Hill估计的重对数律

设{x_n,n≥1}是i.i.d.序列,分布函数具有形式F(x)=1-(L(x))/(x~(1/O)),x>0,其中L(x)是缓慢变化函数,0相似文献   

方差估计的随机加权逼近及随机加权法在抽样调查中的初步应用

设X_1,X_2,…是一组独立同分布的随机变量序列,其方差μ_2是待估参数,当x_4,i=1,2,…,n,给定下,用D_n=sum from i=1 to n(V_(ni)(X_i-sum from i=1 to n(V_(ni)X_i)~2)-1/n sum from i=1 to n(X_i-X)~2的条件分布来渐近T_n=(1/n)sum from i=1 to n(X_i-X)~2-μ_2的分布。这里D_n中的V_(ni),i=1,2,…,n,是服从 Dirichlet分布D(4,4,…,4)的随机变量。若记 F_n和F_n~*分别是T_n/(VarT_n)~(1/2)的分布和D_n/(Var~*D_n)~(1/2)的条件分布,其中Var~*D_n是关于X_1,X_2,…的条件方差。则在一定条件下,对几乎所有的样本序列X_1,X_2,…, (i)n~(1/2)D_n→N(0,μ_4-μ_2~2) 其中μ_4=E(X_1-μ)~4,μ=EX_1 ii)n(1/2)sup|F_n~*(y)-F_n(y)|=0(1) iii) lim sup |F_n~*(y)-F_n(y)|=0 最后,本文对随机加权法如何应用于抽样调查之中,进行了一个初步的尝试。     

自正则Chung型重对数律的精确渐近性

设X,X1,X2,…为零均值、非退化、吸引域为正态吸引场的独立同分布随机变量序列.记Sn=n∑j=1Xj,Mn=maxk≤n|Sk|,V2n=n∑j=1X2j,n≥1.证明了当b＞-1时,limε↗∞ε-2(b+1)∞∑n=1(loglogn)b/nlognP(Mn/Vn≤ε√π2/8loglogn)=4/πΓ(b+1)∞∑k=0(-1)k/(2k+1)2b+3.     

两类分布函数的投影寻踪随机经验分布的极限分布

X为m维随机向量,X_1,X_2,…,X_n是来自母体X的子样,Z～N_m(0,I_m),{B_m>0}为实数列,经验分布 F~n_(Z/(BM))(x)=1/n#{i:Z＇X_4/B_40,X～N_m(u,V),若M→∞时, B_m~(-2)T_r(V)→σ~2,B_M~(-2)∥u∥~2→0,B_m~(-2)(T_r(V_2) 2u＇Vu)→0,那么 F_n~(Z/(Bm))(x)(?)N(0,σ~2) 当n→∞ m→∞。     

含分数逆幂的矩阵方程对称自反解的双迭代算法

<正>1引言含分数逆幂的矩阵方程在控制理论、梯形网络和动态规划等领域中有重要的应用~([1-3]).考虑有代表性的一类含分数逆幂的双变量矩阵方程A_1X_1B_1+A_2X_2B_2+E_1X_1~(-1/2)F_1+E_2X_2~(-2/3)F_2=G,(1)其中A_i,B_i,E_i,F_i,X_i,G∈R~(n×n)(i=1,2).替换方程(1)中的X_1~(1/2)为X_1,X_2~(1/3)为X_2可得A_1X_1~2B_1+A_2X_2~3B_2+E_1X_1~(-1)F_1+E_2X_2~(-2)F_2=G.(2)近年来,人们对这种类型的非线性矩阵方程进行了许多研究,并建立了一些有效的算法.例如,Li J等~([1])研究了方程X-A~HX~(-p)A=Q唯一正定解的存在性问题,并给出了方     

一类非平稳高斯序列超过数点过程与和的渐近性

设{X_i}_(i=1)~∞是标准化非平稳高斯序列,N_n为X_1,X_2,…,X_n依次对水平μ_(n1),μ_(n2),…,μ_(nn)的超过数形成的点过程.记Υ_(ij)=X_iX_j,S_n=■X_i.当Υ_(ij)满足一定条件时,证明了N_n依分布收敛到Poisson过程,且N_n与S_n渐近独立.     

常数项级数求和方法举例

一、利用级数和的定义求和例1 求级数sum from n=1 to ∞((2n 1)/n~2(n 1)~2)的和解:由于(2n 1)/n~2(n 1)~2=((n 1)~2-n~2)/(n~2(n 1)~2)=1/n~2-1/((n 1)~2)于是,S_n=(1-1/2~2) (1/2~2-1/3~2) … (1/n~2-1/(n 1)~2)=1-(1/(n 1)~2)所以,该级数的和S=(?)=1     

PCR ALGORITHM FOR PARALLEL COMPUTING MINIMUM-NORM LEAST-SQUARES SOLUTION OF INCONSISTENT LINEAR EQUATIONS

This paper presents a new highly parallel algorithm for computing the minimum-norm least-squares solution of inconsistent linear equations Ax = b(A∈Rm×n,b∈R (A)). By this algorithm the solution x = A + b is obtained in T = n(log2m + log2(n - r + 1) + 5) + log2m + 1 steps with P=mn processors when m × 2(n - 1) and with P = 2n(n - 1) processors otherwise.     

丢番图方程|(ε~n-"非汉字符号"~n)/(ε-"非汉字符号")|=1的解数

设 a、b、c、k是适合 a+b=ck,gcd(a,b) =1 ,c∈ { 1 ,2 ,4} ,k>1且 k在 c=1或 2时为奇数的正整数 ;又设 ε=(a + - b) / c ,ε=(a - - b) / c .本文证明了 :当 (a,b,c,k)≠ (1 ,7,4,2 )或 (3,5,4,2 )时 ,至多有 1个大于 1的正奇数 n适合 |(εn-εn) / (ε-ε) |=1 ,而且如此的 n必为满足 n<1 +(2 logπ) / logk+2 563.43(1 +(2 1 .96π) / logk)的奇素数 .     

0-1分布及泊松分布的置信限的分析推导

设总体 X～b(1,p),p 未知.今有 X 的 n 个独立随机子样 X_1,X_2,…,X_n,记T=sum from i=1 to n X_i.众所周知,对给定的α(0<α<1),未知参数 p 的置信度为1-α的双边置信区间之上下限分别为 CL~*(T),CL(T).CL(T),CL~*(T)分别为下述方程(1),(2)之根:sum from k=T to n (?)R~k(1-R)~(n-k)=α/2 (T≠0),(1)sum from k=0 to T (?)R~k(1-R)~(n-k)=α/2 (T≠0).(2)即有 P_p(CL(T)≤p≤CL~*(T))≥1-α.     

A REPRESENTATION FORMULA RELATED TO SCHR(O)DINGER OPERATORS

Schr(o)dinger operator is a central subject in the mathematical study of quantum mechanics.Consider the Schrodinger operator H = -△ V on R, where △ = d2/dx2 and the potential function V is real valued. In Fourier analysis, it is well-known that a square integrable function admits an expansion with exponentials as eigenfunctions of -△. A natural conjecture is that an L2 function admits a similar expansion in terms of "eigenfunctions" of H, a perturbation of the Laplacian (see [7], Ch. Ⅺ and the notes), under certain condition on V.     

On a class of self-similar processes with stationary increments in higher order Wiener chaoses

We study a class of self-similar processes with stationary increments belonging to higher order Wiener chaoses which are similar to Hermite processes. We obtain an almost sure wavelet-like expansion of these processes. This allows us to compute the pointwise and local Hölder regularity of sample paths and to analyse their behaviour at infinity. We also provide some results on the Hausdorff dimension of the range and graphs of multidimensional anisotropic self-similar processes with stationary increments defined by multiple Wiener–Itô integrals.     

On a class of Riemann surfaces

It is considered the class of Riemann surfaces with dimT1 = 0, where T1 is a subclass of exact harmonic forms which is one of the factors in the orthogonal decomposition of the spaceΩH of harmonic forms of the surface, namely The surfaces in the class OHD and the class of planar surfaces satisfy dimT1 = 0. A.Pfluger posed the question whether there might exist other surfaces outside those two classes. Here it is shown that in the case of finite genus g, we should look for a surface S with dimT1 = 0 among the surfaces of the form Sg\K , where Sg is a closed surface of genus g and K a compact set of positive harmonic measure with perfect components and very irregular boundary.     

CONTENTS OF VOLUME 30

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Instructions for contributions

正Applied Mathematics-A Journal of Chinese Universities,Series B(Appl.Math.J.Chinese Univ.,Ser.B)is a comprehensive applied mathematics journal jointly sponsored by Zhejiang University,China Society for Industrial and Applied Mathematics,and Springer-Verlag.It is a quarterly journal with     

Journal of Mathematical Research with Applications Guide for Authors

正Journal overview:Journal of Mathematical Research with Applications(JMRA),formerly Journal of Mathematical Research and Exposition(JMRE)created in 1981,one of the transactions of China Society for Industrial and Applied Mathematics,is a home for original research papers of the highest quality in all areas of mathematics with applications.The target audience comprises:pure and applied mathematicians,graduate students in broad fields of sciences and technology,scientists and engineers interested in mathematics.     

Staircase transportation problems with superadditive rewards and cumulative capacities

A cumulative-capacitated transportation problem is studied. The supply nodes and demand nodes are each chains. Shipments from a supply node to a demand node are possible only if the pair lies in a sublattice, or equivalently, in a staircase disjoint union of rectangles, of the product of the two chains. There are (lattice) superadditive upper bounds on the cumulative flows in all leading subrectangles of each rectangle. It is shown that there is a greatest cumulative flow formed by the natural generalization of the South-West Corner Rule that respects cumulative-flow capacities; it has maximum reward when the rewards are (lattice) superadditive; it is integer if the supplies, demands and capacities are integer; and it can be calculated myopically in linear time. The result is specialized to earlier work of Hoeffding (1940), Fréchet (1951), Lorentz (1953), Hoffman (1963) and Barnes and Hoffman (1985). Applications are given to extreme constrained bivariate distributions, optimal distribution with limited one-way product substitution and, generalizing results of Derman and Klein (1958), optimal sales with age-dependent rewards and capacities.To our friend, Philip Wolfe, with admiration and affection, on the occasion of his 65th birthday.Research was supported respectively by the IBM T.J. Watson and IBM Almaden Research Centers and is a minor revision of the IBM Research Report [6].