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21.
Youssef Randjiou 《Journal of Theoretical Probability》2006,19(3):701-720
Let μ+(t) and μ−(t) be the locations of the maximum and minimum, respectively, of a standard Brownian motion in the interval [0,t]. We establish a joint integral test for the lower functions of μ+(t) and μ−(t), in the sense of Paul Lévy. In particular, it yields the law of the iterated logarithm for max(μ+(t),μ−(t)) as a straightforward consequence. Our result is in agreement with well-known theorems of Chung and Erdős [(1952) Trans. Amer. Math. Soc. 72, 179–186.], and Csáki, F?ldes and Révész [(1987) Prob. Theory Relat. Fields
76, 477–497].
相似文献
22.
可交换随机变量序列的随机极限定理 总被引:1,自引:0,他引:1
本文讨论了可交换随机变量序列{Xn:n≥1}的极限定理,得到了可交换随机变量序列的随机强大数律及加权和定理,并推广了文[4]中的结果. 相似文献
23.
The periodic precipitation pattern formation in gelatinous media is interpreted as a moving boundary problem. The time law,
spacing law and width law are revisited on the basis of the new scenario. The explicit dependence of the geometric structure
on the initial concentrations of the reactants is derived. Matalon—Packter law, which relates the spacing coefficient with
the initial concentrations is reformulated removing many ambiguities and impractical parameters. Experimental results are
discussed to establish the significance of moving boundary concept in the diffusion controlled pattern forming systems 相似文献
24.
25.
Following our investigation of the USA Standard and Poor index anti-bubble that started in August 2000 (Quant. Finance 2 (2002) 468), we analyze 38 world stock market indices and identify 21 “bearish anti-bubbles” and six “bullish anti-bubbles”. An “anti-bubble” is defined as a self-reinforcing price trajectory with self-similar expanding log-periodic oscillations. Mathematically, a bearish anti-bubble is characterize by a power law decrease of the price (or of the logarithm of the price) as a function of time and by expanding log-periodic oscillations. We propose that bearish anti-bubbles are created by positive price-to-price feedbacks feeding overall pessimism and negative market sentiment further strengthened by inter-personal interactions. Bullish anti-bubbles are here identified for the first time. The most striking discovery is that the majority of European and Western stock market indices as well as other stock indices exhibit practically the same log-periodic power law anti-bubble structure as found for the USA S&P500 index. These anti-bubbles are found to start approximately at the same time, August 2000, in all these markets. This shows a remarkable degree of worldwide synchronization. The descent of the worldwide stock markets since 2000 is thus an international event, suggesting the strengthening of globalization. 相似文献
26.
Rolando Cavazos-Cadena 《Annals of Operations Research》1991,28(1):169-184
We consider a class of Markov decision processes withfinite state and action spaces which, essentially, is determined by the following condition: The state space isirreducible under the action of any stationary policy. However, except by this restriction, the transition law iscompletely unknown to the controller. In this context, we find a set of policies under which thefrequency estimators of the transition law are strongly consistent and then, this result is applied to constructadaptive asymptotically discount-optimal policies.Dedicated to Professor Truman O. Lewis, on the occasion of his sixtieth birthdayThis research was supported in part by the Third World Academy of Sciences (TWAS) under Grant TWAS RG MP 898-152, and in part by the Consejo Nacional de Ciencia y Tecnología (CONACYT) under Grant A128CCOEO550 (MT-2). 相似文献
27.
V. P. Maslov 《Theoretical and Mathematical Physics》2007,150(1):102-122
From the standpoint of thermodynamic averaging of fission microprocesses, we investigate the origin of radioactive release
in an NPP after an accident or after resource depletion. The genesis of the NPP release is interpreted as a new thermodynamic
phenomenon, a zeroth-order phase transition. This problem setting results in a problem in probabilistic number theory. We
prove the corresponding theorem leading to quantization of the Zipf law for the frequency of a zeroth-order phase transition
with different values of the jump of the Gibbs thermodynamic potential. We introduce the notion of hole dimension.
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Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 150, No. 1, pp. 118–142, January, 2007. 相似文献
28.
B. G. Konopelchenko L. Martínez Alonso E. Medina 《Theoretical and Mathematical Physics》2007,151(3):820-830
Based on the Lenard relations, we completely classify integrable deformations of general algebraic curves. We construct the
general solution of the Lenard relation from the invariance condition with respect to an element of the Galois group of the
curve. We give some examples and also some associated conservation laws.
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Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 151, No. 3, pp. 458–469, June, 2007. 相似文献
29.
产品销售相关环境下的提成率研究 总被引:1,自引:0,他引:1
以往多产品销售的最优提成率研究多基于多产品销售相互独立的假设之上。本文将一种多产品销售的合同模型拓展到产品销售相互影响的环境中,对不同的销售相关性情况下销售提成率的设置进行了分析,推出了不同情况下各产品提成率之间的关系特点和指导性结论。最后研究了当厂商兼顾短期利润和长期利润时对主副产品销售提成率的影响,提出了根据产品所处生命周期的不同阶段,用价值权重向量来动态调整、优化负责销售主、副产品的销售人员薪酬合同参数设计的方法。 相似文献
30.
Eric Flauraud Frdric Nataf Isabelle Faille Roland Masson 《Comptes Rendus Mecanique》2003,331(12):849-855
We present in this paper a domain decomposition method to treat faults in geological basin modeling. The particularity of this model is that the faults whose widths are very small in comparison with the basin size, are not characterized as subdomains any more but as interfaces between sedimentary blocks. The originality of this work lies in the formulation of this new fault model and in the definition and the computation of the interface conditions between the subdomains. To cite this article: E. Flauraud et al., C. R. Mecanique 331 (2003). 相似文献