On the stability of jump-diffusions with Markovian switching

In this paper we consider the stability for a class of jump-diffusions with Markovian switching. We first construct them successively and show that they can be associated with some appropriate generators and they are non-explosive. We then prove their Feller continuity by the coupling methods. Furthermore, we also prove their strong Feller continuity by making use of the relation between the transition probabilities of jump-diffusions and the corresponding diffusions. Finally, we also investigate their exponential ergodicity.     

Resistive switching polymer materials based on poly(aryl ether)s containing triphenylamine and 1,2,4‐triazole moieties

A series of poly(aryl ether)s were successfully prepared via aromatic nucleophilic substitution reaction from various bisphenols and a novel bipolar aryl difluoride monomer containing electron‐donor triphenylamine and electron‐acceptor 1,2,4‐triazole moieties. The poly(aryl ether)s exhibited excellent solubility in organic solvents such as dimethylformamide, chloroform, and tetrahydrofuran at room temperature. The poly(aryl ether)s showed high thermal stability with T_d10 higher than 500 °C and glass transition temperatures (T_g) higher than 187 °C. The thin films of the poly(aryl ether)s indicated bistable resistive switching behavior with ON/OFF current ratios as high as 10³. The switching on and switching off bias voltages of the poly(aryl ether)s were affected by the bisphenol moiety. The good resistive switching behavior of the poly(aryl ether)s made them promising candidates for future nonvolatile memory applications. © 2008 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 46: 6861–6871, 2008     

Effects of rubbing angle on maximum transmittance of in-plane switching liquid crystal display

Measurements of the maximum transmittance of an in-plane switching liquid crystal display showed that it increases as rubbing angle is increased from 10 to 20°. This dependence was analysed in terms of the local variation of electric field intensity between electrodes, which in turn makes liquid crystal at various positions between the electrodes rotate to different angles. The local variation of electric field becomes prominent, especially in the case that the distance between the electrodes is much larger than the cell gap or electrode width.     

Bounds on absorption times of directionally biased random sequences

A sequence of random variables X₀,X₁, … with values in {0, 1, …, n} representing a general finite-state stochastic process with absorbing state 0 is said to be directionally biased towards 0, if, for all j > 0, ϵ_j: = inf_k>0 {j − E[X_k | X_k−1 = j]} > 0. For such sequences, let t be the expected value of the time to absorption at 0. For a fixed set of biases, the least upper bound for this time can be computed with an algorithm requiring O(n²) steps. Simple upper bounds are described. In particular, t ≤ E[b_x0], where b_i = Σ_j≤i 1/¯ϵ_j and ¯ϵ_j = min_l≥j {ϵ_l}. If all ϵ_j ≤ ϵ_{j + 1} (so ¯ϵ_j = ϵ_j) and ϵ_n < 1, this bound for t is the best possible. For certain finite stochastic processes which we term conditionally independent of X₀ = i, b(i) bounds the expected time given X₀ = i. Similar results are given for lower bounds. The results of this paper were designed to be a useful tool for determining rates of convergence of stochastic optimization algorithms. © 1996 John Wiley & Sons, Inc.     

带跳的分数倒向重随机微分方程及相应的随机积分偏微分方程

本文首次把Poisson随机测度引入分数倒向重随机微分方程,基于可料的Girsanov变换证明由Brown运动、Poisson随机测度和Hurst参数在(1/2,1)范围内的分数Brown运动共同驱动的半线性倒向重随机微分方程解的存在唯一性.在此基础上,本文定义一类半线性随机积分偏微分方程的随机黏性解,并证明该黏性解由带跳分数倒向重随机微分方程的解唯一地给出,对经典的黏性解理论作出有益的补充.     

Uncommon suffix tries

Common assumptions on the source producing the words inserted in a suffix trie with n leaves lead to a height and saturation level. We provide an example of a suffix trie whose height increases faster than a power of n and another one whose saturation level is negligible with respect to . Both are built from VLMC (Variable Length Markov Chain) probabilistic sources and are easily extended to families of tries having the same properties. The first example corresponds to a “logarithmic infinite comb” and enjoys a non uniform polynomial mixing. The second one corresponds to a “factorial infinite comb” for which mixing is uniform and exponential. © 2013 Wiley Periodicals, Inc. Random Struct. Alg., 46, 117–141, 2015     

THE POINT PROCESS OF STATETRANSITIONS IN AREGULAR MARKOV CHAIN

1.IntroductionInreliabilitytheory,inordertocalculatethefailurefrequencyofarepairablesystem,Shily]firstintroducedandstudiedthetransitionfrequencybetweentwodisjointstatesetsforafiniteMarkovchainandavectorMarkovprocesswithfinitediscretestatespaceandobtainedageneralformulaoftransitionfrequency.Then,ontheconditionthatthegeneratormatrixofMarkovchainisuniformlybounded,Shi[8'9]againprovedthetransitionfrequencyformulaandobtainedthreeotherusefulformulas.Obviously,thepoint(orcalledcounting)processofsta…     

一般随机环境中马氏链的强大数律

本文研究了具有离散参数的一般环境中马氏链的强大数定律.利用随机环境中马氏链停时,获得了加在绕积马氏链样本函数上大数定律成立的充分条件.     

带Markov状态转换的跳扩散方程的数值解

研究了一类带Markov状态转换的跳扩散方程的数值解的问题,为讨论这类方程精确解的数值计算问题,我们给出了一种基于Euler格式的方程解的跳适应算法,并在一定的条件下,证明了基于这种新的跳适应算法所得到的方程的数值解是收敛于它的精确解,同时还给出了数值解收敛到其精确解的收敛阶数.最后,本文通过两个例子说明了这种跳适应算法的计算有效性.     

A stochastic Ramsey theorem

We establish a stochastic extension of Ramsey's theorem. Any Markov chain generates a filtration relative to which one may define a notion of stopping times. A stochastic colouring is any k-valued (k<∞) colour function defined on all pairs consisting of a bounded stopping time and a finite partial history of the chain truncated before this stopping time. For any bounded stopping time θ and any infinite history ω of the Markov chain, let ω|θ denote the finite partial history up to and including the time θ(ω). Given k=2, for every ?>0, we prove that there is an increasing sequence θ₁<θ₂<? of bounded stopping times having the property that, with probability greater than 1−?, the history ω is such that the values assigned to all pairs (ω|θi,θj), with i<j, are the same. Just as with the classical Ramsey theorem, we also obtain an analogous finitary stochastic Ramsey theorem. Furthermore, with appropriate finiteness assumptions, the time one must wait for the last stopping time (in the finitary case) is uniformly bounded, independently of the probability transitions. We generalise the results to any finite number k of colours.