渐近紧随机动力系统及其极限集的性质

通过对随机动力系统极限行为的研究,推广了传统动力系统的相关定义和理论.由于在无界区域上,Sobolevr紧嵌入的缺乏,Crauel,Debussche及Flancloli等人在研究有界区域上的随机演化系统时所引入的渐近紧的概念不再适用.通过对Ladyzlmnskaya,Rosa等人在对确定性系统的研究中所提出的渐近紧概念的推广,引入了随机动力系统渐近紧的概念,并以相应的示例及严格的理论推导证明了此概念的合理性和必要性.最后,作为这一新的概念的应用,证明了渐近紧随机动力系统极限集的性质.     

Random attractors of boussinesq equations with multiplicative noise

We study the random dynamical system （RDS） generated by the Benald flow problem with multiplicative noise and prove the existence of a compact random attractor for such RDS.     

Random attractors for the stochastic Benjamin-Bona-Mahony equation on unbounded domains

We prove the existence of a compact random attractor for the stochastic Benjamin-Bona-Mahony equation defined on an unbounded domain. This random attractor is invariant and attracts every pulled-back tempered random set under the forward flow. The asymptotic compactness of the random dynamical system is established by a tail-estimates method, which shows that the solutions are uniformly asymptotically small when space and time variables approach infinity.     

关于渐近随机的GFSR序列的设计

Ｔｏｏｔｉｌｌ等人提出了一种渐近的随机Ｔａｕｓｗｏｒｔｈｅ序列,并给出了一个偶然发现的此种序列,但直到现在尚未有人提出一个寻求此种序列的系统性的方法,本文中我们将给出一种设计ＧＦＳＲ序 算法,所产生的序列近似地满足渐近随机性,我们的算法基于反复地运用由Ｆｕｓｈｉｍｉ提出的算法,由现在的算法所设计出来的序列不有一种附加的好处,即其十中抽一的序列也是近似地渐近随机的,文中给出了一些数字例子。     

The Local time of Simple Random Walk in Random Environment

Two integral tests are established, which characterize respectively Lévy's upper and lower classes for the local time of Sinai's simple random walk in random environment. The weak convergence of the local time is also studied, and the limiting distribution determined. Our results can be applied to a class of diffusion processes with random potentials which asymptotically behave like Brownian motion.     

图上的随机动力系统及其诱导的马尔可夫链

In this paper,we define a model of random dynamical systems(RDS)on graphs and prove that they are actually homogeneous discrete-time Markov chains.Moreover,a necessary and sufficient condition is obtained for that two state vectors can communicate with each other in a random dynamical system(RDS).     

Wave Propagation m Continuous Random Media

A study is made of the way in which small random inhomogeneities in a transmission medium affect the statistical properties of a system of waves. It is shown that provided the spectral cumulants are sufficiently smooth at some initial time, a sequence of closures for the zeroth order spectral functions can be deduced which describe asymptotically the transfer of energy between wave numbers. Of particular importance is the fact that the closure equations are derived without the need to resort to ad hoc statistical assumptions. The general theory is applied to the problem of the propagation of water waves over an irregular bottom topography.     

Complete Convergence for Weighted Sums of Arrays of Rowwise Asymptotically Almost Negative Associated Random Variables

Let be an array of rowwise asymptotically almost negative associated (AANA, in short) random variables. The complete convergence for weighted sums of arrays of rowwise AANA random variables is established under some general moment conditions. The result obtained in the paper generalizes and improves the corresponding one for negatively associated random variables.     

Random attractors for quasi-continuous random dynamical systems and applications to stochastic reaction-diffusion equations

This paper first introduces the so-called quasi-continuous random dynamical system (RDS) on a separable Banach space. The quasi-continuity is weaker than all the usual continuities and thus is easier to check in practice. We then establish a necessary and sufficient condition for the existence of random attractors for the quasi-continuous RDS. We also give a general method to obtain the random attractors for the RDS on the Banach space Lq(D) for q?2. As an application, it is shown that the RDS generated by the stochastic reaction-diffusion equation possesses a finite-dimensional random attractor in Lq(D) for any q?2, a comparison result of fractal dimensions under the different Lq-norms is also obtained.     

Random fixed points of asymptotically nonexpansive random operators on unbounded domains

The aim of this paper is to prove some random fixed point theorems for asymptotically nonexpansive random operator defined on an unbounded closed and starshaped subset of a Banach space.      

随机赋范空间算子随机范数与Hahn-Banach延拓定理

基于概率测度理论基础,研究了随机赋范空间中算子随机范数,得到了线性算子空间与线性泛函的若干随机化结果与随机化的Hahn-Banach延拓定理.结果可能成为随机泛函分析与概率论及应用的理论工具.     

Generating Random Regular Graphs

Random regular graphs play a central role in combinatorics and theoretical computer science. In this paper, we analyze a simple algorithm introduced by Steger and Wormald [10] and prove that it produces an asymptotically uniform random regular graph in a polynomial time. Precisely, for fixed d and n with d = O(n^1/3−ε), it is shown that the algorithm generates an asymptotically uniform random d-regular graph on n vertices in time O(nd²). This confirms a conjecture of Wormald. The key ingredient in the proof is a recently developed concentration inequality by the second author. The algorithm works for relatively large d in practical (quadratic) time and can be used to derive many properties of uniform random regular graphs. * Research supported in part by grant RB091G-VU from UCSD, by NSF grant DMS-0200357 and by an A. Sloan fellowship.     

渐近上半紧的多值随机半流的随机吸引子

该文研究多值随机半流的随机吸引子的存在性．首先证明在拉回渐近上半紧及吸收的条件下,关于极限集的一个抽象结果,然后证明了随机的吸引子的存在性．     

Spatial Expectile Predictions for Elliptical Random Fields

In this work, we consider an elliptical random field. We propose some spatial expectile predictions at one site given observations of the field at some other locations. To this aim, we first give exact expressions for conditional expectiles, and discuss problems that occur for computing these values. A first affine expectile regression predictor is detailed, an explicit iterative algorithm is obtained, and its distribution is given. Direct simple expressions are derived for some particular elliptical random fields. The performance of this expectile regression is shown to be very poor for extremal expectile levels, so that a second predictor is proposed. We prove that this new extremal prediction is asymptotically equivalent to the true conditional expectile. We also provide some numerical illustrations, and conclude that Expectile Regression may perform poorly when one leaves the Gaussian random field setting.     

Testing for the Absence of Random Effects in a Two-way Nested Design with Mixed Effects Model: A Nonparametric Approach

Two-way nested design with mixed effects model arises in many practical situations. In the classical analysis of variance set-up, a test for the absence of the random effects is obtained under the assumption that the random effects and the errors are normally distributed. The present paper avoids this assumption and provides an asymptotically distribution-free test procedure for the above problem. The asymptotic null distribution of the test statistic is obtained. Actual implementation of the test is straight forward given the prior information on quantiles of the intra-block differences of observations. In the absence of such information, working test procedures are proposed. The performances of these tests are compared with the classical analysis of variance test through simulations. The tests are then illustrated by some real data sets.     

Random attractors of reaction-diffusion equations with multiplicative noise in L

In this paper, we study the random dynamical system (RDS) generated by the reaction-diffusion equation with multiplicative noise and prove the existence of a random attractor for such RDS in L^p(D) for any p?2.     

Homogenization and Enhancement of the G‐Equation in Random Environments

We study the homogenization of a G‐equation that is advected by a divergence free “small mean” stationary vector field in a general ergodic random environment. We prove that the averaged equation is an anisotropic deterministic G‐equation, and we give necessary and sufficient conditions for enhancement. Since the problem is not assumed to be coercive, it is not possible to have uniform bounds for the solutions. In addition, as we show, the associated minimal (first passage) time function does not satisfy, in general, the uniform integrability condition that is necessary to apply the subadditive ergodic theorem. We overcome these obstacles by (i) establishing a new reachability (controllability) estimate for the minimal function and (ii) constructing, for each direction and almost surely, a random sequence that has both a long‐time averaged limit (due to the subadditive ergodic theorem) and stays asymptotically close to the minimal time. © 2013 Wiley Periodicals, Inc.     

Random attractor for the Ladyzhenskaya model with additive noise

This paper studies the dynamical behavior of the Ladyzhenskaya model with additive noise. With some conditions, we prove that the generated random dynamical system has a compact random attractor, which is a random compact set absorbing any bounded nonrandom subset of the phase space.     

Laws of Large Numbers for Exchangeable Random Sets in Kuratowski-Mosco Sense

Abstract

Most of the results for laws of large numbers based on Banach space valued random sets assume that the sets are independent and identically distributed (IID) and compact, in which Rådström embedding or the refined method for collection of compact and convex subsets of a Banach space plays an important role. In this paper, exchangeability among random sets as a dependency, instead of IID, is assumed in obtaining strong laws of large numbers, since some kind of dependency of random variables may be often required for many statistical analyses. Also, the Hausdorff convergence usually used is replaced by another topology, Kuratowski-Mosco convergence. Thus, we prove strong laws of large numbers for exchangeable random sets in Kuratowski-Mosco convergence, without assuming the sets are compact, which is weaker than Hausdorff sense.     

The Pohozaev-Schoen identity on asymptotically Euclidean manifolds: Conservation laws and their applications

The aim of this paper is to present a version of the generalized Pohozaev-Schoen identity in the context of asymptotically Euclidean manifolds. Since these kind of geometric identities have proven to be a very powerful tool when analysing different geometric problems for compact manifolds, we will present a variety of applications within this new context. Among these applications, we will show some rigidity results for asymptotically Euclidean Ricci-solitons and Codazzi-solitons. Also, we will present an almost-Schur type inequality valid in this non-compact setting which does not need restrictions on the Ricci curvature. Finally, we will show how some rigidity results related with static potentials also follow from these type of conservation principles.