PROXIMAL LIMIT SPACES

Abstract

The proximal limit spaces are introduced which fill the gap arising from the existence of proximity spaces, uniform spaces, and uniform limit spaces. It is shown that the proximal limit spaces can be considered as a bireflective subcategory of the topological category of uniform limit spaces. A limit space is induced by a proximal limit space if and only if it is a S₁-limit space.     

The planar discontinuous piecewise linear refracting systems have at most one limit cycle

In this paper we investigate the limit cycles of planar piecewise linear differential systems with two zones separated by a straight line. It is well known that when these systems are continuous they can exhibit at most one limit cycle, while when they are discontinuous the question about maximum number of limit cycles that they can exhibit is still open. For these last systems there are examples exhibiting three limit cycles.The aim of this paper is to study the number of limit cycles for a special kind of planar discontinuous piecewise linear differential systems with two zones separated by a straight line which are known as refracting systems. First we obtain the existence and uniqueness of limit cycles for refracting systems of focus-node type. Second we prove that refracting systems of focus–focus type have at most one limit cycle, thus we give a positive answer to a conjecture on the uniqueness of limit cycle stated by Freire, Ponce and Torres in Freire et al. (2013). These two results complete the proof that any refracting system has at most one limit cycle.     

On the Recurrence Set of Planar Markov Random Walks

In this paper, we investigate properties of recurrent planar Markov random walks. More precisely, we study the set of recurrence points with the use of local limit theorems. The Nagaev–Guivarc’h spectral method provides several examples for which these local limit theorems are satisfied as soon as some (standard or non-standard) central limit theorem and some non-sublattice assumption hold.     

Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality

Multivariate tree-indexed Markov processes are discussed with applications. A Galton-Watson super-critical branching process is used to model the random tree-indexed process. Martingale estimating functions are used as a basic framework to discuss asymptotic properties and optimality of estimators and tests. The limit distributions of the estimators turn out to be mixtures of normals rather than normal. Also, the non-null limit distributions of standard test statistics such as Wald, Rao’s score, and likelihood ratio statistics are shown to have mixtures of non-central chi-square distributions. The models discussed in this paper belong to the local asymptotic mixed normal family. Consequently, non-standard limit results are obtained.     

Transitive Limit Closures of Convex Dynamical Systems

Convex dynamical systems are iterated set-valued maps with convex graphs. The closed union of all finite powers of a given convex relation will be called its limit closure. We address the question of transitivity of limit closures and establish a sufficient condition for such transitivity (limit transitivity). We also present examples showing that the limit closure of a general compact convex system is not necessarily transitive. limit closure can be intransitive as well. It is also shown that the restriction of a linear single-valued map to a convex set containing an open neighborhood of the origin is always limit transitive.     

随机截断数据下乘积限过程的振动模

文中研究了随机截断数据下的剩积限过程的振动行为，证明了其振动模的收敛速度与完全样本下经验过程振动模的收敛速度相一致。     

Analysis of Hermite subdivision using piecewise polynomials

In this paper we begin to explore a new method of analyzing the regularity of Hermite subdivision schemes that are defined from local polynomial interpolants. The idea of the method is to view the limit of the scheme as the limit of splines formed by these local interpolants rather than as the limit of polygons. We demonstrate the success of the method by obtaining the precise Hölder regularity of the simple, but non-trivial scheme in which the data are uniformly spaced and the refinement rule is defined by quintic interpolation of four values and two derivatives.     

Kinetic Models for Chemotaxis and their Drift-Diffusion Limits

Kinetic models for chemotaxis, nonlinearly coupled to a Poisson equation for the chemo-attractant density, are considered. Under suitable assumptions on the turning kernel (including models introduced by Othmer, Dunbar and Alt), convergence in the macroscopic limit to a drift-diffusion model is proven. The drift-diffusion models derived in this way include the classical Keller-Segel model. Furthermore, sufficient conditions for kinetic models are given such that finite-time-blow-up does not occur. Examples are given satisfying these conditions, whereas the macroscopic limit problem is known to exhibit finite-time-blow-up. The main analytical tools are entropy techniques for the macroscopic limit as well as results from potential theory for the control of the chemo-attractant density.     

Coupled Continuous Time Random Maxima

Continuous Time Random Maxima (CTRM) are a generalization of classical extreme value theory: Instead of observing random events at regular intervals in time, the waiting times between the events are also random variables which have arbitrary distributions. In case that the waiting times between the events have infinite mean, the limit process that appears differs from the limit process that appears in the classical case. With a continuous mapping approach, we derive a limit theorem for the case that the waiting times and the subsequent events are dependent as well as for the case that the waiting times depend on the preceding events (in this case we speak of an Overshooting Continuous Time Random Maxima, abbr. OCTRM). We get the distribution functions of the limit processes and a formula for the Laplace transform in time of the CTRM and the OCTRM limit. With this formula we have another way to calculate the distribution functions of the limit processes, namely by inversion of the Laplace transform. Moreover, we present governing equations which in our case are time fractional differential equations whose solutions are the distribution functions of our limit processes.     

On the relationship between solutions of delay differential equations and infinite-dimensional systems of differential equations

We study the limit properties of solutions for a class of systems of ordinary differential equations as the number of equations and a certain parameter grow unboundedly. We show that the sequence of functions formed by the last components of solutions of such systems has a repeated limit. The limit function is a solution of a delay differential equation. Estimates of the convergence rate are obtained.     

一类五次多项式系统的奇点量与极限环分支

该文研究一类五次多项式微分系统在高次奇点与无穷远点的极限环分支问题. 该系统的原点是高次奇点, 赤道环上没有实奇点. 首先推导出计算高次奇点与无穷远点奇点量的代数递推公式,并用之计算系统原点、无穷远点的奇点量，然后分别讨论了系统原点、无穷远点中心判据. 给出了多项式系统在高次奇点分支出5个极限环同时在无穷远点分支出2个极限环的实例. 这是首次在同步扰动的条件下讨论高次奇点与无穷远点分支出极限环的问题.     

Analysis and computation of limit cycles for systems with separable nonlinearities

The variational system obtained by linearizing a dynamical system along a limit cycle is always non-invertible. This follows because the limit cycle is only a unique modulo time translation. It is shown that questions such as uniqueness, robustness, and computation of limit cycles can be addressed using a right inverse of the variational system. Small gain arguments are used in the analysis.     

Some local limit theorems in the symmetric Dirichlet-Multinomial urn models

Summary The asymptotic distributions of the size distributions of the symmetric Dirichlet-Multinomial urn model are investigated. By allowing the number of ballsn and number of urnsm to go to infinity at different rates we can get both Poisson limit distributions and normal limit distributions. In either case some local limit theorems are obtained. We also consider a more general urn scheme where the number of balls is considered as a random variable depending on the number of urns; some interesting limit theorems are also obtained in this context. The proof of this article was read by Professor M. H. DeGroot because the author Dr. Wen Chen Chen passed away on July 3, 1981.     

Analysis and computation of limit cycles for systems with separable nonlinearities

The variational system obtained by linearizing a dynamical system along a limit cycle is always non-invertible. This follows because the limit cycle is only a unique modulo time translation. It is shown that questions such as uniqueness, robustness, and computation of limit cycles can be addressed using a right inverse of the variational system. Small gain arguments are used in the analysis.     

Macroscopic limits for stochastic partial differential equations of McKean–Vlasov type

A class of quasilinear stochastic partial differential equations (SPDEs), driven by spatially correlated Brownian noise, is shown to become macroscopic (i.e., deterministic), as the length of the correlations tends to 0. The limit is the solution of a quasilinear partial differential equation. The quasilinear SPDEs are obtained as a continuum limit from the empirical distribution of a large number of stochastic ordinary differential equations (SODEs), coupled though a mean-field interaction and driven by correlated Brownian noise. The limit theorems are obtained by application of a general result on the convergence of exchangeable systems of processes. We also compare our approach to SODEs with the one introduced by Kunita.     

Modelling the profitability of credit cards by Markov decision processes

This paper derives a Markov decision process model for the profitability of credit cards, which allows lenders to find an optimal dynamic credit limit policy. The states of the system are based on the borrower’s behavioural score and the decisions are what credit limit to give the borrower each period. In determining which Markov chain best describes the borrower’s performance, second order as well as first order Markov chains are considered and estimation procedures developed that deal with the low default levels that may exist in the data. A case study is given in which the optimal credit limit is derived and the results compared with the actual outcomes.     

Local ( L , ε)-approximation of a function of single variable: an alternative way to define limit

At the start of a freshman calculus course, many students conceive the classical definition of limit as the most problematic part of calculus. They not only find it difficult to understand, but also consider it of no use while solving most of the limit problems and therefore, skip it. This paper reformulates the rigorous definition of limit, which may be looked upon as a local approximation of a function by a zero degree polynomial. For this purpose a notion of local (L,?ε)-approximation is introduced. The approach conforms with all theoretical aspects of limit and continuity. Computational procedures and use of software for the solution of limit problems where necessary are discussed. It is expected that the suggested approach will be easy to follow by freshman calculus students.     

Asymptotic study of the macroscopic behaviour of a solid-fluid mixture

In the framework of homogenization theory we study a mixture of an elastic solid and a viscous compressible fluid with periodic structure and its limit behaviour as the period tends to zero Existence, uniqueness and convergence theorems are given. The limit behaviour is viscoelastic.     

Probabilistic sensitivity of limit states of structures. The Monte Carlo simulation

The main issue of the paper is the probabilistic sensitivity of the limit states of structures with respect to selected input design variables. Attempt to the problem is done by the dedicated Monte Carlo simulation procedure. Basic design variables are random variables of given probability distributions, presented in the form of random numbers. Uni-parametrical increment of the dominant basic variable (basic variables) is done, finally achieving the structural limit state. The simulation procedure restuls in a set of limit multipliers. Statistical analysis leads to the estimate of the probability density function of the limit state. Thus the numerical image is presented of the probabilistic sensitivity of the structural limit state. Reliability or the probability of failure are to be estimated, as statistical parameters of the histogram. Numerical examples of engineering structures illustrate the method introduced in the paper, conclusions are formulated eventually. (© 2009 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Sixteen large-amplitude limit cycles in a septic system

In this paper, bifurcation of limit cycles from the infinity of a two-dimensional septic polynomial differential system is investigated. Sufficient and necessary conditions for the infinity to be a center are derived and the fact that there exist 16 large amplitude limit cycles bifurcated from the infinity is proved as well. The study relays on making use of a recursive formula for computing the singular point quantities of the infinity. As far as we know, this is the first example of a septic system with 16 limit cycles bifurcated from the infinity.