Solving a Problem by Using a Diagram

Sketches and diagrams are sometimes useful in problem solving．For example,four runners are in a one-mile race:A,B,C,and D．Points are awarded only to the person finishing first or sec- ond．The first-place winner gets more points than the second-place winner．How many different arrangements of first-and second-place winner are possible?     

On a Problem Proposed by Kartsatos

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When is a Markovian Semigroup Induced by a Semiflow?

t , for t ≥ 0, be a strongly continuous Markovian semigroup acting on C(X), where X is a compact Hausdorf space, and let D denote the domain of its infinitesimal generator Z. Suppose D contains a (perhaps finite) family of functions f separating the points of X and satisfying Zf² = 2fZf. If either (1) there exists δ > 0 such that (T^t f)²∈ D if 0 ≤ t ≤δ for each f in this family; or (1′) for some core D′ of Z, g ∈ D′ implies g²∈ D, then the underlying Markoff process on X is deterministic. That is, there exists a semiflow — a semigroup (under composition) of continuous functions φ_t from X into X — such that T^tf(x) = f(φ_t (x)). If the domain D should be an algebra then conditions (1) and (1′) hold trivially. Conversely, if we have a separating family satisfying Zf² = 2fZf then each of these conditions implies that D is an algebra. It is an open question as to whether these conditions are redundant. If the functions φ_t are homeomorphisms from X onto X, then of course we have a Markovian group induced by a flow. This result is obtained by first providing general results about the null-space N of the (function-valued) positive semidefinite quadratic form defined by < f, g > = Z(fg) - fZg - gZf. The set N can be defined for any generator Z of a strongly continuous Markovian semigroup and is equivalently given by N = {f ∈ D| f²∈ D and Zf² = 2fZf} = {f ∈ D| T^t(f²)-(T^tf)² is o(t²) in C(X)}. In the general case N is an algebra closed under composition with any C¹-function φ from the reals to the reals, and Z(φ[f]) = (Zf)φ′[f] if f ∈ N. This "chain rule" on N (on which Z must act as a derivation) is a special case of a theorem for C²-functions φ which holds more generally for all f in d, viz., Z(φ[f] = (Zf) φ′[f] + ? <f, f> φ″[f], Provided Z is a local operator and D is an algebra. In this case the form < f, g > itself enjoys the relation < φ[f], ψ[g] > = φ′ [f] ψ′[g] < f, g >, for C²functions φ and ψ. Some of the results and their proofs continue to hold when the setting is switched from the commutative C*-algebra C(X) to a general (noncommutative) C*-algebra A. In the norm continuous case we obtain a sharp characterization of Markovian semigroups that are groups: Let T^t = e^tz , defined for t ≥ 0, be a Markovian semigroup acting on a C*-algebra A that is norm continuous, i.e., ||T^t - I|| ⇒ 0 as t ⇒ 0 +. Assume Z(a²) = a(Za) + (Za) a for some (perhaps finite) set of self-adjoint elements a that generate a Jordan algebra dense among the self-adjoint elements of A. The e^tz , -∞ < t < ∞, is a group of Markovian operators.     

Covering a polygonal region by rectangles

The problem of covering a compact polygonal region, called target region, with a finite family of rectangles is considered. Tools for mathematical modeling of the problem are provided. Especially, a function, called Γ-function, is introduced which indicates whether the rectangles with respect to their configuration form a cover of the target region or not. The construction of the Γ-function is similar to that of Φ-functions which have been proved to be an efficient tool for packing problems. A mathematical model of the covering problem based on the Γ-function is proposed as well as a solution strategy. The approach is illustrated by an example and some computational results are presented.     

When is a Crossed Product by a Twisted Partial Action Azumaya?

In this article, we discuss necessary and sufficient conditions for the crossed product S = R_α G by a twisted partial action α of a finite group G on a ring R to be separable over its center.     

On a Problem of Approximation by Linear Means

is valid, where ω(f,δ) is the modulus of continuity of f. Furthermore they asked that: (1.3) If Theorem A can be extended to matrix summability? Later, P. D. Kathal, A. S. B. Holland and B. N. Sahney partially answered this problem. They proved the following Theorem B If {Λ_(n,k)} is monotonic non-increasing for all 0≤k≤n and Λ_(n,k)≥0 (0≤k≤n),Λ_(n,k)=0 (k>n), then we have     

The Special Class Generated by a Prime PI-Ring

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Testing heteroscedasticity by wavelets in a nonparametric regression model

In the nonparametric regression models, a homoscedastic structure is usually assumed. However, the homoscedasticity cannot be guaranteed a priori. Hence, testing the heteroscedasticity is needed. In this paper we propose a consistent nonparametric test for heteroscedasticity, based on wavelets. The empirical wavelet coefficients of the conditional variance in a regression model are defined first. Then they are shown to be asymptotically normal, based on which a test statistic for the heteroscedasticity is constructed by using Fan's wavelet thresholding idea. Simulations show that our test is superior to the traditional nonparametric test.     

Reflected BSDE Driven by a Lévy Process

In this paper, we study the reflected solution of one-dimensional backward stochastic differential equation driven by Teugels martingales and an independent Brownian motion. We prove the existence and uniqueness of the solution using a penalization method combined with Snell envelope theory.      

Ruin Probabilities of a Surplus Process Described by PDMPs

In this paper we mainly study the ruin probability of a surplus process described by a piecewise deterministic Markov process （PDMP）. An integro-differential equation for the ruin probability is derived. Under a certain assumption, it can be transformed into the ruin probability of a risk process whose premiums depend on the current reserves. Using the same argument as that in Asmussen and Nielsen, the ruin probability and its upper bounds are obtained. Finally, we give an analytic expression for ruin probability and its upper bounds when the claim-size is exponentially distributed.     

Determining a Class of Markov Chains by Hitting Time

1 IntroductionIn many practical problems we often cannot observe the behavior of all states for a Markov chain (see [3-5]). A natural question is that from the observable data of a part of states, can one still obtain all statistical characteristics of the Markov chains. In this paper we give the positive answer for this question and prove the surprising result that the transition rate matrix of the birth-death chains with reflecting barriers and Markov chains on a star graph can be uniquely …     

Optimal Harvesting for a Logistic Population Dynamics Driven by a Lévy Process

The optimal harvesting problem for a stochastic logistic jump-diffusion process is studied in this paper. Two kinds of environmental noises are considered in the model. One is called white noise which is described by a standard Brownian motion, and the other is called jumping noise which is described by a Lévy process. For three types of yield functions (time averaging yield, expected yield and sustainable yield), the optimal harvesting efforts, the corresponding maximum yields and the steady states of population mean under optimal harvesting strategy are respectively given. A new equivalent relationship among these three different objective functions is showed by the ergodic method. This method provides a new approach to the optimal harvesting problem. Results in this paper show that environmental noises have important effect on the optimal harvesting problem.     

On a Stochastic Wave Equation Driven by a Non-Gaussian Lévy Process

This paper investigates a damped stochastic wave equation driven by a non-Gaussian Lévy noise. The weak solution is proved to exist and be unique. Moreover we show the existence of a unique invariant measure associated with the transition semigroup under mild conditions.     

Approximations of a Complex Brownian Motion by Processes Constructed from a Lévy Process

Mediterranean Journal of Mathematics - In this paper, we show an approximation in law of the complex Brownian motion by processes constructed from a stochastic process with independent increments....     

Approximation by the Bernstein–Durrmeyer Operator on a Simplex

For the Jacobi-type Bernstein–Durrmeyer operator M _n,κ on the simplex T ^d of ℝ ^d , we proved that for f∈L ^p (W _κ ;T ^d ) with 1<p<∞,

Fourier Inversion of Distributions Supported by a Hypersurface

Let μ _Σ be the natural measure on R ^N (N≥3) supported by a compact oriented analytic hypersurface Σ, ψ a smooth function on R ^N and P(D) a differential operator in N variables of order m. We determine a sufficient condition on the number λ such that the Fourier integral of the distribution P(D)ψ μ _Σ be summable by Cesàro means of order λ to zero in a point outside the hypersurface. This condition depends on m and on the position of the point with respect to the caustic of the hypersurface.     

On a conjecture by D. Ž. D̄okovic

It is shown that if $\text{A?Ω}{}_{\mathrm{n}}\text{?{J}{}_{\mathrm{n}}\text{}}$ satisfies

$\text{nkσ}{}_{\mathrm{k}}\text{(A)?(n?k+1)}{}^2\text{σ}{}_{\mathrm{k?1}}\text{(A)}$

$\text{(k=1,2,…,n)}$

, where σ_k(A) denotes the sum of all kth order subpermanent of A, then Per[λJ_n+(1?λ)A] is strictly decreasing in the interval 0<λ<1.     

How often is a polygon bounded by three sides?

LetL _n be the set of lines (no two parallel) determining ann-sided bounded faceF in the Euclidean plane. We show that the number,f(L _n), of triples fromL _n that determine a triangle containingF satisfies and these bounds are best. This result is generalized tod-dimensional Euclidean space (without the claim that the upper bound is attainable).     

An infinite-server queue influenced by a semi-Markovian environment

We consider an infinite-server queue, where the arrival and service rates are both governed by a semi-Markov process that is independent of all other aspects of the queue. In particular, we derive a system of equations that are satisfied by various “parts” of the generating function of the steady-state queue-length, while assuming that all arrivals bring an amount of work to the system that is either Erlang or hyperexponentially distributed. These equations are then used to show how to derive all moments of the steady-state queue-length. We then conclude by showing how these results can be slightly extended, and used, along with a transient version of Little’s law, to generate rigorous approximations of the steady-state queue-length in the case that the amount of work brought by a given arrival is of an arbitrary distribution.      

Peng’s maximum principle for a stochastic control problem driven by a fractional and a standard Brownian motion

We study a stochastic control system involving both a standard and a fractional Brownian motion with Hurst parameter less than 1/2. We apply an anticipative Girsanov transformation to transform the system into another one, driven only by the standard Brownian motion with coefficients depending on both the fractional Brownian motion and the standard Brownian motion. We derive a maximum principle and the associated stochastic variational inequality, which both are generalizations of the classical case.