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991.
Let X(ω) be a random element taking values in a linear space endowed with the partial order ≤; let 0 be the class of nonnegative order-preserving functions on such that, for each g∈0, E[g(X)] is defined; and let 1?0 be the subclass of concave functions. A version of Markov's inequality for such spaces in P(X ≥ x) ≤ inf0E[g(X)]/g(x). Moreover, if E(X) = ξ is defined and if Jensen's inequality applies, we have a further inequality P(X≥x) ≤ inf1E[g(X)]/g(x) ≤ inf1g(ξ)/g(x). Applications are given using a variety or orderings of interest in statistics and applied probability. 相似文献
992.
Motivated by problems occurring in the empirical identification and modelling of a n-dimensional ARMA time series X(t) we study the possibility of obtaining a factorization (I + a1B + … + apBp) X(t) = [Πi=1p (I ? αiB)] X(t), where B is the backward shift operator. Using a result in [3] we conclude that as in the univariate case such a factorization always exists, but unlike the univariate case in general the factorization is not unique for given a1, a2,…, ap. In fact the number of possibilities is limited upwards by , there being cases, however, where this maximum is not reached. Implications for the existence and possible use of transformations which removes nonstationarity (or almost nonstationarity) of X(t) are mentioned. 相似文献
993.
Some random environment population processes are considered. Using a coupling argument, a criticality condition is obtained. The criticality parameter governs whether the process dies out or fluctuates about a positive finite constant, which is explicitly computed. 相似文献
994.
Allan Gut 《Stochastic Processes and their Applications》1974,2(1):115-126
Let Sn,n = 1, 2, …, denote the partial sums of integrable random variables. No assumptions about independence are made. Conditions for the finiteness of the moments of the first passage times N(c) = min {n: Sn>ca(n)}, where c ≥ 0and a(y) is a positive continuous function on [0, ∞), such that a(y) = o(y)as y → ∞, are given. With the further assumption that a(y) = yP,0 ≤ p < 1, a law of large numbers and the asymptotic behaviour of the moments when c → ∞ are obtained. The corresponding stopped sums are also studied. 相似文献
995.
A completely regular space X is called nearly pseudocompact if υX?X is dense in βX?X, where βX is the Stone-?ech compactification of X and υX is its Hewitt realcompactification. After characterizing nearly pseudocompact spaces in a variety of ways, we show that X is nearly pseudocompact if it has a dense locally compact pseudocompact subspace, or if no point of X has a closed realcompact neighborhood. Moreover, every nearly pseudocompact space X is the union of two regular closed subsets X1, X2 such that Int X1 is locally compact, no points of X2 has a closed realcompact neighborhood, and . It follows that a product of two nearly pseudocompact spaces, one of which is locally compact, is also nearly pseudocompact. 相似文献
996.
P. Le Gall 《Stochastic Processes and their Applications》1978,6(3):337-338
Let F be a univariate distribution with negative expectation, and let M denote the distribution of the positive maxima of a random walk generated by a sequence of independent observations from F. We consider the Laplace transforms of 1?F(x) and 1?M(x). A relation between the transforms yields some known results on the moments and the regularly varying properties of the two distributions. 相似文献
997.
The sensitizing effect of acrylates on radiation vulcanization of natural rubber latex was studied. The results indicate that Gc value of crosslinking (Gc) will be higher at the same radiation dose when a sensitizer exists, and Gc value decreases with the increase of radiation dose (D) conforming to the formula Gc=KD-α, where K and α are constants depending on sensitizers. The more sensitizers added, the greater the Gc value. However, the viscosity of the natural rubber latex also increases rapidly along with the increase of sensitizers added.Some sensitizers, such as TMPTA, can decrease the optimum dose from about 200 kGy to approximately 20 kGy according to our experiment. The tensile strength of the film can reach round 20 MPa. Other physical properties are comparable to those of unsensitized. 相似文献
998.
It is shown that the bialgebra (two dimensional pseudo-group) of Woronowicz, with some mild technical conditions, can be embedded into the enveloping algebra of a solvable Lie algebra, with the usual Lie structure and a deformed coproduct. The bialgebra dual of this bialgebra is calculated and found to coincide with U
q,q'
(sl2) after fixing the center. The (associative) bialgebra dual form is calculated explicitly and found to be a product ofq-exponentials. Implications about quantum transfer matrices are discussed. 相似文献
999.
The Cauchy problem to an equation arising in modeling the motion of viscous droplets is studied in the present paper. The authors prove that if the initial data has compact support, then there exists a weak solution which has compact support for all the time. 相似文献
1000.
We prove that the number of elliptic curves E/ℚ with conductorN isO(N
1/2+ε). More generally, we prove that the number of elliptic curves E/ℚ with good reduction outsideS isO(M
1/2+ε), whereM is the product of the primes inS. Assuming various standard conjectures, we show that this bound can be improved toO(M
c/loglogM
).
Research partially supported by NSF DMS-9424642. 相似文献