OU型Markov过程的不变测度及弱对偶性

本文研究ＯＵ型Ｍａｒｋｏｖ过程的不变测度、参考测度和弱对偶半群的存在性问题，并得出了不变测度的唯一性。     

非空交定理及其应用

本文得到了广义区间空间中几个参数型非空交定理，并用此结果证明了一些新型极大极小定理，截口定理，重合定理，以及变分不等式解的存在性定理。本文中的结果包含（１，３，５－１２，１４－１６）中相应结果。     

Differentiability of the Value Function of Nonclassical Optimal Growth Models

We consider an optimal growth (multi-sector) model with nonconvex technology. Using the Clarke results on generalized gradients, we prove that the value function has left and right derivatives with respect to the initial capital stock, without requiring supermodularity assumptions.     

Exceptional Θ-Correspondences I

Let G be either a split SO(2n+2), or a split adjoint group of type En, (n=6,7,8), over a p-adic field. In this article we study correspondences arising by restricting the minimal representation of G to various dual pairs in G.     

Large deviations and the generalized processor sharing scheduling for a two-queue system

We establish the optimal asymptotic decay rate of per-session queue length tail distributions for a two-queue system where a single constant rate server serves the two queues using the Generalized Processor Sharing (GPS) scheduling discipline. The result is obtained using the sample-path large deviation principle and has implications in call admission control for high-speed communication networks. This revised version was published online in June 2006 with corrections to the Cover Date.     

广义极限鞅的一个收敛定理

本文引进了广义极限鞅的概念,证明了 L~1有界的广义极限鞅 a.s.收敛于—可积随机变量。这样推广了通常极限鞅的相应收敛定理,并回答了 Stout 提出的问题:L~1有界的弱鞅在一定的条件下是 a.s.收敛的。     

一类新的插值结点

有界单连通区域Ｇ，其边界θＧ＝Г∈（１，α），α〉０。本计算节以广义Ｆａｂｅｒ多项式φｎ（ｚ）的零点为插值结点的Ｌａｇｒａｎｇｅ插值多项式的逼近性质，得到了它对Ａ（Ｇ↑－）中的函数的一致逼近阶和平均逼近阶的估计，并且得到了它对Ｅ＾ｐ（Ｇ）中函数的平均逼近阶的估计，还指出关于平均逼近阶的估计是不可改进的。     

广义分解定理与两个不等式

本文给出了Banach空间广义分解定理的一个初等证明,并利用它来证明两个对称不等式.这是首次在Banach空间获得这样的不等式.     

医疗保险索赔数据的广义Pareto分布拟合

How to choose an optimal threshold is a key problemin the generalized Pareto distribution (GPD) model.This paper attains the exactthreshold by testing for GPD,and shows that GPD model allows the actuary to easily estimate high quantiles and the probable maximum loss from the medical insurance claims data.     

受迫广义KdV-Burgers方程行波解的存在唯一性

本文研究具有受迫性的广义二维KdV-Burgers方程的周期行波解,为了获得周期行波解的存在唯一性定理,使唤用特定系数法和Schauder不动点定理获得了受迫广义KdV-Burgers方程周期行波解存在唯一性的条件.并获得了周期行波解的一些先验估计式.