共查询到20条相似文献,搜索用时 15 毫秒
1.
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
2.
D de Caen 《Journal of Combinatorial Theory, Series B》1983,34(3):340-349
The Turán number T(n, l, k) is the smallest possible number of edges in a k-graph on n vertices such that every l-set of vertices contains an edge. Given a k-graph H = (V(H), E(H)), we let Xs(S) equal the number of edges contained in S, for any s-set S?V(H). Turán's problem is equivalent to estimating the expectation E(Xl), given that min(Xl) ≥ 1. The following lower bound on the variance of Xs is proved: , where m = |E(H)| and . This implies the following: putting t(k, l) = limn→∞T(n, l, k)(kn)?1 then t(k, l) ≥ T(s, l, k)((ks) ? 1)?1, whenever s ≥ l > k ≥ 2. A connection of these results with the existence of certain t-designs is mentioned. 相似文献
3.
John W Hagood 《Journal of Functional Analysis》1980,38(1):99-117
Let X(t) be a right-continuous Markov process with state space E whose expectation semigroup S(t), given by S(t) φ(x) = Ex[φ(X(t))] for functions φ mapping E into a Banach space L, has the infinitesimal generator A. For each x?E, let V(x) generate a strongly continuous semigroup Tx(t) on L. An operator-valued Feynman-Kac formula is developed and solutions of the initial value problem are obtained. Fewer conditions are assumed than in known results; in particular, the semigroups {Tx(t)} need not commute, nor must they be contractions. Evolution equation theory is used to develop a multiplicative operative functional and the corresponding expectation semigroup has the infinitesimal generator A + V(x) on a restriction of the domain of A. 相似文献
4.
Sen-Yen Shaw 《Journal of Mathematical Analysis and Applications》1980,76(2):432-439
Let etSande?tT be (C0)-semigroups on a Banach space X. Their tensor product (t) is defined by (t)A = etSAetT (A?B(X)) and has the generator Δ formally of the form ΔA = SA ? AT. Under the assumption that {(t); t ? 0} is bounded, we investigate the Abel limit and the Cesàro limit of (t)A at ∞. If denotes the set of operators A for which the Abel limit Ps(A) [resp. Pu(A)] exists in the strong [resp. uniform] operator topology, then and the limit defines a projection Ps[Pu] from [resp. ] onto N(Δ) with N(Δ) with . If, in addition, S and T are Hilbert space normal operators such that gq(S) ∩ gq(T) ≠ φ, then contains all compact operators. 相似文献
5.
Samuel M Rankin 《Journal of Mathematical Analysis and Applications》1982,88(2):531-542
Existence and asymptotic behavior of solutions are given for the equation u′(t) = ?A(t)u(t) + F(t,ut) (t ? 0) and u0 = ? ? C([?r,0]; X) C. The space X is a Banach space; the family of unbounded linear operators defined on D(A) ? X → X generates a linear evolution system and F: C → X is continuous with respect to a fractional power of A(t0) for some t0 ? [0, T]. 相似文献
6.
We prove that if a global solution of the equation dXt = a(Xt) dBt, X0 = x exists for some x ? and ∫∞0a2(Xs)ds = ∞, then one must have a ≠ 0 a.e. 相似文献
7.
Ronald E Bruck 《Journal of Mathematical Analysis and Applications》1980,76(1):159-173
We show that if u is a bounded solution on + of u″(t) ?Au(t) + f(t), where A is a maximal monotone operator on a real Hilbert space H and f∈Lloc2(+;H) is periodic, then there exists a periodic solution ω of the differential equation such that u(t) ? ω(t) 0 and u′(t) ? ω′(t) → 0 as t → ∞. We also show that the two-point boundary value problem for this equation has a unique solution for boundary values in and that a smoothing effect takes place. 相似文献
8.
R.J. Williams 《Advances in Applied Mathematics》1985,6(1):1-3
Let {Xt, t ≥ 0} be Brownian motion in d (d ≥ 1). Let D be a bounded domain in d with C2 boundary, ?D, and let q be a continuous (if d = 1), Hölder continuous (if d ≥ 2) function in D?. If the Feynman-Kac “gauge” Ex{exp(∝0τDq(Xt)dt)1A(XτD)}, where τD is the first exit time from D, is finite for some non-empty open set A on ?D and some x?D, then for any ), is the unique solution in of the Schrödinger boundary value problem . 相似文献
9.
The oscillatory and asymptotic behavior of solutions of a class of nth order nonlinear differential equations, with deviating arguments, of the form (E, δ) Lnx(t) + δq(t) f(x[g1(t)],…, x[gm(t)]) = 0, where δ = ± 1 and L0x(t) = x(t), Lkx(t) = ak(t)(Lk ? 1x(t))., , is examined. A classification of solutions of (E, δ) with respect to their behavior as t → ∞ and their oscillatory character is obtained. The comparisons of (E, 1) and (E, ?1) with first and second order equations of the form y.(t) + c1(t) f(y[g1(t)],…, y[gm(t)]) = 0 and (an ? 1(t)z.(t)). ? c2(t) f(z[g1(t)],…, z[gm(t)]) = 0, respectively, are presented. The obtained results unify, extend and improve some of the results by Graef, Grammatikopoulos and Spikes, Philos and Staikos. 相似文献
10.
Paolo Acquistapace Brunello Terreni 《Journal of Mathematical Analysis and Applications》1984,99(1):9-64
We study existence, uniqueness and regularity of the strict, classical and strong solutions of the non-autonomous evolution equation , with the initial datum u(0) = x, in a Banach space E, under the classical Kato-Tanabe assumptions. The domains of the operators A(t) are not needed to be dense in E. We prove necessary and sufficient conditions for existence and Hölder regularity of the solution and its derivative. 相似文献
11.
The existence of a unique strong solution of the nonlinear abstract functional differential equation , (E) is established. X is a Banach space with uniformly convex dual space and, for is m-accretive and satisfies a time dependence condition suitable for applications to partial differential equations. The function F satisfies a Lipschitz condition. The novelty of the paper is that the solution u(t) of (E) is shown to be the uniform limit (as n → ∞) of the sequence un(t), where the functions un(t) are continuously differentiate solutions of approximating equations involving the Yosida approximants. Thus, a straightforward approximation scheme is now available for such equations, in parallel with the approach involving the use of nonlinear evolution operator theory. 相似文献
12.
Abraham Boyarsky 《Journal of Mathematical Analysis and Applications》1978,63(2):490-501
Let xtu(w) be the solution process of the n-dimensional stochastic differential equation dxtu = [A(t)xtu + B(t) u(t)] dt + C(t) dWt, where A(t), B(t), C(t) are matrix functions, Wt is a n-dimensional Brownian motion and u is an admissable control function. For fixed ? ? 0 and 1 ? δ ? 0, we say that x?Rn is (?, δ) attainable if there exists an admissable control u such that P{xtu?S?(x)} ? δ, where S?(x) is the closed ?-ball in Rn centered at x. The set of all (?, δ) attainable points is denoted by (t). In this paper, we derive various properties of (t) in terms of K(t), the attainable set of the deterministic control system . As well a stochastic bang-bang principle is established and three examples presented. 相似文献
13.
Jerome A Goldstein James T Sandefur 《Journal of Mathematical Analysis and Applications》1979,67(1):58-74
Let H be a self-adjoint operator on a complex Hilbert space . The solution of the abstract Schrödinger equation is given by u(t) = exp(?itH)u(0). The energy E = ∥u(t)∥2 is independent of t. When does the energy break up into different kinds of energy E = ∑j = 1NEj(t) which become asymptotically equipartitioned ? (That is, for all j and all data u(0).) The “classical” case is the abstract wave equation self-adjoint on 1. This becomes a Schrödinger equation in a Hilbert space (essentially is two copies of 1), and there are two kinds of associated energy, viz., kinetic and potential. Two kinds of results are obtained. (1) Equipartition of energy is related to the C1-algebra approach to quantum field theory and statistical mechanics. (2) Let A1,…, AN be commuting self-adjoint operators with N = 2 or 4. Then the equation admits equipartition of energy if and only if exp(it(Aj ? Ak)) → 0 in the weak operator topology as t → ± ∞ for j ≠ k. 相似文献
14.
Niko Naumann 《Comptes Rendus Mathematique》2003,336(4):289-292
R. Pellikaan (Arithmetic, Geometry and Coding Theory, Vol. 4, Walter de Gruyter, Berlin, 1996, pp. 175–184) introduced a two variable zeta-function Z(t,u) for a curve over a finite field which, for u=q, specializes to the usual zeta-function and he proved rationality: Z(t,u)=(1?t)?1(1?ut)?1P(t,u) with . We prove that P(t,u) is absolutely irreducible. This is motivated by a question of J. Lagarias and E. Rains about an analogous two variable zeta-function for number fields. To cite this article: N. Naumann, C. R. Acad. Sci. Paris, Ser. I 336 (2003). 相似文献
15.
L.R Bragg 《Journal of Differential Equations》1981,41(3):426-439
Let X be a Banach space, let B be the generator of a continuous group in X, and let A = B2. Assume that D(Ar) is dense in X for r an arbitrarily large positive integer and that a and b are non-negative reals. Solution representations are developed for the abstract differential equation corresponding to initial conditions of the form: (i) u(0+) = φ, u(j)(0+) = 0, j = 1, 2, 3 and (ii) u2(0+) = φ, uj(0+) = 0, j = 0, 1, 3 (with φ∈D(Ar)) for all choices of a and b. 相似文献
16.
David Hoff 《Journal of Mathematical Analysis and Applications》1982,86(1):221-236
We prove the existence of a large class of globally smooth solutions of the Cauchy problem for the system of n equations ut + Λ(x, t, u)ux = 0, where Λ is a diagonal matrix. We show that, under certain monotonicity conditions on both Λ and the initial data u0, the solution u will be locally Lipschitz continuous at positive times. Since u0 is a function of locally bounded variation, our result thus provides both for the smoothing of discontinuities in u0 as well as for the global preservation of smoothness. The global existence results from an a priori estimate of , which we obtain by a device which enables us to effectively uncouple the system of equations for . Finally, we prove a partial converse which demonstrates that our hypotheses are not overly restrictive. 相似文献
17.
18.
《Statistics & probability letters》1986,4(4):191-195
Let φ be a convex function defined on R+, with φ(0) = 0 and limx→0φ(x)/x=0. We show that there exists a uniformly bounded process (Xt) on [0,1] with continuous sample paths that satisfies the increment condition for every u < t, E(φ(| Xt− Xu|)) ⩽ t − u. but that fails the CLT. 相似文献
19.
We consider the equation R2, with defined as a divergenceless vector valued function (in the generalized sense) and subject to initial data u0. We prove the existence of a generalized global solution to this equation under assumptions of bounded variation for and u0, and smoothness for ?. 相似文献
20.
The linear non-autonomous evolution equation , with the initial datum u(0) = x, in the space C([0, T], E), where E is a Banach space and {A(t)} is a family of infinitesimal generators of bounded analytic semigroups is considered; the domains D(A(t)) are supposed constant in t and possibly not dense in E. Maximal regularity of the strict and classical solutions, i.e., regularity of u′ and A(·)u(·) with values in the interpolation spaces DA(0)(θ, ∞) and DA(0)(θ) between D(A(0)) and E, is studied. A characterization of such spaces in a concrete case is also given. 相似文献