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A brief survey of former and recent results on Huber‘s minimax approach in robust statistics is given. The least informative distributions minimizing Fisher information for location over several distribution classes with upper-bounded variances and subranges are written down. These least informative distributions are qualitatively different from classical Huber‘s solution and have the following common structure: (i) with relatively small variances they are short-tailed, in particular normal;(ii) with relatively large variances they are heavytailed, in particular the Laplace; (iii) they are compromise with relatively moderate variances. These results allow to raise the efficiency of minimax robust procedures retaining high stability as compared to classical Huber‘s procedure for contaminated normal populations. In application to signal detection problems, the proposed minimax detection rule has proved to be robust and close to Huber‘s for heavy-tailed distributions and more efficient than Huber‘s for short-tailed ones both in asymptotics and on finite samples。  相似文献   

3.
In this paper,we extend the following results to the case of two variables:S.Mandelbrojit'stheorems on the differentiable classes and on the trigonometric classes;H.Cartan's theorems on theclasses of composition and on the equivalence of two classes on a finite interval.All the results in thispaper can be transfered immediately to the case of more than two variables.  相似文献   

4.
Using the method of Girsanov transformation, we establish the Talagrand‘s T2-inequality for diffusion on the path space C([0, N], R^d) with respect to a uniform metric, with the constant independent of N. This improves the known results for the L2-metric.  相似文献   

5.
By using the perturbation results of sums of ranges of accretive mappings of Calvert and Gupta (1978),the abstract results on the existence of solutions of a family of nonlinear boundary value problems in L^2 (Ω) are studied. The equation discussed in this paper and the methods used here are extension and complement to the corresponding results of Wei Li and He Zhen‘s previous papers. Especially,some new techniques are used in this paper.  相似文献   

6.
In this study, we use inexact newton methods to find solutions of nonlinear, nondifferenti-able operator equations on Banach spaces with a convergence structure. This technique involves the introduction of a generalized norm as an operator from a linear space into a partially ordered Banach space. In this way the metric properties of the examined problem can be analyzed more precisely. Moreover , this approach allmvs us to derive from the same theorem, on the one hand, semi-local results of Kantorovich-type, and on the other hand, global results based on mono-tonicity considerations. Furthermore, ive show that special cases of our results reduce to the corresponding ones already in the literature. Finally > our results are used to solve integral equations that cannot be solved with existing methods.  相似文献   

7.
Let W be a standard Brownian motion,and define Y(t) =∫ods/W(s) as Cauchy‘s principal value related to the local time of W. We study some limit results on lag increments of Y(t) and obtain various results all of which are related to earlier work by Hanson and Russo in 1983.  相似文献   

8.
XIA Zhi 《数学季刊》2004,19(3):240-246
Based on the homogenous balance method and with the help of mathematica, the Backlund transformation and the transfer heat equation are derived. Analyzing the heat-transfer equation, the multiple soliton solutions and other exact analytical solution for Whitham-Broer-Kaup equations(WBK) are derived. These solutions contain Fan‘s, Xie‘s and Yan‘s results and other new types of analytical solutions, such as rational function solutions and periodic solutions. The method can also be applied to solve more nonlinear differential equations.  相似文献   

9.
In this paper,we define new measures called respectively graph measure of noncompactness and graph measure of weak noncompactness.Moreover,we apply the obtained results to discuss the incidence of some perturbation results realized in [2] on the behavior of essential spectra of such closed densely defined linear operators on Banach spaces.These results are exploited to investigate the essential spectra of a multidimensional neutron transport operator on L1 spaces.  相似文献   

10.
Historically,decay rates have been used to provide quantitative and qualitative information on the solutions to hyperbolic conservation laws.Quantitative results include the establishment of convergence rates for approximating procedures and numerical schemes.Qualitative results include the establishment of results on uniqueness and regularity as well as the ability to visualize the waves and their evolution in time.This work presents two decay estimates on the positive waves for systems of hyperbolic and genuinely nonlinear balance laws satisfying a dissipative mechanism.The result is obtained by employing the continuity of Glimm-type functionals and the method of generalized characteristics [7,17,24].  相似文献   

11.
Defect correction method is used for two parameter singular perturbation problem on Bakhvalov-Shishkin mesh. Use of defect correction method on Bakhvalov-Shishkin mesh gives a second order convergence. A posteriori error estimate is obtained. The numerical examples are given to establish the second order convergence in practice.  相似文献   

12.
尹云辉  祝鹏  杨宇博 《计算数学》2013,35(4):365-376
本文采用线性插值的流线扩散有限元在Bakhvalov-Shishkin网格上求解一维对流扩散型的奇异摄动问题. 在ε ≤ N-1的前提下,可以得到,关于扰动参数ε 是一致收敛的. 在离散的SD范数下,其u-uI的误差阶提高到N-2,u-uh的误差阶达到N-2(lnN)0.5. 最后,通过数值算例,验证了理论分析.  相似文献   

13.
该文在Bakhvalov-Shishkin网格上求解具有左边界层或右边界层的对流扩散方程,并采用差分进化算法对Bakhvalov-Shishkin网格中的参数进行优化,获得了该网格上具有最优精度的数值解.对三个算例进行了数值模拟,数值结果表明:采用差分进化算法求解具有较高的计算精度和收敛性,特别是边界层的数值解精度明显...  相似文献   

14.
祝鹏  尹云辉  杨宇博 《计算数学》2013,35(3):323-336
本文在Bakhvalov-Shishkin网格上分析了采用高次元的内罚间断有限元方法求解一维对流扩散型奇异摄动问题的最优阶一致收敛性. 取k(k≥1)次分片多项式和网格剖分单元数为N时,在能量范数度量下, Bakhvalov-Shishkin网格上可获得O(N-k)的一致误差估计. 在数值算例部分对理论分析结果进行了验证.  相似文献   

15.
采用非对称内罚间断有限元方法(以下简称NIPG方法)求解一维对流扩散型奇异摄动问题.理论上证明了采用拉格朗日线性元的NIPG方法在Bakhvalov-Shishkin网格上具有最优阶的一致收敛性,即在能量范数度量下其误差估计为O(N~(-1)),其中N为网格剖分中单元个数.数值算例验证了理论分析的正确性.  相似文献   

16.
周琴 《数学杂志》2015,35(4):933-940
本文研究了一类椭圆型奇异摄动问题.利用Bakhvalov-Shishkin网格上的差分方法,获得了数值解一致一阶收敛于真解的结果.  相似文献   

17.
In this paper, we investigate the perturbation problem for the Moore–Penrose bounded quasi-linear projection generalized inverses of a closed linear operaters in Banach space. By the method of the perturbation analysis of bounded quasi-linear operators, we obtain an explicit perturbation theorem and error estimates for the Moore–Penrose bounded quasi-linear generalized inverse of closed linear operator under the T-bounded perturbation, which not only extend some known results on the perturbation of the oblique projection generalized inverse of closed linear operators, but also extend some known results on the perturbation of the Moore–Penrose metric generalized inverse of bounded linear operators in Banach spaces.  相似文献   

18.
We present some results on the perturbation of eigenvalues embedded at thresholds in a two channel model Hamiltonian with a small off-diagonal perturbation. Examples are given of the various types of behavior of the eigenvalue under perturbation.  相似文献   

19.
正规矩阵的任意扰动   总被引:1,自引:0,他引:1  
设A为n×n矩阵,其特征值为λ1,λ2,…,λn;矩阵B=A+X之特征值为μ1,μ2,…,μn.若A,B均为正规矩阵,由Wielandt-Hoffman定理[1],存在1,2,…,n的一个排列k1,k2,…,kn,使得nj=1|λj-μkj|2≤‖X‖2F,(1)其中‖·‖F表示Frobenius范数.又,在同样条件下,存在1,2,…,n的一个排列l1,l2,…,ln,使得对1≤j≤n均有|λj-μlj|≤2.91‖X‖2,(2)其中‖·‖2表示谱范数,这是R.Bhatia等人的结果[2].本文旨在讨论A为正规矩阵,B为任意矩阵时特征值的扰动估计,得到了几个扰动定理,分别推广了上述两个结果.本文用CH表示矩阵C的共轭转置,trC表示C的迹;…  相似文献   

20.
In this paper, we study the perturbation problem for oblique projection generalized inverses of closed linear operators in Banach spaces. By the method of the perturbation analysis of linear operators, we obtain an explicit perturbation theorem and error estimates for the oblique projection generalized inverse of closed linear operators under the T-bounded perturbation, which extend the known results on the perturbation of the oblique projection generalized inverse of bounded linear operators in Banach spaces.  相似文献   

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