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Abstract

Realistic stochastic modeling is increasingly requiring the use of bounded noises. In this work, properties and relationships of commonly employed bounded stochastic processes are investigated within a solid mathematical ground. Four families are object of investigation: the Sine-Wiener (SW), the Doering–Cai–Lin (DCL), the Tsallis–Stariolo–Borland (TSB), and the Kessler–Sørensen (KS) families. We address mathematical questions on existence and uniqueness of the processes defined through Stochastic Differential Equations, which often conceal non-obvious behavior, and we explore the behavior of the solutions near the boundaries of the state space. The expression of the time-dependent probability density of the Sine-Wiener noise is provided in closed form, and a close connection with the Doering–Cai–Lin noise is shown. Further relationships among the different families are explored, pathwise and in distribution. Finally, we illustrate an analogy between the Kessler–Sørensen family and Bessel processes, which allows to relate the respective local times at the boundaries.  相似文献   
3.
In this paper, we study the existence of the uniformly minimum risk equivariant (UMRE) estimators of parameters in a class of normal linear models, which include the normal variance components model, the growth curve model, the extended growth curve model, and the seemingly unrelated regression equations model, and so on. The necessary and sufficient conditions are given for the existence of UMRE estimators of the estimable linear functions of regression coefficients, the covariance matrixV and (trV)α, where α > 0 is known, in the models under an affine group of transformations for quadratic losses and matrix losses, respectively. Under the (extended) growth curve model and the seemingly unrelated regression equations model, the conclusions given in literature for estimating regression coefficients can be derived by applying the general results in this paper, and the sufficient conditions for non-existence of UMRE estimators ofV and tr(V) are expanded to be necessary and sufficient conditions. In addition, the necessary and sufficient conditions that there exist UMRE estimators of parameters in the variance components model are obtained for the first time.  相似文献   
4.
Emden方程的Mei对称性、Lie对称性和Noether对称性   总被引:1,自引:0,他引:1       下载免费PDF全文
顾书龙  张宏彬 《物理学报》2006,55(11):5594-5597
研究Emden动力学方程的形式不变性即Mei对称性,给出其定义和确定方程,研究Emden方程的Mei对称性与Noether对称性、Lie对称性之间的关系,寻求系统的守恒量,给出一个例子说明结果的应用. 关键词: Emden动力学方程 Mei对称性 Noether对称性 Lie对称性  相似文献   
5.
We construct the complex simple Lie algebras using elementary algebraic geometry. We use our construction to obtain a new proof of the classification of complex simple Lie algebras that does not appeal to the classification of root systems.  相似文献   
6.
Granted the post-Lorentzian relativistic kinematic transformations are described in the Finslerian framework, the uniformity between the actual light-velocity anisotropy change and the anisotropic deformation of measuring rods can be the reason proper for the null results of the Michelson-Morley-type experiments at the first-order level.  相似文献   
7.
用李代数方法分析了高斯分布下强流脉冲束在磁四极透镜中的非线性传输.在高斯分布下,束流的空间电荷势可利用Green函数算出,进而可以得到包含束流自场的粒子运动的Hamilton函数.再施加李变换,就可以得到粒子运动的各级近似解.本文给出二级近似下的结果,根据需要,还可以扩展到更高级近似.计算过程需要进行迭代,即根据每次算出的轨迹值,确定束团在三维实空间中的大小,然后再进行迭代,直到满足精度要求为止.  相似文献   
8.
A group representation of radiation propagation in an anisotropic medium is developed. The system of wave equations for electromagnetic potentials, obtained from the Maxwell equations with account for the constitutive equations, has been factorized. It is shown that the linear differential operator of the factorized system is orthogonal in transparent crystals and unitary in gyrotropic ones and is represented through the momentum operator. On the basis of the commutation relations for the components of this operator, the eigenvalue problem has been solved and the expression for the change in the radiant energy in the crystal in the form of spherical waves has been obtained. The dependences of the ray and phase velocities and the polarization vectors of waves on the birefringence anisotropy and gyrotropy as well as on the angular momentum, displacement current, and bound charge determining them have been analyzed. It has been established that in the general case of gyrotropic crystals where the nonreciprocity phenomenon takes place and in magnetoelectrics Maxwell equations are represented in a form similar to the Dirac equations and the electromagnetic radiation is correctly described by means of bispinors and is quantized as fermions.  相似文献   
9.
研究非Chetaev型变质量非完整系统的Lie对称性与Noether对称性以及其间的 关系,给出Lie对称性导致Noether对称性以及Noether对称性导致Lie对称性的条件.  相似文献   
10.
We construct the polynomial quantization on the space G/H where G=SL(n,R),H=GL(n–1,R). It is a variant of quantization in the spirit of Berezin. In our case covariant and contravariant symbols are polynomials on G/H. We introduce a multiplication of covariant symbols, establish the correspondence principle, study transformations of symbols (the Berezin transform) and of operators. We write a full asymptotic decomposition of the Berezin transform.  相似文献   
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