等价无穷小代换在求和式极限中的应用

等价无穷小代换经常用于求函数乘积的极限,讨论了如何利用等价无穷小代换求函数和式的极限.     

用等价无穷小代换求极限中的一些问题

学生用等价无穷小代换求极限的过程中出现许多我们认为是错误的方法，但有些错误的方法又能够得到正确的结论，如求极限时对复合函数的中间变量作等价无穷小代换；两非等价无穷小和差分别做等价无穷小代换等，这应该算对还是错？本文在理论上作了分析．     

利用函数中间变量等价无穷小代换求极限

研究了一类极限,极限中函数的中间变量是无穷小,但函数本身并不是无穷小,利用中间变量等价无穷小的代换得到了极限的简化计算方法.     

差函数的等价无穷小代换

分析了差函数等价无穷小代换求极限应该注意的问题及差函数常用的等价无穷小。     

不定式定值法的几点注记

1.等价无穷小代换问题在求0/0型不定式的极限过程中,有时为了方便运算,而进行等价无穷小代换,但当0/0型不定式的分子(或分母)是两个无穷小量相加减时,应如何代换?我们分4种情况来归纳这个问题.1.0/0型不定式的分子(或分母)是两个无穷小量a_1、a_2相加,并且当lim（a_1/a_2）≠-1时,可分别用各自的等价无穷小代换,特别是相加的两项中一项比另一项高阶时,可以删去高阶项(其结果都相当于把分子(或分母)作为整体进行了等价无穷小代换).     

关于无穷小阶数的几点注记

为了要更精确地比较无穷小的形态,需要用数字来表示它们的阶.结合无穷小的阶数的定义,给出无穷小阶数的相关性质,并统一从无穷小的阶数的观点来回答无穷小内容学习的几个难点,什么条件下两个无穷小才可以进行比较?在用等价无穷小代换求极限中,什么条件下相减和相加的因子能看成一个整体直接代换?最后给出无穷小定阶的常用方法.     

关于等价无穷小代换的若干结论

陈汝栋等在 [1 ],[2 ]中讨论了等价无穷小的代换问题 .本文对无穷小代换问题再给出若干充分条件 ,从而解决了一批加减乘除混合运算的等价无穷小代换问题 .     

用等价无穷小代换求极限的两个误区

普遍认为利用等价无穷小代换求代数和及复合函数的极限时常常隐藏着两个误区,通过对其进行探讨可以发现．只要加以适当的条件,代数和各部分为无穷小量以及复合函数的中间变量为无穷小量时．对这些部分是可以进行等价无穷小代换的．     

幕指函数极限的一种简捷求法

等价无穷小代换在计算极限中是一种非常有用的方法．特别对幂指函数极限的计算，如能巧妙运用，可使问题变得简明、易解，为此我们介绍以下命题．命题设在自变量的某一变化过程中，均为无穷小量，若且证明由例1求极限解当在以上计算中，我们采用了等价无穷小代换，使问题变得简明、易解，如利用罗必塔法则或其他方法将是很繁锁的，读者不妨一试．有些幂指函数极限，还可用等价无穷小代换并结合重要权限及导数定义等综合求解．例4设存在，试求当时故原式幕指函数极限的一种简捷求法@符世斌$陕西财经学院!西安,710061     

变上限积分的等价无穷小

变上限积分求极限中,被积函数可用恰当的等价无穷小进行代换,以简化运算。     

An algorithm for rescaling a matrix positive definite

For a given square real matrix M, we present a general algorithm which decides the existence of a positive diagonal matrix D such that DM is positive definite and which constructs the D if it exists. It is shown that solving this matrix rescaling problem is equivalent to finding a solution of an infinite system of linear inequalities. The algorithm solves this infinite system of linear inequalities by generating and solving a sequence of linear programs.     

求无穷级数的和以及极限的概率方法

文［１］用概率的思想证明了一些不等式和恒等式，本文举例说明概率思想在求无穷级数的和以及极限方面的应用．     

整图的构造

In this paper, some new classes of integral graphs are given in two new ways. It is proved that the problem of finding such integral graphs is equivalent to the problem of solving diophantine equations. Some classes are infinite. The discovery of these classes is a new contribution to the search of such integral graphs.     

Small and Large Scale Asymptotics of some Lévy Stochastic Integrals

We provide general conditions for normalized, time-scaled stochastic integrals of independently scattered, Lévy random measures to converge to a limit. These integrals appear in many applied problems, for example, in connection to models for Internet traffic, where both large scale and small scale asymptotics are considered. Our result is a handy tool for checking such convergence. Numerous examples are provided as illustration. Somewhat surprisingly, there are examples where rescaling towards large times scales yields a Gaussian limit and where rescaling towards small time scales yields an infinite variance stable limit, and there are examples where the opposite occurs: a Gaussian limit appears when one converges towards small time scales and an infinite variance stable limit occurs when one converges towards large time scales.      

Adomian’s decomposition method and homotopy perturbation method in solving nonlinear equations

The Adomian’s decomposition method and the homotopy perturbation method are two powerful methods which consider the approximate solution of a nonlinear equation as an infinite series usually converging to the accurate solution. By theoretical analysis of the two methods, we show, in the present paper, that the two methods are equivalent in solving nonlinear equations.     

求无穷级数和以及多重积分极限的概率方法

文 [1 ]举例说明了概率思想在求无穷级数的和以及多重积分极限方面的应用 ,本文将对文 [1 ]中的例 1加以推广 ,拓展这一类题的解题思路 ,并对例 2用不同的概率方法加以证明 ,从而使数学分析与概率统计的有关知识联系起来 ,达到知识的融汇贯通 .     

Defect indices and definiteness conditions for a class of discrete linear Hamiltonian systems

This paper is concerned with a class of discrete linear Hamiltonian systems in finite or infinite intervals. A definiteness condition and its equivalent statements are discussed and three sufficient conditions for the definiteness condition are given. A precise relationship between the defect index of the minimal subspace generated by the system and the number of linearly independent square summable solutions of the system is established. In particular, they are equal if and only if the definiteness condition is satisfied. Finally, two criteria for the limit point case and one criterion for the limit circle case are obtained.     

Generalized S-Lemma and strong duality in nonconvex quadratic programming

On the basis of a new topological minimax theorem, a simple and unified approach is developed to Lagrange duality in nonconvex quadratic programming. Diverse generalizations as well as equivalent forms of the S-Lemma, providing a thorough study of duality for single constrained quadratic optimization, are derived along with new strong duality conditions for multiple constrained quadratic optimization. The results allow many quadratic programs to be solved by solving one or just a few SDP’s (semidefinite programs) of about the same size, rather than solving a sequence, often infinite, of SDP’s or linear programs of a very large size as in most existing methods.     

The eigenmode expansion method for oscillations of an elastic body with internal and external friction

A method is proposed for solving dynamical problems for a viscoelastic body (the Kelvin-Voigt model) in a massless viscous medium. Interaction with the external medium produces on the boundary of the body stresses proportional to the rate of displacement. The model of external friction is that used for modelling dynamical processes in elastic media filling an infinite domain [1, 2]. The implementation of numerical methods of solution requires an equivalent restatement of the problem in a finite domain, using external viscous friction to allow for the radiation of energy at infinity.     

Small and Large Scale Behavior of the Poissonized Telecom Process

The stable Telecom process has infinite variance and appears as a limit of renormalized renewal reward processes. We study its Poissonized version where the infinite variance stable measure is replaced by a Poisson point measure. We show that this Poissonized version converges to the stable Telecom process at small scales and to the Gaussian fractional Brownian motion at large scales. This process is therefore locally as well as asymptotically self-similar. The value of the self-similarity parameter at large scales, namely the self-similarity parameter of the limit fractional Brownian motion, depends on the form the Poissonized Telecom process. The Poissonized Telecom process is a Poissonized mixed moving average. We investigate more general Poissonized mixed moving averages as well.