Exponential distributions on semigroups

Three fundamental characterizations of the standard exponential distribution on [0, ) are the remaining life, memoryless and constant failure properties. Analogs of these properties are studied for distributions on a class of semigroups in which the semigroup operation replaces addition, a compatible partial order replaces the ordinary order, and a left-invariant measure replaces Lebesgue measure. Partial characterizations of exponential distributions on such semigroups are obtained and the semigroup formulation provides new characterizations of certain aging properties studied in reliability-increasing failure rate, new better than used, and increasing failure rate average.     

Rate conservation laws: A survey

We survey the rate conservation law, RCL for short, arising in queues and related stochastic models. RCL was recognized as one of the fundamental principles to get relationships between time and embedded averages such as the extended Little's formulaH=G, but we show that it has other applications. For example, RCL is one of the important techniques for deriving equilibrium equations for stochastic processes. It is shown that the various techniques, including Mecke's formula for a stationary random measure, can be formulated as RCL. For this purpose, we start with a new definition of the rate with respect to a random measure, and generalize RCL by using it. We further introduce the notion of quasi-expectation, which is a certain extension of the ordinary expectation, and derive RCL applicable to the sample average results. It means that the sample average formulas such asH=G can be obtained as the stationary RCL in the quasi-expectation framework. We also survey several extensions of RCL and discuss examples. Throughout the paper, we would like to emphasize how results can be easily obtained by using a simple principle, RCL.     

Spectrum of positive entropy multidimensional dynamical systems with a mixed time

It is shown that if an abelian countable group is such that is a finite group and every aperiodic positive entropy action of on a Lebesgue probability space has a countable Haar spectrum in the subspace , where denotes the Pinsker -
algebra of , then every aperiodic positive entropy action of on has the same property. A positive answer to the question of J.P. Thouvenot is obtained as a corollary.

     

HYPERFINITE TRANSVERSAL THEORY. II

We continue the investigation of validity of Hall's theorem in the case of the Loeb space of an internal, uniformly distributed, hyperfinite measure space initiated in1992 by the author. Some new classes of graphs are introduced for which the measure theoretic version of Hall's theorem still holds.

     

Carleson measure characterization of Bloch functions

We give several equivalences of Bloch functions and little Bloch functions. Using these results we obtain the generalized Carleson measure characterization of Bloch functions and the generalized vanishing Carleson measure characterization of little Bloch functions, that is,f B if and only if |D f(z)| ^p (1-|z|²)^p-1 dm(z) is a generalized Carleson measure;f B ₀ if and only if |D f(z)| ^p (1-|z|²)^p-1 dm(z) is a generalized vanishing Carleson measure, whereD f( > 0) is the fractional derivative of analytic functionf of order, m denotes the normalised Lebesgue measure.Supported partly by the Young Teacher Natural Science Foundation of Shandong Province.     

Repleteness and regular lattice measures

Let X be an abstract set and L a lattice of subsets of X. To each lattice regular measure µ, we associate two induced measures and on suitable lattices of the Wallman space IR(L) and another measure µ on the spaceIR(L). We will investigate the reflection of smoothness properties of p onto , and µ; and try to set some new criterion for repleteness and measure repleteness.     

Finitely maxitive T-conditional possibility theory: Coherence and extension

Starting from the axiomatic definition of finitely maxitive T-conditional possibility (where T is a continuous triangular norm), the paper aims at a comprehensive and self-contained treatment of coherence and extension of a possibilistic assessment defined on an arbitrary set of conditional events. Coherence (or consistence with a T-conditional possibility) is characterized either in terms of existence of a linearly ordered class of finitely maxitive possibility measures (T-nested class) agreeing with the assessment, or in terms of solvability of a finite sequence of nonlinear systems for every finite subfamily of conditional events. Coherence reveals to be a necessary and sufficient condition for the extendibility of an assessment to any superset of conditional events and, in the case of T equal to the minimum or a strict t-norm, the set of coherent values for the possibility of a new conditional event can be computed solving two optimization problems over a finite sequence of nonlinear systems for every finite subfamily of conditional events.     

Improved estimation of duality gap in binary quadratic programming using a weighted distance measure

We present in this paper an improved estimation of duality gap between binary quadratic program and its Lagrangian dual. More specifically, we obtain this improved estimation using a weighted distance measure between the binary set and certain affine subspace. We show that the optimal weights can be computed by solving a semidefinite programming problem. We further establish a necessary and sufficient condition under which the weighted distance measure gives a strictly tighter estimation of the duality gap than the existing estimations.     

On statistical properties of the lyapunov exponent of the generalized skew tent map

The statistical properties of the Lyapunov exponent of the chaotic generalized skew tent map is studied. Expressions of the mean and the variance of this Lyapunov exponent at each discrete time index are obtained. A sufficient condition for weakly mixing of the chaotic generalized skew tent map is derived, and the asymptotic distribution of its Lyapunov exponent is provided.     

IMPORTANCE MEASURE OF CORRELATED VARIABLES IN POLYNOMIAL OUTPUT

为了解决一般工程问题中输出量为多项式情况下相关正态输入变量的贡献识别问题，以二次不含交叉项的多项输出量为例，利用多维相关正态分布及其条件分布的性质，解析地推导了相关正态输入变量对输出量总方差的独立贡献及相关贡献，采用算例验证了所推导的解析表达式的正确性．文中所推导的相关正态变量独立贡献和相关贡献的表达式可直接用于输出量为二次不含交叉项多项式或一次多项式情况下的输入变量贡献的识别，并且为其他新的算法提供了对照解，另外此方法亦可以推广至含交叉项的高阶多项式，解决更为复杂输出量情况下输入量的贡献识别问题．