Multiscale KAM theorem for Hamiltonian systems

In this paper, we study the persistence of invariant tori in nearly integrable multiscale Hamiltonian systems with highorder degeneracy in the integrable part. Such Hamiltonian systems arise naturally in planar and spatial lunar problems of celestial mechanics for which the persistence problem connects closely to the stability of the systems. We introduce multiscale nondegenerate condition and multiscale Diophantine condition, comparable to the usual Diophantine condition. Using quasilinear KAM method, we prove a multiscale KAM theorem.     

A central limit theorem for mabkovian queuing systems

In the paper a central limit theorem for the total busy time of a Markovian queuing system is proved (provided that the system satisfies some simple assumptions), This is based on a stochastic convergence theorem for the average number of services. The latter is presented in a form of “law of large numbers” as well. The case of bounded queue length is particularly analysed.     

A limit theorem of certain repairable systems

Many large engineering systems can be viewed (or imbedded) as a series system in time. In this paper, we introduce the structure of a repairable system and the reliabilities of these large systems are studied systematically by studying the ergodicities of certain non-homogeneous Markov chains. It shows that if the failure probabilities of components satisfy certain conditions, then the reliability of the large system is approximately exp (-) for some >0. In particular, we demonstrate how the repairable system can be used for studying the reliability of a large linearly connected system. Several practical examples of large consecutive-k-out-of-n:F systems are given to illustrate our results. The Weibull distribution is derived under our natural set-up.This research work was partially supported by the National Science Council of the Republic of China.This work was supported in part by the Natural Sciences and Engineering Research Council of Canada under Grant A-9216, and by the National Science Council of the Republic of China.     

A strong limit theorem on gambling systems

A strong limit theorem on gambling system for Bernoulli sequences is extended to the sequences of arbitrary discrete random variables by using the conditional probabilities. Furthermore, by allowing the selection function to take values in an interval, the conception of random selection is generalized. In the proof an approach of applying the differentiation of measure on a net to the investigation of the strong limit theorem is proposed.     

KAM theorem of symplectic algorithms for Hamiltonian systems

Summary. In this paper we prove that an analog of the celebrated KAM theorem holds for symplectic algorithms, which Channel and Scovel (1990), Feng Kang (1991) and Sanz-Serna and Calvo (1994) suggested a few years ago. The main results consist of the existence of invariant tori, with a smooth foliation structure, of a symplectic numerical algorithm when it applies to a generic integrable Hamiltonian system if the system is analytic and the time-step size of the algorithm is s ufficiently small. This existence result also implies that the algorithm, when it is applied to a generic integrable system, possesses n independent smooth invariant functions which are in involution and well-defined on the set filled by the invariant tori in the sense of Whitney. The invariant tori are just the level sets of these functions. Some quantitative results about the numerical invariant tori of the algorithm approximating the exact ones of the system are also given. Received December 27, 1997 / Revised version received July 15, 1998 / Published online: July 7, 1999     

A central limit theorem for strongly multiplicative systems of functions

A necessary and sufficient condition is obtained for the validity of a central limit theorem for strongly multiplicative systems of functions.Translated from Matematicheskie Zametki, Vol. 6, No. 4, pp. 443–450, October, 1969.     

Central limit theorem for constrained Poisson systems

We prove that for a class of constrained Poisson white noise fields, the scaling (continuum) limit exists and equals Gaussian white noise, indexed by mean zero test functions. Under natural conditions on the Lévy measure, the (Poisson) moments converge to their Gaussian counterparts.     

A limit theorem for projections

The main purpose of this paper is to establish a limit theorem for convex combinations of linear projections. We also include nonlinear extensions as well as several applications.     

A convexity theorem for three tangled Hamiltonian torus actions,and super-integrable systems

A completely integrable system on a symplectic manifold is called super-integrable when the number of independent integrals of motion is more than half the dimension of the manifold. Several important completely integrable systems are super-integrable: the harmonic oscillators, the Kepler system, the non-periodic Toda lattice, etc. Motivated by an additional property of the super-integrable system of the Toda lattice (Agrotis et al., 2006) [2], we will give a generalization of the Atiyah and Guillemin–Sternberg?s convexity theorem.     

The classical KAM theorem for Hamiltonian systems via rational approximations

In this paper, we give a new proof of the classical KAM theorem on the persistence of an invariant quasi-periodic torus, whose frequency vector satisfies the Bruno-Rüssmann condition, in real-analytic non-degenerate Hamiltonian systems close to integrable. The proof, which uses rational approximations instead of small divisors estimates, is an adaptation to the Hamiltonian setting of the method we introduced in [4] for perturbations of constant vector fields on the torus.     

A limit theorem for discounted sums

Summary This note is concerned with the weak convergence of discounted sums in case the variance of the underlying probability distribution may be infinite.     

A KAM theorem for space-multidimensional Hamiltonian PDEs

We describe a method of translating a Lambek grammar with one division into an equivalent context-free grammar whose size is bounded by a polynomial in the size of the original grammar. Earlier constructions by Buszkowski and Pentus lead to exponential growth of the grammar size.     

A limit theorem for continuous selectors

Any (measurable) function K from Rⁿ to R defines an operator K acting on random variables X by K(X) = K(X₁,..., X_n), where the X_j are independent copies of X. The main result of this paper concerns continuous selectors H, continuous functions defined in Rn and such that H(x₁, x₂,..., x_n) ∈ {x₁, x₂,..., x_n}. For each such continuous selector H (except for projections onto a single coordinate) there is a unique point ω_H in the interval (0, 1) so that, for any random variable X, the iterates H^(N) acting on X converge in distribution as N → ∞ to the ωH-quantile of X.     

A limit theorem for sums of exponentials

Translated from Matematicheskie Zametki, Vol. 46, No. 3, pp. 50–57, September, 1989.     

A central limit theorem for integer partitions

Recently, Hwang proved a central limit theorem for restricted Λ-partitions, where Λ can be any nondecreasing sequence of integers tending to infinity that satisfies certain technical conditions. In particular, one of these conditions is that the associated Dirichlet series has only a single pole on the abscissa of convergence. In the present paper, we show that this condition can be relaxed, and provide some natural examples that arise from the study of integers with restrictions on their digital (base-b) expansion.