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1.
In this paper we consider the probability density function (pdf) of a non-central χ2 distribution with arbitrary number of degrees of freedom. For this function we prove that can be represented as a finite sum and we deduce a partial derivative formula. Moreover, we show that the pdf is log-concave when the degrees of freedom is greater or equal than 2. At the end of this paper we present some Turán-type inequalities for this function and an elegant application of the monotone form of l'Hospital's rule in probability theory is given.  相似文献   

2.
In this paper, we study the optimal ergodic control problem with minimum variance for a general class of controlled Markov diffusion processes. To this end, we follow a lexicographical approach. Namely, we first identify the class of average optimal control policies, and then within this class, we search policies that minimize the limiting average variance. To do this, a key intermediate step is to show that the limiting average variance is a constant independent of the initial state. Our proof of this latter fact gives a result stronger than the central limit theorem for diffusions. An application to manufacturing systems illustrates our results.  相似文献   

3.
In a series of joint works with S. Bianchini [3, 4, 5], we proved a quadratic interaction estimate for general systems of conservation laws. Aim of this paper is to present the results obtained in the three cited articles [3, 4, 5], discussing how they are related with the general theory of hyperbolic conservation laws. To this purpose, first we explain why this quadratic estimate is interesting, then we give a brief overview of the techniques we used to prove it and finally we present some related open problems.  相似文献   

4.
给出F-弱滑脊性的定义,利用此性质,证明如果λ是一个具有F-弱滑脊性的数量空间,λ-乘数无序收敛是一个对偶不变性.如果(λ,β(λ,λ~(uβ)))是FAK-空间,则上述性质变成全程不变性.  相似文献   

5.
M. Farshi  S. Mirvakili 《代数通讯》2013,41(8):3395-3406
The purpose of this paper is the study of hypergroups associated with hypergraphs. In this regards, we construct a ρ-hypergroup by means a given hypergraph by defining a special relation ρ, and then we investigate some related properties. Further, we introduce a special product of ρ-hypergroups. Also, we bridge between subhypergraphs and subhypergroups. Finally, the fundamental relation of a ρ-hypergroup is studied.  相似文献   

6.
In this paper we propose a generalization of the concept of the local property for divergence measures. These new measures will be called g-local divergence measures, and we study some of their properties. Once this family is defined, a characterization based on Ling’s theorem is given. From this result, we obtain the general form of g-local divergence measures as a function of the divergence in each element of the reference set; this study is divided in three parts according to the cardinality of the reference set: finite, infinite countable or non-countable. Finally, we study the problem of componible divergence measures as a dual concept of g-local divergence measures.  相似文献   

7.
In this paper, we study the quadratic matrix equations. To improve the application of iterative schemes, we use a transform of the quadratic matrix equation into an equivalent fixed‐point equation. Then, we consider an iterative process of Chebyshev‐type to solve this equation. We prove that this iterative scheme is more efficient than Newton's method. Moreover, we obtain a local convergence result for this iterative scheme. We finish showing, by an application to noisy Wiener‐Hopf problems, that the iterative process considered is computationally more efficient than Newton's method.  相似文献   

8.
A Hybrid Smoothing Method for Mixed Nonlinear Complementarity Problems   总被引:1,自引:0,他引:1  
In this paper, we describe a new, integral-based smoothing method for solving the mixed nonlinear complementarity problem (MNCP). This approach is based on recasting MNCP as finding the zero of a nonsmooth system and then generating iterates via two types of smooth approximations to this system. Under weak regularity conditions, we establish that the sequence of iterates converges to a solution if the limit point of this sequence is regular. In addition, we show that the rate is Q-linear, Q-superlinear, or Q-quadratic depending on the level of inexactness in the subproblem calculations and we make use of the inexact Newton theory of Dembo, Eisenstat, and Steihaug. Lastly, we demonstrate the viability of the proposed method by presenting the results of numerical tests on a variety of complementarity problems.  相似文献   

9.
主要研究工作休假和休假中止的M/G/1排队系统,首先将对应于此系统的数学模型转化为抽象Cauchy问题,其次证明对应于此排队模型的主算子生成正压缩C0半群T(t),然后证明T(t)是局部等距的,最后证明此模型存在唯一的非负时间依赖解。  相似文献   

10.
Viscoelastic fluids represent a major challenge both from an engineering and from a mathematical point of view. Recently, we have shown that viscoelasticity induces chaos in closed‐loop thermosyphons even when we consider binary fluids, this is, when we consider a solute in the fluid, as water and antifreezes, for example. In this work, we consider a linear friction law, and we show that in this case with the addition of a solute to the fluid we can prove, under some conditions, chaotic asymptotic behavior for suitable geometry of the circuit and heat flux or ambient temperature functions.  相似文献   

11.
In this paper we propose a method to construct probability measures on the space of convex bodies. For this purpose, first, we introduce the notion of thinness of a body. Then we show the existence of a measure with the property that its pushforward by the thinness function is a probability measure of truncated normal distribution. Finally, we improve this method to find a measure satisfying some important properties in geometric measure theory.  相似文献   

12.
双标量-张量几何与标量-张量引力论变分原理   总被引:1,自引:0,他引:1  
刘书麟 《数学学报》1979,22(1):100-117
<正> §1.引言 自从1915年A.Einstein奠定了广义相对论的基础以来,曾出现过各种各样的引力理论;但似乎只有标量-张量引力理论可同广义相对论媲美.看来标量-张量理论同Einstein的广义相对论一样,是一种具有生命力的引力理论. 如所周知,Einstein的广义相对论实质上是引力现象的几何化理论,即是一种引力的度规张量理论.Einstein与Weyl的物理学之几何化思想对物理学的发展曾起过、并且将  相似文献   

13.
In this paper, we study an economic model, where internal habits play a role. Their formation is described by a more general functional form than is usually assumed in the literature, because a finite memory effect is allowed. Indeed, the problem becomes the optimal control of a standard ordinary differential equation, with the past of the control entering both the objective function and an inequality constraint. Therefore, the problem is intrinsically infinite dimensional. To solve this model, we apply the dynamic programming approach and we find an explicit solution for the associated Hamilton–Jacobi–Bellman equation, which lets us write the optimal strategies in feedback form. Therefore, we contribute to the existing literature in two ways. Firstly, we fully develop the dynamic programming approach to a type of problem not studied in previous contributions. Secondly, we use this result to unveil the global dynamics of an economy characterized by generic internal habits.  相似文献   

14.
赵建伟 《数学学报》2008,51(3):607-616
主要研究作用在n维欧氏空间R~n上的离散交叉积■_n■_αG_A,b_1,…,b_n的代数性质与因子分类.首先证明了该交叉积是内射的;其次给出了该交叉积为因子的一些充要条件;最后讨论该交叉积为因子时究竟是几型因子.  相似文献   

15.
In the present work, that regards the Thurston's theory, we prove that, if we choose a closed curve, how we wish, on a noncompact surface, it is always possible to construct a particular masured foliation that has the choosed curve like a leaf; we also prove this foliation has a remarkable property that makes very easy to mesure all homotopy classes of closed curves of our surface. To prove this statement we need some Propositions and some Lemma that we also demonstre.  相似文献   

16.
《Optimization》2012,61(1):89-97
In this article, we introduce a new condition on functionals of a control problem, and for that purpose we define the KT-invex functionals. We extend recent optimality control works to the study of duality. In this way we establish weak, strong and converse duality results under KT-invexity. Furthermore, we prove that KT-invexity is not only a sufficient condition for establishing duality, but it is necessary.  相似文献   

17.
刘卫艾  王长钰 《经济数学》2009,26(1):95-102
本文在广义半无限规划问题的最优解集X处满足某些条件的前提下将广义半无限规划问题转化成KKT系统,通过扰动的FB函数,将KKT系统转化为一组光滑函数方程,设计了一个光滑牛顿算法,证明了算法的全局收敛性,并且在光滑函数解集处满足局部误差界条件下证明了算法具有超线性收敛速率.  相似文献   

18.
For discrete dynamical systems the theory of invariant manifolds is well known to be of vital importance. In terms of difference equations this theory is basically concerned with autonomous equations. However, the crucial and currently most difficult questions in this field are related to non-periodic, in particular chaotic motions. Since this topic - even in the autonomous context is an intrinsically time-variant matter. There is and urgent need for a non-autonomous version of invariant manifold theory. In this paper we present we present a very general version of the classical result on stable and unstable manifolds for hyperbolic fixed points of diffeomorphisms. In fact, we drop the assumption of invertibility of the mapping, we consider non-autonomous difference equations rather than mappings In effect, we generalize the notion of invariant manifold to the concept of invariant fiber bundle.  相似文献   

19.
Generalized polymatroids are a family of polyhedra with several nice properties and applications. One property of generalized polymatroids used widely in existing literature is “total dual laminarity;” we make this notion explicit and show that only generalized polymatroids have this property. Using this we give a polynomial-time algorithm to check whether a given linear program defines a generalized polymatroid, and whether it is integral if so. Additionally, whereas it is known that the intersection of two integral generalized polymatroids is integral, we show that no larger class of polyhedra satisfies this property.  相似文献   

20.
In this paper we construct Gorenstein-projective modules over Morita rings with zero bimodule homomorphisms and we provide sufficient conditions for such rings to be Gorenstein Artin algebras. This is the first part of our work which is strongly connected with monomorphism categories. In the second part, we investigate monomorphisms where the domain has finite projective dimension. In particular, we show that the latter category is a Gorenstein subcategory of the monomorphism category over a Gorenstein algebra. Finally, we consider the category of coherent functors over the stable category of this Gorenstein subcategory and show that it carries a structure of a Gorenstein abelian category.  相似文献   

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