共查询到20条相似文献,搜索用时 15 毫秒
1.
François Ledrappier Mark Pollicott 《Bulletin of the Brazilian Mathematical Society》2005,36(2):143-176
In this paper we study the ergodic properties of the linear action of lattices Γ of SL(2,ℚp) on ℚp × ℚp and distribution results for orbits of Γ. Following Serre, one can define a “geodesic flow” for an associated tree (actually
associated to GL(2,ℚp)). The approach we use is based on an extension of this approach to “frame flows” which are a natural compact group extension
of the geodesic flow. 相似文献
2.
Sivan Leviyang 《随机分析与应用》2013,31(4):577-601
Populations are often divided into subpopulations. Biologists use the statistic F st to perform hypothesis tests for the existence of population subdivision and to estimate migration rates between different subpopulations. The distribution of F st is not known. In this article, we use coalescent theory methods to find the limiting distribution of F st in the large population, weak mutation limit under the island model of migration. Our analysis uses the scattering-collection decomposition of the island model coalescent introduced by Wakeley. 相似文献
3.
4.
Alejandro Balbás José Garrido Silvia Mayoral 《Methodology and Computing in Applied Probability》2009,11(3):385-399
The current literature does not reach a consensus on which risk measures should be used in practice. Our objective is to give
at least a partial solution to this problem. We study properties that a risk measure must satisfy to avoid inadequate portfolio
selections. The properties that we propose for risk measures can help avoid the problems observed with popular measures, like
Value at Risk (VaR
α
) or Conditional VaR
α
(CVaR
α
). This leads to the definition of two new families: complete and adapted risk measures. Our focus is on risk measures generated by distortion functions. Two new properties are put forward for these:
completeness, ensuring that the distortion risk measure uses all the information of the loss distribution, and adaptability,
forcing the measure to use this information adequately.
This research was partially funded by
1,3
Welzia Management, SGIIC SA, RD Sistemas SA, Comunidad Autónoma de Madrid Grant s-0505/tic/000230, and MEyC Grant BEC2000-1388-C04-03 and by
2
the Natural Sciences and Engineering Research Council of Canada (NSERC) Grant 36860-06. 相似文献
5.
Kairat T. Mynbaev 《Advances in Applied Mathematics》2001,26(4):302
The properties of L2-approximable sequences established here form a complete toolkit for statistical results concerning weighted sums of random variables, where the weights are nonstochastic sequences approximated in some sense by square-integrable functions and the random variables are “two-wing” averages of martingale differences. The results constitute the first significant advancement in the theory of L2-approximable sequences since 1976 when Moussatat introduced a narrower notion of L2-generated sequences. The method relies on a study of certain linear operators in the spaces Lp and lp. A criterion of Lp-approximability is given. The results are new even when the weight generating function is identically 1. A central limit theorem for quadratic forms of random variables illustrates the method. 相似文献
6.
Namir Ghoraf 《TOP》2008,16(1):62-72
An “m-consecutive-k-out-of-n:F system” consists of n components ordered on a line; the system fails if and only if there are at least m nonoverlapping runs of k consecutive failed components. In this paper, we give a recursive formula to compute the reliability of such a system. Thereafter,
we state two asymptotic results concerning the failure time Z
n
of the system. The first result concerns a limit theorem for Z
n
when the failure times of components are not necessarily with identical failure distributions. In the second one, we prove
that, for an arbitrary common failure distribution of components, the limit system failure distribution is always of the Poisson
class.
相似文献
7.
R. M. Mnatsakanov N. Misra Sh. Li E. J. Harner 《Mathematical Methods of Statistics》2008,17(3):261-277
For estimating the entropy of an absolutely continuous multivariate distribution, we propose nonparametric estimators based
on the Euclidean distances between the n sample points and their k
n
-nearest neighbors, where {k
n
: n = 1, 2, …} is a sequence of positive integers varying with n. The proposed estimators are shown to be asymptotically unbiased and consistent.
相似文献
8.
We consider the M/G/1 queueing system in which customers whose admission to the system would increase the workload beyond a prespecified finite capacity limit are not accepted. Various results on the distribution of the workload are derived; in particular, we give explicit formulas for its stationary distribution for M/M/1 and in the general case, under the preemptive LIFO discipline, for the joint stationary distribution of the number of customers in the system and their residual service times. Furthermore, the Laplace transform of the length of a busy period is determined. Finally, for M/D/1 the busy period distribution is derived in closed form. 相似文献
9.
The decomposition of the complete graph Kv into Kr×Kc's, the products of Kr and Kc,is originated from the use of DNA library screening. In this paper, we consider the case where r=2 and c = 5, and show that such a decomposition exists if and only if v ≡ 1 (mod 25). 相似文献
10.
This paper builds upon the Lp-stability results for discrete orthogonal projections on the spaces Sh of continuous splines of order r obtained by R. D. Grigorieff and I. H. Sloan in (1998, Bull. Austral. Math. Soc.58, 307–332). Properties of such projections were proved with a minimum of assumptions on the mesh and on the quadrature rule defining the discrete inner product. The present results, which include superapproximation and commutator properties, are similar to those derived by I. H. Sloan and W. Wendland (1999, J. Approx. Theory97, 254–281) for smoothest splines on uniform meshes. They are expected to have applications (as in I. H. Sloan and W. Wendland, Numer. Math. (1999, 83, 497–533)) to qualocation methods for non-constant-coefficient boundary integral equations, as well as to the wide range of other numerical methods in which quadrature is used to evaluate L2-inner products. As a first application, we consider the most basic variable-coefficient boundary integral equation, in which the constant-coefficient operator is the identity. The results are also extended to the case of periodic boundary conditions, in order to allow appplication to boundary integral equations on closed curves. 相似文献
11.
Let be the uniform triangulation generated by the usual three directional mesh of the plane and let H
1 be the regular hexagon formed by the six triangles of surrounding the origin. We study the space of piecewise polynomial functions in C
k
(R
2) with support H
1 having a sufficiently high degree n, which are invariant with respect to the group of symmetries of H
1 and whose sum of integer translates is constant. Such splines are called H
1-splines. We first compute the dimension of this space in function of n and k. Then we prove the existence of a unique H
1-spline of minimal degree for any fixed k0. Finally, we describe an algorithm computing the Bernstein–Bézier coefficients of this spline. 相似文献
12.
13.
A pro-C*-algebra is a (projective) limit of C*-algebras in the category of topological *-algebras. From the perspective of non-commutative geometry, pro-C*-algebras can be seen as non-commutative k-spaces. An element of a pro-C*-algebra is bounded if there is a uniform bound for the norm of its images under any continuous *-homomorphism into a C*-algebra. The *-subalgebra consisting of the bounded elements turns out to be a C*-algebra. In this paper, we investigate pro-C*-algebras from a categorical point of view. We study the functor (−)
b
that assigns to a pro-C*-algebra the C*-algebra of its bounded elements, which is the dual of the Stone-Čech-compactification. We show that (−)
b
is a coreflector, and it preserves exact sequences. A generalization of the Gelfand duality for commutative unital pro-C*-algebras is also presented. 相似文献
14.
Frances Y. Kuo Grzegorz W. Wasilkowski Henryk Wo
niakowski 《Journal of Approximation Theory》2008,152(2):135-160
We study the worst case setting for approximation of d variate functions from a general reproducing kernel Hilbert space with the error measured in the L∞ norm. We mainly consider algorithms that use n arbitrary continuous linear functionals. We look for algorithms with the minimal worst case errors and for their rates of convergence as n goes to infinity. Algorithms using n function values will be analyzed in a forthcoming paper.We show that the L∞ approximation problem in the worst case setting is related to the weighted L2 approximation problem in the average case setting with respect to a zero-mean Gaussian stochastic process whose covariance function is the same as the reproducing kernel of the Hilbert space. This relation enables us to find optimal algorithms and their rates of convergence for the weighted Korobov space with an arbitrary smoothness parameter α>1, and for the weighted Sobolev space whose reproducing kernel corresponds to the Wiener sheet measure. The optimal convergence rates are n-(α-1)/2 and n-1/2, respectively.We also study tractability of L∞ approximation for the absolute and normalized error criteria, i.e., how the minimal worst case errors depend on the number of variables, d, especially when d is arbitrarily large. We provide necessary and sufficient conditions on tractability of L∞ approximation in terms of tractability conditions of the weighted L2 approximation in the average case setting. In particular, tractability holds in weighted Korobov and Sobolev spaces only for weights tending sufficiently fast to zero and does not hold for the classical unweighted spaces. 相似文献
15.
In this paper we study the L
p
-discrepancy of digitally shifted Hammersley point sets. While it is known that the (unshifted) Hammersley point set (which
is also known as Roth net) with N points has L
p
-discrepancy (p an integer) of order (log N)/N, we show that there always exists a shift such that the digitally shifted Hammersley point set has L
p
-discrepancy (p an even integer) of order
which is best possible by a result of W. Schmidt. Further we concentrate on the case p = 2. We give very tight lower and upper bounds for the L
2-discrepancy of digitally shifted Hammersley point sets which show that the value of the L
2-discrepancy of such a point set mostly depends on the number of zero coordinates of the shift and not so much on the position
of these.
This work is supported by the Austrian Research Fund (FWF), Project P17022-N12 and Project S8305. 相似文献
16.
ChangJian Zhao 《中国科学A辑(英文版)》2008,51(12):2172-2188
In this paper the author first introduce a new concept of L
p
-dual mixed volumes of star bodies which extends the classical dual mixed volumes. Moreover, we extend the notions of L
p
intersection body to L
p
-mixed intersection body. Inequalities for L
p
-dual mixed volumes of L
p
-mixed intersection bodies are established and the results established here provide new estimates for these type of inequalities.
This work was supported by the Natural Science Foundation of Zhejiang Province of China (Grant No. Y605065) and the Foundation
of the Education Department of Zhejiang Province of China (Grant No. 20050392) 相似文献
17.
It is shown in [4] that if a normal matrix,A satisfies some conditions then |C,1|
k
summability implies |A|
k
summability wherek≥1. In the present paper, we consider the converse implication. 相似文献
18.
A new series representation of the exact distribution of Hotelling's generalized T02 statistic is obtained. Unlike earlier work, the series representation given here is everywhere convergent. Explicit formulae are given for both the null and the non-central distributions. Earlier results by [1], 215–225), which are convergent on the interval [0, 1), are also derived quite simply from our formulae. The paper therefore provides a solution to the long standing problem of the exact distribution of the T02 statistic in the general case. 相似文献
19.
Let K
m,nbe a complete bipartite graph with two partite sets having m and n vertices, respectively. A K
p,q-factorization of K
m,n is a set of edge-disjoint K
p,q-factors of K
m,n which partition the set of edges of K
m,n. When p = 1 and q is a prime number, Wang, in his paper “On K
1,k
-factorizations of a complete bipartite graph” (Discrete Math, 1994, 126: 359—364), investigated the K
1,q
-factorization of K
m,nand gave a sufficient condition for such a factorization to exist. In the paper “K
1,k
-factorizations of complete bipartite graphs” (Discrete Math, 2002, 259: 301—306), Du and Wang extended Wang’s result to the
case that q is any positive integer. In this paper, we give a sufficient condition for K
m,n to have a K
p,q-factorization. As a special case, it is shown that the Martin’s BAC conjecture is true when p : q = k : (k+ 1) for any positive integer k. 相似文献
20.
The largest class of multivalued systems satisfying the module-like axioms is the Hv-module. Hv-modules first were introduced by Vougiouklis. In this paper we define weak equality between two subsets of an Hv-module and introduced the notion of exact sequences of Hv-modules. Also some results on the weak equality and exact sequences are given. 相似文献