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21.
Anatoliy Malyarenko 《Journal of Theoretical Probability》2006,19(2):263-288
We prove a general functional limit theorem for multiparameter fractional Brownian motion. The functional law of the iterated
logarithm, functional Lévy’s modulus of continuity and many other results are its particular cases. Applications to approximation
theory are discussed.
相似文献
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In this paper, we study the consistency of a variant of fractionalstep Runge–Kutta methods. These methods are designed tointegrate efficiently semi-linear multidimensional parabolicproblems by means of linearly implicit time integration processes.Such time discretization procedures are also related to a splittingof the space differential operator (or the spatial discretizationof it) as a sum of simpler linear differentialoperators and a nonlinear term. 相似文献
24.
G.J. Zalmai Qing-hong Zhang 《应用数学学报(英文版)》2007,23(2):217-234
In this paper,we discuss a large number of sets of global parametric sufficient optimality condi-tions under various gcneralized (η,ρ)-invexity assumptions for a semi-infinite minmax fractional programmingproblem. 相似文献
25.
Telecommunications systems have recently undergone significant innovations. These call for suitable statistical models that can properly describe the behaviour of the input traffic in a network. Here we use fractional Brownian motion (FBM) to model cumulative traffic network, thus taking into account the possible presence of long‐range dependence in the data. A Bayesian approach is devised in such a way that we are able to: (a) estimate the Hurst parameter H of the FBM; (b) estimate the overflow probability which is a parameter measuring the quality of service of a network: (c) develop a test for comparing the null hypothesis of long‐range dependence in the data versus the alternative of short‐range dependence. In order to achieve these inferential results, we elaborate an MCMC sampling scheme whose output enables us to obtain an approximation of the quantities of interest. An application to three real datasets, corresponding to three different levels of traffic, is finally considered. Copyright © 2004 John Wiley & Sons, Ltd. 相似文献
26.
Based on the newly constructed two mutually conjugate 3-mode entangled states of continuum variablesin three-mode Fock space we introduce entangled fractional Fourier transform (EFFT) for the tripartite entangled staterepresentations, which are not a direct product of three 1-dimensional FFTs. The eigenmodes of EFFT are obtained,which is different from the usual Hermite polynomials. The EFFT of the three-mode squeezed state is derived. 相似文献
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28.
In the paper we indicate an error made in the proof of the main result of the paper [M.A. Darwish, On quadratic integral equation of fractional orders, J. Math. Anal. Appl. 311 (2005) 112-119]. Moreover, we provide correct proof of a slightly modified version of the mentioned result. The main tool used in our proof is the technique associated with the Hausdorff measure of noncompactness. 相似文献
29.
Optimality conditions are obtained for a nonlinear fractional multiobjective programming problem involving η-semidifferentiable functions. Also, a general dual is formulated and a duality result is proved using concepts of generalized ρ-semilocally type I-preinvex functions. 相似文献
30.