Some Results about the Sample Path Properties of Markov Processes with Independent Self-Similar Components

This paper considers a special class of operator self-similar processes Markov processes {X（t）, t≥0} with independent self-similar components, that is, X （ t ） =（X^1（t）,…,X^d（t））, where {X^i（t）,t≥0}, i=1,2,…,d are d independent real valued self-similar Markov processes. By means of Brel-Cantelli lemma, we give two results about asymptotic property as t→∞ of sample paths for two special classes of Markov processes with independent self-similar components.     

Some polar sets for the generalized Brownian sheet

Let (t)(t ∈ R ₊ ^N ) be the d-dimensional N-parameter generalized Brownian sheet. We study the polar sets for (t). It is proved that for any a ∈ R ^d , P{ (t) = a, for some t ∈ R _> ^N } = and the probability that (t) has k-multiple points is 1 or 0 according as whether 2kN > d(k − 1)β or 2kN < d(k−1)α. These results contain and extend the results of the Brownian sheet, where R _> ^N = (0,+∞) ^N ,R ₊ ^N =[10,+∞) ^N ,0< α≤1 and β≥1. Biography: LI Huiqiong (1966–), female, Associate professor, research direction: stochastic process and random fractal.     

Restricted allowable generalized quantum gates

An allowable generalized quantum gate (introduced by Long, Liu and Wang) has the form of U = Σ _k=0 ^d−1 c _k U _k , where U _k’s are unitary operators on a Hilbert space H and |Σ _k=0 ^d−1 c _k |⩽1 and |c _k |⩽1 (0⩽k⩽d−1). In this work we consider a kind of AGQGs, called restricted allowable generalized quantum gates (RAGQGs), satisfying 0 < Σ _k=0 ^d−1|c _k |⩽1. Some properties of the set RAGQG(H) of all RAGQGs on H are established. Especially, we prove that the extreme points of RAGQG(H) are exactly unitary operators on H and that B(H)=R ⁺ RAGQG(H).     

Existence of single-peaked solution of a semilinear elliptic problem

We discussed the Dirichlet problem of semilinear elliptic equationin (Pβ,α)D;-β△u=uε+εu,u>0,in Ω u=0, on(e),Ω where Ω(∪)RN(N≥4) is smooth and bounded domain,P=N+2/N-2,β,ε>0. We have proved that there exist positive ε0 and ε1 , such that when 0≤ε≤ε0,β>√ε1,(P0,1)has a single-peaked solution uβ, furthermore, |▽μβ|-0in the sense of measure as ε→0 and β→0.     

Absolute continuity of interacting measure-valued branching processes and its occupation-time processes

Let X t be the interaction measured_valued branching α_ symmetric stable process over R d(1<α≤2) constructed by Meleard_Roelly . Frist, it is shown that X t is absolutely continuous with respect to the Lebesgue measure (on R ) with a continuous density function which satisfies some SPDE. Second, it is proved that if the underlying process is a Brownian motion on R d (d≤3), the corresponding occupation_time process Y t is also absolutely continuous with respect to the Lebesgue measure.     

The Total Irredundance Numbers on Graphs

This paper discusses the total irredundance relations between the graph G and its clone-contraction graph H, that is, let H be the clone-contraction graph of G and v1,v2,...,vk be all contraction vertices ofH. IfS is a maximal total irredundant set of H such that A = S ∩ {V1,V2,…,Vk} contains as few vertices as possible, then S＇= S-A is the maximal total irredundant set of G. Furthermore, we obtain the bound of the total irredundance A（G） number： irt ≤△（G）/2△（G）＋1 n, which n is the order of graph G, and △（G） is maximum degree in G.     

B-Valued Dyadic Derivative

The principles of the new maximal operator H＊ we defined are discussed. We prove that it is bounded from martingale Hardy-Lorentz L^Xp.q[0,1） to the Lorentz L^Xp.q[0,1） for 1/2〈 p〈∞, 0〈~ q ≤ ∞, where X is any Banach space. When the Banach space X has the RN property, the sequence dnHnf converges to f a.e. Meanwhile the convergence in L^Xp norm for 1≤p〈∞ is a consequence of that the family functions K （n∈N） is an approximate identity.     

Average widths and optimal recovery of multivariate Besov classes inL p (Rd)

Some weak asymptotic results for average σ-K width and average σ_L width of the isotropic Besov classes S r pθB(R d), S r pθb(R d) and the anisotropic Besov classes S r pθB(R d), S r pθb(R d) in L p(R d) (1≤p<∞) are obtained, and the corresponding weak asymptotic optimal subspaces are identified. Furthermore, the weak asymptotic behavior of optimal recovery is established for the isotropic Besov classes S r pθB(R d) in L p(R d) (1≤p≤∞).     

Integrability near the boundary of the Poisson integral of some singular measures

We consider the Poisson integral u = P＊μ on the half-space R＋^N＋1 （ N 〉 1 ） （or on the unit ball of the complex plane） of some singular measureμ. If μ is an s-measure （0 〈 s 〈 N）, then some sharp estimates of the integration of the harmonic function u near the boundary are given. In particular, we show that fpr p〉1,∫R^Nu^p（x,y）dx- y^-τ （y〉0,τ =（N-s）（p-1） ） （Given for p〉1, RN f 〉 0 and g 〉 0, ＂ f-g ＂ will mean that there exist constants C1 and C2, such that C1f ≤ g ≤ CEf ）.     

On the limiting behavior of weighted partial sums for<Emphasis Type="Italic">B</Emphasis> valued martingale difference sequences

Let {X_n, n≥1} be a martingale difference sequence and {a _nk , 1⩽k⩽n,n⩾1} an array of constant real numbers. The limiting behavior of weighted partial sums ∑ _k=1 ⁿ a _nk X _k is investigated and some new results are obtained. Foundation item: Supported by the National Natural Sciene Foundation of China (No. 10071058 and No. 10071019) Biography: Gan Shi-xin (1939-), male, Prof lessor, research direction: martingale theory, probability limiting theory and Banach space geometry theory.     

A local asymptotic behavior for ruin probability in the renewal risk model

Let R（t）=u＋ct-∑ I=1^N（t） Xi,t≥0 be the renewal risk model, with Fx（x）being the distribution function of the claim amount X. Let ψ（u） be the ruin probability with initial surplus u. Under the condition of Fx（x） ∈ S^＊（γ）,y ≥ 0, by the geometric sum method, we derive the local asymptotic behavior for ψ（u,u ＋ z] for every 0 （ z （ oo, On one hand, the asymptotic behavior of ψ（u） can be derived from the result obtained. On the other hand, the result of this paper can be applied to the insurance risk management of an insurance company.     

Characterization of type<Emphasis Type="Italic">p</Emphasis> Banach spaces by the weak law of large numbers

For weighted sums of the form where {a _nj , 1 ⩽j⩽k _n ↑∞,n⩾1} is a real constant array and {X _aj , 1≤j≤k _{n, n}≥1} is a rowwise independent, zero mean, random element array in a real separable Banach space of typep, we establishL ^r convergence theorem and a general weak law of large numbers respectively, conversely, we characterize Banach spaces of typep in terms of convergence inr-th mean and probability for such weighted sums. Foundation item: Supported by the National Natural Science Foundation of China (No. 10071058) Biography: Gan Shi-xin (1939-), male, Professor, research direction: martingale theory, probability limiting theory and Banach space geometry theory.     

An exact expression for fractional absorption in Mossbauer spectroscopy

The fractional resonance absorption ε(0) in transmission Mossbauer spectroscopy is defined as a relative number of the absorbed γ-ray, and regarded as a measure of Mossbauer effect. The absorption linewidth Λ _a , as it is usually suggested, is nearly equal to the emission linewidth, Λ _s , and such an approximation leads to a extremely simplified expression ε(0), depending on neither Λ _s nor Λ _a . We consider the general case Λ _s ≠Λ _a , and obtain an exact expression for ε(0) which is given in the present paper. This expression ε(0), as a function oft _a, Λ _s , Λ _a , is figured and discussed. Biography: Chen Yi-long (1934-), male, Professor, research interest: Mossbauer effect and its applications.     

Some fractal properties of a class of self-similar Markov processes

LetX=(Ω,F,F _t ,X _t , θ _t ,P ^x be a self-similar Markov process on (0, ∞). The exact Hausdorff measure function of the level sets are obtained. An appropriate condition is given under which the self-similar Markov process corresponds to a stable process, and some more fractal properties of the sample path ofX are obtained in this case. Supported by the National Natural Science Foundation of China Huang Lihu: born in March 1972, Ph. D graduate student     

关于任意同分布随机变量序列最大值不等式及应用

设{X,Xn,n≥1}是同分布的随机变量序列(不必独立),记部分和Sn=∑ni=1Xi,n≥1。获得了max1≤k≤n︱Sk︱/n1/p的尾概率的一个上界,其中0p1。作为一个应用,给出了正则和极大值函数sup n≥1︱Sk︱/n1/p的r(r0)阶矩存在的充分条件,推广了独立情形相应的结果。     

Strong stability of linear forms in φ -mixing random variables

In this paper some new results of strong stability of linear forms in φ-mixing random variables are given. It is mainly proved that for a sequence of φ-mixing random variables {x _n , n ⩾ 1} and two sequences of positive numbers {a _n , n ⩾ 1} and {b _n , n ⩾ 1} there exist d _n ∈ R, n = 1,2,L, such that a.s. under some suitable conditions. The results extend and improve the corresponding theorems for independent identically distributed random variables. Foundation item: Supported by the National Natural Science Foundation of China(10671149)     

图的Seidel Laplacian-Estrada指标

设G为简单图,d_i表示顶点v_i的度,G的Seidel Laplacian矩阵S_L(G)是一个对角元为n-1-2d_i,非对角元为±1的实对称矩阵,当顶点v_i和v_j相邻时,(S_L(G))_(ij)=1,否则,(S_L(G))_(ij)=-1。引入并研究了Seidel Laplacian矩阵的Estrada指标,给出了该指标的上、下界,以及它与Seidel Laplacian能量之间的关系。     

Local time of additive Levy process

We studied the problem of existence of jointly continuous local time for an additive process.Here, “local time” is understood in the sence of occupation density, and by an additive Lévy process we mean a process X＝{X(t), t∈Rd+)} which has the decomposition X＝ X1 X2 … XN. We prove that if the product of it slower index and N is greater than d, then a jointly continuous local time can be obtained via Berman's method.     

Multi-parameter infinite-dimensional (r,δ)-OU process

The definition of n-parameter infinite-dimensional (r,δ) -Ornstein-Uhlenbeck process {xt (·) } ((r, δ)-OUPn∞ for short) is given. The absolute continuity of distribution μt of Xt(·) and the limit of Xt(·) when |t| →∞ is discussed.     

Blowup rate of positive solution of a semilinear parabolic system

It is dealt with positive solutions to the systems: u-t-u- XX =v+p, v-t-v XX =u+q in Ω×(0, T) subject to either initial conditions or boundary_value conditions. The exact blowup rate estimates of solution are established under some monotonicity assumptions on the initial values.