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301.
A. Račkauskas 《Acta Appl Math》1995,38(1):109-129
Let(X
i
) be a martingale difference sequence. LetY be a standard normal random variable. We investigate the rate of uniform convergence
相似文献
302.
D. Beigie 《Journal of Nonlinear Science》1995,5(1):57-103
Summary We study separatrix crossing in near-integrablek-degree-of-freedom Hamiltonian flows, 2 <k < , whose unperturbed phase portraits contain separatrices inn degrees of freedom, 1 <n <k. Each of the unperturbed separatrices can be recast as a codimension-one separatrix in the 2k-dimensional phase space, and the collection of these separatrices takes on a variety of geometrical possibilities in the reduced representation of a Poincaré section on the energy surface. In general 0 l n of the separatrices will be available to the Poincaré section, and each separatrix may be completely isolated from all other separatrices or intersect transversely with one or more of the other available separatrices. For completely isolated separatrices, transitions across broken separatrices are described for each separatrix by the single-separatrix crossing theory of Wiggins, as modified by Beigie. For intersecting separatrices, a possible violation of a normal hyperbolicity condition complicates the analysis by preventing the use of a persistence and smoothness theory for compact normally hyperbolic invariant manifolds and their local stable and unstable manifolds. For certain classes of multi-degree-of-freedom flows, however, a local persistence and smoothness result is straightforward, and we study the global implications of such a local result. In particular, we find codimension-one partial barriers and turnstile boundaries associated with each partially destroyed separatrix. From the collection of partial barriers and turnstiles follows a rich phase space partitioning and transport formalism to describe the dynamics amongst the various degrees of freedom. A generalization of Wiggins' higher-dimensional Melnikov theory to codimension-one surfaces in the multi-separatrix case allows one to uncover invariant manifold geometry. In the context of this perturbative analysis and detailed numerical computations, we study invariant manifold geometry, phase space partitioning, and phase space transport, with particular attention payed to the role of a vanishing frequency in the limit approaching the intersection of the partially destroyed separatrices. The class of flows under consideration includes flows of basic physical relevance, such as those describing scattering phenomena. The analysis is illustrated in the context of a detailed study of a 3-degree-of-freedom scattering problem. 相似文献
303.
In this paper we discuss the existence of generic long-range correlations in spatially homogeneous and stable equilibrium states of closed lattice gas automata whose stochastic collision rules violate the symmetry conditions of detailed balance and in addition satisfy local conservation laws. Such correlations occur even though the collision rules are strictly local and invariant under all symmetries of the lattice. First a phenomenological (Langevin equation) approach is discussed. Next we present a theoretical analysis on the basis of an approximate microscopic (ring kinetic) theory. This theory is used to calculate the amplitude ofr
– tails in the spatial correlations, and the result is compared with computer simulations. 相似文献
304.
On invexity-type nonlinear programming problems 总被引:3,自引:0,他引:3
Z. K. Xu 《Journal of Optimization Theory and Applications》1994,80(1):135-148
In this paper, we propose a new class of nonlinear programing, called SFJ-invex programming. The optimality characterization shows that a problem is SFJ-invex if and only if a Fritz John point together with its multiplier, is a Fritz John saddle point of the problem. Under any constraint qualification assumption, a problem is SFJ-invex if and only if a Kuhn-Tucker point together with its multiplier is a Kuhn-Tucker saddle point of the problem. Furthermore, a generalization of the SFJ-invex, class is developed; the applications to (h, )-convex programming, particularly geometric programming, and to generalized fractional programming provide a relaxation in constraint qualification for differentiable problems to get saddle-point type optimality criteria.The author wishes to thank the referee for helpful comments. 相似文献
305.
H. Kunita 《Journal of Theoretical Probability》1994,7(2):279-308
We discuss the Cauchy problem of a certain stochastic parabolic partial differential equation arising in the nonlinear filtering theory, where the initial data and the nonhomogeneous noise term of the equation are given by Schwartz distributions. The generalized (distributional) solution is represented by a partial (conditional) generalized expectation ofT(t)°
0,t
–1
, whereT(t) is a stochastic process with values in distributions and
s,t
is a stochastic flow generated by a certain stochastic differential equation. The representation is used for getting estimates of the solution with respect to Sobolev norms.Further, by applying the partial Malliavin calculus of Kusuoka-Stroock, we show that any generalized solution is aC
-function under a condition similar to Hörmander's hypoellipticity condition. 相似文献
306.
Ben Salem Nejib 《Journal of Theoretical Probability》1994,7(2):417-436
We consider hypergroups associated with Jacobi functions
()
(x), (–1/2). We prove the existence of a dual convolution structure on [0,+[i(]0,s
0]{{) =++1,s
0=min(,–+1). Next we establish a Lévy-Khintchine type formula which permits to characterize the semigroup and the infinitely divisible probabilities associated with this dual convolution, finally we prove a central limit theorem. 相似文献
307.
Three-dimensional systems possessing a homoclinic orbit associated to a saddle focus with eigenvalues ±i, – and giving rise to homoclinic chaos when the Shil'nikov condition < is satisfied are studied. The 2D Poincaré map and its 1D contractions capturing the essential features of the flow are given. At homoclinicity, these 1D maps are found to be piecewise linear. This property allows one to reduce the Frobenius—Perron equation to a master equation whose solution is analytically known. The probabilistic properties such as the time autocorrelation function of the state variablex are explicitly derived. 相似文献
308.
F. den Hollander 《Journal of statistical physics》1994,75(5-6):891-918
Some fifteen years ago, Shuler formulated three conjectures relating to the large-time asymptotic properties of a nearest-neighbor random walk on 2 that is allowed to make horizontal steps everywhere but vertical steps only on a random fraction of the columns. We give a proof of his conjectures for the situation where the column distribution is stationary and satisfies a certain mixing codition. We also prove a strong form of scaling to anisotropic Brownian motion as well as a local limit theorem. The main ingredient of the proofs is a large-deviation estimate for the number of visits to a random set made by a simple random walk on . We briefly discuss extensions to higher dimension and to other types of random walk.Dedicated to Prof. K. E. Shuler on the occasion of his 70th birthday, celebrated at a Symposium in his honor on July 13, 1992, at the University of California at San Diego, La Jolla, California. 相似文献
309.
Ferenc Mó ricz Ká roly Tandori 《Proceedings of the American Mathematical Society》1996,124(3):877-885
We study the a.e. convergence of orthogonal series defined over a general measure space. We give sufficient conditions which contain the Menshov-Rademacher theorem as an endpoint case. These conditions turn out to be necessary in the particular case where the measure space is the unit interval and the moduli of the coefficients form a nonincreasing sequence. We also prove a new version of the Menshov-Rademacher inequality.
310.
Todor Todorov 《Transactions of the American Mathematical Society》1996,348(2):673-689
We prove the existence of solutions for essentially all linear partial differential equations with -coefficients in an algebra of generalized functions, defined in the paper. In particular, we show that H. Lewy's equation has solutions whenever its right-hand side is a classical -function.
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