Asymptotic analysis of stochastic programs

In this paper we discuss a general approach to studying asymptotic properties of statistical estimators in stochastic programming. The approach is based on an extended delta method and appears to be particularly suitable for deriving asymptotics of the optimal value of stochastic programs. Asymptotic analysis of the optimal value will be presented in detail. Asymptotic properties of the corresponding optimal solutions are briefly discussed.     

泛圈图方面的著名Bondy定理的简单证明

本文用极好的新方法给出泛图图方面的Bondy定理的简捷证明。     

蕴含G?del定理抽象形式的集合论引理

本文证明了—个集合论性质的引理,由它可直接得出G?del不完全性定理的抽象形式. 文中还述及该引理的有关诸推论.     

Nonhomogeneous multiparameter problems in Orlicz–Sobolev spaces

This paper is concerned with the existence and multiplicity of solutions for a class of problems involving the Φ-Laplacian operator with general assumptions on the nonlinearities, which include both semipositone cases and critical concave convex problems. The research is based on the subsupersolution technique combined with a truncation argument and an application of the Mountain Pass Theorem. The results in this paper improve and complement some recent contributions to this field.     

A Trigger of Coupled Singularities

By using example of nonlinear dynamics of a pair of coupled gears, the phenomenon of appearance and disappearance of a trigger of coupled singularities and homoclinic orbits in the form of number eight in the phase portrait in the phase plane is investigated. That phenomenon is an accompanying phenomenon of loss of stability of the local unique equilibrium position. For a generalized case under certain conditions, a theorem of the appearance of a trigger of coupled singularities in a nonlinear dynamical conservative system, the first derivative of the system potential energy which is a product of two periodic functions with different periods, and one bifurcation parameter, which is the cause for the appearance of new roots of these two functions, is defined.     

The Influence of Moduli Slope of a Linearly Graded Matrix on the Bulk Moduli of Some Particle- and Fiber-Reinforced Composites

The stored energy functional of a homogeneous isotropic elastic body is invariant with respect to translation and rotation of a reference configuration. One can use Noether's Theorem to derive the conservation laws corresponding to these invariant transformations. These conservation laws provide an alternative way of formulating the system of equations governing equilibrium of a homogeneous isotropic body. The resulting system is mathematically identical to the system of equilibrium equations and constitutive relations, generally, of another material. This implies that each solution of the system of equilibrium equations gives rise to another solution, which describes the reciprocal deformation and solves the system of equilibrium equations of another material. In this paper we derive conservation laws and prove the theorem on conjugate solutions for two models of elastic homogeneous isotropic bodies – the model of a simple material and the model of a material with couple stress (Cosserat continuum). This revised version was published online in August 2006 with corrections to the Cover Date.     

A version of Orlicz-Pettis Theorem for quasi-homogeneous operator space

A version of Orlicz-Pettis Theorem is established for multiplier convergent series and quasi-homogeneous operator. Applications to spaces of quasi-homogeneous operators are given.     

A stochastic Ramsey theorem

We establish a stochastic extension of Ramsey's theorem. Any Markov chain generates a filtration relative to which one may define a notion of stopping times. A stochastic colouring is any k-valued (k<∞) colour function defined on all pairs consisting of a bounded stopping time and a finite partial history of the chain truncated before this stopping time. For any bounded stopping time θ and any infinite history ω of the Markov chain, let ω|θ denote the finite partial history up to and including the time θ(ω). Given k=2, for every ?>0, we prove that there is an increasing sequence θ₁<θ₂<? of bounded stopping times having the property that, with probability greater than 1−?, the history ω is such that the values assigned to all pairs (ω|θi,θj), with i<j, are the same. Just as with the classical Ramsey theorem, we also obtain an analogous finitary stochastic Ramsey theorem. Furthermore, with appropriate finiteness assumptions, the time one must wait for the last stopping time (in the finitary case) is uniformly bounded, independently of the probability transitions. We generalise the results to any finite number k of colours.     

Embedding processes in combinatorial game theory

Berlekamp asked the question “What is the habitat of ∗2?” (See Guy, 1996 [6].) It is possible to generalize the question and ask “For a game G, what is the largest n such that ∗n is a position of G?” This leads to the concept of the nim dimension. In Santos and Silva (2008) [8] a fractal process was proposed for analyzing the previous questions. For the same purpose, in Santos and Silva (2008) [9], an algebraic process was proposed. In this paper we implement a third idea related to embedding processes. With Alan Parr’s traffic lights, we exemplify the idea of estimating the “difficulty” of the game and proving that its nim dimension is infinite.