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1.
A delayed random walk {S1n, n ≥ 0} is defined here as a partial sum process of independent random variables in which the first N summands (N optional) are distributed F1,…,FN, respectively, while all remaining summands are distributed F0, where {Fk, k ≥ 0} is a sequence of proper distribution functions on the real line. Delayed random walks arise naturally in the study of certain generalized single server queues. This paper examines optional times of the process such as π = inf {n: n ≥ 1 and S1n ≥ 0}. Conditions insuring the finiteness of E {π} and E {π2} are obtained, generating functions calculated, and illustrative examples given. The bivariate functions E{rπexplsqbitS1πrsqb} and E {n=0π?1 explsqbitS1nrsqb} are studied for the case where N ≡ 1.  相似文献   

2.
Let {Fr}0?r?p be a family of Banach spaces satisfying, if 0?r1?r2?p, (i)Fr1 ? Fr2; (ii)¦f¦r1 ? ¦f¦r2 (f ? Fr1); and (iii)?(r) = ln(¦f¦r) is a convex function. Let G0 be a Banach space and. F be a Gâteaux differentiate mapping, and suppose that F′(x)(Fp) is dense in G0. Under appropriate assumptions, the equation F(x)=0 has a solution in Fr for 0?r?p. The results extend the Inverse Function Theorem of J. Moser to the class of Gâteaux differentiable operators.  相似文献   

3.
In this paper we study the linked nonlinear multiparameter system
yrn(Xr) + MrYr + s=1k λs(ars(Xr) + Prs) Yr(Xr) = 0, r = l,…, k
, where xr? [ar, br], yr is subject to Sturm-Liouville boundary conditions, and the continuous functions ars satisfy ¦ A ¦ (x) = detars(xr) > 0. Conditions on the polynomial operators Mr, Prs are produced which guarantee a sequence of eigenfunctions for this problem yn(x) = Πr=1kyrn(xr), n ? 1, which form a basis in L2([a, b], ¦ A ¦). Here [a, b] = [a1, b1 × … × [ak, bk].  相似文献   

4.
For a(1) ? a(2) ? ··· ? a(n) ? 0, b(1) ? b(2) ? ··· ? b(n) ? 0, the ordered values of ai, bi, i = 1, 2,…, n, m fixed, m ? n, and p ? 1 it is shown that
1naibi ? 1map(i)1p1m?k?1 bq(i)+bq[m?k](k+1)qp1q
where 1p + 1q = 1, b[j] = b(j) + b(j + 1) + ··· + b(n), and k is the integer such that b(m ? k ? 1) ? b[m ? k](k + 1) and b(m ? k) < b[m ? k + 1]k. The inequality is shown to be sharp. When p < 1 and a(i)'s are in increasing order then the inequality is reversed.  相似文献   

5.
The author discusses the best approximate solution of the functional differential equation x′(t) = F(t, x(t), x(h(t))), 0 < t < l satisfying the initial condition x(0) = x0, where x(t) is an n-dimensional real vector. He shows that, under certain conditions, the above initial value problem has a unique solution y(t) and a unique best approximate solution p?k(t) of degree k (cf. [1]) for a given positive integer k. Furthermore, sup0?t?l ¦ p?k(t) ? y(t)¦ → 0 as k → ∞, where ¦ · ¦ is any norm in Rn.  相似文献   

6.
7.
Results on partition of energy and on energy decay are derived for solutions of the Cauchy problem ?u?t + ∑j = 1n Aj?u?xj = 0, u(0, x) = ?(x). Here the Aj's are constant, k × k Hermitian matrices, x = (x1,…, xn), t represents time, and u = u(t, x) is a k-vector. It is shown that the energy of Mu approaches a limit EM(?) as ¦ t ¦ → ∞, where M is an arbitrary matrix; that there exists a sufficiently large subspace of data ?, which is invariant under the solution group U0(t) and such that U0(t)? = 0 for ¦ x ¦ ? a ¦ t ¦ ? R, a and R depending on ? and that the local energy of nonstatic solutions decays as ¦ t ¦ → ∞. More refined results on energy decay are also given and the existence of wave operators is established, considering a perturbed equation E(x) ?u?t + ∑j = 1n Aj?u?xj = 0, where ¦ E(x) ? I ¦ = O(¦ x ¦?1 ? ?) at infinity.  相似文献   

8.
It is proved that Wigner's semicircle law for the distribution of eigenvalues of random matrices, which is important in the statistical theory of energy levels of heavy nuclei, possesses the following completely deterministic version. Let An=(aij), 1?i, ?n, be the nth section of an infinite Hermitian matrix, {λ(n)}1?k?n its eigenvalues, and {uk(n)}1?k?n the corresponding (orthonormalized column) eigenvectors. Let v1n=(an1,an2,?,an,n?1), put
Xn(t)=[n(n-1)]-12k=1[(n-1)t]|vn1uf(n-1)|2,0?t?1
(bookeeping function for the length of the projections of the new row v1n of An onto the eigenvectors of the preceding matrix An?1), and let finally
Fn(x)=n-1(number of λk(n)?xn,1?k?n)
(empirical distribution function of the eigenvalues of Ann. Suppose (i) limnannn=0, (ii) limnXn(t)=Ct(0<C<∞,0?t?1). Then
Fn?W(·,C)(n→∞)
,where W is absolutely continuous with (semicircle) density
w(x,C)=(2Cπ)-1(4C-x212for|x|?2C0for|x|?2C
  相似文献   

9.
Elliptic boundary value problems for systems of nonlinear partial differential equations of the form Fi(x, u1, u2,…, uN,?ui?xj, ?pi?2ui?xj ?xk) = ?i(x), x ? Rn, i = 1(1)N, j, k = 1(1)n, pi ? 0, ? being a small parameter, with Dirichlet boundary conditions are considered. It is supposed that a formal approximation Z is given which satisfies the boundary conditions and the differential equations upto the order χ(?) = o(1) in some norm. Then, using the theory of differential inequalities, it is shown that under certain conditions the difference between the exact solution u of the boundary value problem and the formal approximation Z, taken in the sense of a suitable norm, can be made small.  相似文献   

10.
We consider the multiparameter eigenvalue problem (Tr + ∑s = 1kλsVrs) xr = 0, xr ≠ 0, 1 ? r ? k, where Tr and Vrs are self-adjoint linear operators on Hilbert spaces Hr, the Vrs being bounded. The problem may be posed in either ⊕r = 1kHr or ⊕r = 1kHr and we develop variational approaches for both settings. We explore the rôles played in both settings by C ={λ ∈ Rk|ks=1λs(Vrsxr,xr ? 0 for some nonozero and related cones in Rk. We also compare certain geometrical conditions on C with analytical definiteness conditions already in the literature.  相似文献   

11.
Let
F(x) = k=onnkAkxk
An ≠ 0,
and
G(x) = k=onnkBkxk
Bn ≠ 0,
be polynomials with real zeros satisfying An?1 = Bn?1 = 0, and let
H(x) = k=on-2nkAkBkxk.
Using the recently proved validity of the van der Waerden conjecture on permanents, some results on the real zeros of H(x) are obtained. These results are related to classical results on composite polynomials.  相似文献   

12.
We compare assumptions used in [4] in order to study the rate of convergence to 0, as us+(F), of d(u)=supx∈[0,s+(F)?u[|Fu(x)?Gγ(x+u?α(u)σ(u))|, where Fu is the survival function of the excesses over u, s+(F)=sup{x,F(x)<1} is the upper end point of the distribution function (d.f.) F and Gγ is the survival function of the Generalized Pareto Distribution, with assumptions used in [2] in order to study the rate of convergence to 0, as n→+∞, of d?n=supx∈R|Fn(x)?Hγ(x?αnσn)|, where Hγ is the d.f. of an extreme value distribution. In each case, an indicator linked to regular variation assumptions had been introduced. We characterize situations where these two indicators coincide, and others where they are different. To cite this article: R. Worms, C. R. Acad. Sci. Paris, Ser. I 334 (2002) 709–712.  相似文献   

13.
If r, k are positive integers, then Tkr(n) denotes the number of k-tuples of positive integers (x1, x2, …, xk) with 1 ≤ xin and (x1, x2, …, xk)r = 1. An explicit formula for Tkr(n) is derived and it is shown that limn→∞Tkr(n)nk = 1ζ(rk).If S = {p1, p2, …, pa} is a finite set of primes, then 〈S〉 = {p1a1p2a2psas; piS and ai ≥ 0 for all i} and Tkr(S, n) denotes the number of k-tuples (x1, x3, …, xk) with 1 ≤ xin and (x1, x2, …, xk)r ∈ 〈S〉. Asymptotic formulas for Tkr(S, n) are derived and it is shown that limn→∞Tkr(S, n)nk = (p1 … pa)rkζ(rk)(p1rk ? 1) … (psrk ? 1).  相似文献   

14.
15.
Let X = {x1, x2,…} be a finite set and associate to every xi a real number αi. Let f(n) [g (n)] be the least value such that given any family F of subsets of X having maximum degree n [cardinality n], one can find integers αi, i=1,2,… so that αi ? αi|<1 and
xi ? Eai?xi ? Eαi≤?(n) xi ? Eai? xi ? Eαig(n)
for all E ? F. We prove
f(n)≤n ? 1 and g(n)≤c(n log n)12
.  相似文献   

16.
In this paper we are constructing a recurrence relation of the form
i=0rωi(k)mk+i{λ} [f] = ω(k)
for integrals (called modified moments)
mk{λ}[f]df=?11 f(x)Ck(λ)(x)dx (k = 0,1,…)
in which Ck(λ) is the k-th Gegenbauer polynomial of order λ(λ > ?12), and f is a function satisfying the differential equation
i=0n Pi(x)f(i)(x) = p(x) (?1?x?1)
of order n, where p0, p1, …, pn ? 0 are polynomials, and mkλ[p] is known for every k. We give three methods of construction of such a recurrence relation. The first of them (called Method I) is optimum in a certain sense.  相似文献   

17.
A technique for the numerical approximation of matrix-valued Riemann product integrals is developed. For a ? x < y ? b, Im(x, y) denotes
χyχv2?χv2i=1mF(νi)dν12?dνm
, and Am(x, y) denotes an approximation of Im(x, y) of the form
(y?x)mk=1naki=1mF(χik)
, where ak and yik are fixed numbers for i = 1, 2,…, m and k = 1, 2,…, N and xik = x + (y ? x)yik. The following result is established. If p is a positive integer, F is a function from the real numbers to the set of w × w matrices with real elements and F(1) exists and is continuous on [a, b], then there exists a bounded interval function H such that, if n, r, and s are positive integers, (b ? a)n = h < 1, xi = a + hi for i = 0, 1,…, n and 0 < r ? s ? n, then
χr?χs(I+F dχ)?i=rsI+j=1pIji?1i)
=hpH(χr?1s)+O(hp+1)
Further, if F(j) exists and is continuous on [a, b] for j = 1, 2,…, p + 1 and A is exact for polynomials of degree less than p + 1 ? j for j = 1, 2,…, p, then the preceding result remains valid when Aj is substituted for Ij.  相似文献   

18.
Solutions of Cauchy problems for the singular equations utt + (Ψ(t)t) ut = Mu (in a Hilbert space setting) and ut + Δu + mi=1 ((kixi)(?i?i)) + g(t)u=0 in ω × |0,T), ω={(x1,…,xMRm: 0 < xi < ci for each i=1,…,m} are shown to be unique and to depend Hölder continuously on the initial data in suitably chosen measures for 0?t < T < ∞. Logarithmic convexity arguments are used to derive the inequalities from which such results can be deduced.  相似文献   

19.
Given a set S of positive integers let ZkS(t) denote the number of k-tuples 〈m1, …, mk〉 for which mi ∈ S ? [1, t] and (m1, …, mk) = 1. Also let PkS(n) denote the probability that k integers, chosen at random from S ? [1, n], are relatively prime. It is shown that if P = {p1, …, pr} is a finite set of primes and S = {m : (m, p1pr) = 1}, then ZkS(t) = (td(S))k Πν?P(1 ? 1pk) + O(tk?1) if k ≥ 3 and Z2S(t) = (td(S))2 Πp?P(1 ? 1p2) + O(t log t) where d(S) denotes the natural density of S. From this result it follows immediately that PkS(n) → Πp?P(1 ? 1pk) = (ζ(k))?1 Πp∈P(1 ? 1pk)?1 as n → ∞. This result generalizes an earlier result of the author's where P = ? and S is then the whole set of positive integers. It is also shown that if S = {p1x1prxr : xi = 0, 1, 2,…}, then PkS(n) → 0 as n → ∞.  相似文献   

20.
For the Favard class Fr in the space C of continuous 2π-periodic functions we solve the following problem. Given x and knots x0< x1 < ··· < xv−1., xu− 2π we determine weights xki(0 k · n, 0 j < r) such that is minimal. The optimal weights are unique (except for a trivial case) and we obtain them from a system of periodic polynomial splines ukj(0 k < n, 0 j< r): αkj = ukj(x). These splines induce an interpolation operator whose degree of approximation with respect to the class Fr is minimal if the knots are equidistant. Finally, we describe an efficient numerical procedure which shows how to compute the interpolation spline in the equidistant case.  相似文献   

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