Stabilized rounded addition of hierarchical matrices

The efficiency of hierarchical matrices is based on the approximate evaluation of usual matrix operations. The introduced approximation error may, however, lead to a loss of important matrix properties. In this article we present a technique which preserves the positive definiteness of a matrix independently of the approximation quality. The importance of this technique is illustrated by an elliptic mixed boundary value problem with tiny Dirichlet part. Copyright © 2007 John Wiley & Sons, Ltd.     

Exactly solvable reaction diffusion models on a Cayley tree

The most general reaction-diffusion model on a Cayley tree with nearest-neighbor interactions is introduced, which can be solved exactly through the empty-interval method. The stationary solutions of such models, as well as their dynamics, are discussed. Concerning the dynamics, the spectrum of the evolution Hamiltonian is found and shown to be discrete, hence there is a finite relaxation time in the evolution of the system towards its stationary state.     

适用于稀疏信道的MVA算法

主要介绍了一种适用于稀疏信道的复杂度可大大降低的Viterbi均衡算法。在本算法中,计算的复杂度并不依赖于信道冲激响应的长度,而是依赖于信道冲激响应中非零系数的数目。仿真结果表明,在稀疏信道下,此算法具有良好的性能,它不仅适用于最小相位系统,也适用于非最小相位系统。     

Another view on martingale central limit theorems

Based on the martingale version of the Skorokhod embedding Heyde and Brown (1970) established a bound on the rate of convergence in the central limit theorem (CLT) for discrete time martingales having finite moments of order 2+2δ with 0<δ1. An extension for all δ>0 was proved in Haeusler (1988). This paper presents a rather quick access based solely on truncation, optional stopping, and prolongation techniques for martingale difference arrays to obtain other upper bounds for sup

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(φbeing the standard normal d.f.) yielding weak sufficient conditions for the asymptotic normality of . It is shown that our approach also yields two types of martingale central limit theorems with random norming.     

二参数有限随机事件流

本文讨论二参数无后效有限随机事件流的鞅性和各种二参数Ｍａｒｋｏｖ性。     

连续型随机变量的函数还是连续型随机变量吗？

本文研究了随机需求下随机利润的分布类型，给出了随机需求为连续型随机变量时，随机利润为连续型随机变量的充分必要条件，生动而有趣地回答了本文提出的问题。     

A weak law for normed weighted sums of random elements in rademacher type p banach spaces

For weighted sums Σ_{j = 1}ⁿa_jV_j of independent random elements {V_n, n ≥ 1} in real separable, Rademacher type p (1 ≤ p ≤ 2) Banach spaces, a general weak law of large numbers of the form (Σ_{j = 1}ⁿa_jV_j − v_n)/b_n →^p 0 is established, where {v_n, n ≥ 1} and b_n → ∞ are suitable sequences. It is assumed that {V_n, n ≥ 1} is stochastically dominated by a random element V, and the hypotheses involve both the behavior of the tail of the distribution of |V| and the growth behaviors of the constants {a_n, n ≥ 1} and {b_n, n ≥ 1}. No assumption is made concerning the existence of expected values or absolute moments of the {V_n, n >- 1}.     

Choosing a random spanning subtree: a case study

Broder⁽⁴⁾ has suggested a stochastic algorithm for generating a random spanning subtree of a graph. This paper studies this algorithm for a special class of graphs. A complete spectral decomposition of the associated Markov chain is given. The analysis available from this is compared to stopping-time techniques and purely geometric bounds on the second eigenvalue.     

Asymptotic distribution of maximal autoregressive process with weight tending to 1

The maximal operator plays the similar role as the summation operator in the sense of stability of operation. So, we could discussARMA processes in the maximal operation by the same way as in the summation operation. However, many papers already treated with moving order statistics. In this paper, we discuss asymptotic behaviors of maximal autoregressive (MAR) processes with the weight tending to 1.     

一类随机利率模型下的年金精算现值

年金在日常生活中被广泛应用,但已往大多研究的是固定年金以及随机利率下的确定年金.本文在前人研究成果的基础上考虑了利率随机波动对生命年金的影响,运用随机利率模型,得出年金精算现值较为简单的递推关系式,并举例说明利率的随机波动对年金精算现值的影响程度,结果表明利率的波动对年金的定价影响非常大,绝对不容忽视.