二参数有限随机事件流

本文讨论二参数无后效有限随机事件流的鞅性和各种二参数Ｍａｒｋｏｖ性。     

随机1－集压缩算子的随机不动点指数和随机不动点定理

在［１］中我们建立了随机拓扑度并得到系列新的随机不动点定理，本文建立了随机１－集压缩算子的随机不动点指数理论，得到一些新的随机不动点定理，为研究各类随机方程提供一些存在性原理，给出了在随机Ｈａｍｍｅｒｓｔｅｉｎ积分方程的应用．     

带Brown运动的随机奇异积分的存在性

在轨迹二阶导数具有Hlder连续的条件下,利用高阶奇异积分思想和概率极限的理论,研究了在Brown运动下的随机奇异积分.得到了以Brown运动为积分元的随机奇异积分是存在性定理.     

随机Dirichlet级数的奇异点和Picard点

本文研究系数为鞅差序列的随机Ｄｉｒｉｃｈｌｅｔ级数的奇异点和Ｐｉｃａｒｄ点。     

A RANDOM TRANSPORT-DIFFUSION EQUATION

In this paper we study the integral curve in a random vector field perturbed by white noise. It is related to a stochastic transport-diffusion equation. Under some conditions on the covariance function of the vector field, the solution of this stochastic partial differential equation is proved to have moments. The exact p-th moment is represented through integrals with respect to Brownian motions. The basic tool is Girsanov formula.     

随机弦长矩与弦幂积分

本文研究了凸体的五种类型的随机弦长分布.利用限弦投影原理和运动测度积分的方法,揭示了凸体的弦幂积分与随机弦长的矩之间的本质联系.     

POSITIVE MARTINGALES AND RANDOM MEASURES

Given Q_n(t) (n=0, 1,\cdots), a positive martingale indexed by t (t\in T, compact metric space) and a measure \sigma \in M^+(T), the random measure Q\sigma is defined as a limit of Q_n\sigma. In general EQ\sigma \leq \sigma. Conditions are given to insure either EQ\sigma=0 (degeneracy) or EQ\sigma=\sigma(full action). In the particular case when Q_n(t) a product of independent weight functions,\sigma is decomposed into a sum of two mutually singular measures,\sigma=\sigma''+\sigma'', such that Q acts fully on \sigma'' and is degeneoate on \sigma'', and the operator EQ is a projection. Examples and applications aoe given (random covecings, B. Mandelbrot''s martingales, multiplicative chaos).     

Volterra积分方程的蒙特卡罗数值求解方法

本文讨论了第一类、第二类以及具有奇异核的Volterra积分方程的数值解问题.利用重要抽样蒙特卡罗随机模拟方法获得积分方程解的近似计算结果.通过对文献中算例的实现表明文中所提方法扩展了Volterra型积分方程的数值求解方法,     

The boundary element method for stochastic potential problems

Stochastic Dirichlet and Neumann boundary value problems and stochastic mixed problems have been formulated. As a result the stochastic singular integral equations have been obtained. A way of solving these equations by means of discretization of a boundary using stochastic boundary elements has been presented, resulting in a set of random algebraic equations. It has been proved that for Dirichlet and Neumann problems probabilistic characteristics (i.e. moments: expected value and correlation function) fulfilled deterministic singular integral equations. A numerical method of evaluation of moments on a boundary and inside a domain has been presented.     

The expansion theorem for the deviation integra

The so-called deviation integral (functional) describes the logarithmic asymptotics of the probabilities of large deviations for random walks generated by sums of random variables or vectors. Here an important role is played by the expansion theorem for the deviation integral in which, for an arbitrary function of bounded variation, the deviation integral is represented as the sum of suitable integrals of the absolutely continuous, singular, and discrete components composing this function. The expansion theorem for the deviation integral was proved by A. A. Borovkov and the author in [9] under some simplifying assumptions. In this article, we waive these assumptions and prove the expansion theorem in the general form.     

APPROXIMATION THEOREMS BASED ON RANDOM PARTITIONS FOR STOCHASTIC DIFFERENTIAL EQUATION AND THEIR APPLICATIONS

This kind of problems is discussed:When we use certain smooth approximations of theBrownian motion W as substitutes for it in stochastic line integral and stochastic differentialequation,do these resultant integrals and solutions converge to the original one?Thecorresponding approximation theoroms for two kinds of apprximations are proved,whichare wider than those discussed in[1].Some limit theorems about stochastic line integral andsolutions of stochastic differential equations with respect to random walks are obtained byusing the idea of“embeding a random walk into the Brownian motion”first proposed byA.V.Skorohod.It seems to be remarkable that the method used here is not only effectivefor the one dimensional case,but also for the multi-dimensional case.     

Rectangular random matrices, related convolution

We characterize asymptotic collective behavior of rectangular random matrices, the sizes of which tend to infinity at different rates. It appears that one can compute the limits of all noncommutative moments (thus all spectral properties) of the random matrices we consider because, when embedded in a space of larger square matrices, independent rectangular random matrices are asymptotically free with amalgamation over a subalgebra. Therefore, we can define a “rectangular-free convolution”, which allows to deduce the singular values of the sum of two large independent rectangular random matrices from the individual singular values. This convolution is linearized by cumulants and by an analytic integral transform, that we called the “rectangular R-transform”.     

ON THE RANGE OF RANDOM WALKS IN RANDOM ENVIRONMENT

ＯＮＴＨＥＲＡＮＧＥＯＦＲＡＮＤＯＭＷＡＬＫＳＩＮＲＡＮＤＯＭＥＮＶＩＲＯＮＭＥＮＴ￥ＺＨＯＵＸＩＡＮＹＩＮ（ＤｅｐａｒｔｍｅｎｔｏｆＭａｔｈｅｍａｔｉｃｓ，ＢｅｉｊｉｎｇＮｏｒｍａｌＵｎｉｖｅｒｓｉｔｙ，Ｂｅｉｊｉｎｇ１００８７５，Ｃｈｉｎａ．Ｐｒ...     

SINGULAR INTEGRAL OPERATORS ANDSINGULAR QUADRATURE OPERATORSASSOCIATED WITH SINGULAR INTEGRAL EQUATIONS

1IntroductionSingUlarlintegralequations(SIEs)withCauchytypekernelsoftheformappearfrequelltlyinproblemsOfthetheoriesofelasticity.Heretheinputfunctionsa)b,f,l,aretheH5lder-continuousfunctionsfortheirvariables,Aisagivenconstant,anditisrequiredtofindthesolutionWintheclassho[1,2].Theclassicaltheoryoftheseequationsisrathercomplete[1,2].Inthepasttwentyyearsagreatdealofinteresthasarisenintheirnumericalsolution.VariouscollocationmethodsforSIEshaveappeared,forwhichsomereferencescanbefoundinthesurv…     

Singular integral on bounded strictly pseudoconvex domain

Kytmanov and Myslivets gave a special Cauchy principal value of the singular integral on the bounded strictly pseudoconvex domain with smooth boundary. By means of this Cauchy integral principal value, the corresponding singular integral and a composition formula are obtained. This composition formula is quite different from usual ones in form. As an application, the corresponding singular integral equation and the system of singular integral equations are discussed as well.     

Regularization for Higher Order Singular Integral Equations

By means of the definition of Hadamard principal value permutation formula and composition formula for higher order singular integrals developing in [5], the regularization problems for higher order singular integral equations with variable coefficients are discussed, and the higher order singular integral equations with constant coefficient are solved. It is the first time to treat the high order singular integral equations of arbitrary degree in the theory of singular integral equations.      

半直线上的独立随机环境中的随机游动

本文给出环境独立时半直线上随机游动的模型.在假定环境满足一定的条件下,证明了一个强大数定律,运用该定律讨论了过程常返性及非常返的判定.     

ASYMPTOTIC BEHAVIOR FOR RANDOM WALK IN RANDOM ENVIRONMENT WITH HOLDING TIMES

In this article, we mainly discuss the asymptotic behavior for multi-dimensional continuous-time random walk in random environment with holding times. By constructing a renewal structure and using the point ＂environment viewed from the particle＂, under General Kalikow＇s Condition, we show the law of large numbers （LLN） and central limit theorem （CLT） for the escape speed of random walk.     

Boundary properties for several singular integral operators in real Clifford analysis

On the basis of the Cauchy integral formulas for regular and biregular functions, we define some Cauchy-type singular integral operators. Then we discuss the Hlder continuous property of some singular integral operators with one integral variable. Then we divide a singular integral operator with two variables into three parts and prove its Hlder continuous property on the boundary.     

闭光滑流形上的高阶线性微-积分方程

利用积分变换技巧,作者给出了C~n中闭光滑可定向流形上一个新的Bochner-Martinelli型积分的高阶偏导数的奇异积分的Hadamard主值,获得了高阶奇异积分的Plemelj公式和合成公式,还讨论了相应的变系数线性微分积分方程的正则化,证明其可转化为一类等价的Fredholm方程。并且指出其特征方程当给出一组适当的边值条件时,在L~*中存在唯一解。