N指标d维广义Wiener过程象集的m项代数和的几个性质

设珮犠（狋）：犚犖＋ →犚犱是犖指标犱维广义Ｗｉｅｎｅｒ过程，对任意紧集犈１，…，犈犿犚犖＞ ，该文研究了犿项代数和珮犠（犈１）…珮犠（犈犿）的Ｈａｕｓｄｏｒｆｆ维数，Ｐａｃｋｉｎｇ维数和正的Ｌｅｂｅｓｇｕｅ测度及内点的存在性． 其结果包含并推广了布朗单的结果．     

Differential Entropy and Dynamics of Uncertainty

We analyze the functioning of Gibbs-type entropy functionals in the time domain, with emphasis on Shannon and Kullback-Leibler entropies of time-dependent continuous probability distributions. The Shannon entropy validity is extended to probability distributions inferred from L ²(R ⁿ ) quantum wave packets. In contrast to the von Neumann entropy which simply vanishes on pure states, the differential entropy quantifies the degree of probability (de)localization and its time development. The associated dynamics of the Fisher information functional quantifies nontrivial power transfer processes in the mean, both in dissipative and quantum mechanical cases. PACS NUMBERS: 05.45.+b, 02.50.-r, 03.65.Ta, 03.67.-a     

Trace Functionals for a Class of Pseudo-Differential Operators in R n

In this paper we define trace functionals on the algebra of pseudo-differential operators with cone-shaped exits to infinity. Furthermore, we improve the Weyl formula on the asymptotic distribution of eigenvalues and make use of it in order to establish inclusion relations between the interpolation normed ideals of compact operators in L ²(R ⁿ ) and the above operator classes.     

Tribute to Endre Csáki and Pál Révész

Summary This article provides a glimpse of some of the highlights of the joint work of Endre Csáki and Pál Révész since 1979. The topics of this short exploration of the rich stochastic milieu of this inspiring collaboration revolve around Brownian motion, random walks and their long excursions, local times and additive functionals, iterated processes, almost sure local and global central limit theorems, integral functionals of geometric stochastic processes, favourite sites--favourite values and jump sizes for random walk and Brownian motion, random walking in a random scenery, and large void zones and occupation times for coalescing random walks.     

关于Banach空间中凸泛函的广义次梯度不等式

本文在前人^[1,2]的基础之上，以凸泛函的次梯度不等式为工具，将Jensen不等式推广到Banach空间中的凸泛函，导出了Banach空间中的Bochner积分型的广义Jensen不等式，给出其在Banach空间概率论中某些应用，从而推广了文献[3—6]的工作．     

Fourier-Feynman transform, convolution and first variation

We examine several interesting relationships and expressions involving Fourier-Feynman transform, convolution product and first variation for functionals in the Fresnel class F(B) of an abstract Wiener space B. We also prove a translation theorem and Parseval's identity for the analytic Feynman integral. This revised version was published online in June 2006 with corrections to the Cover Date.     

Analytic Feynman integrals of transforms of variation of cylinder type functions over Wiener paths in abstract Wiener space

In this paper, we evaluate various analytic Feynman integrals of first variation, conditional first variation, Fourier-Feynman transform and conditional Fourier-Feynman transform of cylinder type functions defined over Wiener paths in abstract Wiener space. We also derive the analytic Feynman integral of the conditional Fourier-Feynman transform for the product of the cylinder type functions which define the functions in a Banach algebra introduced by Yoo, with n linear factors.     

一个强极限定理

设是可列非齐次马氏链，本文通过利用［１］中提出的在Ｗｉｅｎｅｒ概率空间的一种实现，而给出了一个对任意可列非齐次马氏链普遍成立的强极限定理。     

Global Optimization of a Quadratic Functional with Quadratic Equality Constraints, Part 2

In this paper, we investigate a constrained optimization problem with a quadratic cost functional and two quadratic equality constraints. It is assumed that the cost functional is positive definite and that the constraints are both feasible and regular (but otherwise they are unrestricted quadratic functions). Thus, the existence of a global constrained minimum is assured. We develop a necessary and sufficient condition that completely characterizes the global minimum cost. Such a condition is of essential importance in iterative numerical methods for solving the constrained minimization problem, because it readily distinguishes between local minima and global minima and thus provides a stopping criterion for the computation. The result is similar to one obtained previously by the authors. In the previous result, we gave a characterization of the global minimum of a constrained quadratic minimization problem in which the cost functional was an arbitrary quadratic functional (as opposed to positive-definite here) and the constraints were at least positive-semidefinite quadratic functions (as opposed to essentially unrestricted here).