Sharp maximal inequalities for stochastic integrals in which the integrator is a submartingale

We obtain sharp maximal inequalities for strong subordinates of real-valued submartingales. Analogous inequalities also hold for stochastic integrals in which the integrator is a submartingale. The impossibility of general moment inequalities is also demonstrated.

     

Approximation of periodic functions by trigonometric polynomials in the mean

For arbitrary summation methods we obtain inequalities between upper bounds of deviations in the L metric and corresponding upper bounds in the C metric with respect to a certain class of functions. These inequalities constitute a generalization of known relationships due to S. M. Nikol'skii. We consider the cases wherein these inequalities become exact or asymptotic equalities.Translated from Matematicheskie Zametki, Vol. 16, No. 1, pp. 15–26, July, 1974     

Optimal lower bounds on asymptotic support propagation rates for the thin-film equation

We derive lower bounds on asymptotic support propagation rates for strong solutions of the Cauchy problem for the thin-film equation. The bounds coincide up to a constant factor with the previously known upper bounds and thus are sharp. Our results hold in case of at most three spatial dimensions and n∈(1,2.92)$n\in (1,2.92)$. The result is established using weighted backward entropy inequalities with singular weight functions to yield a differential inequality; combined with some entropy production estimates, the optimal rate of propagation is obtained. To the best of our knowledge, these are the first lower bounds on asymptotic support propagation rates for higher-order nonnegativity-preserving parabolic equations.     

Dynamic analysis of Markovian jumping impulsive stochastic Cohen–Grossberg neural networks with discrete interval and distributed time-varying delays

In this paper, the dynamic analysis problem is considered for a new class of Markovian jumping impulsive stochastic Cohen–Grossberg neural networks (CGNNs) with discrete interval and distributed delays. The parameter uncertainties are assumed to be norm bounded and the discrete delay is assumed to be time-varying and belonging to a given interval, which means that the lower and upper bounds of interval time-varying delays are available. Based on the Lyapunov–Krasovskii functional and stochastic stability theory, delay-interval dependent stability criteria are obtained in terms of linear matrix inequalities. Some asymptotic stability criteria are formulated by means of the feasibility of a linear matrix inequality (LMI), which can be easily calculated by LMI Toolbox in Matlab. A numerical example is provided to show that the proposed results significantly improve the allowable upper bounds of delays over some existing results in the literature.     

Capacitary Criteria for Poincaré-Type Inequalities

The Poincaré-type inequality is a unification of various inequalities including the F-Sobolev inequalities, Sobolev-type inequalities, logarithmic Sobolev inequalities, and so on. The aim of this paper is to deduce some unified upper and lower bounds of the optimal constants in Poincaré-type inequalities for a large class of normed linear (Banach, Orlicz) spaces in terms of capacity. The lower and upper bounds differ only by a multiplicative constant, and so the capacitary criteria for the inequalities are also established. Both the transient and the ergodic cases are treated. Besides, the explicit lower and upper estimates in dimension one are computed. Mathematics Subject Classifications (2000) 60J55, 31C25, 60J35, 47D07.Research supported in part NSFC (No. 10121101) and 973 Project.     

Stochastic bounds for attained levels

Asymptotic inequalities are obtained for the level attained by any test statistic in a given hypothesis testing problem. The bounds so obtained are themselves random. The inequalities subsume previous results by Bahadur and others about the asymptotic behavior of attained levels. Various remifications of the inequalities are discussed, including a notion of stochastic deficiency.     

Monotonic bounds in multistage mixed-integer stochastic programming

Multistage stochastic programs bring computational complexity which may increase exponentially with the size of the scenario tree in real case problems. For this reason approximation techniques which replace the problem by a simpler one and provide lower and upper bounds to the optimal value are very useful. In this paper we provide monotonic lower and upper bounds for the optimal objective value of a multistage stochastic program. These results also apply to stochastic multistage mixed integer linear programs. Chains of inequalities among the new quantities are provided in relation to the optimal objective value, the wait-and-see solution and the expected result of using the expected value solution. The computational complexity of the proposed lower and upper bounds is discussed and an algorithmic procedure to use them is provided. Numerical results on a real case transportation problem are presented.     

Subfunctions for second order ordinary differential equations

Explicit upper and lower bounds are constructed for a functional defined on the difference of solutions to a class of nonlinear hyperbolic problems modelling string vibrations. Such bounds indicate how solutions are affected by the input data over a finite time interval. The logarithmic convexity method is used to obtain two second order ordinary differential inequalities for the appropriate functional. These inequalities are then related to two systems of first order equations whose solutions are the desired bounds.     

Regularity of Solutions to Bilinear Stochastic Wave Equations

Abstract

The paper is concerned with strong solutions of bilinear stochastic wave equations in ? ^d , of which the coefficients contain semimartingale white noises with spatial parameters. For the Cauchy problems, the existence and spatial regularity of solutions in Sobolev spaces are proved under appropriate conditions. The dependence of solution regularity on the smoothness of the random coefficients is ascertained. The proofs are based on stochastic energy inequalities, the semigroup method and certain submartingale inequalities. Regularity results are also obtained for the special case of Wiener semimartingales.     

Gradient estimates for positive harmonic functions by stochastic analysis

We prove Cheng–Yau type inequalities for positive harmonic functions on Riemannian manifolds by using methods of Stochastic Analysis. Rather than evaluating an exact Bismut formula for the differential of a harmonic function, our method relies on a Bismut type inequality which is derived by an elementary integration by parts argument from an underlying submartingale. It is the monotonicity inherited in this submartingale which allows us to establish the pointwise estimates.     

Strong Martingales: Their Decompositions and Quadratic Variation

Set-indexed strong martingales and a form of predictability for set-indexed processes are defined. Under a natural integrability condition, we show that any set-indexed strong submartingale can be decomposed in the Doob–Meyer sense. A form of predictable quadratic variation for square-integrable set-indexed strong martingales is defined and sufficient conditions for its existence are given. Under a conditional independence assumption, these reduce to a simple moment condition and, if the strong martingale has continuous sample paths, the resulting quadratic variation can be approximated in the L ₂-sense by sums of conditional expectations of squared increments.     

On Upper Bounds for Minimum Distance and Covering Radius of Non-binary Codes

We consider upper bounds on two fundamental parameters of a code; minimum distance and covering radius. New upper bounds on the covering radius of non-binary linear codes are derived by generalizing a method due to S. Litsyn and A. Tietäväinen lt:newu and combining it with a new upper bound on the asymptotic information rate of non-binary codes. The upper bound on the information rate is an application of a shortening method of a code and is an analogue of the Shannon-Gallager-Berlekamp straight line bound on error probability. These results improve on the best presently known asymptotic upper bounds on minimum distance and covering radius of non-binary codes in certain intervals.     

Slopes,Error Bounds and Weak Sharp Pareto Minima of a Vector-Valued Map

In this paper, we provide a detailed study of the upper and lower slopes of a vector-valued map recently introduced by Bednarczuk and Kruger. We show that these slopes enjoy most properties of the strong slope of a scalar-valued function and can be explicitly computed or estimated in the convex, strictly differentiable, linear cases. As applications, we obtain error bounds for lower level sets (in particular, a Hoffman-type error bound for a system of linear inequalities in the infinite-dimensional space setting, existence of weak sharp Pareto minima) and sufficient conditions for Pareto minima.     

Generalized Ostrowski–Grüss-type Inequalities

The paper is devoted to inequalities of Ostrowski–Grüss type. The upper bounds of our inequalities involve least concave majorants of the first order moduli of continuity or differences of upper and lower bounds of first order derivatives. Several inequalities available in the literature are generalized, improved or modified.     

Local a posteriori error estimators for variational inequalities

Local a posteriori error estimators for finite element approximation of variational inequalities are derived. These are shown to provide upper bounds on the discretization error. Numerical examples are given illustrating the theoretical results. © 1993 John Wiley & Sons, Inc.     

Vector Variational Inequalities Involving Set-valued Mappings via Scalarization with Applications to Error Bounds for Gap Functions

In this paper, by using the scalarization approach of Konnov, several kinds of strong and weak scalar variational inequalities (SVI and WVI) are introduced for studying strong and weak vector variational inequalities (SVVI and WVVI) with set-valued mappings, and their gap functions are suggested. The equivalence among SVVI, WVVI, SVI, WVI is then established under suitable conditions and the relations among their gap functions are analyzed. These results are finally applied to the error bounds for gap functions. Some existence theorems of global error bounds for gap functions are obtained under strong monotonicity and several characterizations of global (respectively local) error bounds for the gap functions are derived.     

Code constructions and existence bounds for relative generalized Hamming weight

The relative generalized Hamming weight (RGHW) of a linear code C and a subcode C ¹ is an extension of generalized Hamming weight. The concept was firstly used to protect messages from an adversary in the wiretap channel of type II with illegitimate parties. It was also applied to the wiretap network II for secrecy control of network coding and to trellis-based decoding algorithms for complexity estimation. For RGHW, bounds and code constructions are two related issues. Upper bounds on RGHW show the possible optimality for the applications, and code constructions meeting upper bounds are for designing optimal schemes. In this article, we show indirect and direct code constructions for known upper bounds on RGHW. When upper bounds are not tight or constructions are hard to find, we provide two asymptotically equivalent existence bounds about good code pairs for designing suboptimal schemes. Particularly, most code pairs (C, C ¹) are good when the length n of C is sufficiently large, the dimension k of C is proportional to n and other parameters are fixed. Moreover, the first existence bound yields an implicit lower bound on RGHW, and the asymptotic form of this existence bound generalizes the usual asymptotic Gilbert–Varshamov bound.     

对于K2+Tm和完全图的Ramsey函数的渐近上界

本文研究了当n趋于无穷大时,关于K2+Tm和完全图Kn的Ramsey数的渐近上界,以及r(K2+Tm,Kn)和r(K1+Tm,Kn)的渐近关系.利用李雨生等人所给出的一个独立数的下界公式,给出了r(K4,Kn)和r(Kk-c,Kn)的渐近上下界,推广了李雨生等人所给出的r(K1+Tm,Kn)的下界.     

The role of the form body in bounds for inclusion measures

In this paper, the inclusion measures of convex bodies are studied. Some new isoperimetric‐type inequalities are established by using the technique of inner parallel bodies and mixed volumes. These inequalities give the upper and lower bounds for the inclusion measures, and show the role of the form body of a convex body in these bounds.     

The boundedness for solutions of a certain two-dimensional fractional differential system with delay

In this paper, we study the components-wise upper bounds for solutions of two-dimensional fractional differential system with delay. Prior to the main results, we derive some results on two-dimensional nonlinear integral inequalities, then we investigate upper bounds of solutions basing on the obtained inequalities, finally, an example is given to illustrate the theoretical results.