Conditions for Choquet integral representation of the comonotonically additive and monotone functional

If the universal set X is not compact but locally compact, a comonotonically additive and monotone functional (for short c.m.) on the class of continuous functions with compact support is not represented by one Choquet integral, but represented by the difference of two Choquet integrals. The conditions for which a c.m. functional can be represented by one Choquet integral are discussed.     

Continuous modified Newton’s-type method for nonlinear operator equations

A nonlinear operator equation F(x)=0, F:H→H, in a Hilbert space is considered. Continuous Newton’s-type procedures based on a construction of a dynamical system with the trajectory starting at some initial point x ₀ and becoming asymptotically close to a solution of F(x)=0 as t→+∞ are discussed. Well-posed and ill-posed problems are investigated. Received: June 29, 2001; in final form: February 26, 2002?Published online: February 20, 2003 This paper was finished when AGR was visiting Institute for Theoretical Physics, University of Giessen. The author thanks DAAD for support     

Complete convergence for arrays

Let {(X _nk , 1≤k≤n),n≥1}, be an array of rowwise independent random variables. We extend and generalize some recent results due to Hu, Móricz and Taylor concerning complete convergence, in the sense of Hsu and Robbins, of the sequence of rowwise arithmetic means.     

Nuclearity of a nonnegative definite integral kernel on a separable metric space

The aim of this paper is to characterize the nuclearity of an integral operator, defined by a continuous non-negative definite square integrable kernel on a separable metric space, in terms of the integrability of the trace of the kernel function. Nuclearity here plays a role forU-statistics.     

Chip-Firing Games on Directed Graphs

We consider the following (solitary) game: each node of a directed graph contains a pile of chips. A move consists of selecting a node with at least as many chips as its outdegree, and sending one chip along each outgoing edge to its neighbors. We extend to directed graphs several results on the undirected version obtained earlier by the authors, P. Shor, and G. Tardos, and we discuss some new topics such as periodicity, reachability, and probabilistic aspects.Among the new results specifically concerning digraphs, we relate the length of the shortest period of an infinite game to the length of the longest terminating game, and also to the access time of random walks on the same graph. These questions involve a study of the Laplace operator for directed graphs. We show that for many graphs, in particular for undirected graphs, the problem whether a given position of the chips can be reached from the initial position is polynomial time solvable.Finally, we show how the basic properties of the probabilistic abacus can be derived from our results.     

Waiting time problems for a sequence of discrete random variables

Let X ₁, X ₂,... be a sequence of nonnegative integer valued random variables.For each nonnegative integer i, we are given a positive integer k _i . For every i = 0, 1, 2,..., E _i denotes the event that a run of i of length k _i occurs in the sequence X ₁, X ₂,.... For the sequence X ₁, X ₂,..., the generalized pgf's of the distributions of the waiting times until the r-th occurrence among the events % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiiYdd9qrFfea0dXdf9vqai-hEir8Ve% ea0de9qq-hbrpepeea0db9q8as0-LqLs-Jirpepeea0-as0Fb9pgea% 0lrP0xe9Fve9Fve9qapdbaqaaeGacaGaaiaabeqaamaabaabcaGcba% WaaiWabeaacaWGfbWaaSbaaSqaaiaadMgaaeqaaaGccaGL7bGaayzF% aaWaa0baaSqaaiaadMgacqGH9aqpcaaIWaaabaGaeyOhIukaaaaa!43D8!\[\left\{ {E_i } \right\}_{i = 0}^\infty\]are obtained. Though our situations are general, the results are very simple. For the special cases that X's are i.i.d. and {0, 1}-valued, the corresponding results are consistent with previously published results.This research was partially supported by the ISM Cooperative Research Program (90-ISM-CRP-11) of the Institute of Statistical Mathematics.     

The Skorohod integral and the derivative operator of functional of a cylindrical Brownian motion

The paper presents a definition of the Skorohod integral of operator-valued processes and the derivative operator for functional of a cylindrical Brownian motionW on a Hilbert space. The method is based on the chaos expansions in terms of multiple Wiener integrals ofW.This research was partially supported by the U.S. Air Force Office of Scientific Research Contract No. F49620 85C 0144. The research of V. Pérez-Abreu was also supported by CONACYT Grant D111-904237.     

动态模糊随机信息处理的数学方法

本文系统地概述了我们近年来提出的动态模糊随机信息处理的数学方法,内容包括模糊随机变量、模糊随机过程和模糊随机微分方程的基本解法等方面的基本概念、基本定义和某些重要的定理,以及动态系统的模糊随机响应与可靠性分析的方法等。这些方法是为我们研究工程实际问题的需要逐步发展起来的,对于处理某些类型的问题简便实用。     

一族Liouville可积的有限维Hamilton系统

本文生成了一族Liouville可积的Hamilton相流彼此可交换的有限维Hamilton系统,并且给出了一串对合的显式公共运动积分及其一组对合的显式生成元.     

双参数地基上板弯曲问题的边界积分方程

本文应用广义函数的Fourrier积分变换导出了双参数地基上板弯曲问题的基本解,并将基本解展成一致收敛的级数形式.在此基础上,应用广义Rayleigh-Green公式建立了适用于任意形状、任意边界条件情形的两个边界积分方程,为边界元法在这一问题中的应用提供了理论基础.