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11.
A. Budhiraja 《Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques》2003,39(6):2318-941
In this work we study connections between various asymptotic properties of the nonlinear filter. It is assumed that the signal has a unique invariant probability measure. The key property of interest is expressed in terms of a relationship between the observation σ field and the tail σ field of the signal, in the stationary filtering problem. This property can be viewed as the permissibility of the interchange of the order of the operations of maximum and countable intersection for certain σ-fields. Under suitable conditions, it is shown that the above property is equivalent to various desirable properties of the filter such as
- (a) uniqueness of invariant measure for the signal,
- (b) uniqueness of invariant measure for the pair (signal, filter),
- (c) a finite memory property of the filter,
- (d) a property of finite time dependence between the signal and observation σ fields and
- (e) asymptotic stability of the filter.
12.
What features characterize complex system dynamics? Power laws and scale invariance of fluctuations are often taken as the hallmarks of complexity, drawing on analogies with equilibrium critical phenomena. Here we argue that slow, directed dynamics, during which the system's properties change significantly, is fundamental. The underlying dynamics is related to a slow, decelerating but spasmodic release of an intrinsic strain or tension. Time series of a number of appropriate observables can be analyzed to confirm this effect. The strain arises from local frustration. As the strain is released through “quakes,” some system variable undergoes record statistics with accompanying log‐Poisson statistics for the quake event times. We demonstrate these phenomena via two very different systems: a model of magnetic relaxation in type II superconductors and the Tangled Nature model of evolutionary ecology and show how quantitative indications of aging can be found. © 2004 Wiley Periodicals, Inc. Complexity 10: 49–56, 2004 相似文献
13.
Il Bong Jung Alan Lambert Jan Stochel 《Proceedings of the American Mathematical Society》2004,132(8):2291-2302
The concept of backward extension for subnormal weighted shifts is generalized to arbitrary subnormal operators. Several differences and similarities in these contexts are explored, with emphasis on the structure of the underlying measures.
14.
Andrea Grosso Marco Locatelli Fabio Schoen 《Computational Optimization and Applications》2007,38(3):351-370
In this paper we perform a computational analysis of a population based approach for global optimization, Population Basin
Hopping (PBH), which was proven to be very efficient on very challenging global optimization problems by the authors (see
). The experimental analysis aims at understanding more deeply how the approach works and why it is successful on challenging
problems. 相似文献
15.
汪巍 《数学的实践与认识》2004,34(3):103-109
首先引入了差分系统基于两种度量的极端稳定性概念 ,然后建立了一些关于差分系统 ( h0 ,h)极端稳定性 (极端一致稳定性 ,极端渐近稳定性 ,极端一致渐近稳定性 )的判定准则 .在所得到的定理中 ,对△ V的限制较弱 ,特别地 ,△V甚至可以恒为正 ,从而便于实际应用 . 相似文献
16.
Let Ω be a region in ℝn and letp = Pi )
i
1m
, be a partition ofΩ into a finite number of closed subsets having piecewise C2 boundaries of finite(n - 1 )dimensional measure. Let τ:Ω→Ω be piecewise C2 onP where, τi = τ|pi is aC
2 diffeomorphism onto its image, and expanding in the sense that there exists α > 1 such that for anyi = 1, 2,...,m ‖Dτi
-1 ‖ < α-1, where Dτi
-1 is the derivative matrixτ
i
- 1 and |‖·‖ is the Euclidean matrix norm. By means of an example, we will show that the simple bound of one-dimensional dynamics
cannot be generalized to higher dimensions. In fact, we will construct a piecewise expanding C2 transformation on a fixed partition with a finite number of elements in ℝ2, but which has an arbitrarily large number of ergodic, absolutely continuous invariant measures 相似文献
17.
分析了几种相关结构函数(Copula)表示的相关结构模型,给出了用相关结构函数对金融资产间的相关结构进行建模的方法.结果表明混合Gumbel(M-Gumbel)相关结构函数能较全面地描述上海深圳两证券指数的相关结构,模拟计算VaR的结果支持了实证分析的结论. 相似文献
18.
In this paper, the notion of gap functions is extended from scalar case to vector one. Then, gap functions and generalized
functions for several kinds of vector equilibrium problems are shown. As an application, the dual problem of a class of optimization
problems with a system of vector equilibrium constraints (in short, OP) is established, the concavity of the dual function,
the weak duality of (OP) and the saddle point sufficient condition are derived by using generalized gap functions.
This work was supported by the National Natural Science Foundation of China (10671135) and the Applied Research Project of
Sichuan Province (05JY029-009-1). 相似文献
19.
We study a class of ‘nonpoissonian’ transformations of the configuration space and the corresponding transformations of the Poisson measure. For some class of Poisson measures we find conditions which are sufficient for the transformed measure (which in general is nonpoissonian) to be absolutely continuous with respect to the initial Poisson measure and get the expression for the corresponding Radon–Nikodym derivative. To solve this problem we use a distributional approach to Poisson multiple stochastic integrals. 相似文献
20.
Christian Wolf 《Journal of statistical physics》2006,122(6):1111-1138
In this paper we introduce the notion of generalized physical and SRB measures. These measures naturally generalize classical
physical and SRB measures to measures which are supported on invariant sets that are not necessarily attractors. We then perform
a detailed case study of these measures for hyperbolic Hènon maps. For this class of systems we are able to develop a complete
theory about the existence, uniqueness, finiteness, and properties of these natural measures. Moreover, we derive a classification
for the existence of a measure of full dimension. We also consider general hyperbolic surface diffeomorphisms and discuss
possible extensions of, as well as the differences to, the results for Hènon maps. Finally, we study the regular dependence
of the dimension of the generalized physical/SRB measure on the diffeomorphism. For the proofs we apply various techniques
from smooth ergodic theory including the thermodynamic formalism.
2000
Mathematics Subject Classification. Primary: 37C45, 37D20, 37D35, Secondary: 37A35, 37E30 相似文献