图论中若干重要定理的历史注记

考察了图论中若干重要定理的历史背景,这些定理包括图论基本定理,矩阵-树定理,门格尔定理,霍尔定理,柯尼希定理,塔特定理,彼得森定理,库拉托夫斯基定理,布鲁克斯定理和维津定理.     

积分型中值定理的推广及统一表示

通过减弱连续的条件,推广了一类积分型中值定理,在适当的条件下,用一个式子将Lagrange中值定理、Cauchy微分中值定理、积分型Cauchy中值定理、积分中值定理、积分第一中值定理、Lagrange型积分中值定理、Cauchy型积分中值定理及推广的积分第一中值定理这8个中值定理统一起来.     

播挪运算及其性质

在现有的播挪定义基础上,引入了对偶播挪的概念和任意论域子集族的内并、内交两种新运算,提出了十个定理.它们是：平凡播挪空间定理,最小播挪定理,播挪内运算封闭性定理,播挪任意交定理,播挪上确界定理,播挪运算分配性定理,播挪基判定定理,播挪基闭包定理,播挪基约简定理,播挪基内运算封闭性定理.这些定理对于播挪空间的研究具有一定的理论价值.     

一类新的KKM定理及其应用*

本文得到一类新的KKM定理,统一和改进了[2,3,0,7,11]中的结果。作为应用,我们得到了几个匹配定理、重合定理、不动点定理、极大极小不等式定理及截口定理。     

微积分中值定理间的关系

直观地阐述从微分中值定理到积分中值定理,乃至第二积分中值定理的演绎过程,指出积分中值定理的实质仍是微分中值定理,并在经典积分中值定理的条件下,得到更强的结论。     

微积分学中中值定理的统一证明

由一个定理的结论,给出Lagrange中值定理,Cauchy中值定理,积分中值定理和Taylor中值定理的统一证明及一个计算待定型极限的方法.     

多项式簇的稳定性分析

本文利用值映射的概念在系数空间里讨论了多项式簇的Hurwitz稳定性的鲁棒性,给出了判别多项式簇是Hurwitz稳定的原象定理,同时应用这个定理证明了边界定理,棱边定理,Харитонов定理和菱形簇定理.     

积分中值定理的逆问题

研究积分第一中值定理,提出推广的积分第一中值定理逆问题的一个定理,为证明该定理,给出了两个引理,并通过构造辅助函数及集合,运用介值定理证明了两个引理,最后应用两个引理证明了该定理。     

微分中值定理的另类证明与推广

通常教科书中,微分中值定理的证明建立在罗尔(Rolle)定理之上.本文以实数连续性中的重要定理———区间套定理为依据,给出了拉格朗日微分中值定理的另类证明.此外,还给出了中值定理的若干推广形式.     

泛函中的两个对偶定理

本文利用＊隔离定理,证明了Ｍａｚｕｒ定理和凸集的最佳逼近元存在性定理的对偶定理．     

多夹层板壳的非线性理论及应用(Ⅰ)──基本理论

本文建立了多夹层壳体小应变状态下的中转动二阶大挠度的理论,接着进行适当的简化,获得了中转动、中小转动的一阶大挠度的理论.     

平稳NA随机变量序列中偏差的下界估计

本文在比较一般的条件下得到了平稳NA序列的中偏差下界估计，进而得到平稳NA序列的中偏差原理。     

Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails

This paper studies the moderate deviations of real-valued extended negatively dependent (END) random variables with consistently varying tails. The moderate deviations of partial sums are first given. The results are then used to establish the necessary and sufficient conditions for the moderate deviations of random sums under certain circumstances.     

Large and moderate deviations for infinite-dimensional autoregressive processes

We consider large and moderate deviations for the empirical mean and covariance of hilbertian autoregressive processes. As an application we obtain moderate deviations principles for the eigenvalues and associated projectors of the empirical covariance.     

Moderate Deviations for Longest Increasing Subsequences: The Lower Tail

We derive a moderate deviation principle for the lower tail probabilities of the length of a longest increasing subsequence in a random permutation. It refers to the regime between the lower tail large deviation regime and the central limit regime. The present article together with the upper tail moderate deviation principle in Ref. 12 yields a complete picture for the whole moderate deviation regime. Other than in Ref. 12, we can directly apply estimates by Baik, Deift, and Johansson, who obtained a (non-standard) Central Limit Theorem for the same quantity.     

MODERATE DEVIATIONS FOR PARAMETER ESTIMATORS IN FRACTIONAL ORNSTEIN-UHLENBECK PROCESS

We study moderate deviations for estimators of the drift parameter of the fractional Ornstein-Uhlenbeck process. Two moderate deviation principles are obtained.     

Moderate deviations from the hydrodynamic limit of the symmetric exclusion process

We investigate the moderate deviations from the hydrodynamic limit of the empirical density ofparticles and obtain a moderate deviation principle for a symmetric exclusion process.     

MODERATE DEVIATIONS FROM HYDRODYNAMIC LIMIT OF A GINZBURG-LANDAU MODEL

The authors consider the moderate deviations of hydrodynamic limit for Ginzburg-Landau models. The moderate deviation principle of hydrodynamic limit for a specific Ginzburg-Landau model is obtained and an explicit formula of the rate function is derived.     

Path-space moderate deviations for a class of Curie–Weiss models with dissipation

We modify the spin-flip dynamics of the Curie–Weiss model with dissipation in Dai Pra, Fischer and Regoli (2013) by considering arbitrary transition rates and we analyze the phase-portrait as well as the dynamics of moderate fluctuations for macroscopic observables. We obtain path-space moderate deviation principles via a general analytic approach based on the convergence of non-linear generators and uniqueness of viscosity solutions for associated Hamilton–Jacobi equations. The moderate asymptotics depend crucially on the phase we are considering and, moreover, their behavior may be influenced by the choice of the rates.     

Large deviations of realized volatility

This paper studies large and moderate deviation properties of a realized volatility statistic of high frequency financial data. We establish a large deviation principle for the realized volatility when the number of high frequency observations in a fixed time interval increases to infinity. Our large deviation result can be used to evaluate tail probabilities of the realized volatility. We also derive a moderate deviation rate function for a standardized realized volatility statistic. The moderate deviation result is useful for assessing the validity of normal approximations based on the central limit theorem. In particular, it clarifies that there exists a trade-off between the accuracy of the normal approximations and the path regularity of an underlying volatility process. Our large and moderate deviation results complement the existing asymptotic theory on high frequency data. In addition, the paper contributes to the literature of large deviation theory in that the theory is extended to a high frequency data environment.