A Random Walk with Collapsing Bonds and Its Scaling Limit

Abstract

We introduce a new self-interacting random walk on the integers in a dynamic random environment and show that it converges to a pure diffusion in the scaling limit. We also find a lower bound on the diffusion coefficient in some special cases. With minor changes the same argument can be used to prove the scaling limit of the corresponding walk in ? ^d .     

Scaling Limits for Some P.D.E. Systems with Random Initial Conditions

Let X = {X(x, t), x ? R ⁿ , t ? R ₊} be the R ²-valued spatial-temporal random field X = (u, v) arising from a certain two-equation system of parabolic linear partial differential equations with a given random initial condition X ₀ = (u ₀, v ₀). We discuss the scaling limit of X under suitable conditions on X ₀. Since the component fields u, v are dependent, even when the initial data u ₀, v ₀ are independent, the scaling limit is not readily reduced to the known single equation case. The correlated structure of random vector (u(x, t), v(x′, t′)) and the Hermite expansion associated with (u ₀, v ₀) play the essential roles in our study. The work shows, in particular, the non-Gaussian scenario proposed by Anh and Leonenko [2 Anh , V.V. , and Leonenko , N.N. 1999 . Non-Gaussian scenarios for the heat equation with singular initial data . Stochastic Process. Appl. 84 : 91 – 114 .[Crossref], [Web of Science ®] , [Google Scholar]] for the single heat equation can be discussed for the two-equation system, in a significant way.     

Toward the Routine Analysis of Diverse Data Types

This article describes a variety of data analysis problems. The types of data across these problems included free text, parallel text, an image collection, remote sensing imagery, and network packets. A strategy for approaching the analysis of these diverse types of data is described. A key part of the challenge is mapping the analytic results back into the original domain and data setting. Additionally, a common computational bottleneck encountered in each of these problems is diagnosed as analysis tools and algorithms with unbounded memory characteristics. This experience and the analysis suggest a research and development path that could greatly extend the scale of problems that can be addressed with routine data analysis tools. In particular, there are opportunities associated with developing theory and functioning algorithms with favorable memory-usage characteristics, and there are opportunities associated with developing methods and theory for describing the outcomes of analyses for the various types of data.     

Eigenvalues of scaling operators and a characterization of -splines

A finitely supported sequence that sums to defines a scaling operator on functions a transition operator on sequences and a unique compactly supported scaling function that satisfies normalized with It is shown that the eigenvalues of on the space of compactly supported square-integrable functions are a subset of the nonzero eigenvalues of the transition operator on the space of finitely supported sequences, and that the two sets of eigenvalues are equal if and only if the corresponding scaling function is a uniform -spline.

     

带积分环节的隶属度函数中心自适应模糊控制器设计

自适应变论域模糊控制是改变模糊控制性能的主要方法之一,针对自适应变论域模糊控制器的稳定性设计这一难题,将输入和输出的隶属度函数分别用论域值表示成解析形式;针对典型模糊控制系统没有考虑积分环节带来的稳态误差问题,设计一种积分器,并从减小控制规则数目的角度出发设计了针对积分环节的控制规则库;引进Lyapunov函数,设计了输入隶属度函数论域值的自适应律和输出隶属度函数中心取值的自适应律,最后针对Duffing非线性系统仿真,结果表明设计的变论域模糊控制器是可行的。     

Long time asymptotics of a Brownian particle coupled with a random environment with non-diffusive feedback force

We study the long time behavior of a Brownian particle moving in an anomalously diffusing field, the evolution of which depends on the particle position. We prove that the process describing the asymptotic behavior of the Brownian particle has bounded (in time) variance when the particle interacts with a subdiffusive field; when the interaction is with a superdiffusive field the variance of the limiting process grows in time as t^2γ−1, 1/2<γ<1. Two different kinds of superdiffusing (random) environments are considered: one is described through the use of the fractional Laplacian; the other via the Riemann-Liouville fractional integral. The subdiffusive field is modeled through the Riemann-Liouville fractional derivative.     

Limit theorems for a class of critical superprocesses with stable branching

We consider a critical superprocess $\{X;{\mathbf{P}}_{\mu }\}$ with general spatial motion and spatially dependent stable branching mechanism with lowest stable index ${\gamma }_0>1$. We first show that, under some conditions, ${\mathbf{P}}_{\mu }(\left|X_t\right|\ne 0)$ converges to 0 as $t\to \infty$ and is regularly varying with index ${({\gamma }_0-1)}^{-1}$. Then we show that, for a large class of non-negative testing functions $f$, the distribution of $\{X_t\left(f\right);{\mathbf{P}}_{\mu }\left(\cdot \right|6X_{t}6\ne 0)\}$, after appropriate rescaling, converges weakly to a positive random variable ${\mathbf{z}}^{({\gamma }_0-1)}$ with Laplace transform $E\left[e^{-u{\mathbf{z}}^{({\gamma }_0-1)}}\right]=1-{(1+u^{-({\gamma }_0-1)})}^{-1∕({\gamma }_0-1)}.$     

Products and transforms of white-noise functionals (in general setting)

Some sharp results about Weiner and Wick products of whitenoise functionals are obtained. Using the inequality of Wick products we show to what extent scaling transformations, translations, and Sobolev differentiations can be performed on white-noise functionals.This work was supported by the National Natural Science Foundation of China. This paper is an enlargement and revised version of the paper entitled Products and Transforms of White-Noise Functionals (preprint, 1990).     

Convergence of the Structure Function of a Multifractal Random Walk in a Mixed Asymptotic Setting

Some asymptotic properties of a Brownian motion in multifractal time, also called multifractal random walk, are established. We show the almost sure and L ¹ convergence of its structure function. This is an issue directly connected to the scale invariance and multifractal property of the sample paths. We place ourselves in a mixed asymptotic setting where both the observation length and the sampling frequency may go together to infinity at different rates. The results we obtain are similar to the ones that were given by Ossiander and Waymire [19 Ossiander , M. , and Waymire , E.C. 2000 . Statistical estimation for multiplicative cascades . Ann. Stat. 28 : 1533 – 1560 .[Crossref], [Web of Science ®] , [Google Scholar]] and Bacry et al. [1 Bacry , E. , Gloter , A. , Hoffmann , M. , and Muzy , J.F. Multifractal analysis in a mixed asymptotic framework . Ann. Appl. Prob. (to appear) . [Google Scholar]] in the simpler framework of Mandelbrot cascades.