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121.
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 相似文献
122.
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 相似文献
123.
124.
Dmitrii S. Silvestrov 《Acta Appl Math》1994,34(1-2):109-124
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. 相似文献
125.
Partially supportted by Grant MM-22/1991 of MESC 相似文献
126.
Asymptotics in the random assignment problem 总被引:1,自引:0,他引:1
David Aldous 《Probability Theory and Related Fields》1992,93(4):507-534
Summary We show that, in the usual probabilistic model for the random assignment problem, the optimal cost tends to a limit constant in probability and in expectation. The method involves construction of an infinite limit structure, in terms of which the limit constant is defined. But we cannot improve on the known numerical bounds for the limit.Research supported by NSF Grant MCS90-01710 相似文献
127.
Non-local approximation of the Mumford-Shah functional 总被引:3,自引:0,他引:3
The Mumford-Shah functional, introduced to study image segmentation problems, is approximated in the sense of -convergence by a sequence of non-local integral functionals.
Received June 6, 1996 / Accepted July 11, 1996 相似文献
128.
129.
Yuri Borovskikh 《Acta Appl Math》1994,35(3):213-298
U-statistics in Banach spaces are considered and thoroughly investigated. The martingale structure, estimates of moments, the law of large numbers, the central limit theorem, the invariance principle, estimates of the rate of convergence, and large deviations are established 相似文献
130.
Marcel Erné 《Order》1991,8(2):159-173
We introduce a special type of order-preserving maps between quasiordered sets, the so-called cut-stable maps. These form the largest morphism class such that the corresponding category of quasiordered sets contains the category of complete lattices and complete homomorphisms as a full reflective subcategory, the reflector being given by the Dedekind-MacNeille completion (alias normal completion or completion by cuts). Suitable restriction of the object class leads to the category of separated quasiordered sets and its full reflective subcategory of completely distributive lattices. Similar reflections are obtained for continuous lattices, algebraic lattices, etc. 相似文献