Projection of Markov Measures May Be Gibbsian

We study the induced measure obtained from a 1-step Markov measure, supported by a topological Markov chain, after the mapping of the original alphabet onto another one. We give sufficient conditions for the induced measure to be a Gibbs measure (in the sense of Bowen) when the factor system is again a topological Markov chain. This amounts to constructing, when it does exist, the induced potential and proving its Hölder continuity. This is achieved through a matrix method. We provide examples and counterexamples to illustrate our results.     

From a Nonlinear, Nonconvex Variational Problem to a Linear, Convex Formulation

   Abstract. We propose a general approach to deal with nonlinear, nonconvex variational problems based on a reformulation of the problem resulting in an optimization problem with linear cost functional and convex constraints. As a first step we explicitly explore these ideas to some one-dimensional variational problems and obtain specific conclusions of an analytical and numerical nature.     

Stochastic analysis in life office management: applications to large annuity portfolios

The paper deals with the riskiness analysis for a large portfolio of life annuities. By means of the limiting distribution of the present value of the portfolio, in the first part of the paper a model for evaluating the investment and the projection risks is presented. In the second part, with regard to the investment risk's effects, the insolvency risk is measured considering the cumulative probability distribution function of the discounted average cost per policy. Copyright © 2003 John Wiley & Sons, Ltd.     

一类复杂循环排队系统的计算机模拟及其在进程调度中的应用

讨论了顾客到达时间和服务时间与等待队列队长有关的排队系统模拟,顾客服务次数不止1次即出现循环的复杂排队系统,引入到达因子、服务台因子和循环因子,在串并联多服务台情形下建立了4类计算机模拟模型,给出该复杂循环排队系统在进程调度中的应用并进行了计算机模拟.     

Tribute to Endre Csáki and Pál Révész

Summary This article provides a glimpse of some of the highlights of the joint work of Endre Csáki and Pál Révész since 1979. The topics of this short exploration of the rich stochastic milieu of this inspiring collaboration revolve around Brownian motion, random walks and their long excursions, local times and additive functionals, iterated processes, almost sure local and global central limit theorems, integral functionals of geometric stochastic processes, favourite sites--favourite values and jump sizes for random walk and Brownian motion, random walking in a random scenery, and large void zones and occupation times for coalescing random walks.     

ASYMPTOTIC NORMALITY OF KERNEL ESTIMATES OF A DENSITY FUNCTION UNDER ASSOCIATION DEPENDENCE

Let {X_n, n≥1} be a strictly stationary sequence of random variables, whichare either associated or negatively associated, f(·) be their common density. In this paper,the author shows a central limit theorem for a kernel estimate of f(·) under certain regularconditions.     

一种改进的进化规划算法

本对于全局优化问题提出一个改进的进化规划算法，该算法以概率p接收基于电磁理论求出合力方向作为随机搜索方向，以概率1-p接收按正态分布产生的随机搜索方向。改进算法不仅克服了传统进化规划算法随机搜索的盲目性，而且保留了传统进化规划算法全局搜索性。本算法应用于几个典型例题，数值结果表明本算法是可行的，有效的。     

Inhomogeneous Voter Models in One Dimension

We establish conditions for survival and extinction of types of one-dimensional voter models, and show that increasing the flip rates at a finite number of sites typically does not affect survival, unless the flipping mechanism is altered. We provide an example of a modified voter model that does not survive but can be made to survive simply by altering the flip mechanism at one site. We also show that a rather general class of such models have clustering behavior.     

Factorization of operator valued Lp for 0 ≤ p < 1

In [5], it is proved that a bounded linear operator u, from a Banach space Y into an L_p(S, ν) factors through L_p1 (S, ν) for some p₁ > 1, if Y* is of finite cotype; (S, ν) is a probability space for p = 0, and any measure space for 0 < p < 1. In this paper, we generalize this result to uv, where u : Y → L_p(S, ν) and v : X → Y are linear operators such that v* is of finite Ka?in cotype. This result gives also a new proof of Grothendieck's theorem. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Moments of an exponential functional of random walks and permutations with given descent sets

The exponential functional of simple, symmetric random walks with negative drift is an infinite polynomial Y = 1 + ξ₁ + ξ₁ξ₂ + ξ₁ξ₂ξ₃ + ⋯ of independent and identically distributed non-negative random variables. It has moments that are rational functions of the variables μ _k = E(ξ ^k ) < 1 with universal coefficients. It turns out that such a coefficient is equal to the number of permutations with descent set defined by the multiindex of the coefficient. A recursion enumerates all numbers of permutations with given descent sets in the form of a Pascal-type triangle. This revised version was published online in August 2006 with corrections to the Cover Date.