关于Banach空间中凸泛函的广义次梯度不等式

本文在前人^[1,2]的基础之上，以凸泛函的次梯度不等式为工具，将Jensen不等式推广到Banach空间中的凸泛函，导出了Banach空间中的Bochner积分型的广义Jensen不等式，给出其在Banach空间概率论中某些应用，从而推广了文献[3—6]的工作．     

Characterization of the D w -Laguerre-Hahn Functionals

We give some characterization theorems for the D w -Laguerre-Hahn linear functionals and we extend the concept of the class of the usual Laguerre-Hahn functionals to the D w -Laguerre-Hahn functionals, recovering the classic results when w tends to zero. Moreover, we show that some transformations carried out on the D w -Laguerre-Hahn linear functionals lead to new D w -Laguerre-Hahn linear functionals. Finally, we analyze the class of the resulting functionals and we give some applications relative to the first associated Charlier, Meixner, Krawtchouk and Hahn orthogonal polynomials.     

THE EXTENSION THEOREM OF-LINEAR RANDOM FUNCTIONALS AND ITS APPLICATIONS

The extension theorem for linear random functionals in linear apaces is proved. And the representation theorem for bounded linear random functionals and the continuous linear random functionals are studied     

Exploring functional CLT confidence intervals for a population mean in the domain of attraction of the normal law

We take a Student process that is based on independent copies of a random variable \({X}\) and has trajectories in the function space \({D}\)[0, 1]. As a consequence of a functional central limit theorem (FCLT) for this process, with \({X}\) in the domain of attraction of the normal law, we consider convergence in distribution of five functionals of this process and derive respective asymptotic confidence intervals for the mean of \({X}\). We conclude that the obtained intervals have higher finite-sample coverage probabilities, or shorter expected lengths, than those of a classical asymptotic confidence interval, \({I_0}\), that follows simply from the asymptotic normality of the Student \({t}\)-statistic. Thus, the five FCLT based intervals may present reasonable alternatives to \({I_0}\).     

Nondifferentiable optimization via smooth approximation: General analytical approach

In this paper we present a method for nondifferentiable optimization, based on smoothed functionals which preserve such useful properties of the original function as convexity and continuous differentiability. We show that smoothed functionals are convenient for implementation on computers. We also show how some earlier results in nondifferentiable optimization based on smoothing-out of kink points can be fitted into the framework of smoothed functionals. We obtain polynomial approximations of any order from smoothed functionals with kernels given by Beta distributions. Applications of smoothed functionals to optimization of min-max and other problems are also discussed.     

The extensional ordering of the sequential functionals

We investigate the extensional ordering of the sequential functionals of finite types, with a focus on when the sequential functionals of a given type form a directed complete partial ordering, and on when a finite sequential functional will be the nontrivial least upper bound of an infinite chain of sequential functionals. We offer a full characterization for finite functionals of pure types.     

On semiclassical linear functionals of class s=2: classification and integral representations

In this paper, we obtain all the semiclassical linear functionals of class two taking into account the irreducible expression of the corresponding Pearson equation. We focus our attention in their integral representations. Thus, some linear functionals very well known in the literature, associated with perturbations of classical linear functionals, as well as new linear functionals appear which have not been studied as far as we know.     

Semi-classical linear functionals of class three: the symmetric case

In this paper, we obtain all the symmetric semi-classical linear functionals of class three taking into account the irreducible expression of the corresponding Pearson equation. We focus our attention on their integral representations. Thus, some linear functionals very well known in the literature, associated with perturbations of semi-classical linear functionals of class one at most, appear as well as new linear functionals which have not been studied.     

Integral-type functionals of first hitting times for continuous-time Markov chains

We investigate integral-type functionals of the first hitting times for continuous-time Markov chains. Recursive formulas and drift conditions for calculating or bounding integral-type functionals are obtained. The connection between the subexponential integral-type functionals and the subexponential ergodicity is established. Moreover, these results are applied to the birth-death processes. Polynomial integral-type functionals and polynomial ergodicity are studied, and a sufficient criterion for a central limit theorem is also presented.     

Tractability of Tensor Product Linear Operators

This paper deals with the worst case setting for approximating multivariate tensor product linear operators defined over Hilbert spaces. Approximations are obtained by using a number of linear functionals from a given class of information. We consider the three classes of information: the class of all linear functionals, the Fourier class of inner products with respect to given orthonormal elements, and the standard class of function values. We wish to determine which problems are tractable and which are strongly tractable. The complete analysis is provided for approximating operators of rank two or more. The problem of approximating linear functionals is fully analyzed in the first two classes of information. For the third class of standard information we show that the possibilities are very rich. We prove that tractability of linear functionals depends on the given space of functions. For some spaces all nontrivial normed linear functionals are intractable, whereas for other spaces all linear functionals are tractable. In “typical” function spaces, some linear functionals are tractable and some others are not.     

Riemannian convexity of functionals

This paper extends the Riemannian convexity concept to action functionals defined by multiple integrals associated to Lagrangian differential forms on first order jet bundles. The main results of this paper are based on the geodesic deformations theory and their impact on functionals in Riemannian setting. They include the basic properties of Riemannian convex functionals, the Riemannian convexity of functionals associated to differential m-forms or to Lagrangians of class C ¹ respectively C ², the generalization to invexity and geometric meaningful convex functionals. Riemannian convexity of functionals is the central ingredient for global optimization. We illustrate the novel features of this theory, as well as its versatility, by introducing new definitions, theorems and algorithms that bear upon the currently active subject of functionals in variational calculus and optimal control. In fact so deep rooted is the convexity notion that nonconvex problems are tackled by devising appropriate convex approximations.     

A nonsmooth approach to nonexpected utility theory under risk

We consider concave and Lipschitz continuous preference functionals over monetary lotteries. We show that they possess an envelope representation, as the minimum of a bounded family of continuous vN-M preference functionals. This allows us to use an envelope theorem to show that results from local utility analysis still hold in our setting, without any further differentiability assumptions on the preference functionals. Finally, we provide an axiomatisation of a class of concave preference functionals that are Lipschitz.     

A nonsmooth approach to nonexpected utility theory under risk

We consider concave and Lipschitz continuous preference functionals over monetary lotteries. We show that they possess an envelope representation, as the minimum of a bounded family of continuous vN-M preference functionals. This allows us to use an envelope theorem to show that results from local utility analysis still hold in our setting, without any further differentiability assumptions on the preference functionals. Finally, we provide an axiomatisation of a class of concave preference functionals that are Lipschitz.     

Integral transform and convolution of analytic functionals on abstract Wiener space

Yeh defined a convolution of functionals on classical Wiener space and investigated the relationship between the Fourier-Wiener transforms of functionals in certain classes and the Fourier-Wiener transform of their convolution. Yoo extended Yeh's results to abstract Wiener space. In this paper, we introduce the intergal transform and convolution of analytic functionals on abstract Wiener space. And we establish the relationship between the integral transforms of exponential type of analytic functionals and the integral transform of theor convolution. Also we obtain Parseval's and Plancherel's relations for those functionals from this relationship. The main results of Yeh and Yoo then follow from our results as corollaries.     

B -值白噪声广义泛函的解析刻画

Banach空间值白噪声广义泛函是一类重要的向量值白噪声广义泛函. 该文建立了Banach空间值白噪声广义泛函的一个解析刻画定理, 并给出了此结果的若干应用.     

Construction and properties of quasi-linear functionals

Quasi-linear functionals are shown to be uniformly continuous and decomposable into a difference of two quasi-integrals. A predual space for the quasi-linear functionals inducing the weak*-topology is given. General constructions of quasi-linear functionals by solid set-functions and q-functions are given.

     

Generalized Willmore functionals and related variational problems

The purpose of this paper is to study the conformally invariant functionals of hypersurfaces in a Riemannian manifold and variational problems related to these functionals. A class of conformal invariants is presented and the variational problem related to this class of conformally invariant functionals is studied.     

On the number of bounded positive solutions of the exterior elliptic boundary value problems

Positive linear functionals on a ¹-algebra are studied. The first purpose of this paper is to investigate the classification of semibounded abelian positive linear functionals. The second purpose is to study the integral representation of positive linear functionals.     

Polynomial perturbations of bilinear functionals and Hessenberg matrices

This paper deals with symmetric and non-symmetric polynomial perturbations of symmetric quasi-definite bilinear functionals. We establish a relation between the Hessenberg matrices associated with the initial and the perturbed functionals using LU and QR factorizations. Moreover we give an explicit algebraic relation between the sequences of orthogonal polynomials associated with both functionals.