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-H ,M,a H ,b . - — H ,M H . . , H ,–1/2, H ,H,a H ,1/a H ,M H . , .  相似文献   

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In the classical Wiener-Kolmogorov linear prediction problem, one fixes a linear functional in the future of a stochastic process, and seeks its best predictor (in the L2-sense). In this paper we treat a variant of the prediction problem, whereby we seek the most predictable non-trivial functional of the future and its best predictor; we refer to such a pair (if it exists) as an optimal transformation for prediction. In contrast to the Wiener-Kolmogorov problem, an optimal transformation for prediction may not exist, and if it exists, it may not be unique. We prove the existence of optimal transformations for finite past and future intervals, under appropriate conditions on the spectral density of a weakly stationary, continuous-time stochastic process. For rational spectral densities, we provide an explicit construction of the transformations via differential equations with boundary conditions and an associated eigenvalue problem of a finite matrix.This research was partially supported by ARO (MURI grant) DAAH04-96-1-0445, NSF grant DMS-0074276, and CNPq grant 301179/00-0.  相似文献   

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A square system of linear equations is ill-conditioned when the norm of the corresponding inverse matrix is large. This norm bounds the size of the solution, and measures how close the system is to being inconsistent: it is thus of fundamental computational significance. We generalize this idea from linear equations to inclusions governed by closed convex processes, and hence to conic linear systems.  相似文献   

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1<q<2 L:= n=1 1/q n=1/q–1. [0,1] n()=1, A n:= i=1 n–1 i(x)/qi+1/n x n(x)=0, n>. , = n=1 n(x)/qn. F: [0,L]R , F(x)= n=1 n(x)an, n=1 ¦a n¦<. [0,L]. q(1,2), . , q(1, 2), . .  相似文献   

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p- . E R n -, f () p(R n)., ER n 2nq 0, E— - q 0(q 0-1). : q0>2 n1 E R n 2nq 0, p- p<0. , f-[-, ]n, f A p(R n) , p([-, ]n) (1 << ).  相似文献   

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Let be a bounded domain in n (n3) having a smooth boundary, let be an essentially bounded real-valued function defined on × h, and let be a continuous real-valued function defined on a given subset Y of Y h. In this paper, the existence of strong solutions u W 2,p (, h) W o 1,p (n/2<p<+) to the implicit elliptic equation (–u)=(x,u), with u=(u1, u2, ..., uh) and u=(u 1, u 2, ..., u h), is established. The abstract framework where the problem is placed is that of set-valued analysis.  相似文献   

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, , , . .

Dedicated to Professors K. Tandori and L. Leindler on the occasion of their anniversaries

This work was completed in support of the Russian Foundation of Fundamental Research (Project # 96-01-00094) and of the International Scientific Foundation (Grant # NCI-300).  相似文献   

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Summary In the course of the numerical solution of Eigenvalue-problems connected with linear differential equations, the so-called encompassing theorems are of great importantce. We generalize in this paper the most important results of the theory, especially the encompassing-theorems, to the case of systems of differential equations. We expound further a method of perturbation which can be well applied also in the practice for the solution of Eigenvalue-problems connected with the systems. The problem acrose in connection with the fixation of the number of critical self-oscillation of turbine shovels.

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