Random Variable Generation Using Concavity Properties of Transformed Densities

Abstract

Algorithms are developed for constructing random variable generators for families of densities. The generators depend on the concavity structure of a transformation of the density. The resulting algorithms are rejection algorithms and the methods of this article are concerned with constructing good rejection algorithms for general densities.     

The central limit theorem for stationary Markov processes with normal generator—with applications to hypergroups

We extend the central limit theorem for additive functionals of a stationary, ergodic Markov chain with normal transition operator due to Gordin and Lif?ic, 1981 [A remark about a Markov process with normal transition operator, In: Third Vilnius Conference on Probability and Statistics 1, pp. 147–48] to continuous-time Markov processes with normal generators. As examples, we discuss random walks on compact commutative hypergroups as well as certain random walks on non-commutative, compact groups.     

Infinitesimal Generators of C *-Algebras

We develop the method introduced previously, to construct infinitesimal generators on locally compact group C ^*-algebras and on tensor product of C ^*-algebras. It is shown in particular that there is a C ^* -algebra A such that the C ^*-tensor product of A and an arbitrary C ^*-algebra B can have a non-approximately inner strongly one parameter group of ^*-automorphisms.     

Leonard Pairs and Leonard Triples of q-Racah Type from the Quantum Algebra U q (sl 2)

In this article, we describe the construction of Leonard pairs and Leonard triples that have q-Racah type from U _q (sl ₂)-modules by using equitable generators of U _q (sl ₂). Our result solves an open problem proposed by Terwilliger.     

On the Linear Complexity Profile of Nonlinear Congruential Pseudorandom Number Generators with Dickson Polynomials

Linear complexity and linear complexity profile are important characteristics of a sequence for applications in cryptography and Monte-Carlo methods. The nonlinear congruential method is an attractive alternative to the classical linear congruential method for pseudorandom number generation. Recently, a weak lower bound on the linear complexity profile of a general nonlinear congruential pseudorandom number generator was proven by Gutierrez, Shparlinski and the first author. For most nonlinear generators a much stronger lower bound is expected. Here, we obtain a much stronger lower bound on the linear complexity profile of nonlinear congruential pseudorandom number generators with Dickson polynomials.     

自反Banach空间中C0-半群族的稳定性

主要讨论了自反Banach空间中一类C0-半群族{Th(t)}稳定性问题,证明了此类半群族{Th(t)}指数稳定与弱Lp-稳定是等价的.     

Limit theorem and uniqueness theorem of backward stochastic differential equations

This paper establishes a limit theorem for solutions of backward stochastic differential equations (BSDEs). By this limit theorem, this paper proves that, under the standard assumption g(t,y,0) = 0, the generator g of a BSDE can be uniquely determined by the corresponding g-expectationεg;this paper also proves that if a filtration consistent expectation S can be represented as a g-expectationεg, then the corresponding generator g must be unique.