共查询到20条相似文献,搜索用时 562 毫秒
1.
Jean-Stéphane Dhersin Fabian Freund Arno Siri-Jégousse Linglong Yuan 《Stochastic Processes and their Applications》2013
In this paper, we consider Beta(2−α,α) (with 1<α<2) and related Λ-coalescents. If T(n) denotes the length of a randomly chosen external branch of the n-coalescent, we prove the convergence of nα−1T(n) when n tends to ∞, and give the limit. To this aim, we give asymptotics for the number σ(n) of collisions which occur in the n-coalescent until the end of the chosen external branch, and for the block counting process associated with the n-coalescent. 相似文献
2.
We study the problem (−Δ)su=λeu in a bounded domain Ω⊂Rn, where λ is a positive parameter. More precisely, we study the regularity of the extremal solution to this problem. Our main result yields the boundedness of the extremal solution in dimensions n≤7 for all s∈(0,1) whenever Ω is, for every i=1,...,n, convex in the xi-direction and symmetric with respect to {xi=0}. The same holds if n=8 and s?0.28206..., or if n=9 and s?0.63237.... These results are new even in the unit ball Ω=B1. 相似文献
3.
We derive a Molchan–Golosov-type integral transform which changes fractional Brownian motion of arbitrary Hurst index K into fractional Brownian motion of index H. Integration is carried out over [0,t], t>0. The formula is derived in the time domain. Based on this transform, we construct a prelimit which converges in L2(P)-sense to an analogous, already known Mandelbrot–Van Ness-type integral transform, where integration is over (−∞,t], t>0. 相似文献
4.
An automatic quadrature method is presented for approximating fractional derivative Dqf(x) of a given function f(x), which is defined by an indefinite integral involving f(x). The present method interpolates f(x) in terms of the Chebyshev polynomials in the range [0, 1] to approximate the fractional derivative Dqf(x) uniformly for 0≤x≤1, namely the error is bounded independently of x. Some numerical examples demonstrate the performance of the present automatic method. 相似文献
5.
Jean-Pierre Kahane 《Comptes Rendus Mathematique》2014,352(5):383-385
For almost all x>1, (xn)(n=1,2,…) is equidistributed modulo 1, a classical result. What can be said on the exceptional set? It has Hausdorff dimension one. Much more: given an (bn) in [0,1[ and ε>0, the x -set such that |xn−bn|<ε modulo 1 for n large enough has dimension 1. However, its intersection with an interval [1,X] has a dimension <1, depending on ε and X. Some results are given and a question is proposed. 相似文献
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In this paper we establish the boundedness of the extremal solution u∗ in dimension N=4 of the semilinear elliptic equation −Δu=λf(u), in a general smooth bounded domain Ω⊂RN, with Dirichlet data u|∂Ω=0, where f is a C1 positive, nondecreasing and convex function in [0,∞) such that f(s)/s→∞ as s→∞. 相似文献
8.
Tertuliano Franco Patrícia Gonçalves Adriana Neumann 《Stochastic Processes and their Applications》2013
We analyze the equilibrium fluctuations of density, current and tagged particle in symmetric exclusion with a slow bond. The system evolves in the one-dimensional lattice and the jump rate is everywhere equal to one except at the slow bond where it is αn−β, with α>0, β∈[0,+∞] and n is the scaling parameter. Depending on the regime of β, we find three different behaviors for the limiting fluctuations whose covariances are explicitly computed. In particular, for the critical value β=1, starting a tagged particle near the slow bond, we obtain a family of Gaussian processes indexed in α, interpolating a fractional Brownian motion of Hurst exponent 1/4 and the degenerate process equal to zero. 相似文献
9.
Let x(s), s∈Rd be a Gaussian self-similar random process of index H. We consider the problem of log-asymptotics for the probability pT that x(s), x(0)=0 does not exceed a fixed level in a star-shaped expanding domain T⋅Δ as T→∞. We solve the problem of the existence of the limit, θ?lim(−logpT)/(logT)D, T→∞, for the fractional Brownian sheet x(s), s∈[0,T]2 when D=2, and we estimate θ for the integrated fractional Brownian motion when D=1. 相似文献
10.
We consider a multidimensional diffusion X with drift coefficient b(Xt,α) and diffusion coefficient εa(Xt,β) where α and β are two unknown parameters, while ε is known. For a high frequency sample of observations of the diffusion at the time points k/n, k=1,…,n, we propose a class of contrast functions and thus obtain estimators of (α,β). The estimators are shown to be consistent and asymptotically normal when n→∞ and ε→0 in such a way that ε−1n−ρ remains bounded for some ρ>0. The main focus is on the construction of explicit contrast functions, but it is noted that the theory covers quadratic martingale estimating functions as a special case. In a simulation study we consider the finite sample behaviour and the applicability to a financial model of an estimator obtained from a simple explicit contrast function. 相似文献
11.
We exhibit balance conditions between a Young function A and a Young function B for a Korn type inequality to hold between the LB norm of the gradient of vector-valued functions and the LA norm of its symmetric part. In particular, we extend a standard form of the Korn inequality in Lp, with 1<p<∞, and an Orlicz version involving a Young function A satisfying both the Δ2 and the ∇2 condition. 相似文献
12.
We consider an insurance company in the case when the premium rate is a bounded non-negative random function ct and the capital of the insurance company is invested in a risky asset whose price follows a geometric Brownian motion with mean return a and volatility σ>0. If β?2a/σ2-1>0 we find exact the asymptotic upper and lower bounds for the ruin probability Ψ(u) as the initial endowment u tends to infinity, i.e. we show that C*u-β?Ψ(u)?C*u-β for sufficiently large u . Moreover if ct=c*eγt with γ?0 we find the exact asymptotics of the ruin probability, namely Ψ(u)∼u-β. If β?0, we show that Ψ(u)=1 for any u?0. 相似文献
13.
We prove that if for a continuous map f on a compact metric space X, the chain recurrent set, R(f) has more than one chain component, then f does not satisfy the asymptotic average shadowing property. We also show that if a continuous map f on a compact metric space X has the asymptotic average shadowing property and if A is an attractor for f, then A is the single attractor for f and we have A=R(f). We also study diffeomorphisms with asymptotic average shadowing property and prove that if M is a compact manifold which is not finite with dimM=2, then the C1 interior of the set of all C1 diffeomorphisms with the asymptotic average shadowing property is characterized by the set of Ω-stable diffeomorphisms. 相似文献
14.
Let t?2 be an integer and p?5 be a prime. We prove a conjecture on congruences for 2t-core partition functions. We also find many new congruences for p -core partition functions when 5?p?47. 相似文献
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An acyclic edge coloring of a graph G is a proper edge coloring such that no bichromatic cycles are produced. The acyclic chromatic index a′(G) of G is the smallest integer k such that G has an acyclic edge coloring using k colors. It was conjectured that a′(G)≤Δ+2 for any simple graph G with maximum degree Δ. In this paper, we prove that if G is a planar graph, then a′(G)≤Δ+7. This improves a result by Basavaraju et al. [M. Basavaraju, L.S. Chandran, N. Cohen, F. Havet, T. Müller, Acyclic edge-coloring of planar graphs, SIAM J. Discrete Math. 25 (2011) 463–478], which says that every planar graph G satisfies a′(G)≤Δ+12. 相似文献
18.
This paper is devoted to construct a family of fifth degree cubature formulae for n-cube with symmetric measure and n-dimensional spherically symmetrical region. The formula forn-cube contains at most n2+5n+3 points and for n-dimensional spherically symmetrical region contains only n2+3n+3 points. Moreover, the numbers can be reduced to n2+3n+1 and n2+n+1 if n=7 respectively, the latter of which is minimal. 相似文献
19.
Sergey A. Antonyan Natalia Jonard-Pérez Saúl Juárez-Ordóñez 《Journal of Mathematical Analysis and Applications》2014
A compact convex subset K of a topological linear space is called a Keller compactum if it is affinely homeomorphic to an infinite-dimensional compact convex subset of the Hilbert space ?2. Let G be a compact topological group acting affinely on a Keller compactum K and let 2K denote the hyperspace of all non-empty compact subsets of K endowed with the Hausdorff metric topology and the induced action of G . Further, let cc(K) denote the subspace of 2K consisting of all compact convex subsets of K. In a particular case, the main result of the paper asserts that if K is centrally symmetric, then the orbit spaces 2K/G and cc(K)/G are homeomorphic to the Hilbert cube. 相似文献
20.
Let I=[0,1] and let P be a partition of I into a finite number of intervals. Let τ1, τ2; I→I be two piecewise expanding maps on P . Let G⊂I×I be the region between the boundaries of the graphs of τ1 and τ2. Any map τ:I→I that takes values in G is called a selection of the multivalued map defined by G . There are many results devoted to the study of the existence of selections with specified topological properties. However, there are no results concerning the existence of selection with measure-theoretic properties. In this paper we prove the existence of selections which have absolutely continuous invariant measures (acim). By our assumptions we know that τ1 and τ2 possess acims preserving the distribution functions F(1) and F(2). The main result shows that for any convex combination F of F(1) and F(2) we can find a map η with values between the graphs of τ1 and τ2 (that is, a selection) such that F is the η-invariant distribution function. Examples are presented. We also study the relationship of the dynamics of our multivalued maps to random maps. 相似文献