共查询到20条相似文献,搜索用时 31 毫秒
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Kluppelberg[1], Asmussen 等[2] 研究了增量有有限负均值的随机游动上确界的密度的渐近性. 该文则在 Denisov 等[3], 程东亚和王岳宝[4]的基础上, 进一步研究了增量均值为负无穷的随机游动上确界的密度的渐近性. 最后, 为了说明常见重尾分布大多满足上述结果的条件, 该文给出了一些分布族的性质. 相似文献
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在Asmussen,Foss and Korshunov(J.Theoretical Probab.,2003,16(2):489-518)的基础上,讨论了支撑在(-∞,∞)上的不同分布的卷积的封闭性及带上述不同分布增量的局部渐近性.上述分布包括了常见的轻尾分布和重尾分布. 相似文献
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本文考虑随机加权和及其最大值尾概率的渐近性,其中增量{X_i,i≥1}为一列独立同分布的实值随机变量,权重{θ_i,i≥1}为另一列非负的随机变量,并且两列随机变量满足某种相依结构.在增量的共同分布F属于控制变换分布族的条件下,我们得到了随机加权和及其最大值尾概率的弱渐近等价估计.特别地,当F属于一致变换分布族时,得到了渐近等价估计.最后,我们将该结果应用于破产概率的渐近估计. 相似文献
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定义了一类新的重尾分布族し*(m),并研究了该分布族的若干性质,讨论了在该类分布族下的(非标准)随机游动{Sn}的尾概率的渐近性质,并给出了在风险理论中的应用. 相似文献
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Robert S. Strichartz 《Journal of Fourier Analysis and Applications》2012,18(3):626-659
We discuss two heuristic ideas concerning the spectrum of a Laplacian, and we give theorems and conjectures from the realms of manifolds, graphs and fractals that validate these heuristics. The first heuristic concerns Laplacians that do not have discrete spectra: here we discuss the notion of ??spectral mass?? closely related to the ??integrated density of states??, an average of the diagonal of the kernel of the spectral projection operator, and show that this can serve as a substitute for the eigenvalue counting function. The second heuristic is an ??asymptotic splitting law?? that describes the proportions of the spectrum that transforms according to the irreducible representations of a finite group that acts as a symmetry group of the Laplacian. For this to be valid we require the existence of a fundamental domain with relatively small boundary. We also give a version in the case that the symmetry group is a compact Lie group. Many of our results are reformulations of known results, and some are merely conjectures, but there is something to be gained by looking at them together with a unified perspective. 相似文献
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We prove that the ground state energy of an atom confined to two dimensions with an infinitely heavy nucleus of charge Z > 0 and N quantum electrons of charge −1 is
E(N,Z)=-\frac12Z2ln Z+(ETF(l)+\frac12cH)Z2+o(Z2){E(N,Z)=-\frac{1}{2}Z^2{\rm ln} Z+(E^{\rm TF}(\lambda)+\frac{1}{2}c^{\rm H})Z^2+o(Z^2)} when Z → ∞ and N/Z → λ, where E
TF(λ) is given by a Thomas–Fermi type variational problem and c
H ≈ −2.2339 is an explicit constant. We also show that the radius of a two-dimensional neutral atom is unbounded when Z → ∞, which is contrary to the expected behavior of three-dimensional atoms. 相似文献
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In this paper we discuss the asymptotic behaviour of random contractions X=RS, where R, with distribution function F, is a positive random variable independent of S∈(0,1). Random contractions appear naturally in insurance and finance. Our principal contribution is the derivation of the tail asymptotics of X assuming that F is in the max-domain of attraction of an extreme value distribution and the distribution function of S satisfies a regular variation property. We apply our result to derive the asymptotics of the probability of ruin for a particular discrete-time risk model. Further we quantify in our asymptotic setting the effect of the random scaling on the Conditional Tail Expectations, risk aggregation, and derive the joint asymptotic distribution of linear combinations of random contractions. 相似文献
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Yoshihiko Matsumoto 《Journal of Geometric Analysis》2014,24(4):2135-2185
We study the boundary asymptotics of ACH metrics which are formally Einstein. In terms of the partially integrable almost CR structure induced on the boundary at infinity, existence and uniqueness of such formal asymptotic expansions are studied. It is shown that there always exist formal solutions to the Einstein equation if we allow logarithmic terms, and that a local CR-invariant tensor arises as the obstruction to the existence of a log-free solution. Some properties of this new CR invariant, the CR obstruction tensor, are discussed. 相似文献
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In this paper, we are interested in the asymptotic size of the rows and columns of a random Young diagram under a natural deformation of the Plancherel measure coming from Hecke algebras. The first lines of such diagrams are typically of order n, so it does not fit in the context of the work of Biane (Int Math Res Notices 4:179–192, 2001) and ?niady (Probab. Theory Relat Fields 136:263–297, 2006). Using the theory of polynomial functions on Young diagrams of Kerov and Olshanski, we are able to compute explicitly the first- and second-order asymptotics of the length of the first rows. Our method also works for other measures, for example those coming from Schur–Weyl representations. 相似文献
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An adaptive wavelet-based method is proposed for solving TV(total variation)–Allen–Cahn type models for multi-phase image segmentation. The adaptive algorithm integrates (i) grid adaptation based on a threshold of the sparse wavelet representation of the locally-structured solution; and (ii) effective finite difference on irregular stencils. The compactly supported interpolating-type wavelets enjoy very fast wavelet transforms, and act as a piecewise constant function filter. These lead to fairly sparse computational grids, and relax the stiffness of the nonlinear PDEs. Equipped with this algorithm, the proposed sharp interface model becomes very effective for multi-phase image segmentation. This method is also applied to image restoration and similar advantages are observed. 相似文献