SOME FUNCTIONAL LIMIT THEOREMS FOR THE INFINITE SERIES OF OU PROCESSES

This paper obtains functional modulus of continuity and Strassen's functional LIL of the infinite series of independent Ornstein-Uhlenbeck processes, which also imply the Levy's exact modulus of continuity and LIL of this process respectively.     

EXPLICIT EXPRESSIONS FOR SOME DISTRIBUTIONS RELATED TO RUIN PROBLEMS

The classical risk process that is perturbed by diffusion is studied .The explicit expressions for the runi probability and the surplus distribution of the risk process at the time of runi are obtained when the claim amount distribution is a finite mixture of exponential distributions of a Gamma (2,α） distribution.     

REPRESENTATION OF ADDITIVE FUNCTIONALS AND LOCAL TIMES FOR JUMP MARKOV PROCESSES AND THEIR FUNCTIONAL LIMIT THEOREM

The representation of additive functionals and local times for jump Markov processes are obtained,The results of uniformly functional moderate deviation and their applications to birth-death processes are also presented.     

Some Limit Theorems in Geometric Processes

Geometric process (GP) was introduced by Lam[4,5], it is defined as a stochastic process {Xn, n = 1, 2,…} for which there exists a real number a > 0, such that {an-1 Xn, n = 1,2, …} forms a renewal process (RP). In this paper, we study some limit theorems in GP. We first derive the Wald equation for GP and then obtain the limit theorems of the age, residual life and the total life at t for a GP. A general limit theorem for Sn with a > 1 is also studied. Furthermore, we make a comparison between GP and RP, including the comparison of their limit distributions of the age, residual life and the total life at t.     

Periodic Solution of a Nonautonomous Diffusive Food Chain System of Three Species with Time Delays

Abstract By using the continuation theorem of coincidence degree theory,the existence of a positive periodicsolution for a nonautonomous diffusive food chain system of three species. dx_1(t)/dt=x_1(t)[r_1(t)-a_(11)(t)x_1(t)-a_(12)(t)x_2(t)]+D_1(t)[y(t)-x_1(t)], dx_2(t)/dt=x_2(t)[-r_2(t)+a_(21)(t)x_1(t-r_1)-a_(22)(t)x_2(t)-a_(23)(t)x_3(t)], dx_3(t)/dt=x_3(t)[-r_3(t)+a_(32)(t)x_2(t-r_2)-a_(33)(t)x_3(t)], dy(t)/dt=y(t)[r_4(t)-a_(44)(t)y(t)]+D_2(t)[x_1(t)-y(t)]+D_2(t)[x_1(t)-y(t)],is established,where,r_i(t),a_(ii)(t)(i=1,2,3,4),D_i(t)(i=1,2),a_(12)(t),a_(21)(t),a_(23)(t)and a_(32)(t) are all positiveperiodic continuous functions with period w>0,T_i(i=1,2)are positive constants.     

渐近平均稳定信道的各态历经性

本文讨论了渐近平均稳定信道的各态历经性,尤其是证明了v_x,v_x文于ams信道[A, v, B]的拟各态历经性以及v的稳定平均的v,得到了渐近平均稳定信道为各态历经的一个充分必要条件。     

矢量势平方项对多光子过程的影响

本文简要地说明了矢量势平方项在经典电动力学过程和量子力学过程中的作用,特别地说明了矢量势平方项在原子多光子电离过程中的作用。