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1.
王启华  荆炳义 《中国科学A辑》1999,29(12):1071-1078
研究观察数据被随机右删失时 ,参数分布族的局部渐近正态与渐近极小极大有效 .建立局部渐近正态成立的充分条件 ,给出渐近极小极大风险的下界以及达到该下界的充分必要条件 ,并证明随机删失下参数极大似然估计的渐近极小极大有效.  相似文献   

2.
考虑Y=f(X,β_0) g(T) ε,f(.,.) 为一定义在R~(b_1)×R~p上的已知函数,g(.)是一未知函数β_0是一p×1待估向量。本文综述了关于β_0估计的渐近正态性,渐近正态意义下有效性,二阶渐近有效性,Bahadur渐近有效性等方面已取得结果。  相似文献   

3.
本文提出一种新的稳定性概念,即弱指数渐近稳定,并给出两个关于弱指数渐近稳定的判别定理和一个较广泛的指数渐近稳定判别结果.从而使得许多具有一致渐近稳定性的解的趋零速度,得到了一种估计.文中还深入地揭露了一致渐近稳定性和弱指数渐近稳定性之间的内在联系以及弱指数渐近稳定性和指数渐近稳定性的关系.  相似文献   

4.
本文利用组合分析中的循环指示表示方法,找到了Sheffer型多项式的渐近展开公式及余项估计,文末讨论了所得渐近公式的运用范围,  相似文献   

5.
该文引入了渐近θ-概周期随机过程的概念,并在算子半群理论框架下研究了一类带有渐近概周期系数的无穷维随机微分方程,利用随机分析理论建立了此类随机微分方程渐近θ-概周期解的存在性.此外该文还引入了依路径分布渐近概周期过程的概念,并证明了上述渐近θ-概周期解还是依路径分布渐近概周期的.值得注意的是,在早期的研究结果中,建立的均是更弱的一维分布渐近概周期解的存在性.  相似文献   

6.
本文主要讨论多组样本下GL-统计量的渐近分布,这里我们使用了Gateaut微分逼近方法,在多组i.i.d.样本下,给出了GL-统计量的渐近正态分布的一组条件,从而拓广了i.i.d样本下GL-统计量的渐近正态分布的性质[1]。  相似文献   

7.
本文在实 Hilbert空间中讨论了渐近殆非扩张曲线的渐近性态及遍历定理 .作为应用 ,给出了非凸闭集上非 Lipschitzian半群的渐近性态及遍历定理  相似文献   

8.
引入了Hilbert空间中一类新的渐近几乎非扩张曲线,并讨论了这类新的渐近几乎非扩张曲线的渐近行为与遍历性,进一步,作为应用,得到了Hilbert空间中非Lipschitz映象的非线性算子族的渐近行为与遍历性方面的结果。  相似文献   

9.
本文讨论形如u′(t)∈A(t)u(t)+g(t),u(s)=x0,x0∈D(A(s))发展方程解的渐近性态。文中引进了发展方程积分解u(t)渐近指数稳定及渐近稳定概念,给出了积分解u(t)渐近稳定和渐近指数稳定的几个充分条件。  相似文献   

10.
李建奎 《数学研究》1997,30(2):151-156
研究了算子子空间的渐近自反性问题,渐近自反子空间的遗传斯近自反性以及某些单个算子的渐近自反性.我们也讨论了投影网类的浙近自反性。  相似文献   

11.
This paper considers a homotopy perturbation method for approximating multivariate vector-value highly oscillatory integrals. The asymptotic formulae of the integrals and the asymptotic order of the asymptotic method are presented. Numerical examples show the efficiency of the approximation method.  相似文献   

12.
高小燕 《大学数学》2013,29(1):38-42
研究了一类非齐次马氏链———渐近循环马氏链泛函的强大数定律,首先引出了渐近循环马氏链的概念,然后给出了若干引理.利用了渐近循环马氏链关于状态序偶出现频率的强大数定理给出并证明了关于渐近循环马氏链泛函的强大数定律,所得定理作为推论可得到已有的结果.  相似文献   

13.
The estimation of arbitrary number of parameters in linear stochastic differential equation (SDE) is investigated. The local asymptotic normality (LAN) of families of distributions corresponding to this SDE is established and the asymptotic efficiency of the maximum likelihood estimator (MLE) is obtained for the wide class of loss functions with polynomial majorants. As an example a single-degree of freedom mechanical system is considered. The results generalize [8], where all elements of the drift matrix are estimated and the asymptotic efficiency is proved only for the bounded loss functions. Received: 12 March 1997 / Revised version: 22 June 1998  相似文献   

14.
We consider a jump-type Cox–Ingersoll–Ross (CIR) process driven by a standard Wiener process and a subordinator, and we study asymptotic properties of the maximum likelihood estimator (MLE) for its growth rate. We distinguish three cases: subcritical, critical and supercritical. In the subcritical case we prove weak consistency and asymptotic normality, and, under an additional moment assumption, strong consistency as well. In the supercritical case, we prove strong consistency and mixed normal (but non-normal) asymptotic behavior, while in the critical case, weak consistency and non-standard asymptotic behavior are described. We specialize our results to so-called basic affine jump–diffusions as well. Concerning the asymptotic behavior of the MLE in the supercritical case, we derive a stochastic representation of the limiting mixed normal distribution, where the almost sure limit of an appropriately scaled jump-type supercritical CIR process comes into play. This is a new phenomenon, compared to the critical case, where a diffusion-type critical CIR process plays a role.  相似文献   

15.
Summary. The numerical solution of differential equations on Lie groups by extrapolation methods is investigated. The main principles of extrapolation for ordinary differential equations are extended on the general case of differential equations in noncommutative Lie groups. An asymptotic expansion of the global error is given. A symmetric method is given and quadratic asymptotic expansion of the global error is proved. The theoretical results are verified by numerical experiments. Received September 27, 1999 / Revised version received February 14, 2000 / Published online April 5, 2001  相似文献   

16.
Summary. In this paper we analyse the existence of asymptotic expansions of the error of Galerkin methods with splines of arbitrary degree for the approximate solution of integral equations with logarithmic kernels. These expansions are obtained in terms of an interpolation operator and are useful for the application of Richardson extrapolation and for obtaining sharper error bounds. We also present and analyse a family of fully discrete spline Galerkin methods for the solution of the same equations. Following the analysis of Galerkin methods, we show the existence of asymptotic expansions of the error. Received May 18, 1995 / Revised version received April 11, 1996  相似文献   

17.
BOOTSTRAPPINGGENERALIZEDU-PROCESSESANDV-PROCESSESANDTHEIRAPPLICATIONSINPROJECTIONPURSUIT¥ZHANGDIXIN(张涤新)(DepartmentofStatisti...  相似文献   

18.
This paper addresses dynamic synchronization of two FitzHugh-Nagumo (FHN) systems coupled with gap junctions. All the states of the coupled chaotic system, treating either as single-input or two-input control system, are synchronized by stabilizing their error dynamics, using simplest and locally robust control laws. The local asymptotic stability, chosen by utilizing the local Lipschitz nonlinear property of the model to address additionally the non-failure of the achieved synchronization, is ensured by formulating the matrix inequalities on the basis of Lyapunov stability theory. In the presence of disturbances, it ensures the local uniform ultimate boundedness. Furthermore, the robustness of the proposed methods is ensured against bounded disturbances besides providing the upper bound on disturbances. To the best of our knowledge, this is the computationally simplest solution for synchronization of coupled FHN modeled systems along with unique advantages of less conservative local asymptotic stability of synchronization errors with robustness. Numerical simulations are carried out to successfully validate the proposed control strategies.  相似文献   

19.
In this article we prove new results concerning the long-time behavior of random fields that are solutions in some sense to a class of semilinear parabolic equations subjected to a homogeneous and multiplicative white noise. Our main results state that these random fields eventually homogeneize with respect to the spatial variable and finally converge to a non-random global attractor which consists of two spatially and temporally homogeneous asymptotic states. More precisely, we prove that the random fields either stabilize exponentially rapidly with probability one around one of the asymptotic states, or that they set out to oscillate between them. In the first case we can also determine exactly the corresponding Lyapunov exponents. In the second case we prove that the random fields are in fact recurrent in that they can reach every point between the two asymptotic states in a finite time with probability one. In both cases we also interpret our results in terms of stability properties of the global attractor and we provide estimates for the average time that the random fields spend in small neighborhoods of the asymptotic states. Our methods of proof rest upon the use of a suitable regularization of the Brownian motion along with a related Wong-Zaka? approximation procedure. Received: 8 April 1997/Revised version: 30 January 1998  相似文献   

20.
Summary This paper deals with a-posteriori error estimates for piecewise linear finite element approximations of elliptic problems. We analyze two estimators based on recovery operators for the gradient of the approximate solution. By using superconvergence results we prove their asymptotic exactness under regularity assumptions on the mesh and the solution.One of the estimators can be easily computed in terms of the jumps of the gradient of the finite element approximation. This estimator is equivalent to the error in the energy norm under rather general conditions. However, we show that for the asymptotic exactness, the regularity assumption on the mesh is not merely technical. While doing this, we analyze the relation between superconvergence and asymptotic exactness for some particular examples.  相似文献   

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