共查询到20条相似文献,搜索用时 578 毫秒
1.
《Nonlinear Analysis: Theory, Methods & Applications》2004,57(2):173-181
Let be a measurable space, X and Y separable Banach spaces, and C a weakly compact subset of X. Let and be continuous random operators. Then the deterministic solvability of the equationimplies the stochastic solvability of it provided that (f−T)(ω,.) is demiclosed at zero and T(ω,C) is bounded for each . As applications, random fixed points of various types of pseudo-contractive and k-set-contractive random operators are obtained. 相似文献
2.
H.H. Hung 《Topology and its Applications》1982,14(2):163-165
We propose a generalization of Heath's theorem that semi-metric spaces with point-countable bases are developable: A semi-metrizable space X is developabale if (and only if) there is on it a σ-discrete family of closed sets, interior-preserving over each member C of which is a countable family {n(C): n ∈ N} of collections of open sets such that if U is a neighbourhood of ξ∈X, then there are such a Γ∈ and such a v∈ N that ξ ? Γ and ξ∈ int ∩ (D: ξ: D∈v(Γ))?U. 相似文献
3.
We show that for every Borel-measurable mapping Δ: [ω]ω → there exists A ∈ [ω]ω and there exists a continuous mapping Γ: [A]ω → [A]?ω with Γ(X) ? X such that for all X, Y ∈ [A]ω it follows that Δ(X) = Δ(Y) if Γ(X) = Γ(Y). In a sense, this is generalization of the Erdös-Rado canonization theorem 相似文献
4.
Tudor Ionescu 《Linear algebra and its applications》1976,15(3):271-292
It will be shown that given any element X in a simple Lie algebra over C, there exists a Y ∈ such that the Lie algebra generated by X and Y is . The result is extended to the real semisimple Lie algebras. In some sense the main theorem of this paper can be regarded as an extension of Morozov-Jacobson theorem concerning three dimensional simple Lie algebras (see the remark at the end of Sec. 4). A new property of a special class of regular elements, known as the cyclic elements, is given. 相似文献
5.
Let X be a random vector with values in n and a Gaussian density f. Let Y be a random vector whose density can be factored as k · f, where k is a logarithmically concave function on n. We prove that the covariance matrix of X dominates the covariance matrix of Y by a positive semidefinite matrix. When k is the indicator function of a compact convex set A of positive measure the difference is positive definite. If A and X are both symmetric Var(a · X) is bounded above by an expression which is always strictly less than Var(a · X) for every a ∈ n. Finally some counterexamples are given to show that these results cannot be extended to the general case where f is any logarithmically concave density. 相似文献
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7.
A.F Karr 《Journal of multivariate analysis》1981,11(1):17-39
Let (Ω, F, P) be a probability space, let H be a sub-σ-algebra of F, and let Y be positive and H-measurable with E[Y] = 1. We discuss the structure of the convex set CE(Y; H) = {X ∈ pF: Y = E[X|H]} of random variables whose conditional expectation given H is the prescribed Y. Several characterizations of extreme points of CE(Y; H) are obtained. A necessary and sufficient condition is given in order that CE(Y; H) be the closed, convex hull of its extreme points. For the case of finite F we explicitly calculate the extreme points of CE(Y; H), identify pairs of adjacent extreme points, and characterize extreme points of CE(Y; H) ? CE(Z; G), where G is a second sub-σ-algebra of F and Z ∈ pG. When H = σ(Y) and appropriate topological hypotheses hold, extreme points of CE(Y; H) are shown to be in explicit one-to-one correspondence with certain left inverses of Y. Finally, it is shown how the same approach can be applied to the problem of extremal random measures on + with a prescribed compensator, to deduce that the number of extreme points is zero or one. 相似文献
8.
Siegfried Graf 《Topology and its Applications》1981,12(3):247-256
The complete Boolean homomorphisms from the category algebra (X) of a complete matrix space X to the category algebra (Y) of a Baire topological space Y are characterized as those σ-homomorphisms which are induced by continuous maps from dense G8-subsets of Y into X. This result is used to deduce a series of related results in topology and measure theory (some of which are well-known). Finally a similar result for the complete Boolean homomorphisms from the category algebra (X) of a compact Hausdorff space X tothe category algebra (Y) of a Baire topological space Y is proved. 相似文献
9.
Loren D. Pitt 《Journal of multivariate analysis》1978,8(1):45-54
For Gaussian vector fields {X(t) ∈ Rn:t ∈ Rd} we describe the covariance functions of all scaling limits Y(t) = limα↓0 B?1(α) X(αt) which can occur when B(α) is a d × d matrix function with B(α) → 0. These matrix covariance functions are found to be homogeneous in the sense that for some matrix L and each α > 0, . Processes with stationary increments satisfying (1) are further analysed and are found to be natural generalizations of Lévy's multiparameter Brownian motion. 相似文献
10.
Shelby J. Haberman 《Journal of multivariate analysis》1980,10(3):398-404
Let Y be an N(μ, Σ) random variable on Rm, 1 ≤ m ≤ ∞, where Σ is positive definite. Let C be a nonempty convex set in Rm with closure . Let (·,-·) be the Eculidean inner product on Rm, and let μc be the conditional expected value of Y given Y ∈ C. For v ∈ Rm and s ≥ 0, let βs(v) be the expected value of |(v, Y) ? (v, μ)|s and let γs(v) be the conditional expected value of |(v, Y) ? (v, μc)|s given Y ∈ C. For s ≥ 1, γs(v) < βs(v) if and only if , and γs(v) < βs(v) for all v ≠ 0 if and only if for any v ∈ Rm such that v ≠ 0. 相似文献
11.
Harald Brandenburg 《Topology and its Applications》1985,20(1):17-27
Following Pareek a topological space X is called D-paracompact if for every open cover of X there exists a continuous mapping f from X onto a developable T1-space Y and an open cover of Y such that { f-1[B]|B ∈ } refines . It is shown that a space is D-paracompact if and only if it is subparacompact and D-expandable. Moreover, it is proved that D-paracompactness coincides with a covering property, called dissectability, which was introduced by the author in order to obtain a base characterization of developable spaces. 相似文献
12.
Klaus D. Schmidt 《Journal of multivariate analysis》1980,10(1):123-134
For certain types of stochastic processes {Xn | n ∈ }, which are integrable and adapted to a nondecreasing sequence of σ-algebras n on a probability space (Ω, , P), several authors have studied the following problems: IfSdenotes the class of all stopping times for the stochastic basis {n | n ∈ }, when isfinite, and when is there a stopping time for which this supremum is attained? In the present paper we set the problem in a measure theoretic framework. This approach turns out to be fruitful since it reveals the root of the problem: It avoids the use of such notions as probability, null set, integral, and even σ-additivity. It thus allows a considerable generalization of known results, simplifies proofs, and opens the door to further research. 相似文献
13.
Let (Ω, , μ) be a finite measure space and a real separable Banach space. Measurability and integrability are defined for multivalued functions on Ω with values in the family of nonempty closed subsets of . To present a theory of integrals, conditional expectations, and martingales of multivalued functions, several types of spaces of integrably bounded multivalued functions are formulated as complete metric spaces including the space L1(Ω; ) isometrically. For multivalued functions in these spaces, multivalued conditional expectations are introduced, and the properties possessed by the usual conditional expectation are obtained for the multivalued conditional expectation with some modifications. Multivalued martingales are also defined, and their convergence theorems are established in several ways. 相似文献
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15.
A space X is said to satisfy condition (C) if for every Y?X with |Y|=ω1, any family of open subsets of Y with ||=ω1 has a countable network. It is easy to see that if X satisfies condition (C), then its Pixley-Roy hyperspace [X] is CCC. We show that under MAω1 condition (C) is also necessary for [X] to be CCC, but under CH it is not. 相似文献
16.
If X is a point random field on d then convergence in distribution of the renormalization Cλ|Xλ ? αλ| as λ → ∞ to generalized random fields is examined, where Cλ > 0, αλ are real numbers for λ > 0, and Xλ(f) = λ?dX(fλ) for . If such a scaling limit exists then Cλ = λθg(λ), where g is a slowly varying function, and the scaling limit is self-similar with exponent θ. The classical case occurs when and the limit process is a Gaussian white noise. Scaling limits of subordinated Poisson (doubly stochastic) point random fields are calculated in terms of the scaling limit of the environment (driving random field). If the exponent of the scaling limit is then the limit is an independent sum of the scaling limit of the environment and a Gaussian white noise. If the scaling limit coincides with that of the environment while if the limit is Gaussian white noise. Analogous results are derived for cluster processes as well. 相似文献
17.
Let X(ω) be a random element taking values in a linear space endowed with the partial order ≤; let 0 be the class of nonnegative order-preserving functions on such that, for each g∈0, E[g(X)] is defined; and let 1?0 be the subclass of concave functions. A version of Markov's inequality for such spaces in P(X ≥ x) ≤ inf0E[g(X)]/g(x). Moreover, if E(X) = ξ is defined and if Jensen's inequality applies, we have a further inequality P(X≥x) ≤ inf1E[g(X)]/g(x) ≤ inf1g(ξ)/g(x). Applications are given using a variety or orderings of interest in statistics and applied probability. 相似文献
18.
Patrick L. Brockett William N. Hudson Howard G. Tucker 《Journal of multivariate analysis》1978,8(2):233-243
Let {X(t), 0 ≤ t ≤ T} and {Y(t), 0 ≤ t ≤ T} be two additive processes over the interval [0, T] which, as measures over D[0, T], are absolutely continuous with respect to each other. Let μX and μY be the measures over D[0, T] determined by the two processes. The characteristic function of with respect to μY is obtained in terms of the determining parameters of the two processes. 相似文献
19.
Masuyuki Hitsuda 《Journal of multivariate analysis》1974,4(1):66-73
In the Gaussian channel Y(t) = Φ(t) + X(t) = message + noise, where Φ(t) and X(t) are mutually independent, the information I(Y, Φ) is evaluated. One of the results is that I(Y, Φ) < ∞ if and only if Φ ? (X) = the reproducing kernel Hilbert space for X(·). And the causal formula of I(Y, Φ) is given. 相似文献
20.
K.B. Athreya 《Statistics & probability letters》1983,1(3):147-150
Let X1, X2, X3, … be i.i.d. r.v. with E|X1| < ∞, E X1 = μ. Given a realization X = (X1,X2,…) and integers n and m, construct Yn,i, i = 1, 2, …, m as i.i.d. r.v. with conditional distribution for 1 ? j ? n. ( denotes conditional distribution given X). Conditions relating the growth rate of m with n and the moments of X1 are given to ensure the almost sure convergence of toμ. This equation is of some relevance in the theory of Bootstrap as developed by Efron (1979) and Bickel and Freedman (1981). 相似文献