共查询到20条相似文献,搜索用时 421 毫秒
1.
We give almost sure convergence of appropriately normalized particle numbers in bounded domains of locally supercritical branching diffusion processes with one-dimensional periodic diffusions as their non-branching part processes. Some spectral properties of periodic diffusion operators including Hill's ones are also studied. 相似文献
2.
Kumi Yasuda 《Journal of Theoretical Probability》2000,13(3):635-657
Our aim in this paper is to characterize some classes of infinitely divisible distributions on locally compact abelian groups. Firstly infinitely divisible distributions with no idempotent factor on locally compact abelian groups are characterized by means of limit distributions of sums of independent random variables. We introduce semi-selfdecomposable distributions on topological fields, and in case of totally disconnected fields we give a limit theorem for them. We also give a characterization of semistable laws on p-adic field and show that semistable processes are constructed as scaling limits of sums of i.i.d. 相似文献
3.
Maretsugu Yamasaki 《Discrete Applied Mathematics》1979,1(4):301-309
For a locally finite infinite network in which the conductance of certain branches is variable, we shall investigate two maximization problems of input conductances of the network under the constraint that the sum of the variable branch conductances has a fixed bound. We shall study the existence and some properties of an optimal solution of our problems. 相似文献
4.
The purpose of this paper is to study microlocal conditions for inclusion relations between the ranges of square systems of pseudodifferential operators which fail to be locally solvable. The work is an extension of earlier results for the scalar case in this direction, where analogues of results by L. Hörmander about inclusion relations between the ranges of first order differential operators with coefficients in C ∞ which fail to be locally solvable were obtained. We shall study the properties of the range of systems of principal type with constant characteristics for which condition (Ψ) is known to be equivalent to microlocal solvability. 相似文献
5.
The termination detection problem of a distributed computation has gained considerable interest recently. In this paper two symmetric solutions to this problem are presented in the special case, where the distributed computation is performed by a ring of processes. We shall discuss the problem in terms of processes communicating via shared variables instead of messages. 相似文献
6.
We propose a new approach for identifying a locally self-similar Gaussian process. The method is based on the asymptotic behavior of convex rearrangement obtained by Davydov and Thilly (2002). Some simulations illustrate the behavior of the resulting estimates in the particular case of the fractional Brownian motion. 相似文献
7.
Shuji Takahashi 《manuscripta mathematica》1990,69(1):237-254
We are concerned with the behavior of weak solutions of the Navier-Stokes equations near possible singularities. We shall
show that if a weak solution is in some Lebesgue space or small in some Lorentz space locally, it does not blowup there. Our
basic idea is to estimate integral formulas for vorticity which satisfies parabolic equations. 相似文献
8.
Toyoko Kashiwada 《Annali di Matematica Pura ed Applicata》1979,121(1):387-396
Summary We shall introduce a 1-form which is called V-Killing form in a locally conformal K?hler manifold with the parallel Lee form
and prove that this form has similar properties of C-Killing form in a Sasakian manifold. We obtain that a V-harmonic form
is invariant by a V-Killing form.
Entrata in Redazione il 4 agosto 1978. 相似文献
9.
In the following article, we investigate a particle filter for approximating Feynman–Kac models with indicator potentials and we use this algorithm within Markov chain Monte Carlo (MCMC) to learn static parameters of the model. Examples of such models include approximate Bayesian computation (ABC) posteriors associated with hidden Markov models (HMMs) or rare-event problems. Such models require the use of advanced particle filter or MCMC algorithms to perform estimation. One of the drawbacks of existing particle filters is that they may “collapse,” in that the algorithm may terminate early, due to the indicator potentials. In this article, using a newly developed special case of the locally adaptive particle filter, we use an algorithm that can deal with this latter problem, while introducing a random cost per-time step. In particular, we show how this algorithm can be used within MCMC, using particle MCMC. It is established that, when not taking into account computational time, when the new MCMC algorithm is applied to a simplified model it has a lower asymptotic variance in comparison to a standard particle MCMC algorithm. Numerical examples are presented for ABC approximations of HMMs. 相似文献
10.
Alice Guionnet 《Japanese Journal of Mathematics》2016,11(1):33-68
We describe the Schwinger–Dyson equation related with the free difference quotient. Such an equation appears in different fields such as combinatorics (via the problem of the enumeration of planar maps), operator algebra (via the definition of a natural integration by parts in free probability), in classical probability (via random matrices or particles in repulsive interaction). In these lecture notes, we shall discuss when this equation uniquely defines the system and in such a case how it leads to deep properties of the solution. This analysis can be extended to systems which approximately satisfy these equations, such as random matrices or Coulomb gas interacting particle systems. 相似文献
11.
Identification of an inverse source problem for time‐fractional diffusion equation with random noise
Tran Ngoc Thach Tuan Nguyen Huy Pham Thi Minh Tam Mach Nguyet Minh Nguyen Huu Can 《Mathematical Methods in the Applied Sciences》2019,42(1):204-218
In this paper, we consider an inverse source problem for a time fractional diffusion equation. In general, this problem is ill posed, therefore we shall construct a regularized solution using the filter regularization method in the random noise case. We will provide appropriate conditions to guarantee the convergence of the approximate solution to the exact solution. Then, we provide examples of filters in order to obtain error estimates for their approximate solutions. Finally, we present a numerical example to show efficiency of the method. 相似文献
12.
证明了由Lévy过程驱动的反射型倒向随机微分方程在局部Lipschitz系数下的解的存在唯一性,并且研究了解的稳定性质.此外,当系数满足Lipschitz条件以及反射壁正则时,证明了过程K的正则性. 相似文献
13.
Norio Okada 《Probability Theory and Related Fields》1981,56(1):63-74
Summary We shall investigate two dimensional diffusion processes occurring in population genetics. In order to construct such processes, we shall consider a martingale problem and discuss its uniqueness problem. Though the standard methods are not applicable in our case, we obtain the uniqueness in a fairly general case. 相似文献
14.
The Amenability of Measure Algebras 总被引:2,自引:0,他引:2
Dales H. G.; Ghahramani F.; Helemskii A. Ya. 《Journal London Mathematical Society》2002,66(1):213-226
In this paper we shall prove that the measure algebra M(G) ofa locally compact group G is amenable as a Banach algebra ifand only if G is discrete and amenable as a group. Our contributionis to resolve a conjecture by proving that M(G) is not amenablein the case where the group G is not discrete. Indeed, we shallprove a much stronger result: the measure algebra of a non-discrete,locally compact group has a non-zero, continuous point derivationat a certain character on the algebra. 相似文献
15.
This paper is devoted to the autonomous Lagrange problem of the calculus of variations with a discontinuous Lagrangian. We
prove that every minimizer is Lipschitz continuous if the Lagrangian is coercive and locally bounded. The main difference
with respect to the previous works in the literature is that we do not assume that the Lagrangian is convex in the velocity.
We also show that, under some additional assumptions, the DuBois—Reymond necessary condition still holds in the discontinuous
case. Finally, we apply these results to deduce that the value function of the Bolza problem is locally Lipschitz and satisfies
(in a generalized sense) a Hamilton—Jacobi equation. 相似文献
16.
This paper is devoted to the autonomous Lagrange problem of the calculus of variations with a discontinuous Lagrangian. We
prove that every minimizer is Lipschitz continuous if the Lagrangian is coercive and locally bounded. The main difference
with respect to the previous works in the literature is that we do not assume that the Lagrangian is convex in the velocity.
We also show that, under some additional assumptions, the DuBois—Reymond necessary condition still holds in the discontinuous
case. Finally, we apply these results to deduce that the value function of the Bolza problem is locally Lipschitz and satisfies
(in a generalized sense) a Hamilton—Jacobi equation. 相似文献
17.
Franz Kinzl 《Semigroup Forum》1989,38(1):105-118
Let S be a locally compact semigroup. We study the sequence (λn) of the convolution powers of a probability measure λ on S and their shifts by a probability measure η on S. We shall give
sufficient conditions for lim ‖λn−η*λn‖ = 0 (where ‖.‖ denotes the norm). In particular we consider the case the η is a point measure and we study the subsemigroup
LO(λ) = {x ∈ S : lim ‖λn−δX*λn‖ = 0}. We shall give necessary and sufficient conditions for Lo(λ)=S. In this case we want to treat the problem of the convergence of the sequence (λn). 相似文献
18.
In this paper we are concerned with some optimal control problems governed by semilinear elliptic equations. The case of
a boundary control is studied. We consider pointwise constraints on the control and a finite number of equality and inequality
constraints on the state. The goal is to derive first- and second-order optimality conditions satisfied by locally optimal
solutions of the problem.
Accepted 6 May 1997 相似文献
19.
Kasper K. Berthelsen Jesper Møller 《Bulletin of the Brazilian Mathematical Society》2002,33(3):351-367
This primer provides a self-contained exposition of the case where spatial birth-and-death processes are used for perfect
simulation of locally stable point processes. Particularly, a simple dominating coupling from the past (CFTP) algorithm and
the CFTP algorithms introduced in [13], [14], and [5] are studied. Some empirical results for the algorithms are discussed.
Received: 30 June 2002 相似文献
20.
Igor Kriz 《Annales Scientifiques de l'école Normale Supérieure》2003,36(1):57-112
We shall investigate chiral conformal field theories with 1-dimensional conformal anomalies with or without spin. We shall rigorously classify such anomalies and describe their modularity properties. Thereby, we give a detailed mathematical treatment of the simplest case of G. Segal's approach to conformal field theory. 相似文献