On Universal Representation of Random Graphs

It is shown that every probability measure on the interval [0, 1] gives rise to a unique infinite random graph g on vertices {v₁, v₂, . . .} and a sequence of random graphs gn on vertices {v₁, . . . , v_n} such that . In particular, for Bernoulli graphs with stable property Q, can be strengthened to: probability space (, F, P), set of infinite graphs G(Q) , F with property Q such that .AMS Subject Classification: 05C80, 05C62.     

Nonlinear Filtering for Diffusions in Random Environments

Suppose that the signal X to be estimated is a diffusion process in a random medium W and the signal is correlated with the observation noise. We study the historical filtering problem concerned with estimating the signal path up until the current time based upon the back observations. Using Dirichlet form theory, we introduce a filtering model for general rough signal X ^W and establish a multiple Wiener integrals representation for the unnormalized pathspace filtering process. Then, we construct a precise nonlinear filtering model for the process X itself and give the corresponding Wiener chaos decomposition.     

ASYMPTOTIC NORMALITY OF KERNEL ESTIMATES OF A DENSITY FUNCTION UNDER ASSOCIATION DEPENDENCE

Let {X_n, n≥1} be a strictly stationary sequence of random variables, whichare either associated or negatively associated, f(·) be their common density. In this paper,the author shows a central limit theorem for a kernel estimate of f(·) under certain regularconditions.     

Complete convergence for arrays

Let {(X _nk , 1≤k≤n),n≥1}, be an array of rowwise independent random variables. We extend and generalize some recent results due to Hu, Móricz and Taylor concerning complete convergence, in the sense of Hsu and Robbins, of the sequence of rowwise arithmetic means.     

Chip-Firing Games on Directed Graphs

We consider the following (solitary) game: each node of a directed graph contains a pile of chips. A move consists of selecting a node with at least as many chips as its outdegree, and sending one chip along each outgoing edge to its neighbors. We extend to directed graphs several results on the undirected version obtained earlier by the authors, P. Shor, and G. Tardos, and we discuss some new topics such as periodicity, reachability, and probabilistic aspects.Among the new results specifically concerning digraphs, we relate the length of the shortest period of an infinite game to the length of the longest terminating game, and also to the access time of random walks on the same graph. These questions involve a study of the Laplace operator for directed graphs. We show that for many graphs, in particular for undirected graphs, the problem whether a given position of the chips can be reached from the initial position is polynomial time solvable.Finally, we show how the basic properties of the probabilistic abacus can be derived from our results.     

动态模糊随机信息处理的数学方法

本文系统地概述了我们近年来提出的动态模糊随机信息处理的数学方法,内容包括模糊随机变量、模糊随机过程和模糊随机微分方程的基本解法等方面的基本概念、基本定义和某些重要的定理,以及动态系统的模糊随机响应与可靠性分析的方法等。这些方法是为我们研究工程实际问题的需要逐步发展起来的,对于处理某些类型的问题简便实用。     

Random walk on a disordered directed Bethe lattice

The random walk of a particle on a directed Bethe lattice of constant coordinanceZ is examined in the case of random hopping rates. As a result, the higher the coordinance, the narrower the regions of anomalous drift and diffusion. The annealed and quenched mean square dispersions are calculated in all dynamical phases. In opposition to the one-dimensional (Z=2) case, the annealed and quenched mean quadratic dispersions are shown to be identical in all phases.We shall employ indifferently the expressions Bethe lattice or infinite Cayley tree to denote an infinite ramified lattice of constant coordinanceZ.^{(4, 5)}     

One-dimensional non-nearest-neighbor random walks in the presence of traps

A one-dimensional lattice random walk in the presence ofm equally spaced traps is considered. The step length distribution is a symmetric exponential. An explicit analytic expression is obtained for the probability that the random walk will be trapped at thejth trapping site.     

粉末样品中氘核NMR的回波序列

本文提出一个回波序列,它由四个90和一个45脉冲构成,具有较宽的激发带宽和较短的激发时间,可用于氘核NMR固体线型的测量之中,数值计算结果表明该回波序列的激发带宽几乎比传统的四极回波宽一倍。²D-PMMA粉末样品的实验结果证实了本文设计的回波序列的优越性。     

A RANDOM FIXED POINT ITERATION FOR THREE RANDOM OPERATORS ON UNIFORMLY CONVEX BANACH SPACES

In the present paper we introduce a random iteration scheme for three random operators defined on a closed and convex subset of a uniformly convex Banach space and prove its convergence to a common fixed point of three random operators. The result is also an extersion of a known theorem in the corresponding non-random case.