Some properties of the bivariate lognormal distribution for reliability applications

In this paper, we study the bivariate lognormal distribution from a reliability point of view. The conditional distribution of X given Y > y is found to be log‐skew normal. The monotonicity of the hazard rates of the univariate as well as the conditional distributions is discussed. Clayton's association measure is obtained in terms of the hazard gradient, and its value in the case of our model is derived. The probability distributions, in the case of series and parallel systems, are derived, and the monotonicity of their failure rates is discussed. Three real applications of the bivariate lognormal distribution are provided, two from financial economics and one from reliability. Copyright © 2012 John Wiley & Sons, Ltd.     

矢值Banach序列空间ss(E)的单调性

刻画了赋序列范数的矢值Banach序列空间ss(E)的严格单调性、局部一致单调性和一致单调性,给出了它们的充要条件.主要结果为:①ss(E)是严格单调的当且仅当ss和E是严格单调的;②ss(E)局部一致单调的当且仅当ss和E是局部一致单调的;③ss(E)是一致单调的当且仅当ss和E是一致单调的.     

一个带不确定权的积分方程组解的对称性

结合积分形式移动平面法的思想,讨论Rn上积分方程组u(x)=∫Rn|x-y|α-na(y)v(y)qdy,v(x)=∫Rn|x-y|α-nb(y)u(y)pdy的正解关于某一点的对称性和单调性,其中0αn,p,q1,p+11+q+11=n n-α,a(x)和b(x)满足一些对称性、单调性.     

Feigenbaum方程的一类精确解的凹凸性

研究Feigenbaum方程的一类简单的精确解的性质．它为分段分式线性函数．采用分析的方法,对其各段凹凸性进行充分讨论．从而,完成对其解曲线的整体凹凸性进行研究。     

F(p,q,s)空间的嵌入关系

为得到一类广泛的解析函数空间F(p,q,s)之间的嵌入关系,将每个空间F(p,q,s)对应为三维空间R(F)中一点(p,q,s),从而将空间之间的嵌入关系转化为三维空间中直线的单调性进行了研究,完善了已有的结果.     

Inequalities for the Gaussian hypergeometric function

we study the monotonicity of certain combinations of the Gaussian hypergeometric functions F(-1/2,1/2;1;1- xc) and F(-1/2- δ,1/2 + δ;1;1- xd) on(0,1) for given 0 c 5d/6 ∞ andδ∈(-1/2,1/2),and find the largest value δ1 = δ1(c,d) such that inequality F(-1/2,1/2;1;1- xc) F(-1/2- δ,1/2 + δ;1;1- xd) holds for all x ∈(0,1). Besides,we also consider the Gaussian hypergeometric functions F(a- 1- δ,1- a + δ;1;1- x3) and F(a- 1,1- a;1;1- x2) for given a ∈ [1/29,1) and δ∈(a- 1,a),and obtain the analogous results.     

On a theorem of Marcinkiewicz and Zygmund

Let {ϕn(x)} be an orthonormal system on the closed interval [0,1], and let ∥ϕ _n ∥_∞ ≤M _n . In 1937 Marcinkiewicz and Zygmund obtained an estimate of the norm inL _q [0,1] of the sum of the series ∑ _n=1 ^∞ c _n ϕ _n (x) under the condition that {M _n } is monotone increasing. In this paper it is shown that this condition cannot be discarded. Translated fromMatematicheskie Zametki, Vol. 63, No. 3, pp. 386–390, March, 1998. The author wishes to thank V. I. Kolyada for setting the problem and for his permanent attention to this work.     

On first passage time structure of random walks

For continuous time birth-death processes on {0,1,2,…}, the first passage time T⁺_n from n to n + 1 is always a mixture of (n + 1) independent exponential random variables. Furthermore, the first passage time T_0,n+1 from 0 to (n + 1) is always a sum of (n + 1) independent exponential random variables. The discrete time analogue, however, does not necessarily hold in spite of structural similarities. In this paper, some necessary and sufficient conditions are established under which T⁺_n and T_0,n+1 for discrete time birth-death chains become a mixture and a sum, respectively, of (n + 1) independent geometric random variables on {1,2,…};. The results are further extended to conditional first passage times.     

Uniformly locally o-minimal structures and locally o-minimal structures admitting local definable cell decomposition

We define and investigate a uniformly locally o-minimal structure of the second kind in this paper. All uniformly locally o-minimal structures of the second kind have local monotonicity, which is a local version of monotonicity theorem of o-minimal structures. We also demonstrate a local definable cell decomposition theorem for definably complete uniformly locally o-minimal structures of the second kind. We define dimension of a definable set and investigate its basic properties when the given structure is a locally o-minimal structure which admits local definable cell decomposition.     

关于双特征Beltrami方程

该文研究空间Ｂｅｌｔｒａｍｉ方程的推广形式，即双特征Ｂｅｌｔｒａｍｉ方程．利用外微分形式与矩阵的外代数等工具，将双特征Ｂｅｌｔｒａｍｉ方程转化为一个非齐次的狆 调和方程，转化过程中只用到加于特征矩阵的一致椭圆型条件．然后验证了算子犃满足的条件：Ｌｉｐｓｃｈｉｔｚ型条件、单调不等式、齐次性条件以及算子犅满足的控制增长条件．并利用得到的狆 调和方程，给出了双特征Ｂｅｌｔｒａｍｉ方程广义解分量函数的弱单调性结果．