非齐次马氏链状态无限次返回的充分条件

本文给出非齐次马氏链状态无限次返回的充分条件,在此条件下,以概率1给出了非齐次马氏链转移概率的强大数定律．     

任意树指标随机过程关于树指标非齐次马氏链随机转移概率调和平均的强偏差定理

本文给出任意树指标随机过程关于树指标非齐次马氏链随机转移概率调和平均的一个强偏差定理,并作为推论得到树指标非齐次马氏链随机转移概率调和平均的强极限定理.     

非齐次马氏链的禁止概率

基于齐次马氏链禁止概率理论,研究非齐次马氏链禁止概率.经推导得出其基本分解公式和若干结论,并在引入假设条件下,得出非齐次马氏链禁止概率与齐次马氏链禁止概率的联系.     

树上二重非齐次马氏链随机转移概率的极限性质

研究树上二重非齐次马氏链随机转移概率的调和平均极限性质,作为推论,得到了树上非齐次马氏链以及非齐次马氏链上的随机转移概率调和平均极限性质.     

一个强极限定理

设是可列非齐次马氏链，本文通过利用［１］中提出的在Ｗｉｅｎｅｒ概率空间的一种实现，而给出了一个对任意可列非齐次马氏链普遍成立的强极限定理。     

树上非齐次马氏链随机转移概率的极限性质

收稿研究树上非齐次马氏链随机转移概率的调和平均极限性质,所得结果将非齐次马氏链上随机转移概率调和平均性质推广到树图上.     

任意随机变量序列关于非齐次马氏链随机转移概率调和平均的强偏差定理

研究任意随机变量序列关于非齐次马氏链转移概率调和平均的一个强偏差定理,作为推论得到了非齐次马氏链转移概率调和平均的强极限定理.     

一类非齐次马氏链的绝对平均强遍历性

引用马氏链绝对平均强遍历的概念,首先给出齐次马氏链绝对平均强遍历与强遍历的等价性,其次通过引进另一个强遍历的非齐次马氏链,给出一个非齐次马氏链绝对平均强遍历的充分条件.     

非齐次树上马氏双链转移矩阵的一个强偏差定理

该文研究非齐次树上马氏双链转移矩阵的一个强偏差定理.首先给出非齐次树上马氏双链的定义和样本散度的概念,然后利用构造非负辅助鞅的方法,给出了关于非齐次树上马氏双链转移矩阵的一个强偏差定理.     

关于非齐次马氏信源的渐进均匀分割性

本文的目的是要研究非齐次马氏信源的渐进均分割性，首先应用鞅差收敛定理给出关于非齐次马氏信源二元函数一类平均的极限定理．作为推论，得到了对任意非齐次马氏信源均成立的几个极限定理和熵密度极限定理．最后给出一类非齐次马氏信源满足渐进均分割性的充分条件．     

Mixed Measures of Convex Cylinders and Quermass Densities of Boolean Models

Translative integral formulas for curvature measures of convex bodies were obtained by Schneider and Weil by introducing mixed measures of convex bodies. These results can be extended to arbitrary closed convex sets since mixed measures are locally defined. Furthermore, iterated versions of these formulas due to Weil were used by Fallert to introduce quermass densities for (non-stationary and non-isotropic) Poisson processes of convex bodies and respective Boolean models. In the present paper, we first compute the special form of mixed measures of convex cylinders and prove a translative integral formula for them. After adapting some results for mixed measures of convex bodies to this setting we then use this integral formula to obtain quermass densities for (non-stationary and non-isotropic) Poisson processes of convex cylinders. Furthermore, quermass densities of Boolean models of convex cylinders are expressed in terms of mixed densities of the underlying Poisson process generalizing classical formulas by Davy and recent results by Spiess and Spodarev.      

Global smooth solutions to the multi-dimensional hydrodynamic model for two-carrier plasmas

The existence of global smooth solutions to the multi-dimensional hydrodynamic model for plasmas of electrons and positively charged ions is shown under the assumption that the initial densities are close to a constant. The model consists of the conservation laws for the particle densities and the current densities, coupled to the Poisson equation for the electrostatic potential. Furthermore, it is proved that the particle densities converge exponentially fast to the (constant) steady state. The proof uses a higher-order energy method inspired from extended thermodynamics.     

A class of proper priors for Bayesian simultaneous prediction of independent Poisson observables

Simultaneous prediction and parameter inference for the independent Poisson observables model are considered. A class of proper prior distributions for Poisson means is introduced. Bayesian predictive densities and estimators based on priors in the introduced class dominate the Bayesian predictive density and estimator based on the Jeffreys prior under Kullback-Leibler loss.     

Vanishing electron mass limit in the bipolar Euler–Poisson system

The bipolar Euler–Poisson system in physics consists of the conservation laws for the electron and ion densities and their current densities, coupled with the Poisson equation for the electrostatic potential. The limit of vanishing ratio of the electron mass to the ion mass in the $n$-dimensional flat torus is proved in the case of well prepared initial data. The limiting system is composed of two separated equations, where the equation for electron is the incompressible Euler equation with damping, which means physically that the evolution for electrons and ions can be treated as separated motions in the small ratio case.     

Convergence of Nonlinear Schrödinger–Poisson Systems to the Compressible Euler Equations

Abstract

The combined semi-classical and quasineutral limit in the bipolar defocusing nonlinear Schrödinger–Poisson system in the whole space is proven. The electron and current densities, defined by the solution of the Schrödinger–Poisson system, converge to the solution of the compressible Euler equation with nonlinear pressure. The corresponding Wigner function of the Schrödinger–Poisson system converges to a solution of a nonlinear Vlasov equation. The proof of these results is based on estimates of a modulated energy functional and on the Wigner measure method.     

An elementary proof of the Adelson—Panjer recursion formula

We present a new proof of the Adelson—Panjer recursion formula for computing discrete Compound Poisson densities. It uses only elementary probability theory and elementary arithmetic.     

Single server with linear state-dependent mean rate

A birth-death queueing system with asingle server, first-come first-served discipline, Poisson arrivals and mean service rate which depends linearly on the number of customers in the system, is considered. Explicit expressions are derived for the equilibrium densities of the sojourn and waiting times. Simple approximations to the densities, including the first order correction terms, are obtained in a heavy-traffic situation.     

Iteration of the Lent Particle Method for Existence of Smooth Densities of Poisson Functionals

In previous works (Bouleau and Denis, J Funct Anal 257:1144–1174, 2009, Probab Theory Relat Fields, 2011) we have introduced a new method called the lent particle method which is an efficient tool to establish existence of densities for Poisson functionals. We now go further and iterate this method in order to prove smoothness of densities. More precisely, we construct Sobolev spaces of any order and prove a Malliavin-type criterion of existence of smooth density. We apply this approach to SDE’s driven by Poisson random measures and also present some non-trivial examples to which our method applies.     

Global existence and temporal decay of large solutions for the Poisson–Nernst–Planck equations in low regularity spaces

We are concerned with the global existence and decay rates of large solutions for the Poisson–Nernst–Planck equations. Based on careful observation of algebraic structure of the equations and using the weighted Chemin–Lerner-type norm, we obtain the global existence and optimal decay rates of large solutions without requiring the summation of initial densities of a negatively and positively charged species that is small enough. Moreover, the large solution is obtained for initial densities belonging to the low regularity Besov spaces with different regularity and integral indices, which indicates more specific coupling relations between the difference and the summation of negatively and positively charged densities.     

On localization for the Schrödinger operator with a Poisson random potential

We prove exponential localization for the Schrödinger operator with a Poisson random potential at the bottom of the spectrum in any dimension. We also prove exponential localization in a prescribed interval for all large Poisson densities. In addition, we obtain dynamical localization and finite multiplicity of the eigenvalues. To cite this article: F. Germinet et al., C. R. Acad. Sci. Paris, Ser. I 341 (2005).