共查询到20条相似文献,搜索用时 15 毫秒
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LiXin Zhang 《中国科学 数学(英文版)》2016,59(12):2503-2526
Kolmogorov’s exponential inequalities are basic tools for studying the strong limit theorems such as the classical laws of the iterated logarithm for both independent and dependent random variables. This paper establishes the Kolmogorov type exponential inequalities of the partial sums of independent random variables as well as negatively dependent random variables under the sub-linear expectations. As applications of the exponential inequalities, the laws of the iterated logarithm in the sense of non-additive capacities are proved for independent or negatively dependent identically distributed random variables with finite second order moments. For deriving a lower bound of an exponential inequality, a central limit theorem is also proved under the sub-linear expectation for random variables with only finite variances. 相似文献
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In the classic bivariate compound Poisson
models, the numbers of claims are assumed to be correlated through a
common Poisson distribution, while the claim sizes are independent.
In this paper, we assume that both the numbers of claims and claim
sizes are positively dependent through the stochastic ordering.
Through comparing, we find that the condition of positive dependence
through the stochastic ordering is weaker than correlating
through a common Poisson distribution. In fact, the assumption of
positive dependence through the stochastic ordering is weaker than
independence, comonotonicity, conditionally stochastically
increasing et al.. With the positively dependent risks through the
stochastic ordering, we get the optimal reinsurance strategy. In
addition, with the mixed two-dimensional and stochastic-dimensional
dependent risks, we give the explicit expressions of retention
vector under the criterion of minimizing the variance of the total
retained loss and maximizing the quadratic utility, which partially
solves the problem, proposed by Cai and Wei (2012a), of getting such
expressions with multi-dimensional dependent risks. 相似文献
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《Stochastic Processes and their Applications》2020,130(9):5394-5425
This article considers multivariate linear processes whose components are either short- or long-range dependent. The functional central limit theorems for the sample mean and the sample autocovariances for these processes are investigated, paying special attention to the mixed cases of short- and long-range dependent series. The resulting limit processes can involve multivariate Brownian motion marginals, operator fractional Brownian motions and matrix-valued versions of the so-called Rosenblatt process. 相似文献
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Maksat Ashyraliyev 《Numerical Functional Analysis & Optimization》2013,34(7-8):750-769
In this paper, the initial-value problem for integral-differential equation of the hyperbolic type in a Hilbert space H is considered. The unique solvability of this problem is established. The stability estimates for the solution of this problem are obtained. The difference scheme approximately solving this problem is presented. The stability estimates for the solution of this difference scheme are obtained. In applications, the stability estimates for the solutions of the nonlocal boundary problem for one-dimensional integral-differential equation of the hyperbolic type with two dependent limits and of the local boundary problem for multidimensional integral-differential equation of the hyperbolic type with two dependent limits are obtained. The difference schemes for solving these two problems are presented. The stability estimates for the solutions of these difference schemes are obtained. 相似文献
7.
可拓学中关联函数的构造及零界的确定 总被引:5,自引:0,他引:5
陈薇 《数学的实践与认识》2009,39(4)
可拓学的核心是通过可拓变换使矛盾问题转化,而其定量化工具之一是关联函数,针对某些工程计算盲目套用关联函数问题和零界概念的误解,指出了错误所在并予以纠正. 相似文献
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常息力更新场合有限时间破产概率对负相依索赔额的不敏感性 总被引:1,自引:0,他引:1
江涛 《高校应用数学学报(A辑)》2009,24(4)
设索赔来到过程为具有常数利息力度的更新风险模型.在索赔额分布为负相依的次指数分布假定下,建立了有限时间破产概率的一个渐近等价公式.所得结果显示,在独立同分布索赔额情形,有限时间破产概率的有关渐近等价公式,在负相依场合依然成立.这表明有限时间破产概率对于索赔额的负相依结构是不敏感的. 相似文献
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《Optimization》2012,61(3-4):251-265
Catastrophes produce losses highly correlated in space and time, which break the law of large numbers. We derive the insurability of dependent catastrophic risks by calculating conditions that would aid insurers in deliberate selection of their portfolios. This paper outlines the general structure of a basic stochastic optimization model. Connections between the probability of ruin and nonsmooth risk functions, as well as adaptive Monte Carlo optimization procedures and path dependent laws of large numbers, are discussed 相似文献
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Partha Guha A. Ghose Choudhury Barun Khanra 《Communications in Nonlinear Science & Numerical Simulation》2012,17(11):4053-4063
We introduce a new transformation (nonlocal) to find the general solutions of some equations belonging to the third and fourth-order time dependent Riccati class of equations. These are in turn related to the Chazy polynomial class and the time dependent F-XVI Bureau symbol PI equations respectively. 相似文献
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Ozkan Guner 《Mathematical Methods in the Applied Sciences》2016,39(18):5233-5241
In this paper, we consider a variable coefficient Calogero–Degasperis equation, a variable coefficient potential Kadomstev–Petviashvili equation and the generalized (3+1)‐dimensional variable coefficient Kadomtsev–Petviashvili equation with time‐dependent coefficients. Shock wave solutions for the considered models are obtained by using ansatz method in the form of tanhp function. The physical parameters in the soliton solutions are obtained as functions of the dependent coefficients. Copyright © 2016 John Wiley & Sons, Ltd. 相似文献
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The deformation in polycrystals is often heterogenous, e.g. due to grain size dependent hardening. In a semi-analytical representative volume element (RVE), a log-normal distributed grain size is assumed together with a grain size dependent local plastic behavior. The numerical results are well approximated by a simple analytical expression. The effect of the homogenization comparison stiffness on the transient behaviour is explained using a simplified localization equation. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim) 相似文献
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T. P. Hutchinson 《International Journal of Mathematical Education in Science & Technology》2013,44(4):531-537
Whether or not there is an interaction between two factors in their effects on a dependent variable is often a central question. This paper proposes a general mechanism by which an interaction may arise: (a) the two factors are the same thing — or, at least, have a dimension in common — in the sense that it is meaningful to add (or subtract) them; (b) the sum of them (or the difference between them) is what determines the dependent variable; and (c) the relation between the sum (or difference) and the dependent variable is nonlinear. For example, if several factors contribute to arousal in an additive manner, and the relationship of performance score to arousal is inverted-U, the factors will appear to interact in their joint effect on performance. Psychological, medical, and other scientists are likely to be unfamiliar with the (nonlinear) equations used to express this type of theory. Consequently, the task of promoting and interpreting such ideas will fall to the mathematician and statistician. 相似文献
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Mohammedi R. Abdel-Aziz Salah M. El-Sayed 《Applied mathematics and computation》1999,100(2-3):103-110
This paper presents and discusses the first order sensitivity of the largest eigenvalue functions of eigensystems. The analysis is based on investigating the entries of the matrices associated with the finite element formulations. These entries are continuously differentiable functions, but the dependent eigenvalue functions may be continuous nondifferentiable. The main emphasis of this contribution is the derivation and the investigation of this analysis under the assumption that the generalized dependent eigenvalue functions are continuous nondifferentiable. 相似文献
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Unique solvability for the density‐dependent non‐Newtonian compressible fluids with vacuum 下载免费PDF全文
The paper is devoted to the existence and uniqueness of local solutions for the density‐dependent non‐Newtonian compressible fluids with vacuum in one‐dimensional bounded intervals. The important points in this paper are that the initial density may vanish in an open subset and the viscosity coefficient is nonlinearly dependent of density and shear rate. 相似文献
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Gutti Jogesh Babu Eugenijus Manstavičius 《Annals of the Institute of Statistical Mathematics》2002,54(3):607-620
The Ewens sampling formula in population genetics can be viewed as a probability measure on the group of permutations of a finite set of integers. Functional limit theory for processes defined through partial sums of dependent variables with respect to the Ewens sampling formula is developed. Techniques from probabilistic number theory are used to establish necessary and sufficient conditions for weak convergence of the associated dependent process to a process with independent increments. Not many results on the necessity part are known in the literature. 相似文献
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Ulrich Berger 《Applied Categorical Structures》1999,7(1-2):3-30
We study a semantics of dependent types and universe operators based on parametrized domains with totality. The main results are generalizations of the Kleene–Kreisel density theorem for the continuous functionals. This continues work of E. Palmgren and V. Stoltenberg-Hansen on the domain interpretation of dependent types, and of D. Normann on universes of wellfounded types with density. 相似文献
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Under integrability conditions on distribution dependent coefficients, existence and uniqueness are proved for distribution dependent SDEs with non-degenerate noise. When the coefficients are Dini continuous in the space variable, gradient estimates and Harnack type inequalities are derived. These generalize the corresponding results derived for classical SDEs, and are new in the distribution dependent setting. 相似文献
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The influence of temperature dependent viscosity and thermal conductivity on the transient Couette flow with heat transfer is studied. An external uniform magnetic field is applied perpendicular to the parallel plates and the Hall effect is taken into consideration. The fluid is acted upon by a constant pressure gradient. The two plates are kept at two constant but different temperatures and the viscous and Joule dissipations are considered in the energy equation. A numerical solution for the governing non-linear equations of motion and the energy equation is obtained. The effect of the Hall term and the temperature dependent viscosity and thermal conductivity on both the velocity and temperature distributions is examined. 相似文献
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Daoud S. Daoud Ipek Caltinoglu 《Journal of Mathematical Analysis and Applications》2007,333(2):1153-1164
We are interested in solving time dependent problems using domain decomposition methods. In the classical approach, one discretizes first the time dimension and then one solves a sequence of steady problems by a domain decomposition method. In this article, we treat directly the time dependent problem and we study a Schwarz waveform relaxation algorithm for the convection diffusion equation. We study the convergence of the overlapping Schwarz waveform relaxation method for solving the reaction-diffusion equation over multi-overlapped subdomains. Also we will show that the method converges linearly and superlinearly over long and short time intervals, and the convergence depends on the size of overlap. Numerical results are presented from solutions of a specific model problems to demonstrate the convergence, linear and superlinear, and the role of the overlap size. 相似文献