负相协随机变量非随机和的差的精确大偏差

In this paper,we study precise large deviation for the non-random difference sum from j=1 to n_1(t) X_(1j)-sum from j=1 to n_2(t) X_(2j),where sum from j=1 to n_1(t) X_(1j) is the non-random sum of {X_(1j),j≥1} which is a sequence of negatively associated random variables with common distribution F_1(x),and sum from j=1 to n_2(t) X_(2j) is the non-random sum of {X_(2j),j≥1} which is a sequence of independent and identically distributed random variables,n_1(t) and n_2(t) are two positive integer functions.Under some other mild conditions,we establish the following uniformly asymptotic relation lim t→∞ sup x≥r(n_1(t))~(p+1)|(P(∑~(n_1(t)_(j=1)X_(1j)-∑~(n_2(t)_(j=1)X_(2j)-(μ_1n_1(t)-μ_2n_2(t)x))/(n_1(t)F_1(x))-1|=0.     

解一般矩阵方程的GPBiCG(m,l)法

The generalized product bi-conjugate gradient(GPBiCG(m,l))method has been recently proposed as a hybrid variant of the GPBi CG and the Bi CGSTAB methods to solve the linear system Ax=b with non-symmetric coefficient matrix,and its attractive convergence behavior has been authenticated in many numerical experiments.By means of the Kronecker product and the vectorization operator,this paper aims to develop the GPBi CG(m,l)method to solve the general matrix equation■ and the general discrete-time periodic matrix equations■ which include the well-known Lyapunov,Stein,and Sylvester matrix equations that arise in a wide variety of applications in engineering,communications and scientific computations.The accuracy and efficiency of the extended GPBi CG(m,l)method assessed against some existing iterative methods are illustrated by several numerical experiments.     

非平稳高斯序列超过数点过程与部分和的联合渐近分布

设$\{X_{i}\}^{\infty}_{i=1}$是标准化非平稳高斯序列, $N_{n}$为$X_{1},X_{2},\cdots,X_{n}$对水平$\mu_{n}(x)$的超过数形成的点过程, $r_{ij}=\ep X_{i}X_{j}$, $S_{n}=\tsm_{i=1}^{n}X_{i}$. 在$r_{ij}$满足一定条件时, 本文得到了$N_{n}$与$S_{n}$的渐近独立性.     

由H\"{o}rmander向量场构成的抛物方程的 $W_{\ast}^{1,p}$ 正则性

设 $X_{1},\cdots ,X_{q}\ (q相似文献   

强耗散KDV型方程的指数吸引子

In this paper,we consider the strong dissipative KDV type equation on an unbounded domain R1.By applying the theory of decomposing operator and the method of constructing some compact operator in weighted space,the existence of exponential attractor in phase space H2（R1） is obtained.     

Extreme values of a portfolio of Gaussian processes and a trend

We consider the extreme values of a portfolio of independent continuous Gaussian processes ( ) which are asymptotically locally stationary, with expectations and variances , and a trend for some constants with . We derive the probability for , which may be interpreted as ruin probability. AMS 2000 Subject Classifications Primary—60G15, 62G32, 91B28     

多维风险模型中独立和的局部大偏差

In this paper, we study the case of independent sums in multi-risk model. Assume that there exist k types of variables. The ith are denoted by {Xij, j ≥ 1}, which are i.i.d.with common density function fi(x) ∈ OR and finite mean, i = 1,..., k. We investigate local large deviations for partial sums k i=1Sni= k i=1 nij=1Xij.     

On a certain exponential inequality for Gaussian processes

If X=(X _j ) _j=1 ^m is a zero-mean Gaussian stochastic process and $\sigma _{j}=\left( E{\big[} X_{j}^{2}{\big]} \right) ^{1/2},$ j=1,...,m, Tsirel’son (Theory Probab. Appl., 30, 820–828, 1985) and more explicitly Vitale (Ann. Probab., 24, 2172–2178, 1996 and A log-concavity proof for a Gaussian exponential bound. In: Hill, T.P., Houdré, C. (eds.) Advances in Stochastic Inequalities, Contemporary Mathematics, vol. 234, pp. 209–212. AMS, Providence, RI, 1999) applied results from Brunn–Minkowski theory to show that X satisfies the following inequality: $$ E\left[ \exp \left( \max_{1\leq j\leq m}{\bigg(}X_{j}-\frac{\sigma _{j}^{2}}{2} {\bigg)}\right) \right] \leq \exp \left( E\left[ \max_{1\leq j\leq m}X_{j}\right] \right). $$ In this paper a more general inequality will be derived using a known formula for Gaussian integrals. In particular, it also follows that $$ {\small \ }E\left[ \exp \left( \min_{1\leq j\leq m}{\bigg(}X_{j}-\frac{\sigma _{j}^{2}}{2}{\bigg)}\right) \right] \leq \exp \left( E\left[ \min_{1\leq j\leq m}X_{j}\right] \right) . $$ In the last section of this article the above exponential inequalities are combined with a well known variant of the Slepian lemma to compare certain option prices in the Black–Scholes and Bachelier models.     

拟线性次椭圆方程组在Morrey空间上的部分正则性

证明了拟线性次椭圆方程组-X_α~*(a_(ij)~(αβ)(x,u)X_βu~j)=-X_α~*f_i~α+g_i,i=1,2,…,N,x∈Ω的弱解广义梯度Xu在Morrey空间L_x~(p,λ)(Ω,R~(mN))(p2)上的部分正则性,其中光滑实向量场族X=(X_1,X_2,…,X_m)满足H(o|¨)rmander有限秩条件,X_α~*是X_α的共轭;而且主项系数a_(ij)~(αβ)(x,u)关于x一致VMO(Vanishing Mean Oscillation的缩写,消失平均震荡)间断,且关于u为一致连续.     

ON A MULTILINEAR OSCILLATORY SINGULAR INTEGRAL OPERATOR （I）

ＯＮＡＭＵＬＴＩＬＩＮＥＡＲＯＳＣＩＬＬＡＴＯＲＹＳＩＮＧＵＬＡＲＩＮＴＥＧＲＡＬＯＰＥＲＡＴＯＲ（Ｉ）ＣＨＥＮＷＥＮＧＵＨＵＧＵＯＥＮＬＵＳＨＡＮＺＨＥＮＭａｎｕｓｃｒｉｐｔｒｅｃｅｉｖｅｄＯｃｔｏｂｅｒ１８，１９９４．ＲｅｖｉｓｅｄＤｅｃｅ...     

一类无穷阶退化抛物方程解的存在性

设X=(X_1,...,X_m)是一组无穷阶退化向量场,Δ_X=Σ_(j=1)~m X_j~*X_j,其中X_j~*是X_j的形式自伴算子.运用不动点理论得到抛物方程u_t=Δ_Xu+u log|u|解的存在性.     

On a Right Inverse of a Polynomial of the Laplace in the Weighted Hilbert Space $L^2 (\mathbb{R}^n,e^{−|x|^2} )$

Let $P(∆)$ be a polynomial of the Laplace operator $$∆ = \sum\limits^n_{j=1}\frac{∂^2}{∂x^2_j} \ \ on \ \ \mathbb{R}^n.$$ We prove the existence of a bounded right inverse of the differential operator $P(∆)$ in the weighted Hilbert space with the Gaussian measure, i.e., $L^2(\mathbb{R}^n ,e^{−|x|^2}).$     

PARAMETER ESTIMATION OF SPATIAL AR MODEL

Consider a stable AR model of two parameter spatial series {X_t, t∈N~2}, i. e. {X_(t)t∈N~2} is homogeneous and satisfies the following difference equationX_t-sum from n=s∈相似文献   

Regularity to a Kohn-Laplace Equation with Bounded Coefficients on the Heisenberg Group

In this paper, we concern the divergence Kohn-Laplace equation$$\sum\limits_{i = 1}^n {\sum\limits_{j = 1}^n {\left( {X_j^*({a^{ij}}{X_i}u) + Y_j^*({b^{ij}}{Y_i}u)} \right)} } + Tu = f - \sum\limits_{i = 1}^n {\left( {X_i^*{f^i} + Y_i^*{g^i}} \right)}$$ with bounded coefficients on the Heisenberg group ${{\mathbb{H}}^n}$, where ${X_1}, \cdots, {X_n},{Y_1}, \cdots, {Y_n}$ and $T$ are real smooth vector fields defined in a bounded region $\Omega \subset {\mathbb{H}^n}$. The local maximum principle of weak solutions to the equation is established. The oscillation properties of the weak solutions are studied and then the Hölder regularity and weak Harnack inequality of the weak solutions are proved.     

Nash equilibria on topological semilattices

A function ${u : X \to \mathbb{R}}$ defined on a partially ordered set is quasi-Leontief if, for all ${x \in X}$ , the upper level set ${\{x\prime \in X : u(x\prime) \geq u(x)\}}$ has a smallest element; such an element is an efficient point of u. An abstract game ${u_{i} : \prod^{n}_{j=1} X_j \to \mathbb{R}, i \in \{1, \ldots , n\}}$ , is a quasi-Leontief game if, for all i and all ${(x_{j})_{j \neq i} \in \prod_{j \neq i} X_{j}, u_{i}((x_{j})_{j \neq i};-) : X_{i} \to \mathbb{R}}$ is quasi-Leontief; a Nash equilibrium x* of an abstract game ${u_{i} :\prod^{n}_{j=1} X_{j} \to \mathbb{R}}$ is efficient if, for all ${i, x^{*}_{i}}$ is an efficient point of the partial function ${u_{i}((x^{*}_{j})_{j \neq i};-) : X_{i} \to \mathbb{R}}$ . We establish the existence of efficient Nash equilibria when the strategy spaces X _i are topological semilattices which are Peano continua and Lawson semilattices.     

裁元齐次Moran集的Hausdorff维数

将齐次Moran集迭代过程中的k项序列集Dk={(i1,...,ik):1≤ij≤nj,1≤j≤k}裁减为Dk={(i1,...,ik):1≤ij≤nj, ij≠2 unless ij-1=1, 2≤j≤k},相应的集合称为裁元齐次Moran集．本文确定了一类裁元齐次Moran集的Hausdorff维数．     

Winter定理和Dietz定理的推广

设G是由中心扩张1→Z_p^m→G→Z_p×…Z_p所决定的有限p-群,且|G’|≤p.确定了G的自同构群结构,推广了Winter和Dietz的工作     

Results on Local Times of a Class of Multiparameter Gaussian Processes

In this paper, we introduce a class of Gaussian processes Y={Y（t）：t∈R^N},the so called hifractional Brownian motion with the indcxes H=（H1,…,HN）and α. We consider the （N, d, H, α） Gaussian random field x（t） = （x1 （t）,..., xd（t））,where X1 （t）,…, Xd（t） are independent copies of Y（t）, At first we show the existence and join continuity of the local times of X = {X（t）, t ∈ R＋^N}, then we consider the HSlder conditions for the local times.     

Analytic Hypoellipticity for a New Class of Sums of Squares of Vector Fields in $${\mathcal {R}}^3$$

This paper is devoted to a substantial generalization of previous work on the analytic hypoellipticity of sums of squares \(P=\sum _1^4X^2_j\) of real vector fields with real analytic coefficient in three variables. For p(x, y) quasi-homogeneous in (x, y), consider the vector fields

$$\begin{aligned} X_1 = \frac{\partial }{\partial x}, \quad X_2=-\frac{\partial }{\partial y} + p(x,y)\frac{\partial }{\partial t}, \quad X_3=x^{n_1}\frac{\partial }{\partial t}, \quad X_4=y^{n_2}\frac{\partial }{\partial t}, \end{aligned}$$

\( n_1, n_2 \ne 0\). We show that the operator

$$\begin{aligned} P=\sum _1^4 X_j^2, \end{aligned}$$

well known to be \(C^\infty \)-hypoelliptic, is actually analytic hypoelliptic near the origin in \({\mathcal {R}}^3\).

     

关于一类中心循环的有限P-群的自同构群

确定了一类中心循环的有限p-群G的自同构群.设G=X_3(p~m)~(*n)*Z_(p~(m+r)),其中m≥1,n≥1和r≥0,并且X_3(p~m)=x,y|x~(p~m)=y~(p~m)=1,[x,y]~(p~m)=1,[x,[x,y]]=[y,[x,y]]=1.Aut_nG表示Aut G中平凡地作用在N上的元素形成的正规子群,其中G'≤N≤ζG,|N|=p~(m+s),0≤s≤r,则(i)如果p是一个奇素数,那么AutG/Aut_nG≌Z_(p~((m+s-1)(p-1))),Aut_nG/InnG≌Sp(2n,Z_(p~m))×Z_(p~(r-s)).(ii)如果p=2,那么AutG/Aut_nG≌H,其中H=1(当m+s=1时)或者Z_(2~(m+s-2))×Z_2(当m+s≥2时).进一步地,Aut_nG/InnG≌K×L,其中K=Sp(2n,Z_(2~m))(当r0时)或者O(2n,Z_(2~m))(当r=0时),L=Z_(2~(r-1))×Z_2(当m=1,s=0,r≥1时)或者Z_(2~(r-s)).