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1.
Donsker-Varadhan's large deviation theory is applied to Markov chains with continuous parameter and countable state space. Since the lower estimate given by Donsker and Varadhan [5; part 4] is general enough in our context, we study only the upper estimate, and make the conditions for the estimate explicit.  相似文献   

2.
Let a(x)=(a_(ij)(x)) be a uniformly continuous, symmetric and matrix-valued function satisfying uniformly elliptic condition, p(t, x, y) be the transition density function of the diffusion process associated with the Diriehlet space (, H_0~1 (R~d)), where(u, v)=1/2 integral from n=R~d sum from i=j to d(u(x)/x_i v(x)/x_ja_(ij)(x)dx).Then by using the sharpened Arouson's estimates established by D. W. Stroock, it is shown that2t ln p(t, x, y)=-d~2(x, y).Moreover, it is proved that P_y~6 has large deviation property with rate functionI(ω)=1/2 integral from n=0 to 1<(t), α~(-1)(ω(t)),(t)>dtas s→0 and y→x, where P_y~6 denotes the diffusion measure family associated with the Dirichlet form (ε, H_0~1(R~d)).  相似文献   

3.
M-negatively associated random variables,which generalizes the classical one of negatively associated random variables and includes m-dependent sequences as its par- ticular case,are introduced and studied.Large deviation principles and moderate devi- ation upper bounds for stationary m-negatively associated random variables are proved. Kolmogorov-type and Marcinkiewicz-type strong laws of large numbers as well as the three series theorem for m-negatively associated random variables are also given.  相似文献   

4.
LARGEDEVIATIONSFORFIELDSWITHSTATIONARYINDEPENDENTINCREMENTSGAOFUQING(高付清)(DepartmentofMathematics,HubeiUniversity,Wuhan430072...  相似文献   

5.
The results of Bryc on large deviations for empirical measures of stationary Φ-mixing sequences are extended. Bryc states his results in the usual weak topology on the space ofprobability measures. In this paper, under somewhat weaker assumptions than those of Bryc,the author extends Bryc's results by taking the finer topology which is generated by the integralsover bounded measurable functions.  相似文献   

6.
LARGEDEVIATIONSFORINFINITEDIMENSIONALANDREVERSIBLEREACTION-DIFFUSIONPROCESSESCHENJINWEN(陈金文)(DepertmentofAppliedMathematics,T...  相似文献   

7.
ESTIMATES OF EIGENVALUES FOR UNIFORMLY ELLIPTIC OPERATOR OF SECOND ORDER   总被引:2,自引:0,他引:2  
ESTIMATESOFEIGENVALUESFORUNIFORMLYELLIPTICOPERATOROFSECONDORDERQIANCHUNLIN(钱椿林)CHENZUCHI(陈祖墀)(DepartmentofMathetnatics,Univer...  相似文献   

8.
In this paper we consider the bounds of the eigenvalues for a class of polyharmonic operators andobtain the bounds for(n 1)th eigenvalue interm of the first n eigenvalues.Those estimates do notdepend on the domain in which the problem is considered.  相似文献   

9.
A Class of Collinear Scaling Algorithms for Unconstrained Optimization. An appealing approach to the solution of nonlinear optimization problems based on conic models of the objective function has been in troduced by Davidon (1980). It leads to a broad class of algorithms which can be considered to generalize the existing quasi-Newton methods. One particular member of this class has been deeply discussed by Sorensen (1980), who has proved some interesting theoretical properties. In this paper, we generalize Sorensen's technique to Spedicato three-parameter family of variable-metric updates. Furthermore, we point out that the collinear scaling three- parameter family is essentially equivalent to the Spedicato three-parameter family. In addition, numerical expriments have been carried out to compare some colliner scaling algorithms with a straightforward implementation of the BFGS quasi-Newton method.  相似文献   

10.
In this paper,we demonstrate that the double-shift QL algorithm for an irreducible anti-symmetric iridiagonal matrix with the shifts being two eigenvalues of the 2×2 matrix in the left upper corner of this matrix is convergent and the convergence rale of Ms kind of algorithm is generally cubic.  相似文献   

11.
We introduce four types of special eigenvalues which lie on the boundary of certain inclusion regions for the spectrum of a complex square matrix, i.e. , R_r(G_c)-,O(a)-,B_r(B_c)-. and OB(a)- eigenvalues. Then we characterize these eigenvalues and their corresponding eigenvectors for irreducible matrices, Finally we give some new sufficient conditions for an irreducible complex matrix to be nonsingular.  相似文献   

12.
In this paper, We show for isentropic equations of gas dynamics with adiabatic exponent γ=3 that approximations of weak solutions generated by large time step Godunov's scheme or Glimm's scheme give entropy solution in the limit if Courant number is less than or equal to 1.  相似文献   

13.
This paper deals with the existence of solution for the systems u_i-K△u=F(t, x, u, ▽u) with the initial boundary value condition, where F (t, x, y, z) grows in y, z with arbitrary power and goes to infinity as t→∞. Under suitable assumptions on the nonlinear term F and the initial value condition, we will obtain a unique global solution and an asymptotic estimate.  相似文献   

14.
Under some conditions on probability, this note discusses the equivalence between the complete convergence and the law of large number forB- valued independent random elements. The results of [10] become a simple corollary of the results here. At the same time, the author uses them to investigate the equivalence of strong and weak law of large numbers, and there exists an example to show that the conditions on probability are weaker. Project supported by the National Natural Science Foundation of China.  相似文献   

15.
LARGE-TIMEBEHMIOROFSOLUTIONSFORTHESYSTEMOFCOMPRESSIBLEADIABATICFLOWTHROUGHPOROUSMEDIA¥XIAOLING(L.HSIAO)D.SERRE(InstituteofMat...  相似文献   

16.
VECTORCOMPARISONPRINCIPLEFORTHESTABILITYOFMEASUREDIFFERENTIALLARGESCALESYSTEMS¥GuanZhihong(关治洪)(JianghanPrtroleumInstitute)&L...  相似文献   

17.
§ 1. Introduction Fluid flow in a pipe is usually modeled by the quasilinear hyperbolic system where ρ is mass density, G is momentum density, p=p(ρ) is pressure such that p' (ρ)>0 for 0<ρ<∞, f=f(|G|) is the Moody friction factor and D is pipe diameter (see [5] for detail).  相似文献   

18.
19.
A natural generalization of random choice finite difference scheme of Harten and Lax for Courant number larger than 1 is obtained. We handle interactions between neighboring Riemann solvers by linear superposition of their conserved quantities. We show consistency of the scheme for arbitrarily large Courant numbers. For scalar problems the scheme is total variation diminishing.A brief discussion is given for entropy condition.  相似文献   

20.
1.IntroductionInthepaper[1],westudedthegeneralizedKuramotrySivashinskyequationWeProvedtheexistenceanduniquenessofglobalsolutionforperiodicinitialproblemandgavethelargetimeerrorestimationforthesolutionofcontinuousspectralmethod.Theaimofthispaperistostudyfullydiscretespectralmethodandthelongtimebehaviorofthesolutionofthissystem.In61wegiventhelargetimeerrorestimationforfullydiscretesolutionofspectralmethod.In52weprove-theexistenceofapproximateattractorsAN,4anding3weprovetheconvergenceofapproal…  相似文献   

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