随机环境下的对称零程过程的大偏差原理

利用相对熵方法及鞅方法给出了随机环境下的对称零程过程的经验测度的收敛速度函数.     

Liouville theorem and coupling on negatively curved Riemannian manifolds

By using probabilistic approaches, Liouville theorems are proved for a class of Riemannian manifolds with Ricci curvatures bounded below by a negative function. Indeed, for these manifolds we prove that all harmonic functions (maps) with certain growth are constant. In particular, the well-known Liouville theorem due to Cheng for sublinear harmonic functions (maps) is generalized. Moreover, our results imply the Brownian coupling property for a class of negatively curved Riemannian manifolds. This leads to a negative answer to a question of Kendall concerning the Brownian coupling property.     

Observation of hydrogen induced intermediate borides in PrFeB based alloys by Mössbauer effect spectroscopy

In the present work, a quantitative analysis of the phase compositions by Mössbauer effect spectroscopy of solid and conventional hydrogen disproportionated Pr_13.7Fe_80.3B_6.0 and Pr_13.7Fe_63.5Co_16.7Zr_0.1B_6.0 alloys was carried out. Significant amounts of intermediate borides t-Fe₃B and Pr(Fe, Co)₁₂B₆ were detected after solid hydrogen disproportionation treatment in Pr_13.7Fe_80.3B_6.0 and Pr_13.7Fe_63.5Co_16.7Zr_0.1B_6.0 alloys, respectively. After conventional hydrogenation–disproportionation–desorption–recombination treatment these phases were not detected and in no case residual Pr₂Fe₁₄B-phase was found. It was observed that the amount of intermediate borides after disproportionation can be correlated with the degree of texture after recombination at various temperatures.     

About Regularity of Collections of Sets

The paper continues investigations of stationarity and regularity properties of collections of sets in normed spaces. It contains a summary of different characterizations (both primal and dual) of regularity and a list of sufficient conditions for a collection of sets to be regular.     

Some Results behind Dividend Problems

We consider the basic dividend problem of the compound Poisson model with constant barrierstrategy.Some results concealed behind the dividend problem are made explicit in the present work.Differentmethods and some of which are firstly given in this paper.All these results presented certain direct relationshipbetween some important actuary variables in classical risk theory is also revealed.     

Chaotic oscillations and noise transformations in a simple dissipative system with delayed feedback

We analyze the statistical behavior of signals in nonlinear circuits with delayed feedback in the presence of external Markovian noise. For the special class of circuits with intense phase mixing we develop an approach for the computation of the probability distributions and multitime correlation functions based on the random phase approximation. Both Gaussian and Kubo-Andersen models of external noise statistics are analyzed and the existence of the stationary (asymptotic) random process in the long-time limit is shown. We demonstrate that a nonlinear system with chaotic behavior becomes a noise amplifier with specific statistical transformation properties.     

On bulk-service MAP/PH L,N /1/N G-Queues with repeated attempts

We consider a retrial queue with a finite buffer of size N, with arrivals of ordinary units and of negative units (which cancel one ordinary unit), both assumed to be Markovian arrival processes. The service requirements are of phase type. In addition, a PH^L,N bulk service discipline is assumed. This means that the units are served in groups of size at least L, where 1≤ L≤ N. If at the completion of a service fewer than L units are present at the buffer, the server switches off and waits until the buffer length reaches the threshold L. Then it switches on and initiates service for such a group of units. On the contrary, if at the completion of a service L or more units are present at the buffer, all units enter service as a group. Units arriving when the buffer is full are not lost, but they join a group of unsatisfied units called “orbit”. Our interest is in the continuous-time Markov chain describing the state of the queue at arbitrary times, which constitutes a level dependent quasi-birth-and-death process. We start by analyzing a simplified version of our queueing model, which is amenable to numerical calculation and is based on spatially homogeneous quasi-birth-and-death processes. This leads to modified matrix-geometric formulas that reveal the basic qualitative properties of our algorithmic approach for computing performance measures. AMS Subject Classification: Primary 60K25 Secondary 68M20 90B22.     

标的股价服从混合过程的期权定价公式及有限元算法

本文将马尔科夫跳跃过程叠加于 Ito过程 ,形成混合过程 ,并用该过程来刻画股价走势情况。而后在标的股价服从混合过程的基础上 ,推导出了欧式看涨期权的定价公式 ,并对美式看跌期权定价给出了有限元算法。     

一类二阶两点边值问题的单调迭代方法

通过改进经典的单调迭代方法对于一类二阶两点边值的问题的正解建立了单调迭代程序。这些迭代程序都是从常值函数开始的，因而是可行并且有效的。