论向量积在高维空间的推广

探讨了3维欧氏空间的向量积在高维空间推广的可能性.在三条假设下推导出高维空间中的向量积所应具备的若干性质,证明了在某些意义下向量积仅存在于R3,并举例说明R7与R3中向量积不同的根源.     

关于随机赋范空间与随机内积空间的某些基本理论(英文)

首先提出随机度量空间定义的另一个提法,这提法不仅等价于原始的定义而且也使随机度量空间自动归入广义度量空间的框架,也考虑了关于拓扑结构的某些新的问题;循着同样的思路,对随机赋范空间的定义也作了新的处理并同时简化了随机赋范模的定义．其次本文也证明了一个Ｅ－范空间的商空间等距同构于一个典型的Ｅ－范空间;进一步,在概率赋范空间的框架下证明了一个概率赋伪范空间是伪内积生成空间的充要条件是它等距同构于一个Ｅ－内积空间,这回答了Ｃ．Ａｌｓｉｎａ与Ｂ．Ｓｃｈｗｅｉｚｅｒ等人新近提出的公开问题．最后,本文转向了它的中心部分──关于随机内积空间的研究,对随机内积空间中的特有且复杂的正交性作较系统的讨论,论证了只有几乎处处正交性才是唯一合理的正交性概念,在此基础上本文尤其将Ｇ．Ｓｔａｍｐａｃｃｈｉａ的在众多学科中都有多种用途的一般投影定理（或称变分不等式解存在性定理）以适当形式推广到完备实随机内积模上．     

Sample Covariance Matrix for Random Vectors with Heavy Tails

We compute the asymptotic distribution of the sample covariance matrix for independent and identically distributed random vectors with regularly varying tails. If the tails of the random vectors are sufficiently heavy so that the fourth moments do not exist, then the sample covariance matrix is asymptotically operator stable as a random element of the vector space of symmetric matrices.     

Multifractional Vector Brownian Motions,Their Decompositions,and Generalizations

This article introduces three types of covariance matrix structures for Gaussian or elliptically contoured vector random fields in space and/or time, which include fractional, bifractional, and trifractional vector Brownian motions as special cases, and reveals the relationships among these vector random fields, with an orthogonal decomposition established for the multifractional vector Brownian motion.     

封闭型保单组未来损失现值向量的联合分布及渐近分布

本文针对封闭型保单组,利用历年死亡人数随机向量D,将保单组的未来给付现值随机变量和未来损失现值随机变量表达为某个满秩矩阵和D的乘积,根据D服从多项分布的性质,得到未来损失现值随机向量渐近服从多元正态分布的结果,为分析责任准备金提供了一个新的框架.     

半平面中有限阶解析函数的因子分解

与经典有限阶整函数的Hadamard因子分解定理和半平面中属于Hardy空间的解析函数的内外函数的因子分解类似,对右半平面中有限阶ρ解析函数f,可以分解为三个解析函数G,eQ和eg的乘积GeQeg,其中G是一个加权Blaschke乘积,Q是一个次数不超过ρ的多项式以及eg是一个加权外函数,log|G|,ReQ和Reg-log|f|在右半平面的边界恒为零．     

Cochran's statistical theorem for outer inverses of matrices and matrix quadratic forms

We extend the matrix version of Cochran's statistical theorem to outer inverses of a matrix. As applications, we investigate the Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures.     

Cochran's statistical theorem for outer inverses of matrices and matrix quadratic forms

We extend the matrix version of Cochran's statistical theorem to outer inverses of a matrix. As applications, we investigate the Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures.     

An alternative method for computing mean and covariance matrix of some multivariate distributions

Computing the mean and covariance matrix of some multivariate distributions, in particular, multivariate normal distribution and Wishart distribution are considered in this article. It involves a matrix transformation of the normal random vector into a random vector whose components are independent normal random variables, and then integrating univariate integrals for computing the mean and covariance matrix of a multivariate normal distribution. Moment generating function technique is used for computing the mean and covariances between the elements of a Wishart matrix. In this article, an alternative method that uses matrix differentiation and differentiation of the determinant of a matrix is presented. This method does not involve any integration.     

随机介质中扩散过程的尺度跃迁

本文考虑随机多孔介质中的示踪粒子的随机移动过程和相应的尺度跃迁问题 .假设当时间和空间进行适当的尺度跃迁时 ,其粒子的移运过程弱收敛于是 d-维中心布朗运动 ,具有协方差 D.随机介质对示踪粒子的作用可表示为小的扰动力 ,扰动过程收敛于具有相同协方差阵的布郎运动 ,但具有一个形如 M.a的附加漂移 .对于扰动的粒子的稀薄过程 ,我们证明了试验粒子的流度和协方差通过 Einstein公式相关联 .证明 Einstein公式所用的方法就是计算轨迹空间上的测度的 Radon-Nikodym导数 (Girsanov公式 ) .研究单个粒子在具有时间独立的随机非均匀性质的格上运动和在速度满足 Langevin方程的随机势场中的运动 ,关于尺度跃迁过程得到了一些特征性质和扩散矩阵和漂移之间的关系 .     

奇异多元正态随机向量的新定义及与其他定义的等价性

通过对奇异协方差阵的行列式重新定义及广义逆矩阵的概念,给出了奇异多元正态随机向量的新定义,并讨论了与其他定义之间的等价关系.     

Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions

In terms of the two-parameter Mittag-Leffler function with specified parameters, this paper introduces the Mittag-Leffler vector random field through its finite-dimensional characteristic functions, which is essentially an elliptically contoured one and reduces to a Gaussian one when the two parameters of the Mittag-Leffler function equal 1. Having second-order moments, a Mittag-Leffler vector random field is characterized by its mean function and its covariance matrix function, just like a Gaussian one. In particular, we construct direct and cross covariances of Mittag-Leffler type for such vector random fields.     

Generalized Vector Variational Inequalities over Countable Product of Sets

In this paper, we consider vector variational inequalities with set-valued mappings over countable product sets in a real Banach space setting. By employing concepts of relative pseudomonotonicity, we establish several existence results for generalized vector variational inequalities and for systems of generalized vector variational inequalities. These results strengthen previous existence results which were based on the usual monotonicity type assumptions     

Student's t Vector Random Fields with Power-Law and Log-Law Decaying Direct and Cross Covariances

This article deals with the Student's t vector random field, which is formulated as a scale mixture of Gaussian vector random fields, and whose finite-dimensional distributions decay in power-law and have heavy tails. There are two classes of Student's t vector random fields, one with second-order moments, and the other without a second-order moment. A Cauchy vector random field is an example of Student's t vector random fields without a first-order moment, and is also an example of Stable vector random fields. A second-order Student's t vector random field allows for any given correlation structure, just as a Gaussian vector random field does. We propose four types of covariance matrix structures for second-order Student's t vector random fields, which decay in power-law or log-law.     

构造正交向量的一个新方法及其应用

利用向量的数量积及行列式的按行(列)展开定理,构造出一个n维向量,它能够与n-1个n维向量都正交.这种构造正交向量的方法简单明了.应用这种方法很容易证明克莱姆法则.对这种构造方法加以改进,给出了线性空间Rn中扩充一组正交基的新方法.     

Upper integral and its geometric meaning

The Hahn definition of the integral is recalled, the requirement of measurability of the integrand omitted. Both the upper and lower integrals comply with this definition and so does any measurable function between them. The outer product measure of the hypograph of a nonnegative bounded nonmeasurable function is equal to the upper integral which is equal to one of the Fan integrals. The outer measure of the graph of a bounded nonmeasurable function is equal to the difference between the upper and lower integrals. A norm for not necessarily measurable functions is defined with the upper integral. The linear space with this norm is complete. The convergence in this space implies the convergence in outer measure. The distance as an outer measure of the symmetric difference of two sets gives us a complete metric space of classes of subsets.      

Transfer of a Passive Vector Admixture by a Two-Dimensional Turbulent Flow

We consider a model of a passive vector field transfer by a random two-dimensional transverse velocity field that is uncorrelated in time and has Gaussian spatial statistics given by a powerlike correlator. We use the renormalization group and the operator product expansion techniques to show that the asymptotic approximation of the structure functions of a vector field in the inertial range is determined by the energy dissipation fluctuations. The dependence of the asymptotic approximation on the external scale of turbulence is essential and has a powerlike form (the case of an anomalous scaling). The corresponding exponents are calculated in the one-loop approximation for structure functions of an arbitrary order.     

Wick calculus for nonlinear Gaussian functionals

This paper surveys some results on Wick product and Wick renormalization. The framework is the abstract Wiener space. Some known results on Wick product and Wick renormalization in the white noise analysis framework are presented for classical random variables. Some conditions are described for random variables whose Wick product or whose renormalization are integrable random variables. Relevant results on multiple Wiener integrals, second quantization operator, Malliavin calculus and their relations with the Wick product and Wick renormalization are also briefly presented. A useful tool for Wick product is the S-transform which is also described without the introduction of generalized random variables.     

Time Varying Isotropic Vector Random Fields on Spheres

For a vector random field that is isotropic and mean square continuous on a sphere and stationary on a temporal domain, this paper derives a general form of its covariance matrix function and provides a series representation for the random field, which involve the ultraspherical polynomials. The series representation is somehow an imitator of the covariance matrix function, but differs from the spectral representation in terms of the ordinary spherical harmonics, and is useful for modeling and simulation. Some semiparametric models are also illustrated.     

Intersection of three planes revisited – an algebraic approach

Given three planes in space, a complete characterization of their intersection is provided. Special attention is paid to the case when the intersection set does not exist of one point only. Besides the vector cross product, the tool of generalized inverse of a matrix is used extensively.