依概率收敛与依分布收敛的关系

本文探讨了随机变量序列依概率收敛与依分布收敛的关系 ,并给出了一个依分布收敛能保证依概率收敛的最弱的条件 ,即 :设分布函数列 { Fn(x) }弱收敛于连续的分布函数 F(x) ,则存在随机变量序列{ξn}和随机变量ξ,它们分别以 { Fn(x) }和 F(x)为其对应的分布函数列和分布函数 ,且 {ξn}依概率收敛于ξ.     

随机Bernstein多项式的依分布收敛问题

利用随机的Bernstein多项式研究随机逼近问题具有一定的意义.借助弱收敛的概念,从分布函数的角度,讨论了随机Bernstein多项式依分布收敛问题.同时,与依概率收敛结果相比较,以此说明Bernstein多项式序列依分布收敛适用的范围更广.     

Fell—拓扑的某些性质

刻画了Fell-拓扑的某些性质以及Fell-拓扑和拓扑收敛的关系。     

随机规划中的一些逼近结果

主要讨论了一类随机规划的目标函数分别在概率测度序列分布收敛、函数序列上图收敛以及随机变量序列均方可积收敛等收敛意义下目标函数序列的收敛情况。基于上述收敛情况给出了一些逼近思想，这些思想可应用于求解这类随机规划问题。     

Rates of Convergence and Approximations to the Distribution of the Maximum of Chain-Dependent Sequences

In this paper we propose two methods for approximating the distribution of the maximum for a chain-dependent process. For these methods we investigate the rate of convergence of the approximations. A simulation study was performed that demonstrated excellent performance of the approximations even for small sample sizes. In addition, an application was made to river flow data collected on the North Pacolet River in South Carolina.     

Value Distribution of General Dirichlet Series. IV

In the paper, a limit theorem in the space of meromorphic functions with explicitly given limit measure for general Dirichlet series is proved. The theorem obtained generalizes and simplifies the results of work [7].     

Optimal Bounds for Cauchy Approximations for the Winding Distribution of Planar Brownian Motion

Optimal nonuniform bounds are given for the remainder terms in Spitzer's theorem, which gives some final answer to the question of Cauchy approximations for the winding distribution of planar Brownian motion. As a corollary, a large deviation result is presented. Optimal nonuniform bounds for the approximations of the density are also derived.     

简单对角BL时间序列模型的参数的矩估计及其渐近分布

本文研究简单对角ＢＬ模型ｘ_ｔ＝ｅ_ｔ＋ｂｘ_ｔ－１ｅ_ｔ-1参数ｂ和σ_t^２的估计问题，其中｛ｅ_ｔ｝是白噪声，Ｅ（ｅ_ｔ）＝０，ｅ（ｅ_ｔ）＜＋∞证明了矩估计b和σ_t^２的渐近正态性．     

A stability result in quasi-convex programming

Combining a result on the lower semicontinuity of the intersection of two convex-valued multifunctions and the level set approach of epi-convergence, we obtain results on the epi-upper semicontinuity of the supremum and the sum of two families of quasi-convex functions. As a consequence, we give some condition ensuring the stability of a quasi-convex program under a perturbation of the objective functions and the constraint sets.     

Approximations for chance-constrained programming problems

This paper proposes an approximation approach to the solution of chance-constrained stochastic programming problems. The results rely in a fundamental way on the theory of convergence of sequences of measurable multifunctions. Particular results are presented for stochastic linear programming problems.     

关于半连续函数与凸函数的注记

在半连续前提下,给出凸函数和严格凸函数的不等式刻划．指出非空凸集上的半连续函数满足中间点凸性时,成为凸函数,满足中间点严格凸性时,成为严格凸函数．最后定义F—G广义凸函数和条件p1,p2等概念,列举若干满足条件p1,p2的数量函数和向量函数,并指出,对于F—G广义凸函数,在条件p1,p2及一定连续性条件下,可以得到类似结果．     

Convergence in Distribution of Products of I.I.D. Nonnegative Matrices

Let (X _i) be a sequence of m × m i.i.d. stochastic matrices with distribution . Then ⁿ is the distribution of X _n X _n–1 ...X ₁. Simple sufficient conditions for the weak convergence of ( ⁿ ) are presented here. An extremely simple (and verifiable) necessary and sufficient condition is provided for m= 3. The method for m= 3 works for m> 3 even though calculations are more involved for higher values of m. We also discuss the purity of the limit distribution for m2.     

Convergence of weighted sums of random elements in D[0, 1]

Convergence in probability for Toeplitz weighted sums is obtained for convex tight random elements in D[0, 1] under pointwise conditions. The almost sure convergence of the weighted sums is proved for independent, convex tight random elements and for independent, identically distributed random elements. Special techniques and concepts are developed in order to obtain these results in the Skorohod topology of D[0, 1].     

Semicontinuous Mappings into T.V.S. with Applications to Mixed Vector Variational-Like Inequalities

Let (X, Z) be the space of continuous linear mappings between topological vector spaces, where Z is Hausdorff and preordered by a closed convex cone C. In this paper, we introduce a notion of semicontinuity to any function from a topological space into X. A notion of semicontinuity is also introduced to any function from a topological space into (X, Z). These two notions of semicontinuity are related by the embedding of X into (X, Z). Their basic properties are given. As an application, we derive some existence results for the mixed vector variational-like inequality. This work was partially supported by grants from the National Science Council of the Republic of China.     

有趣的随机变量和的分布算法

根据实际问题.提出计算随机变量和的分布的两种方法,即多项式相乘法和概率母函数法.     

On hyperspace topologies via distance functionals in quasi-metric spaces

Summary Let (X,d) be a quasi-pseudo-metric space. We investigate hyperspace topologies on P₀(X) defined by distance functionals. In particular, the K-topology is introduced and compared with other hyperspace topologies. Some properties of the Wijsman topology and the K-topology are explored.     

强广义上(下)半连续多值映射

利用强广义开集引入强广义上(下)半连续多值映射等概念,讨论了其等价条件,并研究了它们的各种性质。