A Glivenko-Cantelli Theorem and Strong Laws for L-Statistics

We prove a weighted Glivenko-Cantelli theorem and apply it to study the rate of convergence in the strong law for L-statistics.     

On a problem of Zygmund

It is proved that there exists an integrable function on [0, 1]² whose integral is nondifferentiable in each direction belonging to a set everywhere dense in [0, 2π] but is strongly differentiable. Translated fromMatematicheskie Zametki, Vol. 64, No. 5, pp. 749–762, November, 1998.     

Helmholtz potentiality conditions for systems of difference-differential equations

For operators corresponding to systems ofμth-order difference-differential equations of neutral type, necessary and sufficient conditions for potentiality with respect to the classical bilinear form are obtained. These results are applied to first-order quasilinear systems. Translated fromMatematicheskie Zametki, Vol. 64, No. 3, pp. 437–442, September, 1998. The author wishes to express his thanks to V. M. Savchin for fruitful discussions and useful remarks.     

On the Seneta Sequences

In this paper, we prove some properties of the Seneta sequences and functions, and in particular we prove a representation theorem in the Karamata sense for the sequences from the Seneta class SOc.     

A remark on the Kochen-Specker theorem and some characterizations of the determinant on sets of Hermitian matrices

In this paper we describe the general forms of all (nonlinear) continuous functionals on the sets of positive definite, positive semi-definite and Hermitian matrices which are multiplicative on the commuting elements. As a consequence, we obtain some new characterizations of the determinant on those classes of matrices.

     

New numerical methods and some applied aspects of the p-regularity theory

The theory of p-regularity is applied to optimization problems and to singular ordinary differential equations (ODE). The special variant of the method of the modified Lagrangian function proposed by Yu.G. Evtushenko for constrained optimization problems with inequality constraints is justified on the basis of the 2-factor transformation. An implicit function theorem is given for the singular case. This theorem is used to show the existence of solutions to a boundary value problem for a nonlinear differential equation in the resonance case. New numerical methods are proposed including the p-factor method for solving ODEs with a small parameter.     

函数的双参数平均的几个性质

对于函数 f(x) q的双参数平均 Mp,q(f;a,b) ,证明当 f(x)为单调函数时它是 a,b的单调函数 ;当f (x)不是常量时它是 p,的严格增函数     

Interpreting Intuitionistic Propositional Logic in Terms of Intuitionistic Protothetics

An algebra of sentences of the quite intuitionistic protothetics, that is, an intuitionistic propositional logic with quantifiers augmented by the negation of the excluded middle, is a faithful model of intuitionistic propositional logic.     

两类记录值之和的中心极限定理

该文给出了Ｌｏｇｉｓｔｉｃ分布纪录值序列部分和的中心极限定理；对于Ｐａｒｅｔｏ分布纪录值序列的部分和T_n，获得了ｌｎT_n的中心极限定理．这一工作不仅具有概率论的极限理论方面的研究价值，而且在金融、保险等领域也具有相当重要的应用前景．     

Discrete and Continuous Time Modulated Random Walks with Heavy-Tailed Increments

We consider a modulated process S which, conditional on a background process X, has independent increments. Assuming that S drifts to −∞ and that its increments (jumps) are heavy-tailed (in a sense made precise in the paper), we exhibit natural conditions under which the asymptotics of the tail distribution of the overall maximum of S can be computed. We present results in discrete and in continuous time. In particular, in the absence of modulation, the process S in continuous time reduces to a Lévy process with heavy-tailed Lévy measure. A central point of the paper is that we make full use of the so-called “principle of a single big jump” in order to obtain both upper and lower bounds. Thus, the proofs are entirely probabilistic. The paper is motivated by queueing and Lévy stochastic networks.