THE BRANCHING CHAIN WITH DRIFT IN SPACE-TIME RANDOM ENVIRONMENT （I）： MODEL,MARKOV PROPERTY,MOMENTS

There are three parts in this article. In Section 1, we establish the model of branching chain with drift in space-time random environment （BCDSTRE）, i.e., the coupling of branching chain and random walk. In Section 2, we prove that any BCDSTRE must be a Markov chain in time random environment when we consider the distribution of the particles in space as a random element. In Section 3, we calculate the first-order moments and the second-order moments of BCDSTRE.     

A copula-based approximation to Markov chains

The Markov chain is well studied and widely applied in many areas.For some Markov chains,it is infeasible to obtain the explicit expressions of their corresponding finite-dimensional distributions and sometimes it is time-consuming for computation.In this paper,we propose an approximation method for Markov chains by applying the copula theory.For this purpose,we first discuss the checkerboard copula-based Markov chain,which is the Markov chain generated by the family of checkerboard copulas.This Markov chain has some appealing properties,such as self-similarity in copulas and having explicit forms of finite-dimensional distributions.Then we prove that each Markov chain can be approximated by a sequence of checkerboard copula-based Markov chains,and the error bounds of the approximate distributions are provided.Employing the checkerboard copula-based approximation method,we propose a sufficient condition for the geometric β-mixing of copula-based Markov chains.This condition allows copulas of Markov chains to be asymmetric.Finally,by applying the approximation method,analytical recurrence formulas are also derived for computing approximate distributions of both the first passage time and the occupation time of a Markov chain,and numerical results are listed to show the approximation errors.     

The construction of markov processes in random environments and the equivalence theorems

In sec.1, we introduce several basic concepts such as random transition function, p-m process and Markov process in random environment and give some examples to construct a random transition function from a non-homogeneous density function. In sec. 2, we construct the Markov process in random enviromment and skew product Markov process by p -m process and investigate the properties of Markov process in random environment and the original process and environment process and skew product process. In sec. 3, we give several equivalence theorems on Markov process in random environment.     

STABILIZATION OF MARKOVIAN JUMP LINEAR SYSTEMS VIA RANDOM COMMUNICATION TIME DELAYED AND IMPULSIVE CONTROLLERS

This paper deals with the stabilization problems for a networked control system via time-delayed and impulsive controllers. The random communication delays in the model signal are modeled as a Markov chain. First, we introduce a hybrid controller with delay and impulses for the networked control systems. Then, some sufficient conditions are proposed for the design of a hybrid controller such that the closed-loop system is stochastically stable.     

An efficient algorithm for finding the largest chain graph according to a given chain graph

Chain graph (CG) is a general model of graphical Markov models. Some different chain graphs may describe the same conditional independence structure, then we say that these CGs are Markov equivalent. In 1990 Frydenberg showed that every class of Markov equivalent CGs has a CG which is called the largest chain graph with the greatest number of lines. This paper presents an efficient algorithm for finding the largest chain graph of the corresponding Markov equivalent class of a given CG. The computational complexity of the algorithm is O(n3). It is more efficient than the complexity O(n!) of the present algorithms. Also a more intuitive graphical characterization of the largest chain graph is provided based on the algorithm in this paper.     

THE DECOMPOSITION OF STATE SPACE FOR MARKOV CHAIN IN RANDOM ENVIRONMENT

This paper is a continuation of [8] and [9]. The author obtains the decomposition of state space X of an Markov chain in random environment by making use of the results in [8] and [9], gives three examples, random walk in random environment, renewal process in random environment and queue process in random environment, and obtains the decompositions of the state spaces of these three special examples.     

Ergodicity of a class of nonlinear time series models in random environment domain

In this paper, we study the problem of a variety of p, onlinear time series model Xn＋ 1= TZn＋1（X（n）, … ,X（n - Zn＋l）, en＋1（Zn＋1）） in which {Zn} is a Markov chain with finite state space, and for every state i of the Markov chain, {en（i）} is a sequence of independent and identically distributed random variables. Also, the limit behavior of the sequence {Xn} defined by the above model is investigated. Some new novel results on the underlying models are presented.     

Markov-modulated mean-variance problem for an insurer

In this paper, we consider an insurance company which has the option of investing in a risky asset and a risk-free asset, whose price parameters are driven by a finite state Markov chain. The risk process of the insurance company is modeled as a diffusion process whose diffusion and drift parameters switch over time according to the same Markov chain. We study the Markov-modulated mean-variance problem for the insurer and derive explicitly the closed form of the efficient strategy and efficient frontier. In the case of no regime switching, we can see that the efficient frontier in our paper coincides with that of [10] when there is no pure jump.     

A RepairableGeoX/G/1 Retrial Queue with Bernoulli Feedback and Impatient Customers

Abstract This paper deals with a discrete-time batch arrival retrial queue with the server subject to starting failures.Diferent from standard batch arrival retrial queues with starting failures,we assume that each customer after service either immediately returns to the orbit for another service with probabilityθor leaves the system forever with probability 1θ(0≤θ1).On the other hand,if the server is started unsuccessfully by a customer(external or repeated),the server is sent to repair immediately and the customer either joins the orbit with probability q or leaves the system forever with probability 1 q(0≤q1).Firstly,we introduce an embedded Markov chain and obtain the necessary and sufcient condition for ergodicity of this embedded Markov chain.Secondly,we derive the steady-state joint distribution of the server state and the number of customers in the system/orbit at arbitrary time.We also derive a stochastic decomposition law.In the special case of individual arrivals,we develop recursive formulae for calculating the steady-state distribution of the orbit size.Besides,we investigate the relation between our discrete-time system and its continuous counterpart.Finally,some numerical examples show the influence of the parameters on the mean orbit size.     

THE CONSTRUCTION OF MULTITYPE CANONICAL MARKOV BRANCHING CHAINS IN RANDOM ENVIRONMENTS

The investigation for branching processes has a long history by their strong physics background, but only a few authors have investigated the branching processes in random environments. First of all, the author introduces the concepts of the multitype canonical Markov branching chain in random environment (CMBCRE) and multitype Markov branching chain in random environment (MBCRE) and proved that CMBCRE must be MBCRE, and any MBCRE must be equivalent to another CMBCRE in distribution. The main results of this article are the construction of CMBCRE and some of its probability properties.     

Wavelets and Geometric Structure for Function Spaces

Abstract With Littlewood–Paley analysis, Peetre and Triebel classified, systematically, almost all the usual function spaces into two classes of spaces: Besov spaces and Triebel–Lizorkin spaces ; but the structure of dual spaces of is very different from that of Besov spaces or that of Triebel–Lizorkin spaces, and their structure cannot be analysed easily in the Littlewood–Paley analysis. Our main goal is to characterize in tent spaces with wavelets. By the way, some applications are given: (i) Triebel–Lizorkin spaces for p = ∞ defined by Littlewood–Paley analysis cannot serve as the dual spaces of Triebel–Lizorkin spaces for p = 1; (ii) Some inclusion relations among these above spaces and some relations among and L ¹ are studied. Supported by NNSF of China (Grant No. 10001027)     

The normal subgroup structure of the extended Hecke groups

We consider the extended Hecke groups generated by T(z) = −1/z, S(z) = −1/(z + λ) and R(z) = 1/z with λ ≥ 2. In this paper, firstly, we study the fundamental region of the extended Hecke groups . Then, we determine the abstract group structure of the commutator subgroups , the even subgroup , and the power subgroups of the extended Hecke groups . Also, finally, we give some relations between them.     

Lifting Unitary Elements with Application to Approximately Inner Automorphisms

Let A be a separable unital nuclear simple C＊-algebra with torsion K0 （A）, free K1 （A） and with the UCT. Let T ： A→M（K）/K be a unital homomorphism. We prove that every unitary element in the commutant of T（A） is an exponent, thus it is liftable. We also prove that each automorphism α on E with α ∈ Aut0（A） is approximately inner, where E is a unital essential extension of A by K and α is the automorphism on A induced by α.     

On the Convergence of Products γ^-sh1hn in the Adams Spectral Sequence

Abstract Let A be the mod p Steenrod algebra and S the sphere spectrum localized at p, where p is an odd prime. In 2001 Lin detected a new family in the stable homotopy of spheres which is represented by （b0hn-h1bn-1）∈ ExtA^3,（p^n＋p）q（Zp,Zp） in the Adams spectral sequence. At the same time, he proved that i.（hlhn） ∈ExtA^2,（p^n＋P）q（H^＊M, Zp） is a permanent cycle in the Adams spectral sequence and converges to a nontrivial element ξn∈π（p^n＋p）q-2M. In this paper, with Lin＇s results, we make use of the Adams spectral sequence and the May spectral sequence to detect a new nontrivial family of homotopy elements jj′j^-γsi^-i′ξn in the stable homotopy groups of spheres. The new one is of degree p^nq ＋ sp^2q ＋ spq ＋ （s - 2）q ＋ s - 6 and is represented up to a nonzero scalar by hlhnγ-s in the E2^s＋2,＊-term of the Adams spectral sequence, where p ≥ 7, q = 2（p - 1）, n ≥ 4 and 3 ≤ s 〈 p.     

Some generalizations of Knopp's identity*

For integers a, b and n > 0, define

Hoermander＇s Multipliers for the Weighted Herz-type Hardy Spaces

In this article, we apply the molecular characterization of the weighted Hardy space developed by the first two authors to show the boundedness of Hormander multiplier on the weighted Herz-type Hardy spaces HK^α,p 2（｜x｜^t; ｜x｜^t） and HK^α,P 2（｜x｜^t; ｜x｜^t）.     

White Noise Approach Construction of Ф4 4 Quantum to The Fields （Ⅱ）

In this paper a complete proof for the existence of generalized operators satisfying abstract 02 dynamical equations of quantum motions δ^2/δt^2Ф（t, x） ＋ （ △- m^2）Ф（t, x） = -λ ：Ф^3（t, x）, subject to a suitable initial condition, is given under the framework of white noise analysis. Also some important commutation relations related to Ф44 quantum fields are discussed and proved in detail.     

Multilinear Singular Integrals with Rough Kernel

For a class of multilinear singular integral operators T _A ,

Remarks on Herz-Type Hardy Spaces

Basic properties of the Herz-type Hardy spaces , such as the boundedness of singular integral operators and the fractional integration operators, atomic decomposition, dense subspaces, etc., are established in the full range 0 < q < ∞. Partly supported by the Grants-in-Aid for Scientific Research (A)(1)11304009, (B)(1)10440046, Japan Society for the Promotion of Science.