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.     

Generalized Galerkin approximations for pseudoinverses and operator equations of the first kind

0 IntroductionLeqtuiliHnebaer afo rHimlbaenrtd sap baoceun.dLeedtlianaenardfufnbceti oan baolu onndeHd ,serse--spectively. Our goal is to seekv∈Hsuchthata(u,v) =f(u) , u∈ H (1)As a rule, we call the expression (1) a variational equationandva solutiontothis equation.By virtue of the Riesz repre-sentationtheorem,there exists a uniquely determined boundedlinear operatorA:H→Hsuchthata(u,v) =〈u,Av〉, u,v∈ H,where〈·,·〉is the inner product onH.If the sesquilinearformais also with posit…     

Morita equivalent blocks in subgroups of finite groups

0 IntroductionLeRte(f K.[,1]O), ,ki) .e b.e, aOips- am ocdoumlaplre tseys dtiesmcre(tese eva lCuhatpito .nII Iri nignwith unique maxi mal idealJ(O) suchthatJ(O) =(π)forπ∈O,Kis the quotient field ofOcharacteristic 0 ,andkis theresidue fieldO/(π)of characteristicp, wherepis a fixedpri me number .Inthis paper , we fix a finite groupG,andletKcontains all the |G|-throots of unity,where |G|is the or-der of finite groupG.In particular bothKandkare splittingfields of every subgroup ofG.D…     

Almost sure convergence of weighted sums of NA sequences

For double arrays of constants {a _ni, 1≤i≤k _n, n≥1} and NA r.v. 's {X _n, n≥1}, conditions for almost sure convergence of are given. Both casesk _n ↑ ∞ andk _n=∞ are treated. A Marcinkiewicz-type theorem for i. d. NA sequences is obtained as a special case. Supported by the National Natural Science Foundation of China Cheng Riyan: born in 1968, MS student     

A class of complex quasi-Orlicz spaces and their analytic RN property

LetX be a complex quasi-Banach space and Φ:[0,∞)→[0,∞) an increasing convex function with Φ(0)=0, and Φ∈Δ₂. ThenL _Φ ^* (X) is a quasi-Banach space with continuous quasi-norm andL _Φ ^* (X) has the ARNP if and only ifX does. Supported by the National Natural Science Foundation of China Liu Peide: born in 1943, Professor     

Almost sure convergence of weighted sums of NA sequences

For double arrays of constants {a _ni, 1≤i≤k _n, n≥1} and NA r.v. 's {X _n, n≥1}, conditions for almost sure convergence of are given. Both casesk _n ↑ ∞ andk _n=∞ are treated. A Marcinkiewicz-type theorem for i. d. NA sequences is obtained as a special case. Supported by the National Natural Science Foundation of China Cheng Riyan: born in 1968, MS student     

A matrix version of the Wielandt inequality and its application to statistics

Suppose that A is an n × n positive definite Hemitain matrix. Let X and Y be n × p and n × q matrices (p+ q≤n), such that X* Y = 0. The following inequality is proved X*AY( Y* AY)-Y Y*AX≤( (λ1-λn)/(λ1+λn))2 X*AX, where λ1 and λn are respectively the largest and smallest eigenvalues of A, and M- stands for a generalized inverse of M. This inequality is an extension of the well-known Wielandt inequality in which both X and Y are vectors. The inequality is utilized to obtain some interesting inequalities about covari-ance matrix and various correlation coefficients including the canonical correlation, multiple and simple correlation.     

Landau定理在高维复射影空间的推广

利用到复射影空间Pn(C)的全纯映射的正规性和值分布理论,结合Zalcman引理,对单位圆盘到高维复射影空间中全纯曲线的Landau定理进行了研究,得到了如下结果:设f:?→Pn(C)为全纯曲线D1,D2,…,D2t+1为Pn(C)上的2t+1个超曲面且位于t?次一般位置.若对于每一个j=1,2,…,2t+1,f(c)...     

The Hàjek-Rènyi inequlity for Banach space valued random variable sequences and its application

In this paper we prove the following Hàjek-Rènyi inequality: Let 0≤p≤1, then for any Banach spaceB, anyL ^p integrableB valued random variable sequence {D _n , n≥1}, any real number sequence {b _n , n≥1} with 0<b _n, ↑ ∞, any integern≥1, there exist a constantC=C _p>0 (only depending onp) such that

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.     

Population-size-dependent branching processes in Markovian random environments

A branching model {Z n} n≥0is considered where the offspring distribution of the population's evolution is not only dependent on the population size, but also controlled by a Markovian environmental process {ξ n} n≥0. For this model, asymptotic behaviour is studied such as limn→∞Z n and limn→∞Z n/m n in the case that the mean m k, θof the offspring distribution converges to m>1 as the population size k grows to ∞. In the case that {ξ n} n≥0is an irreducible positive recurrent Markov chain, certain extinction (i.e. P(Z n=0 for some n)=1) and noncertain extinction (i.e. P(Z n=0 for some n)<1) are studied.     

On the boundary value problem for harmonic maps of the Poincaré disc

The boundary value problem for harmonic maps of the Poincare disc is discussed. The emphasis is on the non-smoothness of the given boundary values in the problem. Let T . be a subspace of the universal Teichmüller space, defined as a set of normalized quasisymmetric homeomorphisms h of the unit circle S onto itself where h admits a quasiconformal extension to the unit disc D with a complex dilatation μ satisfying where ρ(z)|dz|2 is the Poincare metric of D. Let B . be a Banach space consisting of holomorphic quadratic differentials φ in D with norms It is shown that for any given quasisymmetric homeomorphism h : S1→S1∈ T . , there is a unique quasiconformal harmonic map of D with respect to the Poincare metric whose boundary corresponding is h and the Hopf differential of such a harmonic map belongs to B .     

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)     

Pairing problem of generators in Kac-Moody algebras

The following result is proved: in any Kac Moody algebra g(A) , (ⅰ) given any non central element h in the Cartan subalgebra  , or (ⅱ) given any real root vector x β, β∈Δ re . There exists y∈g(A) such that the subalgebra generated by y and h or y and x β contains the derived algebra g′(A) of g(A) .     

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 ）.     

Walsh spectrum properties of rotation symmetric boolean function

Rotation symmetric function was presented by Pieprzyk. The algebraic configuration of rotation symmetric（RotS） function is special. For a Rots n variables function f（x1, x2, …, xn） we have f（ρn^k （x1, x2, …xn））=f（x1, x2, …, xn） for k=0, 1, …, n-1. In this paper, useing probability method we find that when the parameters of RotS function is under circular translation of indices, its walsh spectrum is invariant. And we prove the result is both sufficient and necessary.     

A sufficient condition fork′(z)(k(z)∈H q,q≥1) to be ofH 1

We proved ifk(z)∈H ^q (q≥1),g(z) is analytic on |z|=1, , thenk′(z)∈H ¹, especially, ifq=1, thenk(z) is an analytic function on the closed unit disk |z|≤1. Peng Zhigang: born in June 1970, Ph. D     

Tree decomposition

A tree decomposition of graph G=(V, E) is referred to as a partition of edge set E into edge-disjoint trees. Given (not necessarily distinct) vertices u-1, u-2...u-k∈V with k≥2, a sufficient and necessary condition is given for a connected graph G=(V,E) to have a tree decomposition {T-1, T-2...T-k} such that V(T-i)=V{u-i}, i=1,2,... k.     

Instability of relativistic electron beam with strong magnetic field

Stability criteria for a weak relativistic beam-plasma interaction in a strong magnetic field are found. Two beam modes occur,ω≈k _zC andω≈k _zC-ω_c. The dispersion equation of electrostatic two-stream is exactly solved with analytical method.     

Some limit theorems for weighted sums of random variable fields

1Preliminaries DuringthelastyearsthereappearedquiteafewpapersaboutlimittheoremsforBanachspacevaluedrandomvariables(r.v.’s)withmultidimensionalindex.Itistheaim ofthispapertogivecomparativeweakconditionswhichimply limittheoremsforweightedsumsofBanachspacevaluedr.v.fields.Thecurrentworkextendsthecorrespondingresultsof Refs.[15].Westartwithsomenotationsanddefinitions.LetNdbe thesetofalld dimensionallatticeofpointswithpositiveinte gersascomponents,whered≥1isafixedinteger.LetNdbe equippedwithco…