An asymptotic method for calculating limits of maximal means

For a continuous almost periodic function , we show that the function

Entire functions, analytic continuation, and the fractional parts of a linear function

The main result of the paper is as follows.Theorem. Suppose that G(z) is an entire function satisfying the following conditions: 1) the Taylor coefficients of the function G(z) are nonnegative: 2) for some fixed C>0 and A>0 and for |z|>R₀, the following inequality holds:

一种改进的无约束非光滑优化问题的信赖域算法

本文提出了一种新的求解无约束非光滑优化问题的信赖域算法,并证明了该算法的迭代点列的任何聚点都是的问题的稳定点。     

单位圆内零级Taylor级数

我们研究了单位圆内零级Ｔａｙｌｏｒ级数的增性,得到它们的系数与增长性间的关系。     

Disjoint Hamilton cycles in the random geometric graph

We consider the standard random geometric graph process in which n vertices are placed at random on the unit square and edges are sequentially added in increasing order of edge‐length. For fixed k?1, weprove that the first edge in the process that creates a k‐connected graph coincides a.a.s. with the first edge that causes the graph to contain k/2 pairwise edge‐disjoint Hamilton cycles (for even k), or (k?1)/2 Hamilton cycles plus one perfect matching, all of them pairwise edge‐disjoint (for odd k). This proves and extends a conjecture of Krivelevich and M ler. In the special case when k = 2, our result says that the first edge that makes the random geometric graph Hamiltonian is a.a.s. exactly the same one that gives 2‐connectivity, which answers a question of Penrose. (This result appeared in three independent preprints, one of which was a precursor to this article.) We prove our results with lengths measured using the ?_p norm for any p>1, and we also extend our result to higher dimensions. © 2011 Wiley Periodicals, Inc. J Graph Theory 68:299‐322, 2011     

Scaling of particle trajectories on a lattice

The scaling behavior of the closed trajectories of a moving particle generated by randomly placed rotators or mirrors on a square or triangular lattice is studied numerically. On both lattices, for most concentrations of the scatterers the trajectories close exponentially fast. For special critical concentrations infinitely extended trajectories can occur which exhibit a scaling behavior similar to that of the perimeters of percolation clusters.At criticality, in addition to the two critical exponents =15/7 andd _f=7/4 found before, the critical exponent =3/7 appears. This exponent determines structural scaling properties of closed trajectories of finite size when they approach infinity. New scaling behavior was found for the square lattice partially occupied by rotators, indicating a different universality class than that of percolation clusters.Near criticality, in the critical region, two scaling functions were determined numerically:f(x), related to the trajectory length (S) distributionn _s, andh(x), related to the trajectory sizeR _s (gyration radius) distribution, respectively. The scaling functionf(x) is in most cases found to be a symmetric double Gaussian with the same characteristic size exponent =0.433/7 as at criticality, leading to a stretched exponential dependence ofn _S onS, n_Sexp(–S ^6/7). However, for the rotator model on the partially occupied square lattice an alternative scaling function is found, leading to a new exponent =1.6±0.3 and a superexponential dependence ofn _S onS.h(x) is essentially a constant, which depends on the type of lattice and the concentration of the scatterers. The appearance of the same exponent =3/7 at and near a critical point is discussed.     

Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem

This paper concerns optimal investment problem with proportional transaction costs and finite time horizon based on exponential utility function. Using a partial differential equation approach, we reveal that the problem is equivalent to a parabolic double obstacle problem involving two free boundaries that correspond to the optimal buying and selling policies. Numerical examples are obtained by the binomial method.     

The plane wave expansion, infinite integrals and identities involving spherical Bessel functions

This paper shows that the plane wave expansion can be a useful tool in obtaining analytical solutions to infinite integrals over spherical Bessel functions and the derivation of identities for these functions. The integrals are often used in nuclear scattering calculations, where an analytical result can provide an insight into the reaction mechanism. A technique is developed whereby an integral over several special functions which cannot be found in any standard integral table can be broken down into integrals that have existing analytical solutions.     

A rational Arnoldi approach for ill-conditioned linear systems

For the solution of full-rank ill-posed linear systems a new approach based on the Arnoldi algorithm is presented. Working with regularized systems, the method theoretically reconstructs the true solution by means of the computation of a suitable function of matrix. In this sense, the method can be referred to as an iterative refinement process. Numerical experiments arising from integral equations and interpolation theory are presented. Finally, the method is extended to work in connection with the standard Tikhonov regularization with the right-hand side contaminated by noise.     

非对称损失函数下Burr Ⅻ型分布可靠性指标的Bayes估计

本文研究了R=P(Y＜X)在两种非对称损失函数下的Bayes估计问题,其中随机变量X和Y相互独立且服从不同的Burr XII型分布.利用Lindley近似方法,获得了Bayes估计的显式近似表达式,通过随机模拟比较了不同损失函数下的Bayes估计的性质.