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1.
(C, ). , . 0<<1. 1) - ( k ), k =a k , (C, ), . 2) , , (C, ) ; k = =¦a k ¦.  相似文献   

2.
Summary In this paper we establish a large deviations principle for the invariant measure of the non-Gaussian stochastic partial differential equation (SPDE) t v =v +f(x,v )+(x,v ) . Here is a strongly-elliptic second-order operator with constant coefficients, h:=DH xx-h, and the space variablex takes values on the unit circleS 1. The functionsf and are of sufficient regularity to ensure existence and uniqueness of a solution of the stochastic PDE, and in particular we require that 0<mM wherem andM are some finite positive constants. The perturbationW is a Brownian sheet. It is well-known that under some simple assumptions, the solutionv 2 is aC k (S 1)-valued Markov process for each 0<1/2, whereC (S 1) is the Banach space of real-valued continuous functions onS 1 which are Hölder-continuous of exponent . We prove, under some further natural assumptions onf and which imply that the zero element ofC (S 1) is a globally exponentially stable critical point of the unperturbed equation t 0 = 0 +f(x,0), that has a unique stationary distributionv K, on (C (S 1), (C K (S 1))) when the perturbation parameter is small enough. Some further calculations show that as tends to zero,v K, tends tov K,0, the point mass centered on the zero element ofC (S 1). The main goal of this paper is to show that in factv K, is governed by a large deviations principle (LDP). Our starting point in establishing the LDP forv K, is the LDP for the process , which has been shown in an earlier paper. Our methods of deriving the LDP forv K, based on the LDP for are slightly non-standard compared to the corresponding proofs for finite-dimensional stochastic differential equations, since the state spaceC (S 1) is inherently infinite-dimensional.This work was performed while the author was with the Department of Mathematics, University of Maryland, College Park, MD 20742, USA  相似文献   

3.
Let x(w), w=u+iv B, be a minimal surface in 3 which is bounded by a configuration , S consisting of an arc and of a surface S with boundary. Suppose also that x(w) is area minimizing with respect to , S. Under appropriate regularity assumptions on and S, we can prove that the first derivatives of x(u, v) are Hölder continuous with the exponent =1/2 up to the free part of B which is mapped by x(w) into S. An example shows that this regularity result is optimal.  相似文献   

4.
Let m2(n,q), m2(n,q) be, respectively, the maximum value, the second largest value of k for which there exists a complete k-cap in PG(n,q). In this paper, the known upper bound on m2(3,q), q even, q 8, is improved. This new upper bound on m2(3,q) is then used to improve the upper bounds on m2(n,q), q even, q 8 and n 4.  相似文献   

5.
If X is a real Banach space, then the inequality x defines so-called hyperbolic cone in E=X. We develop a relevant version of Perron-Frobenius-Krein-Rutman theory.  相似文献   

6.
Let X be a nilpotent space such that it exists k1 with Hp (X,) = 0 p > k and Hk (X,) 0, let Y be a (m–1)-connected space with mk+2, then the rational homotopy Lie algebra of YX (resp. is isomorphic as Lie algebra, to H* (X,) (* (Y) ) (resp.+ (X,) (* (Y) )). If X is formal and Y -formal, then the spaces YX and are -formal. Furthermore, if dim * (Y) is infinite and dim H* (Y,Q) is finite, then the sequence of Betti numbers of grows exponentially.  相似文献   

7.
One-to-one random mappings of the set 1, 2,..., n onto itself are considered. Limit theorems are proved for the quantities i, 0in, max i, min i, where i is the number of 0in components of the vector ( 1, 2,..., n) which are equal to i, 0< i< n, and ar is the number of components of dimension r of the random mapping.Translated from Matematicheskle Zametki, Vol. 23, No. 6, pp. 895–898, June, 1978.The author is grateful to V. P. Chistyakov and V. E. Stepanov for many useful remarks.  相似文献   

8.
The essence of this article lies in a demonstration of the fact that for some random search methods (r.s.m.) of global optimization, the number of the objective function evaluations required to reach a given accuracy may have very slow (logarithmic) growth to infinity as the accuracy tends to zero. Several inequalities of this kind are derived for some typical Markovian monotone r.s.m. in metric spaces including thed-dimensional Euclidean space d and its compact subsets. In the compact case, one of the main results may be briefly outlined as a constructive theorem of existence: if is a first moment of approaching a good subset of-neighbourhood ofx 0=arg maxf by some random search sequence (r.s.s.), then we may choose parameters of this r.s.s. in such a way that E c(f) In2 . Certainly, some restrictions on metric space and functionf are required.  相似文献   

9.
Summary We consider birth and death in a random environment, having probabilitiesp(,x) andq(,x) of a step to the right or left, respectively, from statex in environment. Under several sets of conditions involving the existence of limp(,x) and limq(,x) asx, we give conditions for certain extinction or escape to when 0 is absorbing, corresponding to recurrence or transience when 0 is reflecting. The environmental sequence is assumed to be stationary ergodic, and for some results stronger assumptions are required.  相似文献   

10.
We define a subdivision functor G for semisimplicial sets such that GXGY implies XY for all pairs of semisimplicial sets X, Y and (GX)1(GY)1 implies XY, too, but only, as far as we know, for pairs of weakly degenerate semisimplicial sets X, Y. These results are analogous to theorems on simplicial complexes which have been proved by Finney [1] and Segal [6].

In der Literatur werden semisimpliziale Mengen auch oft als complete semisimplicial complexes, abgekürzt css complexes bezeichnet. Wir halten uns hier im wesentlichen an die Terminologie von K. Lamotke [5].  相似文献   

11.
The following statement is proved. Letu be a subharmonic function in the region and u the associated measure. Then there exists a functionf holomorphic in and such that if f is the associated measure of the function in ¦f¦, then ¦u(z)–ln¦f(z)¦ A¦ln s¦+B¦ln diam¦+ s(¦lns¦+1)+C. hold at every point z for which the setsD(z, t)={w: ¦w–z¦},t(0,s) lie in and satisfy(D(z, t))t both for= u and for= f . In the case where is an unbounded region, In diam should be replaced by ln ¦z¦. The constants, , do not depend on andu.

. . .  相似文献   

12.
H={h 1,I } — , . : , I ¦(I)¦=¦I¦, ¦I¦ — I. H H ={h (I),I} . , , . L p .

Dedicated to Professor B. Szökefalvi-Nagy on his 75th birthday

This research was supported in part by MTA-NSF Grants INT-8400708 and 8620153.  相似文献   

13.
The stability of a large class of numerical methods to solve initial value problems of ordinary differential equations is governed by a two-variable polynomial (,) when the method is applied toy'=qy. Here=hq, whereh is the stepsize. This class of methods includes Runge-Kutta methods, linear multistep methods, predictor-corrector methods, composite multistep methods and linear multistep-multiderivative methods. An algebraic test is given to determineA 0-stability of such methods in a finite number of operations (additions, subtractions, multiplications and divisions). It is shown that the number of multiplications and divisions is of order 1/82(4 +O(3)), where is the degree of (,) in the variable and the degree in the variable. The test has been implemented for multistep-multiderivative methods in a symbol manipulation language. For Enright's second derivativek-step methods it is proved that the methods areA 0-stable if and only ifk<8.Supported by the Swiss National Foundation Grant No. 82.524.077. On leave from Institute of Mathematics, Ruhr-University Bochum, D-463 Germany.  相似文献   

14.
Empirical Bayes (EB) estimation of the parameter vector =(,2) in a multiple linear regression modelY=X+ is considered, where is the vector of regression coefficient, N(0,2 I) and 2 is unknown. In this paper, we have constructed the EB estimators of by using the kernel estimation of multivariate density function and its partial derivatives. Under suitable conditions it is shown that the convergence rates of the EB estimators areO(n -(k-1)(k-2)/k(2k+p+1)), where the natural numberk3, 1/3<<1, andp is the dimension of vector .The project is supported by the National Natural Science Foundation of China.  相似文献   

15.
Résumé On étudie, sans hypothèse de convexité, les équations f=g, f=g et f=g.
Summary We study, without any convexity hypothesis, equations f=g, f=g and f=g where and respectively denote infimal convolution and deconvolution. We give an explicit formulation of these results in the quadratic hilbertian frame, and we interpret them in terms of parallel addition and subtraction of non necessarily semi-definite positive operators.
  相似文献   

16.
, [0, 1], (n+1) n-. . [2]. — (. 5.4 5.6). . 6.4 2 [5]. , [4]. , , [6] [7]. [1].  相似文献   

17.
In this paper we solve the problem of unique factorization of products ofn-variate nonsingular normal distributions with covariance matrices of the form , ij =p i j forij, = i 2 ,j=j,p0.  相似文献   

18.
Let (X n ) n 0 be a real random walk starting at 0, with centered increments bounded by a constant K. The main result of this study is: |P(S n n x)–P( sup0 u 1 B u x)| C(n,K) n/n, where x 0, 2 is the variance of the increments, S n is the supremum at time n of the random walk, (B u ,u 0) is a standard linear Brownian motion and C(n,K) is an explicit constant. We also prove that in the previous inequality S n can be replaced by the local score and sup0 u 1 B u by sup0 u 1|B u |.  相似文献   

19.
This paper presents the exact asymptotics of the steady state behavior of a broad class of single-node queueing systems. First we show that the asymptotic probability functions derived using large deviations theory are consistent (in a certain sense) with the result using dominant pole approximations. Then we present an exact asymptotic formula for the cumulative probability function of the queue occupancy and relate it to the cell loss ratio, an important performance measure for service systems such as ATM networks. The analysis relies on a new generalization of the Taylor coefficients of a complex function which we call characteristic coefficients. Finally we apply our framework to obtain new results for the M/D/1 system and for a more intricate multiclass M/D/n system.  相似文献   

20.
Let and be independent random variables having equal variance. In order that + and – be independent, it is necessary and sufficient that and have normal distributions. This result of Bernshtein [1] is carried over in [7] to the case when and take values in a locally compact Abelian group. In the present note, a characterization of Gaussian measures on locally compact Abelian groups is given in which in place of + and –, functions of and are considered which satisfy the associativity equation.Translated from Matematicheskie Zametki, Vol. 22, No. 5, pp. 759–762, November, 1977.  相似文献   

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