Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest

In the paper, we study three types of finite-time ruin probabilities in a diffusion-perturbed bidimensional risk model with constant force of interest, pairwise strongly quasi-asymptotically independent claims and two general claim arrival processes, and obtain uniformly asymptotic formulas for times in a finite interval when the claims are both long-tailed and dominatedly-varying-tailed. In particular, with a certain dependence structure among the inter-arrival times, these formulas hold uniformly for all times when the claims are pairwise quasi-asymptotically independent and consistently-varying-tailed.     

Lorentz spaces with variable exponents

We introduce Lorentz spaces and with variable exponents. We prove several basic properties of these spaces including embeddings and the identity . We also show that these spaces arise through real interpolation between and . Furthermore, we answer in a negative way the question posed in 12 whether the Marcinkiewicz interpolation theorem holds in the frame of Lebesgue spaces with variable integrability.     

Persistent centers of complex systems

On the basis of some works on persistent centers and weakly persistent centers, in this paper we discuss a generalized version of persistent center and weakly persistent center for complex planar differential systems, in which conjugacy of variables may not be required. We give some complex systems which have a persistent center or weakly persistent center at the origin. Then, we find all conditions of persistent center for cubic systems and all conditions of weakly persistent center for complex cubic Lotka–Volterra system. Relations between complex systems and real ones are given concerning persistent centers and weakly persistent centers.     

Various Aspects of Whitham Times

We sketch some of the different roles played by Whitham times in connection with averaging, adiabatic invariants, soliton theory, Hamiltonian structures, topological field theory (TFT), Seiberg–Witten (SW) theory, isomonodromy problems, Hitchin systems, WDVV and Picard–Fuchs equations, renormalization, soft supersymmetry breaking, etc.     

A note on solving Cauchy integral equations of the first kind by iterations

The successive approximation method was applied for the first time by N.I. Ioakimidis to solve practical cases of a Cauchy singular integral equation: the airfoil one. In this paper we study a more general case. We prove the convergence of the method in this general case. The proposed method has been tested for two kernels which are particularly important in practice. Finally, some numerical examples illustrate the accuracy of the method.     

Generating non-jumping numbers recursively

Let r?2 be an integer. A real number α∈[0,1) is a jump for r if there is a constant c>0 such that for any ε>0 and any integer m where m?r, there exists an integer n₀ such that any r-uniform graph with n>n₀ vertices and density ?α+ε contains a subgraph with m vertices and density ?α+c. It follows from a fundamental theorem of Erd?s and Stone that every α∈[0,1) is a jump for r=2. Erd?s asked whether the same is true for r?3. Frankl and Rödl gave a negative answer by showing some non-jumping numbers for every r?3. In this paper, we provide a recursive formula to generate more non-jumping numbers for every r?3 based on the current known non-jumping numbers.     

A uniform boundedness theorem for locally convex cones

We prove a uniform boundedness theorem for families of linear operators on ordered cones. Using the concept of locally convex cones we introduce the notions of barreled cones and of weak cone-completeness. Our main result, though no straightforward generalization of the classical case, implies the Uniform Boundedness Theorem for Fréchet spaces.

     

Random Flights in Higher Spaces

We consider in this paper random flights in ℝ ^d performed by a particle changing direction of motion at Poisson times. Directions are uniformly distributed on hyperspheres S ₁ ^d . We obtain the conditional characteristic function of the position of the particle after n changes of direction. From this characteristic function we extract the conditional distributions in terms of (n+1)−fold integrals of products of Bessel functions. These integrals can be worked out in simple terms for spaces of dimension d=2 and d=4. In these two cases also the unconditional distribution is determined in explicit form. Some distributions connected with random flights in ℝ³ are discussed and in some special cases are analyzed in full detail. We point out that a strict connection between these types of motions with infinite directions and the equation of damped waves holds only for d=2. Related motions with random velocity in spaces of lower dimension are analyzed and their distributions derived.     

基于代数等价路径的一致P-函数非线性互补问题的可行内点算法

对一致P-函数非线性互补问题，提出了一种新的基于代数等价路径的可行内点算法，并讨论了计算复杂性．该算法可以在任一内部可行点启动，并且全局收敛；当初始点靠近中心路径时，此算法便成为中心路径跟踪算法，特别对于单调线性互补问题，总迭代次数为O（√nL），其中L是问题的输入长度。