共查询到20条相似文献,搜索用时 31 毫秒
1.
Georg Lindgren 《Journal of multivariate analysis》1980,10(2):181-206
Let ζ(t), η(t) be continuously differentiable Gaussian processes with mean zero, unit variance, and common covariance function r(t), and such that ζ(t) and η(t) are independent for all t, and consider the movements of a particle with time-varying coordinates (ζ(t), η(t)). The time and location of the exists of the particle across a circle with radius u defines a point process in R3 with its points located on the cylinder {(t, u cos θ, u sin θ); t ≥ 0, 0 ≤ θ < 2π}. It is shown that if r(t) log t → 0 as t → ∞, the time and space-normalized point process of exits converges in distribution to a Poisson process on the unit cylinder. As a consequence one obtains the asymptotic distribution of the maximum of a χ2-process, χ2(t) = ζ2(t) + η2(t), P{sup0≤t≤Tχ2(t) ≤ u2} → e?τ if as T, u → ∞. Furthermore, it is shown that the points in R3 generated by the local ?-maxima of χ2(t) converges to a Poisson process in R3 with intensity measure (in cylindrical polar coordinates) (2πr2)?1dtdθdr. As a consequence one obtains the asymptotic extremal distribution for any function g(ζ(t), η(t)) which is “almost quadratic” in the sense that has a limit as r → ∞. Then if as T, u → ∞. 相似文献
2.
S. Ihara 《Journal of multivariate analysis》1974,4(1):74-87
The message m = {m(t)} is a Gaussian process that is to be transmitted through the white Gaussian channel with feedback: . Under the average power constraint, , we construct causally the optimal coding, in the sense that the mutual information It(m, Y) between the message m and the channel output Y (up to t) is maximized. The optimal coding is presented by , where and A(s) is a positive function such that . 相似文献
3.
Let , 0<aT?T<∞, and {W(t);0?t<∞} be a standard Wiener process. This exposition studies the almost sure behaviour of , under varying conditions on aT and T/aT. The following analogue of Lévy's modulus of continuity of a Wiener Process is also given: and this may be viewed as the exact “modulus of non-differentiability” of a Wiener Process. 相似文献
4.
Thomas G. Kurtz 《Stochastic Processes and their Applications》1978,6(3):223-240
A variety of continuous parameter Markov chains arising in applied probability (e.g. epidemic and chemical reaction models) can be obtained as solutions of equations of the form where , the Y1 are independent Poisson processes, and N is a parameter with a natural interpretation (e.g. total population size or volume of a reacting solution).The corresponding deterministic model, satisfies Under very general conditions limN→∞XN(t)=X(t) a.s. The process XN(t) is compared to the diffusion processes given by and Under conditions satisfied by most of the applied probability models, it is shown that XN,ZN and V can be constructed on the same sample space in such a way that and 相似文献
5.
Robert Chen 《Journal of multivariate analysis》1978,8(2):328-333
Let {Xn}n≥1 be a sequence of independent and identically distributed random variables. For each integer n ≥ 1 and positive constants r, t, and ?, let Sn = Σj=1nXj and . In this paper, we prove that (1) lim?→0+?α(r?1)E{N∞(r, t, ?)} = K(r, t) if E(X1) = 0, Var(X1) = 1, and E(| X1 |t) < ∞, where 2 ≤ t < 2r ≤ 2t, , and ; (2) if 2 < t < 4, E(X1) = 0, Var(X1) > 0, and E(|X1|t) < ∞, where G(t, ?) = E{N∞(t, t, ?)} = Σn=1∞nt?2P{| Sn | > ?n} → ∞ as ? → 0+ and , i.e., H(t, ?) goes to infinity much faster than G(t, ?) as ? → 0+ if 2 < t < 4, E(X1) = 0, Var(X1) > 0, and E(| X1 |t) < ∞. Our results provide us with a much better and deeper understanding of the tail probability of a distribution. 相似文献
6.
Conditions are given that ensure that bounded solutions of are asymptotically almost periodic. The result strengthens and extends a recent theorem of Levin and Shea. Generalizations to systems of integral equations as well as to integrodifferential systems are included. 相似文献
7.
Sofia Kalpazidou 《Stochastic Processes and their Applications》1985,19(2):341-357
We study homogeneous chains of infinite order (ξt)t∈ with the set of states taken to be . Our approach is to interpret the half-infinite sequence ..., ξ?n,..., ξ?1, ξ0, where as the continued fraction to the nearer integer expansion (read inversely) of a y ? [?,]. Thus, we are led to study certain Y-valued Markov chains, where Y = [?, ] and then by making use of their properties we establish the existence of denumerable chains of infinite order under conditions different from those given in Theorem 2.3.8 of Iosifescu-Theodorescu (1969). A (weak) variant of mixing is proved as well. 相似文献
8.
Loren D. Pitt 《Journal of multivariate analysis》1978,8(1):45-54
For Gaussian vector fields {X(t) ∈ Rn:t ∈ Rd} we describe the covariance functions of all scaling limits Y(t) = limα↓0 B?1(α) X(αt) which can occur when B(α) is a d × d matrix function with B(α) → 0. These matrix covariance functions are found to be homogeneous in the sense that for some matrix L and each α > 0, . Processes with stationary increments satisfying (1) are further analysed and are found to be natural generalizations of Lévy's multiparameter Brownian motion. 相似文献
9.
Arthur Lubin 《Journal of Functional Analysis》1974,17(4):388-394
Let m and vt, 0 ? t ? 2π be measures on T = [0, 2π] with m smooth. Consider the direct integral = ⊕L2(vt) dm(t) and the operator on , where e(s, t) = exp ∫st ∫Tdvλ(θ) dm(λ). Let μt be the measure defined by for all continuous ?, and let ?t(z) = exp[?∫ (eiθ + z)(eiθ ? z)?1dμt(gq)]. Call {vt} regular iff for all for 1 a.e. 相似文献
10.
Mou-Hsiung Chang 《Journal of multivariate analysis》1979,9(3):434-441
Let {W(t): t ≥ 0} be μ-Brownian motion in a real separable Banach space B, and let aT be a nondecreasing function of T for which (i) 0 < aT ≤ T (T ≥ 0), (ii) is nonincreasing. We establish a Strassen limit theorem for the net {ξT: T ≥ 3}, where 相似文献
11.
The system is investigated, where x and y are scalar functions of time (t ? 0), and n space variables , and F and G are nonlinear functions. Under certain hypotheses on F and G it is proved that there exists a unique spherically symmetric solution , which is bounded for r ? 0 and satisfies x(0) >x0, y(0) > y0, x′(0) = 0, y′(0) = 0, and x′ < 0, y′ > 0, ?r > 0. Thus, (x(r), y(r)) represents a time independent equilibrium solution of the system. Further, the linearization of the system restricted to spherically symmetric solutions, around (x(r), y(r)), has a unique positive eigenvalue. This is in contrast to the case n = 1 (i.e., one space dimension) in which zero is an eigenvalue. The uniqueness of the positive eigenvalue is used in the proof that the spherically symmetric solution described is unique. 相似文献
12.
Donald L. Iglehart 《Stochastic Processes and their Applications》1973,1(1):11-31
Compound stochastic processes are constructed by taking the superpositive of independent copies of secondary processes, each of which is initiated at an epoch of a renewal process called the primary process. Suppose there are M possible k-dimensional secondary processes {ξv(t):t?0}, v=1,2,…,M. At each epoch of the renewal process {A(t):t?0} we initiate a random number of each of the M types. Let ml:l?1} be a sequence of M-dimensional random vectors whose components specify the number of secondary processes of each type initiated at the various epochs. The compound process we study is , where the ξvlj() are independent copies of ξv,mlv is the vth component of m and {τl:l?1} are the epochs of the renewal process. Our interest in this paper is to obtain functional central limit theorems for {Y(t):t?0} after appropriately scaling the time parameter and state space. A variety of applications are discussed. 相似文献
13.
Thomas G Kurtz 《Journal of Functional Analysis》1976,23(2):135-144
For each t ? 0, let A(t) generate a contraction semigroup on a Banach space L. Suppose the solution of ut = ?A(t)u is given by an evolution operator V?(t, s). Conditions are given under which converges strongly as ? → 0 to a semigroup T(t) generated by the closure of .This result is applied to the following situation: Let B generate a contraction group S(t) and the closure of ?A + B generate a contraction semigroup S?(t). Conditions are given under which converges strongly to a semigroup generated by the closure of . This work was motivated by and generalizes a result of Pinsky and Ellis for the linearized Boltzmann Equation. 相似文献
14.
Derek W Robinson 《Journal of Functional Analysis》1977,24(3):280-290
Let U, V be two strongly continuous one-parameter groups of bounded operators on a Banach space with corresponding infinitesimal generators S, T. We prove the following: ∥Ut, ? Vt ∥ = O(t), t → 0, if and only if U = V; ∥Ut ? Vt∥ = O(tα), t → 0; with 0 ? α ? 1, if and only if , where Ω, P, are bounded operators on such that if and only if has a bounded extension to 1. Further results of this nature are inferred for semigroups, reflexive spaces, Hilbert spaces, and von Neumann algebras. 相似文献
15.
Vera Darlene Briggs 《Journal of multivariate analysis》1975,5(2):178-205
Let {ξj(t), t ∈ [0, T]} j = 1, 2 be infinitely divisible processes with distinct Poisson components and no Gaussian components. Let X be the set of all real-valued functions on [0, T] which are not identically zero, and be the σ-ring generated by the cylinder sets of ξj(t), j = 1, 2. Let μj be the measure on induced by ξj(t).Necessary and sufficient conditions on the projective limits of the Levy-Khinchine spectral measures of the processes are found to make μ2 ? μ1, and a representation for the density is obtained. 相似文献
16.
Steven Zelditch 《Journal of Functional Analysis》1983,50(1):67-80
We prove a Szegö-type theorem for some Schrödinger operators of the form with V smooth, positive and growing like . Namely, let πλ be the orthogonal projection of L2 onto the space of the eigenfunctions of H with eigenvalue ?λ; let A be a 0th order self-adjoint pseudo-differential operator relative to Beals-Fefferman weights and with total symbol a(x, ξ); and let f∈C(). Then (assuming one limit exists). 相似文献
17.
Let x(t), t = 1,…, T, be generated by a zero mean stationary process and let be the periodogram. Under general conditions, and in particular assuming only a finite 2nd moment, it is shown that , a.s., and under stricter conditions it is shown that equality holds. 相似文献
18.
C.S Withers 《Journal of multivariate analysis》1984,15(2):228-236
A bivariate Gaussian process with mean 0 and covariance is observed in some region Ω of R′, where {Σij(s,t)} are given functions and p an unknown parameter. A test of H0: p = 0, locally equivalent to the likelihood ratio test, is given for the case when Ω consists of p points. An unbiased estimate of p is given. The case where Ω has positive (but finite) Lebesgue measure is treated by spreading the p points evenly over Ω and letting p → ∞. Two distinct cases arise, depending on whether Δ2,p, the sum of squares of the canonical correlations associated with Σ(s, t, 1) on , remains bounded. In the case of primary interest as p → ∞, Δ2,p → ∞, in which case converges to p and the power of the one-sided and two-sided tests of H0 tends to 1. (For example, this case occurs when Σij(s, t) ≡ Σ11(s, t).) 相似文献
19.
Let {} denote the N-parameter Wiener process on . For multiple sequences of certain independent random variables the authors find lower bounds for the distributions of maximum of partial sums of these random variables, and as a consequence a useful upper bound for the yet unknown function , c ≥ 0, is obtained where DN = Πk = 1N [0, Tk]. The latter bound is used to give three different varieties of N-parameter generalization of the classical law of iterated logarithm for the standard Brownian motion process. 相似文献
20.
Juan C. Peral 《Journal of Functional Analysis》1980,36(1):114-145
Let u(x, t) be the solution of utt ? Δxu = 0 with initial conditions . Consider the linear operator . (Here g = 0.) We prove for t fixed the following result. Theorem 1: T is bounded in Lp if and only if . Theorem 2: If the coefficients are variables in C and constant outside of some compact set we get: (a) If n = 2k the result holds for . (b) If n = 2k ? 1, the result is valid for . This result are sharp in the sense that for p such that we prove the existence of in such a way that . Several applications are given, one of them is to the study of the Klein-Gordon equation, the other to the completion of the study of the family of multipliers and finally we get that the convolution against the kernel is bounded in H1. 相似文献