Optimal approximations for risk measures of sums of lognormals based on conditional expectations

In this paper we investigate the approximations for the distribution function of a sum S$S$ of lognormal random variables. These approximations are obtained by considering the conditional expectation E[S∣Λ]$E[S\mid \Lambda ]$ of S$S$ with respect to a conditioning random variable Λ$\Lambda$.     

广义Minkowski不等式的进一步改进

针对"亚正定阵理论(Ⅱ)"一文的广义Minkowski不等式不成立问题,在已有的修正结果基础上,给出一种完整的修正结果;并更正了"亚正定阵的几个开问题及一些不等式"一文中有关的错误结论;用反例说明"广义正定矩阵的进一步研究"一文中的有关结论是错误的,给出完整的修正结果.     

Generalized Transportation-Cost Inequalities and Applications

For μ: = e ^V(x)dx a probability measure on a complete connected Riemannian manifold, we establish a correspondence between the Entropy-Information inequality and the transportation-cost inequality for μ(f ²) = 1, where Φ and Ψ are increasing functions. Moreover, under the curvature–dimension condition, a Sobolev type HWI (entropy-cost-information) inequality is established. As applications, explicit estimates are obtained for the Sobolev constant and the diameter of a compact manifold, which either extend or improve some corresponding known results. Supported in part by NNSFC(10721091) and the 973-project in China.     

An elementary proof of the triangle inequality for the Wasserstein metric

We give an elementary proof for the triangle inequality of the -Wasserstein metric for probability measures on separable metric spaces. Unlike known approaches, our proof does not rely on the disintegration theorem in its full generality; therefore the additional assumption that the underlying space is Radon can be omitted. We also supply a proof, not depending on disintegration, that the Wasserstein metric is complete on Polish spaces.

     

Positive solutions and multiple solutions at non-resonance, resonance and near resonance for hemivariational inequalities with -Laplacian

In this paper we study eigenvalue problems for hemivariational inequalities driven by the -Laplacian differential operator. We prove the existence of positive smooth solutions for both non-resonant and resonant problems at the principal eigenvalue of the negative -Laplacian with homogeneous Dirichlet boundary condition. We also examine problems which are near resonance both from the left and from the right of the principal eigenvalue. For nearly resonant from the right problems we also prove a multiplicity result.

     

Controllability results for a class of one-dimensional degenerate parabolic problems in nondivergence form

We give null controllability results for some degenerate parabolic equations in non divergence form on a bounded interval. In particular, the coefficient of the second order term degenerates at the extreme points of the domain. For this reason, we obtain an observability inequality for the adjoint problem. Then we prove Carleman estimates for such a problem. Finally, in a standard way, we deduce null controllability also for semilinear equations.      

Discrete weighted Hardy inequalities with different kinds of boundary conditions

This paper studies the weighted Hardy inequalities on the discrete intervals with four different kinds of boundary conditions. The main result is the uniform expression of the basic estimate of the optimal constant with the corresponding boundary condition. Firstly, one-side boundary condition is considered, which means that the sequences vanish at the right endpoint (ND-case). Based on the dual method, it can be translated into the case vanishing at left endpoint (DN-case). Secondly, the condition is the case that the sequences vanish at two endpoints (DD-case). The third type of condition is the generality of the mean zero condition (NN-case), which is motivated from probability theory. To deal with the second and the third kinds of inequalities, the splitting technique is presented. Finally, as typical applications, some examples are included.     

Nonlinear measure approach for the robust exponential stability analysis of interval inertial Cohen–Grossberg neural networks

This article is concerned with the existence and robust stability of an equilibrium point that related to interval inertial Cohen–Grossberg neural networks. Such condition requires the existence of an equilibrium point to a given system, so the existence and uniqueness of the equilibrium point are emerged via nonlinear measure method. Furthermore, with the help of Halanay inequality lemma, differential mean value theorem as well as inequality technique, several sufficient criteria are derived to ascertain the robust stability of the equilibrium point for the addressed system. The results obtained in this article will be shown to be new and they can be considered alternative results to previously results. Finally, the effectiveness and computational issues of the two models for the analysis are discussed by two examples. © 2016 Wiley Periodicals, Inc. Complexity 21: 459–469, 2016     

Robust guaranteed cost control for discrete‐time systems via partially delay‐dependent controller with linear fractional uncertainties

In this article, a partially delay‐dependent controller is designed to analyze the guaranteed performance analysis of a class of uncertain discrete‐time systems with time‐varying delays. By constructing suitable Lyapunov–Krasovskii Functional (LKF), sufficient conditions are derived to ensure the system to be robustly stochastically stable in mean square sense by using Wirtinger‐based inequality and convex reciprocal lemma. The proper cost function is chosen to guarantee an adequate level of performance. The derived conditions are expressed in terms of linear matrix inequalities (LMIs) which can be easily solved by LMI Toolbox in MATLAB. Further, the advantage of employing the obtained results is illustrated via numerical examples. © 2016 Wiley Periodicals, Inc. Complexity 21: 113–122, 2016     

由GA-凸函数的Hadamard型不等式生成的差值的估计

考虑由GA-凸函数的Hadamard型不等式右端部分生成的差值,将这个差值表示为涉及导函数的积分,然后结合Grüss积分不等式、Hlder积分不等式以及凸函数的定义给出这个差值的估计.