关于一类复值大数的积分（英）

Here presented are two limit theorems for a kind of integrals involvingcomplex-valued functions of large numbers. The form of integrals may be regardedas a natural generalization of those integrals occured in the probability limit theoremsof Chung and Erds. Our main result is Theorem 2 whose Proof rests upon some knownresults of [1] and makes an extentive use of Bonnet's second mean value theorem andrelated analytic techniques.     

A RIEMANN-TYPE DEFINITION OF N-TH CESARO-PERRON INTEGRALS

In this paper, We give a varlational-type definition of (CnP) integrals. It is equivalent to the original definition of Perron-type and to the definition of Riemann-type, in this way the problem on definition of(CnP)′s Riemann-type has been solved completely.     

Chaos decomposition of multiple fractional integrals and applications

Chaos decomposition of multiple integrals with respect to fractional Brownian motion (with H > 1/2) is given. Conversely the chaos components are expressed in terms of the multiple fractional integrals. Tensor product integrals are introduced and series expansions in those are considered. Strong laws for fractional Brownian motion are proved as an application of multiple fractional integrals. Received: 22 September 1998 / Revised version: 20 April 1999     

On the Limit Distribution of Integrals of Shot-Noise Processes

We establish limit theorems for integrals of shot-noise processes and study the asymptotic behavior of the moments of integrals of this type.     

Central Limit Theorems for Multiple Skorokhod Integrals

In this paper, we prove a central limit theorem for a sequence of multiple Skorokhod integrals using the techniques of Malliavin calculus. The convergence is stable, and the limit is a conditionally Gaussian random variable. Some applications to sequences of multiple stochastic integrals, and renormalized weighted Hermite variations of the fractional Brownian motion are discussed.     

Asymmetric integral as a limit of generated Choquet integrals based on absolutely monotone real set functions

We introduce a generated Choquet integral with respect to absolutely monotone and sign stable set functions. Another type of integrals defined with respect to such a set function is obtained as a limit of an appropriate sequence of generated Choquet integrals.     

一类Hamilton系统的Abel积分比值单调性的判别条件

用直接计算的方法对一类Hamilton系统的两个Abel积分比值的单调性进行讨论,指出该单词性条件可由两个判定函数直接确定．     

A sinc quadrature rule for Hadamard finite-part integrals

Summary A Sinc quadrature rule is presented for the evaluation of Hadamard finite-part integrals of analytic functions. Integration over a general are in the complex plane is considered. Special treatment is given to integrals over the interval (–1,1). Theoretical error estimates are derived and numerical examples are included.     

Small and Large Scale Asymptotics of some Lévy Stochastic Integrals

We provide general conditions for normalized, time-scaled stochastic integrals of independently scattered, Lévy random measures to converge to a limit. These integrals appear in many applied problems, for example, in connection to models for Internet traffic, where both large scale and small scale asymptotics are considered. Our result is a handy tool for checking such convergence. Numerous examples are provided as illustration. Somewhat surprisingly, there are examples where rescaling towards large times scales yields a Gaussian limit and where rescaling towards small time scales yields an infinite variance stable limit, and there are examples where the opposite occurs: a Gaussian limit appears when one converges towards small time scales and an infinite variance stable limit occurs when one converges towards large time scales.      

Three-dimensional analog of the Cauchy type integral

On a smooth closed surface, we consider integrals of the Cauchy type with kernel depending on the difference of arguments. They cover both double-layer potentials for second-order elliptic equations and generalized integrals of the Cauchy type for first-order elliptic systems. For the functions described by such integrals, we find sufficient conditions providing their continuity up to the boundary surface. We obtain the corresponding formulas for their limit values.     

函数r~α(-lnr)~β在区间(0,1)上的可积性研究

含参数的函数r~α(-lnr)~β在在区间(0,1)上的积分关于某些参数α,β为广义积分.本文将给出其关于参数α,β可积的条件.     

On the Existence of a Classical Optimal Solution and of an Almost Strongly Optimal Solution for an Infinite-Horizon Control Problem

We consider an infinite-horizon optimal control problem with the cost functional described either by an integral over an unbounded interval (a Lebesgue integral) or by a limit of integrals (an improper Lebesgue integral). We prove some theorems on the existence of solutions to such problems. The proofs are based on appropriate lower closure theorems and some extensions of Olech’s theorem on the lower semicontinuity of an integral functional; these extensions cover the cases of functionals described by an integral over an unbounded interval and by a limit of integrals.     

Duality for hypergeometric functions and invariant Gauss-Manin systems

We present some basic identities for hypergeometric functions associatedwith the integrals of Euler type. We give a geometrical proof for formulaesuch as the identity between the single and double integrals expressingAppell's hypergeometric series F1 (a, b, b' c; x, y).     

The XX and Ising Limits in Integral Formulas for Finite-Temperature Correlation Functions of the XXZ Chain

We consider a multiple-integral representation for a one-parameter generating function of the finite temperature S^z-S^z correlation functions of the antiferromagnetic spin-1/2 XXZ chain in the XX limit and in the Ising limit. We show how the multiple integrals reduce to single integrals in these limits, thus reproducing known results. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 146, No. 1, pp. 146–160, January, 2006.     

Projective limits of complex measures and martingale convergence

In this paper we prove, for signed or complex Radon measures on completely regular spaces, the analogue of Prokhorov's criterion on the existence of the projective limit of a compatible system of measures. Because of loss of mass under projections this cannot be reduced to the case of positive measures. Countable projective limits are, as in the case of positive measures, particularly simple, the sole condition now being the boundedness of the total variations. It is shown, with the help of the martingale convergence theorem, that the densities of these complex measures with respect to their variations, converge in an appropriate sense. This work is part of an extended project on the mathematical theory of path integrals. Received: 18 June 1997 / Revised version: 11 August 2000/?Published online: 9 March 2001     

Multiple fractional integrals

Multiple integrals with respect to fractional Brownian motion (with H > 1/2) are constructed for a large class of functions. The first and second moments of the multiple integrals are explicitly identified. Received: 23 February 1998 / Revised version: 31 July 1998     

Limit theorems for bivariate Appell polynomials. Part II: Non-central limit theorems

Summary. Let (X _t ,t∈Z) be a linear sequence with non-Gaussian innovations and a spectral density which varies regularly at low frequencies. This includes situations, known as strong (or long-range) dependence, where the spectral density diverges at the origin. We study quadratic forms of bivariate Appell polynomials of the sequence (X _t ) and provide general conditions for these quadratic forms, adequately normalized, to converge to a non-Gaussian distribution. We consider, in particular, circumstances where strong and weak dependence interact. The limit is expressed in terms of multiple Wiener-It? integrals involving correlated Gaussian measures. Received: 22 August 1996 / In revised form: 30 August 1997     

Function integrals corresponding to a solution of the Cauchy-Dirichlet problem for the heat equation in a domain of a Riemannian manifold

A solution of the Cauchy-Dirichlet problem is represented as the limit of a sequence of integrals over finite Cartesian powers of the domain of the manifold considered. It is shown that these limits coincide with the integrals with respect to surface measures of Gauss type on the set of trajectories in the manifold. Moreover, the integrands are a combination of elementary functions of the coefficients of the equation considered and geometric characteristics of the manifold. Also, a solution of the Cauchy-Dirichlet problem in the domain of the manifold is represented as the limit of a solution of the Cauchy problem for the heat equation on the whole manifold under an infinite growth of the absolute value of the potential outside the domain. The proof uses some asymptotic estimates for Gaussian integrals over Riemannian manifolds and the Chernoff theorem. __________ Translated from Fundamentalnaya i Prikladnaya Matematika, Vol. 12, No. 6, pp. 3–15, 2006.     

On the uniform convergence of samples of lebesgue integrals

Developments and generalizations of a theorem of Halkin, on the limit of the multiple balayage of vector integrals, are deduced via Riemann integration theory.     

Fully discrete spectral boundary integral methods for Helmholtz problems on smooth closed surfaces in ${\mathbb R}^3$

Summary. In this paper we describe and analyse a class of spectral methods, based on spherical polynomial approximation, for second-kind weakly singular boundary integral equations arising from the Helmholtz equation on smooth closed 3D surfaces diffeomorphic to the sphere. Our methods are fully discrete Galerkin methods, based on the application of special quadrature rules for computing the outer and inner integrals arising in the Galerkin matrix entries. For the outer integrals we use, for example, product-Gauss rules. For the inner integrals, a variant of the classical product integration procedure is employed to remove the singularity arising in the kernel. The key to the analysis is a recent result of Sloan and Womersley on the norm of discrete orthogonal projection operators on the sphere. We prove that our methods are stable for continuous data and superalgebraically convergent for smooth data. Our theory includes as a special case a method closely related to one of those proposed by Wienert (1990) for the fast computation of direct and inverse acoustic scattering in 3D. Received May 29, 2000 / Revised version received March 26, 2001/ Published online December 18, 2001