二参数平稳随机事件流的若干结果

讨论二参数平衡无后效随机事件流的基本性质，局部鞅性和各种二参数Markov性，并用比较简单的方法给出二参数平稳无后效随机事件流的母函数的一般形式。     

非结构网格上一种新型的高分辨率高精度无波动的有限元格式

在非结构网格上构造出无波动无自由参数耗散性有限元格式 ,即NND有限元格式 .通过若干个典型二维跨音速和超音速可压缩无粘定常流动的算例证明这确是一个高精度的 ,对激波具有高分辨率的无波动的新型有限元格式 .特别与网格自适应相结合 ,可得到十分满意的结果     

半参数方差误差模型的估计

本文综合近邻权函数法及最小二乘法，用两阶段最小二乘估计的方法得到了半参数EV模型中参数的估计量及其强相合性，渐近正态性。同时也得到了非参数函数的估计量及其强相合性，一致强相合性。     

参数曲线的全局凸性判别条件

基于平面曲线的二次微商,导出了二重点的判别条件,结合参数曲线的局部凸性条件,得到了参数闭曲线的充要条件。给出了参数曲线的拐点判别条件,从而得到了参数曲线局部凸的充要条件。     

流面上的Navier-Stokes方程及其维数分裂方法

该文首先提出了流面和流层的概念,然后推导出了半测地坐标系下流层内的三维NS (Navier-Stokes)方程,以及流面上的二维NS方程.通过引入流面上的流函数,得到了流函数方程的非线性初边值问题,并讨论了方程解的存在性和唯一性.基于以上讨论,提出了求解三维NS方程的维数分裂方法, 并给出了算例.     

NA样本半参数回归模型估计的矩相合性

考虑了误差为NA序列的半参数回归模型,利用非参数估计方法给出了模型参数的最小二乘估计和加权最小二乘估计,并在适当条件下得到了它们的矩相合性.     

固定设计下半参函数关系模型参数估计的相合性

对于固定设计下的半参数函数关系模型,利用广义最小二乘法和一般的非参数权估计方法,得出了未知参数和未知函数的估计.在一定条件下,证明了它们的强相合性及其p(≥2)阶平均相合性.     

同宿环的环性数和退化三次Hamilton函数 *

对多参数扰动下的平面同宿环给出了环性数为2的新条件 .作为应用 ,证明了非通有二次Hamilton系统的同宿环在任意二次扰动下具有环性数2 .     

地磁流方程在周期边界条件下解的存在唯一性及吸引子的存在性

本文考虑地磁流方程的周期边界问题，京自变量空间是二维的情形证明了其整体解的存在唯一性和紧吸引子的存在性。     

二参数Ornstein-Uhlenbeck过程的奇点的蔓延

作为二参数马尔柯夫过程一般理论的先导,王梓坤教授在文献[1]中定义了二参数Ornstein-Uhlenbeck过程(简称二参数OUP,或OUP_2),并研究了它的基本性质及三种马尔柯夫性。本文首先研究OUP_2的截口,而后指出它的关于重对数律的奇点可以沿着水平方向及垂直方向蔓延。这个有趣的二参数过程奇点蔓延的现象,首先由J. B. Walsh在研究二参数Brown运动时指出([2])。本文除特别说明外,记号与术语均同文献[1]。     

一个风险模型的研究

研究了索赔到达过程为平稳无后效流,保单到达过程为平稳无后效流,并带扩散扰动项的盈余过程．讨论了该盈余过程的马尔科夫性和鞅性．然后用鞅方法得到其破产概率的表达式及其相应的Lundberg不等式．     

Limit theorems for point random fields defined on the plane

Two theorems on weak convergence of two-parameter point random fields to a point field with independent increments in Skorokhod space are given. The hypotheses of the theorems are formulated in terms of different types of compensators.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 43, No. 1, pp. 118–121, January, 1991.     

Problem of large deviations for Markov random evolutions with independent increments in the scheme of asymptotically small diffusion

The problem of large deviations for random evolutions with independent increments is solved in the scheme of asymptotically small diffusion by passing to the limit in the nonlinear (exponential) generator of semigroups by using the solution of the problem of singular perturbation for a reducibly invertible operator.     

To solving problems of algebra for two-parameter matrices. VII

The paper discusses the method of rank factorization for solving spectral problems for two-parameter polynomial matrices. New forms of rank factorization, which are computed using unimodular matrices only, are suggested. Applications of these factorizations to solving spectral problems for two-parameter polynomial matrices of both general and special forms are presented. In particular, matrices free of the singular spectrum are considered. Conditions sufficient for a matrix to be free of the singular spectrum and also conditions sufficient for a basis matrix of the null-space to have neither the finite regular nor the finite singular spectrum are provided. Bibliography: 3 titles.     

两参数分数Wiener过程增量的一般形式

§1Introductionandresults A2-parameterGaussianprocess{Z(t,s);t,s≥0}iacalleda2-parameterfractional Wienerprocesswithorderα(0<α<1),ifZ(0,0)=0a.s.EZ(s,t)=0anditscovariance EZ(t1,s1)Z(t2,s2)={|t1|2α+|t2|2α-|t2-t1|2α}{|s1|2α+|s2|2α-|s2-s1|2α}/4.LetR=[x1,x2]×[y1,y2],DT={(x,y)∶0≤x,y≤bT,xy≤T}.Let0相似文献   

Steady state of loss systems with a superposition of inputs

The total input of a loss system consisting of a finite number of fully available, identical servers is assumed to be a superposition of a finite number of partial traffic streams, which need not be independent and which are represented by a random marked point process. This paper derives existence, uniqueness and ergodic statements for the steady state of the system at several observation points, i.e. at an arbitrary point in time and at the arrival instants of calls belonging to a fixed partial stream.     

Collision problems of random walks in two-dimensional time

The collision problems of two-parameter random walks are studied. That is, some criteria have been established in terms of the characteristic functions of two or more mutually independent random walks in order to determine if they meet infinitly often in certain restricted time sets.     

Level crossing probabilities II: Polygonal recurrence of multidimensional random walks

In part I we proved for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n is O(n−1/2). In higher dimensions we call a random walk ‘polygonally recurrent’ if there is a bounded set, hit by infinitely many of the straight lines between two consecutive sites a.s. The above estimate implies that three-dimensional random walks with independent components are polygonally transient. Similarly a directionally reinforced random walk on Z³ in the sense of Mauldin, Monticino and von Weizsäcker [R.D. Mauldin, M. Monticino, H. von Weizsäcker, Directionally reinforced random walks, Adv. Math. 117 (1996) 239-252] is transient. On the other hand, we construct an example of a transient but polygonally recurrent random walk with independent components on Z².     

How big are the CsörgŐ-Révész increments of two-parameter Wiener processes?

In this paper, we prove a theorem on the set of limit points of the increments of a two-parameter Wiener process via establishing a large deviation principle on the increments of the two-parameter Wiener process.