关于ρ-混合随机变量序列的不变原理的注记

本文在∑p(2~n)<∞条件下,证明了平方可积混ρ-合随机变量序列弱不变原理成立,从而回答了Peligrad在综合性文章中提出的一个问题。     

参数优化的最优性及在控制问题中的一个应用

在Banach空间中,给出了含参数的单值映射的不变类凸,拟不变类凸和伪不变类凸的概念.在这类较弱凸性条件下,提出了参数优化问题弱有效解的几个最优性充分条件.作为应用,研究了一类状态约束最优控制问题的弱最优控制.     

D-E-半预不变真拟凸映射与向量优化

提出了一类新的向量值映射-D-E-半预不变真拟凸映射,它是D-半预不变真拟凸映射和D-E-预不变真拟凸映射的真推广.首先,举例验证了D-E半预不变真拟凸映射的存在性;其次,说明了D-E-半预不变真拟凸映射的水平集是E-半不变凸集,讨论了D-E-严格半预不变真拟凸映射和D-E-半严格半预不变真拟凸映射的关系;再次,在D-E-半严格(严格)半预不变真拟凸性下,得出了向量优化问题的E-局部有效解为E-全局有效解,E-局部弱有效解为E-全局弱有效解,并举例验证了所得结果;最后,在D-E-严格半预不变真拟凸性下,建立了向量优化问题的E-全局弱有效解和E-局部弱有效解的唯一性刻画.     

弱双曲覆盖映射的单一化结构稳定性

本文引入了弱双曲不变集的定义，给出弱双曲不变集的一些性质，并证明了弱双曲覆盖映射是单一化结构稳定的．     

D-η-半预不变真拟凸多目标优化的最优性刻画

首先,举例验证了三种D-η-半预不变真拟凸映射的存在性;然后,在D-η-半严格(严格)半预不变真拟凸性下,得出了多目标优化问题的局部有效解为全局有效解,局部弱有效解为全局弱有效解,并举例验证了所得结果;最后,在D-η-严格半预不变真拟凸性下,建立了多目标优化问题的全局弱有效解和局部弱有效解的唯一性的刻画。     

D-η-半预不变真拟凸多目标优化的最优性刻画

首先,举例验证了三种D-η-半预不变真拟凸映射的存在性;然后,在D-η-半严格(严格)半预不变真拟凸性下,得出了多目标优化问题的局部有效解为全局有效解,局部弱有效解为全局弱有效解,并举例验证了所得结果;最后,在D-η-严格半预不变真拟凸性下,建立了多目标优化问题的全局弱有效解和局部弱有效解的唯一性的刻画。     

时滞合作捕食模型的随机动力学分析

本文主要研究了一种带有时滞的三物种模型,其中一个物种以另外两个合作的物种为食物.首先,利用比较原理和随机分析理论,建立了平稳分布的准则;其次,利用初值的假设和比较原理,给出了物种的生存性或者灭绝性的充分条件;最后,结合矩阵理论,得到了解的分布平稳,且弱收敛到唯一的一个遍历不变分布.     

向量值映射D-η-预不变真拟凸的性质

引入了向量值映射的D-η- 预不变真拟凸等概念,在下D-半连续和上D-半连续条件下分别得到了向量值映射的D-η- 预不变真拟凸的等价命题,并讨论了向量值映射的D-η- 预不变真拟凸、D-η- 严格预不变真拟凸、D-η- 半严格预不变真拟凸的关系,证明了在一定条件下,向量优化问题(VP)的局部弱有效解一定是(VP)的全局弱有效解,这些结果推广了前人所得的相应结果。     

关于集值优化问题的若干结果

引入了集值集值C-τ-半预不变凸概念，证明了集值集值C-τ-半预不变凸优化问题的局部弱有效元是弱有效元，给出了集值预不变凸变分不等式作为集值C-τ-半预不变凸优化问题的充分条件和必要条件，这些结果推广了文[1-4]的相应结果。     

非凸不可微多目标规划的Mond－Weir型对偶性

本文对不可微多目标规划在伪不变凸和拟不变凸时给出了弱有效解和有效解的Ｍｏｎｄ－Ｗｅｉｒ型对偶理论．     

Weighted Invariance Principle for Banach Space-Valued Random Variables

A weighted weak invariance principle for nonseparable Banach space-valued functions is described via asymptotic behavior of a weighted Wiener process. It is proved that, unlike the usual weak invariance principle, the weighted variant cannot be characterized via validity of a central limit theorem in a Banach space. A strong invariance principle is introduced in the present context and used to prove the weighted weak invariance principle that we seek herewith. The result then is applied to empirical processes.     

Comparison of quenched and annealed invariance principles for random conductance model

We show that there exists an ergodic conductance environment such that the weak (annealed) invariance principle holds for the corresponding continuous time random walk but the quenched invariance principle does not hold.     

Invariance principles for iterated maps that contract on average

We consider iterated function schemes that contract on average. Using a transfer operator approach, we prove a version of the almost sure invariance principle. This allows the system to be modelled by a Brownian motion, up to some error term. It follows that many classical statistical properties hold for such systems, such as the weak invariance principle and the law of the iterated logarithm.

     

Asymptotic results for the empirical process of stationary sequences

We prove a strong invariance principle for the two-parameter empirical process of stationary sequences under a new weak dependence assumption. We give several applications of our results.     

Parallel and bootstrapped stochastic approximation

Parallelization of stochastic approximation procedures can reduce computation and total observation time of a system. Concerning the number of all observations used by the pure sequential and the suggested parallel method a weak invariance principle implies the asymptotic equivalence of both methods. A loglog invariance principle and a rate of a.s. convergence result describe the pathwise properties. Due to the parallel design asymptotic confidence regions can readily be constructed either by computing the bootstrap distribution or the Gaussian limit distribution determined by the empirical covariance     

A weak invariance principle for self-normalized products of sums of mixing sequences

Let variables in the {X, Xn, n ≥ 1} be a sequence of strictly stationary φ-mixing positive random domain of attraction of the normal law. Under some suitable conditions the principle for self-normalized products of partial sums is obtained.     

Weak invariance principle in some Besov spaces for stationary martingale differences

We extend the classical Donsker weak invariance principle to some Besov space framework. We consider polygonal line processes built from partial sums of stationary martingale differences and of independent and identically distributed random variables. The results obtained are shown to be optimal.     

Strong approximation of partial sums under dependence conditions with application to dynamical systems

In this paper, we obtain precise rates of convergence in the strong invariance principle for stationary sequences of real-valued random variables satisfying weak dependence conditions including strong mixing in the sense of Rosenblatt (1956) [30] as a special case. Applications to unbounded functions of intermittent maps are given.     

The invariance principle for ϕ-mixing sequences

Summary In this paper we investigate the invariance principle for -mixing sequences, satisfying restrictions on the variances which are a weak form of stationarity. No mixing rate is assumed. For -mixing strictly stationary sequences we give a necessary and sufficient condition for the invariance principle.     

Extremal point processes and intermediate quantile functions

Summary We prove an invariance principle in probability for planar point processes associated with extremal processes. The underlying sequence of random variables is absolutely regular, and satisfies a local asymptotic independence condition. A strong approximation for triangular arrays of such point processes is also stated. We apply these results to the weak convergence of intermediate quantile functions.