Exact and asymptotic properties of multistate random walks

A method is presented which allows one to obtain explicit analytical expressions (both exact and asymptotic) for many of the physically interesting quantities related to a multistate random walk (MRW). The exact results include the Laplace-Fourier-transformed probability distribution (continuous time) and generating function (discrete time), and closed evolution equations for the propagators related to each internal state of the walker. Analytical expressions for the scattering dynamical structure function and the frequency-dependent diffusion coefficient are given as illustrations. Asymptotic approximations to the single-state propagators are derived, allowing a detailed analysis of the longtime behavior and the calculation of asymptotic properties by single-state random walk standard methods. As an example, analytical expressions for the drift and diffusion coefficients are given.One of the authors (M.O.C.) wants to thank the dean and research staff of the Facultad de Matemática, Astronomia y Física for their warm hospitality during his stay in Cordoba.     

Asymptotic paths for subsolutions of quasilinear elliptic equations

Letu be an entire lower semicontinuous subsolution to the quasilinear elliptic equation divA(x,u)=0 in ⁿ . It is shown that ifu is not bounded above, then there exists a path going to infinity along whichu tends to infinity. The result extends works of Talpur, Fuglede, and others. Growth aspects of subsolutions are also studied.     

Subsample and half-sample methods

Hartigan's subsample and half-sample methods are both shown to be inefficient methods of estimating the sampling distributions. In the sample mean case the bootstrap is known to correct for skewness. But irrespective of the population, the estimates based on the subsample method, have skewness factor zero. This problem persists even if we take only samples of size less than or equal to half of the original sample. For linear statistics it is possible to correct this by considering estimates based on subsamples of size n, when the sample size is n. In the sample mean case can be taken as % MathType!MTEF!2!1!+-% feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr% 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq-Jc9% vqaqpepm0xbba9pwe9Q8fs0-yqaqpepae9pg0FirpepeKkFr0xfr-x% fr-xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaeimaiaab6% cacaqG1aGaaeikaiaabgdacaqGGaGaeyOeI0IaaeiiaiaabgdacaqG% VaWaaOaaaeaacaqG1aaaleqaaOGaaeykaaaa!3E8A!\[{\text{0}}{\text{.5(1 }} - {\text{ 1/}}\sqrt {\text{5}} {\text{)}}\]. In spite of these negative results, the half-sample method is useful in estimating the variance of sample quantiles. It is shown that this method gives as good an estimate as that given by the bootstrap method. A major advantage of the half-sample method is that it is shown to be robust in estimating the mean square error of estimators of parameters of a linear regression model when the errors are heterogeneous. Bootstrap is known to give inconsistent results in this case; although, it is more efficient in the case of homogeneous errors.Research supported in part by NSA Grant MDA904-90-H-1001 and by NASA Grant NAGW-1917.     

Asymptotic behaviour of the loss probability of theM/G/1/K andG/M/1/K queues

This paper investigates the asymptotic behaviour of the loss probability of theM / G/1/K and G/M/1/K queues as the buffer size increases. It is shown that the loss probability approaches its limiting value, which depends on the offered load, with an exponential decay in essentially all cases. The value of the decay rate can be easily computed from the main queue parameters. Moreover, the close relation existing between the loss behaviour of the two examined queueing systems is highlighted and a duality concept is introduced. Finally some numerical examples are given to illustrate on the usefulness of the asymptotic approximation.     

Some convergence theorems on a supercritical Galton-Watson process

Summary LetX=(X _n; n≧0,X ₀=1) be a supercritical Galton-Watson process. The limiting distribution of ) where is the m.l.e. of the offspring mean, is derived. As an application of this result, some limit theorems leading ultimately to a parameter free result of statistical interest, are also established.     

Initial Boundary Value Problem for A Generalized Nonlinear Telegraph Equation with Nonlinear Damping北大核心CSCD

In this paper, the existence and uniqueness of the global generalized solution and the global classical solution of the initial boundary value problem for the generalized nonlinear telegraph equation with nonlinear damping © 2022 Chinese Academy of Sciences. All rights reserved.     

An extrapolation method for a class of boundary integral equations

Boundary value problems of the third kind are converted into boundary integral equations of the second kind with periodic logarithmic kernels by using Green's formulas. For solving the induced boundary integral equations, a Nyström scheme and its extrapolation method are derived for periodic Fredholm integral equations of the second kind with logarithmic singularity. Asymptotic expansions for the approximate solutions obtained by the Nyström scheme are developed to analyze the extrapolation method. Some computational aspects of the methods are considered, and two numerical examples are given to illustrate the acceleration of convergence.

     

Asymptotic behaviour of certain sets of prime ideals

Let be ideals of the commutative ring , let be a Noetherian -module and let be a submodule of ; also let be an Artinian -module and let be a submodule of . It is shown that, whenever is a sequence of -tuples of non-negative integers which is non-decreasing in the sense that for all and all , then Ass is independent of for all large , and also Att is independent of for all large . These results are proved without any regularity conditions on the ideals , and so (a special case of) the first answers in the affirmative a question raised by S. McAdam.

     

Rang moyen de familles de courbes elliptiques et lois de Sato-Tate

The goal of this note is to give some complements to an article of Fouvery and Pomykala: by anad-hoc method, they bound on average the rank of elliptic curves over in polynomial families:y ²=x ³=a(t)x+b(t) whent varies in under some generic conditions on the polynomials (over a(t),b(t). Here, by a more systematic treatment, we are able to relax most of these conditions, keeping only the natural one (the family is not geometricaly trivial). However, this result, specialized to the case treated by Fouvry and Pomykala, yields a better bound; our method depends on the distribution of the number of points in families of elliptic curves over finite fields (known as the vertical Sato-Tate law), which itself depends on the work of Deligne on the Weil conjectures.

     

Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators

Suppose thatX _n =(X ₁,...X _n) is a collection ofm-dimensional random vectorsX _i forming a stochastic process with a parameter . Let be the MLE of . We assume that a transformationA( ) of has thek-thorder Edgeworth expansion (k=2,3). IfA extinguishes the terms in the Edgeworth expansion up tok-th-order (k2), then we say thatA is thek-th-order normalizing transformation. In this paper, we elucidate thek-th-order asymptotics of the normalizing transformations. Some conditions forA to be thek-th-order normalizing transformation will be given. Our results are very general, and can be applied to the i.i.d. case, multivariate analysis and time series analysis. Finally, we also study thek-th-order asymptotics of a modified signed log likelihood ratio in terms of the Edgeworth approximation.Research supported by the Office of Naval Research Contract N00014-91-J-1020.