相伴于随机自相似分形的随机测度的强测度的收敛性(英文)

构造了随机自相似分形及其上的记忆函数,并得出了有关结论,在此基础上,我们可以定义一个随机概率测度dΦn(τ)=Kn(τ)dτ,Φn(τ)弱收敛于Φ,进一步可得到强测度序列Ψn(.)=EΦn(.),则{Ψn}弱收敛于Ψ=EΦ.     

相应于随机自相似分形的记忆函数和分数次积分

For a physics system which exhibits memory, if memory is preserved only at points of random self-similar fractals, we define random memory functions and give the connection between the expectation of flux and the fractional integral. In particular, when memory sets degenerate to Cantor type fractals or non-random self-similar fractals our results coincide with that of Nigmatullin and Ren et al. .     

统计自相似集与随机不变测度

设犡是一完备可分度量空间，犓（ω）为Ｇｒａｆ随机模型下的随机递归集．该文构造了一列随机不变测度μ狀（狀≥１），它们是Ｈｕｔｃｈｉｎｓｏｎ确定模型下不变测度的推广；证明了存在一随机概率测度μ ，使得Ｓｕｐｐμ ＝犓（ω）且μ狀→μ （狀→∞）（弱收敛）；得到了μ狀的一些局部性质．     

取值于Banach空间随机测度的收敛性

本文讨论取位于Ｂａｎａｃｈ空间的对称、独立和可控的随机测度的收敛性，Ｖｉｔａｌｉ－ＨａｈｎＳａｋｅ定理，Ｓｋｏｒｏｋｈｏｄ定理以及由Ｈｏｆｆｍａｎ－Ｊｏｒｇｅｎｓｅｎ－Ｐｉｓｉｅｒ提出的关于这种测度的中心极限定理．     

统计自相似测度的局部性质

本文讨论了由随机归结构所决定的统计自相似测度的局部性质，证明了统计自相似测度在多重ｆｒａｃｔａｌ分解的意义为平凡的，作为基推论，得到了随机相似集的ｐａｃｋｉｎｇ维数。     

随机网分形的多重分形分解

本文讨论了随机网分形的多重分形分解．计算了随机网分形上任意随机自相似测度的多重分形谱,     

随机分形

本文概括了随机分形的主要结果，综述了随机分形的最新进展和目前的动态，提出了一些末解决的问题，全文共分为三部分：（１）由随机过程和随机场（如Ｌｅｖｙ过程，Ｇａｕｓｓ场，自相似过程等）产生的各种随机分形集（如象集、水平集、Ｋ重点集等）的Ｈａｕｓｄｏｒｆｆ维数、测度和ｐａｃｋｉｎｇ维数、测试；（２）随机Ｃａｎｔｏｒ型集和统计自相似集的维数和测试；（３）分形集（如Ｓｐｉｅｒｐｉｎｓｋｉ ｇａｓｋｅｔ，ｎｅ     

随机次自相似集的表示

本文引进了随机次自相似集与随机推移集的概念,讨论了随机次自相似集的结构,并证明了任一随机集是随机次自相似集的充分必要条件是：该随机集可以表为某一个随机推移集的某个像集。     

多型随机递归集关于统计自相似测度的Multifractal分解

本文构造了一类多型随机递归集Ｋ,并利用 Ｆａｌｃｏｎｅｒ的方法［１］获得了Ｋ的重分形分解集Ｋａ（ａ＞０）的Ｈａｕｓｄｏｒｆｆ维数和Ｐａｃｋｉｎｇ维数．     

多型随机递归集关于统计自相似测度的Multifractal分解

本文构造了一类多型随机递归集K,并利用Falconer的方法[1]获得了K的重分形分解集Kα(α>0)的Hausdorff维数和Packing维数.     

Convergence of numerical solutions for variable delay differential equations driven by Poisson random jump measure

We study the following stochastic differential delay equations driven by Poisson random jump measure

     

Weak Convergence of a Planar Random Evolution to the Wiener Process

The weak convergence of the distributions of a symmetrical random evolution in a plane controlled by a continuous-time homogeneous Markov chain with n, n3, states to the distribution of a two-dimensional Brownian motion, as the intensity of transitions tends to infinity, is proved.     

Jessen–Wintner type random variables and fractal properties of their distributions

Formulas are given for the Lebesgue measure and the Hausdorff–Besicovitch dimension of the minimal closed set S_ξ supporting the distribution of the random variable ξ = 2^–k τ_k, where τ_k are independent random variables taking the values 0, 1, 2 with probabilities p _0k , p _1k , p _2k , respectively. A classification of the distributions of the r.v. ξ via the metric‐topological properties of S_ξ is given. Necessary and sufficient conditions for superfractality and anomalous fractality of S_ξ are found. It is also proven that for any real number a ₀ ∈ [0, 1] there exists a distribution of the r.v. ξ such that the Hausdorff–Besicovitch dimension of S_ξ is equal to a ₀. The results are applied to the study of the metric‐topological properties of the convolutions of random variables with independent binary digits, i.e., random variables ξⁱ = , where η_k are independent random variables taking the values 0 and 1. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

On weak convergence of random fields

We provide a characterization of compactness in the spaceD of functions of two variables defined on a unit square. The functions fromD have the property that their discontinuity points lie on smooth curves. Conditions for the tightness of probability measures inD and conditions for weak convergence of random fields with trajectories inD are derived. Vilnius Gediminas Technical University, Saulétekio 11; Institute of Mathematics and Informatics, Akademijos 4, 2600 Vilnius, Lithuania. Translated from Lietuvos Matematikos Rinkinys, Vol. 39, No. 2, pp 169–184, April–June, 1999. Translated by R. Banys     

Convergence of a random optimization method for constrained optimization problems

Matyas' random optimization method (Ref. 1) is applied to the constrained nonlinear minimization problem, and its convergence properties are studied. It is shown that the global minimum can be found with probability one, even if the performance function is multimodal (has several local minima) and even if its differentiability is not ensured.The author would like to thank Professors Y. Sawaragi (Kyoto University), T. Soeda (Tokushima University), and T. Shoman (Tokushima University) for their kind advice.     

Stochastic processes with independent increments for random mappings

Using additive functions defined on the combinatorial structure of all mappings of anN set into itself, we define paths in the space endowed with the Skorokhod topology. Taking a mapping with equal probability, we get a sequence of random processes. Necessary and sufficient conditions for the weak convergence of this sequence to a stochastic process with independent increments are established. It is shown that the class of such processes contains all possible limits, provided that, on the components of a mapping, the additive functions have values small in average. Partially supported by the Lithuanian State Science and Studies Foundation. Vilnius University, Naugarduko 24, 2006 Vilnius, Lithuania. Translated from Lietuvos Matematikos Rinkinys, Vol. 39, No. 4, pp. 498–516, October–December, 1999. Translated by E. Manstavičius     

A self normalized law of the iterated logarithm for random walk in random scenery

LetX,X _i ,i1, be a sequence of i.i.d. random vectors in ^d . LetS _o=0 and, forn1, letS _n =X ₁+...+X _n . LetY,Y(), ^d , be i.i.d. -valued random variables which are independent of theX _i . LetZ _n =Y(S _o )+...+Y(S _n ). We will callZ _n arandom walk in random scenery.In this work, we consider the law of the iterated logarithm for random walk in random sceneries. Under fairly general conditions, we obtain arandomly normalized law of the iterated logarithm.Supported in part by NSF Grants DMS-85-21586 and DMS-90-24961.     

B值随机元阵列加权和的完全收敛性

在随机元阵列随机有界的条件下,得到了行间独立B值随机元阵列加权和的完全收敛性成立的充分条件,延伸了文献[9]的主要结果和文献[6]的部分结果.