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121.
K. Wieand 《Probability Theory and Related Fields》2002,123(2):202-224
Let U be an n × n random matrix chosen from Haar measure on the unitary group. For a fixed arc of the unit circle, let X be the number of eigenvalues of M which lie in the specified arc. We study this random variable as the dimension n grows, using the connection between Toeplitz matrices and random unitary matrices, and show that (X -E [X])/(\Var (X))1/2 is asymptotically normally distributed. In addition, we show that for several fixed arcs I
1
, ..., I
m
, the corresponding random variables are jointly normal in the large n limit.
Received: 15 November 2000 / Revised version: 27 September 2001 / Published online: 17 May 2002 相似文献
122.
We obtain upper bounds for the tail distribution of the first nonnegative sum of a random walk and for the moments of the overshoot over an arbitrary nonnegative level if the expectation of jumps is positive and close to zero. In addition, we find an estimate for the expectation of the first ladder epoch. 相似文献
123.
124.
Kasper K. Berthelsen Jesper Møller 《Bulletin of the Brazilian Mathematical Society》2002,33(3):351-367
This primer provides a self-contained exposition of the case where spatial birth-and-death processes are used for perfect
simulation of locally stable point processes. Particularly, a simple dominating coupling from the past (CFTP) algorithm and
the CFTP algorithms introduced in [13], [14], and [5] are studied. Some empirical results for the algorithms are discussed.
Received: 30 June 2002 相似文献
125.
By using the method of generalized conjugation problems, we propose a numerical scheme for investigation of the redistribution of temperature stresses in a piecewise-homogeneous cylindrical shell caused by a longitudinal crack. This scheme is based on systems of integral equations (some of them are singular) to determine the unknown jumps of integral characteristics of the disturbed temperature field and displacements and their derivatives on the line of a crack and on the interface as well as the derivatives of these integral characteristics with respect to the longitudinal coordinate at the interface. 相似文献
126.
Ricardo Celorrio Vı́ctor Domínguez Francisco-Javier Sayas 《Comptes Rendus Mathematique》2002,334(10):923-926
In this work we study the solution of Laplace's equation in a domain with holes by an iteration consisting of splitting the problem in an exterior one, around the holes, plus an interior problem in the unholed domain. We show the existence of a decomposition of the solution when the exterior problem is represented by means of a single-layer protential. Also, for the three-dimensional case and with some adjustments for the two-dimensional case, we prove convergence of the method by writing the iteration as a Jacobi iteration for an operator equation and studying the spectrum of the iteration operator. To cite this article: R. Celorrio et al., C. R. Acad. Sci. Paris, Ser. I 334 (2002) 923–926. 相似文献
127.
Michael K. Kinyon Kenneth Kunen J. D. Phillips 《Proceedings of the American Mathematical Society》2002,130(3):619-624
An A-loop is a loop in which every inner mapping is an automorphism. A problem which had been open since 1956 is settled by showing that every diassociative A-loop is Moufang.
128.
129.
K. Batra V. Prasad M. Mohan 《The European Physical Journal D - Atomic, Molecular, Optical and Plasma Physics》2002,20(2):191-198
The scattering of heavy ion with a multilevel Rydberg atom in the presence of an electromagnetic field is studied. The interaction
of Rydberg atom and the e.m field is explored using non-perturbative quasi-energy technique. Although the results are presented
for selected excitations but in actual calculations we have included many levels of the atom. The effect of various parameters
are shown on collisional excitation process. As an illustration detailed calculations are performed for the inelastic proton-Na
Rydberg atom collision accompanied by the transfer of photons and the effects of dressing due to the field are considered.
The emphasis of the present work is on collision induced transitions especially the case that involves change of orbital as
well as principal quantum number.
Received 26 December 2001 / Received in final form 8 April 2002 Published online 19 July 2002 相似文献
130.
E. V. Morozov 《Journal of Mathematical Sciences》1991,57(4):3302-3305
Translated fromProblemy Ustoichivosti Stokhasticheskikh Modelei. Trudy Seminara, 1988, pp. 115–120. 相似文献