一类二维空间中广义Boussinesq水波系统解的渐近性

在二维空间中，讨论了一类Boussinesq水波系统并用初值中出现的小参数的级数形式表示了此系统的确切解，得到了此解的长时间渐近行为按指数衰减．     

带不同分布增量的随机和的局部渐近性

在Asmussen,Foss and Korshunov(J.Theoretical Probab.,2003,16(2):489-518)的基础上,讨论了支撑在(-∞,∞)上的不同分布的卷积的封闭性及带上述不同分布增量的局部渐近性.上述分布包括了常见的轻尾分布和重尾分布.     

A remark on the Lifshitz tail for Schrödinger operator with random magnetic field

In this note, we consider the Lifshitz singularity for Schrödinger operator with ergodic random magnetic field. A key estimate is an energy bound for magnetic Schrödinger operators as discussed in Nakamura [8]. Here we remove a technical assumption in [8], namely, the uniform boundedness of the magnetic field.     

自正则Chung型重对数律的精确渐近性

设X,X_1,X_2,…为零均值、非退化、吸引域为正态吸引场的独立同分布随机变量序列,记S_n=■X_j,M_n=■|S_k|,V_n~2=■X_j~2,n≥1.证明了当b>-1时,■δ~(-2(b 1))■(log log n)~P/(n log n)P(Mn/V_n≤ε~(π~2)/(8lgo log n)~(1/2)) =4/πГ(b 1)■~(-1)~k/(2k 1)~(2b 3).     

独立与NA列部分和的精致渐近性

令{X,Xi:i≥1)为属于非退化稳定分布一般吸引场的独立同分布随机变量列,Sn=∑i=1nXi.本文对十分广泛的拟权函数和边界函数得到了Sn的精致渐近的结果和正态吸引场强平稳NA列部分和的精致渐近的结果,改进并推广了Wang等的结果,从而使此前关于独立列和NA列部分和精致渐近性方面的许多经典的和最新的结果都可以包括在本文的框架之内.     

Tail Bounds for the Supremums of Empirical Processes over Unbounded Classes of Functions

So far the study of exponential bounds of an empirical process has been restricted to a bounded index class of functions. The case of an unbounded index class of functions is now studied on the basis of a new symmetrization idea and a new method of truncating the original probability space; the exponential bounds of the tail probabilities for the supremum of the empirical process over an unbounded class of functions are obtained. The exponential bounds can be used to establish laws of the logarithm for the empirical processes over unbounded classes of functions.     

带有相依重尾冲击的Poisson噪音过程尾的一致渐近性质

本文考虑了带有某种相依重尾冲击的Poisson噪音过程尾的一致渐近性质.当冲击是二元上尾渐近独立的非负随机变量具有长尾和控制变化尾分布且噪音函数具有正的上下界时,得到了过程尾概率的一致渐近公式.进而,当冲击具有连续的一致变化尾分布时,去除了噪音函数具有正的下界的限制.对于噪音函数不一定具有正的上界的情形,当冲击具有两两负象限相依结构时,也得到了一致渐近性结果.     

Flow Asymptotics of a Viscous Compressible Fluid with Discontinuous Initial Data

Asymptotics of a continuous solution to a plane problem on the motion of a viscous incompressible fluid with discontinuous initial velocity and pressure fields is studied by the boundarylayer method with simultaneous stretching of space and time coordinates.     

On Boundary Damping for a Weakly Nonlinear Wave Equation

In this paper an initial-boundary value problem for a weakly nonlinear string(or wave) equation with non-classical boundary conditions is considered. Oneend of the string is assumed to be fixed and the other end of the string isattached to a spring-mass-dashpot system, where the damping generated by thedashpot is assumed to be small. This problem can be regarded as a rather simple model describing oscillationsof flexible structures such as suspension bridges or overhead transmission lines in a windfield. A multiple-timescales perturbation method will be usedto construct formal asymptotic approximations of the solution. It will also beshown that all solutions tend to zero for a sufficiently large value of thedamping parameter. For smaller values of the damping parameter it will be shownhow the string-system eventually will oscillate.     

基于时变SJC-Copula对商品期货市场间风险传染的探究

分别选取WIND商品指数和CRB指数作为衡量我国商品期货市场及国际商品期货市场综合价格的指标,利用时变SJC-Copula模型构建两者之间的动态相依结构,通过动态的尾部相关系数来探究我国商品期货市场与国际市场间的尾部相关性.实证结果表明,我国商品期货市场与国际市场间的上尾相关性要强于下尾相关性,即当商品期货价格上涨时,两个市场间更易发生风险传染.