A RANDOM FUNCTIONAL CENTRAL LIMIT THEOREM FOR PROCESSES OF PRODUCT SUMS OF LINEAR PROCESSES GENERATED BY MARTINGALE DIFFERENCES＊＊＊

A random functional central limit theorem is obtained for processes of partial sums and product sums of linear processes generated by non-stationary martingale differences. It devel-ops and improves some corresponding results on processes of partial sums of linear processes generated by strictly stationary martingale differences, which can be found in [5].     

ON A HYPER HILBERT TRANSFORM＊＊＊＊

The authors define the directional hyper Hilbert transform and give ita mixed norm estimate. The similar conclusions for the directional fractional integral of one dimension are also obtained in this paper. As an application of the above results, the authors give the Lp-boundedness for a class of the hyper singular integrals and the fractional integrals with variable kernel. Moreover, as another application of the above results, the authors prove the dimension free estimate for the hyper Riesz transform. This is an extension of the related result obtained by Stein.     

COMPOSITION OPERATORS ON BERGMAN SPACES＊＊＊

The authors obtain function theoretic characterizations of the compactness on the Standard weighted Bergman spaces of the two operators formed by multiplying a composition operator with the adjoint of another composition operator.     

Property T＊＊ for C＊-algebras

Extending the notion of property T of finite von Neumann algebras to general von Neumann algebras, we define and study in this paper property T** for (possibly non-unital) C* -algebras. We obtain several results of property T** parallel to those of property T for unital C* -algebras. Moreover, we show that a discrete group Γ has property T if and only if the group C* -algebra Cr* (Γ) (or equivalently, the reduced group C* -algebra Cr* (Γ)) has property T**. We also show that the compact operators K(l2 ) has property T** but c0 does not have property T**.     

ON THE FUNDAMENTAL GROUP OF OPEN MANIFOLDS WITH NONNEGATIVE RICCI CURVATURE＊＊＊＊

The authors establish some uniform estimates for the distance to halfway points of minimal geodesics in terms of the distantce to end points on some types of Riemannian manifolds, and then prove some theorems about the finite generation of fundamental group of Riemannian manifold with nonnegative Ricci curvature, which support the famous Milnor conjecture.     

TRANSITION FROM A DEFLAGRATION TO A DETONATION IN GAS DYNAMIC COMBUSTION＊＊＊＊

The transition from a deflagration to a detonation (DDT) in gas dynamics is investigated through the process of a deflagration with a imite width flame overtaken by a shock. The problem is formulated as a free boundary value problem in an angular domain with a strong detonation and a reflected shock as boundaries. The main difficulty lies in the fact that the strength of reflected shock is zero at the vertex where the shock speed degenerates to be the same as the characteristic speed. The conclusion is that a strong detonation and a retonation (a reflected shock) form locally. Also the entropy satisfaction of this solution is presented.     

METRIC GENERALIZED INVERSE OF LINEAR OPERATOR IN BANACH SPACE＊＊＊

The Moore-Penrose metric generalized inverse T of linear operator T in Banach space is systematically investigated in this paper. Unlike the case in Hilbert space, even T is a linear operator in Banach Space, the Moore-Penrose metric generalized inverse T is usually homogeneous and nonlinear in general. By means of the methods of geometry of Banach Space, the necessary and sufficient conditions for existence, continuitv, linearity and minimum property of the Moore-Penrose metric generalized inverse T will be given, and some properties of T will be investigated in this paper.     

LINEAR ＊-DERIVATIONS ON JB^＊-ALGEBRAS

It is shown that for a derivation f(x1o…oxj-1oxj 1o…xk)=k∑j=1x1o…oxu-1oxj 1o…oxkof(xj) on a JB*-algebra β, there exists a unique C-linear *-derivation D : β→β near the derivation.     

POINTWISE ESTIMATES OF SOLUTIONS TO CAUCHY PROBLEM FOR QUASILINEAR HYPERBOLIC SYSTEMS＊＊＊

This paper considers the pointwise estimate of the solutions to Cauchy problem for quasilin-ear hyperbolic systems, which bases on the existence of the solutions by using the fundamental solutions. It gives a sharp pointwise estimates of the solutions on domam under consideration. Specially, the estimate is precise near each characteristic direction.     

The Semantical Completeness of the Extensions Ln^＊ to the System L^＊ ＊

The terminology of “fuzzy logic” has been formed and employed with different meanings by a large number of researchers soon after Zadeh published his initiate paper (see [1]), but perhaps the most serious work on fuzzy logic is the Pavelka‘s series papers (see [2]) which provided a systematical theory of fuzzy logic mathematically and profoundly, and hence has been accepted by scholars as a standard theory in developing their researches on fuzzy logic.     

全稳定Q过程构造的一个等价条件

给出了Q过程构造的等价条件,证明了Q过程的构造等价于一个条件方程组的解,以此方法求出了所有的Q过程、F过程、B过程及BF过程的等价条件。     

Semi-Markov failure rates processes

Usually, a reliability function is defined by a failure rate which is a real function taking the non-negative real values. In this paper the failure rate is assumed to be a stochastic process with non-negative and right continuous trajectories. The reliability function is defined as an expectation of a function of that random process. Particularly, the failure rate defined by the semi-Markov processes is considered here. The theorems dealing with the renewal equations for the conditional reliability functions with a semi-Markov process as a failure rate are presented in this paper. A system of that kind of equations for the discrete state space semi-Markov process is applied for calculating the reliability function for the 3-states semi-Markov random walk. Using the introduced system of renewal equations for the countable state space, the reliability function for the Furry-Yule failure rate process is obtained.     

稀疏过程在破产问题中的应用

本讨论一类人寿保险的风险过程，其中保单到达服从齐次Poisson过程。而描述退保及索赔发生的计数过程分别为这一过程的q-稀疏与p-稀疏．对此模型给出其破产概率的具体上界，并与其它一类风险模型进行比较．     

Sampling Methods of Neutral to the Right Processes

Since Ferguson's seminal article on the Dirichlet process, the area of Bayesian nonparametric statistics has seen development of many flexible prior classes. At the center of the development lies the neutral to the right (NTR) process proposed by Doksum. Although the class of NTR processes is very rich in its members and has well-developed theoretical properties, its application has been restricted to very small portions of the class—mainly the Dirichlet, gamma, and beta processes. We believe that this is due to the lack of flexible computational algorithms that can be used as a component in a Markov chain Monte Carlo (MCMC) algorithm.

The main purpose of this article is to introduce a collection of algorithms (or a tool box), some already available in the literature and others newly proposed here, so that one can construct a suitable combination of algorithms from this collection to solve one's problem.     

Counting the number of renewals during a random interval in a discrete-time delayed renewal process

In a discrete-time delayed renewal process, we study the distribution of the number of renewals during a random interval. We obtain closed-form expressions for the probability mass function and binomial moments of this number for various distributions of the random interval and interrenewal times.     

A class of renewal Interrupted Poisson Processes and applications to queueing systems

Switched Poisson Processes and Interrupted Poisson Processes are often employed to characterize traffic streams in distributed computer and communications systems, especially in investigations of overflow processes in telecommunication networks. With these processes, input streams having inter-segment correlations and high variance as well as state-dependent traffic can properly be modelled. In this paper we first derive an approximation method to describe the Generalized Switched Poisson processes in conjunction with a renewal assumption. As a special case of this class of processes, the class of Interrupted Poisson processes is also included in the investigation. As a result, a generalization of the well-known class of Interrupted Poisson processes is obtained. It is shown that the renewal property is also given for this general class of Interrupted Poisson processes having generally distributed off-phase. To illustrate the accuracy of the presented renewal approximation of Generalized Switched Poisson processes and to show the major properties of the General Interrupted Poisson processes, applications to some basic queueing systems are discussed by means of numerical results.This work was done while the author was with Institute of Communications Switching and Data Technics, University of Stuttgart, Seidenstrasse 36, D-7000 Stuttgart 1, FRG.     

商店出售易腐烂物品所得收益的马尔可夫骨架过程建模

本文中,我们应用马尔可夫骨架过程的理论建立了商店出售易腐烂物品所得盈利的数学模型,并且用向后方程刻画了盈利额的一维分布.     

一类具有随机利率的跳扩散模型的期权定价

假定股票价格的跳过程为比Po isson过程更一般的跳过程一类特殊的更新过程,在风险中性的假设下,推导出了具有随机利率的跳扩散模型的欧式期权定价公式.从而推广了文[3]的结果.     

矩阵值Ornstein-Uhlenbeck过程的大偏差上界

本文研究了矩阵值Ornstein-Uhlenbeck过程的大偏差问题.通过构造指数鞅,得到了矩阵值Ornstein-Uhlenbeck过程的经验谱过程的大偏差上界,推广了厄米特布朗运动相应的结果.