On a modification of the classical risk process

In this paper, we present the classical risk process with two-step premium function. This means that the gross risk premium rate changes if the insurer’s surplus reaches a certain threshold level. The formula for the infinite-time ruin probability is obtained. The asymptotic behaviour of the ruin probability in the case where the claim size distribution has a light tail is considered as well.     

Regular variation of order 1 nonlinear AR-ARCH models

We prove both geometric ergodicity and regular variation of the stationary distribution for a class of nonlinear stochastic recursions that includes nonlinear AR-ARCH models of order 1. The Lyapounov exponent for the model, the index of regular variation and the spectral measure for the regular variation all are characterized by a simple two-state Markov chain.     

A large deviation principle for 2D stochastic Navier–Stokes equation

In this paper one specifies the ergodic behavior of the 2D-stochastic Navier–Stokes equation by giving a Large Deviation Principle for the occupation measure for large time. It describes the exact rate of exponential convergence. The considered random force is non-degenerate and compatible with the strong Feller property.     

Global existence and asymptotic behavior of classical solutions of quasilinear hyperbolic systems with linearly degenerate characteristic fields

In this paper, we study the global existence and the asymptotic behavior of classical solution of the Cauchy problem for quasilinear hyperbolic system with constant multiple and linearly degenerate characteristic fields. We prove that the global C¹ solution exists uniquely if the BV norm of the initial data is sufficiently small. Based on the existence result on the global classical solution, we show that, when the time t tends to the infinity, the solution approaches a combination of C¹ traveling wave solutions. Finally, we give an application to the equation for time-like extremal surfaces in the Minkowski space-time R1+n.     

An explosion point space without the fixed point property

In 1988 A. Gutek proved that there exist one-point connectifications of hereditarily disconnected spaces that do not have the fixed point property. We improve on this result by constructing a one-point connectification of a totally disconnected space without the fixed point property.     

Invariant measures for equicontinuous semigroups of continuous transformations of a compact Hausdorff space

Equicontinuous semigroups of transformations of a compact Hausdorff space and their sets of all invariant (Borel, regular and probabilistic) measures are studied. Conditions equivalent to the existence of at least one invariant measure are given. The (algebraic and topological) structure of the set of invariant measures is researched.     

关于不含k-C-圈的n阶r-一致超图的若干结果

主要讨论了不含k-C-圈的n阶r-一致超图,对不同的k,分别得出了它的极大边数的一个下界,并且得出在有些情况下它的下界是最大的.另外,我们得到了Krn含k-C-圈的一个充分必要条件.     

Bipyridinophane‐containing conjugated polymers modulated with an intramolecular aromatic C?H/π interaction

Bipyridinophane–fluorene conjugated copolymers have been synthesized via Suzuki and Heck coupling reactions from 5,8‐dibromo‐2,11‐dithia[3]paracyclo[3](4,4′)‐2,2′‐bipyridinophane and suitable fluorene precursors. Poly[2,7‐(9,9‐dihexylfluorene)‐co‐alt‐5,8‐(2,11‐dithia[3]paracyclo[3](4,4′)‐2,2′‐bipyridinophane)] ( P7 ) exhibits large absorption and emission redshifts of 20 and 34 nm, respectively, with respect to its planar reference polymer Poly[2,7‐(9,9‐dihexylfluorene)‐co‐alt‐1,4‐(2,5‐dimethylbenzene)] ( P11 ), which bears the same polymer backbone as P7 . These spectral shifts originate from intramolecular aromatic C? H/π interactions, which are evidenced by ultraviolet–visible and ¹H NMR spectra as well as X‐ray single‐crystal structural analysis. However, the effect of the intramolecular aromatic C? H/π interactions on the spectral shift in poly[9,9‐dihexylfluorene‐2,7‐yleneethynylene‐co‐alt‐5,8‐(2,11‐dithia[3]paracyclo[3](4,4′)‐2,2′‐bipyridinophane)] ( P10 ) is much weaker. Most interestingly, the quenching behaviors of these two conjugated polymers are largely dependent on the polymer backbone. For example, the fluorescence of P7 is efficiently quenched by Cu²⁺, Co²⁺, Ni²⁺, Zn²⁺, Mn²⁺, and Ag⁺ ions. In contrast, only Cu²⁺, Co²⁺, and Ni²⁺ ions can partially quench the fluorescence of P10 , but much less efficiently than the fluorescence of P7 . The static Stern–Volmer quenching constants of Cu²⁺, Co²⁺, and Ni²⁺ ions toward P7 are of the order of 10⁶ M^?1, being 1300, 2500, and 37,300 times larger than those of P10 , respectively. © 2006 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 44: 4154–4164, 2006     

The existence of smooth densities for the prediction filtering and smoothing problems

The qualitative behavior of buckled states of two different models of elastic beams is studied. It is assumed that random imperfections affect the governing nonlinear equations. It is shown that near the first critical value of the buckling load the stochastic bifurcation is described asymptotically by an algebraic equation whose coeffficients are Gaussian random variables. The corresponding asymptotic expansion for the displacement is to lowest order a Gaussian stochastic process.Work supported by NSF Grant No. DCR81-14726.Work supported by NSF Grant No. DMS87-01895.     

Well-posed absorbing layer for hyperbolic problems

Summary. The perfectly matched layer (PML) is an efficient tool to simulate propagation phenomena in free space on unbounded domain. In this paper we consider a new type of absorbing layer for Maxwell's equations and the linearized Euler equations which is also valid for several classes of first order hyperbolic systems. The definition of this layer appears as a slight modification of the PML technique. We show that the associated Cauchy problem is well-posed in suitable spaces. This theory is finally illustrated by some numerical results. It must be underlined that the discretization of this layer leads to a new discretization of the classical PML formulation. Received May 5, 2000 / Published online November 15, 2001