Asymptotically minimax testing ofr>2 simple hypotheses

In this paper, we consider the problem of asymptotically minimax testing ofr≥2 simple hypotheses when a general stochastic process is observed. We establish general conditions for the exponential decrease of maximal probability errors of minimax tests as the number of observations increases. At the present time, similar results for testing several multinomial schemes were obtained by Salihov [8]. Similar results for testing two simple hypotheses were obtained in [5]. In the proofs of the main results, we use the theory of large deviations ([3], [2]). In Sec. 1, the main result is proved. In Secs. 2–4, we analyze the i.i.d. case, nonhomogeneous Poisson processes, and renewal processes as examples. Published in Lietuvos Matematikos Rinkinys, Vol. 40, No. 3, pp. 313–320, July–September, 2000.     

关于非负下半连续函数最优可测耦合的存在性及其应用

本文证明了两个转移概率关于非负下半连续函数最优可测耦合的存在性定理．作为对这一结果的应用,推广了Ｓｔｒａｓｓｅｎ定理,进而证明了跳过程的随机可比性等价于保序耦合的存在性．     

Effect of Conversion Process([I]-P→ΛΛ) in[I]--Hypernuclei

Effect of conversion process ([I]-P→ΛΛ) on[I]--hypernucleus is studied for [I]12-Be. It is found that theconversion process has a certain extent effect on properties of low-lying states of the[I]--hypernuclei.     

A generalization of inverse distance weighting and an equivalence relationship to noise-free Gaussian process interpolation via Riesz representation theorem

In this paper, we show the relationship between two seemingly unrelated approximation techniques. On the one hand, a certain class of Gaussian process-based interpolation methods, and on the other hand inverse distance weighting, which has been developed in the context of spatial analysis where there is often a need for interpolating from irregularly spaced data to produce a continuous surface. We develop a generalization of inverse distance weighting and show that it is equivalent to the approximation provided by the class of Gaussian process-based interpolation methods. The equivalence is established via an elegant application of Riesz representation theorem concerning the dual of a Hilbert space. It is thus demonstrated how a classical theorem in linear algebra connects two disparate domains.     

Convex integral functionals of regular processes

This article gives dual representations for convex integral functionals on the linear space of regular processes. This space turns out to be a Banach space containing many more familiar classes of stochastic processes and its dual can be identified with the space of optional random measures with essentially bounded variation. Combined with classical Banach space techniques, our results allow for a systematic treatment of stochastic optimization problems over BV processes and, in particular, yields a maximum principle for a general class of singular stochastic control problems.     

Fractional diffusion-type equations with exponential and logarithmic differential operators

We deal with some extensions of the space-fractional diffusion equation, which is satisfied by the density of a stable process (see Mainardi et al. (2001)): the first equation considered here is obtained by adding an exponential differential (or shift) operator expressed in terms of the Riesz–Feller derivative. We prove that this produces a random component in the time-argument of the corresponding stable process, which is represented by the so-called Poisson process with drift. Analogously, if we add, to the space-fractional diffusion equation, a logarithmic differential operator involving the Riesz-derivative, we obtain, as a solution, the transition semigroup of a stable process subordinated by an independent gamma subordinator with drift. Finally, we show that an extension of the space-fractional diffusion equation, containing both the fractional shift operator and the Feller integral, is satisfied by the transition density of the process obtained by time-changing the stable process with an independent linear birth process with drift.     

Exact field-driven interface dynamics in the two-dimensional stochastic Ising model with helicoidal boundary conditions

We investigate the interface dynamics of the two-dimensional stochastic Ising model in an external field under helicoidal boundary conditions. At sufficiently low temperatures and fields, the dynamics of the interface is described by an exactly solvable high-spin asymmetric quantum Hamiltonian that is the infinitesimal generator of the zero range process. Generally, the critical dynamics of the interface fluctuations is in the Kardar–Parisi–Zhang universality class of critical behavior. We remark that a whole family of RSOS interface models similar to the Ising interface model investigated here can be described by exactly solvable restricted high-spin quantum XXZ$XXZ$-type Hamiltonians.     

Asymptotic properties of a stochastic chemostat including species death rate

This paper deals with a stochastic system which models the population dynamics of a chemostat including species death rate. On the basis of the theory on Markov semigroup, we demonstrate that the probability densities of the distributions for the solutions are absolutely continuous. The densities will convergence in L¹ to an invariant density or weakly convergence to a singular measure under appropriate conditions. We also give the sufficient criteria for extinction exponentially of the species. To be specific, when D₁>D and the strength of perturbation is relatively small, we derive a precise threshold for the species survival.     

Impact of Linear Operator on the Convergence of HAM Solution: A Modified Operator Approach

The linear operator plays an important role in the computational process of Homotopy Analysis Method (HAM). In HAM frame any kind of linear operator can be chosen to develop a solution. Hence, it is easy to introduce the modified/physical parameter dependent linear operators. The effective use of these operators has been judged through solving fluid flow problems. Modification in linear operators affects the solution and improves the computational efficiency of HAM for larger values of parameters. The convergence rate of the solution is rapid and several times higher resulting in less computational time.     

Feynman-Kac Formula for Left Continuous Additive Functionals and Extended Kato Class Measures

The perturbation of the generator of a Borel right process by a signed measure is investigated, using probabilistic and analytic potential theoretical methods. We establish a Feynman-Kac formula associated with measures charging no polar set and belonging to an extended Kato class. A main tool of this approach is the validity of a Khas’minskii Lemma for Stieltjes exponentials of positive left continuous additive functionals.