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91.
Pavle Mladenovic´ 《Extremes》1999,2(4):405-419
Let X
n1
*
, ... X
nn
*
be a sequence of n independent random variables which have a geometric distribution with the parameter p
n = 1/n, and M
n
*
= \max\{X
n1
*
, ... X
nn
*
}. Let Z
1, Z2, Z3, ... be a sequence of independent random variables with the uniform distribution over the set N
n = {1, 2, ... n}. For each j N
n let us denote X
nj = min{k : Zk = j}, M
n = max{Xn1, ... Xnn}, and let S
n be the 2nd largest among X
n1, Xn2, ... Xnn. Using the methodology of verifying D(un) and D'(un) mixing conditions we prove herein that the maximum M
n has the same type I limiting distribution as the maximum M
n
*
and estimate the rate of convergence. The limiting bivariate distribution of (Sn, Mn) is also obtained. Let
n, n Nn,
,
and T
n = min{M(An), M(Bn)}. We determine herein the limiting distribution of random variable T
n in the case
n ,
n/n > 0, as n . 相似文献
92.
Mikael Raab 《Extremes》1999,1(3):295-321
Consider a finite sequence of Gaussian random variables. Count the number of exceedances of some level a, i.e. the number of values exceeding the level. Let this level and the length of the sequence increase simultaneously so that the expected number of exceedances remains fixed. It is well-known that if the long-range dependence is not too strong, the number of exceeding points converges in distribution to a Poisson distribution. However, for sequences with some individual large correlations, the Poisson convergence is slow due to clumping. Using Steins method we show that, at least for m-dependent sequences, the rate of convergence is improved by using compound Poisson as approximating distribution. An explicit bound for the convergence rate is derived for the compound Poisson approximation, and also for a subclass of the compound Poisson distribution, where only clumps of size two are considered. Results from numerical calculations and simulations are also presented. 相似文献
93.
刘立山 《曲阜师范大学学报》1994,(Z1)
在弱序列完备的Banach空间中,利用推理论和单调迭代方法,研究了混合型非线性积分-微分方程初值问题最大解和最小解的存在性。其结果改进和推广了许多已知的结果。 相似文献
94.
厉则治 《厦门大学学报(自然科学版)》1987,(5)
本文证明,取值于收敛复数列Banach空间c的随机元列Vn,不能同时满足EV_n=0,||V_n||≡1及||∑_(i=1)~nV_1/n||≡1.c为收敛实数列空间时,这是Taylor在Stochastic Convergence of Weighted sums of Random Elementsin Linear Spaces,Springer,107面中提出的一个猜想,已被作者解决,并在1986年世界数学家会议上宣读,当时有人问,c能否是收敛复数列空间?本文回答了这个问题. 相似文献
95.
Extended well-posedness of optimization problems 总被引:8,自引:0,他引:8
T. Zolezzi 《Journal of Optimization Theory and Applications》1996,91(1):257-266
The well-posedness concept introduced in Ref. 1 for global optimization problems with a unique solution is generalized here to problems with many minimizers, under the name of extended well-posedness. It is shown that this new property can be characterized by metric criteria, which parallel to some extent those known about generalized Tikhonov well-posedness.This work was partially supported by MURST, Fondi 40%, Rome, Italy. 相似文献
96.
Valter Franceschini 《Journal of statistical physics》1980,22(3):397-406
For some high values of the Rayleigh numberr, the Lorenz model exhibits laminar behavior due to the presence of a stable periodic orbit. A detailed numerical study shows that, forr decreasing, the turbulent behavior is reached via an infinite sequence of bifurcations, whereas forr increasing, this is due to a collapse of the stable orbit to a hyperbolic one. The infinite sequence of bifurcations is found to be compatible with Feigenbaum's conjecture. 相似文献
97.
98.
M.R. Leadbetter G. Lindgren H. Rootzén 《Stochastic Processes and their Applications》1978,8(2):131-139
The asymptotic distribution of the maximum Mn=max1?t?nξt in a stationary normal sequence ξ1,ξ,… depends on the correlation rt between ξ0 and ξt. It is well known that if rt log t → 0 as t → ∞ or if Σr2t<∞, then the limiting distribution is the same as for a sequence of independent normal variables. Here it is shown that this also follows from a weaker condition, which only puts a restriction on the number of t-values for which rt log t islarge. The condition gives some insight into what is essential for this asymptotic behaviour of maxima. Similar results are obtained for a stationary normal process in continuous time. 相似文献
99.
This paper is concerned with large- error estimates concerning convergence in distribution as well as norm convergence for Banach space-valued martingale difference sequences. Indeed, two general limit theorems equipped with rates of convergence for such difference sequences are established. Applications of these lead to the central limit theorem and the weak law of large numbers with rates for Banach space-valued martingales. 相似文献
100.
Dvinskikh SV Zimmermann H Maliniak A Sandström D 《Journal of magnetic resonance (San Diego, Calif. : 1997)》2004,168(2):5967-201
A novel MAS NMR approach is presented for the determination of heteronuclear dipolar couplings in unoriented materials. The technique is based on the proton-detected local field (PDLF) protocol, and achieves dipolar recoupling by R-type radio-frequency irradiation. The experiment, which is called R-PDLF spectroscopy, is demonstrated on solid and liquid-crystalline systems. For mobile systems, it is shown that the R-PDLF scheme provides better dipolar resolution as compared to techniques combining conventional separated local field (SLF) spectroscopy with R-type recoupling. 相似文献