The mapping properties of the radiosity operator along an edge

In this article we study the radiosity operator along an edge between two adjacent half‐planes. First we show that the radiosity operator is invertible in a whole scale of anisotropic Sobolev spaces. In the absence of any shadows we are able to derive regularity properties of the solution, which depend only on the angle between the half‐planes, the reflectivity coefficients and the right‐hand side. This work can be considered as a supplement to the article of Rathsfeld (Mathematical Methods in the Applied Sciences 1999; 22 : 217–241). Copyright © 2002 John Wiley & Sons, Ltd.     

LocalH-theorem for a kinetic variational theory

A localH-theorem is derived for a recently proposed extension of Enskog kinetic theory to a dense model fluid composed of particles with interactions extending beyond a hard core.On leave from: Katedra Fizyki, Uniwersytetu Szczecinskiego, 70-451 Szczecin, Poland.     

Asymptotic expansions for eigenvalues in the presence of small inhomogeneities

We provide a rigorous derivation of an asymptotic formula for perturbations in the eigenvalues caused by the presence of a finite number of inhomogeneities of small diameter with conductivity different from the background conductivity. Copyright © 2003 John Wiley & Sons, Ltd.     

Large deviations and the generalized processor sharing scheduling for a two-queue system

We establish the optimal asymptotic decay rate of per-session queue length tail distributions for a two-queue system where a single constant rate server serves the two queues using the Generalized Processor Sharing (GPS) scheduling discipline. The result is obtained using the sample-path large deviation principle and has implications in call admission control for high-speed communication networks. This revised version was published online in June 2006 with corrections to the Cover Date.     

Gevrey properties of real planar singularly perturbed systems

By applying geometric techniques to real analytic singularly perturbed vector fields on the plane, we develop a way to give a bound on the Gevrey type of the Taylor development of canard manifolds at degenerate planar turning points. By blowing up the phase space at the turning point, we find asymptotic estimates even when such expansions w.r.t. traditional phase space variables do not exist. The asymptotic estimates are then used to give a sufficient and necessary condition on the existence of (local) canard solutions.     

沪深股市相关结构分析研究

在金融市场风险分析中,对金融资产相关结构的讨论有着重要意义,从而引出对如何选取好的相关结构模型来捕捉金融资产间的相关变化规律的讨论。针对这一问题,我们用混合相关结构函数Copula对上海、深圳股票市场进行了相关分析研究,用极值分布刻画了每支股票的边缘分布,用两步估计法对Copula中的参数进行了估计。分析结果表明:混合Copula相关结构能够捕捉金融市场间相关性变化规律,比单个Copula相关结构更灵活,更能全面地反映市场间非对称变化的相关程度和模式,此方法还可以推广到对多种金融资产收益率进行相关性分析。     

非平稳NA序列部分和的精确渐近性

本文探讨了非平稳NA序列部分和的精确渐近性．以前的文献在讨论NA序列此类极限性质时都附加有强平稳条件的限制,这必然会给一些问题的研究带来不便．周知,非平稳NA序列在许多实际问题中是大量存在的,所以解除强平稳条件的束缚具有较大的理论和实际意义,这正是本文的目的之所在,同时本文也将已有的一些结果包含成为特殊情形．     

Global and exploding solutions in a model of self-gravitating systems

We study asymptotic properties of solutions to an extension to arbitrary dimensions of the astrophysical model proposed by Chavanis et al. to explain phenomena of gravitational collapse in clouds of self-gravitating particles. In particular, we show that in the two-dimensional case the solutions can be continued to global ones, while in three space dimensions large data of negative energy blow up in a finite time. Relations between isothermal, Streater's energy-transport and the present models are also studied.     

Strong asymptotics in Lagrange interpolation with equidistant nodes

In this paper we prove three conjectures of Revers on Lagrange interpolation for f_λ(t)=|t|^λ,λ>0, at equidistant nodes. In particular, we describe the rate of divergence of the Lagrange interpolants L_N( f_λ,t) for 0<|t|<1, and discuss their convergence at t=0. We also establish an asymptotic relation for max_|t|1| |t|^λ−L_N( f_λ,t)|. The proofs are based on strong asymptotics for |t|^λ−L_N( f_λ,t), 0|t|<1.     

Asymptotics in the Baum—Katz formula for random fields

In 1996, D. Deng established an analog of the Baum—Katz theorem on the convergence rate in the law of large numbers for multi-indexed random variables. The series describing the convergence rate depends, in a natural way, on the parameter characterizing the excess of the normalized sums over some level. In this paper, we find the precise asymptotics of the sum of this series with respect to the above-mentioned parameter. Thus, a generalization of a recent result due to A. Gut and A. Spataru is obtained.