Exponential decay rate of survival probability in a disastrous random environment

Summary. We study the exponential decay rate of the survival probability up to time t>0 of a random walker moving in Zopf; ^d in a temporally and spatially fluctuating random environment. When the random walker has a speed parameter κ>0, we investigate the influence of κ on the exponential decay rate λ(d,κ). In particular we prove that for any fixed d≥1, λ(d,κ) behaves like as logκ as κ↘0. Received: 21 May 1996 / In revised form: 2 February 1997     

Parameterization of all solutions of the three chains completion problem

The family of all solutions of the three chains completion problem with a prescribed tolerance is described explicitly. It is shown that this family can be parameterized by a natural set of contractive upper triangular operators. As an application all solutions to a suboptimal nonstationary Nehari problem are described.     

用玻色子组态混合和玻色子表面δ相互作用研究核谱

用玻色子组态混合波函数和玻色子表面δ相互作用研究了三玻色子核⁴⁶Ti和⁵⁴Cr的sdgIBMI的能谱和E2跃迁概率,理论计算结果令人满意,比sdIBMI能拟合出更多的能级和E2跃迁概率,而且它们的误差更小. 说明g玻色子在振动区也起着重要的作用,同时进一步证明了这种玻色子组态混合模型是成功的.     

A note on the reflection principle for the biharmonic equation and the Stokes system

In this note, we discuss the reflection principle of the Stokes system in a half space for the threedimensional case, and of the biharmonic equation. Admitting different boundary conditions, we use the reflection principle to prove uniqueness of solutions of the Stokes system or the biharmonic equation in weightedLq-spaces     

Metric marginal problems for set-valued or non-measurable variables

Summary In a separable metric space, if two Borel probability measures (laws) are nearby in a suitable metric, then there exist random variables with those laws which are nearby in probability. Specifically, by a well-known theorem of Strassen, the Prohorov distance between two laws is the infimum of Ky Fan distances of random variables with those laws. The present paper considers possible extensions of Strassen's theorem to two random elements one of which may be (compact) set-valued and/or non-measurable. There are positive results in finite-dimensional spaces, but with factors depending on the dimension. Examples show that such factors cannot entirely be avoided, so that the extension of Strassen's theorem to the present situation fails in infinite dimensions.This research was partially supported by a Guggenheim Fellowship, by National Science Foundation grant DMS 8505550 at MSRI-Berkeley, and other NSF grants     

On order-preservation and positive correlations for multidimensional diffusion processes

Summary As a continuation of the study by Herbst and Pitt (1991), this note presents two criteria. The first one is on the order-preservation for two (may be different) multidimensional diffusion processes. The second one is on the preservation of positive correlations for a diffusion process.Research supported in part by the Ying-Tung Fok Educational Foundation and the National Natural Science Foundation of China     

Maximum likelihood estimate for discontinuous parameter in stochastic hyperbolic systems

The purpose of this paper is to study the identification problem of a spatially varying discontinuous parameter in stochastic hyperbolic equations. In previous works, the consistency property of the maximum likelihood estimate (MLE) was explored and the generating algorithm for MLE proposed under the condition that an unknown parameter is in a sufficiently regular space with respect to spatial variables.In order to show the consistency property of the MLE for a discontinuous coefficient, we use the method of sieves, i.e. the admissible class of unknown parameters is projected into a finite-dimensional space. For hyperbolic systems, we cannot obtain a regularity property of the solution with respect to a parameter. So in this paper, the parabolic regularization technique is used. The convergence of the derived finite-dimensional MLE to the infinite-dimensional MLE is justified under some conditions.     

A diffusion approximation result for two parameter processes

Summary We consider a one-dimensional linear wave equation with a small mean zero dissipative field and with the boundary condition imposed by the so-called Goursat problem. In order to observe the effect of the randomness on the solution we perform a space-time rescaling and we rewrite the problem in a diffusion approximation form for two parameter processes. We prove that the solution converges in distribution toward the solution of a two-parameter stochastic differential equation which we identify. The diffusion approximation results for oneparameter processes are well known and well understood. In fact, the solution of the one-parameter analog of the problem we consider here is immediate. Unfortunately, the situation is much more complicated for two-parameter processes and we believe that our result is the first one of its kind.Partially supported by ONR N00014-91-J-1010     

Coupling for Markov renewal processes and the rate of convergence in ergodic theorems for processes with semi-Markov switchings

Coupling procedures for Markov renewal processes are described. Applications to ergodic theorems for processes with semi-Markov switchings are considered.This paper was partly prepared with the support of NFR Grant F-UP 10257-300.     

Nonstationary curves in Hilbert spaces and their correlation functions II

Partially supportted by Grant MM-22/1991 of MESC