Multivariate Liouville distributions

A random vector (X₁, …, X_n), with positive components, has a Liouville distribution if its joint probability density function is of the formf(x₁ + … + x_n)x₁^a₁.1 … x_n^a_n.1 with thea_i all positive. Examples of these are the Dirichlet and inverted Dirichlet distributions. In this paper, a comprehensive treatment of the Liouville distributions is provided. The results pertain to stochastic representations, transformation properties, complete neutrality, marginal and conditional distributions, regression functions, and total positivity and reverse rule properties. Further, these topics are utilized in various characterizations of the Dirichlet and inverted Dirichlet distributions. Matrix analogs of the Liouville distributions are also treated, and many of the results obtained in the vector setting are extended appropriately.     

Development of boundary element method to dynamic problems for porous media

Biot's consolidation theory is extended to a general class of viscoelastic bodies defined by Riemann-Stieltjes integral convolutions. From a new reciprocity theorem, proved for the governing equations including the inertia terms, the basic integral representations of the displacement fields and pore pressure are obtained. It is shown that, in the absence of internal inputs, a formulation of the dynamic problem in terms of the boundary unknown fields only is possible.     

Quasi-Permutation Representations of Metacyclic p-Groups With Non-Cyclic Center

By a quasi-permutation matrix we mean a square matrix over the complex field with non-negative integral trace. Thus every permutation matrix over is a quasi-permutation matrix. For a given finite group G, let p(G) denote the minimal degree of a faithful permutation representation of G (or of a faithful representation of G by permutation matrices), let q (G) denote the minimal degree of a faithful representation of G by quasi-permutation matrices over the rational field , and let c(G) be the minimal degree of a faithful representation of G by complex quasi-permutation matrices. In this paper we will calculate c(G), q(G), and p(G), where G is a metacyclic p-group with non-cyclic center and p is either 2 or an odd prime number.AMS Subject Classification (2000) 20C15     

辫子群的全部二维不可约表示

通过直接解矩阵方程给出了Bn群的全部二维不可约表示．     

四元数矩阵方程的复转化及保结构算法

给出四元数矩阵复表示运算定义及其相关性质,并运用复表示运算的保结构特性,讨论了四元数矩阵Moore-Penrose逆计算以及两类四元数矩阵方程AXB=C和AX-XB=C的数值求解方法.数值算例检验了所给算法的可行性.     

Measure and integration: The basic extension and representation theorems in terms of new inner and outer envelopes

The work of the author in measure and integration is based on new inner and outer envelope formations, which replace the traditional Carathéodory outer measure and certain simple suprema and infima. The new formations lead to essential improvements in both the extent and the adequacy of the basic results. However, they did not find an entrance into the recent textbook literature. The present paper seeks to demonstrate their power with the examples of the basic inner and outer extension and representation theorems for set functions and functionals.     

Functional ergodic limits for occupation time processes of site-dependent branching Brownian motions in R

We consider a kind of site-dependent branching Brownian motions whose branching laws depend on the site-branching factorσ(·).We focus on the functional ergodic limits for the occupation time processes of the models in R.It is proved that the limiting process has the form ofλξ(·),where A is the Lebesgue measure on IE andξ(·)is a real-valued process which is non-degenerate if and only ifσis integrable.Whenξ(·)is non-degenerate,it is strictly positive for t0.Moreover,ξconverges to O in finite-dimensional distributions if the integral ofσtends to infinity.     

Continuous local martingales and stochastic integration in UMD Banach spaces

Recently, van Neerven, Weis and the author, constructed a theory for stochastic integration of UMD Banach space valued processes. Here the authors use a (cylindrical) Brownian motion as an integrator. In this note we show how one can extend these results to the case where the integrator is an arbitrary real-valued continuous local martingale. We give several characterizations of integrability and prove a version of the Itô isometry, the Burkholder–Davis–Gundy inequality, the Itô formula and the martingale representation theorem.