set B /B° (resp. K / B°, BC /B°, KC / B°) is a-porous in B (resp. K,BC, KC). Moreover, we prove that for most (in the sense of the Baire category) closed bounded subsets G of X, the set K / B° is dense and uncountable in K.  相似文献   

14.
We study the projective space of univariate rational parameterized equations of degree d or less in real projective space The parameterized equations of degree less than d form a special algebraic variety We investigate the subspaces on and their relation to rational curves in give a geometric characterization of the automorphism group of and outline applications of the theory to projective kinematics.  相似文献   

15.
Let X, Y be Banach spaces. We say that a set is uniformly p–summing if the series is uniformly convergent for whenever (xn) belongs to . We consider uniformly summing sets of operators defined on a -space and prove, in case X does not contain a copy of c0, that is uniformly summing iff is, where Tx) = (T#φ) x for all and xX. We also characterize the sets with the property that is uniformly summing viewed in . Received: 1 July 2005  相似文献   

16.
Let be a family of unit balls in with the property that the mutual distances of the centers are at least . If any n2 members of have a common line transversal, then has a line transversal too. Received: 27 January 2005; revised: 17 October 2005  相似文献   

17.
We show that the critical value for the contact process on a vertex-transitive graph with finitely many edges added and/or removed is the same as the critical value for the contact process on . This gives a partial answer to a conjecture of Pemantle and Stacey.  相似文献   

18.
In this paper we prove that if is a closed minimal surface, then, , for any homogeneous polynomial f of degree 3 with 0 a regular value of the function .  相似文献   

19.
A well known “zero-two law" shows that if is a strongly continuous one-parameter group of bounded operators on a Banach space X, and if then Here we discuss analogous problems for general unital representations θ of a topological group G on a unital Banach algebra A. Let 1 be the unit of G, and I the unit element of A. We show that either or if, moreover, θ admits “continuous division by any positive integer”, then, either or Our argument also gives automatic continuity results for representations of abelian Baire groups on a separable Banach algebra and representations of compact non abelian groups on a Banach algebra which are locally bounded and satisfy Received: 8 June 2005; revised: 13 October 2005  相似文献   

20.
Given a continuous linear operator T L(x) defined on a separable -space X, we will show that T satisfies the Hypercyclicity Criterion if and only if for any strictly increasing sequence of positive integers such that the sequence is hypercyclic. In contrast we will also prove that, for any hypercyclic vector x X of T, there exists a strictly increasing sequence such that and is somewhere dense, but not dense in X. That is, T and do not share the same hypercyclic vectors.  相似文献   

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